Write risk checking helpers and tests

core/trading/risk.py

@@ -0,0 +1,46 @@
+def check_max_loss(risk_model, initial_balance, account_balance):
+    """
+    Check that the account balance is within the max loss limit.
+    """
+    max_loss_percent = risk_model.max_loss_percent
+    max_loss = initial_balance * (max_loss_percent / 100)
+    return account_balance > max_loss
+
+
+def check_max_risk(risk_model, account_trades):
+    """
+    Check that all of the trades in the account are within the max risk limit.
+    """
+    max_risk_percent = risk_model.max_risk_percent
+    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"])
+        total_risk += max(max_tmp)
+    return total_risk < max_risk_percent
+
+
+def check_max_open_trades(risk_model, account_trades):
+    """
+    Check that the number of trades in the account is within the max open trades limit.
+    """
+    return len(account_trades) < risk_model.max_open_trades
+
+
+def check_max_open_trades_per_symbol(risk_model, account_trades):
+    """
+    Check we cannot open more trades per symbol than permissible.
+    """
+    symbol_map = {}
+    for trade in account_trades:
+        symbol = trade["symbol"]
+        if symbol not in symbol_map:
+            symbol_map[symbol] = 0
+        symbol_map[symbol] += 1
+    for symbol, count in symbol_map.items():
+        if count >= risk_model.max_open_trades_per_symbol:
+            return False
+    return True