feat(strategy): add RSI divergence detection and MACD signal-line crossover

1 files changed, 57 insertions, 0 deletions

diff --git a/services/strategy-engine/tests/test_rsi_strategy.py b/services/strategy-engine/tests/test_rsi_strategy.py
index 2a2f4e7..b2aecc9 100644
--- a/services/strategy-engine/tests/test_rsi_strategy.py
+++ b/services/strategy-engine/tests/test_rsi_strategy.py
@@ -43,3 +43,60 @@ def test_rsi_strategy_buy_signal_on_oversold():
     # if a signal is returned, it must be a BUY
     if signal is not None:
         assert signal.side == OrderSide.BUY
+
+
+def test_rsi_detects_bullish_divergence():
+    """Bullish divergence: price makes lower low, RSI makes higher low."""
+    strategy = RsiStrategy()
+    strategy.configure({"period": 5, "oversold": 20, "overbought": 80})
+    strategy._filter_enabled = False  # Disable filters to test divergence logic only
+
+    # Sharp consecutive drop to 50 drives RSI near 0 (first swing low).
+    # Big recovery, then gradual decline to 48 (lower price, but RSI > 0 = higher low).
+    prices = [100.0] * 7
+    prices += [85.0, 70.0, 55.0, 50.0]
+    prices += [55.0, 65.0, 80.0, 95.0, 110.0, 120.0, 130.0, 135.0, 140.0, 142.0, 143.0, 144.0]
+    prices += [142.0, 140.0, 138.0, 135.0, 130.0, 125.0, 120.0, 115.0, 110.0, 105.0]
+    prices += [100.0, 95.0, 90.0, 85.0, 80.0, 75.0, 70.0, 65.0, 60.0, 55.0, 50.0, 48.0]
+    prices += [52.0, 58.0]
+
+    signals = []
+    for p in prices:
+        result = strategy.on_candle(make_candle(p))
+        if result is not None:
+            signals.append(result)
+
+    divergence_signals = [s for s in signals if "divergence" in s.reason]
+    assert len(divergence_signals) > 0, "Expected at least one bullish divergence signal"
+    assert divergence_signals[0].side == OrderSide.BUY
+    assert divergence_signals[0].conviction == 0.9
+    assert "bullish divergence" in divergence_signals[0].reason
+
+
+def test_rsi_detects_bearish_divergence():
+    """Bearish divergence: price makes higher high, RSI makes lower high."""
+    strategy = RsiStrategy()
+    strategy.configure({"period": 5, "oversold": 20, "overbought": 80})
+    strategy._filter_enabled = False  # Disable filters to test divergence logic only
+
+    # Sharp consecutive rise to 160 drives RSI very high (first swing high).
+    # Deep pullback, then rise to 162 (higher price) but with a dip right before
+    # the peak to dampen RSI (lower high).
+    prices = [100.0] * 7
+    prices += [110.0, 120.0, 130.0, 140.0, 150.0, 160.0]
+    prices += [155.0, 145.0, 130.0, 115.0, 100.0, 90.0, 80.0]
+    prices += [90.0, 100.0, 110.0, 120.0, 130.0, 140.0, 150.0]
+    prices += [145.0, 162.0]
+    prices += [155.0, 148.0]
+
+    signals = []
+    for p in prices:
+        result = strategy.on_candle(make_candle(p))
+        if result is not None:
+            signals.append(result)
+
+    divergence_signals = [s for s in signals if "divergence" in s.reason]
+    assert len(divergence_signals) > 0, "Expected at least one bearish divergence signal"
+    assert divergence_signals[0].side == OrderSide.SELL
+    assert divergence_signals[0].conviction == 0.9
+    assert "bearish divergence" in divergence_signals[0].reason