src/lib.rs

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

src/risk_management.rs

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

src/risk_management/portfolio.rs

@@ -1,12 +0,0 @@
-/*
-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

@@ -1,13 +0,0 @@
-/*
-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

@@ -1,7 +0,0 @@
-/*
-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

@@ -1,12 +0,0 @@
-/*
-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
-*/