first commit
Some checks failed
Deploy / lint (push) Failing after 7s
Deploy / test (push) Has been skipped
Deploy / deploy (push) Has been skipped

This commit is contained in:
Dennis Thiessen
2026-02-20 17:31:01 +01:00
commit 61ab24490d
160 changed files with 17034 additions and 0 deletions

View File

@@ -0,0 +1,205 @@
"""Unit tests for app.services.indicator_service pure computation functions."""
import pytest
from app.exceptions import ValidationError
from app.services.indicator_service import (
compute_adx,
compute_atr,
compute_ema,
compute_ema_cross,
compute_pivot_points,
compute_rsi,
compute_volume_profile,
)
# ---------------------------------------------------------------------------
# Helpers: generate synthetic OHLCV data
# ---------------------------------------------------------------------------
def _rising_closes(n: int, start: float = 100.0, step: float = 1.0) -> list[float]:
return [start + i * step for i in range(n)]
def _flat_closes(n: int, price: float = 100.0) -> list[float]:
return [price] * n
def _ohlcv_from_closes(closes: list[float], spread: float = 2.0):
"""Generate highs/lows/volumes from a close series."""
highs = [c + spread for c in closes]
lows = [c - spread for c in closes]
volumes = [1000] * len(closes)
return highs, lows, closes, volumes
# ---------------------------------------------------------------------------
# EMA
# ---------------------------------------------------------------------------
class TestComputeEMA:
def test_basic_ema(self):
closes = _rising_closes(25)
result = compute_ema(closes, period=20)
assert "ema" in result
assert "score" in result
assert 0 <= result["score"] <= 100
def test_insufficient_data_raises(self):
closes = _rising_closes(5)
with pytest.raises(ValidationError, match="EMA.*requires at least"):
compute_ema(closes, period=20)
def test_price_above_ema_high_score(self):
# Rising prices → latest close above EMA → score > 50
closes = _rising_closes(30, start=100, step=2)
result = compute_ema(closes, period=20)
assert result["score"] > 50
def test_price_below_ema_low_score(self):
# Falling prices → latest close below EMA → score < 50
closes = list(reversed(_rising_closes(30, start=100, step=2)))
result = compute_ema(closes, period=20)
assert result["score"] < 50
# ---------------------------------------------------------------------------
# RSI
# ---------------------------------------------------------------------------
class TestComputeRSI:
def test_basic_rsi(self):
closes = _rising_closes(20)
result = compute_rsi(closes)
assert "rsi" in result
assert 0 <= result["score"] <= 100
def test_all_gains_rsi_100(self):
closes = _rising_closes(20, step=1)
result = compute_rsi(closes)
assert result["rsi"] == 100.0
def test_all_losses_rsi_0(self):
closes = list(reversed(_rising_closes(20, step=1)))
result = compute_rsi(closes)
assert result["rsi"] == pytest.approx(0.0, abs=0.5)
def test_insufficient_data_raises(self):
with pytest.raises(ValidationError, match="RSI requires"):
compute_rsi([100.0] * 5)
# ---------------------------------------------------------------------------
# ATR
# ---------------------------------------------------------------------------
class TestComputeATR:
def test_basic_atr(self):
closes = _rising_closes(20)
highs, lows, _, _ = _ohlcv_from_closes(closes)
result = compute_atr(highs, lows, closes)
assert "atr" in result
assert result["atr"] > 0
assert 0 <= result["score"] <= 100
def test_insufficient_data_raises(self):
closes = [100.0] * 5
highs, lows, _, _ = _ohlcv_from_closes(closes)
with pytest.raises(ValidationError, match="ATR requires"):
compute_atr(highs, lows, closes)
# ---------------------------------------------------------------------------
# ADX
# ---------------------------------------------------------------------------
class TestComputeADX:
def test_basic_adx(self):
closes = _rising_closes(30)
highs, lows, _, _ = _ohlcv_from_closes(closes)
result = compute_adx(highs, lows, closes)
assert "adx" in result
assert "plus_di" in result
assert "minus_di" in result
assert 0 <= result["score"] <= 100
def test_insufficient_data_raises(self):
closes = _rising_closes(10)
highs, lows, _, _ = _ohlcv_from_closes(closes)
with pytest.raises(ValidationError, match="ADX requires"):
compute_adx(highs, lows, closes)
# ---------------------------------------------------------------------------
# Volume Profile
# ---------------------------------------------------------------------------
class TestComputeVolumeProfile:
def test_basic_volume_profile(self):
closes = _rising_closes(25)
highs, lows, _, volumes = _ohlcv_from_closes(closes)
result = compute_volume_profile(highs, lows, closes, volumes)
assert "poc" in result
assert "value_area_low" in result
assert "value_area_high" in result
assert "hvn" in result
assert "lvn" in result
assert 0 <= result["score"] <= 100
def test_insufficient_data_raises(self):
closes = [100.0] * 10
highs, lows, _, volumes = _ohlcv_from_closes(closes)
with pytest.raises(ValidationError, match="Volume Profile requires"):
compute_volume_profile(highs, lows, closes, volumes)
# ---------------------------------------------------------------------------
# Pivot Points
# ---------------------------------------------------------------------------
class TestComputePivotPoints:
def test_basic_pivot_points(self):
# Create data with clear swing highs/lows
closes = [10, 15, 20, 15, 10, 15, 20, 15, 10, 15]
highs = [c + 1 for c in closes]
lows = [c - 1 for c in closes]
result = compute_pivot_points(highs, lows, closes)
assert "swing_highs" in result
assert "swing_lows" in result
assert 0 <= result["score"] <= 100
def test_insufficient_data_raises(self):
with pytest.raises(ValidationError, match="Pivot Points requires"):
compute_pivot_points([1, 2], [0, 1], [0.5, 1.5])
# ---------------------------------------------------------------------------
# EMA Cross
# ---------------------------------------------------------------------------
class TestComputeEMACross:
def test_bullish_signal(self):
# Rising prices → short EMA > long EMA → bullish
closes = _rising_closes(60, step=2)
result = compute_ema_cross(closes, short_period=20, long_period=50)
assert result["signal"] == "bullish"
assert result["short_ema"] > result["long_ema"]
def test_bearish_signal(self):
# Falling prices → short EMA < long EMA → bearish
closes = list(reversed(_rising_closes(60, step=2)))
result = compute_ema_cross(closes, short_period=20, long_period=50)
assert result["signal"] == "bearish"
assert result["short_ema"] < result["long_ema"]
def test_neutral_signal(self):
# Flat prices → EMAs converge → neutral
closes = _flat_closes(60)
result = compute_ema_cross(closes, short_period=20, long_period=50)
assert result["signal"] == "neutral"
def test_insufficient_data_raises(self):
closes = _rising_closes(30)
with pytest.raises(ValidationError, match="EMA Cross requires"):
compute_ema_cross(closes, short_period=20, long_period=50)