feat: finalize portfolio system and quantitative validation- Finalized MA_Crossover(30,100) and TrendFiltered_MA(30,100,ADX=15)

- Implemented portfolio engine with risk-based allocation (50/50)
- Added equity-based metrics for system-level evaluation
- Validated portfolio against standalone strategies
- Reduced max drawdown and volatility at system level
- Quantitative decision closed before paper trading phase

tests/backtest/test_engine_sizing.py

@@ -9,8 +9,8 @@ from datetime import datetime, timedelta
 # Añadir raíz del proyecto al path
 sys.path.insert(0, str(Path(__file__).parent.parent.parent))
 
-from src.backtest.engine import BacktestEngine
-from src.backtest.strategy import Strategy, Signal
+from src.core.engine import Engine
+from src.core.strategy import Strategy, Signal
 from src.risk.sizing.fixed import FixedPositionSizer
 
 class BuyOnceStrategy(Strategy):
@@ -66,7 +66,7 @@ def test_engine_uses_fixed_position_sizer():
 
     sizer = FixedPositionSizer(capital_fraction=0.5)
 
-    engine = BacktestEngine(
+    engine = Engine(
         strategy=strategy,
         initial_capital=10000,
         commission=0.0,