//! Risk Analyzer for Financial Portfolio Analysis
//!
//! This crate provides comprehensive risk analysis tools including:
//! - Value at Risk (`VaR`) calculation using Historical, Parametric, and Monte Carlo methods
//! - Conditional `VaR` (CVaR/Expected Shortfall)
//! - Monte Carlo simulation for risk scenarios
//! - Stress testing against historical crisis scenarios
//! - Portfolio risk metrics (volatility, Sharpe, Sortino, etc.)

mod analyzer;
mod error;
mod metrics;
mod monte_carlo;
mod stress_test;
mod var;

pub use analyzer::RiskAnalyzer;
pub use error::{Result, RiskAnalyzerError};
pub use risk_analyzer_shared::{
    MonteCarloResult, RiskAnalysisRequest, RiskAnalysisResult, RiskAnalyzerStatus, RiskAsset,
    RiskConfig, RiskMetrics, RiskPortfolio, StressScenario, StressTestResult, VaRMethod,
};

#[cfg(test)]
mod tests {
    use super::*;

    #[test]
    fn test_crate_compiles() {
        let _analyzer = RiskAnalyzer::new();
    }

    #[test]
    fn test_public_api_exports() {
        let config = RiskConfig::default();
        assert_eq!(config.confidence_level, 0.95);
        assert_eq!(config.time_horizon_days, 1);
        assert_eq!(config.method, VaRMethod::Historical);
    }

    #[test]
    fn test_stress_scenarios() {
        let scenarios = StressScenario::all_predefined();
        assert_eq!(scenarios.len(), 4);
    }
}