feat: page VaR Analyse avec approche delta Black-Scholes

- Service var_service.py : calcul VaR Historique / Paramétrique / Monte Carlo
  stressé (vol ×1.5) + CVaR par méthode, deltas BS par position, fallback
  synthétique si yfinance indisponible
- Router /api/var/compute : paramètres confidence, horizon, lookback, IV défaut
- Page VaRAnalysis.tsx : cartes métriques %, montants EUR, histogramme retours,
  VaR glissante 30j, tableau positions + deltas, backtest Kupiec pass/fail
- Route /var + nav sidebar « VaR Analyse »

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
This commit is contained in:
OpenSquared
2026-06-19 23:15:39 +02:00
parent 27846a1b63
commit d64d1029bf
6 changed files with 756 additions and 1 deletions

View File

@@ -2,6 +2,7 @@ from fastapi import FastAPI
from fastapi.middleware.cors import CORSMiddleware
from routers import market_data, geopolitical, options, backtest, ai, portfolio, config, patterns, journal, cycle as cycle_router, profiles as profiles_router, reasoning as reasoning_router, knowledge as knowledge_router, options_vol as options_vol_router, analytics as analytics_router, risk as risk_router
from routers import logs as logs_router
from routers import var as var_router
from services.database import init_db, get_config, cleanup_stale_running_cycles
import os
import logging
@@ -99,6 +100,7 @@ app.include_router(options_vol_router.router)
app.include_router(analytics_router.router)
app.include_router(risk_router.router)
app.include_router(logs_router.router)
app.include_router(var_router.router)
@app.get("/")