managing-apps/src/Managing.Infrastructure.Database/MongoDb/Collections/RiskManagementDto.cs

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; }
    }
}