f7ca671bf3
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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.
25 lines
863 B
Python
25 lines
863 B
Python
"""Configuration for the trade executor service."""
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from shared.config import BaseConfig
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class TradeExecutorConfig(BaseConfig):
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"""Extends BaseConfig with trade-executor-specific settings."""
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max_position_pct: float = 0.05
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max_total_exposure_pct: float = 0.80
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max_positions: int = 20
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default_stop_loss_pct: float = 0.03
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cooldown_minutes: int = 30
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alpaca_api_key: str = ""
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alpaca_secret_key: str = ""
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paper_trading: bool = True
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# Kevin v2 risk caps — only applied when TradeSignal.strategy_id ==
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# KEVIN_STRATEGY_UUID.
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kevin_daily_trade_cap: int = 10
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kevin_daily_alloc_cap_usd: float = 20_000.0
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kevin_equity_drawdown_halt_pct: float = 0.20 # 20% drawdown → permanent pause
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kevin_daily_loss_circuit_pct: float = 0.05 # 5% daily loss → 24h pause
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model_config = {"env_prefix": "TRADING_"}
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