diff options
| author | TheSiahxyz <164138827+TheSiahxyz@users.noreply.github.com> | 2026-04-02 09:44:43 +0900 |
|---|---|---|
| committer | TheSiahxyz <164138827+TheSiahxyz@users.noreply.github.com> | 2026-04-02 09:44:43 +0900 |
| commit | b9d21e2e2f7ae096c2f8a01bb142a685683b5b90 (patch) | |
| tree | a031989228ded9ff1e6d47840124ea5dcc9a9a3c /services/strategy-engine/tests/test_ema_crossover_strategy.py | |
| parent | bb2e387f870495703fd663ca8f525028c3a8ced5 (diff) | |
feat: add market sentiment filters (Fear & Greed, CryptoPanic, CryptoQuant)
- SentimentProvider: fetches Fear & Greed Index (free, no key),
CryptoPanic news sentiment (free key), CryptoQuant exchange
netflow (free key)
- SentimentData: aggregated should_buy/should_block logic
- Fear < 30 = buy opportunity, Greed > 80 = block buying
- Negative news < -0.5 = block buying
- Exchange outflow = bullish, inflow = bearish
- Integrated into Asian Session RSI strategy as entry filter
- All providers optional — disabled when API key missing
- 14 sentiment tests + 386 total tests passing
Diffstat (limited to 'services/strategy-engine/tests/test_ema_crossover_strategy.py')
| -rw-r--r-- | services/strategy-engine/tests/test_ema_crossover_strategy.py | 60 |
1 files changed, 38 insertions, 22 deletions
diff --git a/services/strategy-engine/tests/test_ema_crossover_strategy.py b/services/strategy-engine/tests/test_ema_crossover_strategy.py index 9e48478..67a20bf 100644 --- a/services/strategy-engine/tests/test_ema_crossover_strategy.py +++ b/services/strategy-engine/tests/test_ema_crossover_strategy.py @@ -21,9 +21,18 @@ def make_candle(close: float) -> Candle: ) -def _make_strategy(short: int = 3, long: int = 6, pullback_enabled: bool = False) -> EmaCrossoverStrategy: +def _make_strategy( + short: int = 3, long: int = 6, pullback_enabled: bool = False +) -> EmaCrossoverStrategy: s = EmaCrossoverStrategy() - s.configure({"short_period": short, "long_period": long, "quantity": "0.01", "pullback_enabled": pullback_enabled}) + s.configure( + { + "short_period": short, + "long_period": long, + "quantity": "0.01", + "pullback_enabled": pullback_enabled, + } + ) return s @@ -103,13 +112,15 @@ def test_ema_reset_clears_state(): def test_ema_pullback_entry(): """Crossover detected, then pullback to short EMA triggers signal.""" strategy = EmaCrossoverStrategy() - strategy.configure({ - "short_period": 3, - "long_period": 6, - "quantity": "0.01", - "pullback_enabled": True, - "pullback_tolerance": 0.05, # 5% tolerance for test simplicity - }) + strategy.configure( + { + "short_period": 3, + "long_period": 6, + "quantity": "0.01", + "pullback_enabled": True, + "pullback_tolerance": 0.05, # 5% tolerance for test simplicity + } + ) # Declining prices so short EMA stays below long EMA declining = [100, 98, 96, 94, 92, 90, 88, 86, 84, 82] @@ -129,6 +140,7 @@ def test_ema_pullback_entry(): # The short EMA will be tracking recent prices; feed a price that pulls back # toward it. We use a moderate price to get close to short EMA. import pandas as pd + series = pd.Series(list(strategy._closes)) short_ema_val = series.ewm(span=3, adjust=False).mean().iloc[-1] # Feed a candle at approximately the short EMA value @@ -141,13 +153,15 @@ def test_ema_pullback_entry(): def test_ema_pullback_cancelled_on_reversal(): """Crossover detected, then reversal cancels the pending signal.""" strategy = EmaCrossoverStrategy() - strategy.configure({ - "short_period": 3, - "long_period": 6, - "quantity": "0.01", - "pullback_enabled": True, - "pullback_tolerance": 0.001, # Very tight tolerance — won't trigger easily - }) + strategy.configure( + { + "short_period": 3, + "long_period": 6, + "quantity": "0.01", + "pullback_enabled": True, + "pullback_tolerance": 0.001, # Very tight tolerance — won't trigger easily + } + ) # Declining prices declining = [100, 98, 96, 94, 92, 90, 88, 86, 84, 82] @@ -172,12 +186,14 @@ def test_ema_pullback_cancelled_on_reversal(): def test_ema_immediate_mode(): """With pullback_enabled=False, original immediate entry works.""" strategy = EmaCrossoverStrategy() - strategy.configure({ - "short_period": 3, - "long_period": 6, - "quantity": "0.01", - "pullback_enabled": False, - }) + strategy.configure( + { + "short_period": 3, + "long_period": 6, + "quantity": "0.01", + "pullback_enabled": False, + } + ) # Declining prices so short EMA stays below long EMA declining = [100, 98, 96, 94, 92, 90, 88, 86, 84, 82] |
