feat(backtester): Phase 1 complete — realistic backtesting engine

- Slippage modeling (configurable per-trade, buy higher/sell lower)
- Trading fee deduction (maker/taker configurable)
- Stop-loss and take-profit auto-execution per position
- Short selling support (allow_short flag)
- Walk-forward analysis engine (in-sample/out-of-sample, efficiency ratio)
- Daily equity curve Sharpe/Sortino with risk-free rate adjustment
- Recovery factor, consecutive win/loss streaks, fee-aware PnL
- 312 tests passing

1 files changed, 13 insertions, 10 deletions

diff --git a/services/backtester/tests/test_walk_forward.py b/services/backtester/tests/test_walk_forward.py
index e672dac..5ab2e7b 100644
--- a/services/backtester/tests/test_walk_forward.py
+++ b/services/backtester/tests/test_walk_forward.py
@@ -1,10 +1,10 @@
 """Tests for walk-forward analysis."""
+
 import sys
 from pathlib import Path
 from decimal import Decimal
 from datetime import datetime, timedelta, timezone
 
-import pytest
 
 sys.path.insert(0, str(Path(__file__).resolve().parents[1] / "src"))
 sys.path.insert(0, str(Path(__file__).resolve().parents[2] / "strategy-engine"))
@@ -19,15 +19,18 @@ def _generate_candles(n=100, base_price=100.0):
     for i in range(n):
         # Simple oscillating price
         price = base_price + (i % 20) - 10
-        candles.append(Candle(
-            symbol="BTCUSDT", timeframe="1h",
-            open_time=datetime(2025, 1, 1, tzinfo=timezone.utc) + timedelta(hours=i),
-            open=Decimal(str(price)),
-            high=Decimal(str(price + 5)),
-            low=Decimal(str(price - 5)),
-            close=Decimal(str(price)),
-            volume=Decimal("100"),
-        ))
+        candles.append(
+            Candle(
+                symbol="BTCUSDT",
+                timeframe="1h",
+                open_time=datetime(2025, 1, 1, tzinfo=timezone.utc) + timedelta(hours=i),
+                open=Decimal(str(price)),
+                high=Decimal(str(price + 5)),
+                low=Decimal(str(price - 5)),
+                close=Decimal(str(price)),
+                volume=Decimal("100"),
+            )
+        )
     return candles