Set up structure for module

src/lib.rs

@@ -1,5 +1,6 @@
 mod data;
 mod order;
+mod risk_management;
 
 pub type DynResult<T> = Result<T, Box< dyn std::error::Error>>;
 

src/risk_management.rs

@@ -0,0 +1 @@
+pub mod risk_eval;

src/risk_management/portfolio.rs

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+/*
+Deals with things related to the portfolio.
+- Details about portfolio
+    ~ How many strategies simaltanously?
+    ~ Should we account for concurrent strategies?
+    ~ Can we cross-trade strategies?
+    ~ Can we take 'emergency loans' from other strategies
+- Interaction with database
+- Portfolio restrictions
+    ~ What assets types can be traded
+    ~ Order size / time limits
+*/

src/risk_management/position.rs

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+/*
+Define position object and how to interact with positions
+    - What is the position
+    - What are the risk characteristics
+    - How does it fit into the larger portfolio (purpose)
+Position monitor object may also be included here
+    - How should we manage this position?
+        ~ Do we need to implement a custom trailing SL
+        ~ Should it close if volatility is too high?
+        ~ Should it close at a certain time/date
+    - How frequently does this need to be monitored?
+
+*/

src/risk_management/risk_eval.rs

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+/*
+Determine the risk characterisitcs of an asset/position
+What is doomsday senario for an asset/position?
+Is this correlated/counter to any of the current strategy or portfolio positions
+Are we confortable taking this position?
+What is the max allocation we can take in this portfolio?
+*/

src/risk_management/strategy.rs

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+/*
+How do we bring in some strategy details from a database so that we can easily adjust 
+the program without need to change hard coded values or restart the application
+
+This should focus on strategy details that are shared amoung the vast majority of strategies, nothing too obscure
+- Max position size
+- Max position loss
+- Max daily loss
+- Max concurrent orders/positions
+- Enforeced stop loss
+- Min portfolio diversity / max position allocation
+*/