Validate signal

pulse-sdk/src/general.rs

@@ -30,7 +30,7 @@ pub enum Mode {
     Manual,
 }
 
-#[derive(Debug, Clone)]
+#[derive(Debug, Clone, Copy)]
 pub enum Allocation {
     Fixed(Decimal),
     Percent(Decimal),

src/engine/engine/risk.rs

@@ -11,7 +11,7 @@ use hypersdk::{
 use pulse_sdk::general::Signal;
 use tokio::sync::Mutex;
 
-use crate::engine::Engine;
+use crate::{engine::Engine, store::config::RiskConfig};
 
 #[derive(Debug, Clone)]
 pub struct OrderIds {
@@ -74,6 +74,8 @@ impl RiskEngine {
                 .sum();
         }
 
+        self.state.lock().await.pnl = 0.into();
+
         Ok(())
     }
 
@@ -140,20 +142,25 @@ impl RiskEngine {
         Ok(())
     }
 
-    pub async fn validate_signal(&self, _signal: &mut Signal) -> bool {
-        true
+    pub async fn validate_signal(&self, _signal: &mut Signal) -> tokio::io::Result<bool> {
+        let state = self.state.lock().await;
+
+        let under_max_losses = state.pnl
+            < self
+                .get_risk_config()
+                .await?
+                .max_daily_loss
+                .get(state.starting_equity);
+
+        Ok(under_max_losses)
     }
 
     pub async fn create_order(&self) -> tokio::io::Result<OrderIds> {
         let state = self.state.lock().await;
 
         Ok(OrderIds::new(
-            self.get_engine()
-                .config
-                .lock()
-                .await
-                .get_ref()?
-                .risk
+            self.get_risk_config()
+                .await?
                 .risk_per_trade
                 .get(state.starting_equity),
         ))
@@ -163,6 +170,10 @@ impl RiskEngine {
         self.orders.lock().await.push(order);
     }
 
+    pub async fn get_risk_config(&self) -> tokio::io::Result<RiskConfig> {
+        Ok(self.get_engine().config.lock().await.get_ref()?.risk)
+    }
+
     pub fn get_engine(&self) -> Arc<Engine> {
         self.engine
             .upgrade()

src/engine/engine/strategy.rs

@@ -151,7 +151,7 @@ impl StrategyEngine {
                 }
 
                 Some(StrategyMessage::Signal(mut signal)) => {
-                    if !engine.risk_engine.validate_signal(&mut signal).await {
+                    if !engine.risk_engine.validate_signal(&mut signal).await? {
                         engine.signals.lock().await.push(Err(signal));
 
                         engine

src/engine/store/config.rs

@@ -2,7 +2,7 @@ use std::collections::HashMap;
 
 use pulse_sdk::general::Allocation;
 
-#[derive(Debug, serde::Serialize, serde::Deserialize)]
+#[derive(Debug, Clone, Copy, serde::Serialize, serde::Deserialize)]
 pub struct RiskConfig {
     pub risk_per_trade: Allocation,
     pub max_open_positions: u32,