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/risk/stops/test_atr_stop.py

@@ -9,9 +9,9 @@ import pytest
 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.core.trade import TradeType
 from src.risk.stops.atr_stop import ATRStop
-from src.backtest.trade import TradeType
+from src.core.trade import TradeType
 
 
 def atr_data():