334 lines
12 KiB
Python
334 lines
12 KiB
Python
"""Unit tests for detect_sr_levels and related pure helpers."""
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from __future__ import annotations
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from app.services.sr_service import (
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MAX_LEVELS,
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_bar_respect_weight,
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_cap_levels,
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_legacy_range_grid_nodes,
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_legacy_volume_profile_nodes,
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_merge_levels,
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_round_number_candidates,
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_strength_from_respects,
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detect_sr_levels,
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detect_sr_levels_legacy,
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)
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def _make_series(
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n: int = 300,
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*,
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base: float = 100.0,
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support: float = 95.0,
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resistance: float = 110.0,
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) -> tuple[list[float], list[float], list[float], list[int]]:
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"""Synthetic OHLCV that repeatedly tests support/resistance."""
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highs: list[float] = []
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lows: list[float] = []
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closes: list[float] = []
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volumes: list[int] = []
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price = base
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for i in range(n):
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phase = i % 40
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if phase < 15:
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# Drift down toward support, bounce
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target = support
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price = price + (target - price) * 0.25
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low = min(price, support) - 0.3
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high = price + 1.0
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close = max(price, support + 0.5) if phase > 12 else price
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elif phase < 30:
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# Drift up toward resistance, reject
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target = resistance
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price = price + (target - price) * 0.25
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high = max(price, resistance) + 0.3
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low = price - 1.0
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close = min(price, resistance - 0.5) if phase > 27 else price
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else:
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price = base + (i % 7) * 0.2
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high = price + 1.0
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low = price - 1.0
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close = price
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# Occasional clear swing extremes
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if i % 55 == 25:
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high = resistance + 1.0
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close = resistance - 1.0
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low = close - 1.0
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if i % 55 == 50:
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low = support - 1.0
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close = support + 1.0
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high = close + 1.0
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highs.append(high)
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lows.append(low)
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closes.append(close)
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volumes.append(1000 + (i % 10) * 50)
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price = close
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return highs, lows, closes, volumes
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class TestBarRespectWeight:
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def test_no_interaction(self):
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assert _bar_respect_weight(100.0, 90.0, 85.0, 88.0, 87.0, 0.005) == 0.0
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def test_support_rejection(self):
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# Low probes at 100, closes above with recovery wick
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w = _bar_respect_weight(100.0, 103.0, 99.8, 102.0, 101.0, 0.005)
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assert w >= 0.9
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def test_resistance_rejection(self):
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# High probes at 100, closes below
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w = _bar_respect_weight(100.0, 100.2, 97.0, 98.0, 99.0, 0.005)
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assert w >= 0.9
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def test_pass_through_lower_weight(self):
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# Prev below, close above, bar spans through without probing extremes at level
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w = _bar_respect_weight(100.0, 105.0, 95.0, 104.0, 96.0, 0.005)
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assert w < 0.5
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class TestStrengthFromRespects:
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def test_pass_through_not_maximal(self):
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"""Central pass-through levels should not pin at strength 100."""
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n = 200
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# Trending series that passes through 100 many times
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closes = [80.0 + i * 0.25 for i in range(n)]
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highs = [c + 1.0 for c in closes]
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lows = [c - 1.0 for c in closes]
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strength = _strength_from_respects(100.0, highs, lows, closes, 0.005)
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assert strength < 100
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def test_repeated_rejection_stronger_than_no_touch(self):
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n = 120
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level = 100.0
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# Bars that repeatedly probe support (low near level) and close above
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highs = [103.0] * n
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lows = [99.8] * n
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closes = [102.0] * n
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strong = _strength_from_respects(level, highs, lows, closes, 0.01, base=10)
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far_highs = [120.0] * n
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far_lows = [118.0] * n
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far_closes = [119.0] * n
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weak = _strength_from_respects(level, far_highs, far_lows, far_closes, 0.01, base=10)
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assert strong > weak
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class TestRoundNumbers:
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def test_near_spot(self):
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levels = _round_number_candidates(103.0)
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assert levels
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assert all(abs(p - 103.0) / 103.0 <= 0.15 + 1e-9 for p in levels)
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assert len(levels) <= 8
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def test_non_positive_price(self):
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assert _round_number_candidates(0.0) == []
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assert _round_number_candidates(-5.0) == []
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class TestCapLevels:
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def test_interleaves_sides(self):
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levels = [
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{"price_level": 90.0, "type": "support", "strength": 80, "detection_method": "x"},
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{"price_level": 91.0, "type": "support", "strength": 70, "detection_method": "x"},
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{"price_level": 92.0, "type": "support", "strength": 60, "detection_method": "x"},
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{"price_level": 110.0, "type": "resistance", "strength": 50, "detection_method": "x"},
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{"price_level": 111.0, "type": "resistance", "strength": 40, "detection_method": "x"},
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]
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capped = _cap_levels(levels, max_levels=4)
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assert len(capped) == 4
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types = {lvl["type"] for lvl in capped}
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assert "support" in types
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assert "resistance" in types
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class TestLevelEvidence:
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def test_merge_preserves_sources_and_rejection_evidence(self):
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levels = [
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{
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"price_level": 100.0,
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"type": "",
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"strength": 55,
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"detection_method": "pivot_point",
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"sources": ["pivot_point"],
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"rejection_count": 3,
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"last_rejection_age": 12,
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"weighted_respects": 1.5,
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},
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{
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"price_level": 100.3,
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"type": "",
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"strength": 40,
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"detection_method": "round_number",
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"sources": ["round_number"],
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"rejection_count": 1,
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"last_rejection_age": 4,
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"weighted_respects": 0.5,
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},
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]
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merged = _merge_levels(levels, tolerance=0.005)
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assert len(merged) == 1
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assert set(merged[0]["sources"]) == {"pivot_point", "round_number"}
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assert merged[0]["rejection_count"] == 3
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assert merged[0]["last_rejection_age"] == 4
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class TestDetectSrLevels:
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def test_returns_capped_tagged_levels(self):
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highs, lows, closes, volumes = _make_series()
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levels = detect_sr_levels(highs, lows, closes, volumes)
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assert levels
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assert len(levels) <= MAX_LEVELS
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for lvl in levels:
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assert lvl["type"] in ("support", "resistance")
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assert 0 <= lvl["strength"] <= 100
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assert lvl["detection_method"] in (
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"volume_profile",
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"pivot_point",
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"merged",
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"round_number",
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)
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assert lvl["price_level"] > 0
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assert lvl["sources"]
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assert lvl["rejection_count"] >= 0
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# Sorted by strength desc
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strengths = [lvl["strength"] for lvl in levels]
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assert strengths == sorted(strengths, reverse=True)
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def test_far_fewer_than_old_grid(self):
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"""Should not produce a near-1%-spacing grid of ~70 levels."""
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highs, lows, closes, volumes = _make_series(n=500)
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levels = detect_sr_levels(highs, lows, closes, volumes)
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assert len(levels) <= MAX_LEVELS
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def test_empty_input(self):
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assert detect_sr_levels([], [], [], []) == []
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def test_explicit_tolerance(self):
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highs, lows, closes, volumes = _make_series()
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tight = detect_sr_levels(highs, lows, closes, volumes, tolerance=0.001)
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wide = detect_sr_levels(highs, lows, closes, volumes, tolerance=0.05)
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# Wider merge should not produce more levels
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assert len(wide) <= len(tight) + 2 # allow small jitter from scoring
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def test_levels_near_structural_areas(self):
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"""At least some levels should land near the synthetic S/R band."""
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highs, lows, closes, volumes = _make_series(
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n=400, support=95.0, resistance=110.0
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)
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levels = detect_sr_levels(highs, lows, closes, volumes)
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prices = [lvl["price_level"] for lvl in levels]
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near_support = any(abs(p - 95.0) / 95.0 < 0.05 for p in prices)
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near_resist = any(abs(p - 110.0) / 110.0 < 0.05 for p in prices)
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# Round numbers / VP may dominate; require at least one structural band hit
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assert near_support or near_resist or any(
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abs(p - 100.0) / 100.0 < 0.08 for p in prices
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)
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def test_strength_not_all_pinned_at_100(self):
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highs, lows, closes, volumes = _make_series(n=400)
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levels = detect_sr_levels(highs, lows, closes, volumes)
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if len(levels) >= 3:
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pinned = sum(1 for lvl in levels if lvl["strength"] == 100)
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assert pinned < len(levels)
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def test_legacy_control_retains_old_uncapped_grid(self):
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highs, lows, closes, volumes = _make_series(n=500)
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levels = detect_sr_levels_legacy(highs, lows, closes, volumes)
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assert levels
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assert all(level["sources"] for level in levels)
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# The research control intentionally keeps the deployed detector's much
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# denser output instead of borrowing the rewrite's presentation cap.
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assert len(levels) > MAX_LEVELS
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def test_legacy_geometry_neutral_changes_only_strength(self):
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highs, lows, closes, volumes = _make_series(n=500)
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control = detect_sr_levels_legacy(highs, lows, closes, volumes)
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neutral = detect_sr_levels_legacy(
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highs, lows, closes, volumes, neutral_strength=True
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)
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assert [level["price_level"] for level in neutral] == [
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level["price_level"] for level in sorted(
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control, key=lambda row: row["price_level"]
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)
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]
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assert all(level["strength"] == 50 for level in neutral)
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def test_legacy_source_ablation_isolates_candidates(self):
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highs, lows, closes, volumes = _make_series(n=500)
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pivots = detect_sr_levels_legacy(
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highs, lows, closes, volumes, include_volume_profile=False
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)
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traffic = detect_sr_levels_legacy(
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highs, lows, closes, volumes, include_pivots=False
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)
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assert pivots and traffic
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assert all(level["sources"] == ["pivot_point"] for level in pivots)
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assert all(level["sources"] == ["volume_profile"] for level in traffic)
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def test_legacy_profile_union_matches_explicit_range_grid(self):
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highs, lows, closes, volumes = _make_series(n=500)
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deployed = _legacy_volume_profile_nodes(highs, lows, closes, volumes)
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explicit = _legacy_range_grid_nodes(highs, lows, closes)
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assert sorted(deployed) == explicit
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assert len(explicit) == 20
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def test_explicit_range_grid_is_volume_independent(self):
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highs, lows, closes, volumes = _make_series(n=500)
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shifted_volumes = [volume * (i + 1) for i, volume in enumerate(volumes)]
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baseline = detect_sr_levels_legacy(
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highs,
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lows,
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closes,
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volumes,
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include_pivots=False,
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explicit_range_grid=True,
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)
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shifted = detect_sr_levels_legacy(
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highs,
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lows,
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closes,
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shifted_volumes,
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include_pivots=False,
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explicit_range_grid=True,
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)
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assert shifted == baseline
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def test_explicit_range_grid_neutral_changes_only_strength(self):
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highs, lows, closes, volumes = _make_series(n=500)
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touch = detect_sr_levels_legacy(
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highs,
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lows,
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closes,
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volumes,
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include_pivots=False,
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explicit_range_grid=True,
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)
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neutral = detect_sr_levels_legacy(
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highs,
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lows,
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closes,
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volumes,
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include_pivots=False,
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neutral_strength=True,
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explicit_range_grid=True,
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)
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touch_by_price = {level["price_level"]: level for level in touch}
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neutral_by_price = {level["price_level"]: level for level in neutral}
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assert neutral_by_price.keys() == touch_by_price.keys()
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for price, neutral_level in neutral_by_price.items():
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assert neutral_level["strength"] == 50
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assert {
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key: value
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for key, value in neutral_level.items()
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if key != "strength"
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} == {
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key: value
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for key, value in touch_by_price[price].items()
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if key != "strength"
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}
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