matitos
9c3bee87ac
FastAPI backend with a single-strategy async engine, paper and Binance brokers, pure-python indicators, a backtester that shares the engine's portfolio math, and a Vue dashboard with a live WebSocket feed. Adds the Gitea Actions CI/CD workflow that deploys to Traefik via docker_default.
41 lines
1009 B
Python
41 lines
1009 B
Python
from __future__ import annotations
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import pytest
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from app.engine.indicators import atr, ema, rolling_std, rsi, sma
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from app.schemas import Candle
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def candle(high: float, low: float, close: float, open_: float | None = None) -> Candle:
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return Candle(
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ts=0,
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open=open_ if open_ is not None else close,
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high=high,
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low=low,
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close=close,
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volume=1,
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)
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def test_sma() -> None:
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assert sma([1, 2, 3, 4, 5], 3) == [None, None, 2.0, 3.0, 4.0]
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def test_ema() -> None:
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assert ema([1, 2, 3, 4, 5], 3) == [None, None, 2.0, 3.0, 4.0]
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def test_rsi_monotonic_is_100() -> None:
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values = [float(i) for i in range(1, 20)]
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assert rsi(values, 14)[-1] == pytest.approx(100.0)
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def test_atr_flat_market_is_zero() -> None:
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candles = [candle(100, 100, 100) for _ in range(20)]
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assert atr(candles, 5)[-1] == pytest.approx(0.0)
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def test_rolling_std() -> None:
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result = rolling_std([1, 1, 1, 1], 2)
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assert result[-1] == pytest.approx(0.0)
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