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

tests/backtest/test_engine_trailing_stop.py

@@ -0,0 +1,82 @@
+# tests/backtest/test_engine_trailing_stop.py
+
+import sys
+from pathlib import Path
+import pandas as pd
+from datetime import datetime
+
+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.backtest.trade import TradeStatus
+from src.risk.stops.trailing_stop import TrailingStop
+
+
+class AlwaysBuyStrategy(Strategy):
+    """
+    Estrategia dummy:
+    - Compra en la primera vela
+    - Nunca vende
+    """
+
+    def __init__(self):
+        super().__init__(name="AlwaysBuy", params={})
+
+    def init_indicators(self, data):
+        return data
+
+    def generate_signal(self, idx: int):
+        if idx == 0:
+            return Signal.BUY
+        return Signal.HOLD
+
+
+def test_trailing_stop_moves_and_closes_position():
+    """
+    El trailing stop:
+    - se mueve cuando el precio sube
+    - cierra la posición cuando el precio cae
+    """
+
+    timestamps = pd.date_range(
+        start=datetime(2024, 1, 1),
+        periods=7,
+        freq="1h"
+    )
+
+    data = pd.DataFrame(
+        {
+            "open":  [100, 102, 105, 108, 110, 107, 103],
+            "high":  [101, 103, 106, 109, 111, 108, 104],
+            "low":   [99,  101, 104, 107, 109, 106, 102],
+            "close": [100, 102, 105, 108, 110, 107, 103],
+            "volume": [1, 1, 1, 1, 1, 1, 1],
+        },
+        index=timestamps
+    )
+
+    strategy = AlwaysBuyStrategy()
+
+    engine = BacktestEngine(
+        strategy=strategy,
+        initial_capital=10000,
+        commission=0.0,
+        slippage=0.0,
+        position_size=1.0,
+        stop_loss=TrailingStop(0.05),  # 5% trailing
+    )
+
+    engine.run(data)
+
+    # Solo debe haber un trade
+    assert len(engine.trades) == 1
+
+    trade = engine.trades[0]
+
+    # El trade debe cerrarse por stop
+    assert trade.status == TradeStatus.CLOSED
+    assert trade.exit_reason == "Stop Loss"
+
+    # El cierre no debe ser al final del backtest
+    assert trade.exit_time <= data.index[-1]