diff options
Diffstat (limited to 'services/order-executor/src/order_executor/main.py')
| -rw-r--r-- | services/order-executor/src/order_executor/main.py | 9 |
1 files changed, 9 insertions, 0 deletions
diff --git a/services/order-executor/src/order_executor/main.py b/services/order-executor/src/order_executor/main.py index 3fe4c12..68e14aa 100644 --- a/services/order-executor/src/order_executor/main.py +++ b/services/order-executor/src/order_executor/main.py @@ -51,6 +51,15 @@ async def run() -> None: max_open_positions=config.risk_max_open_positions, volatility_lookback=config.risk_volatility_lookback, volatility_scale=config.risk_volatility_scale, + max_portfolio_exposure=config.risk_max_portfolio_exposure, + max_correlated_exposure=config.risk_max_correlated_exposure, + correlation_threshold=config.risk_correlation_threshold, + var_confidence=config.risk_var_confidence, + var_limit_pct=config.risk_var_limit_pct, + drawdown_reduction_threshold=config.risk_drawdown_reduction_threshold, + drawdown_halt_threshold=config.risk_drawdown_halt_threshold, + max_consecutive_losses=config.risk_max_consecutive_losses, + loss_pause_minutes=config.risk_loss_pause_minutes, ) executor = OrderExecutor( |