Initial commit: Gold Trading Simulator with AI-powered analysis

backend/app/services/risk.py

@@ -0,0 +1,37 @@
+from __future__ import annotations
+
+from typing import Any, Dict
+
+# Simple risk rules for MVP
+MAX_POSITION_FRACTION = 0.6  # max 60% of equity in a single position
+
+
+def _equity(sim_state: Dict[str, Any], price: float) -> float:
+    cash = float(sim_state.get("cash", 0.0))
+    pos = sim_state.get("position")
+    qty = float(pos["quantity"]) if pos else 0.0
+    return cash + qty * price
+
+
+def validate_order(sim_state: Dict[str, Any], action: str, quantity: float, price: float) -> None:
+    action = str(action).upper()
+    if quantity <= 0 or price <= 0:
+        raise ValueError("Quantity and price must be positive")
+
+    if action == "BUY":
+        # Anti-stacking: only one symbol supported in MVP, allow averaging up to cap
+        pos = sim_state.get("position")
+        current_qty = float(pos["quantity"]) if pos else 0.0
+        new_qty = current_qty + float(quantity)
+        resulting_position_value = new_qty * float(price)
+        eq_now = _equity(sim_state, price)
+        if eq_now <= 0:
+            raise ValueError("Equity must be positive")
+        if resulting_position_value > MAX_POSITION_FRACTION * eq_now:
+            raise ValueError("Position exceeds max allowed exposure fraction")
+    elif action == "SELL":
+        pos = sim_state.get("position")
+        if not pos or float(quantity) > float(pos.get("quantity", 0.0)):
+            raise ValueError("Insufficient position to sell")
+    else:
+        raise ValueError("Unsupported action")