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/api/routes.py

@@ -18,8 +18,10 @@ from app.schemas import (
     EventOut,
     KillRequest,
     ManualOrderRequest,
+    MultiStatusOut,
     OrderOut,
     PositionOut,
+    StartManyRequest,
     StartRequest,
     StatusOut,
     StrategyConfigIn,
@@ -96,6 +98,21 @@ async def start_bot(payload: StartRequest, runtime: GuardedRuntimeDep) -> Status
         raise HTTPException(status_code=400, detail=str(exc)) from exc
 
 
+@router.get("/bot/status", response_model=MultiStatusOut)
+def multi_status(runtime: GuardedRuntimeDep) -> MultiStatusOut:
+    return runtime.multi_status()
+
+
+@router.post("/bot/start-many", response_model=MultiStatusOut)
+async def start_many(payload: StartManyRequest, runtime: GuardedRuntimeDep) -> MultiStatusOut:
+    try:
+        return await runtime.start_many(payload)
+    except KeyError as exc:
+        raise HTTPException(status_code=404, detail=str(exc)) from exc
+    except (ValueError, RuntimeError) as exc:
+        raise HTTPException(status_code=400, detail=str(exc)) from exc
+
+
 @router.post("/bot/stop", response_model=StatusOut)
 async def stop_bot(runtime: GuardedRuntimeDep) -> StatusOut:
     return await runtime.stop()

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"]

backend/app/runtime.py

@@ -11,6 +11,7 @@ from app.broker import build_broker
 from app.broker.base import Broker
 from app.config import Settings
 from app.engine.engine import TradingEngine
+from app.engine.manager import MultiStrategyManager
 from app.engine.strategies import get_strategy
 from app.market import build_market_data
 from app.market.base import MarketData
@@ -18,7 +19,10 @@ from app.notify import Notifier, build_notifier
 from app.schemas import (
     BacktestRequest,
     BacktestResult,
+    MultiStatusOut,
+    StartManyRequest,
     StatusOut,
+    StrategySpec,
     SweepRequest,
     SweepResult,
     SweepRowOut,
@@ -52,10 +56,22 @@ class Runtime:
         self._broker_factory = broker_factory
         self.notifier = notifier if notifier is not None else notifier_factory(settings)
         self.notify_levels = notify_levels or {"trade", "error"}
-        self.engine: TradingEngine | None = None
+        self.manager = MultiStrategyManager(
+            store=self.store,
+            settings=settings,
+            feed_factory=feed_factory,
+            broker_factory=broker_factory,
+        )
+        self.manager.set_publisher(self._broadcast)
         self._subscribers: set[asyncio.Queue] = set()
         self._notify_tasks: set[asyncio.Task] = set()
 
+    # The first (usually only) engine, kept for the single-strategy API and
+    # backwards compatibility with existing callers and tests.
+    @property
+    def engine(self) -> TradingEngine | None:
+        return self.manager.runs[0].engine if self.manager.runs else None
+
     # --- pub/sub ------------------------------------------------------
     def subscribe(self) -> asyncio.Queue:
         queue: asyncio.Queue = asyncio.Queue(maxsize=100)
@@ -96,36 +112,37 @@ class Runtime:
         timeframe: str | None = None,
         starting_balance: float | None = None,
     ) -> StatusOut:
-        if self.engine is not None and self.engine.running:
-            await self.stop()
-        engine = TradingEngine(
-            feed=self._feed_factory(self.settings),
-            broker=self._broker_factory(self.settings),
-            store=self.store,
-            settings=self.settings,
+        await self.start_many(
+            StartManyRequest(
+                strategies=[
+                    StrategySpec(
+                        strategy_key=strategy_key,
+                        params=params or {},
+                        symbol=symbol,
+                        timeframe=timeframe,
+                    )
+                ],
+                starting_balance=starting_balance,
+            )
         )
-        engine.set_publisher(self._broadcast)
-        self.engine = engine
-        await engine.start(
-            strategy_key,
-            params,
-            symbol=symbol,
-            timeframe=timeframe,
-            starting_balance=starting_balance,
-        )
-        return engine.status()
+        engine = self.engine
+        return engine.status() if engine is not None else self._idle_status()
+
+    async def start_many(self, request: StartManyRequest) -> MultiStatusOut:
+        return await self.manager.start(request)
 
     async def stop(self) -> StatusOut:
-        if self.engine is not None:
-            await self.engine.stop()
-            return self.engine.status()
-        return self._idle_status()
+        await self.manager.stop()
+        engine = self.engine
+        return engine.status() if engine is not None else self._idle_status()
 
     async def kill(self, reason: str = "manual kill switch") -> StatusOut:
-        if self.engine is not None:
-            await self.engine.kill(reason)
-            return self.engine.status()
-        return self._idle_status()
+        await self.manager.kill(reason)
+        engine = self.engine
+        return engine.status() if engine is not None else self._idle_status()
+
+    def multi_status(self) -> MultiStatusOut:
+        return self.manager.status()
 
     async def run_backtest(self, request: BacktestRequest) -> BacktestResult:
         symbol = request.symbol or self.settings.symbol
@@ -182,8 +199,7 @@ class Runtime:
         )
 
     async def shutdown(self) -> None:
-        if self.engine is not None:
-            await self.engine.shutdown()
+        await self.manager.shutdown()
         if self.notifier is not None:
             await self.notifier.close()
 

backend/app/schemas.py

@@ -134,6 +134,18 @@ class StrategyConfigOut(BaseModel):
     created_at: datetime
 
 
+class StrategySpec(BaseModel):
+    """One strategy in a multi-strategy run."""
+
+    strategy_key: str
+    params: dict[str, Any] = Field(default_factory=dict)
+    symbol: str | None = None
+    timeframe: str | None = None
+    # Fraction of the account allocated to this strategy (relative weights are
+    # normalised across the run, so [1, 3] gives 25% / 75%).
+    weight: float = Field(default=1.0, gt=0)
+
+
 class StartRequest(BaseModel):
     strategy_key: str
     symbol: str | None = None
@@ -142,6 +154,44 @@ class StartRequest(BaseModel):
     starting_balance: float | None = None
 
 
+class StartManyRequest(BaseModel):
+    strategies: list[StrategySpec] = Field(min_length=1)
+    starting_balance: float | None = None
+
+
+class StrategyStatusOut(BaseModel):
+    """Per-strategy status inside a multi-strategy run."""
+
+    strategy_key: str
+    strategy_name: str | None
+    params: dict[str, Any] = Field(default_factory=dict)
+    symbol: str
+    timeframe: str
+    allocation: float
+    cash: float
+    equity: float
+    realized_pnl: float
+    unrealized_pnl: float
+    total_pnl: float
+    open_positions: int
+    halted: bool = False
+    halt_reason: str | None = None
+    trades_today: int = 0
+    error: str | None = None
+
+
+class MultiStatusOut(BaseModel):
+    running: bool
+    mode: str
+    exchange: str
+    price: float | None = None
+    starting_balance: float
+    equity: float
+    total_pnl: float
+    strategies: list[StrategyStatusOut] = Field(default_factory=list)
+    last_tick: datetime | None = None
+
+
 class ManualOrderRequest(BaseModel):
     side: Literal["buy", "sell"]
     qty: float | None = None

backend/tests/test_api.py

@@ -111,6 +111,42 @@ def test_backtest_limit_validation(runtime: Runtime) -> None:
         )
 
 
+def test_start_many_and_multi_status(runtime: Runtime, market: FakeMarketData) -> None:
+    app = create_app(runtime.settings, runtime)
+    with TestClient(app) as client:
+        started = client.post(
+            "/api/bot/start-many",
+            json={
+                "strategies": [
+                    {"strategy_key": "sma_cross", "params": {"fast": 2, "slow": 4}, "weight": 1},
+                    {"strategy_key": "ema_cross", "params": {"fast": 2, "slow": 4}, "weight": 3},
+                ],
+                "starting_balance": 10000,
+            },
+        )
+        assert started.status_code == 200
+        body = started.json()
+        assert body["running"] is True
+        assert len(body["strategies"]) == 2
+        assert [s["allocation"] for s in body["strategies"]] == [0.25, 0.75]
+
+        status = client.get("/api/bot/status").json()
+        assert status["running"] is True
+        assert len(status["strategies"]) == 2
+        assert status["equity"] == 10000
+
+        client.post("/api/bot/stop")
+
+
+def test_start_many_rejects_unknown_strategy(runtime: Runtime) -> None:
+    app = create_app(runtime.settings, runtime)
+    with TestClient(app) as client:
+        response = client.post(
+            "/api/bot/start-many", json={"strategies": [{"strategy_key": "nope"}]}
+        )
+        assert response.status_code == 404
+
+
 def test_kill_endpoint(runtime: Runtime) -> None:
     app = create_app(runtime.settings, runtime)
     with TestClient(app) as client:

backend/tests/test_multi_strategy.py

@@ -0,0 +1,139 @@
+from __future__ import annotations
+
+import pytest
+
+from app.engine.manager import MultiStrategyManager, normalise_weights
+from app.runtime import Runtime
+from app.schemas import StartManyRequest, StrategySpec
+
+
+def test_normalise_weights() -> None:
+    specs = [StrategySpec(strategy_key="a", weight=1), StrategySpec(strategy_key="b", weight=3)]
+    assert normalise_weights(specs) == [0.25, 0.75]
+
+
+def test_normalise_weights_single() -> None:
+    assert normalise_weights([StrategySpec(strategy_key="a")]) == [1.0]
+
+
+def test_weights_must_be_positive() -> None:
+    from pydantic import ValidationError
+
+    with pytest.raises(ValidationError):
+        StrategySpec(strategy_key="a", weight=0)
+
+
+def test_normalise_weights_guards_zero_total() -> None:
+    # The API rejects non-positive weights, but the helper still guards against
+    # a zero total (e.g. if it is ever called with raw values).
+    class Dummy:
+        def __init__(self, weight: float) -> None:
+            self.weight = weight
+
+    assert normalise_weights([Dummy(0), Dummy(0)]) == [0.5, 0.5]
+
+
+async def test_start_many_seeds_each_engine_with_its_allocation(settings, store, market) -> None:
+    runtime = Runtime(
+        settings, store, feed_factory=lambda _s: market, broker_factory=lambda _s: _paper()
+    )
+    status = await runtime.start_many(
+        StartManyRequest(
+            strategies=[
+                StrategySpec(strategy_key="sma_cross", params={"fast": 2, "slow": 4}, weight=1),
+                StrategySpec(strategy_key="ema_cross", params={"fast": 2, "slow": 4}, weight=3),
+            ],
+            starting_balance=10_000,
+        )
+    )
+    assert status.running is True
+    assert [s.allocation for s in status.strategies] == pytest.approx([0.25, 0.75])
+    # Each engine starts with its slice of the balance as cash.
+    assert [s.cash for s in status.strategies] == pytest.approx([2_500, 7_500])
+    assert status.starting_balance == pytest.approx(10_000)
+    assert status.equity == pytest.approx(10_000)
+    await runtime.shutdown()
+
+
+async def test_strategies_are_isolated(settings, store, market) -> None:
+    """A loss in one strategy must not touch another's cash."""
+    runtime = Runtime(
+        settings, store, feed_factory=lambda _s: market, broker_factory=lambda _s: _paper()
+    )
+    await runtime.start_many(
+        StartManyRequest(
+            strategies=[
+                StrategySpec(strategy_key="sma_cross", weight=1),
+                StrategySpec(strategy_key="ema_cross", weight=1),
+            ],
+            starting_balance=10_000,
+        )
+    )
+    first, second = runtime.manager.runs[0].engine, runtime.manager.runs[1].engine
+    first.last_price = 100.0
+    second.last_price = 100.0
+
+    await first.manual_order(_buy(), qty=10, quote_amount=None, reason="lose")
+    first.last_price = 90.0
+    await first.close_current_position("loss")
+
+    assert first.cash == pytest.approx(4_900.0)
+    assert second.cash == pytest.approx(5_000.0)
+    await runtime.shutdown()
+
+
+async def test_stop_clears_runs(settings, store, market) -> None:
+    runtime = Runtime(
+        settings, store, feed_factory=lambda _s: market, broker_factory=lambda _s: _paper()
+    )
+    await runtime.start_many(StartManyRequest(strategies=[StrategySpec(strategy_key="sma_cross")]))
+    await runtime.stop()
+    assert runtime.multi_status().running is False
+    assert runtime.multi_status().strategies == []
+    await runtime.shutdown()
+
+
+async def test_duplicate_strategy_keys_are_allowed(settings, store, market) -> None:
+    runtime = Runtime(
+        settings, store, feed_factory=lambda _s: market, broker_factory=lambda _s: _paper()
+    )
+    status = await runtime.start_many(
+        StartManyRequest(
+            strategies=[
+                StrategySpec(strategy_key="sma_cross", params={"fast": 2, "slow": 10}),
+                StrategySpec(strategy_key="sma_cross", params={"fast": 5, "slow": 20}),
+            ]
+        )
+    )
+    assert len(status.strategies) == 2
+    assert status.strategies[0].params["fast"] == 2
+    assert status.strategies[1].params["fast"] == 5
+    await runtime.shutdown()
+
+
+async def test_bad_params_rejected_before_starting(settings, store, market) -> None:
+    manager = MultiStrategyManager(
+        store=store,
+        settings=settings,
+        feed_factory=lambda _s: market,
+        broker_factory=lambda _s: _paper(),
+    )
+    with pytest.raises(ValueError):
+        await manager.start(
+            StartManyRequest(
+                strategies=[StrategySpec(strategy_key="sma_cross", params={"nope": 1})]
+            )
+        )
+    assert manager.runs == []
+
+
+def _paper():
+    from app.broker.paper import PaperBroker
+
+    return PaperBroker(fee_bps=0, slippage_bps=0)
+
+
+def _buy():
+    from app.models import OrderSide
+
+    return OrderSide.BUY