Engine: add stop loss integration (fixed & trailing) with tests
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42
tests/risk/sizing/test_volatility.py
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42
tests/risk/sizing/test_volatility.py
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import sys
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from pathlib import Path
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import pytest
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# Añadir raíz del proyecto al path
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sys.path.insert(0, str(Path(__file__).parent.parent.parent.parent))
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from src.risk.sizing.volatility import VolatilitySizer
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def test_volatility_sizer_basic():
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sizer = VolatilitySizer(volatility_multiplier=2.0)
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capital = 10_000
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entry_price = 100
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volatility = 0.02 # 2%
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units = sizer.calculate_size(
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capital=capital,
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entry_price=entry_price,
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volatility=volatility
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)
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# riesgo por unidad = 0.02 * 100 * 2 = 4
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# unidades = 10_000 / 4 = 2500
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assert units == 2500
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def test_volatility_requires_volatility():
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sizer = VolatilitySizer()
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with pytest.raises(ValueError):
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sizer.calculate_size(
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capital=10_000,
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entry_price=100
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)
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def test_volatility_invalid_multiplier():
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with pytest.raises(ValueError):
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VolatilitySizer(volatility_multiplier=0)
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