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_stop.py

@@ -6,9 +6,9 @@ from datetime import datetime
 # 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.backtest.trade import TradeStatus
+from src.core.engine import Engine
+from src.core.strategy import Strategy, Signal
+from src.core.trade import TradeStatus
 from src.risk.stops.fixed_stop import FixedStop
 
 
@@ -57,7 +57,7 @@ def test_engine_closes_position_on_stop_hit():
     data = _build_test_data()
     strategy = AlwaysBuyStrategy()
 
-    engine = BacktestEngine(
+    engine = Engine(
         strategy=strategy,
         initial_capital=10_000,
         commission=0.0,
@@ -82,7 +82,7 @@ def test_engine_closes_position_at_end_without_stop():
     data = _build_test_data()
     strategy = AlwaysBuyStrategy()
 
-    engine = BacktestEngine(
+    engine = Engine(
         strategy=strategy,
         initial_capital=10_000,
         commission=0.0,