fix(accounting): use size_usdc (not net_cost) for positions in initialize()

Eliminates the phantom 0.4% exposure overage after pod restarts.

During live trading execute() stores size_usdc in portfolio.positions and
deducts net_cost from cash — so total_value = bankroll − fees and
exposure_pct = sum(size_usdc) / (bankroll − fees).

Old initialize() stored net_cost in positions, making total_value = bankroll
and inflating exposure_pct (observed: 30.085% vs runtime 29.670%).

Fix: new get_open_position_data() returns both {market_id: size_usdc} and
total_net_cost in one query; initialize() uses size_usdc for positions and
total_net_cost for cash — identical model to execute().

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>

bot/executor/paper.py

@@ -82,20 +82,34 @@ class PaperExecutor:
         Called once after __init__ so the executor reflects any trades that
         survived a pod restart.  After a TRUNCATE the DB is empty and the
         portfolio resets to a full bankroll automatically.
+
+        Accounting model (must match execute() exactly):
+          positions[market_id] = size_usdc   (fee excluded — same as runtime)
+          cash = bankroll - sum(net_cost)    (fees already spent)
+          total_value = cash + sum(size_usdc) = bankroll - sum(fees)
+          exposure_pct = sum(size_usdc) / total_value
         """
-        positions = await self._db.get_open_positions()
-        if not positions:
+        positions_size, total_net_cost = await self._db.get_open_position_data()
+        if not positions_size:
             log.info("No open positions in DB — starting with full bankroll")
             return
 
-        total_deployed = sum(positions.values())
-        self._portfolio.positions = positions
-        self._portfolio.cash = max(0.0, self._portfolio.cash - total_deployed)
+        positions_value = sum(positions_size.values())
+        self._portfolio.positions = positions_size
+        self._portfolio.cash = max(0.0, 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
         log.info(
-            "Restored %d open position(s) from DB — deployed $%.2f, cash $%.2f",
-            len(positions),
-            total_deployed,
+            "Restored %d open position(s) from DB — "
+            "positions_value=$%.2f net_cost_spent=$%.2f cash=$%.2f "
+            "total_value=$%.2f exposure=%.2f%%",
+            len(positions_size),
+            positions_value,
+            total_net_cost,
             self._portfolio.cash,
+            total_value,
+            exposure_pct * 100,
         )
 
     def get_portfolio(self) -> Portfolio: