9c3d741a08
Move 17 library crates into crates/, CLI binary into bin/fxt, consolidate 10 test crates into testing/, split config crate from deployment config files. Root directory reduced from 38+ to ~17 directories. All Cargo.toml paths and build.rs proto refs updated. Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
64 lines
1.7 KiB
TOML
64 lines
1.7 KiB
TOML
# Compliance Rules Configuration for DQN Training
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# Hot-reload supported via PostgreSQL NOTIFY/LISTEN
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# These rules are enforced during action execution in DQN training
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[[rules]]
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id = "position_limit"
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priority = 100
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description = "Maximum position size per instrument"
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rule_type = "POSITION_LIMIT"
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active = true
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version = 1
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severity = "High"
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parameters = { max_position = 10.0, currency = "USD" }
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regulatory_framework = "Internal Risk Management"
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regulatory_reference = "Risk Policy Section 4.2"
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[[rules]]
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id = "trading_hours"
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priority = 90
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description = "Enforce trading hours 9:30-16:00 ET"
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rule_type = "TRADING_HOURS"
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active = true
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version = 1
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severity = "Medium"
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parameters = { start_time = "09:30:00", end_time = "16:00:00", timezone = "America/New_York" }
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regulatory_framework = "Exchange Rules"
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regulatory_reference = "NYSE Trading Hours"
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[[rules]]
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id = "concentration"
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priority = 80
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description = "Maximum 10% concentration in single symbol"
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rule_type = "CONCENTRATION_RISK"
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active = true
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version = 1
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severity = "High"
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parameters = { max_concentration_pct = 10.0 }
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regulatory_framework = "Internal Risk Management"
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regulatory_reference = "Risk Policy Section 5.1"
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[[rules]]
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id = "daily_loss_limit"
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priority = 85
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description = "Maximum daily loss limit"
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rule_type = "DAILY_LOSS_LIMIT"
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active = true
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version = 1
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severity = "Critical"
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parameters = { max_daily_loss = 50000.0, currency = "USD" }
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regulatory_framework = "Internal Risk Management"
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regulatory_reference = "Risk Policy Section 3.3"
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[[rules]]
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id = "leverage_limit"
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priority = 75
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description = "Maximum leverage ratio"
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rule_type = "LEVERAGE_LIMIT"
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active = true
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version = 1
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severity = "High"
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parameters = { max_leverage = 5.0 }
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regulatory_framework = "Basel III"
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regulatory_reference = "Basel III Leverage Ratio"
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