31 lines
1.5 KiB
Python
31 lines
1.5 KiB
Python
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"""Policy constants — from data, never vibes (spec §6 closing note).
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Every constant cites its provenance. Where a number is not yet backed by an L8/L10
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characterization row it is marked PROVISIONAL and must be calibrated before the smart
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path arms with real capital — a provisional constant is a known-unknown, not a vibe.
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Cadence is NEVER hardcoded here (no literal 1 s): the drive loop takes its clock
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injected (spec §7, C1). These are policy magnitudes, not periods.
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"""
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from __future__ import annotations
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from decimal import Decimal
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# PROTECT: "maker at touch, one reprice, ≤2 s total, then cross" (spec §6).
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PROTECT_REPRICE_LIMIT: int = 1
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PROTECT_MAX_MS: int = 2_000
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# HARVEST: "maker at target ± offset, chase ≤ N; give up when regression eats X%
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# of unrealized → cross" (spec §6). N and X are PROVISIONAL — no characterization
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# row fixes them yet (§17 open question: chase bounds from bookDepth replay).
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HARVEST_MAX_CHASES: int = 3 # PROVISIONAL — calibrate vs L8 fill_sim
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HARVEST_GIVEUP_REGRESSION_FRAC: Decimal = Decimal("0.25") # PROVISIONAL — 25% of unrealized
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# ACQUIRE: "patient maker inside spread; abandon, never chase" (spec §6, §4-1:
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# a missed entry is free, a chased entry is not). No chase budget by construction.
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ACQUIRE_MAX_CHASES: int = 0
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# Dead-man's stop default multiple of software SL distance (spec §10, §17 open
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# question: 2× vs ATR-scaled). PROVISIONAL default.
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PROTECTIVE_STOP_MULT_DEFAULT: Decimal = Decimal("2.0")
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