afd85b2f8f
- Delete 14 unused example files (-3,543 lines): config, adaptive-strategy, data, storage, trading_engine, api_gateway, backtesting, trading_service, chaos - Update ML training/eval binaries: improved CLI args, completion tracking, CUDA test cleanup, hyperopt enhancements - Fix KAN network and TFT module adjustments - Update risk test assertions for consistency - Fix backtesting repositories and promotion manager - Update .serena project config and Cargo dependencies Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
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 testingproduction_config()-- 5ms safety check timeout, strict position limits
Testing
SQLX_OFFLINE=true cargo test -p risk --lib # ~209 tests