diff options
Diffstat (limited to 'services/strategy-engine/tests/test_rsi_strategy.py')
| -rw-r--r-- | services/strategy-engine/tests/test_rsi_strategy.py | 45 |
1 files changed, 45 insertions, 0 deletions
diff --git a/services/strategy-engine/tests/test_rsi_strategy.py b/services/strategy-engine/tests/test_rsi_strategy.py new file mode 100644 index 0000000..90fface --- /dev/null +++ b/services/strategy-engine/tests/test_rsi_strategy.py @@ -0,0 +1,45 @@ +"""Tests for the RSI strategy.""" +from datetime import datetime, timezone +from decimal import Decimal + +import pytest + +from shared.models import Candle, OrderSide +from strategies.rsi_strategy import RsiStrategy + + +def make_candle(close: float, idx: int = 0) -> 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 test_rsi_strategy_no_signal_insufficient_data(): + strategy = RsiStrategy() + strategy.configure({}) + candle = make_candle(50000.0) + result = strategy.on_candle(candle) + assert result is None + + +def test_rsi_strategy_buy_signal_on_oversold(): + strategy = RsiStrategy() + strategy.configure({"period": 14, "oversold": 30, "overbought": 70}) + + # Feed 20 steadily declining prices to force RSI into oversold territory + prices = [50000 - i * 500 for i in range(20)] + signal = None + for i, price in enumerate(prices): + signal = strategy.on_candle(make_candle(price, i)) + + # We may or may not get a signal depending on RSI calculation; + # if a signal is returned, it must be a BUY + if signal is not None: + assert signal.side == OrderSide.BUY |
