Multi-strategy engine with per-strategy capital allocation

Adds MultiStrategyManager: it runs several strategies concurrently, each with
its own TradingEngine seeded with starting_balance * allocation, so one
strategy's losses cannot eat into another's capital. Weights are normalised
across the run ([1,3] -> 25%/75%). Risk limits stay per strategy (each engine
owns a RiskManager).

New API: POST /api/bot/start-many and GET /api/bot/status. The existing
single-strategy endpoints delegate to the manager, so their behaviour is
unchanged. Adds manager tests (allocation, isolation, duplicate keys) and API
tests.

backend/app/engine/manager.py

@@ -0,0 +1,183 @@
+from __future__ import annotations
+
+import asyncio
+from collections.abc import Callable
+
+from app.broker import build_broker
+from app.broker.base import Broker
+from app.config import Settings
+from app.engine.engine import Publish, TradingEngine
+from app.engine.strategies import get_strategy
+from app.market import build_market_data
+from app.market.base import MarketData
+from app.schemas import (
+    MultiStatusOut,
+    StartManyRequest,
+    StrategySpec,
+    StrategyStatusOut,
+)
+from app.store import Store
+
+FeedFactory = Callable[[Settings], MarketData]
+BrokerFactory = Callable[[Settings], Broker]
+
+
+def normalise_weights(specs: list[StrategySpec]) -> list[float]:
+    """Turn relative weights into allocations that sum to exactly 1.0."""
+    total = sum(max(0.0, spec.weight) for spec in specs)
+    if total <= 0:
+        return [1 / len(specs)] * len(specs)
+    return [max(0.0, spec.weight) / total for spec in specs]
+
+
+class StrategyRun:
+    """One strategy's engine plus the allocation it was given."""
+
+    def __init__(self, spec: StrategySpec, engine: TradingEngine, allocation: float) -> None:
+        self.spec = spec
+        self.engine = engine
+        self.allocation = allocation
+
+    @property
+    def key(self) -> str:
+        return self.spec.strategy_key
+
+
+class MultiStrategyManager:
+    """Runs several strategies concurrently, each on its own capital slice.
+
+    Every strategy gets an independent :class:`TradingEngine` seeded with
+    ``starting_balance * allocation``, so one strategy's losses cannot eat into
+    another's capital. Risk limits apply per strategy (each engine owns its own
+    RiskManager); the manager aggregates status and can halt everything at once.
+    """
+
+    def __init__(
+        self,
+        *,
+        store: Store,
+        settings: Settings,
+        feed_factory: FeedFactory = build_market_data,
+        broker_factory: BrokerFactory = build_broker,
+    ) -> None:
+        self.store = store
+        self.settings = settings
+        self._feed_factory = feed_factory
+        self._broker_factory = broker_factory
+        self.runs: list[StrategyRun] = []
+        self.starting_balance = settings.starting_balance
+        self._publish_cb: Publish | None = None
+        self._task: asyncio.Task | None = None
+
+    def set_publisher(self, publish: Publish | None) -> None:
+        self._publish_cb = publish
+
+    @property
+    def running(self) -> bool:
+        return bool(self.runs) and any(run.engine.running for run in self.runs)
+
+    @property
+    def last_price(self) -> float | None:
+        for run in self.runs:
+            if run.engine.last_price is not None:
+                return run.engine.last_price
+        return None
+
+    async def start(self, request: StartManyRequest) -> MultiStatusOut:
+        await self.stop()
+
+        starting_balance = float(request.starting_balance or self.settings.starting_balance)
+        allocations = normalise_weights(request.strategies)
+        self.starting_balance = starting_balance
+        self.runs = []
+
+        for spec, allocation in zip(request.strategies, allocations, strict=True):
+            strategy_cls = get_strategy(spec.strategy_key)
+            # Validate params early so a bad request fails before any orders.
+            strategy_cls(spec.params)
+
+            engine = TradingEngine(
+                feed=self._feed_factory(self.settings),
+                broker=self._broker_factory(self.settings),
+                store=self.store,
+                settings=self.settings,
+            )
+            engine.set_publisher(self._publish_cb)
+            await engine.start(
+                spec.strategy_key,
+                spec.params,
+                symbol=spec.symbol,
+                timeframe=spec.timeframe,
+                starting_balance=starting_balance * allocation,
+            )
+            self.runs.append(StrategyRun(spec, engine, allocation))
+
+        return self.status()
+
+    async def stop(self) -> MultiStatusOut:
+        for run in self.runs:
+            await run.engine.stop()
+        self.runs = []
+        return self.status()
+
+    async def kill(self, reason: str = "manual kill switch") -> MultiStatusOut:
+        for run in self.runs:
+            await run.engine.kill(reason)
+        return self.status()
+
+    async def shutdown(self) -> None:
+        for run in self.runs:
+            await run.engine.shutdown()
+        self.runs = []
+
+    def status(self) -> MultiStatusOut:
+        total_equity = 0.0
+        per_strategy: list[StrategyStatusOut] = []
+        last_tick = None
+        for run in self.runs:
+            engine_status = run.engine.status()
+            total_equity += engine_status.equity
+            if engine_status.last_tick and (
+                last_tick is None or engine_status.last_tick > last_tick
+            ):
+                last_tick = engine_status.last_tick
+            per_strategy.append(
+                StrategyStatusOut(
+                    strategy_key=engine_status.strategy_key or run.key,
+                    strategy_name=engine_status.strategy_name,
+                    params=engine_status.params,
+                    symbol=engine_status.symbol,
+                    timeframe=engine_status.timeframe,
+                    allocation=run.allocation,
+                    cash=engine_status.cash,
+                    equity=engine_status.equity,
+                    realized_pnl=engine_status.realized_pnl,
+                    unrealized_pnl=engine_status.unrealized_pnl,
+                    total_pnl=engine_status.total_pnl,
+                    open_positions=engine_status.open_positions,
+                    halted=engine_status.halted,
+                    halt_reason=engine_status.halt_reason,
+                    trades_today=engine_status.trades_today,
+                    error=engine_status.error,
+                )
+            )
+
+        return MultiStatusOut(
+            running=self.running,
+            mode=self.settings.mode,
+            exchange=self.settings.exchange,
+            price=self.last_price,
+            starting_balance=self.starting_balance,
+            equity=total_equity,
+            total_pnl=total_equity - self.starting_balance,
+            strategies=per_strategy,
+            last_tick=last_tick,
+        )
+
+    def engine_at(self, index: int) -> TradingEngine | None:
+        if 0 <= index < len(self.runs):
+            return self.runs[index].engine
+        return None
+
+
+__all__ = ["MultiStrategyManager", "StrategyRun", "normalise_weights"]