diff options
Diffstat (limited to 'services/strategy-engine/tests/test_grid_strategy.py')
| -rw-r--r-- | services/strategy-engine/tests/test_grid_strategy.py | 60 |
1 files changed, 60 insertions, 0 deletions
diff --git a/services/strategy-engine/tests/test_grid_strategy.py b/services/strategy-engine/tests/test_grid_strategy.py new file mode 100644 index 0000000..d96ebba --- /dev/null +++ b/services/strategy-engine/tests/test_grid_strategy.py @@ -0,0 +1,60 @@ +"""Tests for the Grid strategy.""" +from datetime import datetime, timezone +from decimal import Decimal + +import pytest + +from shared.models import Candle, OrderSide +from strategies.grid_strategy import GridStrategy + + +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 _configured_strategy() -> GridStrategy: + strategy = GridStrategy() + strategy.configure({ + "lower_price": 48000, + "upper_price": 52000, + "grid_count": 5, + "quantity": "0.01", + }) + return strategy + + +def test_grid_strategy_buy_at_lower_grid(): + strategy = _configured_strategy() + # First candle: establish zone at upper area + strategy.on_candle(make_candle(51500)) + # Second candle: price drops to lower zone → BUY + signal = strategy.on_candle(make_candle(48100)) + assert signal is not None + assert signal.side == OrderSide.BUY + + +def test_grid_strategy_sell_at_upper_grid(): + strategy = _configured_strategy() + # First candle: establish zone at lower area + strategy.on_candle(make_candle(48100)) + # Second candle: price rises to upper zone → SELL + signal = strategy.on_candle(make_candle(51900)) + assert signal is not None + assert signal.side == OrderSide.SELL + + +def test_grid_strategy_no_signal_in_same_zone(): + strategy = _configured_strategy() + # Both candles in approximately the same zone + strategy.on_candle(make_candle(50000)) + signal = strategy.on_candle(make_candle(50100)) + assert signal is None |
