12d235a1f1
Phase 1: - Real-time signal alerts (Discord/Telegram webhook) - Trading journal with entry/exit tracking - Position sizing calculator (Fixed/Kelly/ATR) Phase 2: - Pension asset allocation (DC/IRP 70% risk limit) - Drawdown monitoring with SVG gauge - Benchmark dashboard (portfolio vs KOSPI vs deposit) Phase 3: - Tax benefit simulation (Korean pension tax rules) - Correlation matrix heatmap - Parameter optimizer with grid search + overfit detection
41 lines
1.0 KiB
Python
41 lines
1.0 KiB
Python
"""
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Drawdown related Pydantic schemas.
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"""
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from datetime import date
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from decimal import Decimal
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from typing import List, Optional
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from pydantic import BaseModel, Field
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from app.schemas.portfolio import FloatDecimal
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class DrawdownDataPoint(BaseModel):
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date: date
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total_value: FloatDecimal
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peak: FloatDecimal
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drawdown_pct: FloatDecimal
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class DrawdownResponse(BaseModel):
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portfolio_id: int
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current_drawdown_pct: FloatDecimal
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max_drawdown_pct: FloatDecimal
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max_drawdown_date: date | None = None
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peak_value: FloatDecimal | None = None
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peak_date: date | None = None
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trough_value: FloatDecimal | None = None
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trough_date: date | None = None
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alert_threshold_pct: FloatDecimal = Decimal("20")
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class DrawdownHistoryResponse(BaseModel):
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portfolio_id: int
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data: List[DrawdownDataPoint] = []
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max_drawdown_pct: FloatDecimal
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current_drawdown_pct: FloatDecimal
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class DrawdownSettingsUpdate(BaseModel):
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alert_threshold_pct: FloatDecimal = Field(..., gt=0, le=100)
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