chore: cleanup duplicate trade save, misleading cycle counters, and /api/summary inconsistencies

Bug #5: metrics.record_trade() only delegated to save_trade(), which
executor.execute() already calls — every trade was written twice (deduped
only by ON CONFLICT DO NOTHING). Remove the redundant call and the now-dead
method. RealExecutor.execute() raises NotImplementedError, so real mode is
unaffected.

Bug #6 (CYCLE SUMMARY): manifold accepted/rejected counters only increment
on the active-signal path, so with MANIFOLD_SIGNAL_ENABLED=false they always
printed 0/0 — print 'manifold_signal: disabled' instead.
family_conflicts_prevented duplicated blocked_by_family (same counter
printed twice); removed. gnews_cap was a dead variable with a misleading
comment; removed.

Bug #7 (/api/summary): total_trades was len() over a LIMIT-500 query —
capped once history grows; counts now come from COUNT(*) via
compute_metrics_from_db. cash_available was reimplemented in the API;
extract cash_available() in paper.py (same formula, unchanged) and feed it
from get_open_position_data() — the exact source/helper
PaperExecutor.initialize() uses. Test asserts API and executor report
identical cash for the same DB state.

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>

bot/executor/paper.py

@@ -36,6 +36,17 @@ def _notify_in_background(coro) -> None:
     task.add_done_callback(_background_tasks.discard)
 
 
+def cash_available(bankroll: float, total_net_cost_open: float) -> float:
+    """Cash left after the net cost (fees included) of all open positions.
+
+    Single source of truth for the cash figure, shared by
+    PaperExecutor.initialize() and the /api/summary endpoint so both always
+    report the same number for the same DB state.
+    total_net_cost_open comes from Database.get_open_position_data().
+    """
+    return max(0.0, bankroll - total_net_cost_open)
+
+
 @dataclass
 class Trade:
     id: str
@@ -121,7 +132,7 @@ class PaperExecutor:
 
         positions_value = sum(positions_size.values())
         self._portfolio.positions = positions_size
-        self._portfolio.cash = max(0.0, self._portfolio.cash - total_net_cost)
+        self._portfolio.cash = cash_available(self._portfolio.cash, total_net_cost)
 
         total_value = self._portfolio.cash + positions_value
         exposure_pct = positions_value / total_value if total_value > 0 else 0.0