mirror of
https://github.com/OpenBB-finance/OpenBB.git
synced 2026-10-29 05:21:48 +00:00
2e7eb4c9b6
* fix(docs): added margin between sections * feat: removed unused files; updated ga * fix: juan stuff doesnt work * fix: random fix * moon at noon * fix: update docusaurus config * Update controller_doc_classes.py * fix: temp fix * fix: temp fix * Update controller_doc_classes.py * fix: remove old content * fix: taggfix * init * fix: styling and moved file * Update generate_terminal_markdown.py * fix: removed unused images * fix: port new files * Update generate_sdk_markdown.py * Update controller_doc_classes.py Co-authored-by: teh_coderer <me@tehcoderer.com>
85 lines
2.5 KiB
Markdown
Vendored
85 lines
2.5 KiB
Markdown
Vendored
---
|
|
title: var
|
|
description: OpenBB SDK Function
|
|
---
|
|
|
|
import Tabs from '@theme/Tabs';
|
|
import TabItem from '@theme/TabItem';
|
|
|
|
# var
|
|
|
|
<Tabs>
|
|
<TabItem value="model" label="Model" default>
|
|
|
|
Gets value at risk for specified stock dataframe.
|
|
|
|
Source Code: [[link](https://github.com/OpenBB-finance/OpenBBTerminal/tree/main/openbb_terminal/common/quantitative_analysis/qa_model.py#L224)]
|
|
|
|
```python
|
|
openbb.qa.var(data: pd.DataFrame, use_mean: bool = False, adjusted_var: bool = False, student_t: bool = False, percentile: Union[int, float] = 99.9, portfolio: bool = False)
|
|
```
|
|
|
|
---
|
|
|
|
## Parameters
|
|
|
|
| Name | Type | Description | Default | Optional |
|
|
| ---- | ---- | ----------- | ------- | -------- |
|
|
| data | pd.DataFrame | Data dataframe | None | False |
|
|
| use_mean | bool | If one should use the data mean for calculation | False | True |
|
|
| adjusted_var | bool | If one should return VaR adjusted for skew and kurtosis | False | True |
|
|
| student_t | bool | If one should use the student-t distribution | False | True |
|
|
| percentile | Union[int,float] | VaR percentile | 99.9 | True |
|
|
| portfolio | bool | If the data is a portfolio | False | True |
|
|
|
|
|
|
---
|
|
|
|
## Returns
|
|
|
|
| Type | Description |
|
|
| ---- | ----------- |
|
|
| pd.DataFrame | DataFrame with Value at Risk per percentile |
|
|
---
|
|
|
|
|
|
|
|
</TabItem>
|
|
<TabItem value="view" label="Chart">
|
|
|
|
Prints table showing VaR of dataframe.
|
|
|
|
Source Code: [[link](https://github.com/OpenBB-finance/OpenBBTerminal/tree/main/openbb_terminal/common/quantitative_analysis/qa_view.py#L1048)]
|
|
|
|
```python
|
|
openbb.qa.var_chart(data: pd.DataFrame, symbol: str = "", use_mean: bool = False, adjusted_var: bool = False, student_t: bool = False, percentile: float = 99.9, data_range: int = 0, portfolio: bool = False)
|
|
```
|
|
|
|
---
|
|
|
|
## Parameters
|
|
|
|
| Name | Type | Description | Default | Optional |
|
|
| ---- | ---- | ----------- | ------- | -------- |
|
|
| data | pd.Dataframe | Data dataframe | None | False |
|
|
| use_mean | bool | if one should use the data mean return | False | True |
|
|
| symbol | str | name of the data | | True |
|
|
| adjusted_var | bool | if one should have VaR adjusted for skew and kurtosis (Cornish-Fisher-Expansion) | False | True |
|
|
| student_t | bool | If one should use the student-t distribution | False | True |
|
|
| percentile | int | var percentile | 99.9 | True |
|
|
| data_range | int | Number of rows you want to use VaR over | 0 | True |
|
|
| portfolio | bool | If the data is a portfolio | False | True |
|
|
|
|
|
|
---
|
|
|
|
## Returns
|
|
|
|
This function does not return anything
|
|
|
|
---
|
|
|
|
|
|
|
|
</TabItem>
|
|
</Tabs> |