Add Phase 2 foundation: regime classifier, strategy framework, WebSocket streamer
Phase 1 completion: - Add DataStreamer for real-time Binance Futures WebSocket data (klines, mark price) - Add DataValidator for candle validation and gap detection - Add timeframes module with interval mappings Phase 2 foundation: - Add RegimeClassifier with ADX/ATR/Bollinger Band analysis - Add Regime enum (TRENDING_UP/DOWN, RANGING, HIGH_VOLATILITY, UNCERTAIN) - Add Strategy ABC defining generate_signal, get_stop_loss, parameters, suitable_regimes - Add Signal dataclass and SignalType enum for strategy outputs Testing: - Add comprehensive test suites for all new modules - 159 tests passing, 24 skipped (async WebSocket timing) - 82% code coverage Dependencies: - Add pandas-stubs to dev dependencies for mypy compatibility
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bnair123
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tests/test_strategy_base.py
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183
tests/test_strategy_base.py
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"""Unit tests for Strategy base class."""
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from decimal import Decimal
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from unittest.mock import Mock
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import pytest
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from tradefinder.adapters.types import Candle, Side
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from tradefinder.core.regime import Regime
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from tradefinder.strategies.base import Strategy
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from tradefinder.strategies.signals import Signal, SignalType
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class MockStrategy(Strategy):
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"""Concrete implementation of Strategy for testing."""
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name = "mock_strategy"
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def __init__(self) -> None:
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self._parameters = {"period": 14, "multiplier": 2.0}
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self._suitable_regimes = [Regime.TRENDING_UP, Regime.TRENDING_DOWN]
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def generate_signal(self, candles: list[Candle]) -> Signal | None:
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# Mock implementation - return a signal if we have enough candles
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if len(candles) >= 5:
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return Signal(
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signal_type=SignalType.ENTRY_LONG,
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symbol="BTCUSDT",
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price=Decimal("50000.00"),
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stop_loss=Decimal("49000.00"),
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take_profit=Decimal("52000.00"),
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confidence=0.8,
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timestamp=candles[-1].timestamp,
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strategy_name=self.name,
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)
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return None
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def get_stop_loss(self, entry_price: Decimal, side: Side) -> Decimal:
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if side == Side.BUY:
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return entry_price * Decimal("0.98") # 2% below
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else:
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return entry_price * Decimal("1.02") # 2% above
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@property
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def parameters(self) -> dict[str, int | float]:
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return self._parameters
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@property
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def suitable_regimes(self) -> list[Regime]:
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return self._suitable_regimes
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class TestStrategyAbstract:
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"""Tests for Strategy abstract base class."""
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def test_strategy_is_abstract(self) -> None:
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"""Strategy cannot be instantiated directly."""
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with pytest.raises(TypeError):
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Strategy()
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def test_mock_strategy_implements_interface(self) -> None:
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"""MockStrategy properly implements the Strategy interface."""
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strategy = MockStrategy()
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assert strategy.name == "mock_strategy"
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assert isinstance(strategy.parameters, dict)
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assert isinstance(strategy.suitable_regimes, list)
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class TestStrategyGenerateSignal:
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"""Tests for generate_signal method."""
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def test_generate_signal_insufficient_candles(self) -> None:
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"""None returned when insufficient candles."""
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strategy = MockStrategy()
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candles = [Mock(spec=Candle) for _ in range(3)] # Less than 5
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signal = strategy.generate_signal(candles)
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assert signal is None
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def test_generate_signal_sufficient_candles(self) -> None:
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"""Signal returned when sufficient candles."""
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strategy = MockStrategy()
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candles = []
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for _i in range(5):
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candle = Mock(spec=Candle)
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candle.timestamp = Mock()
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candles.append(candle)
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signal = strategy.generate_signal(candles)
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assert signal is not None
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assert isinstance(signal, Signal)
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assert signal.signal_type == SignalType.ENTRY_LONG
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assert signal.strategy_name == "mock_strategy"
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class TestStrategyGetStopLoss:
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"""Tests for get_stop_loss method."""
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def test_get_stop_loss_long_position(self) -> None:
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"""Stop loss calculated for long position."""
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strategy = MockStrategy()
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entry_price = Decimal("50000.00")
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stop_loss = strategy.get_stop_loss(entry_price, Side.BUY)
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expected = entry_price * Decimal("0.98") # 2% below
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assert stop_loss == expected
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def test_get_stop_loss_short_position(self) -> None:
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"""Stop loss calculated for short position."""
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strategy = MockStrategy()
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entry_price = Decimal("50000.00")
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stop_loss = strategy.get_stop_loss(entry_price, Side.SELL)
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expected = entry_price * Decimal("1.02") # 2% above
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assert stop_loss == expected
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class TestStrategyParameters:
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"""Tests for parameters property."""
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def test_parameters_property(self) -> None:
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"""Parameters returned correctly."""
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strategy = MockStrategy()
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params = strategy.parameters
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assert params == {"period": 14, "multiplier": 2.0}
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class TestStrategySuitableRegimes:
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"""Tests for suitable_regimes property."""
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def test_suitable_regimes_property(self) -> None:
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"""Suitable regimes returned correctly."""
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strategy = MockStrategy()
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regimes = strategy.suitable_regimes
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assert regimes == [Regime.TRENDING_UP, Regime.TRENDING_DOWN]
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class TestStrategyValidateCandles:
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"""Tests for validate_candles helper method."""
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def test_validate_candles_sufficient(self) -> None:
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"""True returned when enough candles."""
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strategy = MockStrategy()
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candles = [Mock(spec=Candle) for _ in range(10)]
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result = strategy.validate_candles(candles, 5)
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assert result is True
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def test_validate_candles_insufficient(self) -> None:
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"""False returned when insufficient candles."""
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strategy = MockStrategy()
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candles = [Mock(spec=Candle) for _ in range(3)]
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result = strategy.validate_candles(candles, 5)
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assert result is False
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def test_validate_candles_logs_debug(self) -> None:
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"""Debug message logged when insufficient candles."""
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strategy = MockStrategy()
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candles = [Mock(spec=Candle) for _ in range(3)]
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# Test that the method works - logging is tested elsewhere
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result = strategy.validate_candles(candles, 5)
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assert result is False
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class TestStrategyExample:
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"""Test the example implementation from docstring."""
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def test_example_implementation_structure(self) -> None:
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"""Example strategy structure is valid."""
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# This tests that the example in the docstring would work
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# We can't instantiate it since it's just documentation, but we can verify the structure
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# Verify that the required attributes exist on our mock
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strategy = MockStrategy()
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assert hasattr(strategy, "name")
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assert hasattr(strategy, "generate_signal")
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assert hasattr(strategy, "get_stop_loss")
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assert hasattr(strategy, "parameters")
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assert hasattr(strategy, "suitable_regimes")
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# Verify parameters is a property
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assert isinstance(strategy.parameters, dict)
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# Verify suitable_regimes is a property
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assert isinstance(strategy.suitable_regimes, list)
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assert all(isinstance(regime, Regime) for regime in strategy.suitable_regimes)
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