quantbrasil holdings var

quantbrasil holdings var <holding-id>

quantbrasil holdings var 123 --years 1 --confidence 95

export interface PortfolioVaRResponse {
  source_type: "saved_holding";
  portfolio_id: number | null;
  portfolio_name: string | null;
  lookback_years: number;
  confidence_pct: number;
  time_horizon: "1d";
  var: number;
  long_exposure_pct: number;
  short_exposure_pct: number;
  total_weight_pct: number;
  holdings: VarHolding[];
  histogram_data: PortfolioVaRHistogramBin[];
  summary_markdown: string;
  assumptions: string[];
  warnings: string[];
}

export interface VarHolding {
  ticker: string;
  weight_pct: number;
}

export interface PortfolioVaRHistogramBin {
  start_interval: number;
  end_interval: number;
  frequency: number;
}

{
  "source_type": "saved_holding",
  "portfolio_id": 182,
  "portfolio_name": "Longo Prazo",
  "lookback_years": 3,
  "confidence_pct": 95,
  "time_horizon": "1d",
  "var": 0.023,
  "long_exposure_pct": 100,
  "short_exposure_pct": 0,
  "total_weight_pct": 100,
  "holdings": [
    {
      "ticker": "PETR4",
      "weight_pct": 60
    },
    {
      "ticker": "VALE3",
      "weight_pct": 40
    }
  ],
  "histogram_data": [
    {
      "start_interval": -0.03,
      "end_interval": -0.02,
      "frequency": 8
    },
    {
      "start_interval": -0.02,
      "end_interval": -0.01,
      "frequency": 21
    },
    {
      "start_interval": -0.01,
      "end_interval": 0,
      "frequency": 64
    },
    {
      "start_interval": 0,
      "end_interval": 0.01,
      "frequency": 73
    },
    {
      "start_interval": 0.01,
      "end_interval": 0.02,
      "frequency": 29
    }
  ],
  "summary_markdown": "VaR diário de 2,30% a 95% de confiança para a carteira Longo Prazo.",
  "assumptions": ["Simulação histórica com janela de 3 anos."],
  "warnings": []
}