Files
signal-platform/tests/unit/test_recommendation_service.py
T
dennisthiessen e355368748
Deploy / lint (push) Successful in 6s
Deploy / test (push) Successful in 35s
Deploy / deploy (push) Successful in 23s
generate targets from S/R zones, not raw levels (consistency + strength)
Trade-setup targets now pre-merge near-duplicate S/R levels into zone
representatives (same 2% clusterer as chart + alerts) before generate_targets
runs. A clustered wall (e.g. 183 + 185) becomes one target carrying the zone's
COMBINED strength (capped 100) instead of two near-identical targets that each
undervalue the wall — which also feeds a more honest reach-probability via the
S/R-strength magnet. Representative price is the zone's near edge; the strongest
constituent's id is retained. Singleton levels pass through unchanged, so the
downstream band-spreading / probability / primary-selection pipeline and its
tests are untouched.

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
2026-06-15 10:20:15 +02:00

264 lines
9.7 KiB
Python

from __future__ import annotations
from dataclasses import dataclass
from app.services.recommendation_service import (
_build_reasoning,
_choose_recommended_action,
_select_primary_target,
direction_analyzer,
probability_estimator,
signal_conflict_detector,
target_generator,
)
_DEFAULT_CFG = {
"recommendation_high_confidence_threshold": 70.0,
"recommendation_moderate_confidence_threshold": 50.0,
"recommendation_confidence_diff_threshold": 20.0,
}
@dataclass
class _SRLevelStub:
id: int
price_level: float
type: str
strength: int
def test_high_confidence_long_example():
dimension_scores = {
"technical": 75.0,
"momentum": 68.0,
"fundamental": 55.0,
}
confidence = direction_analyzer.calculate_confidence(
direction="long",
dimension_scores=dimension_scores,
sentiment_classification="bullish",
conflicts=[],
)
assert confidence > 70.0
def test_high_confidence_short_example():
dimension_scores = {
"technical": 30.0,
"momentum": 35.0,
"fundamental": 45.0,
}
confidence = direction_analyzer.calculate_confidence(
direction="short",
dimension_scores=dimension_scores,
sentiment_classification="bearish",
conflicts=[],
)
assert confidence > 70.0
def test_short_confidence_low_on_strongly_bullish_stock():
"""The CNC case: technical 92 / momentum 99 must make SHORT confidence low."""
dims = {"technical": 92.0, "momentum": 99.0, "fundamental": 96.0}
short_conf = direction_analyzer.calculate_confidence(
direction="short", dimension_scores=dims, sentiment_classification="neutral", conflicts=[],
)
long_conf = direction_analyzer.calculate_confidence(
direction="long", dimension_scores=dims, sentiment_classification="neutral", conflicts=[],
)
assert short_conf < 20.0 # not 55
assert long_conf > 90.0
def test_action_neutral_when_bias_direction_has_no_setup():
"""Strong LONG bias but only a SHORT setup is tradeable → NEUTRAL, not LONG_HIGH."""
action = _choose_recommended_action(
long_confidence=100.0, short_confidence=5.0, config=_DEFAULT_CFG,
available_directions={"short"},
)
assert action == "NEUTRAL"
# With the long setup available, the same numbers give LONG_HIGH
action_ok = _choose_recommended_action(
long_confidence=100.0, short_confidence=5.0, config=_DEFAULT_CFG,
available_directions={"long", "short"},
)
assert action_ok == "LONG_HIGH"
def test_reasoning_explains_missing_setup():
reasoning = _build_reasoning(
action="NEUTRAL", long_confidence=100.0, short_confidence=5.0, conflicts=[],
dimension_scores={"technical": 92.0, "momentum": 99.0},
sentiment_classification="neutral", config=_DEFAULT_CFG,
available_directions={"short"},
)
assert "bias is LONG" in reasoning
assert "no high-conviction long setup" in reasoning.lower()
def test_primary_target_is_most_likely_worthwhile_not_lottery():
targets = [
{"price": 110.0, "rr_ratio": 2.0, "probability": 65.0}, # worthwhile, most likely ← primary
{"price": 120.0, "rr_ratio": 3.5, "probability": 50.0},
{"price": 140.0, "rr_ratio": 6.0, "probability": 15.0}, # far lottery — not chosen
]
primary = _select_primary_target(targets)
assert primary is not None
assert primary["price"] == 110.0
def test_primary_target_skips_sub_threshold_rr():
targets = [
{"price": 102.0, "rr_ratio": 1.0, "probability": 95.0}, # high prob but trivial R:R — skipped
{"price": 115.0, "rr_ratio": 2.5, "probability": 60.0}, # most likely above the R:R floor ← primary
]
primary = _select_primary_target(targets)
assert primary is not None
assert primary["price"] == 115.0
def test_primary_target_none_when_empty():
assert _select_primary_target([]) is None
def test_detects_sentiment_technical_conflict():
conflicts = signal_conflict_detector.detect_conflicts(
dimension_scores={"technical": 72.0, "momentum": 55.0, "fundamental": 50.0},
sentiment_classification="bearish",
)
assert any("sentiment-technical" in conflict for conflict in conflicts)
def test_generate_targets_respects_direction_and_order():
sr_levels = [
_SRLevelStub(id=1, price_level=110.0, type="resistance", strength=80),
_SRLevelStub(id=2, price_level=115.0, type="resistance", strength=70),
_SRLevelStub(id=3, price_level=120.0, type="resistance", strength=60),
_SRLevelStub(id=4, price_level=95.0, type="support", strength=75),
]
targets = target_generator.generate_targets(
direction="long",
entry_price=100.0,
stop_loss=96.0,
sr_levels=sr_levels, # type: ignore[arg-type]
atr_value=2.0,
)
assert len(targets) >= 1
assert all(target["price"] > 100.0 for target in targets)
distances = [target["distance_from_entry"] for target in targets]
assert distances == sorted(distances)
def test_generate_targets_spreads_across_distance_bands():
"""Near levels must not be crowded out by far high-R:R ones — expect a mix
of distance bands, including the nearest, not just the 5 farthest."""
# entry 100, atr 2 → ATR multiples: 5→2.5, 8→4.0, 14→7.0, 24→12, 34→17, 44→22
sr_levels = [
_SRLevelStub(id=1, price_level=105.0, type="resistance", strength=60), # 2.5 ATR (conservative)
_SRLevelStub(id=2, price_level=108.0, type="resistance", strength=55), # 4.0 ATR (moderate)
_SRLevelStub(id=3, price_level=114.0, type="resistance", strength=90), # 7.0 ATR (aggressive, strong)
_SRLevelStub(id=4, price_level=124.0, type="resistance", strength=95), # 12 ATR (aggressive, strong)
_SRLevelStub(id=5, price_level=134.0, type="resistance", strength=92), # 17 ATR (aggressive, strong)
_SRLevelStub(id=6, price_level=144.0, type="resistance", strength=88), # 22 ATR (aggressive, strong)
]
targets = target_generator.generate_targets(
direction="long", entry_price=100.0, stop_loss=96.0,
sr_levels=sr_levels, atr_value=2.0, # type: ignore[arg-type]
)
multiples = [t["distance_atr_multiple"] for t in targets]
# The nearest (conservative) and a moderate target survive despite the
# strong far levels that would dominate a pure top-5-by-quality pick.
assert any(m <= 2.9 for m in multiples), "expected a conservative (near) target"
assert any(2.9 < m <= 4.6 for m in multiples), "expected a moderate target"
assert any(m > 4.6 for m in multiples), "expected an aggressive (far) target"
def test_probability_decreases_with_distance():
"""A far target must be far less likely than a near one — no 90% at +39%."""
config = {
"recommendation_signal_alignment_weight": 0.15,
"recommendation_sr_strength_weight": 0.20,
}
dims = {"technical": 50.0, "momentum": 50.0} # neutral, isolate the distance term
def prob(atr_multiple: float, strength: float = 50.0) -> float:
return probability_estimator.estimate_probability(
{"sr_strength": strength, "distance_atr_multiple": atr_multiple},
dims, None, "long", config,
)
near = prob(1.5)
mid = prob(4.0)
far = prob(10.0)
# Monotonic decay with distance
assert near > mid > far
# Near target is genuinely likely; a 10-ATR target is a long shot
assert near > 60
assert far < 25
def test_far_target_not_high_probability_even_with_strong_level():
"""The AJG case: a far target stays low-probability even at max strength."""
config = {"recommendation_sr_strength_weight": 0.20, "recommendation_signal_alignment_weight": 0.15}
# ~10 ATR away, strongest possible level, fully aligned bullish
p = probability_estimator.estimate_probability(
{"sr_strength": 100, "distance_atr_multiple": 10.0},
{"technical": 80.0, "momentum": 80.0}, "bullish", "long", config,
)
assert p < 40 # nowhere near 90
def test_classify_by_probability_thresholds():
from app.services.recommendation_service import _classify_by_probability
assert _classify_by_probability(75) == "Conservative"
assert _classify_by_probability(50) == "Moderate"
assert _classify_by_probability(20) == "Aggressive"
def test_zone_representative_levels_merges_wall():
"""Near-duplicate resistances collapse to one zone with combined strength."""
from types import SimpleNamespace
from app.services.recommendation_service import _zone_representative_levels
levels = [
SimpleNamespace(id=1, price_level=183.0, type="resistance", strength=60),
SimpleNamespace(id=2, price_level=185.0, type="resistance", strength=60),
SimpleNamespace(id=3, price_level=200.0, type="resistance", strength=50),
]
reps = _zone_representative_levels(levels, entry_price=180.0)
# 183/185 merge into one zone; 200 stays separate → 2 representatives
assert len(reps) == 2
wall = min(reps, key=lambda r: r.price_level)
assert wall.price_level == 183.0 # near edge of the wall
assert wall.strength == 100 # 60 + 60, capped at 100
far = max(reps, key=lambda r: r.price_level)
assert far.price_level == 200.0
assert far.strength == 50
def test_zone_representative_levels_singletons_unchanged():
from types import SimpleNamespace
from app.services.recommendation_service import _zone_representative_levels
levels = [
SimpleNamespace(id=1, price_level=120.0, type="resistance", strength=70),
SimpleNamespace(id=2, price_level=150.0, type="resistance", strength=40),
]
reps = _zone_representative_levels(levels, entry_price=100.0)
assert len(reps) == 2
assert {round(r.price_level) for r in reps} == {120, 150}