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