checkrisklimits

name	checkRiskLimits
description	Verify if a trading plan complies with user-defined risk limits such as position size and stop-loss levels.

checkRiskLimits

描述

检查交易是否超出用户定义的风险限制。

输入模式

interface CheckRiskLimitsInput {
  tradingPlan: TradingPlan;   // 要检查的交易计划
  userPortfolio: UserPortfolio; // 当前投资组合
  userPreference: UserPreference; // 用户偏好
}

输出模式

interface CheckRiskLimitsOutput {
  passed: boolean;
  checks: {
    positionSizeCheck: {
      passed: boolean;
      actual: number;
      limit: number;
    };
    stopLossCheck: {
      passed: boolean;
      stopLossPercent: number;
      maxStopLossPercent: number;
    };
    dailyLossCheck: {
      passed: boolean;
      potentialLoss: number;
      dailyLimit: number;
    };
    concentrationCheck: {
      passed: boolean;
      newConcentration: number;
      maxConcentration: number;
    };
  };
  errors: string[];
}

错误代码

• INVALID_INPUT: 输入参数无效
• RISK_CHECK_ERROR: 风险限制检查失败