Use Kelly allocation for Torch position scaling

crypto_spot_bot/execution.py

@@ -94,10 +94,7 @@ class PaperBroker:
             return False, "достигнут общий лимит открытых позиций"
         if self.settings.strategy_mode == "trend_macd" and len(self.positions_for_symbol(symbol)) >= 1:
             return False, "DCA/усреднение отключено: позиция по паре уже открыта"
-        dynamic_pair_limit = max(
-            self.settings.max_positions_per_symbol,
-            int(self.settings.max_symbol_exposure_usdt // max(self.settings.min_position_usdt, 0.01)),
-        )
+        dynamic_pair_limit = _symbol_position_limit(self.settings)
         if len(self.positions_for_symbol(symbol)) >= dynamic_pair_limit:
             return False, "достигнут лимит позиций по паре"
         requested = requested_notional if requested_notional is not None else self.settings.min_position_usdt
@@ -384,3 +381,12 @@ class LiveBroker(PaperBroker):
 
 def prices_from_tickers(tickers: Iterable[Ticker]) -> dict[str, float]:
     return {ticker.symbol: ticker.last_price for ticker in tickers}
+
+
+def _symbol_position_limit(settings: Settings) -> int:
+    configured_limit = max(1, settings.max_positions_per_symbol)
+    exposure_based_limit = max(
+        1,
+        int(settings.max_symbol_exposure_usdt // max(settings.min_position_usdt, 0.01)),
+    )
+    return min(configured_limit, exposure_based_limit)