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RiskExecutor composite + Veto seam: wire stop-rule -> Sizer -> Veto -> position-management #128

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opened 2026-06-23 13:17:09 +02:00 by Brummel · 0 comments
Brummel commented 2026-06-23 13:17:09 +02:00
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The per-symbol composite (#117, C10) bundling the risk-based execution chain; nests inside a Broker/Account composite that aggregates per-symbol P&L into account equity. Account mode (netting/hedging) constrains how many per (strategy, symbol). The Veto is a distinct pre-trade gate (position/exposure caps), reserved as a seam, kept separate from the Sizer. In Stage 1 the equity->Sizer feedback register is DCE'd away (flat-1R).

The per-symbol composite (#117, C10) bundling the risk-based execution chain; nests inside a Broker/Account composite that aggregates per-symbol P&L into account equity. Account mode (netting/hedging) constrains how many per (strategy, symbol). The Veto is a distinct pre-trade gate (position/exposure caps), reserved as a seam, kept separate from the Sizer. In Stage 1 the equity->Sizer feedback register is DCE'd away (flat-1R).
Brummel added this to the R-based signal quality (Stage 1) milestone 2026-06-23 13:17:09 +02:00
Brummel added the feature label 2026-06-23 13:17:09 +02:00
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Reference: Brummel/Aura#128
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