47 lines
1.1 KiB
Python
47 lines
1.1 KiB
Python
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"""
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Position sizing Pydantic schemas.
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"""
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from enum import Enum
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from typing import Optional
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from pydantic import BaseModel, Field
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class SizingMethod(str, Enum):
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FIXED = "fixed"
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KELLY = "kelly"
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ATR = "atr"
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class PositionSizeRequest(BaseModel):
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capital: float = Field(..., gt=0, description="Total capital (KRW)")
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method: SizingMethod = Field(..., description="Sizing method")
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# fixed_ratio params
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num_positions: int = Field(default=10, ge=1, le=50)
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cash_ratio: float = Field(default=0.3, ge=0, lt=1.0)
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# kelly params
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win_rate: Optional[float] = Field(default=None, gt=0, le=1.0)
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avg_win: Optional[float] = Field(default=None, gt=0)
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avg_loss: Optional[float] = Field(default=None, gt=0)
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# atr params
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atr: Optional[float] = Field(default=None, gt=0)
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risk_pct: float = Field(default=0.02, gt=0, le=1.0)
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class PositionSizeResponse(BaseModel):
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method: str
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position_size: float
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shares: int
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risk_amount: float
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notes: str
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class MethodInfo(BaseModel):
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name: str
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label: str
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description: str
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class MethodsResponse(BaseModel):
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methods: list[MethodInfo]
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