feat(strategy): add Grid trend guard and Bollinger squeeze detection

1 files changed, 38 insertions, 0 deletions

diff --git a/services/strategy-engine/tests/test_grid_strategy.py b/services/strategy-engine/tests/test_grid_strategy.py
index 79eb22a..9823f98 100644
--- a/services/strategy-engine/tests/test_grid_strategy.py
+++ b/services/strategy-engine/tests/test_grid_strategy.py
@@ -60,3 +60,41 @@ def test_grid_strategy_no_signal_in_same_zone():
     strategy.on_candle(make_candle(50000))
     signal = strategy.on_candle(make_candle(50100))
     assert signal is None
+
+
+def test_grid_exit_on_trend_break():
+    """Price drops well below grid range → SELL signal emitted."""
+    strategy = _configured_strategy()
+    # Grid range is 48000-52000, exit_threshold_pct defaults to 5%
+    # Lower bound = 48000 * 0.95 = 45600
+    # Establish a zone first
+    strategy.on_candle(make_candle(50000))
+    # Price drops far below the grid range
+    signal = strategy.on_candle(make_candle(45000))
+    assert signal is not None
+    assert signal.side == OrderSide.SELL
+    assert "broke out of range" in signal.reason
+
+
+def test_grid_no_signal_while_out_of_range():
+    """After exit signal, no more grid signals until price returns to range."""
+    strategy = _configured_strategy()
+    # Establish a zone
+    strategy.on_candle(make_candle(50000))
+    # First out-of-range candle → SELL exit signal
+    signal = strategy.on_candle(make_candle(45000))
+    assert signal is not None
+    assert signal.side == OrderSide.SELL
+
+    # Subsequent out-of-range candles → no signals
+    signal = strategy.on_candle(make_candle(44000))
+    assert signal is None
+
+    signal = strategy.on_candle(make_candle(43000))
+    assert signal is None
+
+    # Price returns to grid range → grid signals resume
+    strategy.on_candle(make_candle(50000))
+    signal = strategy.on_candle(make_candle(48100))
+    assert signal is not None
+    assert signal.side == OrderSide.BUY