Add trading cockpit tests

trade_web/test_trading_engine.py

@@ -0,0 +1,67 @@
+import math
+
+from trading_engine import TradingAnalyzer, correlation, ema, macd, performance, returns, rsi, sma
+
+
+def test_indicator_basics():
+    assert sma([1, 2, 3, 4, 5], 3) == 4
+    assert ema([5] * 20, 10) == 5
+    assert rsi(list(range(1, 40))) == 100
+    assert rsi(list(range(40, 1, -1))) == 0
+    assert rsi([100] * 40) == 50
+    macd_data = macd(list(range(1, 80)))
+    assert set(macd_data) == {"macd", "signal", "hist"}
+    assert macd_data["macd"] is not None
+
+
+def test_math_helpers():
+    assert returns([100, 110, 99]) == [0.10000000000000009, -0.09999999999999998]
+    assert correlation([1, 2, 3], [1, 2, 3]) == 1
+    assert math.isclose(performance([100, 120]), 20)
+
+
+def test_signal_risk_reward_matches_output():
+    analyzer = TradingAnalyzer()
+    config = {
+        "symbol": "BTCUSDT",
+        "timeframes": ["15m", "30m", "4h", "1d"],
+        "benchmark_assets": ["ETHUSDT"],
+        "signal_mode": "balanced",
+    }
+    result = analyzer.analyze(config, use_demo_data=True)
+    signal = result["signal"]
+    expected = 0
+    if signal["side"] == "SELL" and signal["stop_loss"] > signal["entry_price"] > signal["target"]:
+        expected = (signal["entry_price"] - signal["target"]) / (signal["stop_loss"] - signal["entry_price"])
+    elif signal["entry_price"] > signal["stop_loss"]:
+        expected = (signal["target"] - signal["entry_price"]) / (signal["entry_price"] - signal["stop_loss"])
+    assert math.isclose(signal["risk_reward"], expected)
+
+
+def test_bearish_setup_becomes_short_signal():
+    analyzer = TradingAnalyzer()
+    params = analyzer._signal_params()
+    frames = {}
+    for timeframe in ["15m", "30m", "4h", "1d"]:
+        frames[timeframe] = {
+            "price": 76676.41,
+            "indicators": {
+                "close": 76676.41,
+                "support": 74289.6,
+                "resistance": 78200,
+                "rsi": 45,
+                "macd": {"hist": -10},
+            },
+            "statuses": {
+                "RSI": {"status": "red"},
+                "MACD": {"status": "red"},
+                "MA_Setup": {"status": "red"},
+                "Volumen": {"status": "orange"},
+                "Trend": {"status": "red"},
+                "Support/Resist": {"status": "red"},
+            },
+        }
+    signal = analyzer._signal(frames, {"pattern_detected": False}, {"score": 0, "label": "neutral"}, "lux_style", params)
+    assert signal["signal_type"] == "STRONG_SELL"
+    assert signal["side"] == "SELL"
+    assert math.isclose(signal["risk_reward"], 1.5664, rel_tol=0.01)