Translate Myquant's Apache-2.0 Bollinger_Bandit executable rules into FactoryStrategy on DOTUSDT.BINANCE_SPOT daily bars, long-only and unleveraged. Preserve the code rather than its occasionally inconsistent comments. The supplied Python file loads its parameters from a separate INI and contains no signal-parameter defaults. A repository mirror reports the defaults listed below, but the companion INI could not be retrieved at the supplied commit; these values require source verification before coding and must not be represented as verified pinned-commit defaults. Source: https://github.com/myquant/strategy/blob/17595e6bf4a118e1fa87c90bfb0fd78afa69a60b/BollingerBandit/python/bollinger_bandit.py. Platform adaptations are the instrument, cash-account execution, equity-relative sizing, instrument precision, and real fees. Crypto adjustment factors are identically one. Preserve the source's next-day sale eligibility by preventing exits of quantities acquired during the current UTC trading day. Market instructions execute at the signal bar's close. The source's retrospectively computed moving-average exit cannot receive a historical bar-open fill after observing that bar's close; its exact trigger is retained, but execution uses the decision-time market price, explicitly recording this execution adaptation. Do not replace it with a conventional moving-average crossover or a resting intrabar stop. No performance study has been run.