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"""Tests for the MACD strategy."""
from datetime import datetime, timezone
from decimal import Decimal
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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