fix(kevin_bridge): use PositionInfo.ticker + qty*avg_entry for cost basis

PositionInfo schema in shared/schemas/trading.py has ticker (not symbol)
and no cost_basis field. Compute cost basis as qty * avg_entry.
Production logs showed AttributeError on every mention process.

services/kevin_signal_bridge/main.py

@@ -158,7 +158,13 @@ class KevinBridge:
     async def _snapshot_account(self) -> KevinAccountState:
         acct = await self.broker.get_account()
         positions = await self.broker.get_positions()
-        held = {p.symbol: Decimal(str(getattr(p, "cost_basis", 0))) for p in positions}
+        # PositionInfo schema uses `ticker` + `market_value` (no `cost_basis`).
+        # Cost basis ≈ qty * avg_entry; this is what the strategy's per-ticker cap compares against.
+        held = {
+            p.ticker: Decimal(str(p.qty)) * Decimal(str(p.avg_entry))
+            for p in positions
+            if p.qty != 0
+        }
         blocklist = (
             await self.blocklist.active_set() if self.blocklist else set()
         )