From cf02d18ea5e3f9357d6a02faac199f57e5daff77 Mon Sep 17 00:00:00 2001
From: TheSiahxyz <164138827+TheSiahxyz@users.noreply.github.com>
Date: Wed, 1 Apr 2026 18:45:12 +0900
Subject: feat(strategy): Phase 2 complete — strategy infrastructure upgrade
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- Technical indicators library (ATR, ADX, RSI, MACD, Bollinger, Stochastic, OBV)
- Signal model: conviction score, stop_loss, take_profit fields
- BaseStrategy: ADX regime filter, volume confirmation, ATR-based stops
- All 8 strategies upgraded with filters, conviction scoring, ATR stops
- Combined strategy uses conviction-weighted scoring
- 334 tests passing
---
 services/strategy-engine/tests/test_base_filters.py | 21 ++++++++++++++-------
 services/strategy-engine/tests/test_indicators.py   |  2 ++
 2 files changed, 16 insertions(+), 7 deletions(-)

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

diff --git a/services/strategy-engine/tests/test_base_filters.py b/services/strategy-engine/tests/test_base_filters.py
index 97d9e16..3e55973 100644
--- a/services/strategy-engine/tests/test_base_filters.py
+++ b/services/strategy-engine/tests/test_base_filters.py
@@ -1,11 +1,12 @@
 """Tests for BaseStrategy filters (ADX, volume, ATR stops)."""
+
 import sys
 from pathlib import Path
+
 sys.path.insert(0, str(Path(__file__).resolve().parents[1]))
 
 from decimal import Decimal
 from datetime import datetime, timezone
-import pytest
 
 from shared.models import Candle, Signal, OrderSide
 from strategies.base import BaseStrategy
@@ -28,9 +29,12 @@ class DummyStrategy(BaseStrategy):
     def on_candle(self, candle: Candle) -> Signal | None:
         self._update_filter_data(candle)
         signal = Signal(
-            strategy=self.name, symbol=candle.symbol,
-            side=OrderSide.BUY, price=candle.close,
-            quantity=self._quantity, reason="test",
+            strategy=self.name,
+            symbol=candle.symbol,
+            side=OrderSide.BUY,
+            price=candle.close,
+            quantity=self._quantity,
+            reason="test",
         )
         return self._apply_filters(signal)
 
@@ -39,10 +43,13 @@ def _candle(price=100.0, volume=10.0, high=None, low=None):
     h = high if high is not None else price + 5
     lo = low if low is not None else price - 5
     return Candle(
-        symbol="BTCUSDT", timeframe="1h",
+        symbol="BTCUSDT",
+        timeframe="1h",
         open_time=datetime(2025, 1, 1, tzinfo=timezone.utc),
-        open=Decimal(str(price)), high=Decimal(str(h)),
-        low=Decimal(str(lo)), close=Decimal(str(price)),
+        open=Decimal(str(price)),
+        high=Decimal(str(h)),
+        low=Decimal(str(lo)),
+        close=Decimal(str(price)),
         volume=Decimal(str(volume)),
     )
 
diff --git a/services/strategy-engine/tests/test_indicators.py b/services/strategy-engine/tests/test_indicators.py
index ac5b505..481569b 100644
--- a/services/strategy-engine/tests/test_indicators.py
+++ b/services/strategy-engine/tests/test_indicators.py
@@ -1,6 +1,8 @@
 """Tests for technical indicator library."""
+
 import sys
 from pathlib import Path
+
 sys.path.insert(0, str(Path(__file__).resolve().parents[1]))
 
 import pandas as pd
-- 
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