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63 deterministic quant computation tools for LangChain agents

Project description

langchain-quantoracle

63 deterministic quant computation tools for LangChain agents. Options pricing, risk metrics, portfolio optimization, technical indicators, statistics, crypto/DeFi, FX, macro, and more.

Install

pip install langchain-quantoracle

Usage

from langchain_quantoracle import QuantOracleToolkit

# Load all 63 tools
tools = QuantOracleToolkit().get_tools()

# Or filter by category
tools = QuantOracleToolkit(categories=["options", "risk"]).get_tools()

# Use with any LangChain agent
from langchain_openai import ChatOpenAI
from langchain.agents import AgentExecutor, create_tool_calling_agent
from langchain_core.prompts import ChatPromptTemplate

llm = ChatOpenAI(model="gpt-4o")
prompt = ChatPromptTemplate.from_messages([
    ("system", "You are a quant analyst. Use QuantOracle tools for all financial math."),
    ("human", "{input}"),
    ("placeholder", "{agent_scratchpad}"),
])

agent = create_tool_calling_agent(llm, tools, prompt)
executor = AgentExecutor(agent=agent, tools=tools)
result = executor.invoke({"input": "Price a call option: spot 100, strike 105, 6 months, 20% vol"})

Self-hosted

tools = QuantOracleToolkit(api_url="http://localhost:8000").get_tools()

Categories

options, derivatives, risk, indicators, simulate, portfolio, fixed-income, fi, stats, crypto, fx, macro, tvm, trade, pairs

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