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/tests/test_risk_sizing.py

@@ -0,0 +1,53 @@
+"""以损定仓纯函数测试。"""
+
+from __future__ import annotations
+
+from app.strategy.risk_sizing import (
+    BASE_EXIT_USDT,
+    BASE_OPTION_ETH,
+    BASE_PERP_ETH,
+    compute_k,
+    floor_k_1dp,
+    unit_cost,
+)
+
+
+def test_floor_k_1dp() -> None:
+    assert floor_k_1dp(1.29) == 1.2
+    assert floor_k_1dp(0.19) == 0.1
+    assert floor_k_1dp(0.09) == 0.0
+    assert floor_k_1dp(2.0) == 2.0
+
+
+def test_compute_k_scales_1_2_15() -> None:
+    # I=2000, A=20, fee=0.0005 → unit = 2*20 + 2000*0.0005*3 = 40 + 3 = 43
+    # budget=43 → k=1.0
+    r = compute_k(budget=43.0, index_px=2000.0, option_ask=20.0, fee_rate=0.0005)
+    assert r.ok
+    assert r.k == 1.0
+    assert r.perp_qty_eth == BASE_PERP_ETH
+    assert r.option_qty_eth == BASE_OPTION_ETH
+    assert r.net_profit_target == BASE_EXIT_USDT
+    assert r.max_loss is not None and r.max_loss <= 43.0 + 1e-6
+
+
+def test_compute_k_never_exceeds_budget() -> None:
+    r = compute_k(budget=50.0, index_px=1900.0, option_ask=18.5, fee_rate=0.0005)
+    assert r.ok
+    assert r.k is not None
+    assert abs(r.k * 10 - round(r.k * 10)) < 1e-9  # 一位小数
+    assert r.max_loss is not None and r.max_loss <= 50.0 + 1e-6
+    assert r.perp_qty_eth == round(1.0 * r.k, 4)
+    assert r.option_qty_eth == round(2.0 * r.k, 4)
+    assert r.net_profit_target == round(15.0 * r.k, 4)
+
+
+def test_compute_k_too_small() -> None:
+    # unit≈43, budget=2 → k_raw≪0.1
+    r = compute_k(budget=2.0, index_px=2000.0, option_ask=20.0, fee_rate=0.0005)
+    assert not r.ok
+    assert "最小仓" in r.detail or "k=" in r.detail
+
+
+def test_unit_cost() -> None:
+    assert abs(unit_cost(index_px=2000, option_ask=20, fee_rate=0.0005) - 43.0) < 1e-9