59 lines
2.2 KiB
Markdown
59 lines
2.2 KiB
Markdown
---
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id: "0088f"
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title: "Trading: capability group `risk` + kill_switch"
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status: pendiente
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type: feature
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domain:
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- trading
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- meta
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scope: multi-app
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priority: alta
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depends: []
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blocks: []
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related: []
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created: 2026-05-17
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updated: 2026-05-17
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tags: []
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---
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# 0088f — Trading: capability group `risk` + kill_switch
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**Status:** pendiente
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**Created:** 2026-05-14
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**Type:** feature
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**Parent:** 0088
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**Depends:** 0088a
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**Blocks:** 0088h (live_runner no arranca sin esto)
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## Problema
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Cualquier intent emitido por una Strategy debe pasar por un risk gate **antes** de tocar el broker. El kill_switch debe ser invocable desde CLI/cron/UI antes de que exista un broker live — fail-safe absoluto.
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## Piezas
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1. Funciones puras:
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- `position_size_kelly_py_finance(edge, variance, bankroll, kelly_fraction)`.
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- `position_size_fixed_risk_py_finance(stop_distance, risk_per_trade_pct, equity)`.
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- `cap_max_loss_per_trade_py_finance(intent, stop_price, equity, max_loss_pct)`.
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- `cap_exposure_py_finance(intent, current_exposure, exposure_limit)`.
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- `filter_correlation_py_finance(intents, current_positions, correlation_matrix, max_corr)`.
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- `apply_risk_pipeline_py_finance(intents, portfolio, risk_config) -> list[OrderIntent]` (pipeline puro que compone las anteriores).
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2. Funcion impura `halt_all_strategies_py_finance(reason)`:
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- Escribe flag `halted=true` en `~/.fn_state/trading_halt.json` (o tabla `system_state` en ledger).
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- Notifica (telegram via 0061 si aplica).
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- Idempotente: re-llamar no falla.
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3. Funcion pura `is_halted_py_finance(state_path) -> bool` que el live_runner consulta cada ciclo.
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4. Funcion `release_halt_py_finance(reason)` (impura, escribe). Solo via CLI manual, NO via API.
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5. Tag `risk`. Pagina madre `docs/capabilities/risk.md`.
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6. Tests deterministicos sobre cada cap/filter.
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## Aceptacion
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- `./fn run halt_all_strategies` deja el sistema en estado halted en frio (verificable con `is_halted`).
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- Cualquier intent que falle un cap retorna `[]` (no se emite), motivo logueado en operations.db del live_runner.
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- Kill_switch invocable sin que el live_runner este corriendo (state file persistente).
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## No-objetivos
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- Risk dinamico aprendido (eso es feature futura). Risk_config se lee de YAML.
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- UI para risk_config: editable a mano en YAML primero.
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