feat(stock-lab): position_sizer — ATR Wilder + entry/stop/target

stock-lab/app/test_screener_position_sizer.py

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+import datetime as dt
+import pandas as pd
+
+from app.screener.engine import ScreenContext
+from app.screener.position_sizer import compute_atr_wilder, plan_positions
+from app.screener._test_fixtures import make_master, make_prices, make_flow
+
+
+def _ctx(master, prices, flow):
+    return ScreenContext(master=master, prices=prices, flow=flow,
+                         kospi=pd.Series(dtype=float, name="kospi"),
+                         asof=dt.date(2026, 5, 12))
+
+
+def test_atr_wilder_positive_and_smooth():
+    df = make_prices(["A"], days=30)
+    atr = compute_atr_wilder(df[df["ticker"] == "A"], window=14)
+    assert atr > 0
+
+
+def test_plan_positions_returns_entry_stop_target():
+    asof = dt.date(2026, 5, 12)
+    master = make_master(["A"])
+    prices = make_prices(["A"], days=30, asof=asof, start_close=50000)
+    flow = make_flow(["A"], days=30, asof=asof)
+    ctx = _ctx(master, prices, flow)
+    sizing = plan_positions(ctx, ["A"], {"atr_window": 14, "atr_stop_mult": 2.0, "rr_ratio": 2.0})
+
+    row = sizing["A"]
+    assert row["entry_price"] > 0
+    assert row["stop_price"] < row["entry_price"]
+    assert row["target_price"] > row["entry_price"]
+    assert row["atr14"] > 0