From 2faec2f1f1631bd286a5c55051e582f8abe2898c Mon Sep 17 00:00:00 2001
From: TheSiahxyz <164138827+TheSiahxyz@users.noreply.github.com>
Date: Wed, 1 Apr 2026 16:16:03 +0900
Subject: feat(strategy): add MACD strategy

---
 .../strategy-engine/tests/test_macd_strategy.py    | 80 ++++++++++++++++++++++
 1 file changed, 80 insertions(+)
 create mode 100644 services/strategy-engine/tests/test_macd_strategy.py

(limited to 'services/strategy-engine/tests')

diff --git a/services/strategy-engine/tests/test_macd_strategy.py b/services/strategy-engine/tests/test_macd_strategy.py
new file mode 100644
index 0000000..e1ae2a3
--- /dev/null
+++ b/services/strategy-engine/tests/test_macd_strategy.py
@@ -0,0 +1,80 @@
+"""Tests for the MACD strategy."""
+from datetime import datetime, timezone
+from decimal import Decimal
+
+import pytest
+
+from shared.models import Candle, OrderSide
+from strategies.macd_strategy import MacdStrategy
+
+
+def _candle(price: float) -> Candle:
+    return Candle(
+        symbol="BTC/USDT",
+        timeframe="1m",
+        open_time=datetime(2024, 1, 1, tzinfo=timezone.utc),
+        open=Decimal(str(price)),
+        high=Decimal(str(price)),
+        low=Decimal(str(price)),
+        close=Decimal(str(price)),
+        volume=Decimal("1.0"),
+    )
+
+
+def _make_strategy(**kwargs) -> MacdStrategy:
+    params = {"fast_period": 3, "slow_period": 6, "signal_period": 3, "quantity": "0.01"}
+    params.update(kwargs)
+    s = MacdStrategy()
+    s.configure(params)
+    return s
+
+
+def test_macd_warmup_period():
+    s = _make_strategy()
+    assert s.warmup_period == 6 + 3  # slow_period + signal_period
+
+
+def test_macd_no_signal_insufficient_data():
+    s = _make_strategy()
+    # Feed fewer candles than warmup_period
+    for price in [100.0, 101.0, 102.0]:
+        result = s.on_candle(_candle(price))
+        assert result is None
+
+
+def test_macd_buy_signal_on_bullish_crossover():
+    s = _make_strategy()
+    # Declining prices drive MACD histogram negative, then rising prices cross positive
+    prices = [100, 99, 98, 97, 96, 95, 94, 93, 92, 91, 90, 89, 88]
+    prices += [89, 91, 94, 98, 103, 109, 116, 124, 133, 143]
+    signal = None
+    for p in prices:
+        result = s.on_candle(_candle(float(p)))
+        if result is not None:
+            signal = result
+    assert signal is not None, "Expected a BUY signal from bullish crossover"
+    assert signal.side == OrderSide.BUY
+
+
+def test_macd_sell_signal_on_bearish_crossover():
+    s = _make_strategy()
+    # Rising prices drive MACD histogram positive, then declining prices cross negative
+    prices = [100, 101, 102, 103, 104, 105, 106, 107, 108, 109, 110, 111, 112]
+    prices += [111, 109, 106, 102, 97, 91, 84, 76, 67, 57]
+    signal = None
+    for p in prices:
+        result = s.on_candle(_candle(float(p)))
+        if result is not None:
+            signal = result
+    assert signal is not None, "Expected a SELL signal from bearish crossover"
+    assert signal.side == OrderSide.SELL
+
+
+def test_macd_reset_clears_state():
+    s = _make_strategy()
+    for p in [100, 101, 102, 103, 104, 105, 106, 107, 108]:
+        s.on_candle(_candle(float(p)))
+    assert len(s._closes) > 0
+    s.reset()
+    assert len(s._closes) == 0
+    assert s._prev_histogram is None
-- 
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