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RustyTrader/src/risk_management/portfolio.rs

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385 B

/*
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
*/