modular_trader.framework.risk_management
========================================

.. py:module:: modular_trader.framework.risk_management


Submodules
----------

.. toctree::
   :maxdepth: 1

   /autoapi/modular_trader/framework/risk_management/base/index
   /autoapi/modular_trader/framework/risk_management/fixed/index
   /autoapi/modular_trader/framework/risk_management/null/index


Classes
-------

.. autoapisummary::

   modular_trader.framework.risk_management.BaseRiskManagement
   modular_trader.framework.risk_management.FixedStopLossRiskManagement
   modular_trader.framework.risk_management.NullRiskManagement


Package Contents
----------------

.. py:class:: BaseRiskManagement

   Bases: :py:obj:`abc.ABC`

   .. autoapi-inheritance-diagram:: modular_trader.framework.risk_management.BaseRiskManagement
      :parts: 1
      :private-bases:


   Base class for risk management.

   This class defines the interface for all risk management strategies.

   The `__call__` method is called by the framework to apply the risk
   management strategy to the given allocations.

   The `run` method is called by `__call__` and should be implemented by
   subclasses to perform the actual risk management logic.


   .. py:method:: __call__(context: modular_trader.context.Context, allocations: modular_trader.allocation.AllocationCollection)


   .. py:method:: run(context: modular_trader.context.Context, allocations: modular_trader.allocation.AllocationCollection) -> modular_trader.allocation.AllocationCollection
      :abstractmethod:



.. py:class:: FixedStopLossRiskManagement

   Bases: :py:obj:`modular_trader.framework.risk_management.base.BaseRiskManagement`

   .. autoapi-inheritance-diagram:: modular_trader.framework.risk_management.FixedStopLossRiskManagement
      :parts: 1
      :private-bases:


   Fixed stop loss.

   Liquidate positions if unrealized loss percent >= `percent_loss`.


   .. py:method:: run(context: modular_trader.context.Context, allocations: modular_trader.allocation.AllocationCollection) -> modular_trader.allocation.AllocationCollection

      Liquidate positions if unrealized loss percent >= `percent_loss`.

      Args:
          context: The context to get the current positions from.
          allocations: The allocations to modify.

      Returns:
          The modified allocations.



   .. py:attribute:: percent_loss
      :type:  float
      :value: None



.. py:class:: NullRiskManagement

   Bases: :py:obj:`modular_trader.framework.risk_management.base.BaseRiskManagement`

   .. autoapi-inheritance-diagram:: modular_trader.framework.risk_management.NullRiskManagement
      :parts: 1
      :private-bases:


   No-op risk management strategy.

   Leaves allocations unchanged.


   .. py:method:: run(context: modular_trader.context.Context, allocations: modular_trader.allocation.AllocationCollection) -> modular_trader.allocation.AllocationCollection