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"""Tests for Asian Session RSI strategy."""
import sys
from pathlib import Path
sys.path.insert(0, str(Path(__file__).resolve().parents[1]))
from datetime import datetime, timezone
from decimal import Decimal
from shared.models import Candle, OrderSide
from strategies.asian_session_rsi import AsianSessionRsiStrategy
def _candle(price, hour=0, minute=30, volume=100.0, day=1):
return Candle(
symbol="SOLUSDT",
timeframe="5m",
open_time=datetime(2025, 1, day, hour, minute, tzinfo=timezone.utc),
open=Decimal(str(price)),
high=Decimal(str(price + 1)),
low=Decimal(str(price - 1)),
close=Decimal(str(price)),
volume=Decimal(str(volume)),
)
def _make_strategy(**overrides):
s = AsianSessionRsiStrategy()
params = {
"rsi_period": 5,
"rsi_oversold": 30,
"rsi_overbought": 70,
"quantity": "0.5",
"take_profit_pct": 1.5,
"stop_loss_pct": 0.7,
"session_start_utc": 0,
"session_end_utc": 2,
"max_trades_per_day": 3,
"max_consecutive_losses": 2,
}
params.update(overrides)
s.configure(params)
return s
def test_no_signal_outside_session():
s = _make_strategy()
# Hour 5 UTC = outside session (0-2 UTC)
for i in range(10):
sig = s.on_candle(_candle(100 - i * 3, hour=5))
assert sig is None
def test_buy_signal_during_session_on_oversold():
s = AsianSessionRsiStrategy()
s._rsi_period = 5
s._rsi_oversold = 30
s._quantity = Decimal("0.5")
s._take_profit_pct = 1.5
s._stop_loss_pct = 0.7
s._session_start_utc = 0
s._session_end_utc = 2
s._max_trades_per_day = 3
s._max_consecutive_losses = 10 # High limit so test isn't blocked
# Feed declining prices — collect all signals
signals = []
for i in range(10):
sig = s.on_candle(_candle(100 - i * 3, hour=0, minute=i * 5))
if sig is not None:
signals.append(sig)
# Should have generated at least one BUY signal
buy_signals = [s for s in signals if s.side == OrderSide.BUY]
assert len(buy_signals) > 0
assert buy_signals[0].strategy == "asian_session_rsi"
def test_take_profit_exit():
s = _make_strategy(rsi_period=5, rsi_oversold=40)
# Force entry
for i in range(8):
s.on_candle(_candle(100 - i * 2, hour=0, minute=i * 5))
# Should be in position now — push price up for TP
sig = s.on_candle(_candle(100, hour=0, minute=50)) # entry ~around 84-86
if s._in_position:
tp_price = s._entry_price * (1 + s._take_profit_pct / 100)
sig = s.on_candle(_candle(tp_price + 1, hour=1, minute=0))
if sig is not None:
assert sig.side == OrderSide.SELL
assert "Take profit" in sig.reason
def test_stop_loss_exit():
s = _make_strategy(rsi_period=5, rsi_oversold=40)
for i in range(8):
s.on_candle(_candle(100 - i * 2, hour=0, minute=i * 5))
if s._in_position:
sl_price = s._entry_price * (1 - s._stop_loss_pct / 100)
sig = s.on_candle(_candle(sl_price - 1, hour=1, minute=0))
if sig is not None:
assert sig.side == OrderSide.SELL
assert "Stop loss" in sig.reason
def test_time_exit_when_session_ends():
s = _make_strategy(rsi_period=5, rsi_oversold=40)
for i in range(8):
s.on_candle(_candle(100 - i * 2, hour=0, minute=i * 5))
if s._in_position:
# Session ends at hour 2
sig = s.on_candle(_candle(s._entry_price, hour=3, minute=0))
if sig is not None:
assert sig.side == OrderSide.SELL
assert "Time exit" in sig.reason
def test_max_trades_per_day():
s = _make_strategy(rsi_period=3, rsi_oversold=40, max_trades_per_day=1)
# Force one trade
for i in range(6):
s.on_candle(_candle(100 - i * 5, hour=0, minute=i * 5))
# Exit
if s._in_position:
s.on_candle(_candle(200, hour=0, minute=35)) # TP exit
# Try to enter again — should be blocked
for i in range(6):
s.on_candle(_candle(100 - i * 5, hour=1, minute=i * 5))
# After 1 trade, no more allowed
assert not s._in_position or s._trades_today >= 1
def test_consecutive_losses_stop():
s = _make_strategy(rsi_period=3, rsi_oversold=40, max_consecutive_losses=2)
# Simulate 2 losses
s._consecutive_losses = 2
# Even with valid conditions, should not enter
for i in range(6):
sig = s.on_candle(_candle(100 - i * 5, hour=0, minute=i * 5))
assert sig is None
def test_reset_clears_all():
s = _make_strategy()
s.on_candle(_candle(100, hour=0))
s._in_position = True
s._trades_today = 2
s._consecutive_losses = 1
s.reset()
assert not s._in_position
assert s._trades_today == 0
assert len(s._closes) == 0
def test_warmup_period():
s = _make_strategy(rsi_period=14)
assert s.warmup_period == 15
def test_ema_filter_blocks_below_ema():
"""Entry blocked when price is below EMA."""
s = AsianSessionRsiStrategy()
s._rsi_period = 5
s._rsi_oversold = 40
s._quantity = Decimal("0.5")
s._take_profit_pct = 1.5
s._stop_loss_pct = 0.7
s._session_start_utc = 0
s._session_end_utc = 2
s._max_trades_per_day = 3
s._max_consecutive_losses = 10
s._ema_period = 5
s._require_bullish_candle = False # Test EMA only
# Feed rising prices to set EMA high, then sharp drop
for i in range(10):
s.on_candle(_candle(200 + i * 5, hour=0, minute=i * 5))
# Now feed low price -- below EMA, RSI should be low
signals = []
for i in range(5):
sig = s.on_candle(_candle(100 - i * 5, hour=0, minute=(15 + i) * 5 % 60))
if sig is not None:
signals.append(sig)
# Should have no BUY signals because price is way below EMA
buy_sigs = [s for s in signals if s.side == OrderSide.BUY]
assert len(buy_sigs) == 0
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