Add explicit trade sizing

tests/test_risk.py

@@ -59,6 +59,42 @@ def test_existing_exposure_does_not_cap_position(engine, rules):
     assert result.notional == Decimal(30000)
 
 
+def test_explicit_quote_notional_sizes_order(engine, account, rules):
+    result = engine.validate_open(request(), account, rules, quote_notional=Decimal("5000"))
+    assert result.quantity == Decimal(50)
+    assert result.notional == Decimal(5000)
+
+
+def test_available_balance_percent_sizes_margin_before_leverage(engine, account, rules):
+    result = engine.validate_open(
+        request(), account, rules, available_balance_percent=Decimal("25")
+    )
+    assert result.quantity == Decimal(75)
+    assert result.notional == Decimal(7500)
+
+
+@pytest.mark.parametrize(
+    "quote_notional, available_balance_percent, message",
+    [
+        (Decimal("1"), Decimal("50"), "either"),
+        (Decimal("0"), None, "quote_notional"),
+        (None, Decimal("101"), "available_balance_percent"),
+        (Decimal("30001"), None, "exceeds available buying power"),
+    ],
+)
+def test_rejects_invalid_explicit_sizing(
+    engine, account, rules, quote_notional, available_balance_percent, message
+):
+    with pytest.raises(OrderRejected, match=message):
+        engine.validate_open(
+            request(),
+            account,
+            rules,
+            quote_notional=quote_notional,
+            available_balance_percent=available_balance_percent,
+        )
+
+
 def test_minimum_quantity_error_reports_sizing_inputs(engine, rules):
     empty_account = AccountSnapshot(Decimal(10000), Decimal(0), Decimal(0), 0)