matitos
c500fb7572
- Add an SVG Bitcoin favicon and link it in index.html. - New indicators: macd() and roc(). - Five new strategies: macd_trend, bollinger_reversion, donchian_breakout, ema_cross, momentum (plus the existing sma_cross, rsi_reversion). - Default TIMEFRAME is now 5m (config, .env.example, compose, workflow, UI).
63 lines
1.8 KiB
Python
63 lines
1.8 KiB
Python
from __future__ import annotations
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import pytest
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from app.engine.indicators import atr, ema, macd, roc, 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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def test_roc() -> None:
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values = [100.0, 110.0, 121.0, 100.0]
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out = roc(values, 2)
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assert out[0] is None and out[1] is None
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assert out[2] == pytest.approx(0.21)
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assert out[3] == pytest.approx(-0.09090909, rel=1e-4)
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def test_macd_shapes_and_crossover_sign() -> None:
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rising = [float(i) for i in range(1, 80)]
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macd_line, signal_line, histogram = macd(rising, 12, 26, 9)
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assert len(macd_line) == len(rising)
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assert macd_line[-1] is not None and signal_line[-1] is not None
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# In a steady uptrend MACD is positive (but can be below its signal after lag).
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assert macd_line[-1] > 0
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assert histogram[-1] == pytest.approx(macd_line[-1] - signal_line[-1])
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falling = [float(i) for i in range(80, 0, -1)]
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macd_falling, _, _ = macd(falling, 12, 26, 9)
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assert macd_falling[-1] < 0
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