feat(backtest): add SlippageModel ABC + FixedSlippage + PercentSlippage

src/easy_tdx/backtest/slippage.py

@@ -0,0 +1,69 @@
+"""可插拔滑点模型。"""
+
+from __future__ import annotations
+
+from abc import ABC, abstractmethod
+
+
+class SlippageModel(ABC):
+    """滑点模型基类。
+
+    所有滑点模型必须实现 compute() 方法，返回总滑点成本（金额）。
+    """
+
+    @abstractmethod
+    def compute(
+        self,
+        price: float,
+        size: float,
+        volume: float,
+        volatility: float,
+        direction: str,
+    ) -> float:
+        """计算滑点成本。
+
+        Args:
+            price: 成交价格
+            size: 订单数量（股）
+            volume: 当日成交量（股），0 表示无数据
+            volatility: 近期年化波动率，0 表示无数据
+            direction: 交易方向 BUY / SELL
+
+        Returns:
+            总滑点成本（金额，非比率）
+        """
+        ...
+
+
+class FixedSlippage(SlippageModel):
+    """固定每股滑点（向后兼容）。"""
+
+    def __init__(self, per_share: float = 0.01) -> None:
+        self._per_share = per_share
+
+    def compute(
+        self,
+        price: float,
+        size: float,
+        volume: float,
+        volatility: float,
+        direction: str,
+    ) -> float:
+        return size * self._per_share
+
+
+class PercentSlippage(SlippageModel):
+    """按成交金额百分比滑点。"""
+
+    def __init__(self, rate: float = 0.001) -> None:
+        self._rate = rate
+
+    def compute(
+        self,
+        price: float,
+        size: float,
+        volume: float,
+        volatility: float,
+        direction: str,
+    ) -> float:
+        return price * size * self._rate