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7bb0af0 | 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 | """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",
]
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