Move risk model to strategy

core/trading/market.py

@@ -181,9 +181,12 @@ def get_price_bound(direction, strategy, price, current_price):
     """
 
     # Convert the callback price deviation to a ratio
-    callback_price_deviation_as_ratio = D(
-        strategy.callback_price_deviation_percent
-    ) / D(100)
+    if strategy.risk_model is not None:
+        callback_price_deviation_as_ratio = D(
+            strategy.risk_model.callback_price_deviation_percent
+        ) / D(100)
+    else:
+        callback_price_deviation_as_ratio = D(0.5) / D(100)
     log.debug(f"Callback price deviation as ratio: {callback_price_deviation_as_ratio}")
 
     maximum_price_deviation = D(current_price) * D(callback_price_deviation_as_ratio)
@@ -197,7 +200,11 @@ def get_price_bound(direction, strategy, price, current_price):
         return None
 
     # Convert the maximum price slippage to a ratio
-    price_slippage_as_ratio = D(strategy.price_slippage_percent) / D(100)
+    if strategy.risk_model is not None:
+        price_slippage_as_ratio = D(strategy.risk_model.price_slippage_percent) / D(100)
+    else:
+        # Pretty liberal default
+        price_slippage_as_ratio = D(2.5) / D(100)
     log.debug(f"Maximum price slippage as ratio: {price_slippage_as_ratio}")
 
     # Calculate the price bound by multiplying with the price
@@ -453,8 +460,8 @@ def execute_strategy(callback, strategy, func):
     )
     new_trade.save()
 
-    if account.risk_model is not None:
-        allowed = check_risk(account.risk_model, account, new_trade)
+    if strategy.risk_model is not None:
+        allowed = check_risk(strategy.risk_model, account, new_trade)
         if not allowed["allowed"]:
             new_trade.status = "rejected"
             new_trade.information = allowed["reason"]