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

tests/risk/stops/test_atr_stop.py

@@ -0,0 +1,73 @@
+# 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

@@ -0,0 +1,51 @@
+# 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)