diff options
Diffstat (limited to 'services/strategy-engine/tests')
3 files changed, 65 insertions, 41 deletions
diff --git a/services/strategy-engine/tests/test_bollinger_strategy.py b/services/strategy-engine/tests/test_bollinger_strategy.py index 473d9b4..7761f2d 100644 --- a/services/strategy-engine/tests/test_bollinger_strategy.py +++ b/services/strategy-engine/tests/test_bollinger_strategy.py @@ -107,12 +107,14 @@ def test_bollinger_squeeze_detection(): """Tight bandwidth → no signal during squeeze.""" # Use a strategy with a high squeeze threshold so constant prices trigger squeeze s = BollingerStrategy() - s.configure({ - "period": 5, - "num_std": 2.0, - "min_bandwidth": 0.0, - "squeeze_threshold": 0.5, # Very high threshold to ensure squeeze triggers - }) + s.configure( + { + "period": 5, + "num_std": 2.0, + "min_bandwidth": 0.0, + "squeeze_threshold": 0.5, # Very high threshold to ensure squeeze triggers + } + ) # Feed identical prices → bandwidth = 0 (below any threshold) for _ in range(6): @@ -126,12 +128,14 @@ def test_bollinger_squeeze_detection(): def test_bollinger_squeeze_breakout_buy(): """Squeeze ends with price above SMA → BUY signal.""" s = BollingerStrategy() - s.configure({ - "period": 5, - "num_std": 1.0, - "min_bandwidth": 0.0, - "squeeze_threshold": 0.01, - }) + s.configure( + { + "period": 5, + "num_std": 1.0, + "min_bandwidth": 0.0, + "squeeze_threshold": 0.01, + } + ) # Feed identical prices to create a squeeze (bandwidth = 0) for _ in range(6): @@ -149,12 +153,14 @@ def test_bollinger_squeeze_breakout_buy(): def test_bollinger_pct_b_conviction(): """Signals near band extremes have higher conviction via %B.""" s = BollingerStrategy() - s.configure({ - "period": 5, - "num_std": 1.0, - "min_bandwidth": 0.0, - "squeeze_threshold": 0.0, # Disable squeeze for this test - }) + s.configure( + { + "period": 5, + "num_std": 1.0, + "min_bandwidth": 0.0, + "squeeze_threshold": 0.0, # Disable squeeze for this test + } + ) # Build up with stable prices for _ in range(5): diff --git a/services/strategy-engine/tests/test_ema_crossover_strategy.py b/services/strategy-engine/tests/test_ema_crossover_strategy.py index 9e48478..67a20bf 100644 --- a/services/strategy-engine/tests/test_ema_crossover_strategy.py +++ b/services/strategy-engine/tests/test_ema_crossover_strategy.py @@ -21,9 +21,18 @@ def make_candle(close: float) -> Candle: ) -def _make_strategy(short: int = 3, long: int = 6, pullback_enabled: bool = False) -> EmaCrossoverStrategy: +def _make_strategy( + short: int = 3, long: int = 6, pullback_enabled: bool = False +) -> EmaCrossoverStrategy: s = EmaCrossoverStrategy() - s.configure({"short_period": short, "long_period": long, "quantity": "0.01", "pullback_enabled": pullback_enabled}) + s.configure( + { + "short_period": short, + "long_period": long, + "quantity": "0.01", + "pullback_enabled": pullback_enabled, + } + ) return s @@ -103,13 +112,15 @@ def test_ema_reset_clears_state(): def test_ema_pullback_entry(): """Crossover detected, then pullback to short EMA triggers signal.""" strategy = EmaCrossoverStrategy() - strategy.configure({ - "short_period": 3, - "long_period": 6, - "quantity": "0.01", - "pullback_enabled": True, - "pullback_tolerance": 0.05, # 5% tolerance for test simplicity - }) + strategy.configure( + { + "short_period": 3, + "long_period": 6, + "quantity": "0.01", + "pullback_enabled": True, + "pullback_tolerance": 0.05, # 5% tolerance for test simplicity + } + ) # Declining prices so short EMA stays below long EMA declining = [100, 98, 96, 94, 92, 90, 88, 86, 84, 82] @@ -129,6 +140,7 @@ def test_ema_pullback_entry(): # The short EMA will be tracking recent prices; feed a price that pulls back # toward it. We use a moderate price to get close to short EMA. import pandas as pd + series = pd.Series(list(strategy._closes)) short_ema_val = series.ewm(span=3, adjust=False).mean().iloc[-1] # Feed a candle at approximately the short EMA value @@ -141,13 +153,15 @@ def test_ema_pullback_entry(): def test_ema_pullback_cancelled_on_reversal(): """Crossover detected, then reversal cancels the pending signal.""" strategy = EmaCrossoverStrategy() - strategy.configure({ - "short_period": 3, - "long_period": 6, - "quantity": "0.01", - "pullback_enabled": True, - "pullback_tolerance": 0.001, # Very tight tolerance — won't trigger easily - }) + strategy.configure( + { + "short_period": 3, + "long_period": 6, + "quantity": "0.01", + "pullback_enabled": True, + "pullback_tolerance": 0.001, # Very tight tolerance — won't trigger easily + } + ) # Declining prices declining = [100, 98, 96, 94, 92, 90, 88, 86, 84, 82] @@ -172,12 +186,14 @@ def test_ema_pullback_cancelled_on_reversal(): def test_ema_immediate_mode(): """With pullback_enabled=False, original immediate entry works.""" strategy = EmaCrossoverStrategy() - strategy.configure({ - "short_period": 3, - "long_period": 6, - "quantity": "0.01", - "pullback_enabled": False, - }) + strategy.configure( + { + "short_period": 3, + "long_period": 6, + "quantity": "0.01", + "pullback_enabled": False, + } + ) # Declining prices so short EMA stays below long EMA declining = [100, 98, 96, 94, 92, 90, 88, 86, 84, 82] diff --git a/services/strategy-engine/tests/test_macd_strategy.py b/services/strategy-engine/tests/test_macd_strategy.py index cd24ee0..17dd2cf 100644 --- a/services/strategy-engine/tests/test_macd_strategy.py +++ b/services/strategy-engine/tests/test_macd_strategy.py @@ -98,7 +98,9 @@ def test_macd_signal_line_crossover(): assert len(buy_signals) > 0, "Expected at least one BUY signal" # Check that at least one is a signal-line crossover or histogram crossover all_reasons = [sig.reason for sig in buy_signals] - assert any("crossover" in r for r in all_reasons), f"Expected crossover signal, got: {all_reasons}" + assert any("crossover" in r for r in all_reasons), ( + f"Expected crossover signal, got: {all_reasons}" + ) def test_macd_conviction_varies_with_distance(): |