Enum RiskPolicy 

pub enum RiskPolicy {
    MaxOpenPositions {
        limit: usize,
    },
    MaxOpenPerSymbol {
        limit: usize,
    },
    GroupRiskCap {
        group: String,
        max_group_risk: f64,
    },
    DailyLossHalt {
        max_loss: LossLimit,
        reset_at_utc: NaiveTime,
    },
    KillSwitch {
        max_drawdown_percent: f64,
        action: HaltAction,
    },
}

One portfolio rule.

Risk figures are account-currency amounts lost if a position’s protective stop fills: what a monetary sizing policy requests before a fill and what the position’s initial risk reports after it.

Variants

MaxOpenPositions

At most limit positions open or pending at once, counting approved entries that have not reached the market yet.

Fields

limit: usize

MaxOpenPerSymbol

At most limit positions open or pending per symbol, counted the same way.

Fields

limit: usize

GroupRiskCap

The positions in group together may carry at most max_group_risk of risk; an entry that would exceed it is rejected.

Fields

group: String

max_group_risk: f64

DailyLossHalt

After the day’s realized loss reaches max_loss, new exposure is rejected until the next reset_at_utc.

Fields

max_loss: LossLimit

reset_at_utc: NaiveTime

KillSwitch

Once equity falls max_drawdown_percent percent below its peak, new exposure is rejected for the rest of the run, and HaltAndCloseAll also closes everything.

Fields

max_drawdown_percent: f64

action: HaltAction

Implementations

impl RiskPolicy

pub const fn name(&self) -> &'static str

Stable name used in verdict reasons and supervisor events.

Trait Implementations

impl Clone for RiskPolicy

fn clone(&self) -> Self

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for RiskPolicy

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for RiskPolicy

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl PartialEq for RiskPolicy

fn eq(&self, other: &Self) -> bool

Equality operator ==.

fn ne(&self, other: &Rhs) -> bool

Inequality operator !=.

impl Serialize for RiskPolicy

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

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl StructuralPartialEq for RiskPolicy