1 files changed, 48 insertions, 2 deletions
diff --git a/services/strategy-engine/tests/test_vwap_strategy.py b/services/strategy-engine/tests/test_vwap_strategy.py
index 5d76b04..2cc4766 100644
--- a/services/strategy-engine/tests/test_vwap_strategy.py
+++ b/services/strategy-engine/tests/test_vwap_strategy.py
@@ -1,6 +1,6 @@
 """Tests for the VWAP strategy."""
 
-from datetime import datetime, timezone
+from datetime import datetime, timezone, timedelta
 from decimal import Decimal
 
 
@@ -13,15 +13,18 @@ def make_candle(
     high: float | None = None,
     low: float | None = None,
     volume: float = 1.0,
+    open_time: datetime | None = None,
 ) -> Candle:
     if high is None:
         high = close
     if low is None:
         low = close
+    if open_time is None:
+        open_time = datetime(2024, 1, 1, tzinfo=timezone.utc)
     return Candle(
         symbol="BTC/USDT",
         timeframe="1m",
-        open_time=datetime(2024, 1, 1, tzinfo=timezone.utc),
+        open_time=open_time,
         open=Decimal(str(close)),
         high=Decimal(str(high)),
         low=Decimal(str(low)),
@@ -99,3 +102,46 @@ def test_vwap_reset_clears_state():
     assert strategy._candle_count == 0
     assert strategy._was_below_vwap is False
     assert strategy._was_above_vwap is False
+    assert strategy._current_date is None
+    assert len(strategy._tp_values) == 0
+    assert len(strategy._vwap_values) == 0
+
+
+def test_vwap_daily_reset():
+    """Candles from two different dates cause VWAP to reset."""
+    strategy = _configured_strategy()
+
+    day1 = datetime(2024, 1, 1, tzinfo=timezone.utc)
+    day2 = datetime(2024, 1, 2, tzinfo=timezone.utc)
+
+    # Feed 35 candles on day 1 to build VWAP state
+    for i in range(35):
+        strategy.on_candle(make_candle(100.0, high=101.0, low=99.0, open_time=day1))
+
+    # Verify state is built up
+    assert strategy._candle_count == 35
+    assert strategy._cumulative_vol > 0
+    assert strategy._current_date == "2024-01-01"
+
+    # Feed first candle of day 2 — should reset
+    strategy.on_candle(make_candle(100.0, high=101.0, low=99.0, open_time=day2))
+
+    # After reset, candle_count should be 1 (the new candle)
+    assert strategy._candle_count == 1
+    assert strategy._current_date == "2024-01-02"
+
+
+def test_vwap_reset_clears_date():
+    """Verify reset() clears _current_date and deviation band state."""
+    strategy = _configured_strategy()
+
+    for _ in range(35):
+        strategy.on_candle(make_candle(100.0))
+
+    assert strategy._current_date is not None
+
+    strategy.reset()
+
+    assert strategy._current_date is None
+    assert len(strategy._tp_values) == 0
+    assert len(strategy._vwap_values) == 0