feat(strategy): add Bollinger Bands strategy

1 files changed, 101 insertions, 0 deletions

diff --git a/services/strategy-engine/tests/test_bollinger_strategy.py b/services/strategy-engine/tests/test_bollinger_strategy.py
new file mode 100644
index 0000000..b3d17ac
--- /dev/null
+++ b/services/strategy-engine/tests/test_bollinger_strategy.py
@@ -0,0 +1,101 @@
+"""Tests for the Bollinger Bands strategy."""
+from datetime import datetime, timezone
+from decimal import Decimal
+
+import pytest
+
+from shared.models import Candle, OrderSide
+from strategies.bollinger_strategy import BollingerStrategy
+
+
+def make_candle(close: float) -> Candle:
+    return Candle(
+        symbol="BTC/USDT",
+        timeframe="1m",
+        open_time=datetime(2024, 1, 1, tzinfo=timezone.utc),
+        open=Decimal(str(close)),
+        high=Decimal(str(close)),
+        low=Decimal(str(close)),
+        close=Decimal(str(close)),
+        volume=Decimal("1.0"),
+    )
+
+
+def _make_strategy() -> BollingerStrategy:
+    s = BollingerStrategy()
+    s.configure({"period": 5, "num_std": 1.0, "min_bandwidth": 0.0})
+    return s
+
+
+def test_bollinger_warmup_period():
+    strategy = BollingerStrategy()
+    strategy.configure({"period": 20})
+    assert strategy.warmup_period == 20
+
+    strategy.configure({"period": 5})
+    assert strategy.warmup_period == 5
+
+
+def test_bollinger_no_signal_insufficient_data():
+    strategy = _make_strategy()
+    # Feed fewer candles than the period
+    for price in [100.0, 101.0, 102.0, 101.0]:
+        result = strategy.on_candle(make_candle(price))
+        assert result is None
+
+
+def test_bollinger_buy_on_lower_band_recovery():
+    strategy = _make_strategy()
+
+    # Feed stable prices to build up the window
+    for _ in range(5):
+        strategy.on_candle(make_candle(100.0))
+
+    # Drop well below the lower band
+    signal = strategy.on_candle(make_candle(50.0))
+    # No buy yet -- still below lower band
+    assert signal is None
+
+    # Recover back inside the bands
+    signal = strategy.on_candle(make_candle(100.0))
+    assert signal is not None
+    assert signal.side == OrderSide.BUY
+    assert "lower" in signal.reason.lower() or "bollinger" in signal.reason.lower()
+
+
+def test_bollinger_sell_on_upper_band_recovery():
+    strategy = _make_strategy()
+
+    # Feed stable prices to build up the window
+    for _ in range(5):
+        strategy.on_candle(make_candle(100.0))
+
+    # Spike well above the upper band
+    signal = strategy.on_candle(make_candle(150.0))
+    # No sell yet -- still above upper band
+    assert signal is None
+
+    # Recover back inside the bands
+    signal = strategy.on_candle(make_candle(100.0))
+    assert signal is not None
+    assert signal.side == OrderSide.SELL
+    assert "upper" in signal.reason.lower() or "bollinger" in signal.reason.lower()
+
+
+def test_bollinger_reset_clears_state():
+    strategy = _make_strategy()
+
+    # Build some state
+    for _ in range(5):
+        strategy.on_candle(make_candle(100.0))
+    strategy.on_candle(make_candle(50.0))  # penetrate lower band
+
+    strategy.reset()
+
+    # After reset, insufficient data again
+    result = strategy.on_candle(make_candle(100.0))
+    assert result is None
+    # Internal state should be cleared
+    assert len(strategy._closes) == 1
+    assert strategy._was_below_lower is False
+    assert strategy._was_above_upper is False