How do I install the Var Unit Mismatch Fix skill?

Run npx skillmds@latest add smith6jt-cop/var-unit-mismatch-fix in your terminal (requires Node.js), paste this page's agent-chat prompt into Claude, Cursor, or any MCP-connected agent, or download the SKILL.md file and copy it into your agent's skills directory.

What does the Var Unit Mismatch Fix skill do?

VaR Unit Mismatch Fix It is listed under Coding & Dev Tools on SkillMD.

Is Var Unit Mismatch Fix safe to use?

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Which AI agents work with Var Unit Mismatch Fix?

This skill is tagged as working with Claude Code, Claude.ai, OpenAI Codex. SKILL.md is an open format, so most agents that read a skills directory can load it too.

Is Var Unit Mismatch Fix free to use?

Yes. Installing skills from SkillMD is free, and the skill stays under its author's original license.

Who published Var Unit Mismatch Fix?

smith6jt-cop (@smith6jt-cop) published this skill. Their other Agent Skills are listed on their SkillMD profile.

Var Unit Mismatch Fix by smith6jt-cop

Name: Var Unit Mismatch Fix
Rating: 4.2 (5 reviews)
Author: smith6jt-cop

File contents

VaR Unit Mismatch Fix

Version: v5.4.4 (2026-04-03) Status: Fixed and deployed Project: Alpaca_Trading

Problem

RealTimeRiskMonitor.update_positions() in risk_monitor.py:100-119 compared calculate_portfolio_var() output directly against max_portfolio_var (0.02 = 2%). But calculate_portfolio_var() returns dollars (~$14.85 for a $9.5K position), not a percentage. Result: 14.85 > 0.02 → 742x "breach" → 30-minute circuit breaker → repeat forever → all trading frozen.

Over 7 days of paper trading, this single bug caused 209 circuit breaker activations and prevented the equity models (32-37% accuracy, well above random) from trading at all.

Root Cause

# risk_monitor.py:100-101 (BEFORE — BUG)
portfolio_var = self.risk_manager.calculate_portfolio_var(current_positions)
if portfolio_var > self.risk_manager.limits.max_portfolio_var:  # $14.85 > 0.02 → always true

The correct pattern already existed 100 lines away in portfolio_risk.py:200-205:

# portfolio_risk.py:200-205 (CORRECT)
portfolio_var_dollars = self.calculate_portfolio_var(test_portfolio)
portfolio_var_pct = portfolio_var_dollars / account_value  # $14.85 / $99,000 = 0.00015
if portfolio_var_pct > self.limits.max_portfolio_var:  # 0.015% < 2% → OK

Fix

# risk_monitor.py:100-101 (AFTER — FIXED)
portfolio_var_dollars = self.risk_manager.calculate_portfolio_var(current_positions)
portfolio_var = portfolio_var_dollars / current_account_value if current_account_value > 0 else 0.0
if portfolio_var > self.risk_manager.limits.max_portfolio_var:

current_account_value was already available as a parameter to update_positions().

General Pattern

When adding risk threshold checks, always verify units match:

calculate_portfolio_var() → returns dollars
max_portfolio_var → configured as percentage (0.02 = 2%)
Must normalize: dollars / account_value → percentage

Files Modified

alpaca_trading/risk/risk_monitor.py: Lines 100-119

Detection Heuristics

If you see circuit breakers firing with extreme multipliers (>100x), check for unit mismatches between calculated values and configured limits. The ratio itself (742.8x limit) is the clue — real VaR breaches are typically 1-5x.

---name: var-unit-mismatch-fixdescription: VaR Unit Mismatch Fix---# VaR Unit Mismatch Fix**Version:** v5.4.4 (2026-04-03)**Status:** Fixed and deployed**Project:** Alpaca_Trading## Problem`RealTimeRiskMonitor.update_positions()` in `risk_monitor.py:100-119` compared `calculate_portfolio_var()` output directly against `max_portfolio_var` (0.02 = 2%). But `calculate_portfolio_var()` returns **dollars** (~$14.85 for a $9.5K position), not a percentage. Result: `14.85 > 0.02` → 742x "breach" → 30-minute circuit breaker → repeat forever → all trading frozen.Over 7 days of paper trading, this single bug caused **209 circuit breaker activations** and prevented the equity models (32-37% accuracy, well above random) from trading at all.## Root Cause```python# risk_monitor.py:100-101 (BEFORE — BUG)portfolio_var = self.risk_manager.calculate_portfolio_var(current_positions)if portfolio_var > self.risk_manager.limits.max_portfolio_var: # $14.85 > 0.02 → always true```The correct pattern already existed 100 lines away in `portfolio_risk.py:200-205`:```python# portfolio_risk.py:200-205 (CORRECT)portfolio_var_dollars = self.calculate_portfolio_var(test_portfolio)portfolio_var_pct = portfolio_var_dollars / account_value # $14.85 / $99,000 = 0.00015if portfolio_var_pct > self.limits.max_portfolio_var: # 0.015% < 2% → OK```## Fix```python# risk_monitor.py:100-101 (AFTER — FIXED)portfolio_var_dollars = self.risk_manager.calculate_portfolio_var(current_positions)portfolio_var = portfolio_var_dollars / current_account_value if current_account_value > 0 else 0.0if portfolio_var > self.risk_manager.limits.max_portfolio_var:````current_account_value` was already available as a parameter to `update_positions()`.## General Pattern**When adding risk threshold checks, always verify units match:**- `calculate_portfolio_var()` → returns dollars- `max_portfolio_var` → configured as percentage (0.02 = 2%)- Must normalize: `dollars / account_value` → percentage## Files Modified- `alpaca_trading/risk/risk_monitor.py`: Lines 100-119## Detection HeuristicsIf you see circuit breakers firing with extreme multipliers (>100x), check for unit mismatches between calculated values and configured limits. The ratio itself (`742.8x limit`) is the clue — real VaR breaches are typically 1-5x.

Frequently asked questions

Var Unit Mismatch Fix