Update compute_holding_risk and compute_portfolio_risk to use
a mathematical risk floor. If a stock has < 30 days of price history,
the risk logic now substitutes its returns with its Sector ETF (e.g. XLF),
"SPY", or the benchmark_prices array to ensure the portfolio manager agent
receives coherent, baseline risk values (VaR, Sharpe, Sortino, max DD).
Sets is_proxy_risk=True when applied.
Co-authored-by: google-labs-jules[bot] <161369871+google-labs-jules[bot]@users.noreply.github.com>
Co-authored-by: aguzererler <6199053+aguzererler@users.noreply.github.com>
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