Thanks for your interest. riskkit aims to be the dependable, framework-agnostic risk layer for systematic trading — correctness and clarity matter more than features.
git clone https://github.com/HasibVortex369/riskkit
cd riskkit
python -m venv .venv && source .venv/bin/activate
pip install -e ".[dev]"
pytest- No framework lock-in. The core must not depend on any exchange SDK, data provider, or backtesting framework. Heavy optional deps (like pandas) go behind an extra and are imported lazily.
- Every decision is auditable. New rules should return why they fired, not just a boolean.
- Conservative defaults. Floors, ceilings, and caps bound every knob.
- Anti-martingale only. Nothing in this library may increase risk after a loss.
- Add or update tests — every behaviour change needs a test.
- Keep the public API documented (docstrings render in the README examples).
- Run
pytestlocally; CI runs the suite on Python 3.9–3.12. - Update
CHANGELOG.mdunder an## [Unreleased]heading.
- Integration examples/adapters for a specific framework (backtesting.py, vectorbt, freqtrade).
- A worked notebook walking through one component on real OHLCV data.
- Edge-case tests for the existing modules.
Open an issue to discuss anything larger before you build it.