feat: 1506 add risk parameters (#1510)
* feat: #1506 add risk parameters * fix: integration test * fix: integration test
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@ -87,13 +87,6 @@ describe('market info is displayed', { tags: '@smoke' }, () => {
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validateMarketDataRow(4, 'Sector', 'crypto');
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validateMarketDataRow(4, 'Sector', 'crypto');
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});
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});
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it('risk factors displayed', () => {
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cy.getByTestId(marketTitle).contains('Risk factors').click();
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validateMarketDataRow(0, 'Short', '0.008571790367285281');
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validateMarketDataRow(1, 'Long', '0.008508132993273576');
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});
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it('risk model displayed', () => {
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it('risk model displayed', () => {
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cy.getByTestId(marketTitle).contains('Risk model').click();
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cy.getByTestId(marketTitle).contains('Risk model').click();
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@ -102,6 +95,21 @@ describe('market info is displayed', { tags: '@smoke' }, () => {
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validateMarketDataRow(2, 'Risk Aversion Parameter', '0.01');
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validateMarketDataRow(2, 'Risk Aversion Parameter', '0.01');
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});
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});
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it('risk parameters displayed', () => {
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cy.getByTestId(marketTitle).contains('Risk parameters').click();
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validateMarketDataRow(0, 'Typename', 'LogNormalModelParams');
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validateMarketDataRow(1, 'R', '0.016');
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validateMarketDataRow(2, 'Sigma', '0.3');
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});
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it('risk factors displayed', () => {
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cy.getByTestId(marketTitle).contains('Risk factors').click();
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validateMarketDataRow(0, 'Short', '0.008571790367285281');
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validateMarketDataRow(1, 'Long', '0.008508132993273576');
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});
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it('price monitoring trigger displayed', () => {
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it('price monitoring trigger displayed', () => {
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cy.getByTestId(marketTitle).contains('Price monitoring trigger 1').click();
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cy.getByTestId(marketTitle).contains('Price monitoring trigger 1').click();
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@ -230,16 +230,6 @@ export const Info = ({ market, onSelect }: InfoProps) => {
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/>
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/>
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),
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),
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},
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},
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{
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title: t('Risk factors'),
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content: (
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<MarketInfoTable
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data={market.riskFactors}
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unformatted={true}
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omits={['market', '__typename']}
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/>
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),
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},
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{
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{
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title: t('Risk model'),
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title: t('Risk model'),
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content: (
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content: (
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@ -250,6 +240,26 @@ export const Info = ({ market, onSelect }: InfoProps) => {
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/>
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/>
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),
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),
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},
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},
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{
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title: t('Risk parameters'),
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content: (
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<MarketInfoTable
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data={market.tradableInstrument.riskModel.params}
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unformatted={true}
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omits={[]}
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/>
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),
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},
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{
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title: t('Risk factors'),
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content: (
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<MarketInfoTable
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data={market.riskFactors}
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unformatted={true}
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omits={['market', '__typename']}
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/>
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),
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},
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...(market.priceMonitoringSettings?.parameters?.triggers || []).map(
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...(market.priceMonitoringSettings?.parameters?.triggers || []).map(
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(trigger, i) => ({
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(trigger, i) => ({
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title: t(`Price monitoring trigger ${i + 1}`),
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title: t(`Price monitoring trigger ${i + 1}`),
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