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"""Integration test: full backtest with real strategy on generated candles."""
import sys
from pathlib import Path
sys.path.insert(
0, str(Path(__file__).resolve().parents[2] / "services" / "strategy-engine" / "src")
)
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 decimal import Decimal
from datetime import datetime, timedelta, timezone
from shared.models import Candle
from backtester.engine import BacktestEngine
def _generate_candles(prices: list[float], symbol="BTCUSDT") -> list[Candle]:
return [
Candle(
symbol=symbol,
timeframe="1h",
open_time=datetime(2025, 1, 1, tzinfo=timezone.utc) + timedelta(hours=i),
open=Decimal(str(p)),
high=Decimal(str(p + 100)),
low=Decimal(str(p - 100)),
close=Decimal(str(p)),
volume=Decimal("100"),
)
for i, p in enumerate(prices)
]
def test_backtest_rsi_strategy_end_to_end():
"""Run RSI strategy through backtester and verify result structure."""
from strategies.rsi_strategy import RsiStrategy
strategy = RsiStrategy()
strategy.configure({"period": 5, "oversold": 30, "overbought": 70, "quantity": "0.1"})
# Generate price series: decline then rise
prices = [100 - i for i in range(15)] + [85 + i * 2 for i in range(15)]
candles = _generate_candles(prices)
engine = BacktestEngine(strategy, Decimal("10000"))
result = engine.run(candles)
assert result.strategy_name == "rsi"
assert result.symbol == "BTCUSDT"
assert result.initial_balance == Decimal("10000")
assert result.detailed is not None
assert result.detailed.total_trades >= 0
def test_backtest_with_no_signals():
"""Strategy that generates no signals should return initial balance."""
from strategies.rsi_strategy import RsiStrategy
strategy = RsiStrategy()
strategy.configure({"period": 14, "oversold": 10, "overbought": 90, "quantity": "0.1"})
# Flat prices -- no RSI extremes
prices = [100.0] * 30
candles = _generate_candles(prices)
engine = BacktestEngine(strategy, Decimal("10000"))
result = engine.run(candles)
assert result.total_trades == 0
assert result.final_balance == Decimal("10000")
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