bugfixing

This commit is contained in:
MuslemRahimi 2024-09-08 11:39:22 +02:00
parent 23d5605c2c
commit 8797e61495

View File

@ -44,6 +44,9 @@ def compute_var(df):
var = np.percentile(df['Returns'], 100 * (1 - confidence_level))
var_N_days = round(var * np.sqrt(len(df)) * 100, 2) # N days: the length of df represents the N days
if var_N_days <= -100:
var_N_days = -99
return var_N_days # Positive value represents a loss
async def run():