mirror of
https://github.com/NicolasBohn/NexQuant.git
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TPTBusiness
cbe1c52e00
Rename all source files, scripts, tests, documentation, and configuration from Predix/predix to NexQuant/nexquant across the entire codebase.
59 lines
1.5 KiB
Python
59 lines
1.5 KiB
Python
"""
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Trading Protection System for NexQuant.
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Prevents excessive losses by automatically pausing trading
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when risk thresholds are exceeded.
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Usage:
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from rdagent.components.backtesting.protections import (
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ProtectionManager,
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MaxDrawdownProtection,
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CooldownProtection,
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StoplossGuardProtection,
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LowPerformanceProtection,
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)
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manager = ProtectionManager()
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manager.create_default_protections()
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result = manager.check_all(
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returns=[0.01, -0.02, 0.015],
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timestamps=[...],
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current_equity=98000,
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peak_equity=100000
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)
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if result.should_block:
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print(f"Trading blocked: {result.reason}")
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"""
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from .base import (
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BaseProtection,
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ProtectionConfig,
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ProtectionResult,
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ProtectionType,
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ProtectionScope,
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)
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from .max_drawdown import MaxDrawdownProtection, MaxDrawdownConfig
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from .cooldown import CooldownProtection, CooldownConfig
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from .stoploss_guard import StoplossGuardProtection, StoplossGuardConfig
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from .low_performance import LowPerformanceProtection, LowPerformanceConfig
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from .protection_manager import ProtectionManager
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__all__ = [
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"BaseProtection",
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"ProtectionConfig",
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"ProtectionResult",
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"ProtectionType",
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"ProtectionScope",
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"MaxDrawdownProtection",
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"MaxDrawdownConfig",
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"CooldownProtection",
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"CooldownConfig",
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"StoplossGuardProtection",
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"StoplossGuardConfig",
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"LowPerformanceProtection",
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"LowPerformanceConfig",
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"ProtectionManager",
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]
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