valentineus/overnight-trading-bot
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seventh version

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Valentin Popov
2026-06-08 11:11:50 +00:00
parent 8a552dec56
commit ebea17b411
11 changed files with 511 additions and 138 deletions
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internal/risk/manager.go
+2 -1
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@@ -33,6 +33,7 @@ type ManagerConfig struct {
type PreTradeInput struct {
Portfolio domain.Portfolio
OpenPositions int
ClosingPosition bool
DailyPnL decimal.Decimal
WeeklyPnL decimal.Decimal
MonthlyDrawdownPct decimal.Decimal
@@ -91,7 +92,7 @@ func (m Manager) PreTradeCheck(input PreTradeInput) PreTradeResult {
return reject("trading_status_unknown_before_order")
case input.TradingStatus != domain.TradingStatusNormal:
return reject("trading_status_not_normal")
case m.cfg.MaxOpenPositions > 0 && input.OpenPositions >= m.cfg.MaxOpenPositions:
case !input.ClosingPosition && m.cfg.MaxOpenPositions > 0 && input.OpenPositions >= m.cfg.MaxOpenPositions:
return reject("max_open_positions")
case DailyLossBreached(input.DailyPnL, input.Portfolio.Equity, m.cfg.MaxDailyLossPct):
return reject("max_daily_loss")