Files

jgrusewski 774bbe6506 fix(adaptive-strategy): risk limit breaches return errors instead of warnings

VaR, drawdown, and leverage checks in check_risk_limits() only logged
warnings and returned Ok(()). Now they return errors to block order
generation when limits are breached. Also removes unused warn import.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>

2026-02-23 22:25:22 +01:00

benches

🎯 Wave 136: Compilation Warning Elimination - 97% Reduction

2025-10-11 18:39:19 +02:00

docs

feat(ml): WAVE 29 DQN Codebase Cleanup & Refactoring Campaign

2025-11-27 23:46:13 +01:00

src

fix(adaptive-strategy): risk limit breaches return errors instead of warnings

2026-02-23 22:25:22 +01:00

tests

fix(clippy): Fix 6 unwrap_used violations in risk/data

2025-10-23 14:58:32 +02:00

Cargo.toml

🎯 Wave 136: Compilation Warning Elimination - 97% Reduction

2025-10-11 18:39:19 +02:00

README.md

docs: rewrite outdated READMEs and add web-gateway docs

2026-02-22 18:39:12 +01:00

README.md

risk

Enterprise risk management for HFT.

Kill Switch

AtomicKillSwitch provides immediate trading cessation, coordinated via Redis. Supports local, remote, and Unix socket triggers.

Value at Risk

Four VaR methods plus Expected Shortfall:

Historical Simulation
Monte Carlo
Parametric (variance-covariance)
Expected Shortfall (CVaR)

Key Types

Type	Purpose
`RiskEngine`	Central risk evaluation and enforcement
`AtomicKillSwitch`	Atomic trading halt with Redis coordination
`KellySizer`	Kelly criterion position sizing
`StressTester`	Extreme market scenario simulation
`ComplianceValidator`	SOX, MiFID II regulatory checks
`DrawdownMonitor`	Peak-to-trough equity tracking
`CircuitBreaker`	Threshold-based trading pauses
`CorrelationMonitor`	Cross-asset correlation tracking

Config Presets

development_config() -- relaxed limits for local testing
production_config() -- 5ms safety check timeout, strict position limits

Testing

SQLX_OFFLINE=true cargo test -p risk --lib  # ~209 tests