test: add unit tests for broker PnL, commission, and SL/TP fills

Covers buy/sell close PnL, commission charged on open and close,
long SL fills at the stop price (not bar.close), positions staying
open when neither SL nor TP is hit, and unrealized equity.

src/broker.rs

@@ -246,3 +246,82 @@ impl Broker {
         self.cash + unrealized
     }
 }
+
+#[cfg(test)]
+mod tests {
+    use super::*;
+
+    fn test_broker(commission: f64, spread: f64) -> Broker {
+        Broker::new(10_000.0, commission, spread, 100_000.0, 1.0)
+    }
+
+    // f64 arithmetic isn't exact, so compare with a tolerance instead of assert_eq!
+    fn assert_close(a: f64, b: f64) {
+        assert!((a - b).abs() < 1e-6, "expected {b}, got {a}");
+    }
+
+    #[test]
+    fn buy_then_close_all_computes_pnl() {
+        let mut broker = test_broker(0.0, 0.0);
+        broker.buy(1.1000, 1.0, 0, None, None);
+        broker.close_all(1.1050, 1);
+
+        // (exit - entry) * lot_size * contract_size = (1.1050 - 1.1000) * 1.0 * 100_000 = 500.0
+        assert_close(broker.cash, 10_000.0 + 500.0);
+        assert_eq!(broker.trade_history.len(), 1);
+        assert_close(broker.trade_history[0].pnl, 500.0);
+    }
+
+    #[test]
+    fn sell_then_close_all_computes_pnl() {
+        let mut broker = test_broker(0.0, 0.0);
+        broker.sell(1.1000, 1.0, 0, None, None);
+        broker.close_all(1.0950, 1);
+
+        // short profits when price falls: (entry - exit) * lot_size * contract_size = 500.0
+        assert_close(broker.cash, 10_000.0 + 500.0);
+    }
+
+    #[test]
+    fn commission_deducted_on_open_and_close() {
+        let mut broker = test_broker(7.0, 0.0); // $7 per lot
+        broker.buy(1.1000, 1.0, 0, None, None);
+        assert_eq!(broker.cash, 10_000.0 - 7.0); // charged immediately on open
+
+        broker.close_all(1.1000, 1); // same price as entry, so zero price PnL
+        assert_eq!(broker.cash, 10_000.0 - 7.0 - 7.0); // commission charged again on close
+    }
+
+    #[test]
+    fn long_position_closes_at_stop_loss_not_bar_close() {
+        let mut broker = test_broker(0.0, 0.0);
+        broker.buy(1.1000, 1.0, 0, Some(1.0950), None);
+
+        // bar's low dips through the stop, but closes well above it
+        let bar = Bar::new(1, 1.1100, 1.1100, 1.0900, 1.1080, 0.0);
+        broker.check_sl_tp(&bar);
+
+        assert_eq!(broker.positions.len(), 0);
+        assert_eq!(broker.trade_history[0].exit_price, 1.0950); // filled at SL, not bar.close
+    }
+
+    #[test]
+    fn long_position_stays_open_when_sl_tp_not_hit() {
+        let mut broker = test_broker(0.0, 0.0);
+        broker.buy(1.1000, 1.0, 0, Some(1.0950), Some(1.1200));
+
+        let bar = Bar::new(1, 1.1020, 1.1050, 1.1010, 1.1030, 0.0); // stays inside range
+        broker.check_sl_tp(&bar);
+
+        assert_eq!(broker.positions.len(), 1);
+    }
+
+    #[test]
+    fn equity_includes_unrealized_pnl() {
+        let mut broker = test_broker(0.0, 0.0);
+        broker.buy(1.1000, 1.0, 0, None, None);
+
+        // price moved up 50 pips, position still open (not closed)
+        assert_close(broker.equity(1.1050), 10_000.0 + 500.0);
+    }
+}