feature: add risk management VaR by MonteCarlo #2073
Merged
+83
−0
Conversation
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Codecov ReportAll modified and coverable lines are covered by tests ✅
Additional details and impacted files@@ Coverage Diff @@
## main #2073 +/- ##
==========================================
+ Coverage 17.57% 17.88% +0.30%
==========================================
Files 945 952 +7
Lines 77121 77665 +544
==========================================
+ Hits 13555 13889 +334
- Misses 62595 62778 +183
- Partials 971 998 +27
... and 5 files with indirect coverage changes Continue to review full report in Codecov by Sentry.
🚀 New features to boost your workflow:
|
c9s
approved these changes
Jun 20, 2025
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
Value at Risk simulation using MonteCarlo - to evaluate the possible loss at the specified confidence level, or the expected average loss at the specified confidence level.