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"""Tests that strategy reset() properly clears internal state."""
import sys
from datetime import UTC, datetime
from decimal import Decimal
from pathlib import Path
sys.path.insert(0, str(Path(__file__).resolve().parents[2] / "services" / "strategy-engine"))
sys.path.insert(0, str(Path(__file__).resolve().parents[2] / "services" / "backtester" / "src"))
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
from shared.models import Candle
def _make_candles(count: int, base_price: float = 100.0) -> list[Candle]:
"""Generate a list of candles with slight price variation."""
candles = []
for i in range(count):
# Oscillating price to potentially trigger signals
price = base_price + (i % 10) - 5
candles.append(
Candle(
symbol="AAPL",
timeframe="1h",
open_time=datetime(2025, 1, 1, i % 24, tzinfo=UTC),
open=Decimal(str(price)),
high=Decimal(str(price + 1)),
low=Decimal(str(price - 1)),
close=Decimal(str(price)),
volume=Decimal("1000"),
)
)
return candles
def _collect_signals(strategy, candles):
"""Feed candles through a strategy and collect all signals."""
signals = []
for c in candles:
s = strategy.on_candle(c)
if s is not None:
signals.append(s)
return signals
class TestRsiReset:
def test_reset_produces_same_signals(self):
strategy = RsiStrategy()
candles = _make_candles(50)
signals1 = _collect_signals(strategy, candles)
strategy.reset()
signals2 = _collect_signals(strategy, candles)
assert len(signals1) == len(signals2)
for s1, s2 in zip(signals1, signals2, strict=True):
assert s1.side == s2.side
assert s1.price == s2.price
class TestGridReset:
def test_reset_produces_same_signals(self):
strategy = GridStrategy()
strategy.configure({"lower_price": 90, "upper_price": 110, "grid_count": 5})
candles = _make_candles(50)
signals1 = _collect_signals(strategy, candles)
strategy.reset()
signals2 = _collect_signals(strategy, candles)
assert len(signals1) == len(signals2)
for s1, s2 in zip(signals1, signals2, strict=True):
assert s1.side == s2.side
assert s1.price == s2.price
class TestMacdReset:
def test_reset_produces_same_signals(self):
strategy = MacdStrategy()
candles = _make_candles(60)
signals1 = _collect_signals(strategy, candles)
strategy.reset()
signals2 = _collect_signals(strategy, candles)
assert len(signals1) == len(signals2)
for s1, s2 in zip(signals1, signals2, strict=True):
assert s1.side == s2.side
assert s1.price == s2.price
class TestBollingerReset:
def test_reset_produces_same_signals(self):
strategy = BollingerStrategy()
candles = _make_candles(50)
signals1 = _collect_signals(strategy, candles)
strategy.reset()
signals2 = _collect_signals(strategy, candles)
assert len(signals1) == len(signals2)
for s1, s2 in zip(signals1, signals2, strict=True):
assert s1.side == s2.side
assert s1.price == s2.price
class TestEmaCrossoverReset:
def test_reset_produces_same_signals(self):
strategy = EmaCrossoverStrategy()
candles = _make_candles(50)
signals1 = _collect_signals(strategy, candles)
strategy.reset()
signals2 = _collect_signals(strategy, candles)
assert len(signals1) == len(signals2)
for s1, s2 in zip(signals1, signals2, strict=True):
assert s1.side == s2.side
assert s1.price == s2.price
class TestVwapReset:
def test_reset_produces_same_signals(self):
strategy = VwapStrategy()
candles = _make_candles(50)
signals1 = _collect_signals(strategy, candles)
strategy.reset()
signals2 = _collect_signals(strategy, candles)
assert len(signals1) == len(signals2)
for s1, s2 in zip(signals1, signals2, strict=True):
assert s1.side == s2.side
assert s1.price == s2.price
class TestVolumeProfileReset:
def test_reset_produces_same_signals(self):
strategy = VolumeProfileStrategy()
candles = _make_candles(150)
signals1 = _collect_signals(strategy, candles)
strategy.reset()
signals2 = _collect_signals(strategy, candles)
assert len(signals1) == len(signals2)
for s1, s2 in zip(signals1, signals2, strict=True):
assert s1.side == s2.side
assert s1.price == s2.price
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