fix: risk engine now allows sells on over-concentrated positions

2026-04-21 20:25:02 +00:00
parent 5dcbd286e8
commit 3b49aa2fa2
2 changed files with 22 additions and 1 deletions
@@ -298,7 +298,10 @@ def _check_max_position_size(

    # Check max position value
    existing_value = state.positions_by_symbol.get(order.ticker, 0.0)
-    new_total_value = existing_value + order.estimated_value
+    if order.action == "sell":
+        new_total_value = max(existing_value - order.estimated_value, 0.0)
+    else:
+        new_total_value = existing_value + order.estimated_value
    checks.append(RiskCheckDetail(
        check_name="max_position_value",
        result=(