diff options
Diffstat (limited to 'services/strategy-engine/tests/test_combined_strategy.py')
| -rw-r--r-- | services/strategy-engine/tests/test_combined_strategy.py | 57 |
1 files changed, 57 insertions, 0 deletions
diff --git a/services/strategy-engine/tests/test_combined_strategy.py b/services/strategy-engine/tests/test_combined_strategy.py index 3408a89..20a572e 100644 --- a/services/strategy-engine/tests/test_combined_strategy.py +++ b/services/strategy-engine/tests/test_combined_strategy.py @@ -167,3 +167,60 @@ def test_combined_invalid_weight(): c.configure({}) with pytest.raises(ValueError): c.add_strategy(AlwaysBuyStrategy(), weight=-1.0) + + +def test_combined_record_result(): + """Verify trade history tracking works correctly.""" + c = CombinedStrategy() + c.configure({"adaptive_weights": True, "history_window": 5}) + + c.record_result("test_strat", True) + c.record_result("test_strat", False) + c.record_result("test_strat", True) + + assert len(c._trade_history["test_strat"]) == 3 + assert c._trade_history["test_strat"] == [True, False, True] + + # Fill beyond window size to test trimming + for _ in range(5): + c.record_result("test_strat", False) + + assert len(c._trade_history["test_strat"]) == 5 # Trimmed to history_window + + +def test_combined_adaptive_weight_increases_for_winners(): + """Strategy with high win rate gets higher effective weight.""" + c = CombinedStrategy() + c.configure({"threshold": 0.3, "adaptive_weights": True, "history_window": 20}) + c.add_strategy(AlwaysBuyStrategy(), weight=1.0) + + # Record high win rate for always_buy (80% wins) + for _ in range(8): + c.record_result("always_buy", True) + for _ in range(2): + c.record_result("always_buy", False) + + # Adaptive weight should be > base weight (1.0) + adaptive_w = c._get_adaptive_weight("always_buy", 1.0) + assert adaptive_w > 1.0 + # 80% win rate -> scale = 0.5 + 0.8 = 1.3 -> weight = 1.3 + assert abs(adaptive_w - 1.3) < 0.01 + + +def test_combined_adaptive_weight_decreases_for_losers(): + """Strategy with low win rate gets lower effective weight.""" + c = CombinedStrategy() + c.configure({"threshold": 0.3, "adaptive_weights": True, "history_window": 20}) + c.add_strategy(AlwaysBuyStrategy(), weight=1.0) + + # Record low win rate for always_buy (20% wins) + for _ in range(2): + c.record_result("always_buy", True) + for _ in range(8): + c.record_result("always_buy", False) + + # Adaptive weight should be < base weight (1.0) + adaptive_w = c._get_adaptive_weight("always_buy", 1.0) + assert adaptive_w < 1.0 + # 20% win rate -> scale = 0.5 + 0.2 = 0.7 -> weight = 0.7 + assert abs(adaptive_w - 0.7) < 0.01 |
