Broker hard constraint: $35k capital, ES maintenance margin ~$14.4k.
If cumulative realized_pnl drops below -$20k, ALL trading actions
are overridden to Hold (if flat) or FlatL/FlatS (if positioned).
ISV-driven at slot 587 (RL_MARGIN_FLOOR_USD_INDEX, bootstrap 20000).
Fires FIRST in the confidence gate — before warmup check, before
exploration slots, before everything. The broker will liquidate at
margin call; this prevents the model from reaching that point.
Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
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