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import pytest
from strategies.bollinger_strategy import BollingerStrategy
from strategies.ema_crossover_strategy import EmaCrossoverStrategy
from strategies.grid_strategy import GridStrategy
from strategies.macd_strategy import MacdStrategy
from strategies.rsi_strategy import RsiStrategy
from strategies.volume_profile_strategy import VolumeProfileStrategy
from strategies.vwap_strategy import VwapStrategy
# ── RSI ──────────────────────────────────────────────────────────────────
class TestRsiValidation:
def test_valid_params(self):
s = RsiStrategy()
s.configure({"period": 14, "oversold": 30, "overbought": 70, "quantity": "0.01"})
def test_period_too_small(self):
s = RsiStrategy()
with pytest.raises(ValueError, match="period must be >= 2"):
s.configure({"period": 1})
def test_oversold_gte_overbought(self):
s = RsiStrategy()
with pytest.raises(ValueError, match="thresholds"):
s.configure({"oversold": 70, "overbought": 30})
def test_oversold_equals_overbought(self):
s = RsiStrategy()
with pytest.raises(ValueError, match="thresholds"):
s.configure({"oversold": 50, "overbought": 50})
def test_oversold_zero(self):
s = RsiStrategy()
with pytest.raises(ValueError, match="thresholds"):
s.configure({"oversold": 0, "overbought": 70})
def test_overbought_100(self):
s = RsiStrategy()
with pytest.raises(ValueError, match="thresholds"):
s.configure({"oversold": 30, "overbought": 100})
def test_quantity_zero(self):
s = RsiStrategy()
with pytest.raises(ValueError, match="Quantity must be positive"):
s.configure({"quantity": "0"})
def test_quantity_negative(self):
s = RsiStrategy()
with pytest.raises(ValueError, match="Quantity must be positive"):
s.configure({"quantity": "-1"})
# ── MACD ─────────────────────────────────────────────────────────────────
class TestMacdValidation:
def test_valid_params(self):
s = MacdStrategy()
s.configure({"fast_period": 12, "slow_period": 26, "signal_period": 9, "quantity": "0.05"})
def test_fast_gte_slow(self):
s = MacdStrategy()
with pytest.raises(ValueError, match="fast_period must be < slow_period"):
s.configure({"fast_period": 26, "slow_period": 12})
def test_fast_equals_slow(self):
s = MacdStrategy()
with pytest.raises(ValueError, match="fast_period must be < slow_period"):
s.configure({"fast_period": 12, "slow_period": 12})
def test_fast_period_too_small(self):
s = MacdStrategy()
with pytest.raises(ValueError, match="fast_period must be >= 2"):
s.configure({"fast_period": 1, "slow_period": 26})
def test_signal_period_too_small(self):
s = MacdStrategy()
with pytest.raises(ValueError, match="signal_period must be >= 2"):
s.configure({"signal_period": 1})
def test_quantity_zero(self):
s = MacdStrategy()
with pytest.raises(ValueError, match="Quantity must be positive"):
s.configure({"quantity": "0"})
# ── Bollinger ────────────────────────────────────────────────────────────
class TestBollingerValidation:
def test_valid_params(self):
s = BollingerStrategy()
s.configure({"period": 20, "num_std": 2.0, "quantity": "0.01"})
def test_period_too_small(self):
s = BollingerStrategy()
with pytest.raises(ValueError, match="period must be >= 2"):
s.configure({"period": 1})
def test_num_std_zero(self):
s = BollingerStrategy()
with pytest.raises(ValueError, match="num_std must be > 0"):
s.configure({"num_std": 0})
def test_num_std_negative(self):
s = BollingerStrategy()
with pytest.raises(ValueError, match="num_std must be > 0"):
s.configure({"num_std": -1.0})
def test_quantity_zero(self):
s = BollingerStrategy()
with pytest.raises(ValueError, match="Quantity must be positive"):
s.configure({"quantity": "0"})
# ── EMA Crossover ────────────────────────────────────────────────────────
class TestEmaCrossoverValidation:
def test_valid_params(self):
s = EmaCrossoverStrategy()
s.configure({"short_period": 9, "long_period": 21, "quantity": "0.01"})
def test_short_gte_long(self):
s = EmaCrossoverStrategy()
with pytest.raises(ValueError, match="short_period must be < long_period"):
s.configure({"short_period": 21, "long_period": 9})
def test_short_equals_long(self):
s = EmaCrossoverStrategy()
with pytest.raises(ValueError, match="short_period must be < long_period"):
s.configure({"short_period": 10, "long_period": 10})
def test_short_period_too_small(self):
s = EmaCrossoverStrategy()
with pytest.raises(ValueError, match="short_period must be >= 2"):
s.configure({"short_period": 1, "long_period": 21})
def test_quantity_zero(self):
s = EmaCrossoverStrategy()
with pytest.raises(ValueError, match="Quantity must be positive"):
s.configure({"quantity": "0"})
# ── Grid ─────────────────────────────────────────────────────────────────
class TestGridValidation:
def test_valid_params(self):
s = GridStrategy()
s.configure({"lower_price": 100, "upper_price": 200, "grid_count": 5, "quantity": "0.01"})
def test_lower_gte_upper(self):
s = GridStrategy()
with pytest.raises(ValueError, match="lower_price must be < upper_price"):
s.configure({"lower_price": 200, "upper_price": 100})
def test_lower_equals_upper(self):
s = GridStrategy()
with pytest.raises(ValueError, match="lower_price must be < upper_price"):
s.configure({"lower_price": 100, "upper_price": 100})
def test_grid_count_too_small(self):
s = GridStrategy()
with pytest.raises(ValueError, match="grid_count must be >= 2"):
s.configure({"lower_price": 100, "upper_price": 200, "grid_count": 1})
def test_quantity_zero(self):
s = GridStrategy()
with pytest.raises(ValueError, match="Quantity must be positive"):
s.configure({"lower_price": 100, "upper_price": 200, "quantity": "0"})
# ── VWAP ─────────────────────────────────────────────────────────────────
class TestVwapValidation:
def test_valid_params(self):
s = VwapStrategy()
s.configure({"deviation_threshold": 0.002, "quantity": "0.01"})
def test_deviation_threshold_zero(self):
s = VwapStrategy()
with pytest.raises(ValueError, match="deviation_threshold must be > 0"):
s.configure({"deviation_threshold": 0})
def test_deviation_threshold_negative(self):
s = VwapStrategy()
with pytest.raises(ValueError, match="deviation_threshold must be > 0"):
s.configure({"deviation_threshold": -0.01})
def test_quantity_zero(self):
s = VwapStrategy()
with pytest.raises(ValueError, match="Quantity must be positive"):
s.configure({"quantity": "0"})
# ── Volume Profile ───────────────────────────────────────────────────────
class TestVolumeProfileValidation:
def test_valid_params(self):
s = VolumeProfileStrategy()
s.configure(
{
"lookback_period": 100,
"num_bins": 50,
"value_area_pct": 0.7,
"quantity": "0.01",
}
)
def test_lookback_too_small(self):
s = VolumeProfileStrategy()
with pytest.raises(ValueError, match="lookback_period must be >= 2"):
s.configure({"lookback_period": 1})
def test_num_bins_too_small(self):
s = VolumeProfileStrategy()
with pytest.raises(ValueError, match="num_bins must be >= 2"):
s.configure({"num_bins": 1})
def test_value_area_pct_zero(self):
s = VolumeProfileStrategy()
with pytest.raises(ValueError, match="value_area_pct"):
s.configure({"value_area_pct": 0})
def test_value_area_pct_negative(self):
s = VolumeProfileStrategy()
with pytest.raises(ValueError, match="value_area_pct"):
s.configure({"value_area_pct": -0.5})
def test_value_area_pct_above_one(self):
s = VolumeProfileStrategy()
with pytest.raises(ValueError, match="value_area_pct"):
s.configure({"value_area_pct": 1.5})
def test_value_area_pct_exactly_one(self):
"""value_area_pct=1.0 is valid (100% of volume)."""
s = VolumeProfileStrategy()
s.configure({"value_area_pct": 1.0})
def test_quantity_zero(self):
s = VolumeProfileStrategy()
with pytest.raises(ValueError, match="Quantity must be positive"):
s.configure({"quantity": "0"})
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