AmineTMIRI/backend
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bugfixing

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This commit is contained in:
MuslemRahimi 2024-09-08 11:39:22 +02:00
parent 23d5605c2c
commit 8797e61495
1 changed files with 3 additions and 0 deletions
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3
app/cron_var.py
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@ -44,6 +44,9 @@ def compute_var(df):
var = np.percentile(df['Returns'], 100 * (1 - confidence_level)) 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 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 return var_N_days # Positive value represents a loss
async def run(): async def run():