Files
foxhunt/ml/src/evaluation
jgrusewski 506d47a8ca feat(trading_service): wire risk gRPC to real RiskEngine and kill switch
- emergency_stop: delegates to TradingServiceKillSwitch.emergency_shutdown()
  which activates the global AtomicKillSwitch; returns Status::unavailable
  when kill_switch_system is None rather than silently succeeding
- validate_order: reads max_order_quantity from config repository (falls back
  to 1_000_000); additionally calls RiskEngine.check_var_limit() for VaR
  validation when symbol and price are provided
- get_va_r: uses RiskEngine.calculate_marginal_var() for real VaR with a
  parametric fallback; per-symbol marginal VaRs computed individually
- get_risk_metrics: derives portfolio_var_1d from RiskEngine; scales to 5d
  and 30d via sqrt-of-time rule; remaining fields (Sharpe, beta, alpha,
  current_drawdown) keep placeholder values with explicit TODO comments
- fix(risk): correct stop_monitoring() self.error_rate() → self.get_health_metrics()
  (pre-existing typo that blocked compilation of trading_service)

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-02-21 23:28:49 +01:00
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