fix(trading): block sizing on unusable quotes

docs/TRADING_RISK.md

@@ -37,7 +37,7 @@ mtdata-cli trade_risk_analyze EURUSD --direction long \
 | `strict_risk` | `true` | Return `suggested_volume=0.0` if the broker minimum lot would exceed the requested sizing risk. |
 | `include_pending` | `true` | Include contingent stop-loss risk from pending orders in portfolio totals. |
 | `direction` | — | `long`/`short` (aliases accepted) for the proposed trade. |
-| `entry` | — | Proposed entry price. With `symbol`+`stop_loss` but no entry, it is resolved from the latest tick (ask for long, bid for short, mid otherwise). A closed/stale quote is labeled `last_available_tick_*` and `sizing_reference_only`; refresh it before submission. |
+| `entry` | — | Proposed entry price. With `symbol`+`stop_loss` but no entry, it is resolved from the latest tick (ask for long, bid for short, mid otherwise). A locked, stale, closed, or otherwise non-live quote is retained only for geometry context: the candidate returns `quote_not_live_ready`, no `suggested_volume`, and must be refreshed before sizing. Provide an explicit entry only for research-only geometry. |
 | `stop_loss` | — | Proposed stop (alias `sl`). Required to compute risk-based volume. |
 | `take_profit` | — | Optional target (alias `tp`) for reward/risk context. |
 

src/mtdata/core/trading/use_cases.py

@@ -782,8 +782,8 @@ def _resolve_live_trade_risk_entry(
     if not live_quote:
         quote_context["sizing_reference_only"] = True
         quote_context["sizing_warning"] = (
-            "Position sizing uses the last available non-live quote as a reference; "
-            "refresh the entry before submitting an order."
+            "The last available non-live quote is retained as a geometry reference; "
+            "refresh the quote before requesting a sizing recommendation."
         )
 
     bid = _positive_trade_price(tick_value(tick, "bid"))
@@ -1106,6 +1106,38 @@ def _apply_trade_candidate_outcome(result: Dict[str, Any]) -> Dict[str, Any]:
 
     candidate_status = str(evaluation.get("status") or "").strip().lower()
     if candidate_status == "valid":
+        quote_context = result.get("quote_context")
+        if (
+            isinstance(quote_context, dict)
+            and quote_context.get("sizing_reference_only") is True
+            and quote_context.get("usable_for_live_trading") is not True
+        ):
+            reason = str(
+                quote_context.get("warning")
+                or quote_context.get("sizing_warning")
+                or "The resolved entry quote is not usable for live trading."
+            )
+            result.update(
+                {
+                    "success": False,
+                    "candidate_valid": False,
+                    "candidate_status": "blocked",
+                    "error_code": "quote_not_live_ready",
+                    "error": reason,
+                    "portfolio_snapshot_status": "available",
+                    "position_sizing_error": _build_position_sizing_error(
+                        code="quote_not_live_ready",
+                        reason=reason,
+                        entry=evaluation.get("entry"),
+                        remediation=(
+                            "Refresh the quote and rerun trade_risk_analyze, or provide "
+                            "an explicit entry for research-only geometry."
+                        ),
+                    ),
+                }
+            )
+            result.pop("position_sizing", None)
+            return result
         result["candidate_valid"] = True
         result["candidate_status"] = "valid"
         return result

tests/trading/test_trading_risk_business_logic.py

@@ -632,7 +632,7 @@ def test_trade_risk_analyze_rejects_direction_inference_inside_spread() -> None:
     assert "position_sizing" not in out
 
 
-def test_trade_risk_analyze_sizes_from_stale_tick_as_reference_only() -> None:
+def test_trade_risk_analyze_blocks_sizing_from_stale_reference_quote() -> None:
     mt5 = MagicMock()
     mt5.account_info.return_value = SimpleNamespace(equity=1000.0, currency="USD")
     mt5.positions_get.return_value = []
@@ -654,10 +654,41 @@ def test_trade_risk_analyze_sizes_from_stale_tick_as_reference_only() -> None:
     assert out["quote_context"]["usable_for_live_trading"] is False
     assert out["quote_context"]["freshness_state"] == "stale"
     assert out["quote_context"]["sizing_reference_only"] is True
-    assert "last available non-live quote" in out["quote_context"]["sizing_warning"]
-    assert out["position_sizing"]["entry"] == 100.2
-    assert out["position_sizing"]["entry_source"] == "last_available_tick_ask"
+    assert "geometry reference" in out["quote_context"]["sizing_warning"]
     assert out["trade_evaluation"]["entry_source"] == "last_available_tick_ask"
+    assert out["trade_evaluation"]["status"] == "valid"
+    assert out["success"] is False
+    assert out["candidate_valid"] is False
+    assert out["candidate_status"] == "blocked"
+    assert out["error_code"] == "quote_not_live_ready"
+    assert out["position_sizing_error"]["code"] == "quote_not_live_ready"
+    assert "position_sizing" not in out
+
+
+def test_trade_risk_analyze_blocks_sizing_from_locked_quote() -> None:
+    mt5 = MagicMock()
+    mt5.account_info.return_value = SimpleNamespace(equity=1000.0, currency="USD")
+    mt5.positions_get.return_value = []
+    mt5.symbol_info.return_value = _make_symbol_info()
+    mt5.symbol_info_tick.return_value = SimpleNamespace(
+        bid=100.0,
+        ask=100.0,
+        time=time.time(),
+    )
+
+    with _patched_mt5_module(mt5):
+        out = trade_risk_analyze(
+            symbol="BTCUSD",
+            direction="long",
+            sizing=_fixed_sizing(1.0),
+            stop_loss=95.0,
+        )
+
+    assert out["quote_context"]["spread_quality"] == "locked"
+    assert out["quote_context"]["usable_for_live_trading"] is False
+    assert out["candidate_valid"] is False
+    assert out["error_code"] == "quote_not_live_ready"
+    assert "position_sizing" not in out
 
 
 def test_trade_risk_analyze_keeps_exposure_analysis_with_partial_sizing_params() -> None: