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.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)