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

tests/risk/sizing/test_fixed.py

@@ -0,0 +1,39 @@
+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)