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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="BTC/USDT",
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
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