Module risk

Expand description

Options sleeve risk: drawdown halt from high-water mark.

Structs§

compute_sleeve_equity
credit_spread_pnl_usd: Credit-spread realized PnL in USD.
drawdown_to_json
realized_pnl_usd
record_live_realized_pnl: Record live (non-sim) realized PnL when a position closes.
sleeve_base_usd: Sleeve base for HWM: explicit drawdown_sleeve_usd, else sim budget, else portfolio risk cap.
unrealized_pnl_from_monitors: Unrealized $ from monitor snapshots (profit_pct × credit × 100 × contracts).
update_drawdown: Update HWM / drawdown halt. Clears only prior drawdown-sourced halt reasons.