README
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GoCryptoTrader Backtester: Risk package
This risk package is part of the GoCryptoTrader codebase.
This is still in active development
You can track ideas, planned features and what's in progress on this Trello board: https://trello.com/b/ZAhMhpOy/gocryptotrader.
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Risk package overview
The risk manager is responsible for ensuring that no order can be made if it is deemed too risky. Risk is currently defined by ensuring that orders cannot have too much leverage for the individual order, overall with all orders in the portfolio as well as whether there are too many orders for an individual currency
See config package readme to view the risk related fields to customise
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Contribution
Please feel free to submit any pull requests or suggest any desired features to be added.
When submitting a PR, please abide by our coding guidelines:
- Code must adhere to the official Go formatting guidelines (i.e. uses gofmt).
- Code must be documented adhering to the official Go commentary guidelines.
- Code must adhere to our coding style.
- Pull requests need to be based on and opened against the
masterbranch.
Donations
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Documentation
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Index ¶
Constants ¶
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Variables ¶
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Functions ¶
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Types ¶
type CurrencySettings ¶
type CurrencySettings struct {
MaximumOrdersWithLeverageRatio decimal.Decimal
MaxLeverageRate decimal.Decimal
MaximumHoldingRatio decimal.Decimal
}
CurrencySettings contains relevant limits to assess risk
type Handler ¶
type Handler interface {
EvaluateOrder(order.Event, []holdings.Holding, compliance.Snapshot) (*order.Order, error)
}
Handler defines what is expected to be able to assess risk of an order
Source Files