Check risk management when opening trades with strategies

core/trading/market.py

@@ -5,6 +5,7 @@ from core.exchanges import GenericAPIError, common
 from core.lib.notify import sendmsg
 from core.models import Account, Strategy, Trade
 from core.trading.crossfilter import crossfilter
+from core.trading.risk import check_risk
 from core.util import logs
 
 log = logs.get_logger(__name__)
@@ -488,6 +489,19 @@ 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 not allowed["allowed"]:
+            new_trade.status = "rejected"
+            new_trade.information = allowed["reason"]
+            new_trade.save()
+            sendmsg(
+                user,
+                f"Trade rejected due to risk model: {allowed['reason']}",
+                title="Trade rejected",
+            )
+            return
+
     # Run the crossfilter to ensure we don't trade the same pair in opposite directions
     filtered = crossfilter(account, symbol, direction, func)