feat(strategy): add Asian Session RSI strategy for SOL/USDT scalping

Simple time-based + RSI strategy for small capital day trading:
- Trading window: KST 9:00-11:00 (UTC 0:00-2:00)
- Entry: RSI(14) < 25 + volume above average
- Exit: +1.5% TP, -0.7% SL, or session end time exit
- Risk: max 3 trades/day, pause after 2 consecutive losses
- Config: ~$75 per trade (10% of 100만원 capital)

1 files changed, 161 insertions, 0 deletions

diff --git a/services/strategy-engine/tests/test_asian_session_rsi.py b/services/strategy-engine/tests/test_asian_session_rsi.py
new file mode 100644
index 0000000..b311220
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+++ b/services/strategy-engine/tests/test_asian_session_rsi.py
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+"""Tests for Asian Session RSI strategy."""
+
+import sys
+from pathlib import Path
+
+sys.path.insert(0, str(Path(__file__).resolve().parents[1]))
+
+from datetime import datetime, timezone
+from decimal import Decimal
+
+from shared.models import Candle, OrderSide
+from strategies.asian_session_rsi import AsianSessionRsiStrategy
+
+
+def _candle(price, hour=0, minute=30, volume=100.0, day=1):
+    return Candle(
+        symbol="SOLUSDT",
+        timeframe="5m",
+        open_time=datetime(2025, 1, day, hour, minute, tzinfo=timezone.utc),
+        open=Decimal(str(price)),
+        high=Decimal(str(price + 1)),
+        low=Decimal(str(price - 1)),
+        close=Decimal(str(price)),
+        volume=Decimal(str(volume)),
+    )
+
+
+def _make_strategy(**overrides):
+    s = AsianSessionRsiStrategy()
+    params = {
+        "rsi_period": 5,
+        "rsi_oversold": 30,
+        "rsi_overbought": 70,
+        "quantity": "0.5",
+        "take_profit_pct": 1.5,
+        "stop_loss_pct": 0.7,
+        "session_start_utc": 0,
+        "session_end_utc": 2,
+        "max_trades_per_day": 3,
+        "max_consecutive_losses": 2,
+    }
+    params.update(overrides)
+    s.configure(params)
+    return s
+
+
+def test_no_signal_outside_session():
+    s = _make_strategy()
+    # Hour 5 UTC = outside session (0-2 UTC)
+    for i in range(10):
+        sig = s.on_candle(_candle(100 - i * 3, hour=5))
+    assert sig is None
+
+
+def test_buy_signal_during_session_on_oversold():
+    s = AsianSessionRsiStrategy()
+    s._rsi_period = 5
+    s._rsi_oversold = 30
+    s._quantity = Decimal("0.5")
+    s._take_profit_pct = 1.5
+    s._stop_loss_pct = 0.7
+    s._session_start_utc = 0
+    s._session_end_utc = 2
+    s._max_trades_per_day = 3
+    s._max_consecutive_losses = 10  # High limit so test isn't blocked
+
+    # Feed declining prices — collect all signals
+    signals = []
+    for i in range(10):
+        sig = s.on_candle(_candle(100 - i * 3, hour=0, minute=i * 5))
+        if sig is not None:
+            signals.append(sig)
+
+    # Should have generated at least one BUY signal
+    buy_signals = [s for s in signals if s.side == OrderSide.BUY]
+    assert len(buy_signals) > 0
+    assert buy_signals[0].strategy == "asian_session_rsi"
+
+
+def test_take_profit_exit():
+    s = _make_strategy(rsi_period=5, rsi_oversold=40)
+    # Force entry
+    for i in range(8):
+        s.on_candle(_candle(100 - i * 2, hour=0, minute=i * 5))
+
+    # Should be in position now — push price up for TP
+    sig = s.on_candle(_candle(100, hour=0, minute=50))  # entry ~around 84-86
+    if s._in_position:
+        tp_price = s._entry_price * (1 + s._take_profit_pct / 100)
+        sig = s.on_candle(_candle(tp_price + 1, hour=1, minute=0))
+        if sig is not None:
+            assert sig.side == OrderSide.SELL
+            assert "Take profit" in sig.reason
+
+
+def test_stop_loss_exit():
+    s = _make_strategy(rsi_period=5, rsi_oversold=40)
+    for i in range(8):
+        s.on_candle(_candle(100 - i * 2, hour=0, minute=i * 5))
+
+    if s._in_position:
+        sl_price = s._entry_price * (1 - s._stop_loss_pct / 100)
+        sig = s.on_candle(_candle(sl_price - 1, hour=1, minute=0))
+        if sig is not None:
+            assert sig.side == OrderSide.SELL
+            assert "Stop loss" in sig.reason
+
+
+def test_time_exit_when_session_ends():
+    s = _make_strategy(rsi_period=5, rsi_oversold=40)
+    for i in range(8):
+        s.on_candle(_candle(100 - i * 2, hour=0, minute=i * 5))
+
+    if s._in_position:
+        # Session ends at hour 2
+        sig = s.on_candle(_candle(s._entry_price, hour=3, minute=0))
+        if sig is not None:
+            assert sig.side == OrderSide.SELL
+            assert "Time exit" in sig.reason
+
+
+def test_max_trades_per_day():
+    s = _make_strategy(rsi_period=3, rsi_oversold=40, max_trades_per_day=1)
+    # Force one trade
+    for i in range(6):
+        s.on_candle(_candle(100 - i * 5, hour=0, minute=i * 5))
+    # Exit
+    if s._in_position:
+        s.on_candle(_candle(200, hour=0, minute=35))  # TP exit
+    # Try to enter again — should be blocked
+    for i in range(6):
+        s.on_candle(_candle(100 - i * 5, hour=1, minute=i * 5))
+    # After 1 trade, no more allowed
+    assert not s._in_position or s._trades_today >= 1
+
+
+def test_consecutive_losses_stop():
+    s = _make_strategy(rsi_period=3, rsi_oversold=40, max_consecutive_losses=2)
+    # Simulate 2 losses
+    s._consecutive_losses = 2
+    # Even with valid conditions, should not enter
+    for i in range(6):
+        sig = s.on_candle(_candle(100 - i * 5, hour=0, minute=i * 5))
+    assert sig is None
+
+
+def test_reset_clears_all():
+    s = _make_strategy()
+    s.on_candle(_candle(100, hour=0))
+    s._in_position = True
+    s._trades_today = 2
+    s._consecutive_losses = 1
+    s.reset()
+    assert not s._in_position
+    assert s._trades_today == 0
+    assert len(s._closes) == 0
+
+
+def test_warmup_period():
+    s = _make_strategy(rsi_period=14)
+    assert s.warmup_period == 15