IRiskValidationPayload

Payload passed to risk validation functions. Extends IRiskCheckArgs with portfolio state data.

Properties

pendingSignal

pendingSignal: IRiskSignalRow
Copy

Pending signal to apply (IRiskSignalRow is calculated internally so priceOpen always exist)

activePositionCount

activePositionCount: number
Copy

Number of currently active positions across all strategies

activePositions

activePositions: IRiskActivePosition[]
Copy

List of currently active positions across all strategies