diff options
Diffstat (limited to 'services/strategy-engine/tests')
16 files changed, 92 insertions, 64 deletions
diff --git a/services/strategy-engine/tests/test_base_filters.py b/services/strategy-engine/tests/test_base_filters.py index ae9ca05..66adec7 100644 --- a/services/strategy-engine/tests/test_base_filters.py +++ b/services/strategy-engine/tests/test_base_filters.py @@ -5,12 +5,13 @@ from pathlib import Path sys.path.insert(0, str(Path(__file__).resolve().parents[1])) +from datetime import UTC, datetime from decimal import Decimal -from datetime import datetime, timezone -from shared.models import Candle, Signal, OrderSide from strategies.base import BaseStrategy +from shared.models import Candle, OrderSide, Signal + class DummyStrategy(BaseStrategy): name = "dummy" @@ -45,7 +46,7 @@ def _candle(price=100.0, volume=10.0, high=None, low=None): return Candle( symbol="AAPL", timeframe="1h", - open_time=datetime(2025, 1, 1, tzinfo=timezone.utc), + open_time=datetime(2025, 1, 1, tzinfo=UTC), open=Decimal(str(price)), high=Decimal(str(h)), low=Decimal(str(lo)), diff --git a/services/strategy-engine/tests/test_bollinger_strategy.py b/services/strategy-engine/tests/test_bollinger_strategy.py index 8261377..70ec66e 100644 --- a/services/strategy-engine/tests/test_bollinger_strategy.py +++ b/services/strategy-engine/tests/test_bollinger_strategy.py @@ -1,18 +1,18 @@ """Tests for the Bollinger Bands strategy.""" -from datetime import datetime, timezone +from datetime import UTC, datetime from decimal import Decimal +from strategies.bollinger_strategy import BollingerStrategy from shared.models import Candle, OrderSide -from strategies.bollinger_strategy import BollingerStrategy def make_candle(close: float) -> Candle: return Candle( symbol="AAPL", timeframe="1m", - open_time=datetime(2024, 1, 1, tzinfo=timezone.utc), + open_time=datetime(2024, 1, 1, tzinfo=UTC), open=Decimal(str(close)), high=Decimal(str(close)), low=Decimal(str(close)), diff --git a/services/strategy-engine/tests/test_combined_strategy.py b/services/strategy-engine/tests/test_combined_strategy.py index 8a4dc74..6a15250 100644 --- a/services/strategy-engine/tests/test_combined_strategy.py +++ b/services/strategy-engine/tests/test_combined_strategy.py @@ -5,13 +5,14 @@ from pathlib import Path sys.path.insert(0, str(Path(__file__).resolve().parents[1])) +from datetime import UTC, datetime from decimal import Decimal -from datetime import datetime, timezone -import pytest -from shared.models import Candle, Signal, OrderSide -from strategies.combined_strategy import CombinedStrategy +import pytest from strategies.base import BaseStrategy +from strategies.combined_strategy import CombinedStrategy + +from shared.models import Candle, OrderSide, Signal class AlwaysBuyStrategy(BaseStrategy): @@ -74,7 +75,7 @@ def _candle(price=100.0): return Candle( symbol="AAPL", timeframe="1m", - open_time=datetime(2025, 1, 1, tzinfo=timezone.utc), + open_time=datetime(2025, 1, 1, tzinfo=UTC), open=Decimal(str(price)), high=Decimal(str(price + 10)), low=Decimal(str(price - 10)), diff --git a/services/strategy-engine/tests/test_ema_crossover_strategy.py b/services/strategy-engine/tests/test_ema_crossover_strategy.py index 7028eb0..af2b587 100644 --- a/services/strategy-engine/tests/test_ema_crossover_strategy.py +++ b/services/strategy-engine/tests/test_ema_crossover_strategy.py @@ -1,18 +1,18 @@ """Tests for the EMA Crossover strategy.""" -from datetime import datetime, timezone +from datetime import UTC, datetime from decimal import Decimal +from strategies.ema_crossover_strategy import EmaCrossoverStrategy from shared.models import Candle, OrderSide -from strategies.ema_crossover_strategy import EmaCrossoverStrategy def make_candle(close: float) -> Candle: return Candle( symbol="AAPL", timeframe="1m", - open_time=datetime(2024, 1, 1, tzinfo=timezone.utc), + open_time=datetime(2024, 1, 1, tzinfo=UTC), open=Decimal(str(close)), high=Decimal(str(close)), low=Decimal(str(close)), diff --git a/services/strategy-engine/tests/test_engine.py b/services/strategy-engine/tests/test_engine.py index 2623027..fa888b5 100644 --- a/services/strategy-engine/tests/test_engine.py +++ b/services/strategy-engine/tests/test_engine.py @@ -1,21 +1,21 @@ """Tests for the StrategyEngine.""" -from datetime import datetime, timezone +from datetime import UTC, datetime from decimal import Decimal from unittest.mock import AsyncMock, MagicMock import pytest +from strategy_engine.engine import StrategyEngine -from shared.models import Candle, Signal, OrderSide from shared.events import CandleEvent -from strategy_engine.engine import StrategyEngine +from shared.models import Candle, OrderSide, Signal def make_candle_event() -> dict: candle = Candle( symbol="AAPL", timeframe="1m", - open_time=datetime(2024, 1, 1, tzinfo=timezone.utc), + open_time=datetime(2024, 1, 1, tzinfo=UTC), open=Decimal("50000"), high=Decimal("50100"), low=Decimal("49900"), diff --git a/services/strategy-engine/tests/test_grid_strategy.py b/services/strategy-engine/tests/test_grid_strategy.py index 878b900..f697012 100644 --- a/services/strategy-engine/tests/test_grid_strategy.py +++ b/services/strategy-engine/tests/test_grid_strategy.py @@ -1,18 +1,18 @@ """Tests for the Grid strategy.""" -from datetime import datetime, timezone +from datetime import UTC, datetime from decimal import Decimal +from strategies.grid_strategy import GridStrategy from shared.models import Candle, OrderSide -from strategies.grid_strategy import GridStrategy def make_candle(close: float) -> Candle: return Candle( symbol="AAPL", timeframe="1m", - open_time=datetime(2024, 1, 1, tzinfo=timezone.utc), + open_time=datetime(2024, 1, 1, tzinfo=UTC), open=Decimal(str(close)), high=Decimal(str(close)), low=Decimal(str(close)), diff --git a/services/strategy-engine/tests/test_indicators.py b/services/strategy-engine/tests/test_indicators.py index 481569b..3147fc4 100644 --- a/services/strategy-engine/tests/test_indicators.py +++ b/services/strategy-engine/tests/test_indicators.py @@ -5,14 +5,13 @@ from pathlib import Path sys.path.insert(0, str(Path(__file__).resolve().parents[1])) -import pandas as pd import numpy as np +import pandas as pd import pytest - -from strategies.indicators.trend import sma, ema, macd, adx -from strategies.indicators.volatility import atr, bollinger_bands from strategies.indicators.momentum import rsi, stochastic -from strategies.indicators.volume import volume_sma, volume_ratio, obv +from strategies.indicators.trend import adx, ema, macd, sma +from strategies.indicators.volatility import atr, bollinger_bands +from strategies.indicators.volume import obv, volume_ratio, volume_sma class TestTrend: diff --git a/services/strategy-engine/tests/test_macd_strategy.py b/services/strategy-engine/tests/test_macd_strategy.py index 556fd4c..7fac16f 100644 --- a/services/strategy-engine/tests/test_macd_strategy.py +++ b/services/strategy-engine/tests/test_macd_strategy.py @@ -1,18 +1,18 @@ """Tests for the MACD strategy.""" -from datetime import datetime, timezone +from datetime import UTC, datetime from decimal import Decimal +from strategies.macd_strategy import MacdStrategy from shared.models import Candle, OrderSide -from strategies.macd_strategy import MacdStrategy def _candle(price: float) -> Candle: return Candle( symbol="AAPL", timeframe="1m", - open_time=datetime(2024, 1, 1, tzinfo=timezone.utc), + open_time=datetime(2024, 1, 1, tzinfo=UTC), open=Decimal(str(price)), high=Decimal(str(price)), low=Decimal(str(price)), diff --git a/services/strategy-engine/tests/test_moc_strategy.py b/services/strategy-engine/tests/test_moc_strategy.py index 1928a28..076e846 100644 --- a/services/strategy-engine/tests/test_moc_strategy.py +++ b/services/strategy-engine/tests/test_moc_strategy.py @@ -5,19 +5,20 @@ from pathlib import Path sys.path.insert(0, str(Path(__file__).resolve().parents[1])) -from datetime import datetime, timezone +from datetime import UTC, datetime from decimal import Decimal -from shared.models import Candle, OrderSide from strategies.moc_strategy import MocStrategy +from shared.models import Candle, OrderSide + def _candle(price, hour=20, minute=0, volume=100.0, day=1, open_price=None): op = open_price if open_price is not None else price - 1 # Default: bullish return Candle( symbol="AAPL", timeframe="5Min", - open_time=datetime(2025, 1, day, hour, minute, tzinfo=timezone.utc), + open_time=datetime(2025, 1, day, hour, minute, tzinfo=UTC), open=Decimal(str(op)), high=Decimal(str(price + 1)), low=Decimal(str(min(op, price) - 1)), diff --git a/services/strategy-engine/tests/test_multi_symbol.py b/services/strategy-engine/tests/test_multi_symbol.py index 671a9d3..922bfc2 100644 --- a/services/strategy-engine/tests/test_multi_symbol.py +++ b/services/strategy-engine/tests/test_multi_symbol.py @@ -9,11 +9,13 @@ import pytest sys.path.insert(0, str(Path(__file__).resolve().parents[1] / "src")) sys.path.insert(0, str(Path(__file__).resolve().parents[1])) +from datetime import UTC, datetime +from decimal import Decimal + from strategy_engine.engine import StrategyEngine + from shared.events import CandleEvent from shared.models import Candle -from decimal import Decimal -from datetime import datetime, timezone @pytest.mark.asyncio @@ -24,7 +26,7 @@ async def test_engine_processes_multiple_streams(): candle_btc = Candle( symbol="AAPL", timeframe="1m", - open_time=datetime(2025, 1, 1, tzinfo=timezone.utc), + open_time=datetime(2025, 1, 1, tzinfo=UTC), open=Decimal("50000"), high=Decimal("51000"), low=Decimal("49000"), @@ -34,7 +36,7 @@ async def test_engine_processes_multiple_streams(): candle_eth = Candle( symbol="MSFT", timeframe="1m", - open_time=datetime(2025, 1, 1, tzinfo=timezone.utc), + open_time=datetime(2025, 1, 1, tzinfo=UTC), open=Decimal("3000"), high=Decimal("3100"), low=Decimal("2900"), diff --git a/services/strategy-engine/tests/test_plugin_loader.py b/services/strategy-engine/tests/test_plugin_loader.py index 5191fc3..7bd450f 100644 --- a/services/strategy-engine/tests/test_plugin_loader.py +++ b/services/strategy-engine/tests/test_plugin_loader.py @@ -2,10 +2,8 @@ from pathlib import Path - from strategy_engine.plugin_loader import load_strategies - STRATEGIES_DIR = Path(__file__).parent.parent / "strategies" diff --git a/services/strategy-engine/tests/test_rsi_strategy.py b/services/strategy-engine/tests/test_rsi_strategy.py index 6d31fd5..6c74f0b 100644 --- a/services/strategy-engine/tests/test_rsi_strategy.py +++ b/services/strategy-engine/tests/test_rsi_strategy.py @@ -1,18 +1,18 @@ """Tests for the RSI strategy.""" -from datetime import datetime, timezone +from datetime import UTC, datetime from decimal import Decimal +from strategies.rsi_strategy import RsiStrategy from shared.models import Candle, OrderSide -from strategies.rsi_strategy import RsiStrategy def make_candle(close: float, idx: int = 0) -> Candle: return Candle( symbol="AAPL", timeframe="1m", - open_time=datetime(2024, 1, 1, tzinfo=timezone.utc), + open_time=datetime(2024, 1, 1, tzinfo=UTC), open=Decimal(str(close)), high=Decimal(str(close)), low=Decimal(str(close)), diff --git a/services/strategy-engine/tests/test_stock_selector.py b/services/strategy-engine/tests/test_stock_selector.py index ff9d09c..76b8541 100644 --- a/services/strategy-engine/tests/test_stock_selector.py +++ b/services/strategy-engine/tests/test_stock_selector.py @@ -1,12 +1,12 @@ """Tests for stock selector engine.""" +from datetime import UTC, datetime from unittest.mock import AsyncMock, MagicMock -from datetime import datetime, timezone - from strategy_engine.stock_selector import ( SentimentCandidateSource, StockSelector, + _extract_json_array, _parse_llm_selections, ) @@ -60,6 +60,37 @@ def test_parse_llm_selections_with_markdown(): assert selections[0].symbol == "TSLA" +def test_extract_json_array_from_markdown(): + text = '```json\n[{"symbol": "AAPL", "score": 0.9}]\n```' + result = _extract_json_array(text) + assert result == [{"symbol": "AAPL", "score": 0.9}] + + +def test_extract_json_array_bare(): + text = '[{"symbol": "TSLA"}]' + result = _extract_json_array(text) + assert result == [{"symbol": "TSLA"}] + + +def test_extract_json_array_invalid(): + assert _extract_json_array("not json") is None + + +def test_extract_json_array_filters_non_dicts(): + text = '[{"symbol": "AAPL"}, "bad", 42]' + result = _extract_json_array(text) + assert result == [{"symbol": "AAPL"}] + + +async def test_selector_close(): + selector = StockSelector( + db=MagicMock(), broker=MagicMock(), alpaca=MagicMock(), anthropic_api_key="test" + ) + # No session yet - close should be safe + await selector.close() + assert selector._http_session is None + + async def test_selector_blocks_on_risk_off(): mock_db = MagicMock() mock_db.get_latest_market_sentiment = AsyncMock( @@ -69,7 +100,7 @@ async def test_selector_blocks_on_risk_off(): "vix": 35.0, "fed_stance": "neutral", "market_regime": "risk_off", - "updated_at": datetime.now(timezone.utc), + "updated_at": datetime.now(UTC), } ) diff --git a/services/strategy-engine/tests/test_strategy_validation.py b/services/strategy-engine/tests/test_strategy_validation.py index debab1f..0d9607a 100644 --- a/services/strategy-engine/tests/test_strategy_validation.py +++ b/services/strategy-engine/tests/test_strategy_validation.py @@ -1,13 +1,11 @@ import pytest - -from strategies.rsi_strategy import RsiStrategy -from strategies.macd_strategy import MacdStrategy from strategies.bollinger_strategy import BollingerStrategy from strategies.ema_crossover_strategy import EmaCrossoverStrategy from strategies.grid_strategy import GridStrategy -from strategies.vwap_strategy import VwapStrategy +from strategies.macd_strategy import MacdStrategy +from strategies.rsi_strategy import RsiStrategy from strategies.volume_profile_strategy import VolumeProfileStrategy - +from strategies.vwap_strategy import VwapStrategy # ── RSI ────────────────────────────────────────────────────────────────── diff --git a/services/strategy-engine/tests/test_volume_profile_strategy.py b/services/strategy-engine/tests/test_volume_profile_strategy.py index 65ee2e8..f47898c 100644 --- a/services/strategy-engine/tests/test_volume_profile_strategy.py +++ b/services/strategy-engine/tests/test_volume_profile_strategy.py @@ -1,18 +1,18 @@ """Tests for the Volume Profile strategy.""" -from datetime import datetime, timezone +from datetime import UTC, datetime from decimal import Decimal +from strategies.volume_profile_strategy import VolumeProfileStrategy from shared.models import Candle, OrderSide -from strategies.volume_profile_strategy import VolumeProfileStrategy def make_candle(close: float, volume: float = 1.0) -> Candle: return Candle( symbol="AAPL", timeframe="1m", - open_time=datetime(2024, 1, 1, tzinfo=timezone.utc), + open_time=datetime(2024, 1, 1, tzinfo=UTC), open=Decimal(str(close)), high=Decimal(str(close)), low=Decimal(str(close)), @@ -134,13 +134,10 @@ def test_volume_profile_hvn_detection(): # Create a profile with very high volume at price ~100 and low volume elsewhere # Prices range from 90 to 110, heavy volume concentrated at 100 - candles_data = [] # Low volume at extremes - for p in [90, 91, 92, 109, 110]: - candles_data.append((p, 1.0)) + candles_data = [(p, 1.0) for p in [90, 91, 92, 109, 110]] # Very high volume around 100 - for _ in range(15): - candles_data.append((100, 100.0)) + candles_data.extend((100, 100.0) for _ in range(15)) for price, vol in candles_data: strategy.on_candle(make_candle(price, vol)) @@ -148,7 +145,7 @@ def test_volume_profile_hvn_detection(): # Access the internal method to verify HVN detection result = strategy._compute_value_area() assert result is not None - poc, va_low, va_high, hvn_levels, lvn_levels = result + _poc, _va_low, _va_high, hvn_levels, _lvn_levels = result # The bin containing price ~100 should have very high volume -> HVN assert len(hvn_levels) > 0 diff --git a/services/strategy-engine/tests/test_vwap_strategy.py b/services/strategy-engine/tests/test_vwap_strategy.py index 2c34b01..078d0cf 100644 --- a/services/strategy-engine/tests/test_vwap_strategy.py +++ b/services/strategy-engine/tests/test_vwap_strategy.py @@ -1,11 +1,11 @@ """Tests for the VWAP strategy.""" -from datetime import datetime, timezone +from datetime import UTC, datetime from decimal import Decimal +from strategies.vwap_strategy import VwapStrategy from shared.models import Candle, OrderSide -from strategies.vwap_strategy import VwapStrategy def make_candle( @@ -20,7 +20,7 @@ def make_candle( if low is None: low = close if open_time is None: - open_time = datetime(2024, 1, 1, tzinfo=timezone.utc) + open_time = datetime(2024, 1, 1, tzinfo=UTC) return Candle( symbol="AAPL", timeframe="1m", @@ -111,11 +111,11 @@ 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) + day1 = datetime(2024, 1, 1, tzinfo=UTC) + day2 = datetime(2024, 1, 2, tzinfo=UTC) # Feed 35 candles on day 1 to build VWAP state - for i in range(35): + 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 |