rckrdmrd
a7cca885f0
Changes include: - Updated architecture documentation - Enhanced module definitions (OQI-001 to OQI-008) - ML integration documentation updates - Trading strategies documentation - Orchestration and inventory updates - Docker configuration updates 🤖 Generated with [Claude Code](https://claude.com/claude-code) Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
128 lines
2.7 KiB
Markdown
128 lines
2.7 KiB
Markdown
---
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id: "ET-PFM-003"
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title: "Motor de Stress Testing"
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type: "Technical Specification"
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status: "Done"
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priority: "Alta"
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epic: "OQI-008"
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project: "trading-platform"
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version: "1.0.0"
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created_date: "2025-12-05"
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updated_date: "2026-01-04"
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---
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# ET-PFM-003: Motor de Stress Testing
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**Épica:** OQI-008 - Portfolio Manager
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**Versión:** 1.0
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**Fecha:** 2025-12-05
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**Estado:** Planificado
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---
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## Escenarios Predefinidos
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```typescript
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const STRESS_SCENARIOS = {
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market_crash: {
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name: 'Market Crash',
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description: 'Caída del mercado tipo 2008/2020',
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impacts: {
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stocks: -0.30,
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crypto: -0.50,
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bonds: 0.05,
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gold: 0.10,
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},
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},
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recession: {
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name: 'Recesión Económica',
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description: 'Recesión prolongada',
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impacts: {
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stocks: -0.25,
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crypto: -0.40,
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bonds: 0.08,
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gold: 0.15,
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},
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},
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crypto_winter: {
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name: 'Crypto Winter',
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description: 'Caída prolongada de criptomonedas',
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impacts: {
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stocks: -0.05,
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crypto: -0.70,
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bonds: 0.02,
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gold: 0.05,
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},
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},
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rate_hike: {
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name: 'Subida de Tasas',
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description: 'Aumento agresivo de tasas de interés',
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impacts: {
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stocks: -0.15,
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crypto: -0.25,
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bonds: -0.10,
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gold: 0.00,
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},
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},
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};
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```
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---
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## Servicio de Stress Testing
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```typescript
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@Injectable()
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export class StressTestService {
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async runScenario(
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portfolioId: string,
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scenarioId: string
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): Promise<StressTestResult> {
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const positions = await this.portfolioService.getPositions(portfolioId);
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const scenario = STRESS_SCENARIOS[scenarioId];
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let totalImpact = 0;
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const positionImpacts = [];
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for (const position of positions) {
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const assetType = this.getAssetType(position.symbol);
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const impact = scenario.impacts[assetType] || -0.20;
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const positionImpact = position.marketValue * impact;
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totalImpact += positionImpact;
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positionImpacts.push({
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symbol: position.symbol,
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currentValue: position.marketValue,
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impact: positionImpact,
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impactPercent: impact * 100,
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projectedValue: position.marketValue + positionImpact,
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});
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}
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return {
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scenario: scenario.name,
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totalPortfolioValue: this.getCurrentValue(positions),
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totalImpact,
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totalImpactPercent: (totalImpact / this.getCurrentValue(positions)) * 100,
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projectedValue: this.getCurrentValue(positions) + totalImpact,
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positionImpacts: positionImpacts.sort((a, b) => a.impact - b.impact),
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timestamp: new Date().toISOString(),
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};
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}
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}
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```
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---
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## Referencias
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- [RF-PFM-002: Análisis de Riesgo](../requerimientos/RF-PFM-002-analisis-riesgo.md)
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---
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*Especificación técnica - Sistema NEXUS*
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