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

@@ -1,7 +1,7 @@
import { NavLink } from 'react-router-dom'
import {
LayoutDashboard, Globe, BarChart2, FlaskConical,
History, Calendar, TrendingUp, Zap, DollarSign, Settings, BrainCircuit, Activity, BookOpen, FileBarChart, Brain, ShieldAlert, Microscope, ScrollText
History, Calendar, TrendingUp, Zap, DollarSign, Settings, BrainCircuit, Activity, BookOpen, FileBarChart, Brain, ShieldAlert, Microscope, ScrollText, Gauge
} from 'lucide-react'
import { useGeoRiskScore, useAiStatus, usePortfolioSummary } from '../../hooks/useApi'
import clsx from 'clsx'
@@ -20,6 +20,7 @@ const nav = [
{ to: '/analytics', icon: FlaskConical, label: 'Analytics' },
{ to: '/analytics-advanced', icon: Microscope, label: 'Analytics Avancées' },
{ to: '/risk', icon: ShieldAlert, label: 'Risk Dashboard' },
{ to: '/var', icon: Gauge, label: 'VaR Analyse' },
{ to: '/backtest', icon: History, label: 'Backtest' },
{ to: '/calendar', icon: Calendar, label: 'Calendrier' },
{ to: '/logs', icon: ScrollText, label: 'Logs Système' },