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"""Tests for the RSI strategy."""
from datetime import datetime, timezone
from decimal import Decimal
from shared.models import Candle, OrderSide
from strategies.rsi_strategy import RsiStrategy
def make_candle(close: float, idx: int = 0) -> 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 test_rsi_strategy_no_signal_insufficient_data():
strategy = RsiStrategy()
strategy.configure({})
candle = make_candle(50000.0)
result = strategy.on_candle(candle)
assert result is None
def test_rsi_strategy_buy_signal_on_oversold():
strategy = RsiStrategy()
strategy.configure({"period": 14, "oversold": 30, "overbought": 70})
# Feed 20 steadily declining prices to force RSI into oversold territory
prices = [50000 - i * 500 for i in range(20)]
signal = None
for i, price in enumerate(prices):
signal = strategy.on_candle(make_candle(price, i))
# We may or may not get a signal depending on RSI calculation;
# if a signal is returned, it must be a BUY
if signal is not None:
assert signal.side == OrderSide.BUY
def test_rsi_detects_bullish_divergence():
"""Bullish divergence: price makes lower low, RSI makes higher low."""
strategy = RsiStrategy()
strategy.configure({"period": 5, "oversold": 20, "overbought": 80})
strategy._filter_enabled = False # Disable filters to test divergence logic only
# Sharp consecutive drop to 50 drives RSI near 0 (first swing low).
# Big recovery, then gradual decline to 48 (lower price, but RSI > 0 = higher low).
prices = [100.0] * 7
prices += [85.0, 70.0, 55.0, 50.0]
prices += [55.0, 65.0, 80.0, 95.0, 110.0, 120.0, 130.0, 135.0, 140.0, 142.0, 143.0, 144.0]
prices += [142.0, 140.0, 138.0, 135.0, 130.0, 125.0, 120.0, 115.0, 110.0, 105.0]
prices += [100.0, 95.0, 90.0, 85.0, 80.0, 75.0, 70.0, 65.0, 60.0, 55.0, 50.0, 48.0]
prices += [52.0, 58.0]
signals = []
for p in prices:
result = strategy.on_candle(make_candle(p))
if result is not None:
signals.append(result)
divergence_signals = [s for s in signals if "divergence" in s.reason]
assert len(divergence_signals) > 0, "Expected at least one bullish divergence signal"
assert divergence_signals[0].side == OrderSide.BUY
assert divergence_signals[0].conviction == 0.9
assert "bullish divergence" in divergence_signals[0].reason
def test_rsi_detects_bearish_divergence():
"""Bearish divergence: price makes higher high, RSI makes lower high."""
strategy = RsiStrategy()
strategy.configure({"period": 5, "oversold": 20, "overbought": 80})
strategy._filter_enabled = False # Disable filters to test divergence logic only
# Sharp consecutive rise to 160 drives RSI very high (first swing high).
# Deep pullback, then rise to 162 (higher price) but with a dip right before
# the peak to dampen RSI (lower high).
prices = [100.0] * 7
prices += [110.0, 120.0, 130.0, 140.0, 150.0, 160.0]
prices += [155.0, 145.0, 130.0, 115.0, 100.0, 90.0, 80.0]
prices += [90.0, 100.0, 110.0, 120.0, 130.0, 140.0, 150.0]
prices += [145.0, 162.0]
prices += [155.0, 148.0]
signals = []
for p in prices:
result = strategy.on_candle(make_candle(p))
if result is not None:
signals.append(result)
divergence_signals = [s for s in signals if "divergence" in s.reason]
assert len(divergence_signals) > 0, "Expected at least one bearish divergence signal"
assert divergence_signals[0].side == OrderSide.SELL
assert divergence_signals[0].conviction == 0.9
assert "bearish divergence" in divergence_signals[0].reason
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