feat: implement stop-loss and take-profit risk management #36

shoko · 2026-04-09T11:14:30+02:00

shoko commented

2026-04-09 11:14:30 +02:00

Summary

Implement stop-loss and take-profit checks in backtest engine after a trade is executed
Implement stop-loss and take-profit checks in simulate engine after a trade is executed
Both engines now check risk management on each tick when a position is open
Exit reasons (stop_loss, take_profit, manual) are recorded in trade history

Implementation Details

Backtest Engine (`src/backend/app/services/backtest/engine.py`)

Added risk_management config parsing with stop_loss_percent and take_profit_percent
Added entry_price and entry_time tracking after buy execution
Added _check_risk_management() method to check if stop-loss or take-profit is hit
Added _execute_risk_exit() method to execute sell when risk management triggers
Risk management is checked on each tick before condition evaluation
Sell trades now include exit_reason field (stop_loss, take_profit, or manual)

Simulate Engine (`src/backend/app/services/simulate/engine.py`)

Added risk_management config parsing with stop_loss_percent and take_profit_percent
Added position tracking (position, entry_price, entry_time, current_balance, trades)
Added _check_risk_management() method similar to backtest engine
Added _execute_risk_exit() method to generate sell signal when risk management triggers
Buy actions now track entry price and position size
Risk management is checked on each price update before condition evaluation

Acceptance Criteria

Backtest engine respects stop_loss_percent
Backtest engine respects take_profit_percent
Simulate engine respects stop_loss_percent
Simulate engine respects take_profit_percent
Results show exit reasons (stop-loss, take-profit, or end of period)

Fixes #28

## Summary - Implement stop-loss and take-profit checks in backtest engine after a trade is executed - Implement stop-loss and take-profit checks in simulate engine after a trade is executed - Both engines now check risk management on each tick when a position is open - Exit reasons (stop_loss, take_profit, manual) are recorded in trade history ## Implementation Details ### Backtest Engine (`src/backend/app/services/backtest/engine.py`) - Added `risk_management` config parsing with `stop_loss_percent` and `take_profit_percent` - Added `entry_price` and `entry_time` tracking after buy execution - Added `_check_risk_management()` method to check if stop-loss or take-profit is hit - Added `_execute_risk_exit()` method to execute sell when risk management triggers - Risk management is checked on each tick before condition evaluation - Sell trades now include `exit_reason` field (stop_loss, take_profit, or manual) ### Simulate Engine (`src/backend/app/services/simulate/engine.py`) - Added `risk_management` config parsing with `stop_loss_percent` and `take_profit_percent` - Added position tracking (`position`, `entry_price`, `entry_time`, `current_balance`, `trades`) - Added `_check_risk_management()` method similar to backtest engine - Added `_execute_risk_exit()` method to generate sell signal when risk management triggers - Buy actions now track entry price and position size - Risk management is checked on each price update before condition evaluation ## Acceptance Criteria - [x] Backtest engine respects stop_loss_percent - [x] Backtest engine respects take_profit_percent - [x] Simulate engine respects stop_loss_percent - [x] Simulate engine respects take_profit_percent - [x] Results show exit reasons (stop-loss, take-profit, or end of period) Fixes #28

shoko added 1 commit 2026-04-09 11:14:31 +02:00

feat: implement stop-loss and take-profit in backtest and simulate engines da8327c0e0

han approved these changes 2026-04-09 11:38:55 +02:00

han left a comment

First-time contributor

lgtm

shoko merged commit dd25d38e7e into main

2026-04-09 11:39:50 +02:00

shoko referenced this issue from a commit

2026-04-09 11:39:51 +02:00

Merge pull request 'feat: implement stop-loss and take-profit risk management' (#36) from fix/issue-28 into main

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Reference: shoko/randebu#36