feat(backtest): Order/Position/Trade dataclasses with fees

Side StrEnum (long/short/flat), frozen dataclasses con calcolo
unrealized_pnl per Position e gross/fees/net_pnl per Trade
(fees in basis point, default 5bp). 4 test TDD passing,
ruff + mypy strict clean.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>

src/multi_swarm/backtest/orders.py

@@ -0,0 +1,59 @@
+from __future__ import annotations
+
+from dataclasses import dataclass
+from datetime import datetime
+from enum import StrEnum
+
+
+class Side(StrEnum):
+    LONG = "long"
+    SHORT = "short"
+    FLAT = "flat"
+
+
+@dataclass(frozen=True)
+class Order:
+    ts: datetime
+    side: Side
+    size: float
+
+
+@dataclass(frozen=True)
+class Position:
+    side: Side
+    entry_price: float
+    size: float
+
+    def unrealized_pnl(self, current_price: float) -> float:
+        if self.side == Side.LONG:
+            return (current_price - self.entry_price) * self.size
+        if self.side == Side.SHORT:
+            return (self.entry_price - current_price) * self.size
+        return 0.0
+
+
+@dataclass(frozen=True)
+class Trade:
+    entry_ts: datetime
+    exit_ts: datetime
+    side: Side
+    size: float
+    entry_price: float
+    exit_price: float
+    fees_bp: float = 5.0
+
+    @property
+    def gross_pnl(self) -> float:
+        if self.side == Side.LONG:
+            return (self.exit_price - self.entry_price) * self.size
+        return (self.entry_price - self.exit_price) * self.size
+
+    @property
+    def fees(self) -> float:
+        notional_in = self.entry_price * self.size
+        notional_out = self.exit_price * self.size
+        return (self.fees_bp / 10000.0) * (notional_in + notional_out)
+
+    @property
+    def net_pnl(self) -> float:
+        return self.gross_pnl - self.fees