From c81cb62acaaf7cc7ddc77840e8c312988108c430 Mon Sep 17 00:00:00 2001
From: Mark Veidemanis <m@zm.is>
Date: Tue, 13 Dec 2022 07:20:49 +0000
Subject: [PATCH] Finish implementing risk models

---
 app/urls.py                                   | 21 ++++++
 core/forms.py                                 | 31 +++++++--
 .../0048_riskmodel_account_riskmodel.py       | 33 ++++++++++
 ...049_rename_riskmodel_account_risk_model.py | 18 +++++
 core/models.py                                | 13 +++-
 core/templates/base.html                      |  2 +-
 core/templates/partials/risk-list.html        | 65 +++++++++++++++++++
 core/views/risk.py                            | 20 +++---
 8 files changed, 182 insertions(+), 21 deletions(-)
 create mode 100644 core/migrations/0048_riskmodel_account_riskmodel.py
 create mode 100644 core/migrations/0049_rename_riskmodel_account_risk_model.py
 create mode 100644 core/templates/partials/risk-list.html

diff --git a/app/urls.py b/app/urls.py
index 105f32c..4010844 100644
--- a/app/urls.py
+++ b/app/urls.py
@@ -30,6 +30,7 @@ from core.views import (
     notifications,
     positions,
     profit,
+    risk,
     signals,
     strategies,
     trades,
@@ -214,4 +215,24 @@ urlpatterns = [
         notifications.NotificationsUpdate.as_view(),
         name="notifications_update",
     ),
+    path(
+        "risk/<str:type>/",
+        risk.RiskList.as_view(),
+        name="risks",
+    ),
+    path(
+        "risk/<str:type>/create/",
+        risk.RiskCreate.as_view(),
+        name="risk_create",
+    ),
+    path(
+        "risk/<str:type>/update/<str:pk>/",
+        risk.RiskUpdate.as_view(),
+        name="risk_update",
+    ),
+    path(
+        "risk/<str:type>/delete/<str:pk>/",
+        risk.RiskDelete.as_view(),
+        name="risk_delete",
+    ),
 ] + static(settings.STATIC_URL, document_root=settings.STATIC_ROOT)
diff --git a/core/forms.py b/core/forms.py
index 1fbc479..3814f9c 100644
--- a/core/forms.py
+++ b/core/forms.py
@@ -7,6 +7,7 @@ from .models import (
     Account,
     Hook,
     NotificationSettings,
+    RiskModel,
     Signal,
     Strategy,
     Trade,
@@ -110,19 +111,14 @@ class SignalForm(RestrictedFormMixin, ModelForm):
 class AccountForm(RestrictedFormMixin, ModelForm):
     class Meta:
         model = Account
-        fields = (
-            "name",
-            "exchange",
-            "api_key",
-            "api_secret",
-            "sandbox",
-        )
+        fields = ("name", "exchange", "api_key", "api_secret", "sandbox", "risk_model")
         help_texts = {
             "name": "Name of the account. Informational only.",
             "exchange": "The exchange to use for this account.",
             "api_key": "The API key or username for the account.",
             "api_secret": "The API secret or password/token for the account.",
             "sandbox": "Whether to use the sandbox/demo or not.",
+            "risk_model": "The risk model to use for this account.",
         }
 
 
@@ -298,3 +294,24 @@ class NotificationSettingsForm(RestrictedFormMixin, ModelForm):
             "ntfy_topic": "The topic to send notifications to.",
             "ntfy_url": "Custom NTFY server. Leave blank to use the default server.",
         }
+
+
+class RiskModelForm(RestrictedFormMixin, ModelForm):
+    class Meta:
+        model = RiskModel
+        fields = (
+            "name",
+            "description",
+            "max_loss_percent",
+            "max_risk_percent",
+            "max_open_trades",
+            "max_open_trades_per_symbol",
+        )
+        help_texts = {
+            "name": "Name of the risk model. Informational only.",
+            "description": "Description of the risk model. Informational only.",
+            "max_loss_percent": "The maximum percent of the account balance that can be lost before we cease trading.",
+            "max_risk_percent": "The maximum percent of the account balance that can be risked on all open trades.",
+            "max_open_trades": "The maximum number of open trades.",
+            "max_open_trades_per_symbol": "The maximum number of open trades per symbol.",
+        }
diff --git a/core/migrations/0048_riskmodel_account_riskmodel.py b/core/migrations/0048_riskmodel_account_riskmodel.py
new file mode 100644
index 0000000..d6f974a
--- /dev/null
+++ b/core/migrations/0048_riskmodel_account_riskmodel.py
@@ -0,0 +1,33 @@
+# Generated by Django 4.1.4 on 2022-12-21 21:43
+
+import django.db.models.deletion
+from django.conf import settings
+from django.db import migrations, models
+
+
+class Migration(migrations.Migration):
+
+    dependencies = [
+        ('core', '0047_notificationsettings'),
+    ]
+
+    operations = [
+        migrations.CreateModel(
+            name='RiskModel',
+            fields=[
+                ('id', models.BigAutoField(auto_created=True, primary_key=True, serialize=False, verbose_name='ID')),
+                ('name', models.CharField(max_length=255)),
+                ('description', models.TextField(blank=True, null=True)),
+                ('max_loss_percent', models.FloatField(default=0.05)),
+                ('max_risk_percent', models.FloatField(default=0.05)),
+                ('max_open_trades', models.IntegerField(default=10)),
+                ('max_open_trades_per_symbol', models.IntegerField(default=2)),
+                ('user', models.ForeignKey(on_delete=django.db.models.deletion.CASCADE, to=settings.AUTH_USER_MODEL)),
+            ],
+        ),
+        migrations.AddField(
+            model_name='account',
+            name='riskmodel',
+            field=models.ForeignKey(blank=True, null=True, on_delete=django.db.models.deletion.SET_NULL, to='core.riskmodel'),
+        ),
+    ]
diff --git a/core/migrations/0049_rename_riskmodel_account_risk_model.py b/core/migrations/0049_rename_riskmodel_account_risk_model.py
new file mode 100644
index 0000000..6223681
--- /dev/null
+++ b/core/migrations/0049_rename_riskmodel_account_risk_model.py
@@ -0,0 +1,18 @@
+# Generated by Django 4.1.4 on 2022-12-21 21:51
+
+from django.db import migrations
+
+
+class Migration(migrations.Migration):
+
+    dependencies = [
+        ('core', '0048_riskmodel_account_riskmodel'),
+    ]
+
+    operations = [
+        migrations.RenameField(
+            model_name='account',
+            old_name='riskmodel',
+            new_name='risk_model',
+        ),
+    ]
diff --git a/core/models.py b/core/models.py
index ff154c0..ad887cb 100644
--- a/core/models.py
+++ b/core/models.py
@@ -112,7 +112,7 @@ 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)
-    riskmodel = models.ForeignKey(
+    risk_model = models.ForeignKey(
         "core.RiskModel", on_delete=models.SET_NULL, null=True, blank=True
     )
 
@@ -383,6 +383,13 @@ class RiskModel(models.Model):
     name = models.CharField(max_length=255)
     description = models.TextField(null=True, blank=True)
     # Maximum amount of money to have lost from the initial balance to stop trading
-    maximum_loss_ratio = models.FloatField(default=0.05)
+    max_loss_percent = models.FloatField(default=0.05)
     # Maximum amount of money to risk on all open trades
-    maximum_risk_ratio = models.FloatField(default=0.05)
+    max_risk_percent = models.FloatField(default=0.05)
+    # Maximum number of trades
+    max_open_trades = models.IntegerField(default=10)
+    # Maximum number of trades per symbol
+    max_open_trades_per_symbol = models.IntegerField(default=2)
+
+    def __str__(self):
+        return self.name
diff --git a/core/templates/base.html b/core/templates/base.html
index 80fe54e..8762ca3 100644
--- a/core/templates/base.html
+++ b/core/templates/base.html
@@ -254,7 +254,7 @@
                 <a class="navbar-item" href="{% url 'tradingtimes' type='page' %}">
                   Trading Times
                 </a>
-                <a class="navbar-item" href="{% url 'risk' type='page' %}">
+                <a class="navbar-item" href="{% url 'risks' type='page' %}">
                   Risk Management
                 </a>
               </div>
diff --git a/core/templates/partials/risk-list.html b/core/templates/partials/risk-list.html
new file mode 100644
index 0000000..09aef07
--- /dev/null
+++ b/core/templates/partials/risk-list.html
@@ -0,0 +1,65 @@
+{% include 'partials/notify.html' %}
+
+<table
+  class="table is-fullwidth is-hoverable"
+  hx-target="#{{ context_object_name }}-table"
+  id="{{ context_object_name }}-table"
+  hx-swap="outerHTML"
+  hx-trigger="{{ context_object_name_singular }}Event from:body"
+  hx-get="{{ list_url }}">
+  <thead>
+    <th>id</th>
+    <th>user</th>
+    <th>name</th>
+    <th>description</th>
+    <th>max loss percent</th>
+    <th>max risk percent</th>
+    <th>max open trades</th>
+    <th>max open trades per symbol</th>
+    <th>actions</th>
+  </thead>
+  {% for item in object_list %}
+    <tr>
+      <td>{{ item.id }}</td>
+      <td>{{ item.user }}</td>
+      <td>{{ item.name }}</td>
+      <td>{{ item.description }}</td>
+      <td>{{ item.max_loss_percent }}</td>
+      <td>{{ item.max_risk_percent }}</td>
+      <td>{{ item.max_open_trades }}</td>
+      <td>{{ item.max_open_trades_per_symbol }}</td>
+      <td>
+        <div class="buttons">
+          <button
+            hx-headers='{"X-CSRFToken": "{{ csrf_token }}"}'
+            hx-get="{% url 'risk_update' type=type pk=item.id %}"
+            hx-trigger="click"
+            hx-target="#{{ type }}s-here"
+            hx-swap="innerHTML"
+            class="button">
+            <span class="icon-text">
+              <span class="icon">
+                <i class="fa-solid fa-pencil"></i>
+              </span>
+            </span>
+          </button>
+          <button
+            hx-headers='{"X-CSRFToken": "{{ csrf_token }}"}'
+            hx-delete="{% url 'risk_delete' type=type pk=item.id %}"
+            hx-trigger="click"
+            hx-target="#modals-here"
+            hx-swap="innerHTML"
+            hx-confirm="Are you sure you wish to delete {{ item.name }}?"
+            class="button">
+            <span class="icon-text">
+              <span class="icon">
+                <i class="fa-solid fa-xmark"></i>
+              </span>
+            </span>
+          </button>
+        </div>
+      </td>
+    </tr>
+  {% endfor %}
+
+</table>
diff --git a/core/views/risk.py b/core/views/risk.py
index 8e516fb..d9b22da 100644
--- a/core/views/risk.py
+++ b/core/views/risk.py
@@ -1,7 +1,7 @@
 from django.contrib.auth.mixins import LoginRequiredMixin
 
-from core.forms import RiskForm
-from core.models import Risk
+from core.forms import RiskModelForm
+from core.models import RiskModel
 from core.util import logs
 from core.views import ObjectCreate, ObjectDelete, ObjectList, ObjectUpdate
 
@@ -9,29 +9,29 @@ log = logs.get_logger(__name__)
 
 
 class RiskList(LoginRequiredMixin, ObjectList):
-    list_template = "partials/signal-list.html"
-    model = Risk
+    list_template = "partials/risk-list.html"
+    model = RiskModel
     page_title = "List of risk management strategies. Linked to accounts."
 
-    list_url_name = "risk"
+    list_url_name = "risks"
     list_url_args = ["type"]
 
     submit_url_name = "risk_create"
 
 
 class RiskCreate(LoginRequiredMixin, ObjectCreate):
-    model = Risk
-    form_class = RiskForm
+    model = RiskModel
+    form_class = RiskModelForm
 
     submit_url_name = "risk_create"
 
 
 class RiskUpdate(LoginRequiredMixin, ObjectUpdate):
-    model = Risk
-    form_class = RiskForm
+    model = RiskModel
+    form_class = RiskModelForm
 
     submit_url_name = "risk_update"
 
 
 class RiskDelete(LoginRequiredMixin, ObjectDelete):
-    model = Risk
+    model = RiskModel