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Move risk model to strategy

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This commit is contained in:
Mark Veidemanis
2023-02-15 18:15:36 +00:00
parent 9a5ed32be9
commit 1974b19157
5 changed files with 115 additions and 17 deletions
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16
core/models.py
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@@ -136,9 +136,9 @@ class Account(models.Model):
supported_symbols = models.JSONField(default=list)
instruments = models.JSONField(default=list)
currency = models.CharField(max_length=255, null=True, blank=True)
risk_model = models.ForeignKey(
"core.RiskModel", on_delete=models.SET_NULL, null=True, blank=True
)
# risk_model = models.ForeignKey(
# "core.RiskModel", on_delete=models.SET_NULL, null=True, blank=True
# )
initial_balance = models.FloatField(default=0)
def __str__(self):
@@ -386,14 +386,17 @@ class Strategy(models.Model):
take_profit_percent = models.FloatField(default=1.5)
stop_loss_percent = models.FloatField(default=1.0)
trailing_stop_loss_percent = models.FloatField(default=1.0, null=True, blank=True)
price_slippage_percent = models.FloatField(default=2.5)
callback_price_deviation_percent = models.FloatField(default=0.5)
# price_slippage_percent = models.FloatField(default=2.5)
# callback_price_deviation_percent = models.FloatField(default=0.5)
trade_size_percent = models.FloatField(default=0.5)
trends = models.JSONField(null=True, blank=True)
asset_group = models.ForeignKey(
"core.AssetGroup", on_delete=models.PROTECT, null=True, blank=True
)
risk_model = models.ForeignKey(
"core.RiskModel", on_delete=models.PROTECT, null=True, blank=True
)
class Meta:
verbose_name_plural = "strategies"
@@ -424,6 +427,9 @@ class RiskModel(models.Model):
# Maximum number of trades per symbol
max_open_trades_per_symbol = models.IntegerField(default=2)
price_slippage_percent = models.FloatField(default=2.5)
callback_price_deviation_percent = models.FloatField(default=0.5)
def __str__(self):
return self.name