diff options
Diffstat (limited to 'services/strategy-engine/tests')
| -rw-r--r-- | services/strategy-engine/tests/__init__.py | 0 | ||||
| -rw-r--r-- | services/strategy-engine/tests/conftest.py | 8 | ||||
| -rw-r--r-- | services/strategy-engine/tests/test_engine.py | 72 | ||||
| -rw-r--r-- | services/strategy-engine/tests/test_grid_strategy.py | 60 | ||||
| -rw-r--r-- | services/strategy-engine/tests/test_plugin_loader.py | 22 | ||||
| -rw-r--r-- | services/strategy-engine/tests/test_rsi_strategy.py | 45 |
6 files changed, 207 insertions, 0 deletions
diff --git a/services/strategy-engine/tests/__init__.py b/services/strategy-engine/tests/__init__.py new file mode 100644 index 0000000..e69de29 --- /dev/null +++ b/services/strategy-engine/tests/__init__.py diff --git a/services/strategy-engine/tests/conftest.py b/services/strategy-engine/tests/conftest.py new file mode 100644 index 0000000..c9ef308 --- /dev/null +++ b/services/strategy-engine/tests/conftest.py @@ -0,0 +1,8 @@ +"""Pytest configuration: ensure strategies/ is importable.""" +import sys +from pathlib import Path + +# Add the strategies directory to sys.path so that `from strategies.base import ...` works +STRATEGIES_DIR = Path(__file__).parent.parent / "strategies" +if str(STRATEGIES_DIR) not in sys.path: + sys.path.insert(0, str(STRATEGIES_DIR.parent)) diff --git a/services/strategy-engine/tests/test_engine.py b/services/strategy-engine/tests/test_engine.py new file mode 100644 index 0000000..33ad4dd --- /dev/null +++ b/services/strategy-engine/tests/test_engine.py @@ -0,0 +1,72 @@ +"""Tests for the StrategyEngine.""" +from datetime import datetime, timezone +from decimal import Decimal +from unittest.mock import AsyncMock, MagicMock + +import pytest + +from shared.models import Candle, Signal, OrderSide +from shared.events import CandleEvent, SignalEvent +from strategy_engine.engine import StrategyEngine + + +def make_candle_event() -> dict: + candle = Candle( + symbol="BTC/USDT", + timeframe="1m", + open_time=datetime(2024, 1, 1, tzinfo=timezone.utc), + open=Decimal("50000"), + high=Decimal("50100"), + low=Decimal("49900"), + close=Decimal("50050"), + volume=Decimal("10.0"), + ) + return CandleEvent(data=candle).to_dict() + + +def make_signal() -> Signal: + return Signal( + strategy="test", + symbol="BTC/USDT", + side=OrderSide.BUY, + price=Decimal("50050"), + quantity=Decimal("0.01"), + reason="test signal", + ) + + +@pytest.mark.asyncio +async def test_engine_dispatches_candle_to_strategies(): + broker = MagicMock() + broker.read = AsyncMock(return_value=[make_candle_event()]) + broker.publish = AsyncMock() + + strategy = MagicMock() + strategy.on_candle = MagicMock(return_value=None) + + engine = StrategyEngine(broker=broker, strategies=[strategy]) + await engine.process_once("candles.BTC_USDT", "0") + + strategy.on_candle.assert_called_once() + candle_arg = strategy.on_candle.call_args[0][0] + assert isinstance(candle_arg, Candle) + assert candle_arg.symbol == "BTC/USDT" + + +@pytest.mark.asyncio +async def test_engine_publishes_signal_when_strategy_returns_one(): + broker = MagicMock() + broker.read = AsyncMock(return_value=[make_candle_event()]) + broker.publish = AsyncMock() + + strategy = MagicMock() + strategy.on_candle = MagicMock(return_value=make_signal()) + + engine = StrategyEngine(broker=broker, strategies=[strategy]) + await engine.process_once("candles.BTC_USDT", "0") + + broker.publish.assert_called_once() + call_args = broker.publish.call_args + assert call_args[0][0] == "signals" + published_data = call_args[0][1] + assert published_data["type"] == "SIGNAL" 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 diff --git a/services/strategy-engine/tests/test_plugin_loader.py b/services/strategy-engine/tests/test_plugin_loader.py new file mode 100644 index 0000000..9496bab --- /dev/null +++ b/services/strategy-engine/tests/test_plugin_loader.py @@ -0,0 +1,22 @@ +"""Tests for the plugin loader.""" +from pathlib import Path + +import pytest + +from strategy_engine.plugin_loader import load_strategies + + +STRATEGIES_DIR = Path(__file__).parent.parent / "strategies" + + +def test_load_strategies_finds_rsi_and_grid(): + strategies = load_strategies(STRATEGIES_DIR) + names = [s.name for s in strategies] + assert "rsi" in names + assert "grid" in names + + +def test_load_strategies_skips_base(): + strategies = load_strategies(STRATEGIES_DIR) + names = [s.name for s in strategies] + assert "base" not in names 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 |
