Run demo trading and allocate capital per symbol

Move running, running_changed_at and capital_usdt from the account to
each trading symbol; the migration copies the account capital to every
symbol and leaves them all stopped. Each symbol is sized against its
own capital with a 3x notional cap, and the capitals together must not
exceed account equity. Scheduling, dry-run decisions and the executor
follow the per-symbol flag. The global start/stop button is replaced by
start/stop and capital controls on each symbol's plan card.

backend/src/alphapulse/trading/analyst.py

@@ -64,7 +64,7 @@ INSTRUCTIONS = f"""你是 AlphaPulse 的模拟盘交易分析器：为一个币
 - 止损：区间远端外 {rules.STOP_ATR_FACTOR}×ATR14(5m)，做多放在 zone_low 下方，做空放在 zone_high 上方；且距挂单价至少 {rules.MIN_STOP_ATR}×ATR14(5m)，挂单价贴近远端时按这条算。
 - 止盈：按成交均价，做多 {_ladder("long")}；做空 {_ladder("short")}。止盈 1 成交后撤销未成交的入场部分，止损移到保本价。
 - 首次成交后最长持仓 {rules.MAX_HOLD_HOURS} 小时，到时市价平仓。平仓后程序会请你重新分析。
-- 仓位：单笔风险为交易资金的 {_pct(rules.RISK_PCT)}，置信度低时减半；名义仓位合计不超过 {rules.MAX_LEVERAGE} 倍交易资金。
+- 仓位：单笔风险为该币交易资金的 {_pct(rules.RISK_PCT)}，置信度低时减半；名义仓位不超过 {rules.MAX_LEVERAGE} 倍该币交易资金。
 - reevaluate：任一条件满足时程序重新请你分析（最多 {rules.MAX_REEVALUATE} 个），用来表达另一侧方向、需要重新划区的位置。
 
 ## 程序的硬性校验
@@ -137,15 +137,16 @@ async def prepare(symbol: str, reasons: list[str], analysis_id: int) -> Prepared
         target = await session.get(TradingSymbol, symbol)
         if target is None:
             raise AnalysisError(f"{symbol} 已不在交易列表中")
-        if account is None or account.capital_usdt is None:
-            raise AnalysisError("还没有设置交易资金")
+        if account is None:
+            raise AnalysisError("还没有填写模拟盘 key")
+        if target.capital_usdt is None:
+            raise AnalysisError(f"{symbol} 还没有设置交易资金")
         provider = await session.get(AiProvider, account.provider_id) if account.provider_id else await session.scalar(
             select(AiProvider).where(AiProvider.is_default)
         )
         if provider is None:
             raise AnalysisError("没有可用的模型配置，请先到「环境变量」页面添加")
         session.expunge(provider)
-        symbols = list((await session.scalars(select(TradingSymbol.symbol))).all())
         recent = (await session.scalars(
             select(TradingAnalysis)
             .where(TradingAnalysis.symbol == symbol, TradingAnalysis.status == "done", TradingAnalysis.id != analysis_id)
@@ -163,20 +164,20 @@ async def prepare(symbol: str, reasons: list[str], analysis_id: int) -> Prepared
             )).all()
         ] if current else []
         system = "\n\n".join([INSTRUCTIONS, "## 数据概况", await data_overview(session), await skills_section(session)])
-        dry_run = not account.running
+        dry_run = not target.running
+        capital_usdt = target.capital_usdt
         effort = account.reasoning_effort or provider.reasoning_effort
 
     snapshot = await read_snapshot()
     if not snapshot or not snapshot["account"]:
         raise AnalysisError("取不到模拟盘账户快照（引擎未同步到币安），无法计算仓位")
     equity = Decimal(snapshot["account"]["margin_balance"])
-    capital = min(account.capital_usdt, equity)
+    capital = min(capital_usdt, equity)
     position = next((p for p in snapshot["positions"] if p["symbol"] == symbol), None)
-    other_notional = sum((Decimal(p["notional"]) for p in snapshot["positions"] if p["symbol"] != symbol and p["symbol"] in symbols), Decimal(0))
     symbol_rules_ = await symbol_rules(symbol)
     mark = await mark_price(symbol)
     context = PlanContext(
-        mark_price=mark, capital=capital, other_notional=other_notional, rules=symbol_rules_, atr=await recent_atr(symbol),
+        mark_price=mark, capital=capital, rules=symbol_rules_, atr=await recent_atr(symbol),
         has_plan=current is not None, position_side=position_side(snapshot, symbol),
     )
 
@@ -186,12 +187,12 @@ async def prepare(symbol: str, reasons: list[str], analysis_id: int) -> Prepared
         "## 任务",
         f"- 币种：{symbol}（币安 U 本位永续）",
         f"- 触发原因：{'；'.join(reasons)}",
-        f"- 运行模式：{'试运行（引擎已停止，计划只记录、不下单）' if dry_run else '交易中（计划会在模拟盘执行）'}",
+        f"- 运行模式：{'试运行（该币未在交易，计划只记录、不下单）' if dry_run else '交易中（计划会在模拟盘执行）'}",
         "",
         "## 账户（程序据此计算数量）",
-        f"- 交易资金：{capital:.2f} USDT（设定 {account.capital_usdt} USDT，账户权益 {equity:.2f} USDT，取较小者）",
+        f"- 该币交易资金：{capital:.2f} USDT（设定 {capital_usdt} USDT，账户权益 {equity:.2f} USDT，取较小者）",
         f"- 本次单笔风险金额：{risk:.2f} USDT（{_pct(rules.RISK_PCT)}；置信度低时 {risk * rules.LOW_CONFIDENCE_FACTOR:.2f}）",
-        f"- 可用名义仓位：{capital * rules.MAX_LEVERAGE - other_notional:.2f} USDT（{rules.MAX_LEVERAGE} 倍交易资金减去交易列表其他币的持仓 {other_notional:.2f}）",
+        f"- 名义仓位上限：{capital * rules.MAX_LEVERAGE:.2f} USDT（{rules.MAX_LEVERAGE} 倍该币交易资金）",
         f"- 模拟盘交易规则：价格精度 {symbol_rules_.tick_size}，数量精度 {symbol_rules_.step_size}，最小下单金额 {symbol_rules_.min_notional} USDT",
         f"- 模拟盘标记价：{mark}（校验以此为准；行情数据来自实盘，两者通常相差不到 0.1%）",
         f"- 最近已收盘 5m K 线的 ATR14：{context.atr:.{max(0, -symbol_rules_.tick_size.as_tuple().exponent)}f}（程序按它计算止损）",
@@ -266,8 +267,8 @@ async def submit(prepared: Prepared, symbol: str, analysis_id: int, arguments: d
 async def run_analysis(symbol: str, reasons: list[str]) -> None:
     """一次完整的分析；结果和失败原因都写进 trading_analyses 和时间线，不向外抛出"""
     async with SessionLocal() as session:
-        account = await session.get(TradingAccount, 1)
-        analysis = TradingAnalysis(symbol=symbol, reasons=reasons, dry_run=not (account and account.running), status="running")
+        target = await session.get(TradingSymbol, symbol)
+        analysis = TradingAnalysis(symbol=symbol, reasons=reasons, dry_run=not (target and target.running), status="running")
         session.add(analysis)
         await session.commit()
         analysis_id, dry_run = analysis.id, analysis.dry_run

backend/src/alphapulse/trading/executor.py

@@ -599,7 +599,7 @@ class Executor:
             for symbol in symbols:
                 try:
                     manual_action = await redis.getdel(MANUAL_ACTION_KEY.format(symbol.symbol))
-                    await self.reconcile(session, client, symbol, account.running, positions.get(symbol.symbol), manual_action)
+                    await self.reconcile(session, client, symbol, symbol.running, positions.get(symbol.symbol), manual_action)
                 except ExchangeError as e:
                     await session.rollback()
                     await self.report(session, symbol.symbol, f"对账失败：{e}")

backend/src/alphapulse/trading/plan.py

@@ -93,10 +93,8 @@ class SymbolRules:
 @dataclass
 class PlanContext:
     mark_price: Decimal
-    # min(设定的交易资金, 账户权益)
+    # 该币的 min(交易资金, 账户权益)
     capital: Decimal
-    # 交易列表中其他币的持仓名义价值合计
-    other_notional: Decimal
     rules: SymbolRules
     # 最近已收盘 5m K 线的 ATR14，用于计算止损
     atr: Decimal
@@ -154,9 +152,8 @@ def setup_stop(direction: Direction, entry: Decimal, far_edge: Decimal, atr_valu
     return round_to_step(max(far_edge + STOP_ATR_FACTOR * atr_value, entry + MIN_STOP_ATR * atr_value), tick, ROUND_CEILING)
 
 
-def size_entry(direction: Direction, price: Decimal, stop: Decimal, *, capital: Decimal, other_notional: Decimal,
-               confidence: str, rules: SymbolRules) -> dict:
-    """按入场价和止损算数量：单笔风险上限与全账户杠杆取小。止损离入场价太远、方向不对或数量不足时抛 PlanError"""
+def size_entry(direction: Direction, price: Decimal, stop: Decimal, *, capital: Decimal, confidence: str, rules: SymbolRules) -> dict:
+    """按入场价和止损算数量：单笔风险上限与该币资金的杠杆上限取小。止损离入场价太远、方向不对或数量不足时抛 PlanError"""
     sign = 1 if direction == "long" else -1
     stop_pct = sign * (price - stop) / price
     if stop_pct <= 0:
@@ -165,9 +162,7 @@ def size_entry(direction: Direction, price: Decimal, stop: Decimal, *, capital:
         raise PlanError([f"止损 {stop} 距入场价 {price} {stop_pct * 100:.2f}%，超过 {MAX_STOP_PCT * 100:.0f}%"])
     unit_loss = abs(price - stop) + (price + stop) * TAKER_FEE_RATE
     risk_amount = capital * RISK_PCT * (LOW_CONFIDENCE_FACTOR if confidence == "low" else 1)
-    max_notional = capital * MAX_LEVERAGE - other_notional
-    if max_notional <= 0:
-        raise PlanError([f"交易列表其他币的名义仓位 {other_notional:.2f} 已达到 {MAX_LEVERAGE} 倍交易资金，不能开新仓"])
+    max_notional = capital * MAX_LEVERAGE
     by_risk = risk_amount / unit_loss
     by_leverage = max_notional / price
     quantity = round_to_step(min(by_risk, by_leverage), rules.step_size, ROUND_FLOOR)
@@ -246,8 +241,7 @@ def check_setup(plan: TradePlan, ctx: PlanContext) -> dict:
         raise PlanError(errors)
     stop = setup_stop(direction, entry, setup.zone_low if long else setup.zone_high, ctx.atr, rules.tick_size)
     try:
-        sizing = size_entry(direction, entry, stop, capital=ctx.capital, other_notional=ctx.other_notional,
-                            confidence=plan.confidence, rules=rules)
+        sizing = size_entry(direction, entry, stop, capital=ctx.capital, confidence=plan.confidence, rules=rules)
     except PlanError as e:
         raise PlanError([f"止损 {stop}（区间{'下沿' if long else '上沿'}外 {STOP_ATR_FACTOR}×ATR(5m)，且距挂单价至少 "
                          f"{MIN_STOP_ATR}×ATR(5m)，ATR={ctx.atr.quantize(rules.tick_size)}）：{e}。"

backend/src/alphapulse/trading/schedule.py

@@ -7,7 +7,7 @@ from sqlalchemy.ext.asyncio import AsyncSession
 
 from alphapulse.ai.tools import LOCAL_TZ
 from alphapulse.core.db import SessionLocal
-from alphapulse.models import TradingAccount, TradingAnalysis, TradingEvent, TradingSymbol
+from alphapulse.models import TradingAnalysis, TradingEvent, TradingSymbol
 from alphapulse.trading.plan import DAILY_ANALYSIS_LIMIT, MIN_ANALYSIS_GAP, next_routine_at
 
 # 自动分析失败后的重试：间隔、连续失败上限
@@ -29,9 +29,8 @@ async def daily_limit_reached(session: AsyncSession) -> bool:
 
 async def request_analysis(session: AsyncSession, symbol: str, reason: str) -> None:
     """排队一次自动分析：多个原因合并；距上次分析不足最短间隔时顺延。调用方负责 commit"""
-    account = await session.get(TradingAccount, 1)
     target = await session.get(TradingSymbol, symbol)
-    if account is None or not account.running or target is None or await daily_limit_reached(session):
+    if target is None or not target.running or await daily_limit_reached(session):
         return
     now = datetime.now(UTC)
     last_started = await session.scalar(select(func.max(TradingAnalysis.started_at)).where(TradingAnalysis.symbol == symbol))
@@ -43,13 +42,10 @@ async def request_analysis(session: AsyncSession, symbol: str, reason: str) -> N
 
 
 async def routine_requests() -> None:
-    """交易中：到例行时间的币排队例行分析；自动分析失败的隔一段时间重试"""
+    """交易中的币：到例行时间的排队例行分析；自动分析失败的隔一段时间重试"""
     async with SessionLocal() as session:
-        account = await session.get(TradingAccount, 1)
-        if account is None or not account.running:
-            return
         now = datetime.now(UTC)
-        for target in (await session.scalars(select(TradingSymbol))).all():
+        for target in (await session.scalars(select(TradingSymbol).where(TradingSymbol.running))).all():
             if target.analysis_requested_at is not None:
                 continue
             recent = (await session.scalars(