Mover trial mode for the adaptive NautilusTrader paper engine (SYN-verified; paper needs an isolated account)

blueprints/us-equities/adaptive-paper/README-recovery.md

@@ -25,7 +25,12 @@ differences stop recovery. It never uses account-wide cancellation or liquidatio
 All owned open orders are canceled first. Actual terminal confirmation and a
 fresh snapshot must precede a residual exit. Exits use sequential SELL-only
 LIMIT/DAY orders with fresh quotes and the original per-order quantity/notional
-caps. Quantities retain up to nine decimal places. Cleanup client IDs advance
+caps. Each exit is sized within the share cap the ledger applies to that sell at
+that bid (`RiskLimits.effective_max_order_qty`): `max_order_qty` in "fixed" mode,
+as before, and `min(max_order_qty, floor(max_order_notional_usd / bid), 100)` whole
+shares in "notional" mode, so an appreciated position exits in chunks the ledger
+admits instead of being refused (`order_size_cap_exceeded`). Quantities retain up
+to nine decimal places. Cleanup client IDs advance
 past prior journal IDs, including previous failed cleanup attempts. Fully unfilled
 exit cancellation stops with `needs_attention`; there is no blind repricing loop.
 

blueprints/us-equities/adaptive-paper/config-mover.json

@@ -0,0 +1,51 @@
+{
+  "schema_version": 1,
+  "mode": "mover_paper",
+  "protocol": "mover-early-entry-v1-20260924",
+  "endpoint": "https://paper-api.alpaca.markets",
+  "feed": "sip",
+  "regular_session_only": false,
+  "extended_hours_enabled": true,
+  "sessions": {
+    "extended_hours": true,
+    "overnight_holds": false,
+    "overnight_gross_multiple": "1.0"
+  },
+  "catalyst_orders_enabled": false,
+  "benchmarks": ["SPY"],
+  "capital_usd": "10000",
+  "max_gross_exposure_usd": "2000",
+  "max_order_notional_usd": "2000",
+  "max_order_quantity": 100,
+  "max_order_qty_mode": "notional",
+  "max_held_symbols": 5,
+  "max_outstanding_orders": 20,
+  "max_gross_loss_usd": "1000",
+  "max_drawdown_usd": "1000",
+  "max_leverage": "1",
+  "max_spread_bps": "100",
+  "quote_max_age_seconds": 3,
+  "max_api_requests_per_minute": 200,
+  "max_submit_requests_per_minute": 180,
+  "duration_seconds": 3600,
+  "cleanup_seconds": 600,
+  "min_entry_close_seconds": 600,
+  "order_timeout_seconds": 10,
+  "mover": {
+    "rule": "08:00|G20|V1000000|any",
+    "session_scope": "pre_market_only",
+    "trial_end_et": "09:25",
+    "exit": "X2",
+    "entry": {"limit_cap_bps": "50", "timeout_seconds": 60, "window_seconds": 30},
+    "exit_orders": {"limit_cap_bps": "50", "timeout_seconds": 10, "max_orders_per_symbol": 20},
+    "flatten_reserve_seconds": 120,
+    "max_scan_age_seconds": 300,
+    "max_symbols": 5,
+    "max_entry_notional_usd": "200",
+    "appreciation_allowance": "2",
+    "gross_guard_fraction": "0.9",
+    "stream_quote_timeout_seconds": 3,
+    "rung_schedule": [{"from_session": 1, "to_session": 20, "rung": "1"}]
+  },
+  "notes": "Example mover paper trial (protocol mover-early-entry-v1-20260924, paper_e2e). Pre-market only: entries at trial start, hard flatten at 09:25 ET (or earlier when the ledger's 3600 s trial + 600 s cleanup sell window less the 120 s reserve ends first), exit X2 (60 minutes after the first entry fill), rung 1 for paper sessions 1-20. The rule string is a placeholder until the historical study selects the rule; the scanner's file must carry the identical string. Conservative caps: 200 USD per entry (mover.max_entry_notional_usd) and a 2000 USD ledger gross cap with a 2x appreciation allowance, so entries use at most 1000 USD and the sizing formula (equity x L / 5) is bound by the entry cap. The ledger per-order cap bounds exit sells too, so it is 2000 USD, ten times the entry cap (mover.EXIT_HEADROOM_FACTOR, checked at load) and the most RiskLimits allows under this gross cap: a leg sells in one order through a tenfold rise, in whole-share chunks beyond it; the 1000 USD gross-loss and drawdown caps are the engine maximum (capital / 10) and are lifetime budgets of this mover ledger. Quote age 3 s and the 3 s stream timeout are the engine's own limits; the 2026-09-23 after-hours trial stopped on that stream timeout, so a longer stream_quote_timeout_seconds is a separate recorded decision. Spread cap 100 bps is the engine maximum for entries."
+}