| # SPDX-License-Identifier: LicenseRef-PolyForm-Noncommercial-1.0.0 (see LICENSE)
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| """Python statement of the Risk Position Tool sizing maths (RTMCompute in RiskCore.mqh), for checking its rules.
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| It restates the rules; it does not read a terminal. Symbol data (tick size, tick value, lot step, minimum and maximum
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| lot) are passed in, so any symbol can be simulated."""
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| import math
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| from dataclasses import dataclass
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| @dataclass
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| class Symbol:
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| tick_size: float # SYMBOL_TRADE_TICK_SIZE
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| tick_value: float # money one tick moves one lot, in the account currency
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| vol_step: float
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| vol_min: float
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| vol_max: float
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| def tick_price(sym: Symbol, p: float) -> float:
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| """A price rounded to the symbol's tick; 0 stays 0 (RTMTickPrice)."""
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| if p <= 0:
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| return 0.0
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| return round(p / sym.tick_size) * sym.tick_size if sym.tick_size > 0 else p
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| def loss_per_lot(sym: Symbol, entry: float, sl: float) -> float:
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| """Money lost from entry to stop by one lot, from the tick value (the tick-value branch of RTMLossPerLot)."""
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| return abs(entry - sl) / sym.tick_size * sym.tick_value if sym.tick_size > 0 else 0.0
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| def size(sym: Symbol, entry: float, sl: float, risk_money: float):
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| """Lot for `risk_money` at the stop: rounded DOWN to the lot step, capped at the maximum; below the minimum lot the
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| answer is 0 with a note, never a rounded-up lot. Returns (lots, real_risk, note)."""
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| entry, sl = tick_price(sym, entry), tick_price(sym, sl)
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| if entry <= 0 or sl <= 0 or entry == sl:
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| return 0.0, 0.0, "place entry and stop"
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| lpl = loss_per_lot(sym, entry, sl)
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| if lpl <= 0:
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| return 0.0, 0.0, "no tick value for symbol"
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| raw = risk_money / lpl
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| v = math.floor(raw / sym.vol_step + 1e-9) * sym.vol_step if sym.vol_step > 0 else raw
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| v = round(min(v, sym.vol_max), 8)
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| if v < sym.vol_min - 1e-12:
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| return 0.0, sym.vol_min * lpl, "min lot"
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| return v, v * lpl, ""
|
