XF/fisk
1
0
Fork 0
Code Issues 2 Pull Requests Projects Releases Wiki Activity

Test checking maximum risk with market data

Browse Source
This commit is contained in:
Mark Veidemanis
2023-01-05 19:46:18 +00:00
parent d3e2bc8648
commit 483333bf28
3 changed files with 104 additions and 12 deletions
Download Patch File Download Diff File Expand all files Collapse all files

9
core/trading/risk.py
View File

@@ -15,11 +15,12 @@ def check_max_risk(risk_model, account_trades):
total_risk = 0
for trade in account_trades:
max_tmp = []
if "sl_percent" in trade:
max_tmp.append(trade["sl_percent"])
if "tsl_percent" in trade:
max_tmp.append(trade["tsl_percent"])
if "stop_loss_percent" in trade:
max_tmp.append(trade["stop_loss_percent"])
if "trailing_stop_loss_percent" in trade:
max_tmp.append(trade["trailing_stop_loss_percent"])
total_risk += max(max_tmp)
print("Total risk: ", total_risk)
return total_risk < max_risk_percent