Allocator Bot

A portfolio optimization copilot for OpenBB that uses PyPortfolioOpt to generate efficient frontier allocations.

Features

• OpenBB Integration:
  • Plugs into OpenBB Workspace's copilot and widget interfaces
  • Fetches price data from FMP via OpenBB Platform's python library
  • Real-time feedback through server-sent events
  • Interactive portfolio visualization widgets
• Portfolio Optimization Models:
  • Maximum Sharpe Ratio optimization
  • Minimum Volatility optimization
  • Efficient Risk (target volatility)
  • Efficient Return (target return)

Requirements and Tech Stack

• Python 3.10 to 3.12

• FMP API access (via OpenBB Platform)

• OpenAI API access

• Dependencies listed in pyproject.toml

• Tech Stack:

  • FastAPI with Starlette SSE for real-time updates
  • OpenBB Platform Python library for data access
  • PyPortfolioOpt for optimization algorithms
  • Pydantic for data validation
  • Magentic for LLM interactions

Installation

1. Clone the repository:

   git clone https://github.com/yourusername/allocator-bot.git
   cd allocator-bot

2. Install dependencies using Poetry:

   poetry install

Configuration

• Copy .env.example to .env and fill in the values.

Usage

Start the server on localhost:

python main.py

Adding to OpenBB Workspace

1. Add as a Copilot:

   • Click on the OpenBB Copilot dropdown
   • Click "Add Copilot"
   • Enter the server URL (e.g., http://localhost:4322 for local deployment)
   • Add authorization header with the API key from API_KEYS_FILE_PATH
     • Header name: Authorization
     • Header value: Bearer <API_KEY>
   • Click "Create"

2. Add as a Widget Source:

   • Click "Add Data" on your dashboard
   • Go to "Custom Backends"
   • Select "Allocator Bot Backend"
   • Enter the same URL and API key used for the copilot
   • Click "Add"

Using the Copilot

• The copilot accepts natural language requests for portfolio optimization
• You can specify:
  • List of tickers
  • Total investment amount
  • Risk-free rate
  • Target volatility
  • Holding period
• The copilot will provide:
  • Optimized allocations with different risk models
  • Interactive tables and visualizations
  • Real-time feedback and error handling
  • Allocation IDs for widget integration

Using the Widgets

• Load allocations using their IDs
• Filter by specific risk models
• Visualize allocations using various chart types (e.g., donut charts)
• Compare different optimization strategies

Contributing

1. Fork the repository
2. Create a new branch for your feature or bugfix
3. Submit a pull request with a description of your changes

License

This project is licensed under MIT. PyPortfolioOpt is licensed under MIT. OpenBB is licensed under AGPL.