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

tests/backtest/test_engine_sizing.py

@@ -0,0 +1,93 @@
+# tests/backtest/test_engine_sizing.py
+import pytest
+
+import sys
+from pathlib import Path
+import pandas as pd
+from datetime import datetime, timedelta
+
+# Añadir raíz del proyecto al path
+sys.path.insert(0, str(Path(__file__).parent.parent.parent))
+
+from src.backtest.engine import BacktestEngine
+from src.backtest.strategy import Strategy, Signal
+from src.risk.sizing.fixed import FixedPositionSizer
+
+class BuyOnceStrategy(Strategy):
+    """
+    Estrategia dummy:
+    - BUY en la primera vela
+    - SELL en la segunda
+    """
+
+    def __init__(self):
+        super().__init__(name="BuyOnce", params={})
+
+    def init_indicators(self, data: pd.DataFrame) -> pd.DataFrame:
+        return data
+    
+    def generate_signal(self, idx: int) -> Signal:
+        if idx == 0:
+            return Signal.BUY
+        if idx == 1:
+            return Signal.SELL
+        return Signal.HOLD
+    
+def test_engine_uses_fixed_position_sizer():
+    """
+    El engine debe usar el PositionSizer
+    y NO el position_size_fraction por defecto.
+    """
+
+    # -------------------------
+    # Datos dummy
+    # -------------------------
+    dates = [
+        datetime(2024, 1, 1),
+        datetime(2024, 1, 2),
+        datetime(2024, 1, 3),
+    ]
+
+    data = pd.DataFrame(
+        {
+            "open": [100, 100, 100],
+            "high": [100, 100, 100],
+            "low": [100, 100, 100],
+            "close": [100, 100, 100],
+            "volume": [1, 1, 1],
+        },
+        index=dates,
+    )
+
+    # -------------------------
+    # Engine + Sizer
+    # -------------------------
+    strategy = BuyOnceStrategy()
+
+    sizer = FixedPositionSizer(capital_fraction=0.5)
+
+    engine = BacktestEngine(
+        strategy=strategy,
+        initial_capital=10000,
+        commission=0.0,
+        slippage=0.0,
+        position_size=0.95,
+        position_sizer=sizer
+    )
+
+    results = engine.run(data)
+    # -------------------------
+    # Validaciones
+    # -------------------------
+    trades = results["trades"]
+    assert len(trades) == 1
+
+    trade = trades[0]
+
+    invested_value = trade.entry_price * trade.size
+
+    # Esperamos ~50% del capital
+    assert invested_value == pytest.approx(5000, rel=1e-3)
+
+    # Sanity check
+    assert invested_value < 9500  # NO debe usar 95%