Isolate legacy range-grid features

This commit is contained in:
2026-07-13 07:57:52 +02:00
parent 37836f8824
commit f7c2e35e29
7 changed files with 223 additions and 40 deletions
+64
View File
@@ -6,6 +6,8 @@ from app.services.sr_service import (
MAX_LEVELS,
_bar_respect_weight,
_cap_levels,
_legacy_range_grid_nodes,
_legacy_volume_profile_nodes,
_merge_levels,
_round_number_candidates,
_strength_from_respects,
@@ -267,3 +269,65 @@ class TestDetectSrLevels:
assert pivots and traffic
assert all(level["sources"] == ["pivot_point"] for level in pivots)
assert all(level["sources"] == ["volume_profile"] for level in traffic)
def test_legacy_profile_union_matches_explicit_range_grid(self):
highs, lows, closes, volumes = _make_series(n=500)
deployed = _legacy_volume_profile_nodes(highs, lows, closes, volumes)
explicit = _legacy_range_grid_nodes(highs, lows, closes)
assert sorted(deployed) == explicit
assert len(explicit) == 20
def test_explicit_range_grid_is_volume_independent(self):
highs, lows, closes, volumes = _make_series(n=500)
shifted_volumes = [volume * (i + 1) for i, volume in enumerate(volumes)]
baseline = detect_sr_levels_legacy(
highs,
lows,
closes,
volumes,
include_pivots=False,
explicit_range_grid=True,
)
shifted = detect_sr_levels_legacy(
highs,
lows,
closes,
shifted_volumes,
include_pivots=False,
explicit_range_grid=True,
)
assert shifted == baseline
def test_explicit_range_grid_neutral_changes_only_strength(self):
highs, lows, closes, volumes = _make_series(n=500)
touch = detect_sr_levels_legacy(
highs,
lows,
closes,
volumes,
include_pivots=False,
explicit_range_grid=True,
)
neutral = detect_sr_levels_legacy(
highs,
lows,
closes,
volumes,
include_pivots=False,
neutral_strength=True,
explicit_range_grid=True,
)
touch_by_price = {level["price_level"]: level for level in touch}
neutral_by_price = {level["price_level"]: level for level in neutral}
assert neutral_by_price.keys() == touch_by_price.keys()
for price, neutral_level in neutral_by_price.items():
assert neutral_level["strength"] == 50
assert {
key: value
for key, value in neutral_level.items()
if key != "strength"
} == {
key: value
for key, value in touch_by_price[price].items()
if key != "strength"
}