modular_trader.framework.risk_management.fixed

Classes

FixedStopLossRiskManagement

Fixed stop loss.

Module Contents

class modular_trader.framework.risk_management.fixed.FixedStopLossRiskManagement

Bases: modular_trader.framework.risk_management.base.BaseRiskManagement

Fixed stop loss.

Liquidate positions if unrealized loss percent >= percent_loss.

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.

Parameters:

• context (modular_trader.context.Context)

• allocations (modular_trader.allocation.AllocationCollection)

Return type:

modular_trader.allocation.AllocationCollection

percent_loss: float = None