from __future__ import annotations import pytest from app.engine.indicators import williams_r from app.engine.strategies import get_strategy from app.engine.strategies.base import StrategyContext from app.models import Position, PositionSide from app.schemas import Candle def candles(closes: list[float]) -> list[Candle]: return [ Candle(ts=i, open=c, high=c * 1.001, low=c * 0.999, close=c, volume=1.0) for i, c in enumerate(closes) ] def ctx(closes: list[float], position=None) -> StrategyContext: return StrategyContext(candles=candles(closes), position=position, equity=1000.0, cash=1000.0) # --- indicator ------------------------------------------------------------ def test_williams_r_bounds() -> None: series = williams_r(candles([100, 102, 98, 101, 99, 103, 97, 100]), 5) for value in series: if value is not None: assert -100.0 <= value <= 0.0 def test_williams_r_rising_is_overbought() -> None: rising = [float(i) for i in range(1, 30)] value = williams_r(candles(rising), 14)[-1] assert value is not None and value > -50 # near the top of the range def test_williams_r_falling_is_oversold() -> None: falling = [float(i) for i in range(30, 1, -1)] value = williams_r(candles(falling), 14)[-1] assert value is not None and value < -50 # near the bottom of the range def test_williams_r_flat_series_is_neutral() -> None: flat = [100.0] * 20 assert williams_r(candles(flat), 14)[-1] == pytest.approx(-50.0) # --- strategy ------------------------------------------------------------- def test_williams_r_registered() -> None: from app.engine.strategies import list_strategies assert "williams_r" in {c.key for c in list_strategies()} def test_enters_long_when_oversold() -> None: strategy = get_strategy("williams_r")({"period": 5, "oversold": -80, "atr_stop_mult": 0}) falling = [100 - i for i in range(15)] c = ctx([float(x) for x in falling]) strategy.on_candle(c) intents = c.take_intents() assert intents and intents[0].action == "enter_long" def test_exits_when_overbought() -> None: strategy = get_strategy("williams_r")({"period": 5, "overbought": -20, "atr_stop_mult": 0}) position = Position( strategy_key="williams_r", symbol="BTC/USDT", side=PositionSide.LONG, qty=1.0, entry_price=100.0, ) rising = [100 + i for i in range(15)] c = ctx([float(x) for x in rising], position=position) strategy.on_candle(c) intents = c.take_intents() assert intents and intents[0].action == "close" def test_atr_stop_is_set_when_enabled() -> None: strategy = get_strategy("williams_r")({"period": 5, "oversold": -80, "atr_stop_mult": 2.0}) falling = [float(100 - i) for i in range(15)] c = ctx(falling) strategy.on_candle(c) intents = c.take_intents() assert intents and intents[0].action == "enter_long" assert intents[0].stop_loss is not None