Engine: add stop loss integration (fixed & trailing) with tests

src/risk/stops/trailing_stop.py

@@ -0,0 +1,70 @@
+# src/risk/stops/trailing_stop.py
+import pandas as pd
+from src.risk.stops.base import StopLoss
+from src.backtest.trade import TradeType, Position
+
+
+class TrailingStop(StopLoss):
+    """
+    Trailing Stop porcentual basado en el precio de cierre.
+
+    - LONG: el stop solo sube
+    - SHORT: el stop solo baja
+    """
+
+    def __init__(self, trailing_fraction: float):
+        """
+        Args:
+            trailing_fraction: ej 0.05 = 5%
+        """
+        if trailing_fraction <= 0 or trailing_fraction >= 1:
+            raise ValueError("trailing_fraction debe estar entre 0 y 1")
+
+        self.trailing_fraction = trailing_fraction
+
+    def get_stop_price(
+        self,
+        *,
+        data: pd.DataFrame,
+        idx: int,
+        entry_price: float,
+        trade_type: TradeType
+    ) -> float:
+        """
+        Stop inicial al abrir la posición
+        """
+        if trade_type == TradeType.LONG:
+            return entry_price * (1 - self.trailing_fraction)
+
+        elif trade_type == TradeType.SHORT:
+            return entry_price * (1 + self.trailing_fraction)
+
+        else:
+            raise ValueError(f"TradeType no soportado: {trade_type}")
+
+    def update_stop(
+        self,
+        *,
+        data: pd.DataFrame,
+        idx: int,
+        position: Position
+    ) -> float | None:
+        """
+        Calcula un nuevo stop si el precio ha mejorado.
+        Devuelve None si el stop no debe moverse.
+        """
+        current_price = data.iloc[idx]["close"]
+
+        if position.trade_type == TradeType.LONG:
+            candidate = current_price * (1 - self.trailing_fraction)
+
+            if position.stop_price is None or candidate > position.stop_price:
+                return candidate
+
+        elif position.trade_type == TradeType.SHORT:
+            candidate = current_price * (1 + self.trailing_fraction)
+
+            if position.stop_price is None or candidate < position.stop_price:
+                return candidate
+
+        return None