ank-risk

pub fn compute_aave_values_from_views(
    aave_user: &serde_json::Value,
    aave_mkt: &serde_json::Value,
) -> (u128, u128, u64, u64)

pub fn compute_uniswap_values_from_views(
    uniswap_user: &serde_json::Value,
    uniswap_market: &serde_json::Value,
) -> (u128, u128, u64, u64)

use ank_risk::RiskAccumulator;

let mut risk = RiskAccumulator::default();

// Simulate a backtest
for tick in 0..1000 {
    let ts = 1640000000 + tick * 60; // 1-minute intervals
    let net_value_e18 = 10_000_000_000_000_000_000_000u128; // $10k starting
    let hf_bps = 15_000; // 150% health factor
    
    let drawdown = risk.update(ts, net_value_e18, hf_bps);
}

// Get summary
let summary = risk.finalize();
println!("Sharpe: {:.2}", summary.sharpe);
println!("Max Drawdown: {} e18", summary.max_drawdown_e18.0);
println!("APY: {:.2}%", summary.apy * 100.0);

use ank_risk::RiskAccumulatorUsd;

let mut risk_usd = RiskAccumulatorUsd::default();

// Feed tick-level data
for tick in 0..10000 {
    let ts = 1640000000 + tick * 60;
    let net_value_e18 = 10_000_000_000_000_000_000_000u128;
    let hf_bps = 15_000;
    
    risk_usd.update(ts, net_value_e18, hf_bps);
}

// Get daily summary
let summary = risk_usd.finalize();
println!("Days: {}", summary.days);
println!("Max Drawdown: ${:.2}", summary.max_drawdown_usd);
println!("Win Rate: {:.2}%", summary.win_rate * 100.0);

use ank_risk::compute_aave_values_from_views;
use serde_json::json;

let aave_market = json!({
    "reserves": {
        "WETH": {
            "price_e18": "2000_000_000_000_000_000_000",
            "liq_threshold_bps": 8000
        },
        "USDC": {
            "price_e18": "1_000_000_000_000_000_000",
            "liq_threshold_bps": 8500
        }
    }
});

let aave_user = json!({
    "deposits": {
        "WETH": "5_000_000_000_000_000_000" // 5 WETH
    },
    "debts": {
        "USDC": "6000_000_000_000_000_000_000" // $6000 USDC
    }
});

let (deposit_val, debt_val, ltv_bps, hf_bps) = 
    compute_aave_values_from_views(&aave_user, &aave_market);

println!("Deposit Value: ${:.2}", deposit_val as f64 / 1e18);
println!("Debt Value: ${:.2}", debt_val as f64 / 1e18);
println!("LTV: {:.2}%", ltv_bps as f64 / 100.0);
println!("Health Factor: {:.2}", hf_bps as f64 / 10000.0);

ts,wallet_value_e18,deposit_value_e18,debt_value_e18,net_value_e18,ltv_bps,hf_bps
1640000000,10000000000000000000000,8000000000000000000000,2000000000000000000000,8000000000000000000000,2500,32000
1640003600,10100000000000000000000,8100000000000000000000,2000000000000000000000,8100000000000000000000,2469,32400