1 files changed, 247 insertions, 0 deletions
diff --git a/services/strategy-engine/tests/test_strategy_validation.py b/services/strategy-engine/tests/test_strategy_validation.py
new file mode 100644
index 0000000..a832a15
--- /dev/null
+++ b/services/strategy-engine/tests/test_strategy_validation.py
@@ -0,0 +1,247 @@
+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.volume_profile_strategy import VolumeProfileStrategy
+
+
+# ── RSI ──────────────────────────────────────────────────────────────────
+
+
+class TestRsiValidation:
+    def test_valid_params(self):
+        s = RsiStrategy()
+        s.configure({"period": 14, "oversold": 30, "overbought": 70, "quantity": "0.01"})
+
+    def test_period_too_small(self):
+        s = RsiStrategy()
+        with pytest.raises(ValueError, match="period must be >= 2"):
+            s.configure({"period": 1})
+
+    def test_oversold_gte_overbought(self):
+        s = RsiStrategy()
+        with pytest.raises(ValueError, match="thresholds"):
+            s.configure({"oversold": 70, "overbought": 30})
+
+    def test_oversold_equals_overbought(self):
+        s = RsiStrategy()
+        with pytest.raises(ValueError, match="thresholds"):
+            s.configure({"oversold": 50, "overbought": 50})
+
+    def test_oversold_zero(self):
+        s = RsiStrategy()
+        with pytest.raises(ValueError, match="thresholds"):
+            s.configure({"oversold": 0, "overbought": 70})
+
+    def test_overbought_100(self):
+        s = RsiStrategy()
+        with pytest.raises(ValueError, match="thresholds"):
+            s.configure({"oversold": 30, "overbought": 100})
+
+    def test_quantity_zero(self):
+        s = RsiStrategy()
+        with pytest.raises(ValueError, match="Quantity must be positive"):
+            s.configure({"quantity": "0"})
+
+    def test_quantity_negative(self):
+        s = RsiStrategy()
+        with pytest.raises(ValueError, match="Quantity must be positive"):
+            s.configure({"quantity": "-1"})
+
+
+# ── MACD ─────────────────────────────────────────────────────────────────
+
+
+class TestMacdValidation:
+    def test_valid_params(self):
+        s = MacdStrategy()
+        s.configure({"fast_period": 12, "slow_period": 26, "signal_period": 9, "quantity": "0.05"})
+
+    def test_fast_gte_slow(self):
+        s = MacdStrategy()
+        with pytest.raises(ValueError, match="fast_period must be < slow_period"):
+            s.configure({"fast_period": 26, "slow_period": 12})
+
+    def test_fast_equals_slow(self):
+        s = MacdStrategy()
+        with pytest.raises(ValueError, match="fast_period must be < slow_period"):
+            s.configure({"fast_period": 12, "slow_period": 12})
+
+    def test_fast_period_too_small(self):
+        s = MacdStrategy()
+        with pytest.raises(ValueError, match="fast_period must be >= 2"):
+            s.configure({"fast_period": 1, "slow_period": 26})
+
+    def test_signal_period_too_small(self):
+        s = MacdStrategy()
+        with pytest.raises(ValueError, match="signal_period must be >= 2"):
+            s.configure({"signal_period": 1})
+
+    def test_quantity_zero(self):
+        s = MacdStrategy()
+        with pytest.raises(ValueError, match="Quantity must be positive"):
+            s.configure({"quantity": "0"})
+
+
+# ── Bollinger ────────────────────────────────────────────────────────────
+
+
+class TestBollingerValidation:
+    def test_valid_params(self):
+        s = BollingerStrategy()
+        s.configure({"period": 20, "num_std": 2.0, "quantity": "0.01"})
+
+    def test_period_too_small(self):
+        s = BollingerStrategy()
+        with pytest.raises(ValueError, match="period must be >= 2"):
+            s.configure({"period": 1})
+
+    def test_num_std_zero(self):
+        s = BollingerStrategy()
+        with pytest.raises(ValueError, match="num_std must be > 0"):
+            s.configure({"num_std": 0})
+
+    def test_num_std_negative(self):
+        s = BollingerStrategy()
+        with pytest.raises(ValueError, match="num_std must be > 0"):
+            s.configure({"num_std": -1.0})
+
+    def test_quantity_zero(self):
+        s = BollingerStrategy()
+        with pytest.raises(ValueError, match="Quantity must be positive"):
+            s.configure({"quantity": "0"})
+
+
+# ── EMA Crossover ────────────────────────────────────────────────────────
+
+
+class TestEmaCrossoverValidation:
+    def test_valid_params(self):
+        s = EmaCrossoverStrategy()
+        s.configure({"short_period": 9, "long_period": 21, "quantity": "0.01"})
+
+    def test_short_gte_long(self):
+        s = EmaCrossoverStrategy()
+        with pytest.raises(ValueError, match="short_period must be < long_period"):
+            s.configure({"short_period": 21, "long_period": 9})
+
+    def test_short_equals_long(self):
+        s = EmaCrossoverStrategy()
+        with pytest.raises(ValueError, match="short_period must be < long_period"):
+            s.configure({"short_period": 10, "long_period": 10})
+
+    def test_short_period_too_small(self):
+        s = EmaCrossoverStrategy()
+        with pytest.raises(ValueError, match="short_period must be >= 2"):
+            s.configure({"short_period": 1, "long_period": 21})
+
+    def test_quantity_zero(self):
+        s = EmaCrossoverStrategy()
+        with pytest.raises(ValueError, match="Quantity must be positive"):
+            s.configure({"quantity": "0"})
+
+
+# ── Grid ─────────────────────────────────────────────────────────────────
+
+
+class TestGridValidation:
+    def test_valid_params(self):
+        s = GridStrategy()
+        s.configure({"lower_price": 100, "upper_price": 200, "grid_count": 5, "quantity": "0.01"})
+
+    def test_lower_gte_upper(self):
+        s = GridStrategy()
+        with pytest.raises(ValueError, match="lower_price must be < upper_price"):
+            s.configure({"lower_price": 200, "upper_price": 100})
+
+    def test_lower_equals_upper(self):
+        s = GridStrategy()
+        with pytest.raises(ValueError, match="lower_price must be < upper_price"):
+            s.configure({"lower_price": 100, "upper_price": 100})
+
+    def test_grid_count_too_small(self):
+        s = GridStrategy()
+        with pytest.raises(ValueError, match="grid_count must be >= 2"):
+            s.configure({"lower_price": 100, "upper_price": 200, "grid_count": 1})
+
+    def test_quantity_zero(self):
+        s = GridStrategy()
+        with pytest.raises(ValueError, match="Quantity must be positive"):
+            s.configure({"lower_price": 100, "upper_price": 200, "quantity": "0"})
+
+
+# ── VWAP ─────────────────────────────────────────────────────────────────
+
+
+class TestVwapValidation:
+    def test_valid_params(self):
+        s = VwapStrategy()
+        s.configure({"deviation_threshold": 0.002, "quantity": "0.01"})
+
+    def test_deviation_threshold_zero(self):
+        s = VwapStrategy()
+        with pytest.raises(ValueError, match="deviation_threshold must be > 0"):
+            s.configure({"deviation_threshold": 0})
+
+    def test_deviation_threshold_negative(self):
+        s = VwapStrategy()
+        with pytest.raises(ValueError, match="deviation_threshold must be > 0"):
+            s.configure({"deviation_threshold": -0.01})
+
+    def test_quantity_zero(self):
+        s = VwapStrategy()
+        with pytest.raises(ValueError, match="Quantity must be positive"):
+            s.configure({"quantity": "0"})
+
+
+# ── Volume Profile ───────────────────────────────────────────────────────
+
+
+class TestVolumeProfileValidation:
+    def test_valid_params(self):
+        s = VolumeProfileStrategy()
+        s.configure({
+            "lookback_period": 100,
+            "num_bins": 50,
+            "value_area_pct": 0.7,
+            "quantity": "0.01",
+        })
+
+    def test_lookback_too_small(self):
+        s = VolumeProfileStrategy()
+        with pytest.raises(ValueError, match="lookback_period must be >= 2"):
+            s.configure({"lookback_period": 1})
+
+    def test_num_bins_too_small(self):
+        s = VolumeProfileStrategy()
+        with pytest.raises(ValueError, match="num_bins must be >= 2"):
+            s.configure({"num_bins": 1})
+
+    def test_value_area_pct_zero(self):
+        s = VolumeProfileStrategy()
+        with pytest.raises(ValueError, match="value_area_pct"):
+            s.configure({"value_area_pct": 0})
+
+    def test_value_area_pct_negative(self):
+        s = VolumeProfileStrategy()
+        with pytest.raises(ValueError, match="value_area_pct"):
+            s.configure({"value_area_pct": -0.5})
+
+    def test_value_area_pct_above_one(self):
+        s = VolumeProfileStrategy()
+        with pytest.raises(ValueError, match="value_area_pct"):
+            s.configure({"value_area_pct": 1.5})
+
+    def test_value_area_pct_exactly_one(self):
+        """value_area_pct=1.0 is valid (100% of volume)."""
+        s = VolumeProfileStrategy()
+        s.configure({"value_area_pct": 1.0})
+
+    def test_quantity_zero(self):
+        s = VolumeProfileStrategy()
+        with pytest.raises(ValueError, match="Quantity must be positive"):
+            s.configure({"quantity": "0"})