test: add integration tests for strategy, order, portfolio, and backtest flows

1 files changed, 55 insertions, 0 deletions

diff --git a/tests/integration/test_strategy_signal_flow.py b/tests/integration/test_strategy_signal_flow.py
new file mode 100644
index 0000000..ee47f8e
--- /dev/null
+++ b/tests/integration/test_strategy_signal_flow.py
@@ -0,0 +1,55 @@
+"""Integration test: candle -> strategy engine -> signal."""
+import sys
+from pathlib import Path
+
+sys.path.insert(0, str(Path(__file__).resolve().parents[2] / "services" / "strategy-engine" / "src"))
+sys.path.insert(0, str(Path(__file__).resolve().parents[2] / "services" / "strategy-engine"))
+
+import pytest
+from decimal import Decimal
+from datetime import datetime, timezone
+from unittest.mock import AsyncMock, MagicMock
+
+from shared.models import Candle, OrderSide
+from shared.events import CandleEvent, Event
+from strategy_engine.engine import StrategyEngine
+
+
+@pytest.fixture
+def candles():
+    """Generate a series of declining candles that should trigger RSI oversold."""
+    base = []
+    for i in range(20):
+        price = Decimal(str(100 - i * 2))  # 100, 98, 96...
+        base.append(Candle(
+            symbol="BTCUSDT", timeframe="1m",
+            open_time=datetime(2025, 1, 1, i, 0, tzinfo=timezone.utc),
+            open=price, high=price + 1, low=price - 1,
+            close=price, volume=Decimal("10"),
+        ))
+    return base
+
+
+@pytest.mark.asyncio
+async def test_strategy_engine_produces_signals_from_candles(candles):
+    """Feed candles into strategy engine and verify signals are published."""
+    from strategies.rsi_strategy import RsiStrategy
+
+    broker = AsyncMock()
+    # Mock broker.read to return candle events one at a time, then empty
+    events = [CandleEvent(data=c).to_dict() for c in candles]
+    broker.read = AsyncMock(side_effect=[events, []])
+
+    strategy = RsiStrategy()
+    strategy.configure({"period": 14, "oversold": 30, "overbought": 70, "quantity": "0.01"})
+
+    engine = StrategyEngine(broker=broker, strategies=[strategy])
+
+    await engine.process_once("candles.BTCUSDT", "$")
+
+    # With 20 declining candles (100->62), RSI should be very low
+    # Check if broker.publish was called with a signal
+    if broker.publish.called:
+        call_args = broker.publish.call_args_list
+        for call in call_args:
+            assert call[0][0] == "signals"  # published to signals stream