run_st_job

Overview

run_st_job builds a stress-testing HTML report (vine copula, Gaussian, or Student-t shocks). Inputs:

portfolio_optimization_*.json — usual path
data_extractor_*.json — fast path; optional portfolio_weights, else equal 1/N

Describe the shock in chat (e.g. “AAPL −15%, Student-t”); skills set stress_dict and mode.

Parameters

string

required

Blob URL to a portfolio_optimization_*.json or data_extractor_*.json artifact.

object

required

Stress test configuration.

Show common config fields

string

required

Stress model. Supported values: vine_copula, gaussian, student_t (alias: student).

object

required

Required ticker-to-shock mapping, for example { "AAPL": -0.05 }. For gaussian / student_t, you must leave at least one asset unstressed (do not put every portfolio ticker in stress_dict).

number

Number of simulations. Example: 5000.

object

Optional weights for the data-extraction fast path, e.g. { "AAPL": 0.5, "MSFT": 0.5 }. If omitted on that path, equal 1/N weights are used.

number

Degrees of freedom for student_t.

Returns

{
  "status": "Succeeded",
  "output_url": "https://stqsnpprod.blob.core.windows.net/data/stress_test_gaussian_e2f3a4b5c6d7.html",
  "output_name": "stress_test_gaussian_e2f3a4b5c6d7.html",
  "execution_name": "job-st-worker-abc123xyz"
}

Example

{
  "input_url": "https://stqsnpprod.blob.core.windows.net/data/portfolio_optimization_35c1b5239d23.json",
  "config": {
    "stress_test_mode": "gaussian",
    "stress_dict": {
      "AAPL": -0.05,
      "MSFT": -0.03
    },
    "n_samples": 5000
  }
}

Resources

Resource	Value
Container Apps Job	`job-st-worker`
Container name	`job-st-worker`
Env vars injected	`INPUT_URL`, `CONFIG`
Output blob prefix	`stress_test_`

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