jgrusewski 2bce9859cc test(trading_service): unit tests for risk service VaR and risk limits ...

Add 25 unit tests for the RiskServiceImpl pure functions:
- Parametric VaR fallback formula (notional * 0.02)
- Equal contribution percentage for N symbols (including empty)
- Drawdown computation (empty, positive PnL, negative, mixed)
- Returns from executions (empty, single, sorted, zero-price filtering)
- Volatility (empty, single, constant, known series)
- Sharpe ratio (insufficient data, zero vol, positive returns)
- Sortino ratio (insufficient data, no downside, mixed)
- VaR square-root-of-time scaling (1d→5d→30d)
- Concentration risk level thresholds
- Risk constants validation

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>

2026-02-23 10:49:50 +01:00

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