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>
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@@ -17,6 +17,7 @@ import Analytics from './pages/Analytics'
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import AnalyticsAdvanced from './pages/AnalyticsAdvanced'
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import RiskDashboard from './pages/RiskDashboard'
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import SystemLogs from './pages/SystemLogs'
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import VaRAnalysis from './pages/VaRAnalysis'
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import { useCycleWatcher } from './hooks/useApi'
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function GlobalWatcher() {
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@@ -48,6 +49,7 @@ export default function App() {
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<Route path="/analytics" element={<Analytics />} />
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<Route path="/analytics-advanced" element={<AnalyticsAdvanced />} />
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<Route path="/risk" element={<RiskDashboard />} />
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<Route path="/var" element={<VaRAnalysis />} />
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<Route path="/logs" element={<SystemLogs />} />
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</Routes>
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</main>
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