Initial public release

hydra/config/validation.py

@@ -0,0 +1,33 @@
+from pydantic import BaseModel, field_validator
+
+
+class StrategyConfig(BaseModel):
+    stop_loss_pct: float = 0.02
+    take_profit_pct: float = 0.05
+    position_size_pct: float = 0.10
+    max_positions: int = 5
+
+    @field_validator("stop_loss_pct")
+    @classmethod
+    def validate_stop_loss(cls, v: float) -> float:
+        if v <= 0:
+            raise ValueError("손절은 양수여야 합니다")
+        if v > 0.20:
+            raise ValueError(f"손절 {v * 100:.1f}%는 너무 큽니다 (최대 20%)")
+        return v
+
+    @field_validator("position_size_pct")
+    @classmethod
+    def validate_position_size(cls, v: float) -> float:
+        if v > 0.50:
+            raise ValueError(f"포지션 사이즈 {v * 100:.1f}%는 너무 큽니다 (최대 50%)")
+        return v
+
+
+class RiskConfig(BaseModel):
+    daily_loss_limit_pct: float = 0.03
+    daily_loss_kill_pct: float = 0.05
+    max_position_per_symbol_pct: float = 0.20
+    max_position_per_strategy_pct: float = 0.30
+    max_position_per_market_pct: float = 0.50
+    consecutive_loss_limit: int = 5