Risk

class quanttrader.risk.risk_manager.PassThroughRiskManager
order_in_compliance(o, strategy_manager=None)

Pass through the order without constraints :param original_order: :param env: e.g. strategy_manager that stores order info vs config info :return:

class quanttrader.risk.risk_manager.RiskManager
order_in_compliance(o, strategy_manager=None)
Parameters:
  • original_order
  • env – straegy_manager
Returns: