jgrusewski 477dd47d3f fix(risk): warn when VaR uses static config volatility instead of market data ...

The VaR engine's get_symbol_volatility used hardcoded per-asset-class
annual volatility values (e.g. 25% for equities, 80% for crypto) without
any indication to operators that real market data was not being used.

Now emits a tracing::warn on every static volatility lookup so operators
see it in logs. Also adds a volatility_overrides HashMap<String, f64>
field on VarEngine for manual per-symbol overrides until a real market
data feed is integrated.

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

2026-02-23 23:20:26 +01:00

..

enforcement

lint(risk, api_gateway): fix all clippy deny violations (16+3=19)

2026-02-22 02:09:44 +01:00

safety

fix(common): limit HalfOpen circuit breaker to single probe

2026-02-23 22:16:17 +01:00

tests

feat(ml): WAVE 29 DQN Codebase Cleanup & Refactoring Campaign

2025-11-27 23:46:13 +01:00

var_calculator

fix(risk): replace linear z-score interpolation with Abramowitz-Stegun

2026-02-23 22:17:51 +01:00

circuit_breaker.rs

fix(risk): fix circuit_breaker position_limit_zero_portfolio test

2026-02-22 02:49:42 +01:00

compliance.rs

fix(risk): add account_id field to OrderInfo for per-account risk tracking

2026-02-23 22:07:50 +01:00

correlation_monitor.rs

lint(risk, api_gateway): fix all clippy deny violations (16+3=19)

2026-02-22 02:09:44 +01:00

drawdown_monitor.rs

fix(adaptive-strategy): risk limit breaches return errors instead of warnings

2026-02-23 22:25:22 +01:00

error.rs

🔧 Tonic 0.14 Upgrade: Auto-generated and build system changes

2025-10-03 07:34:26 +02:00

kelly_sizing.rs

🔧 Emergency Fix: Resolve catastrophic _i32 suffix corruption (463→0 errors)

2025-10-10 23:05:26 +02:00

lib.rs

safety: change clippy allow to deny(unwrap_used, expect_used) in risk and data crates

2026-02-21 21:51:08 +01:00

operations.rs

Wave D Phase 3 COMPLETE: 24 Regime Detection Features (Indices 201-225)

2025-10-18 01:11:14 +02:00

portfolio_optimization.rs

feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents

2025-10-19 09:10:55 +02:00

position_tracker.rs

safety: change clippy allow to deny(unwrap_used, expect_used) in risk and data crates

2026-02-21 21:51:08 +01:00

risk_engine.rs

fix(risk): warn when VaR uses static config volatility instead of market data

2026-02-23 23:20:26 +01:00

risk_types.rs

fix(risk): add account_id field to OrderInfo for per-account risk tracking

2026-02-23 22:07:50 +01:00

stress_tester.rs

🚀 Wave 9: TFT INT8 Quantization Complete (20 Agents, TDD)

2025-10-15 21:38:04 +02:00