---
id: "ET-PFM-003"
title: "Motor de Stress Testing"
type: "Technical Specification"
status: "Done"
priority: "Alta"
epic: "OQI-008"
project: "trading-platform"
version: "1.0.0"
created_date: "2025-12-05"
updated_date: "2026-01-04"
---

# ET-PFM-003: Motor de Stress Testing

**Épica:** OQI-008 - Portfolio Manager
**Versión:** 1.0
**Fecha:** 2025-12-05
**Estado:** Planificado

---

## Escenarios Predefinidos

```typescript
const STRESS_SCENARIOS = {
  market_crash: {
    name: 'Market Crash',
    description: 'Caída del mercado tipo 2008/2020',
    impacts: {
      stocks: -0.30,
      crypto: -0.50,
      bonds: 0.05,
      gold: 0.10,
    },
  },

  recession: {
    name: 'Recesión Económica',
    description: 'Recesión prolongada',
    impacts: {
      stocks: -0.25,
      crypto: -0.40,
      bonds: 0.08,
      gold: 0.15,
    },
  },

  crypto_winter: {
    name: 'Crypto Winter',
    description: 'Caída prolongada de criptomonedas',
    impacts: {
      stocks: -0.05,
      crypto: -0.70,
      bonds: 0.02,
      gold: 0.05,
    },
  },

  rate_hike: {
    name: 'Subida de Tasas',
    description: 'Aumento agresivo de tasas de interés',
    impacts: {
      stocks: -0.15,
      crypto: -0.25,
      bonds: -0.10,
      gold: 0.00,
    },
  },
};
```

---

## Servicio de Stress Testing

```typescript
@Injectable()
export class StressTestService {

  async runScenario(
    portfolioId: string,
    scenarioId: string
  ): Promise<StressTestResult> {
    const positions = await this.portfolioService.getPositions(portfolioId);
    const scenario = STRESS_SCENARIOS[scenarioId];

    let totalImpact = 0;
    const positionImpacts = [];

    for (const position of positions) {
      const assetType = this.getAssetType(position.symbol);
      const impact = scenario.impacts[assetType] || -0.20;
      const positionImpact = position.marketValue * impact;

      totalImpact += positionImpact;
      positionImpacts.push({
        symbol: position.symbol,
        currentValue: position.marketValue,
        impact: positionImpact,
        impactPercent: impact * 100,
        projectedValue: position.marketValue + positionImpact,
      });
    }

    return {
      scenario: scenario.name,
      totalPortfolioValue: this.getCurrentValue(positions),
      totalImpact,
      totalImpactPercent: (totalImpact / this.getCurrentValue(positions)) * 100,
      projectedValue: this.getCurrentValue(positions) + totalImpact,
      positionImpacts: positionImpacts.sort((a, b) => a.impact - b.impact),
      timestamp: new Date().toISOString(),
    };
  }
}
```

---

## Referencias

- [RF-PFM-002: Análisis de Riesgo](../requerimientos/RF-PFM-002-analisis-riesgo.md)

---

*Especificación técnica - Sistema NEXUS*
