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 def check_risk(risk_model, account, proposed_trade): """ Run the risk checks on the account and the proposed trade. """ # Check that the max loss is not exceeded max_loss_check = check_max_loss( risk_model, account.initial_balance, account.client.get_balance() ) if not max_loss_check: return {"allowed": False, "reason": "Maximum loss exceeded."} # Check that the account max trades is not exceeded account_trades = account.client.get_all_open_trades() # TODO account_trades.append(proposed_trade) # TODO max_open_trades_check = check_max_open_trades(risk_model, account_trades) if not max_open_trades_check: return {"allowed": False, "reason": "Maximum open trades exceeded."} # Check that the max trades per symbol is not exceeded max_open_trades_per_symbol_check = check_max_open_trades_per_symbol( risk_model, account_trades ) if not max_open_trades_per_symbol_check: return {"allowed": False, "reason": "Maximum open trades per symbol exceeded."} # Check that the max risk is not exceeded max_risk_check = check_max_risk(risk_model, account_trades) if not max_risk_check: return {"allowed": False, "reason": "Maximum risk exceeded."}