feat: wire sentiment into engine + add EMA/bullish candle entry filters

2 files changed, 60 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
index b311220..db031f0 100644
--- a/services/strategy-engine/tests/test_asian_session_rsi.py
+++ b/services/strategy-engine/tests/test_asian_session_rsi.py
@@ -159,3 +159,32 @@ def test_reset_clears_all():
 def test_warmup_period():
     s = _make_strategy(rsi_period=14)
     assert s.warmup_period == 15
+
+
+def test_ema_filter_blocks_below_ema():
+    """Entry blocked when price is below EMA."""
+    s = AsianSessionRsiStrategy()
+    s._rsi_period = 5
+    s._rsi_oversold = 40
+    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
+    s._ema_period = 5
+    s._require_bullish_candle = False  # Test EMA only
+
+    # Feed rising prices to set EMA high, then sharp drop
+    for i in range(10):
+        s.on_candle(_candle(200 + i * 5, hour=0, minute=i * 5))
+    # Now feed low price -- below EMA, RSI should be low
+    signals = []
+    for i in range(5):
+        sig = s.on_candle(_candle(100 - i * 5, hour=0, minute=(15 + i) * 5 % 60))
+        if sig is not None:
+            signals.append(sig)
+    # Should have no BUY signals because price is way below EMA
+    buy_sigs = [s for s in signals if s.side == OrderSide.BUY]
+    assert len(buy_sigs) == 0
diff --git a/services/strategy-engine/tests/test_sentiment_wiring.py b/services/strategy-engine/tests/test_sentiment_wiring.py
new file mode 100644
index 0000000..f1a816f
--- /dev/null
+++ b/services/strategy-engine/tests/test_sentiment_wiring.py
@@ -0,0 +1,31 @@
+"""Test sentiment is wired into strategy engine."""
+import sys
+from pathlib import Path
+
+sys.path.insert(0, str(Path(__file__).resolve().parents[1] / "src"))
+sys.path.insert(0, str(Path(__file__).resolve().parents[1]))
+
+from shared.sentiment import SentimentData
+from strategies.asian_session_rsi import AsianSessionRsiStrategy
+
+
+def test_strategy_accepts_sentiment():
+    s = AsianSessionRsiStrategy()
+    data = SentimentData(fear_greed_value=20, fear_greed_label="Extreme Fear")
+    s.update_sentiment(data)
+    assert s._sentiment is not None
+    assert s._sentiment.fear_greed_value == 20
+
+
+def test_strategy_blocks_on_extreme_greed():
+    s = AsianSessionRsiStrategy()
+    data = SentimentData(fear_greed_value=85)
+    s.update_sentiment(data)
+    assert not s._check_sentiment()
+
+
+def test_strategy_allows_on_fear():
+    s = AsianSessionRsiStrategy()
+    data = SentimentData(fear_greed_value=20)
+    s.update_sentiment(data)
+    assert s._check_sentiment()