# Risk Management Configuration
# Global risk parameters and limits

risk_profiles:
  conservative:
    name: "Conservative"
    max_drawdown: 5.0
    max_positions: 3
    position_size_pct: 10.0
    max_position_size_pct: 15.0
    max_risk_per_trade: 1.5
    max_leverage: 1.0
    max_correlation: 0.5

  moderate:
    name: "Moderate"
    max_drawdown: 10.0
    max_positions: 5
    position_size_pct: 15.0
    max_position_size_pct: 20.0
    max_risk_per_trade: 2.0
    max_leverage: 1.0
    max_correlation: 0.7

  aggressive:
    name: "Aggressive"
    max_drawdown: 20.0
    max_positions: 10
    position_size_pct: 20.0
    max_position_size_pct: 25.0
    max_risk_per_trade: 3.0
    max_leverage: 1.0
    max_correlation: 0.8

# Position sizing
position_sizing:
  method: "risk_based"  # Options: fixed, risk_based, kelly_criterion

  # Risk-based sizing parameters
  risk_based:
    use_stop_loss: true
    default_stop_loss_pct: 2.0
    max_position_value_pct: 25.0
    min_position_value_usd: 10.0

  # Fixed sizing parameters
  fixed:
    default_size_pct: 10.0

# Stop loss and take profit
stop_loss:
  type: "percentage"  # Options: percentage, atr, fixed_price

  # Percentage-based
  percentage:
    conservative: 2.0
    moderate: 3.0
    aggressive: 4.0

  # ATR-based
  atr:
    multiplier:
      conservative: 1.5
      moderate: 2.0
      aggressive: 2.5
    period: 14

  # Trailing stop
  trailing:
    enabled: true
    distance_pct:
      conservative: 1.5
      moderate: 2.0
      aggressive: 3.0

take_profit:
  type: "percentage"  # Options: percentage, atr, risk_reward_ratio

  # Percentage-based
  percentage:
    conservative: 3.0
    moderate: 6.0
    aggressive: 8.0

  # Risk/Reward ratio
  risk_reward_ratio:
    conservative: 1.5
    moderate: 2.0
    aggressive: 2.5

# Drawdown management
drawdown:
  # Actions when drawdown thresholds reached
  actions:
    - threshold: 50  # % of max drawdown
      action: "reduce_position_size"
      reduction_pct: 25

    - threshold: 75
      action: "reduce_position_size"
      reduction_pct: 50

    - threshold: 90
      action: "pause_trading"

    - threshold: 100
      action: "stop_all_trading"

  # Drawdown recovery
  recovery:
    resume_at_pct: 50  # Resume when drawdown reduces to this %
    gradual_increase: true
    increase_step_pct: 10

# Correlation limits
correlation:
  max_correlation: 0.7
  correlation_period: 30  # days
  check_before_entry: true

# Portfolio limits
portfolio:
  max_total_exposure_pct: 80.0
  max_sector_exposure_pct: 40.0
  min_diversification: 3  # Minimum number of different symbols

  # Per-symbol limits
  per_symbol:
    max_positions: 1
    max_value_pct: 25.0

# Time-based limits
time_limits:
  # Trading hours (UTC)
  trading_hours:
    enabled: false
    start: "00:00"
    end: "23:59"

  # Daily limits
  daily:
    max_trades: 50
    max_loss_pct: 5.0
    max_loss_usd: 500.0
    reset_time: "00:00"  # UTC

  # Weekly limits
  weekly:
    max_trades: 200
    max_loss_pct: 10.0

  # Monthly limits
  monthly:
    max_trades: 800
    max_loss_pct: 20.0

# Circuit breakers
circuit_breakers:
  # Consecutive losses
  consecutive_losses:
    enabled: true
    max_losses: 5
    pause_duration_minutes: 60

  # Rapid drawdown
  rapid_drawdown:
    enabled: true
    threshold_pct: 3.0  # % loss in short period
    period_minutes: 15
    pause_duration_minutes: 120

  # Volatility spike
  volatility_spike:
    enabled: true
    threshold_multiplier: 3.0  # 3x normal volatility
    action: "reduce_position_size"

# Emergency settings
emergency:
  # Kill switch
  kill_switch:
    enabled: true
    triggers:
      - max_daily_loss_pct: 10.0
      - max_drawdown_pct: 25.0
      - consecutive_errors: 10

  # Auto-close positions
  auto_close:
    on_max_drawdown: true
    on_kill_switch: true
    on_agent_error: true

# Monitoring and alerts
monitoring:
  # Alert thresholds
  alerts:
    drawdown_warning: 3.0  # %
    drawdown_critical: 4.5  # %
    position_size_warning: 20.0  # %
    correlation_warning: 0.8

  # Logging
  logging:
    log_all_trades: true
    log_rejected_signals: true
    log_risk_checks: true
    detailed_metrics: true