Add risk-based position sizing (以损定仓) with per-open k resize.

Manual vs risk modes are exclusive; each open floors k to 1 decimal so estimated premium+fees stay within the loss budget.

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

backend/app/strategy/engine.py

@@ -716,6 +716,41 @@ class StrategyEngine:
             self._set_state(phase="open", last_error="有未平仓，禁止开下一组")
             return
 
+        self._set_state(phase="wait_signal")
+        pick = await get_session().pick_for_open_async()
+        if pick is None:
+            self._set_state(
+                last_error="无合格期权：需剩余时长、杠杆（及已开启的ATM偏差）同时满足"
+            )
+            return
+
+        # 以损定仓：每笔开仓前按指数/卖一重算 k，再写名义与出场（须在资金门前）
+        try:
+            from .risk_sizing import apply_risk_sizing_to_ledger
+
+            rs = apply_risk_sizing_to_ledger(
+                index_px=float(pick.underlying_px),
+                option_ask=float(pick.option_ask),
+                db=self.db,
+            )
+            if not rs.ok:
+                self._set_state(phase="idle", last_error=rs.detail)
+                try:
+                    from ..notify import wecom
+
+                    wecom.notify_fault(
+                        title="以损定仓失败",
+                        detail=rs.detail,
+                        dedupe_key=f"risk_sizing:{rs.detail[:80]}",
+                    )
+                except Exception:
+                    pass
+                return
+        except Exception:
+            logger.exception("risk sizing failed")
+            self._set_state(phase="idle", last_error="以损定仓计算异常，暂不开仓")
+            return
+
         try:
             cap = assess_open_capacity(self.db)
             if cap.get("perp_can_open") is False or cap.get("option_can_open") is False:
@@ -732,14 +767,6 @@ class StrategyEngine:
         except Exception:
             logger.exception("open capacity gate failed")
 
-        self._set_state(phase="wait_signal")
-        pick = await get_session().pick_for_open_async()
-        if pick is None:
-            self._set_state(
-                last_error="无合格期权：需剩余时长、杠杆（及已开启的ATM偏差）同时满足"
-            )
-            return
-
         self._set_state(phase="opening", last_error=None)
         wkey = window_key()
         count = self._count_groups_for_day(wkey)