risk-engine

What problem does it solve?

Risk control layer and portfolio governor for real-time position limits, exposure management, drawdown enforcement, regime detection, and PnL attribution. Use when designing risk constraints, implementing drawdown gates, building volatility-adjusted sizing, detecting regime shifts or concentration risk, defining hedge overlays, emergency de-leveraging, or reasoning about fail-safe guarantees, PnL decomposition, or risk budget allocation.

Core Features & Use Cases

• Real-time enforce risk constraints: intercepts every order intent and validates against risk limits before submission.
• Dynamic sizing and regime-aware risk: scales positions based on volatility regimes and health signals; includes kill-switch and circuit breaker logic.
• PnL attribution & governance: provides risk verdicts per trade and feeds risk events into governance for auditing and cross-strategy exposure control.

Quick Start

Run a real-time risk check by calling RiskEngine.check_order with the incoming order and handle the resulting RiskVerdict to decide submission or adjustment.