feat(risk): add portfolio exposure, correlation risk, and VaR checks

1 files changed, 9 insertions, 0 deletions

diff --git a/shared/src/shared/config.py b/shared/src/shared/config.py
index ab0331c..6023755 100644
--- a/shared/src/shared/config.py
+++ b/shared/src/shared/config.py
@@ -18,6 +18,15 @@ class Settings(BaseSettings):
     risk_max_open_positions: int = 10
     risk_volatility_lookback: int = 20
     risk_volatility_scale: bool = False
+    risk_max_portfolio_exposure: float = 0.8
+    risk_max_correlated_exposure: float = 0.5
+    risk_correlation_threshold: float = 0.7
+    risk_var_confidence: float = 0.95
+    risk_var_limit_pct: float = 5.0
+    risk_drawdown_reduction_threshold: float = 0.1
+    risk_drawdown_halt_threshold: float = 0.2
+    risk_max_consecutive_losses: int = 5
+    risk_loss_pause_minutes: int = 60
     dry_run: bool = True
     telegram_bot_token: str = ""
     telegram_chat_id: str = ""