khRisk.py

# coding: utf-8
from typing import Dict

class KhRiskManager:
    """风险管理类"""
    
    def __init__(self, config):
        self.config = config
        
        # 风控参数
        self.position_limit = config.position_limit  # 持仓限制
        self.order_limit = config.order_limit  # 委托限制
        self.loss_limit = config.loss_limit  # 止损限制
        
    def check_risk(self, data: Dict) -> bool:
        """风控检查
        
        Args:
            data: 行情数据
            
        Returns:
            bool: 是否通过风控
        """
        # 检查持仓限制
        if not self._check_position():
            return False
            
        # 检查委托限制    
        if not self._check_order():
            return False
            
        # 检查止损限制
        if not self._check_loss(data):
            return False
            
        return True
        
    def _check_position(self) -> bool:
        """检查持仓限制"""
        # 实现持仓检查逻辑
        return True
        
    def _check_order(self) -> bool:
        """检查委托限制"""
        # 实现委托检查逻辑
        return True
        
    def _check_loss(self, data: Dict) -> bool:
        """检查止损限制"""
        # 实现止损检查逻辑
        return True