ternlang-core 1.3.5

Compiler and VM for Ternlang — balanced ternary language with affirm/tend/reject trit semantics, @sparseskip codegen, and BET bytecode execution.
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// Module:  stdlib/finance/risk_metrics.tern
// Purpose: Value at Risk (VaR) and Portfolio Safety
// Author:  RFI-IRFOS
// Ref:     https://ternlang.com

// Risk constraints act as hard gates in a trading system.

fn var_gate_trit(current_var: float, max_var_limit: float) -> trit {
    // Value at Risk check
    if current_var > max_var_limit { return reject; } // Risk too high, halt trading
    if current_var > (max_var_limit * 0.8) { return tend; } // Warning zone, reduce exposure
    return affirm; // Risk acceptable
}

fn drawdown_gate_trit(drawdown: float, hard_stop: float) -> trit {
    // Maximum drawdown circuit breaker
    if drawdown >= hard_stop { return reject; } // Kill switch activated
    return affirm;
}

fn volatility_regime_trit(vix: float) -> trit {
    if vix > 30.0 { return reject; } // High volatility/panic
    if vix < 15.0 { return affirm; } // Low volatility/complacency
    return tend; // Normal market conditions
}