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"""Tests for strategies handling zero-volume candles gracefully."""
import sys
from datetime import datetime, timezone
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 shared.models import Candle
from strategies.vwap_strategy import VwapStrategy
from strategies.volume_profile_strategy import VolumeProfileStrategy
from strategies.rsi_strategy import RsiStrategy
def _candle(close: str, volume: str = "0", idx: int = 0) -> Candle:
base = datetime(2025, 1, 1, tzinfo=timezone.utc)
from datetime import timedelta
return Candle(
symbol="BTCUSDT",
timeframe="1h",
open_time=base + timedelta(hours=idx),
open=Decimal(close),
high=Decimal(close),
low=Decimal(close),
close=Decimal(close),
volume=Decimal(volume),
)
class TestVwapZeroVolume:
"""VWAP strategy must not divide by zero when all volume is 0."""
def test_all_zero_volume_no_crash(self):
strategy = VwapStrategy()
for i in range(50):
result = strategy.on_candle(_candle("100", "0", i))
# Should return None (no signal) rather than raising ZeroDivisionError
assert result is None
def test_mixed_zero_and_nonzero_volume(self):
strategy = VwapStrategy()
# First 30 candles with volume to pass warmup, then zero volume
for i in range(30):
strategy.on_candle(_candle("100", "10", i))
# Now feed zero-volume candles; cumulative_vol > 0 so VWAP still defined
result = strategy.on_candle(_candle("100", "0", 30))
# Should not crash
assert result is None or result is not None # just checking no exception
class TestVolumeProfileZeroVolume:
"""Volume Profile strategy with all-zero volumes should return None."""
def test_all_zero_volume_returns_none(self):
strategy = VolumeProfileStrategy()
for i in range(150):
result = strategy.on_candle(_candle(str(100 + i % 10), "0", i))
# With zero total volume, should return None (no meaningful signal)
assert result is None
class TestRsiZeroVolume:
"""RSI strategy should process price correctly regardless of volume."""
def test_rsi_with_zero_volume_processes_price(self):
strategy = RsiStrategy()
# Feed descending prices to trigger oversold RSI
signals = []
for i in range(30):
price = str(100 - i)
result = strategy.on_candle(_candle(price, "0", i))
if result is not None:
signals.append(result)
# RSI uses only close prices, volume is irrelevant; should work fine
# With steadily dropping prices, RSI should go below oversold threshold
assert len(signals) >= 1
assert signals[0].side.value == "BUY" # oversold signal
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