from market_data import MarketDataProvider
from risk_metrics import RiskMetricsCalculator
from hedging_strategies import HedgingStrategyOptimizer
import time

class RealTimeRiskManager:
    def __init__(self):
        self.market_data_provider = MarketDataProvider()
        self.risk_metrics_calculator = RiskMetricsCalculator()
        self.hedging_strategy_optimizer = HedgingStrategyOptimizer()
        self.current_stock_price = None
        self.current_volatility = None
        self.current_var = None
        self.current_hedge_ratio = 0.5  # Initial hedge ratio

    def update_market_data(self):
        market_data = self.market_data_provider.get_live_market_data()
        self.current_stock_price = market_data['stock_price']
        self.current_volatility = market_data['volatility']

    def calculate_risk_metrics(self):
        if self.current_stock_price is not None and self.current_volatility is not None:
            self.current_var = self.risk_metrics_calculator.calculate_var(self.current_stock_price, self.current_volatility)

    def optimize_hedging_strategy(self):
        if self.current_var is not None:
            self.current_hedge_ratio = self.hedging_strategy_optimizer.optimize_hedging_strategy(self.current_var, self.current_hedge_ratio)

    def run(self):
        while True:
            self.update_market_data()
            self.calculate_risk_metrics()
            self.optimize_hedging_strategy()
            print(f"Current Stock Price: {self.current_stock_price}, Current VaR: {self.current_var}, Current Hedge Ratio: {self.current_hedge_ratio}")
            time.sleep(5)  # Adjust interval as needed

if __name__ == "__main__":
    risk_manager = RealTimeRiskManager()
    risk_manager.run()
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