foxhunt/data/examples/risk_management_demo.rs

#![allow(unused_crate_dependencies)]
use common::{Order, OrderSide, OrderType, Price, Quantity, Symbol, TimeInForce};
use data::brokers::interactive_brokers::{IBConfig, InteractiveBrokersAdapter};
use data::brokers::{BrokerClient, common::TradingOrder};
use rust_decimal_macros::dec;
use rust_decimal::prelude::ToPrimitive;
use tokio::time::{sleep, Duration};
use tracing::{error, info};
// use trading_engine::prelude::*; // REMOVED - prelude does not exist

#[tokio::main]
async fn main() -> Result<(), Box<dyn std::error::Error + Send + Sync>> {
    println!("=== Interactive Brokers Risk Management Demo ===");

    // Configure for paper trading environment
    let config = IBConfig {
        host: "127.0.0.1".to_string(),
        port: 7497, // Paper trading TWS port
        client_id: 1003,
        account_id: "DU123456".to_string(), // Demo account
        connection_timeout: 30,
        max_reconnect_attempts: 3,
        heartbeat_interval: 60,
        request_timeout: 10,
    };

    let mut adapter = InteractiveBrokersAdapter::new(config);

    println!("Connecting to TWS...");
    adapter.connect().await?;

    if !adapter.is_connected() {
        error!("Failed to establish connection");
        return Ok(());
    }

    println!("✓ Connected successfully");

    // Demo 1: Position Size Risk Management
    println!("\n=== Demo 1: Position Size Risk Management ===");

    let symbol = Symbol::from("AAPL");
    let account_value = 100000.0; // $100,000 account
    let max_risk_per_trade = 0.02; // 2% risk per trade
    let max_position_size = account_value * max_risk_per_trade; // $2,000 max risk

    println!("Account Value: ${:.2}", account_value);
    println!(
        "Max Risk Per Trade: {:.1}% (${:.2})",
        max_risk_per_trade * 100.0,
        max_position_size
    );

    // Calculate position size based on stop loss
    let entry_price = Price::from_decimal(dec!(150.0));
    let stop_loss_price = Price::from_decimal(dec!(147.0));
    let risk_per_share = entry_price.to_f64() - stop_loss_price.to_f64();
    let max_shares = (max_position_size / risk_per_share).floor() as i32;
    let position_value = max_shares as f64 * entry_price.to_f64();

    println!("\nPosition Sizing Calculation:");
    println!("Entry Price: ${:.2}", entry_price);
    println!("Stop Loss: ${:.2}", stop_loss_price);
    println!("Risk Per Share: ${:.2}", risk_per_share);
    println!("Max Shares: {}", max_shares);
    println!("Position Value: ${:.2}", position_value);

    // Demo 2: Stop Loss Order with Risk Management
    println!("\n=== Demo 2: Stop Loss Order Management ===");

    // Place a limit order with protective stop
    let mut buy_order = Order::new(
        symbol.clone(),
        OrderSide::Buy,
        Quantity::try_from(max_shares as f64)?,
        Some(entry_price),
        OrderType::Limit,
    );
    buy_order.time_in_force = TimeInForce::Day;

    println!(
        "Submitting buy order: {} shares of {} at ${:.2}",
        max_shares, symbol, entry_price
    );

    let trading_order = TradingOrder::from_common_order(&buy_order)?;
    match adapter.submit_order(&trading_order).await {
        Ok(_) => {
            println!("✓ Buy order submitted successfully");

            // Wait a moment for order processing
            sleep(Duration::from_millis(2000)).await;

            // Place protective stop loss order
            let mut stop_order = Order::new(
                symbol.clone(),
                OrderSide::Sell,
                Quantity::try_from(max_shares as f64)?,
                None,  // price
                OrderType::Stop,
            );
            stop_order.stop_price = Some(stop_loss_price);
            stop_order.time_in_force = TimeInForce::GoodTillCancel;

            println!("Submitting protective stop loss at ${:.2}", stop_loss_price);

            let trading_order = TradingOrder::from_common_order(&stop_order)?;
    match adapter.submit_order(&trading_order).await {
                Ok(_) => println!("✓ Stop loss order submitted successfully"),
                Err(e) => error!("✗ Failed to submit stop loss: {}", e),
            }
        },
        Err(e) => error!("✗ Failed to submit buy order: {}", e),
    }

    // Demo 3: Position Monitoring and Risk Alerts
    println!("\n=== Demo 3: Position Monitoring ===");

    println!("Monitoring position for 20 seconds...");
    let start_time = std::time::Instant::now();
    let mut last_check = start_time;

    while start_time.elapsed() < Duration::from_secs(20) {
        if !adapter.is_connected() {
            println!("Connection lost, attempting to reconnect...");
            if let Err(e) = adapter.connect().await {
                error!("Reconnection failed: {}", e);
                break;
            }
        }

        // Check position every 5 seconds
        if last_check.elapsed() >= Duration::from_secs(5) {
            println!("\nChecking current positions...");

            match adapter.get_positions(None).await {
                Ok(positions) => {
                    let aapl_position = positions.iter().find(|p| p.symbol == symbol);

                    if let Some(position) = aapl_position {
                        let unrealized_pnl = position.unrealized_pnl;
                        let pnl_percentage = (unrealized_pnl.to_f64().unwrap_or(0.0) / position_value.to_f64().unwrap_or(1.0)) * 100.0;

                        println!("Position Update: {} shares", position.quantity);
                        println!(
                            "Unrealized P&L: ${:.2} ({:.2}%)",
                            unrealized_pnl, pnl_percentage
                        );

                        // Risk alerts
                        if pnl_percentage <= -1.5 {
                            println!("🔴 WARNING: Position approaching stop loss (-1.5% or worse)");
                        } else if pnl_percentage >= 2.0 {
                            println!("🟢 PROFIT TARGET: Position up 2% or more - consider taking profits");
                        }
                    } else {
                        println!("No {} position found", symbol);
                    }
                },
                Err(e) => error!("Failed to get positions: {}", e),
            }

            last_check = std::time::Instant::now();
        }

        sleep(Duration::from_millis(1000)).await;
    }

    // Demo 4: Emergency Position Closure
    println!("\n=== Demo 4: Emergency Position Management ===");

    // Cancel all pending orders for the symbol
    println!("Cancelling all pending orders for {}...", symbol);
    // NOTE: cancel_all_orders_for_symbol not implemented - would cancel individually
    println!("⚠️ Bulk cancel not available - individual order cancellation would be required");

    // Close any open position at market
    match adapter.get_positions(None).await {
        Ok(positions) => {
            let aapl_position = positions.iter().find(|p| p.symbol == symbol);

            if let Some(position) = aapl_position {
                if let Some(qty) = position.quantity.to_f64() {
                    if qty.abs() > 0.0 {
                        println!("Closing position: {} shares at market", qty);

                        let mut close_order = Order::new(
                            symbol.clone(),
                            if qty > 0.0 {
                                OrderSide::Sell
                            } else {
                                OrderSide::Buy
                            },
                            Quantity::try_from(qty.abs())?,
                        None,  // price
                        OrderType::Market,
                    );
                    close_order.time_in_force = TimeInForce::ImmediateOrCancel;

                        let trading_order = TradingOrder::from_common_order(&close_order)?;
                        match adapter.submit_order(&trading_order).await {
                            Ok(_) => println!("✓ Market close order submitted"),
                            Err(e) => error!("✗ Failed to submit close order: {}", e),
                        }
                    } else {
                        println!("No open position to close");
                    }
                }
            } else {
                println!("No {} position found to close", symbol);
            }
        },
        Err(e) => error!("Failed to check positions for closure: {}", e),
    }

    // Final cleanup
    sleep(Duration::from_millis(2000)).await;

    println!("\nDisconnecting...");
    adapter.disconnect().await?;

    println!("✓ Risk Management demo completed successfully");

    Ok(())
}

// Risk management utility functions
#[allow(dead_code)]
fn calculate_position_size(
    account_value: f64,
    risk_percentage: f64,
    entry_price: f64,
    stop_loss: f64,
) -> i32 {
    let max_risk = account_value * risk_percentage;
    let risk_per_share = (entry_price - stop_loss).abs();
    (max_risk / risk_per_share).floor() as i32
}

#[allow(dead_code)]
fn calculate_stop_loss_price(entry_price: f64, risk_percentage: f64) -> f64 {
    entry_price * (1.0 - risk_percentage)
}

#[allow(dead_code)]
fn calculate_take_profit_price(entry_price: f64, profit_target: f64) -> f64 {
    entry_price * (1.0 + profit_target)
}