feat(phase2): BRACKET orders + Kevin risk caps (Tasks 18, 19)
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Task 18 — OrderRequest + AlpacaBroker BRACKET support:
- OrderRequest gains order_class ("simple" | "bracket"),
take_profit_price, stop_loss_price + model_validator that requires
both legs when order_class == "bracket".
- AlpacaBroker._build_order_request branches to a MarketOrderRequest
with OrderClass.BRACKET + TakeProfitRequest + StopLossRequest legs,
TimeInForce.GTC so the bracket survives day boundaries.
Task 19 — RiskManager Kevin caps + circuit-breaker:
- TradeExecutorConfig gains 4 fields: kevin_daily_trade_cap,
kevin_daily_alloc_cap_usd, kevin_equity_drawdown_halt_pct,
kevin_daily_loss_circuit_pct.
- check_risk() applies the caps only when
signal.strategy_id == KEVIN_STRATEGY_UUID; non-Kevin signals pass
through the existing path unchanged.
- 4 new checks in order: drawdown halt (sets permanent
trading:paused), daily-loss circuit (setex 24h), daily trade-count
cap, daily allocation cap (rolling today's $ + this trade's
notional).
- Counter keys: kevin:daily_trades:YYYY-MM-DD,
kevin:daily_alloc_usd:YYYY-MM-DD, kevin:daily_pnl_usd:YYYY-MM-DD,
kevin:starting_equity_usd. All read-only here; bridge + executor
write them.
Tests: 5 bracket + 9 kevin-caps + 28 regression-safe. Total 67 + 14
new = 81 passing (excluding -m integration). No DB needed.
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8 changed files with 458 additions and 2 deletions
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@ -14,6 +14,7 @@ from decimal import Decimal
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from alpaca.common.exceptions import APIError
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from alpaca.trading.client import TradingClient
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from alpaca.trading.enums import OrderClass as AlpacaOrderClass
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from alpaca.trading.enums import OrderSide as AlpacaOrderSide
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from alpaca.trading.enums import OrderStatus as AlpacaOrderStatus
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from alpaca.trading.enums import TimeInForce
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@ -23,7 +24,9 @@ from alpaca.trading.models import TradeAccount
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from alpaca.trading.requests import (
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LimitOrderRequest,
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MarketOrderRequest,
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StopLossRequest,
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StopOrderRequest,
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TakeProfitRequest,
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)
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from shared.broker.base import BaseBroker
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@ -110,6 +113,23 @@ class AlpacaBroker(BaseBroker):
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"""Convert our ``OrderRequest`` into the appropriate Alpaca request."""
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side = AlpacaOrderSide.BUY if order.side == OrderSide.BUY else AlpacaOrderSide.SELL
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if order.order_class == "bracket":
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# Bracket only attaches to MARKET parent legs in the Kevin path
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# (entry on signal, stop + take-profit live on the broker).
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return MarketOrderRequest(
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symbol=order.ticker,
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qty=order.qty,
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side=side,
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time_in_force=TimeInForce.GTC,
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order_class=AlpacaOrderClass.BRACKET,
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take_profit=TakeProfitRequest(
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limit_price=order.take_profit_price,
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),
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stop_loss=StopLossRequest(
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stop_price=order.stop_loss_price,
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),
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)
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if order.order_type == OrderType.LIMIT:
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if order.limit_price is None:
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raise ValueError("limit_price is required for limit orders")
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@ -3,10 +3,10 @@
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from datetime import UTC, datetime
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from decimal import Decimal
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from enum import Enum
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from typing import Any
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from typing import Any, Literal
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from uuid import UUID, uuid4
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from pydantic import BaseModel, Field
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from pydantic import BaseModel, Field, model_validator
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class OrderType(str, Enum):
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@ -49,8 +49,22 @@ class OrderRequest(BaseModel):
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limit_price: float | None = None
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stop_price: float | None = None
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order_class: Literal["simple", "bracket"] = "simple"
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take_profit_price: float | None = None
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stop_loss_price: float | None = None
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model_config = {"from_attributes": True}
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@model_validator(mode="after")
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def _bracket_requires_legs(self) -> "OrderRequest":
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if self.order_class == "bracket" and (
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self.take_profit_price is None or self.stop_loss_price is None
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):
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raise ValueError(
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"bracket orders require take_profit_price + stop_loss_price"
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)
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return self
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class OrderResult(BaseModel):
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"""Returned after order submission or status query."""
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