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"""Tests for the Grid strategy."""
from datetime import datetime, timezone
from decimal import Decimal
from shared.models import Candle, OrderSide
from strategies.grid_strategy import GridStrategy
def make_candle(close: float) -> Candle:
return Candle(
symbol="AAPL",
timeframe="1m",
open_time=datetime(2024, 1, 1, tzinfo=timezone.utc),
open=Decimal(str(close)),
high=Decimal(str(close)),
low=Decimal(str(close)),
close=Decimal(str(close)),
volume=Decimal("1.0"),
)
def _configured_strategy() -> GridStrategy:
strategy = GridStrategy()
strategy.configure(
{
"lower_price": 48000,
"upper_price": 52000,
"grid_count": 5,
"quantity": "0.01",
}
)
return strategy
def test_grid_strategy_buy_at_lower_grid():
strategy = _configured_strategy()
# First candle: establish zone at upper area
strategy.on_candle(make_candle(51500))
# Second candle: price drops to lower zone → BUY
signal = strategy.on_candle(make_candle(48100))
assert signal is not None
assert signal.side == OrderSide.BUY
def test_grid_strategy_sell_at_upper_grid():
strategy = _configured_strategy()
# First candle: establish zone at lower area
strategy.on_candle(make_candle(48100))
# Second candle: price rises to upper zone → SELL
signal = strategy.on_candle(make_candle(51900))
assert signal is not None
assert signal.side == OrderSide.SELL
def test_grid_strategy_no_signal_in_same_zone():
strategy = _configured_strategy()
# Both candles in approximately the same zone
strategy.on_candle(make_candle(50000))
signal = strategy.on_candle(make_candle(50100))
assert signal is None
def test_grid_exit_on_trend_break():
"""Price drops well below grid range → SELL signal emitted."""
strategy = _configured_strategy()
# Grid range is 48000-52000, exit_threshold_pct defaults to 5%
# Lower bound = 48000 * 0.95 = 45600
# Establish a zone first
strategy.on_candle(make_candle(50000))
# Price drops far below the grid range
signal = strategy.on_candle(make_candle(45000))
assert signal is not None
assert signal.side == OrderSide.SELL
assert "broke out of range" in signal.reason
def test_grid_no_signal_while_out_of_range():
"""After exit signal, no more grid signals until price returns to range."""
strategy = _configured_strategy()
# Establish a zone
strategy.on_candle(make_candle(50000))
# First out-of-range candle → SELL exit signal
signal = strategy.on_candle(make_candle(45000))
assert signal is not None
assert signal.side == OrderSide.SELL
# Subsequent out-of-range candles → no signals
signal = strategy.on_candle(make_candle(44000))
assert signal is None
signal = strategy.on_candle(make_candle(43000))
assert signal is None
# Price returns to grid range → grid signals resume
strategy.on_candle(make_candle(50000))
signal = strategy.on_candle(make_candle(48100))
assert signal is not None
assert signal.side == OrderSide.BUY
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