Refactor opportunity scoring model

tests/test_opportunity_service.py

@@ -128,11 +128,111 @@ class DustOverlapSpotClient(FakeSpotClient):
 
     def klines(self, symbol, interval, limit):
         rows = []
-        for index, close in enumerate([1.0, 1.1, 1.2, 1.3, 1.4, 1.45, 1.5][-limit:]):
+        setup_curve = [
+            1.4151,
+            1.4858,
+            1.3868,
+            1.5,
+            1.4009,
+            1.5142,
+            1.4151,
+            1.5,
+            1.4292,
+            1.4858,
+            1.4434,
+            1.4717,
+            1.4505,
+            1.4575,
+            1.4547,
+            1.4604,
+            1.4575,
+            1.4632,
+            1.4599,
+            1.466,
+            1.4618,
+            1.4698,
+            1.4745,
+            1.5,
+        ]
+        for index, close in enumerate(setup_curve[-limit:]):
             rows.append([index, close * 0.98, close * 1.01, close * 0.97, close, 100 + index * 10, index + 1, close * 100])
         return rows
 
 
+class OpportunityPatternSpotClient:
+    def account_info(self):
+        return {"balances": [{"asset": "USDT", "free": "100", "locked": "0"}]}
+
+    def ticker_price(self, symbols=None):
+        return []
+
+    def ticker_stats(self, symbols=None, *, window="1d"):
+        rows = {
+            "SETUPUSDT": {
+                "symbol": "SETUPUSDT",
+                "lastPrice": "106",
+                "priceChangePercent": "4",
+                "quoteVolume": "10000000",
+                "highPrice": "107",
+                "lowPrice": "98",
+            },
+            "CHASEUSDT": {
+                "symbol": "CHASEUSDT",
+                "lastPrice": "150",
+                "priceChangePercent": "18",
+                "quoteVolume": "9000000",
+                "highPrice": "152",
+                "lowPrice": "120",
+            },
+        }
+        if not symbols:
+            return list(rows.values())
+        return [rows[symbol] for symbol in symbols]
+
+    def exchange_info(self):
+        return {
+            "symbols": [
+                {"symbol": "SETUPUSDT", "status": "TRADING"},
+                {"symbol": "CHASEUSDT", "status": "TRADING"},
+            ]
+        }
+
+    def klines(self, symbol, interval, limit):
+        curves = {
+            "SETUPUSDT": [
+                100,
+                105,
+                98,
+                106,
+                99,
+                107,
+                100,
+                106,
+                101,
+                105,
+                102,
+                104,
+                102.5,
+                103,
+                102.8,
+                103.2,
+                103.0,
+                103.4,
+                103.1,
+                103.6,
+                103.3,
+                103.8,
+                104.2,
+                106,
+            ],
+            "CHASEUSDT": [120, 125, 130, 135, 140, 145, 150],
+        }[symbol]
+        rows = []
+        for index, close in enumerate(curves[-limit:]):
+            rows.append([index, close * 0.98, close * 1.01, close * 0.97, close, 100 + index * 20, index + 1, close * 100])
+        return rows
+
+
 class OpportunityServiceTestCase(unittest.TestCase):
     def setUp(self):
         self.config = {
@@ -177,10 +277,13 @@ class OpportunityServiceTestCase(unittest.TestCase):
     def test_scan_is_deterministic(self):
         with patch.object(opportunity_service, "audit_event", return_value=None):
             payload = opportunity_service.scan_opportunities(
-                self.config | {"opportunity": self.config["opportunity"] | {"top_n": 2}}, spot_client=FakeSpotClient()
+                self.config | {"opportunity": self.config["opportunity"] | {"top_n": 2}},
+                spot_client=OpportunityPatternSpotClient(),
             )
-        self.assertEqual([item["symbol"] for item in payload["recommendations"]], ["SOLUSDT", "BTCUSDT"])
-        self.assertEqual([item["action"] for item in payload["recommendations"]], ["enter", "enter"])
+        self.assertEqual([item["symbol"] for item in payload["recommendations"]], ["SETUPUSDT", "CHASEUSDT"])
+        self.assertEqual([item["action"] for item in payload["recommendations"]], ["trigger", "chase"])
+        self.assertGreater(payload["recommendations"][0]["metrics"]["setup_score"], 0.6)
+        self.assertGreater(payload["recommendations"][1]["metrics"]["extension_penalty"], 1.0)
 
     def test_scan_respects_ignore_dust_for_overlap_penalty(self):
         client = DustOverlapSpotClient()
@@ -201,7 +304,7 @@ class OpportunityServiceTestCase(unittest.TestCase):
         ignored_rec = ignored["recommendations"][0]
         included_rec = included["recommendations"][0]
 
-        self.assertEqual(ignored_rec["action"], "enter")
+        self.assertEqual(ignored_rec["action"], "trigger")
         self.assertEqual(ignored_rec["metrics"]["position_weight"], 0.0)
         self.assertEqual(included_rec["action"], "skip")
         self.assertEqual(included_rec["metrics"]["position_weight"], 1.0)