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-rw-r--r--services/strategy-engine/tests/test_ema_crossover_strategy.py99
1 files changed, 99 insertions, 0 deletions
diff --git a/services/strategy-engine/tests/test_ema_crossover_strategy.py b/services/strategy-engine/tests/test_ema_crossover_strategy.py
new file mode 100644
index 0000000..5a40319
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+++ b/services/strategy-engine/tests/test_ema_crossover_strategy.py
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+"""Tests for the EMA Crossover strategy."""
+from datetime import datetime, timezone
+from decimal import Decimal
+
+import pytest
+
+from shared.models import Candle, OrderSide
+from strategies.ema_crossover_strategy import EmaCrossoverStrategy
+
+
+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 _make_strategy(short: int = 3, long: int = 6) -> EmaCrossoverStrategy:
+ s = EmaCrossoverStrategy()
+ s.configure({"short_period": short, "long_period": long, "quantity": "0.01"})
+ return s
+
+
+def test_ema_warmup_period():
+ strategy = _make_strategy(short=3, long=6)
+ assert strategy.warmup_period == 6
+
+
+def test_ema_no_signal_insufficient_data():
+ strategy = _make_strategy(short=3, long=6)
+ # Feed fewer candles than warmup_period
+ for price in [100, 101, 102, 103, 104]:
+ result = strategy.on_candle(make_candle(price))
+ assert result is None
+
+
+def test_ema_buy_signal_golden_cross():
+ strategy = _make_strategy(short=3, long=6)
+
+ # Declining prices so short EMA stays below long EMA
+ declining = [100, 98, 96, 94, 92, 90, 88, 86, 84, 82]
+ for price in declining:
+ strategy.on_candle(make_candle(price))
+
+ # Sharp rise to force short EMA above long EMA (golden cross)
+ rising = [120, 140, 160]
+ signal = None
+ for price in rising:
+ result = strategy.on_candle(make_candle(price))
+ if result is not None:
+ signal = result
+
+ assert signal is not None
+ assert signal.side == OrderSide.BUY
+ assert "Golden Cross" in signal.reason
+
+
+def test_ema_sell_signal_death_cross():
+ strategy = _make_strategy(short=3, long=6)
+
+ # Rising prices so short EMA stays above long EMA
+ rising = [80, 82, 84, 86, 88, 90, 92, 94, 96, 98]
+ for price in rising:
+ strategy.on_candle(make_candle(price))
+
+ # Sharp decline to force short EMA below long EMA (death cross)
+ declining = [60, 40, 20]
+ signal = None
+ for price in declining:
+ result = strategy.on_candle(make_candle(price))
+ if result is not None:
+ signal = result
+
+ assert signal is not None
+ assert signal.side == OrderSide.SELL
+ assert "Death Cross" in signal.reason
+
+
+def test_ema_reset_clears_state():
+ strategy = _make_strategy(short=3, long=6)
+
+ # Feed enough data to produce a signal
+ for price in [100, 98, 96, 94, 92, 90, 88, 86, 84, 82]:
+ strategy.on_candle(make_candle(price))
+
+ strategy.reset()
+
+ # After reset, insufficient data again — no signal
+ result = strategy.on_candle(make_candle(100))
+ assert result is None
+ # Internal state should be cleared
+ assert len(strategy._closes) == 1
+ assert strategy._prev_short_above is None