From 98039ac910ab9afcdcb1813d00f3de8de0d2803c Mon Sep 17 00:00:00 2001
From: TheSiahxyz <164138827+TheSiahxyz@users.noreply.github.com>
Date: Thu, 2 Apr 2026 09:20:45 +0900
Subject: feat(strategy): Phase 3 complete — individual strategy upgrades
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- RSI: bullish/bearish divergence detection (conviction 0.9)
- MACD: signal-line crossover + zero-line distance conviction
- Grid: trend break exit + out-of-range guard
- Bollinger: squeeze detection + breakout signals + %B conviction
- EMA Crossover: pullback entry mode (wait for EMA retest)
- VWAP: daily reset + 1σ/2σ deviation bands + band-based conviction
- Volume Profile: HVN/LVN node detection for stronger signals
- Combined: adaptive weighting based on sub-strategy win rates
- 363 tests passing
---
 services/strategy-engine/strategies/macd_strategy.py          | 4 ++--
 services/strategy-engine/tests/test_ema_crossover_strategy.py | 5 +----
 services/strategy-engine/tests/test_vwap_strategy.py          | 2 +-
 3 files changed, 4 insertions(+), 7 deletions(-)

diff --git a/services/strategy-engine/strategies/macd_strategy.py b/services/strategy-engine/strategies/macd_strategy.py
index 4ce0737..356a42b 100644
--- a/services/strategy-engine/strategies/macd_strategy.py
+++ b/services/strategy-engine/strategies/macd_strategy.py
@@ -102,7 +102,7 @@ class MacdStrategy(BaseStrategy):
                     price=candle.close,
                     quantity=self._quantity,
                     conviction=conv,
-                    reason=f"MACD signal-line bullish crossover",
+                    reason="MACD signal-line bullish crossover",
                 )
             # Bearish: MACD crosses below signal
             elif self._prev_macd >= self._prev_signal and macd_val < signal_val:
@@ -115,7 +115,7 @@ class MacdStrategy(BaseStrategy):
                     price=candle.close,
                     quantity=self._quantity,
                     conviction=conv,
-                    reason=f"MACD signal-line bearish crossover",
+                    reason="MACD signal-line bearish crossover",
                 )
 
         # Histogram crossover detection (existing logic, as secondary signal)
diff --git a/services/strategy-engine/tests/test_ema_crossover_strategy.py b/services/strategy-engine/tests/test_ema_crossover_strategy.py
index ee26a33..9e48478 100644
--- a/services/strategy-engine/tests/test_ema_crossover_strategy.py
+++ b/services/strategy-engine/tests/test_ema_crossover_strategy.py
@@ -118,11 +118,8 @@ def test_ema_pullback_entry():
 
     # Sharp rise to force golden cross — with pullback enabled, no signal yet
     rising = [120, 140, 160]
-    signal = None
     for price in rising:
-        result = strategy.on_candle(make_candle(price))
-        if result is not None:
-            signal = result
+        strategy.on_candle(make_candle(price))
 
     # With pullback enabled, crossover should NOT produce immediate signal
     # but _pending_signal should be set
diff --git a/services/strategy-engine/tests/test_vwap_strategy.py b/services/strategy-engine/tests/test_vwap_strategy.py
index 2cc4766..0312972 100644
--- a/services/strategy-engine/tests/test_vwap_strategy.py
+++ b/services/strategy-engine/tests/test_vwap_strategy.py
@@ -1,6 +1,6 @@
 """Tests for the VWAP strategy."""
 
-from datetime import datetime, timezone, timedelta
+from datetime import datetime, timezone
 from decimal import Decimal
 
 
-- 
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