From b9d21e2e2f7ae096c2f8a01bb142a685683b5b90 Mon Sep 17 00:00:00 2001 From: TheSiahxyz <164138827+TheSiahxyz@users.noreply.github.com> Date: Thu, 2 Apr 2026 09:44:43 +0900 Subject: feat: add market sentiment filters (Fear & Greed, CryptoPanic, CryptoQuant) MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit - SentimentProvider: fetches Fear & Greed Index (free, no key), CryptoPanic news sentiment (free key), CryptoQuant exchange netflow (free key) - SentimentData: aggregated should_buy/should_block logic - Fear < 30 = buy opportunity, Greed > 80 = block buying - Negative news < -0.5 = block buying - Exchange outflow = bullish, inflow = bearish - Integrated into Asian Session RSI strategy as entry filter - All providers optional — disabled when API key missing - 14 sentiment tests + 386 total tests passing --- .../tests/test_ema_crossover_strategy.py | 60 ++++++++++++++-------- 1 file changed, 38 insertions(+), 22 deletions(-) (limited to 'services/strategy-engine/tests/test_ema_crossover_strategy.py') 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] -- cgit v1.2.3