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

This commit is contained in:
DaM
2026-01-30 17:05:47 +01:00
parent af7b862f60
commit c569170fcc
24 changed files with 1121 additions and 137 deletions

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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)