feat(phase2): BRACKET orders + Kevin risk caps (Tasks 18, 19)

Task 18 — OrderRequest + AlpacaBroker BRACKET support:
- OrderRequest gains order_class ("simple" | "bracket"),
  take_profit_price, stop_loss_price + model_validator that requires
  both legs when order_class == "bracket".
- AlpacaBroker._build_order_request branches to a MarketOrderRequest
  with OrderClass.BRACKET + TakeProfitRequest + StopLossRequest legs,
  TimeInForce.GTC so the bracket survives day boundaries.

Task 19 — RiskManager Kevin caps + circuit-breaker:
- TradeExecutorConfig gains 4 fields: kevin_daily_trade_cap,
  kevin_daily_alloc_cap_usd, kevin_equity_drawdown_halt_pct,
  kevin_daily_loss_circuit_pct.
- check_risk() applies the caps only when
  signal.strategy_id == KEVIN_STRATEGY_UUID; non-Kevin signals pass
  through the existing path unchanged.
- 4 new checks in order: drawdown halt (sets permanent
  trading:paused), daily-loss circuit (setex 24h), daily trade-count
  cap, daily allocation cap (rolling today's $ + this trade's
  notional).
- Counter keys: kevin:daily_trades:YYYY-MM-DD,
  kevin:daily_alloc_usd:YYYY-MM-DD, kevin:daily_pnl_usd:YYYY-MM-DD,
  kevin:starting_equity_usd. All read-only here; bridge + executor
  write them.

Tests: 5 bracket + 9 kevin-caps + 28 regression-safe. Total 67 + 14
new = 81 passing (excluding -m integration). No DB needed.

services/trade_executor/config.py

@@ -15,4 +15,11 @@ class TradeExecutorConfig(BaseConfig):
     alpaca_secret_key: str = ""
     paper_trading: bool = True
 
+    # Kevin v2 risk caps — only applied when TradeSignal.strategy_id ==
+    # KEVIN_STRATEGY_UUID.
+    kevin_daily_trade_cap: int = 10
+    kevin_daily_alloc_cap_usd: float = 20_000.0
+    kevin_equity_drawdown_halt_pct: float = 0.20  # 20% drawdown → permanent pause
+    kevin_daily_loss_circuit_pct: float = 0.05  # 5% daily loss → 24h pause
+
     model_config = {"env_prefix": "TRADING_"}

services/trade_executor/risk_manager.py

@@ -8,12 +8,14 @@ from __future__ import annotations
 
 import logging
 from datetime import datetime, timedelta
+from decimal import Decimal
 from zoneinfo import ZoneInfo
 
 from redis.asyncio import Redis
 
 from services.trade_executor.config import TradeExecutorConfig
 from shared.broker.base import BaseBroker
+from shared.constants.kevin import KEVIN_STRATEGY_UUID
 from shared.schemas.trading import AccountInfo, PositionInfo, SignalDirection, TradeSignal
 
 logger = logging.getLogger(__name__)
@@ -28,6 +30,13 @@ _MARKET_CLOSE_MINUTE = 0
 
 TRADING_PAUSED_KEY = "trading:paused"
 
+# Kevin counter keys — _today_key() suffixes with YYYY-MM-DD in ET.
+_KEVIN_DAILY_TRADES_PREFIX = "kevin:daily_trades:"
+_KEVIN_DAILY_ALLOC_PREFIX = "kevin:daily_alloc_usd:"
+_KEVIN_DAILY_PNL_PREFIX = "kevin:daily_pnl_usd:"
+_KEVIN_STARTING_EQUITY_KEY = "kevin:starting_equity_usd"
+_PAUSE_24H_SECONDS = 86400
+
 
 class RiskManager:
     """Performs pre-trade risk checks and calculates position sizes.
@@ -98,6 +107,75 @@ class RiskManager:
         if total_exposure >= max_exposure:
             return False, "max_exposure_exceeded"
 
+        # 5. Kevin-specific caps (only when the signal carries the Kevin
+        #    strategy ID; no-op for other strategies).
+        if signal.strategy_id == KEVIN_STRATEGY_UUID and self.redis is not None:
+            kevin_ok, kevin_reason = await self._check_kevin_caps(
+                signal, account, now_et
+            )
+            if not kevin_ok:
+                return False, kevin_reason
+
+        return True, "approved"
+
+    async def _check_kevin_caps(
+        self,
+        signal: TradeSignal,
+        account: AccountInfo,
+        now_et: datetime,
+    ) -> tuple[bool, str]:
+        """Apply the 4 Kevin v2 risk caps. Caller already verified
+        ``signal.strategy_id == KEVIN_STRATEGY_UUID`` and ``self.redis``
+        is not None.
+        """
+        today = now_et.strftime("%Y-%m-%d")
+
+        # 5a. Drawdown halt (permanent) — checks BEFORE the daily caps so a
+        #     blown-up account stops trading immediately.
+        starting_equity_raw = await self.redis.get(_KEVIN_STARTING_EQUITY_KEY)
+        if starting_equity_raw is not None:
+            starting_equity = float(starting_equity_raw)
+            if starting_equity > 0:
+                drawdown = (starting_equity - account.equity) / starting_equity
+                if drawdown >= self.config.kevin_equity_drawdown_halt_pct:
+                    logger.warning(
+                        "Kevin drawdown halt: equity %.2f vs starting %.2f (%.1f%%)",
+                        account.equity,
+                        starting_equity,
+                        drawdown * 100,
+                    )
+                    await self.redis.set(TRADING_PAUSED_KEY, "1")
+                    return False, "kevin_drawdown_halt"
+
+        # 5b. Daily-loss circuit breaker (24h pause).
+        daily_pnl_raw = await self.redis.get(_KEVIN_DAILY_PNL_PREFIX + today)
+        if daily_pnl_raw is not None:
+            daily_pnl_usd = float(daily_pnl_raw)
+            loss_threshold_usd = -account.equity * self.config.kevin_daily_loss_circuit_pct
+            if daily_pnl_usd <= loss_threshold_usd:
+                logger.warning(
+                    "Kevin daily-loss circuit: today P&L %.2f <= threshold %.2f",
+                    daily_pnl_usd,
+                    loss_threshold_usd,
+                )
+                await self.redis.setex(TRADING_PAUSED_KEY, _PAUSE_24H_SECONDS, "1")
+                return False, "kevin_daily_loss_circuit"
+
+        # 5c. Daily trade count cap.
+        daily_trades_raw = await self.redis.get(_KEVIN_DAILY_TRADES_PREFIX + today)
+        daily_trades = int(daily_trades_raw) if daily_trades_raw is not None else 0
+        if daily_trades >= self.config.kevin_daily_trade_cap:
+            return False, "kevin_daily_trade_cap"
+
+        # 5d. Daily allocation cap (allocated $ today + this trade's notional).
+        daily_alloc_raw = await self.redis.get(_KEVIN_DAILY_ALLOC_PREFIX + today)
+        daily_alloc = float(daily_alloc_raw) if daily_alloc_raw is not None else 0.0
+        this_trade_usd = (
+            float(signal.target_dollars) if signal.target_dollars is not None else 0.0
+        )
+        if daily_alloc + this_trade_usd > self.config.kevin_daily_alloc_cap_usd:
+            return False, "kevin_daily_alloc_cap"
+
         return True, "approved"
 
     def calculate_position_size(