diff options
Diffstat (limited to 'shared')
| -rw-r--r-- | shared/src/shared/config.py | 9 |
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 = "" |