Initial commit: multi-symbol bot with backtest engine and RSI trend strategy

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>

bot/risk.py

@@ -0,0 +1,60 @@
+"""
+Position sizing and trade-permission checks.
+"""
+
+import logging
+import math
+from datetime import date
+
+from . import config
+
+logger = logging.getLogger(__name__)
+
+MIN_LOT = 0.01
+MAX_LOT = 100.0
+
+
+def calculate_lot_size(
+    symbol_info: dict,
+    balance: float,
+    entry_price: float,
+    sl_price: float,
+) -> float:
+    """Risk `config.RISK_PER_TRADE` fraction of balance on a single trade."""
+    risk_amount  = balance * config.RISK_PER_TRADE
+
+    tick_value   = symbol_info["trade_tick_value"]
+    tick_size    = symbol_info["trade_tick_size"]
+    if tick_value == 0 or tick_size == 0:
+        return MIN_LOT
+
+    pip_size     = tick_size * 10
+    pip_value    = tick_value * (pip_size / tick_size)
+    dist_pips    = abs(entry_price - sl_price) / pip_size
+
+    if dist_pips < config.MIN_SL_PIPS:
+        logger.warning("SL too tight for %s: %.1f pips — skipping",
+                       symbol_info.get("name"), dist_pips)
+        return 0.0
+
+    lot = risk_amount / (pip_value * dist_pips)
+    lot = max(MIN_LOT, min(MAX_LOT, lot))
+    step = symbol_info.get("volume_step", 0.01)
+    lot = math.floor(lot / step) * step
+    return round(lot, 2)
+
+
+def can_trade(account_info: dict, open_positions: list[dict], state: dict) -> bool:
+    if len(open_positions) >= config.MAX_POSITIONS:
+        logger.debug("Max positions reached (%d)", config.MAX_POSITIONS)
+        return False
+
+    today     = date.today().isoformat()
+    daily_pnl = state.get("daily_pnl", {}).get(today, 0.0)
+    balance   = account_info.get("balance", 1.0)
+    if daily_pnl / balance < -config.MAX_DAILY_LOSS:
+        logger.warning("Daily loss limit hit: %.1f%% of balance",
+                       -daily_pnl / balance * 100)
+        return False
+
+    return True