Add demo trading analyst with plan validation and sizing

The analyst prompts the model with trading rules, published skills,
account sizing inputs and prefetched market data, exposes read-only
tools plus submit_trade_plan, and validates and sizes the submitted plan
in pure functions covered by pytest. Manual analyses run as dry runs
while trading is stopped; the trading page shows the latest plan and an
analysis detail drawer.

backend/tests/test_plan.py

@@ -0,0 +1,139 @@
+from decimal import ROUND_CEILING, ROUND_FLOOR, Decimal
+
+import pytest
+
+from alphapulse.trading.plan import PlanContext, PlanError, SymbolRules, TradePlan, round_to_step, size_plan, split_take_profits
+
+BTC = SymbolRules(tick_size=Decimal("0.1"), step_size=Decimal("0.0001"), min_notional=Decimal("50"))
+
+
+def context(**overrides) -> PlanContext:
+    values = {
+        "angle": "long", "mark_price": Decimal("82000"), "capital": Decimal("1000"), "other_notional": Decimal("0"),
+        "rules": BTC, "has_plan": False, "position_side": None,
+    }
+    return PlanContext(**{**values, **overrides})
+
+
+def long_plan(**overrides) -> TradePlan:
+    values = {
+        "action": "plan", "summary": "长线做多", "reasons": "支撑区", "risks": "无",
+        "direction": "long", "confidence": "medium",
+        "entries": [{"price": "81000", "ratio": "0.4", "basis": "区1"}, {"price": "80000", "ratio": "0.6", "basis": "区2"}],
+        "stop": "79500", "stop_basis": "区下沿外",
+        "take_profits": [{"price": "83000", "basis": "压1"}, {"price": "84000", "basis": "压2"}, {"price": "85000", "basis": "压3"}],
+        "entry_valid_hours": "24", "max_hold_hours": "48",
+        "invalidation": {"direction": "below", "price": "79800", "timeframe": "4h", "basis": "跌破区"},
+    }
+    return TradePlan.model_validate({**values, **overrides})
+
+
+def short_term_plan(**overrides) -> TradePlan:
+    values = {
+        "action": "plan", "summary": "短线做空", "reasons": "压力区", "risks": "无",
+        "direction": "short", "confidence": "medium",
+        "entries": [{"price": "82500", "ratio": "1", "basis": "压力区"}],
+        "stop": "82900", "take_profits": [{"price": "81800", "basis": "支1"}, {"price": "81300", "basis": "支2"}],
+        "entry_valid_hours": "4", "max_hold_hours": "24",
+        "invalidation": {"direction": "above", "price": "82800", "timeframe": "15m", "basis": "站上区"},
+    }
+    return TradePlan.model_validate({**values, **overrides})
+
+
+def errors_of(plan: TradePlan, ctx: PlanContext) -> str:
+    with pytest.raises(PlanError) as e:
+        size_plan(plan, ctx)
+    return "；".join(e.value.errors)
+
+
+def test_round_to_step():
+    assert round_to_step(Decimal("81000.05"), Decimal("0.1"), ROUND_FLOOR) == Decimal("81000.0")
+    # 整数输入不能变成指数形式
+    assert str(round_to_step(Decimal("80500"), Decimal("0.1"), ROUND_FLOOR)) == "80500.0"
+    assert round_to_step(Decimal("82500.01"), Decimal("0.1"), ROUND_CEILING) == Decimal("82500.1")
+    assert round_to_step(Decimal("0.00829908"), Decimal("0.0001"), ROUND_FLOOR) == Decimal("0.0082")
+
+
+def test_split_take_profits_keeps_total():
+    parts = split_take_profits(Decimal("0.0206"), (Decimal("0.5"), Decimal("0.3"), Decimal("0.2")), Decimal("0.0001"))
+    assert parts == [Decimal("0.0103"), Decimal("0.0061"), Decimal("0.0042")]
+    assert sum(parts) == Decimal("0.0206")
+    assert split_take_profits(Decimal("0.001"), (Decimal("0.5"), Decimal("0.3"), Decimal("0.2")), Decimal("0.001")) == [0, 0, Decimal("0.001")]
+
+
+def test_long_plan_sizing_matches_hand_calculation():
+    sizing = size_plan(long_plan(), context())
+    # 均价 0.4×81000 + 0.6×80000 = 80400；单位亏损 900 + (80400+79500)×0.0004 = 963.96；20 ÷ 963.96 = 0.020747
+    assert sizing["average_price"] == "80400.0"
+    assert [e["quantity"] for e in sizing["entries"]] == ["0.0082", "0.0124"]
+    assert sizing["quantity"] == "0.0206"
+    assert sizing["notional"] == "1656.20"
+    assert sizing["risk_amount"] == "20.00"
+    assert sizing["risk_at_stop"] == "19.82"
+    # (0.5×2600 + 0.3×3600 + 0.2×4600) ÷ 900；只成交首档 (0.5×2000 + 0.3×3000 + 0.2×4000) ÷ 1500
+    assert sizing["reward_risk"] == "3.67"
+    assert sizing["reward_risk_first_only"] == "1.80"
+    assert [t["quantity"] for t in sizing["take_profits"]] == ["0.0103", "0.0061", "0.0042"]
+    assert sizing["capped_by_leverage"] is False
+
+
+def test_low_confidence_halves_risk():
+    sizing = size_plan(long_plan(confidence="low"), context())
+    assert sizing["risk_amount"] == "10.00"
+    # 10 ÷ 963.96 = 0.010374：0.4 档 0.0041，0.6 档 0.0062
+    assert sizing["quantity"] == "0.0103"
+
+
+def test_leverage_cap_counts_other_positions():
+    sizing = size_plan(long_plan(), context(other_notional=Decimal("2000")))
+    assert sizing["capped_by_leverage"] is True
+    assert Decimal(sizing["notional"]) <= Decimal("1000")
+
+
+def test_short_term_short_plan():
+    sizing = size_plan(short_term_plan(), context(angle="short"))
+    # 止盈 1 盈亏比 700 ÷ 400
+    assert sizing["reward_risk"] == "1.75"
+    assert sizing["risk_amount"] == "10.00"
+    assert len(sizing["take_profits"]) == 2
+
+
+def test_short_prices_round_up():
+    sizing = size_plan(short_term_plan(entries=[{"price": "82500.01", "ratio": "1", "basis": "x"}]), context(angle="short"))
+    assert sizing["entries"][0]["price"] == "82500.1"
+
+
+def test_rejects_wrong_counts_and_timeframe():
+    message = errors_of(short_term_plan(entries=[{"price": "82500", "ratio": "0.5", "basis": "a"}, {"price": "82600", "ratio": "0.5", "basis": "b"}]), context(angle="short"))
+    assert "短线只能 1 档入场" in message
+    assert "长线失效条件的周期只能是 4h" in errors_of(long_plan(invalidation={"direction": "below", "price": "79800", "timeframe": "1h", "basis": "x"}), context())
+    assert "长线须给 3 个止盈" in errors_of(long_plan(take_profits=[{"price": "83000", "basis": "a"}]), context())
+
+
+def test_rejects_bad_price_order():
+    message = errors_of(long_plan(stop="80500"), context())
+    assert "做多时止损 80500.0 应在失效价 79800 之外" in message
+    assert "止盈 1 81000.0 已越过现价" in errors_of(long_plan(take_profits=[{"price": "81000", "basis": "a"}, {"price": "84000", "basis": "b"}, {"price": "85000", "basis": "c"}], entries=[{"price": "80500", "ratio": "1", "basis": "a"}]), context())
+
+
+def test_rejects_low_reward_risk():
+    # (0.5×400 + 0.3×600 + 0.2×800) ÷ 500 = 1.08
+    plan = long_plan(take_profits=[{"price": "80400", "basis": "a"}, {"price": "80600", "basis": "b"}, {"price": "80800", "basis": "c"}],
+                     entries=[{"price": "80000", "ratio": "1", "basis": "a"}])
+    assert "盈亏比 1.08" in errors_of(plan, context(mark_price=Decimal("80300")))
+
+
+def test_rejects_entries_below_min_notional():
+    message = errors_of(long_plan(entries=[{"price": "81000", "ratio": "0.02", "basis": "a"}, {"price": "80000", "ratio": "0.98", "basis": "b"}]), context())
+    assert "最小下单金额 50" in message
+    assert "第 1 档" in message
+
+
+def test_action_rules():
+    assert "不能用 keep" in errors_of(TradePlan(action="keep", summary="s", reasons="r", risks="x"), context())
+    assert "不能用 wait" in errors_of(TradePlan(action="wait", summary="s", reasons="r", risks="x"), context(position_side="long"))
+    assert size_plan(TradePlan(action="wait", summary="s", reasons="r", risks="x"), context()) == {}
+    satisfied = TradePlan(action="wait", summary="s", reasons="r", risks="x",
+                          reevaluate=[{"direction": "above", "price": "81000", "timeframe": "1h", "basis": "x"}])
+    assert "已经满足" in errors_of(satisfied, context())
+    assert "方向必须一致" in errors_of(long_plan(), context(position_side="short"))