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

tests/risk/sizing/test_fixed.py

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+import sys
+from pathlib import Path
+import pytest
+
+# Añadir raíz del proyecto al path
+sys.path.insert(0, str(Path(__file__).parent.parent.parent.parent))
+
+from src.risk.sizing.fixed import FixedPositionSizer
+
+
+def test_fixed_position_size_basic():
+    sizer = FixedPositionSizer(capital_fraction=0.5)
+
+    capital = 10_000
+    entry_price = 100
+
+    units = sizer.calculate_size(
+        capital=capital,
+        entry_price=entry_price
+    )
+
+    # 50% de 10k = 5k / 100 = 50 unidades
+    assert units == 50
+
+
+def test_fixed_position_size_full_capital():
+    sizer = FixedPositionSizer(capital_fraction=1.0)
+
+    units = sizer.calculate_size(
+        capital=10_000,
+        entry_price=200
+    )
+
+    assert units == 50
+
+
+def test_fixed_invalid_fraction():
+    with pytest.raises(ValueError):
+        FixedPositionSizer(capital_fraction=1.5)

tests/risk/sizing/test_percent_risk.py

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+import sys
+from pathlib import Path
+import pytest
+
+# Añadir raíz del proyecto al path
+sys.path.insert(0, str(Path(__file__).parent.parent.parent.parent))
+
+
+from src.risk.sizing.percent_risk import PercentRiskSizer
+
+
+def test_percent_risk_basic():
+    sizer = PercentRiskSizer(risk_fraction=0.01)  # 1%
+
+    capital = 10_000
+    entry_price = 100
+    stop_price = 95
+
+    units = sizer.calculate_size(
+        capital=capital,
+        entry_price=entry_price,
+        stop_price=stop_price
+    )
+
+    # riesgo = 100€
+    # riesgo por unidad = 5
+    # unidades = 100 / 5 = 20
+    assert units == 20
+
+
+def test_percent_risk_zero_distance():
+    sizer = PercentRiskSizer(0.01)
+
+    units = sizer.calculate_size(
+        capital=10_000,
+        entry_price=100,
+        stop_price=100
+    )
+
+    assert units == 0.0
+
+
+def test_percent_risk_requires_stop():
+    sizer = PercentRiskSizer(0.01)
+
+    with pytest.raises(ValueError):
+        sizer.calculate_size(
+            capital=10_000,
+            entry_price=100
+        )

tests/risk/sizing/test_volatility.py

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+import sys
+from pathlib import Path
+import pytest
+
+# Añadir raíz del proyecto al path
+sys.path.insert(0, str(Path(__file__).parent.parent.parent.parent))
+
+
+from src.risk.sizing.volatility import VolatilitySizer
+
+
+def test_volatility_sizer_basic():
+    sizer = VolatilitySizer(volatility_multiplier=2.0)
+
+    capital = 10_000
+    entry_price = 100
+    volatility = 0.02  # 2%
+
+    units = sizer.calculate_size(
+        capital=capital,
+        entry_price=entry_price,
+        volatility=volatility
+    )
+
+    # riesgo por unidad = 0.02 * 100 * 2 = 4
+    # unidades = 10_000 / 4 = 2500
+    assert units == 2500
+
+
+def test_volatility_requires_volatility():
+    sizer = VolatilitySizer()
+
+    with pytest.raises(ValueError):
+        sizer.calculate_size(
+            capital=10_000,
+            entry_price=100
+        )
+
+
+def test_volatility_invalid_multiplier():
+    with pytest.raises(ValueError):
+        VolatilitySizer(volatility_multiplier=0)

tests/risk/stops/test_atr_stop.py

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+# src/risk/stops/test_atr_stop.py
+import sys
+from pathlib import Path
+import pandas as pd
+import numpy as np
+import pytest
+
+# Añadir raíz del proyecto al path
+sys.path.insert(0, str(Path(__file__).parent.parent.parent.parent))
+
+from src.risk.stops.base import StopLoss
+from src.backtest.trade import TradeType
+from src.risk.stops.atr_stop import ATRStop
+from src.backtest.trade import TradeType
+
+
+def atr_data():
+    return pd.DataFrame(
+        {
+            "high": [10, 11, 12, 13, 14],
+            "low": [9, 10, 11, 12, 13],
+            "close": [9.5, 10.5, 11.5, 12.5, 13.5],
+        },
+        index=pd.date_range("2024-01-01", periods=5, freq="D"),
+    )
+
+
+def test_atr_stop_long():
+    stop = ATRStop(atr_period=3, multiplier=2.0)
+
+    price = stop.get_stop_price(
+        data=atr_data(),
+        idx=4,
+        entry_price=14,
+        trade_type=TradeType.LONG,
+    )
+
+    assert price < 14  # stop por debajo
+
+
+def test_atr_stop_short():
+    stop = ATRStop(atr_period=3, multiplier=2.0)
+
+    price = stop.get_stop_price(
+        data=atr_data(),
+        idx=4,
+        entry_price=14,
+        trade_type=TradeType.SHORT,
+    )
+
+    assert price > 14  # stop por encima
+
+
+def test_atr_stop_requires_columns():
+    stop = ATRStop()
+
+    bad_data = pd.DataFrame({"close": [1, 2, 3]})
+
+    with pytest.raises(ValueError):
+        stop.get_stop_price(
+            data=bad_data,
+            idx=2,
+            entry_price=3,
+            trade_type=TradeType.LONG,
+        )
+
+
+def test_atr_stop_invalid_params():
+    with pytest.raises(ValueError):
+        ATRStop(atr_period=0)
+
+    with pytest.raises(ValueError):
+        ATRStop(multiplier=0)

tests/risk/stops/test_fixed_stop.py

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+# tests/risk/stops/test_fixed_stop.py
+import sys
+from pathlib import Path
+import pandas as pd
+import pytest
+
+# Añadir raíz del proyecto al path
+sys.path.insert(0, str(Path(__file__).parent.parent.parent.parent))
+
+from src.risk.stops.fixed_stop import FixedStop
+from src.backtest.trade import TradeType
+
+
+def dummy_data():
+    return pd.DataFrame(
+        {"close": [100, 101, 102]},
+        index=pd.date_range("2024-01-01", periods=3, freq="D")
+    )
+
+
+def test_fixed_stop_long():
+    stop = FixedStop(0.02)
+    price = stop.get_stop_price(
+        data=dummy_data(),
+        idx=1,
+        entry_price=100,
+        trade_type=TradeType.LONG
+    )
+    assert price == 98
+
+
+def test_fixed_stop_short():
+    stop = FixedStop(0.02)
+    price = stop.get_stop_price(
+        data=dummy_data(),
+        idx=1,
+        entry_price=100,
+        trade_type=TradeType.SHORT
+    )
+    assert price == 102
+
+
+def test_fixed_stop_invalid_fraction():
+    with pytest.raises(ValueError):
+        FixedStop(0)
+
+    with pytest.raises(ValueError):
+        FixedStop(1)
+
+    with pytest.raises(ValueError):
+        FixedStop(-0.1)