Part of #610, read Prohibited Behaviours in the parent issue before you start
4. Hard Trading Constraints
Hard-coded. The algorithm MUST NOT adaptively override any constraint in this section.
4.1 Price Constraint
4.2 Size Constraint (core anti-ramp control)
Daily buy quota is graded into four tiers, switched automatically by the system:
| Tier |
Daily quota (% of instantaneous effective turnover) |
Usage |
| Safe |
≤ 10% |
Default tier for normal operation |
| Cautious |
10%–18% |
Sparingly, only on sharp intraday selloffs |
| Risk |
18%–25% |
Permanently disabled outside extreme market conditions |
| Prohibited |
> 25% |
Blocked directly in code |
4.3 Time Window Constraint
Trading blackout windows — order submission automatically blocked:
Rationale: liquidity is at its worst and impact cost roughly doubles in these windows.
4.4 Horizon Constraint
Total accumulation window (e.g. fixed at 14 days):
4.5 Compliance Constraint
On approaching the 5% disclosure threshold, the system must automatically:
Rationale: avoid concentrated accumulation that invites copycat buying and price uplift once disclosure is triggered.
Part of #610, read Prohibited Behaviours in the parent issue before you start
4. Hard Trading Constraints
4.1 Price Constraint
4.2 Size Constraint (core anti-ramp control)
Daily buy quota is graded into four tiers, switched automatically by the system:
4.3 Time Window Constraint
Trading blackout windows — order submission automatically blocked:
Rationale: liquidity is at its worst and impact cost roughly doubles in these windows.
4.4 Horizon Constraint
Total accumulation window (e.g. fixed at 14 days):
4.5 Compliance Constraint
On approaching the 5% disclosure threshold, the system must automatically:
Rationale: avoid concentrated accumulation that invites copycat buying and price uplift once disclosure is triggered.