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2025-07-04 11:06:31 +07:00
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using static Managing.Common.Enums;
namespace Managing.Infrastructure.Databases.MongoDb.Collections
{
public class RiskManagementDto
{
public decimal AdverseProbabilityThreshold { get; set; }
public decimal FavorableProbabilityThreshold { get; set; }
public decimal RiskAversion { get; set; }
public decimal KellyMinimumThreshold { get; set; }
public decimal KellyMaximumCap { get; set; }
public decimal MaxLiquidationProbability { get; set; }
public int SignalValidationTimeHorizonHours { get; set; }
public int PositionMonitoringTimeHorizonHours { get; set; }
public decimal PositionWarningThreshold { get; set; }
public decimal PositionAutoCloseThreshold { get; set; }
public decimal KellyFractionalMultiplier { get; set; }
public RiskToleranceLevel RiskTolerance { get; set; }
public bool UseExpectedUtility { get; set; }
public bool UseKellyCriterion { get; set; }
}
}