application.yaml

yfinance:
  # although we appreciate our solution may at some point run incrementally
  # we ensure we bring enough historical data to run some insights
  mindate: '2018-05-01'
  maxdate: '2020-05-01'

model:
  # name of the pyfunc model that will be registered on MLFlow registry
  name: 'value_at_risk'
  # date when we train our model (before yfinance end date)
  date: '2019-09-01'
    
database:
  # all delta tables will be stored as external managed tables under that database / within that directory
  name: 'solacc_var'
  path: '/FileStore/solution_accelerators/var/database'
  tables:
    stocks: 'market_data'
    indicators: 'market_indicators'
    volatility: 'market_volatility'
    mc_market: 'monte_carlo_market'
    mc_trials: 'monte_carlo_trials'
    
monte-carlo:
  # control how many nodes do we have at our disposal
  executors: 20
  # how much history do we bring to compute past volatility
  volatility: 90
  # how many simulations for each instrument
  runs: 32000