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RiskConfig

schwab_cli::rules

Struct RiskConfig 

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pub struct RiskConfig {
    pub max_portfolio_risk_usd: f64,
    pub max_risk_per_trade_usd: f64,
    pub max_trades_per_day: u32,
    pub allowed_underlyings: Vec<String>,
    pub max_open_per_underlying: HashMap<String, u32>,
    pub re_entry_after_stop_loss: ReEntryAfterStopLoss,
    pub blocked_events: Vec<String>,
    pub blocked_dates: Vec<BlockedDate>,
    pub correlation_groups: Vec<CorrelationGroupConfig>,
    pub max_drawdown_halt_pct: Option<f64>,
    pub drawdown_sleeve_usd: Option<f64>,
}

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§max_portfolio_risk_usd: f64§max_risk_per_trade_usd: f64§max_trades_per_day: u32

Soft churn cap. Prefer max_open_positions + portfolio/trade risk as hard gates. 0 = unlimited (no daily trade-count pause).

§allowed_underlyings: Vec<String>§max_open_per_underlying: HashMap<String, u32>

Optional per-symbol open-slot caps (e.g. SPY: 2, IWM: 1). Keys are case-insensitive.

§re_entry_after_stop_loss: ReEntryAfterStopLoss§blocked_events: Vec<String>

Manual hard pause: any non-empty list blocks all new entries until cleared. Not a calendar — use blocked_dates for FOMC/CPI/NFP blackouts.

§blocked_dates: Vec<BlockedDate>

Date-aware entry blackout (macro/Fed calendar). Blocks when event_date - lead_days <= today <= event_date (inclusive).

§correlation_groups: Vec<CorrelationGroupConfig>

Correlated underlyings — cap concurrent open positions per group.

§max_drawdown_halt_pct: Option<f64>

Halt new entries when sleeve drawdown from HWM reaches this % (e.g. 15.0). null / omit / 0 = disabled. Exits always continue.

§drawdown_sleeve_usd: Option<f64>

Sleeve equity base for drawdown HWM. Defaults to max_portfolio_risk_usd (or sim starting budget). Set to the real options cash sleeve (e.g. 4000).

Implementations§

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impl RiskConfig

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pub fn max_open_for_underlying(&self, underlying: &str) -> Option<u32>

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pub fn active_blocked_date_labels(&self, today: NaiveDate) -> Vec<String>

Labels of blocked_dates entries active on today (inclusive lead window).

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pub fn correlation_group_for( &self, underlying: &str, ) -> Option<&CorrelationGroupConfig>

Group containing underlying, if any.

Trait Implementations§

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impl Clone for RiskConfig

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fn clone(&self) -> RiskConfig

Returns a duplicate of the value. Read more
1.0.0 (const: unstable) · Source§

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source. Read more
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impl Debug for RiskConfig

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fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter. Read more
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impl Default for RiskConfig

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fn default() -> Self

Returns the “default value” for a type. Read more
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impl<'de> Deserialize<'de> for RiskConfig
where RiskConfig: Default,

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fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>
where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer. Read more
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impl Serialize for RiskConfig

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fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>
where __S: Serializer,

Serialize this value into the given Serde serializer. Read more

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