fix(risk): allow incremental sizing with other positions

docs/TRADING_RISK.md

@@ -40,6 +40,12 @@ mtdata-cli trade_risk_analyze --symbol EURUSD --direction long \
 | `stop_loss` | — | Proposed stop (alias `sl`). Required to compute risk-based volume. |
 | `take_profit` | — | Optional target (alias `tp`) for reward/risk context. |
 
+New-trade sizing uses an incremental candidate-risk policy: `desired_risk_pct`
+limits the proposed trade's stop risk as a percentage of account equity, and
+account-wide margin stress remains a hard safety gate. Existing positions on other
+symbols do not prevent sizing, but the returned `sizing_risk_policy` states that the
+suggestion is not an aggregate portfolio stop-risk cap.
+
 ### Kelly sizing
 
 Set `sizing_method=kelly` and supply edge statistics:

src/mtdata/core/trading/use_cases.py

@@ -3535,9 +3535,8 @@ def run_trade_risk_analyze(  # noqa: C901
                     "contract_price_product": "contract_size_times_price",
                 },
             }
-            portfolio_sizing_blocked = False
+            other_positions_count: Optional[int] = None
             if request.symbol:
-                other_positions_count = None
                 if portfolio_positions_total is not None:
                     other_positions_count = max(
                         0,
@@ -3564,7 +3563,6 @@ def run_trade_risk_analyze(  # noqa: C901
                     "partial" if other_positions_count else "symbol_scope"
                 )
                 if other_positions_count:
-                    portfolio_sizing_blocked = True
                     scoped_risk["overall_risk_status"] = "partial"
                     scoped_risk["quantified_risk_level"] = "unknown"
                     result["scope_warning"] = (
@@ -3576,6 +3574,21 @@ def run_trade_risk_analyze(  # noqa: C901
                             f"{int(other_positions_count)} open position(s) exist on other symbols."
                         )
                     )
+                result["sizing_risk_policy"] = {
+                    "mode": "incremental_candidate_risk",
+                    "risk_target_basis": "percent_of_account_equity",
+                    "candidate_symbol": str(request.symbol),
+                    "account_margin_context_included": True,
+                    "existing_portfolio_stop_risk_included": not bool(
+                        other_positions_count
+                    ),
+                    "portfolio_positions": int(portfolio_positions_total or 0),
+                    "other_positions": int(other_positions_count or 0),
+                    "note": (
+                        "Suggested volume limits this candidate trade's stop risk; "
+                        "it does not cap aggregate portfolio stop risk."
+                    ),
+                }
             else:
                 result["risk_visibility"] = "portfolio"
                 result["scope"] = {
@@ -3784,15 +3797,8 @@ def run_trade_risk_analyze(  # noqa: C901
                     )
                 )
             )
-            if sizing_ready and (
-                portfolio_sizing_blocked
-                or margin_stress["status"] == "critical"
-            ):
-                block_reason = (
-                    "Symbol scope hides open positions on other symbols."
-                    if portfolio_sizing_blocked
-                    else "Account margin stress is critical."
-                )
+            if sizing_ready and margin_stress["status"] == "critical":
+                block_reason = "Account margin stress is critical."
                 result["position_sizing_error"] = _build_position_sizing_error(
                     code="portfolio_safety_block",
                     reason=block_reason,
@@ -3801,7 +3807,6 @@ def run_trade_risk_analyze(  # noqa: C901
                         "before sizing a new trade."
                     ),
                     details={
-                        "risk_visibility": result.get("risk_visibility"),
                         "margin_stress": margin_stress,
                     },
                 )
@@ -4303,6 +4308,11 @@ def run_trade_risk_analyze(  # noqa: C901
                         **({"margin_impact": margin_impact} if margin_impact else {}),
                         "sizing_notes": sizing_notes,
                     }
+                    if other_positions_count:
+                        result["position_sizing"]["sizing_notes"].append(
+                            "Other-symbol positions are present; this is incremental "
+                            "candidate sizing, not an aggregate portfolio risk cap."
+                        )
                     if strict_risk_blocked:
                         result["position_sizing"].update(
                             {

tests/trading/test_trading_risk_business_logic.py

@@ -639,8 +639,22 @@ def test_trade_risk_analyze_reports_symbol_scope_when_other_positions_exist() ->
     assert out["scoped_risk"]["positions_count"] == 0
     assert out["scoped_risk"]["overall_risk_status"] == "partial"
     assert out["scoped_risk"]["quantified_risk_level"] == "unknown"
-    assert out["position_sizing_error"]["code"] == "portfolio_safety_block"
-    assert "position_sizing" not in out
+    assert out["position_sizing"]["suggested_volume"] == 1.0
+    assert out["position_sizing"]["risk_compliance"] == "within_requested_risk"
+    assert out["sizing_risk_policy"] == {
+        "mode": "incremental_candidate_risk",
+        "risk_target_basis": "percent_of_account_equity",
+        "candidate_symbol": "EURUSD",
+        "account_margin_context_included": True,
+        "existing_portfolio_stop_risk_included": False,
+        "portfolio_positions": 2,
+        "other_positions": 2,
+        "note": (
+            "Suggested volume limits this candidate trade's stop risk; it does not "
+            "cap aggregate portfolio stop risk."
+        ),
+    }
+    assert "incremental candidate sizing" in out["position_sizing"]["sizing_notes"][-1]
 
 
 def test_trade_risk_analyze_blocks_min_volume_risk_overshoot_by_default() -> None: