e4b2239bcd
- strategy_service.py combines opportunity + portfolio signals into unified buy/sell/hold recommendations - backtest_service.py runs walk-forward backtests on historical datasets with virtual cash and positions - CLI adds `strategy` and `backtest` commands with `--decision-interval` and other tuning parameters - Add tests for both services and CLI dispatch - Update CLAUDE.md with new architecture docs - Optimize model weights via opportunity optimizer Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
101 lines
4.0 KiB
Python
101 lines
4.0 KiB
Python
"""Tests for strategy_service."""
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from __future__ import annotations
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import unittest
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from typing import Any
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from unittest import mock
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from unittest.mock import MagicMock
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from coinhunter.services import strategy_service
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class StrategyServiceTestCase(unittest.TestCase):
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def _klines(self, closes: list[float], volumes: list[float] | None = None) -> list[list[float]]:
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volumes = volumes or [1.0] * len(closes)
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return [
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[i * 3600000.0, c * 0.98, c * 1.02, c * 0.97, c, v, 0.0, c * v, 100, 0.0, 0.0, 0.0]
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for i, (c, v) in enumerate(zip(closes, volumes))
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]
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def _config(self) -> dict[str, Any]:
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return {
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"opportunity": {
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"entry_threshold": 1.5,
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"watch_threshold": 0.6,
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"min_trigger_score": 0.45,
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"min_setup_score": 0.35,
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"overlap_penalty": 0.6,
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"top_n": 10,
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"scan_limit": 50,
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"kline_limit": 48,
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"weights": {},
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"model_weights": {},
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},
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"portfolio": {
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"add_threshold": 1.5,
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"hold_threshold": 0.6,
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"trim_threshold": 0.2,
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"exit_threshold": -0.2,
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"max_position_weight": 0.6,
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},
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"signal": {
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"lookback_interval": "1h",
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},
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"market": {
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"default_quote": "USDT",
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},
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}
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def test_generate_signals_from_klines_buy_when_entry_and_not_held(self) -> None:
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config = self._config()
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closes = list(range(20, 40))
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klines = {"BTCUSDT": self._klines(closes)}
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result = strategy_service.generate_signals_from_klines(config, klines_by_symbol=klines, held_positions=[])
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self.assertIn("buy", result)
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self.assertIn("sell", result)
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self.assertIn("hold", result)
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def test_generate_signals_from_klines_sell_when_exit_signal(self) -> None:
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config = self._config()
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closes = list(range(40, 20, -1))
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klines = {"BTCUSDT": self._klines(closes)}
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held = [{"symbol": "BTCUSDT", "notional_usdt": 1000.0}]
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result = strategy_service.generate_signals_from_klines(config, klines_by_symbol=klines, held_positions=held)
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symbols = [s["symbol"] for s in result["sell"]]
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self.assertIn("BTCUSDT", symbols)
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def test_generate_signals_respects_max_position_weight(self) -> None:
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config = self._config()
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config["portfolio"]["max_position_weight"] = 0.01
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closes = list(range(20, 40))
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klines = {"BTCUSDT": self._klines(closes)}
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held = [{"symbol": "BTCUSDT", "notional_usdt": 9999.0}]
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result = strategy_service.generate_signals_from_klines(config, klines_by_symbol=klines, held_positions=held)
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buy_symbols = [s["symbol"] for s in result["buy"]]
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self.assertNotIn("BTCUSDT", buy_symbols)
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@mock.patch("coinhunter.services.portfolio_service.audit_event")
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@mock.patch("coinhunter.services.opportunity_service.audit_event")
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def test_generate_trade_signals_dispatches_to_services(self, mock_audit_opp, mock_audit_pf) -> None:
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mock_client = MagicMock()
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mock_client.klines.return_value = self._klines(list(range(20, 44)))
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mock_client.ticker_stats.return_value = [
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{
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"symbol": "BTCUSDT",
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"lastPrice": "30.0",
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"priceChangePercent": "5.0",
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"quoteVolume": "1000000",
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"highPrice": "31.0",
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"lowPrice": "29.0",
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}
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]
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mock_client.account.return_value = {"balances": [{"asset": "BTC", "free": "0.5", "locked": "0.0"}]}
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mock_client.exchange_info.return_value = {"symbols": [{"symbol": "BTCUSDT", "status": "TRADING"}]}
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config = self._config()
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result = strategy_service.generate_trade_signals(config, spot_client=mock_client)
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self.assertIn("buy", result)
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self.assertIn("sell", result)
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self.assertIn("hold", result)
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