dennisthiessen
c4f2673799
New market_regime_service computes a benchmark (SPY) trend from its 50/200-day SMAs, cached in a SystemSetting and refreshed by a nightly job; GET /market/regime exposes it. Dashboard shows a regime banner; setup cards flag a counter-trend caution when a setup fights the regime (LONG in a bearish market / SHORT in a bullish one). Informational only — nothing is suppressed. Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
46 lines
1.3 KiB
Python
46 lines
1.3 KiB
Python
"""Tests for the market-regime computation."""
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from __future__ import annotations
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from app.services.market_regime_service import compute_regime
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def _series(value: float, n: int = 250) -> list[float]:
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return [value] * n
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def test_unknown_without_history():
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assert compute_regime([])["label"] == "unknown"
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assert compute_regime([100.0] * 10)["label"] == "unknown" # < 50 bars
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def test_bullish_uptrend():
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# Rising series: price > sma50 > sma200
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closes = [100.0 + i * 0.5 for i in range(250)]
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r = compute_regime(closes)
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assert r["label"] == "bullish"
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assert r["price"] > r["sma200"]
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def test_bearish_downtrend():
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closes = [300.0 - i * 0.5 for i in range(250)]
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r = compute_regime(closes)
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assert r["label"] == "bearish"
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assert r["price"] < r["sma200"]
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def test_neutral_when_mixed():
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# Flat for 200 then a dip: price below sma200 but 50 still ~ above → not clean bear
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closes = [100.0] * 200 + [101.0] * 30 + [99.5] * 20
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r = compute_regime(closes)
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assert r["label"] in {"neutral", "bullish", "bearish"} # defined, not crashing
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assert "sma50" in r and "sma200" in r
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def test_fifty_day_fallback():
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# 60 bars: no 200-day, falls back to 50-day
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closes = [100.0 + i for i in range(60)]
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r = compute_regime(closes)
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assert r["label"] == "bullish"
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assert r["sma200"] is None
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