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

..

checkpoint_roundtrip.rs

test(ml): add TFT + Mamba2 checkpoint roundtrip integration tests

2026-02-22 23:55:23 +01:00

dqn_integration.rs

test: add 6 ML integration tests (DQN, PPO, TFT, Mamba2, ensemble, smoke)

2026-02-22 20:13:09 +01:00

ensemble_integration.rs

test: add 6 ML integration tests (DQN, PPO, TFT, Mamba2, ensemble, smoke)

2026-02-22 20:13:09 +01:00

feature_pipeline.rs

test(ml): add feature extraction pipeline integration tests

2026-02-23 00:08:17 +01:00

mamba2_integration.rs

test: add 6 ML integration tests (DQN, PPO, TFT, Mamba2, ensemble, smoke)

2026-02-22 20:13:09 +01:00

ml_order_pipeline_test.rs

test(trading_service): unit tests for risk service VaR and risk limits

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

ml_pipeline_smoke.rs

test: add 6 ML integration tests (DQN, PPO, TFT, Mamba2, ensemble, smoke)

2026-02-22 20:13:09 +01:00

ppo_integration.rs

test: add 6 ML integration tests (DQN, PPO, TFT, Mamba2, ensemble, smoke)

2026-02-22 20:13:09 +01:00

risk_killswitch_test.rs

test(trading_service): unit tests for risk service VaR and risk limits

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

tft_integration.rs

test: add 6 ML integration tests (DQN, PPO, TFT, Mamba2, ensemble, smoke)

2026-02-22 20:13:09 +01:00