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| """VaR business logic.""" | |
| from src.logger import logger | |
| from src.utils import ( | |
| fetch_prices, | |
| compute_returns, | |
| plot_distribution, | |
| ) | |
| from src.historical import ( | |
| calculate_historical_var, | |
| calculate_historical_es, | |
| compute_historical_var_es, | |
| compute_stressed_historical_var_es, | |
| historical_var_es_pipeline, | |
| ) | |
| from src.parametric import ( | |
| estimate_distribution, | |
| calculate_parametric_var, | |
| calculate_parametric_es, | |
| compute_parametric_var_es, | |
| compute_stressed_parametric_var_es, | |
| parametric_var_es_pipeline, | |
| ) | |
| from src.excel_export import export_historical_var_report, export_parametric_var_report | |
| from src.config import ( | |
| TICKERS, | |
| LOOKBACK_DAYS, | |
| STRESS_LABEL, | |
| STRESS_START_DATE, | |
| STRESS_END_DATE, | |
| ) | |
| __all__ = [ | |
| "logger", | |
| "fetch_prices", | |
| "compute_returns", | |
| "plot_distribution", | |
| "calculate_historical_var", | |
| "calculate_historical_es", | |
| "compute_historical_var_es", | |
| "compute_stressed_historical_var_es", | |
| "historical_var_es_pipeline", | |
| "estimate_distribution", | |
| "calculate_parametric_var", | |
| "calculate_parametric_es", | |
| "compute_parametric_var_es", | |
| "compute_stressed_parametric_var_es", | |
| "parametric_var_es_pipeline", | |
| "export_historical_var_report", | |
| "export_parametric_var_report", | |
| "TICKERS", | |
| "LOOKBACK_DAYS", | |
| "STRESS_LABEL", | |
| "STRESS_START_DATE", | |
| "STRESS_END_DATE", | |
| ] | |