Add martingale mode for risk-based percent sizing.

Enable in settings (default off): after N consecutive loss days, double the effective risk_loss_pct up to a configurable max; blocked when base pct > 3%.

Co-authored-by: Cursor <cursoragent@cursor.com>

backend/app/strategy/engine.py

@@ -187,6 +187,23 @@ class StrategyEngine:
                 "perp_qty_eth": perp_qty,
                 "option_qty_eth": opt_qty,
             }
+        try:
+            from .risk_sizing import resolve_martingale
+
+            martingale = resolve_martingale(
+                self.db, ledger=self.ledger, base_pct=risk_loss_pct
+            )
+        except Exception:
+            logger.exception("resolve_martingale for state() failed")
+            martingale = {
+                "enabled": False,
+                "eligible": False,
+                "doubles": 0,
+                "loss_days": 0,
+                "start_after_loss_days": 2,
+                "max_doubles": 3,
+                "effective_pct": risk_loss_pct,
+            }
         rest_until = row["rest_until_ms"]
         rest_left = 0
         if rest_until:
@@ -235,6 +252,17 @@ class StrategyEngine:
             "risk_last_k": risk_last_k if risk_last_k > 0 else None,
             "risk_sizing_preview": risk_preview,
             "risk_sizing_locked": bool(trade_locked and sizing_mode == "risk_based"),
+            "martingale_enabled": bool(martingale.get("enabled")),
+            "martingale_eligible": bool(martingale.get("eligible")),
+            "martingale_doubles": int(martingale.get("doubles") or 0),
+            "martingale_loss_days": int(martingale.get("loss_days") or 0),
+            "martingale_start_after_loss_days": int(
+                martingale.get("start_after_loss_days") or 2
+            ),
+            "martingale_max_doubles": int(martingale.get("max_doubles") or 3),
+            "risk_effective_loss_pct": float(
+                martingale.get("effective_pct") or risk_loss_pct
+            ),
             "min_option_hours": min_hours,
             "min_option_leverage": min_opt_lev,
             "atm_open_offset_enabled": atm_off_on,