upd

copilot/_actor.py

@@ -24,7 +24,7 @@
 from core.mixins import EventHandlerMixin
 from core.models.risk_type import SessionRiskType, SignalRiskType
 from core.models.side import PositionSide, SignalSide
-from core.models.signal_risk import SignalRisk
+from core.models.entity.signal_risk import SignalRisk
 from core.models.strategy_type import StrategyType
 from core.queries.copilot import EvaluateSession, EvaluateSignal
 

core/actors/policy/signal.py

@@ -9,5 +9,5 @@ def should_process(cls, actor, event: NewMarketDataReceived) -> bool:
         return (
             event.symbol == actor.symbol
             and event.timeframe == actor.timeframe
-            and event.closed
+            and event.bar.closed
         )

core/events/ohlcv.py

@@ -1,6 +1,5 @@
 from dataclasses import dataclass, field
-
-from core.models.entity.ohlcv import OHLCV
+from core.models.entity.bar import Bar
 from core.models.symbol import Symbol
 from core.models.timeframe import Timeframe
 
@@ -19,17 +18,15 @@ class MarketEvent(Event):
 class NewMarketDataReceived(MarketEvent):
     symbol: Symbol
     timeframe: Timeframe
-    ohlcv: OHLCV
-    closed: bool
+    bar: Bar
 
     def to_dict(self):
         parent_dict = super().to_dict()
 
         current_dict = {
             "symbol": str(self.symbol),
             "timeframe": str(self.timeframe),
-            "ohlcv": self.ohlcv.to_dict(),
-            "closed": self.closed,
+            "bar": self.bar.to_dict(),
         }
 
         return {**parent_dict, **current_dict}

core/events/risk.py

@@ -16,8 +16,3 @@ class RiskEvent(Event):
 @dataclass(frozen=True)
 class RiskThresholdBreached(RiskEvent):
     pass
-
-
-@dataclass(frozen=True)
-class RiskAdjustRequested(RiskEvent):
-    adjust_price: float

feed/_historical.py

@@ -124,7 +124,7 @@ async def _handle_market(self, batch: List[Bar]) -> None:
         for bar in batch:
             await self.tell(
                 NewMarketDataReceived(
-                    self.symbol, self.timeframe, bar.ohlcv, bar.closed
+                    self.symbol, self.timeframe, bar
                 )
             )
         await asyncio.sleep(0.0001)

feed/_realtime.py

@@ -101,6 +101,6 @@ async def _process_bars(self, bars: List[Bar]):
 
             await self.tell(
                 NewMarketDataReceived(
-                    self.symbol, self.timeframe, bar.ohlcv, bar.closed
+                    self.symbol, self.timeframe, bar
                 )
             )

risk/_actor.py

@@ -151,15 +151,16 @@ async def _process_market(
         self, event: NewMarketDataReceived, position: Optional[Position]
     ):
         next_position = position
+        curr_bar = event.bar.ohlcv
 
         if position and not position.has_risk:
             prev_bar = next_position.risk_bar
             next_bar = await self.ask(NextBar(self.symbol, self.timeframe, prev_bar))
 
-            next_bar = next_bar or event.ohlcv
+            next_bar = next_bar or curr_bar
 
             attempts = 0
-            diff = event.ohlcv.timestamp - next_bar.timestamp
+            diff = curr_bar.timestamp - next_bar.timestamp
 
             while diff < 0 and attempts < MAX_ATTEMPTS:
                 new_prev_bar = await self.ask(
@@ -168,7 +169,7 @@ async def _process_market(
                 attempts += 1
 
                 if new_prev_bar:
-                    diff = event.ohlcv.timestamp - new_prev_bar.timestamp
+                    diff = curr_bar.timestamp - new_prev_bar.timestamp
                     prev_bar = new_prev_bar
 
             bars = [next_bar]

strategy/_actor.py

@@ -44,7 +44,7 @@ def pre_receive(self, event: NewMarketDataReceived):
 
     async def on_receive(self, event: NewMarketDataReceived):
         signal_event = self.strategy_ref.next(
-            self.symbol, self.timeframe, self.strategy, event.ohlcv
+            self.symbol, self.timeframe, self.strategy, event.bar.ohlcv
         )
 
         if signal_event: