2 Commits

Author	SHA1	Message	Date
Adriano	9301ab9051	feat(backtest): event-driven engine with 1-bar exec delay ... Engine sincrono bar-per-bar con delay 1: segnale a t-1 esegue a open di t per evitare lookahead. Position sizing 1 unit, fees su entry+exit, mark-to-market su close, chiusura forzata posizione open a fine serie. Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>	2026-05-09 19:15:05 +02:00
Adriano	36e05233d0	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>	2026-05-09 19:11:27 +02:00