feat(kevin-exec): size from target_dollars, propagate price, bracket entries

Kevin signals never placed orders: the executor sized only from
sentiment_context["current_price"] (None for Kevin) so qty=0, and orders
were always built SIMPLE (stop/take pcts ignored).

- TradeSignal gains `current_price`; the bridge now sets it on publish
- risk_manager honors `target_dollars` directly (no strength re-scale) and
  resolves price from current_price then sentiment_context
- executor builds BRACKET orders for LONG entries carrying stop/take pcts;
  EXIT/SELL signals stay SIMPLE (the bridge sets pcts even on exits)

[ci skip]

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>

services/trade_executor/main.py

@@ -56,6 +56,38 @@ async def _next_market_open(broker: AlpacaBroker) -> datetime:
     return next_open.astimezone(timezone.utc)
 
 
+def _build_order_request(
+    signal: TradeSignal,
+    side: OrderSide,
+    qty: float,
+    risk_manager: RiskManager,
+) -> OrderRequest:
+    """Build a BRACKET order for LONG entries that carry both stop/take
+    percentages; otherwise a SIMPLE order.
+
+    The bridge stamps stop/take pcts even on EXIT signals, so the
+    LONG-direction guard is what keeps exits SIMPLE.
+    """
+    is_entry = signal.direction == SignalDirection.LONG
+    if (
+        is_entry
+        and signal.stop_loss_pct is not None
+        and signal.take_profit_pct is not None
+    ):
+        entry = risk_manager._resolve_price(signal)
+        stop_loss_price = round(entry * (1 - float(signal.stop_loss_pct)), 2)
+        take_profit_price = round(entry * (1 + float(signal.take_profit_pct)), 2)
+        return OrderRequest(
+            ticker=signal.ticker,
+            side=side,
+            qty=float(qty),
+            order_class="bracket",
+            take_profit_price=take_profit_price,
+            stop_loss_price=stop_loss_price,
+        )
+    return OrderRequest(ticker=signal.ticker, side=side, qty=float(qty))
+
+
 async def process_signal(
     signal: TradeSignal,
     risk_manager: RiskManager,
@@ -133,11 +165,7 @@ async def process_signal(
 
     # --- Step 3: create order ---
     side = OrderSide.BUY if signal.direction == SignalDirection.LONG else OrderSide.SELL
-    order_request = OrderRequest(
-        ticker=signal.ticker,
-        side=side,
-        qty=float(qty),
-    )
+    order_request = _build_order_request(signal, side, qty, risk_manager)
 
     # --- Step 4: submit order ---
     start = time.monotonic()