addRisk

declare function addRisk(riskSchema: IRiskSchema): void;

Registers a risk management configuration in the framework.

The risk configuration defines:

  • Maximum concurrent positions across all strategies
  • Custom validations for advanced risk logic (portfolio metrics, correlations, etc.)
  • Callbacks for rejected/allowed signals

Multiple ClientStrategy instances share the same ClientRisk instance, enabling cross-strategy risk analysis. ClientRisk tracks all active positions and provides access to them via validation functions.

Parameter Description
riskSchema Risk configuration object