diff options
Diffstat (limited to 'services/strategy-engine/tests/test_ema_crossover_strategy.py')
| -rw-r--r-- | services/strategy-engine/tests/test_ema_crossover_strategy.py | 99 |
1 files changed, 99 insertions, 0 deletions
diff --git a/services/strategy-engine/tests/test_ema_crossover_strategy.py b/services/strategy-engine/tests/test_ema_crossover_strategy.py new file mode 100644 index 0000000..5a40319 --- /dev/null +++ b/services/strategy-engine/tests/test_ema_crossover_strategy.py @@ -0,0 +1,99 @@ +"""Tests for the EMA Crossover strategy.""" +from datetime import datetime, timezone +from decimal import Decimal + +import pytest + +from shared.models import Candle, OrderSide +from strategies.ema_crossover_strategy import EmaCrossoverStrategy + + +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(short: int = 3, long: int = 6) -> EmaCrossoverStrategy: + s = EmaCrossoverStrategy() + s.configure({"short_period": short, "long_period": long, "quantity": "0.01"}) + return s + + +def test_ema_warmup_period(): + strategy = _make_strategy(short=3, long=6) + assert strategy.warmup_period == 6 + + +def test_ema_no_signal_insufficient_data(): + strategy = _make_strategy(short=3, long=6) + # Feed fewer candles than warmup_period + for price in [100, 101, 102, 103, 104]: + result = strategy.on_candle(make_candle(price)) + assert result is None + + +def test_ema_buy_signal_golden_cross(): + strategy = _make_strategy(short=3, long=6) + + # Declining prices so short EMA stays below long EMA + declining = [100, 98, 96, 94, 92, 90, 88, 86, 84, 82] + for price in declining: + strategy.on_candle(make_candle(price)) + + # Sharp rise to force short EMA above long EMA (golden cross) + rising = [120, 140, 160] + signal = None + for price in rising: + result = strategy.on_candle(make_candle(price)) + if result is not None: + signal = result + + assert signal is not None + assert signal.side == OrderSide.BUY + assert "Golden Cross" in signal.reason + + +def test_ema_sell_signal_death_cross(): + strategy = _make_strategy(short=3, long=6) + + # Rising prices so short EMA stays above long EMA + rising = [80, 82, 84, 86, 88, 90, 92, 94, 96, 98] + for price in rising: + strategy.on_candle(make_candle(price)) + + # Sharp decline to force short EMA below long EMA (death cross) + declining = [60, 40, 20] + signal = None + for price in declining: + result = strategy.on_candle(make_candle(price)) + if result is not None: + signal = result + + assert signal is not None + assert signal.side == OrderSide.SELL + assert "Death Cross" in signal.reason + + +def test_ema_reset_clears_state(): + strategy = _make_strategy(short=3, long=6) + + # Feed enough data to produce a signal + for price in [100, 98, 96, 94, 92, 90, 88, 86, 84, 82]: + strategy.on_candle(make_candle(price)) + + strategy.reset() + + # After reset, insufficient data again — no signal + result = strategy.on_candle(make_candle(100)) + assert result is None + # Internal state should be cleared + assert len(strategy._closes) == 1 + assert strategy._prev_short_above is None |
