Respect explicit cash concentration caps in research portfolios - #537
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Co-Authored-By: Codex <noreply@openai.com>
Co-Authored-By: Codex <noreply@openai.com>
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Explicit cash-symbol caps could be ignored: a portfolio with 90% BOXX and a 50% BOXX limit was approved, and reducing risk could move cash above its cap. Check all explicit symbol caps after forming the recommendation and return PARKED when violated, without increasing risky allocations.
Validation: 38 targeted portfolio-risk, virtual-target and aggregation tests passed, including both regressions, equality boundaries, valid policy construction without an all-cash probe, and fail-closed propagation. Research-only output remains unauthorized for execution or promotion. No production dependency or account configuration changes.