add dto
This commit is contained in:
@@ -0,0 +1,22 @@
|
||||
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; }
|
||||
}
|
||||
}
|
||||
Reference in New Issue
Block a user