feat(strategy): port backtest simulator improvements into main

Bring the backtest simulator improvements into main without the broker/live system: trailing-stop activation-level fills, qty_percent exit-leg re-arm prevention, intraday filled-order cap flatten/latch, risk-rule enforcement (max_drawdown, max_intraday_loss, max_cons_loss_days), gap-open and multi-bracket OCA fill ordering, same-bar exit fill priority, and lot-size rounding.

Split the single Position class into PositionBase (abstract) and SimPosition; wire core/script.py and core/strategy_stats.py onto the new types. Add the _strategy_suppressed and _is_live lib flags the simulator references, and a _create_24_7_sessions() helper on CCXTProvider (get_opening_hours_and_sessions delegates to it) for the new tests.

Add 11 strategy regression tests covering the ported behaviour.

Author: wallneradam

src/pynecore/core/script.py

@@ -104,7 +104,7 @@ class Script:
     use_bar_magnifier: bool = True
     fill_orders_on_standard_ohlc: bool = False
 
-    position: _strategy.Position = None  # type: ignore[assignment]
+    position: _strategy.PositionBase = None  # type: ignore[assignment]
 
     _modified: set[str] = field(default_factory=set)
 
@@ -472,7 +472,7 @@ def strategy(
         script.dynamic_requests = dynamic_requests
         script.behind_chart = behind_chart
 
-        script.position = _strategy.Position()
+        script.position = _strategy.SimPosition()
 
         return script._decorate()
 

src/pynecore/core/strategy_stats.py

@@ -11,7 +11,7 @@
 from ..types.na import NA
 from ..lib.strategy import Trade
 from .csv_file import CSVWriter
-from ..lib.strategy import Position
+from ..lib.strategy import PositionBase
 
 
 @dataclass
@@ -185,7 +185,7 @@ def to_dict(self) -> dict[str, float | int]:
 
 
 def calculate_strategy_statistics(
-        position: Position,
+        position: PositionBase,
         initial_capital: float,
         equity_curve: list[float] | None = None,
         first_price: float | None = None,
@@ -194,7 +194,7 @@ def calculate_strategy_statistics(
     """
     Calculate comprehensive strategy statistics from position data.
 
-    :param position: Position object containing all trade data
+    :param position: PositionBase object containing all trade data
     :param initial_capital: Initial capital for percentage calculations
     :param equity_curve: List of equity values for Sharpe/Sortino calculations
     :param first_price: First price for buy & hold calculation

src/pynecore/lib/__init__.py

@@ -108,6 +108,12 @@
 # Lib semaphore - to prevent lib`s main function to do things it must not (plot, strategy things, etc.)
 _lib_semaphore = False
 
+# Live trading mode flag — set by run.py when --live is specified
+_is_live = False
+
+# Strategy suppression — prevents strategy order placement during historical phase in live mode
+_strategy_suppressed = False
+
 #
 # Callable modules
 #