Harwinder
c46bb85012
M5 already broadcast through the shared _scan_timeframe path but was documented as data-only (docstring, CLAUDE.md, DOCUMENTATION.md, plus a phantom `if tf == M5: return` step that never existed in code). Align all docs/comments so M5 alerting at C+ grade is the intended, documented behavior. Remove the live dashboard entirely per request: the 30s refresh loop, per-scan refresh, boot send, and the dashboard-only stats layer (_signal_stats / _stats_updated / _update_signal_stats and its call sites, _format_stats_dashboard and its helper constants). Drop now-unused ZoneInfo import and dashboard mentions from help/autoscan/boot messages and the test suite. The WebSocket level-breach monitor and level cache are untouched. Tests: 136 passed, 0 failed.
1663 lines
55 KiB
Python
1663 lines
55 KiB
Python
#!/usr/bin/env python3
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"""
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ForexBot2 — Comprehensive QA Test Suite
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=========================================
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Tests every function in the codebase without requiring live API connections.
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"""
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import sys
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import os
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import time
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import traceback
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from datetime import datetime, timedelta, timezone
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from unittest.mock import patch, MagicMock
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from io import StringIO
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import numpy as np
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import pandas as pd
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sys.path.insert(0, os.path.dirname(__file__))
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PASS = 0
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FAIL = 0
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ERRORS = []
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def test(name):
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def decorator(func):
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global PASS, FAIL
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try:
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func()
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PASS += 1
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print(f" ✓ {name}")
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except Exception as e:
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FAIL += 1
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tb = traceback.format_exc()
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ERRORS.append((name, str(e), tb))
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print(f" ✗ {name}: {e}")
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return func
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return decorator
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def make_ohlcv(n=300, start_price=1.1000, trend=0.0001, seed=42):
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"""Generate realistic OHLCV data for testing."""
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np.random.seed(seed)
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dates = pd.date_range(
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end=pd.Timestamp.now(tz="UTC").floor("h"),
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periods=n, freq="h"
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)
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close = start_price + np.cumsum(np.random.randn(n) * 0.001 + trend)
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high = close + np.abs(np.random.randn(n) * 0.0005)
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low = close - np.abs(np.random.randn(n) * 0.0005)
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open_ = close + np.random.randn(n) * 0.0003
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volume = np.random.randint(100, 10000, n).astype(float)
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df = pd.DataFrame({
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"Open": open_, "High": high, "Low": low,
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"Close": close, "Volume": volume,
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}, index=dates)
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df.index.name = "Datetime"
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return df
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def make_xau_ohlcv(n=300, start_price=2400.0, seed=42):
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"""Generate XAU/USD OHLCV data."""
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np.random.seed(seed)
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dates = pd.date_range(
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end=pd.Timestamp.now(tz="UTC").floor("h"),
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periods=n, freq="h"
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)
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close = start_price + np.cumsum(np.random.randn(n) * 2.0 + 0.05)
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high = close + np.abs(np.random.randn(n) * 1.0)
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low = close - np.abs(np.random.randn(n) * 1.0)
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open_ = close + np.random.randn(n) * 0.5
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volume = np.random.randint(100, 10000, n).astype(float)
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df = pd.DataFrame({
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"Open": open_, "High": high, "Low": low,
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"Close": close, "Volume": volume,
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}, index=dates)
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df.index.name = "Datetime"
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return df
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# ══════════════════════════════════════════════════════════════════════
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# MODULE 1: config.py
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# ══════════════════════════════════════════════════════════════════════
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print("\n═══ Module 1: config.py ═══")
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from config import (
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Timeframe, SignalStrength, MarketSession,
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PlatformConfig, TechnicalConfig, SignalConfig, NewsConfig,
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FilterConfig, XauStrategyConfig,
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XAUUSD, PAIR_INFO,
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)
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@test("Timeframe enum values")
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def _():
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assert Timeframe.M1.value == "1min"
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assert Timeframe.M5.value == "5min"
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assert Timeframe.M15.value == "15min"
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assert Timeframe.M30.value == "30min"
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assert Timeframe.H1.value == "1h"
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assert Timeframe.H4.value == "4h"
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assert Timeframe.D1.value == "1d"
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assert Timeframe.W1.value == "1wk"
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@test("SignalStrength enum values and ordering")
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def _():
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assert SignalStrength.STRONG_BUY.value == 2
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assert SignalStrength.BUY.value == 1
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assert SignalStrength.NEUTRAL.value == 0
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assert SignalStrength.SELL.value == -1
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assert SignalStrength.STRONG_SELL.value == -2
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assert SignalStrength.STRONG_BUY.value > SignalStrength.BUY.value
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assert SignalStrength.SELL.value > SignalStrength.STRONG_SELL.value
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@test("MarketSession enum values")
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def _():
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assert MarketSession.SYDNEY.value == "sydney"
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assert MarketSession.TOKYO.value == "tokyo"
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assert MarketSession.LONDON.value == "london"
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assert MarketSession.NEW_YORK.value == "new_york"
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assert MarketSession.OVERLAP_LONDON_NY.value == "london_ny_overlap"
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@test("PAIR_INFO completeness and correctness")
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def _():
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assert XAUUSD in PAIR_INFO
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for pair, info in PAIR_INFO.items():
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assert "display" in info, f"Missing 'display' for {pair}"
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assert "pip_value" in info, f"Missing 'pip_value' for {pair}"
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assert "is_jpy_pair" in info, f"Missing 'is_jpy_pair' for {pair}"
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assert info["pip_value"] > 0, f"pip_value must be > 0 for {pair}"
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assert PAIR_INFO[XAUUSD]["is_jpy_pair"] is False
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assert PAIR_INFO[XAUUSD]["pip_value"] == 0.10
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@test("TechnicalConfig defaults")
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def _():
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tc = TechnicalConfig()
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assert tc.ema_fast == 9
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assert tc.ema_medium == 21
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assert tc.ema_slow == 50
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assert tc.ema_trend == 200
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assert tc.rsi_period == 14
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assert tc.rsi_overbought == 70.0
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assert tc.rsi_oversold == 30.0
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assert tc.macd_fast == 12
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assert tc.macd_slow == 26
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assert tc.macd_signal == 9
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assert tc.bb_period == 20
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assert tc.bb_std == 2.0
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assert tc.atr_period == 14
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assert tc.adx_period == 14
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assert tc.ema_mode == "4ema"
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assert tc.rsi_mode == "classic"
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assert tc.macd_as_pillar is True
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assert tc.disabled_indicators == []
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assert tc.roc_period == 10
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assert tc.kc_period == 20
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assert tc.adx_slope_lookback == 5
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@test("SignalConfig defaults")
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def _():
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sc = SignalConfig()
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assert sc.min_confidence == 55.0
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assert sc.min_rr_ratio == 0.5
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assert sc.atr_sl_multiplier == 1.5
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assert sc.default_rr_ratio == 2.0
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assert sc.cooldown_bars == 5
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assert "ema_trend" in sc.weights
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assert "rsi" in sc.weights
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@test("PlatformConfig defaults")
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def _():
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pc = PlatformConfig()
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assert pc.symbol == XAUUSD
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assert pc.primary_timeframe == Timeframe.H1
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assert Timeframe.M15 in pc.confirmation_timeframes
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assert Timeframe.H4 in pc.confirmation_timeframes
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assert pc.data_lookback_days == 60
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assert pc.refresh_interval == 300
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assert XAUUSD in pc.scan_pairs
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@test("XauStrategyConfig defaults")
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def _():
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xc = XauStrategyConfig()
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assert xc.enabled is True
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assert xc.rsi_entry_threshold == 45.0
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assert xc.min_ema200_tfs == 2
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assert xc.allow_generic_trades is True
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assert xc.tp_atr_multiplier == 1.0
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assert xc.sl_atr_multiplier == 2.0
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assert isinstance(xc.blocked_hours_utc, list)
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@test("FilterConfig defaults")
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def _():
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fc = FilterConfig()
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assert fc.session_filter is True
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assert fc.regime_filter is False
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@test("PlatformConfig dataclass mutable default independence")
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def _():
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c1 = PlatformConfig()
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c2 = PlatformConfig()
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c1.scan_pairs.append("TEST")
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assert "TEST" not in c2.scan_pairs, "Mutable defaults should be independent"
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# ══════════════════════════════════════════════════════════════════════
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# MODULE 2: data_provider.py
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# ══════════════════════════════════════════════════════════════════════
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print("\n═══ Module 2: data_provider.py ═══")
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from data_provider import ForexDataProvider, DataIntegrityError
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@test("ForexDataProvider._to_td_symbol conversion")
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def _():
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assert ForexDataProvider._to_td_symbol("XAU/USD") == "XAU/USD"
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@test("ForexDataProvider TD_INTERVALS complete mapping")
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def _():
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dp = ForexDataProvider(PlatformConfig())
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for tf in Timeframe:
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assert tf in dp.TD_INTERVALS, f"Missing TD_INTERVALS mapping for {tf}"
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@test("ForexDataProvider BARS_PER_DAY mapping")
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def _():
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dp = ForexDataProvider(PlatformConfig())
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for tf in Timeframe:
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assert tf in dp.BARS_PER_DAY, f"Missing BARS_PER_DAY for {tf}"
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assert dp.BARS_PER_DAY[Timeframe.H1] == 24
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assert dp.BARS_PER_DAY[Timeframe.M15] == 96
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assert dp.BARS_PER_DAY[Timeframe.D1] == 1
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@test("ForexDataProvider CANDLE_SECONDS mapping")
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def _():
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dp = ForexDataProvider(PlatformConfig())
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for tf in Timeframe:
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assert tf in dp.CANDLE_SECONDS, f"Missing CANDLE_SECONDS for {tf}"
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assert dp.CANDLE_SECONDS[Timeframe.M1] == 60
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assert dp.CANDLE_SECONDS[Timeframe.H1] == 3600
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assert dp.CANDLE_SECONDS[Timeframe.D1] == 86400
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@test("ForexDataProvider._validate_and_clean basic valid data")
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def _():
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dp = ForexDataProvider(PlatformConfig())
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df = make_ohlcv(300)
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result = dp._validate_and_clean(df, "XAU/USD", Timeframe.H1)
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assert len(result) > 0
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assert result.index.is_monotonic_increasing
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assert not result.index.has_duplicates
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@test("ForexDataProvider._validate_and_clean empty df raises error")
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def _():
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dp = ForexDataProvider(PlatformConfig())
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try:
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dp._validate_and_clean(pd.DataFrame(), "XAU/USD", Timeframe.H1)
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assert False, "Should have raised DataIntegrityError"
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except DataIntegrityError:
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pass
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@test("ForexDataProvider._validate_and_clean None df raises error")
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def _():
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dp = ForexDataProvider(PlatformConfig())
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try:
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dp._validate_and_clean(None, "XAU/USD", Timeframe.H1)
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assert False, "Should have raised DataIntegrityError"
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except DataIntegrityError:
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pass
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@test("ForexDataProvider._validate_and_clean fixes OHLC inconsistencies")
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def _():
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dp = ForexDataProvider(PlatformConfig())
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df = make_ohlcv(300)
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df.iloc[10, df.columns.get_loc("High")] = df.iloc[10]["Low"] - 1
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result = dp._validate_and_clean(df, "XAU/USD", Timeframe.H1)
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assert (result["High"] >= result["Low"]).all()
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@test("ForexDataProvider._validate_and_clean drops future timestamps")
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def _():
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dp = ForexDataProvider(PlatformConfig())
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df = make_ohlcv(300)
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future = pd.Timestamp.now(tz="UTC") + pd.Timedelta(hours=10)
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df.loc[future] = df.iloc[-1]
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result = dp._validate_and_clean(df, "XAU/USD", Timeframe.H1)
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assert (result.index <= pd.Timestamp.utcnow() + pd.Timedelta(minutes=5)).all()
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@test("ForexDataProvider._validate_and_clean removes duplicates")
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def _():
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dp = ForexDataProvider(PlatformConfig())
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df = make_ohlcv(300)
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dup = pd.concat([df, df.iloc[-5:]])
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assert dup.index.has_duplicates, "Setup: should have duplicates"
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result = dp._validate_and_clean(dup, "XAU/USD", Timeframe.H1)
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assert not result.index.has_duplicates, "Should remove duplicate indices"
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@test("ForexDataProvider._validate_and_clean forward fills NaN (limit 3)")
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def _():
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dp = ForexDataProvider(PlatformConfig())
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df = make_ohlcv(300)
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df.iloc[100, df.columns.get_loc("Close")] = np.nan
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df.iloc[101, df.columns.get_loc("Close")] = np.nan
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result = dp._validate_and_clean(df, "XAU/USD", Timeframe.H1)
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assert not result["Close"].isna().any()
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@test("ForexDataProvider._is_data_fresh weekend override")
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def _():
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dp = ForexDataProvider(PlatformConfig())
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# Create data that ends on a Friday, call _is_data_fresh on a Saturday
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friday = pd.Timestamp("2025-05-09 16:00:00", tz="UTC")
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old_dates = pd.date_range(end=friday, periods=300, freq="h")
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df = make_ohlcv(300)
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df.index = old_dates
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# Simulate calling on Saturday by patching pd.Timestamp.now
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saturday = pd.Timestamp("2025-05-10 12:00:00", tz="UTC")
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original_now = pd.Timestamp.now
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with patch.object(pd.Timestamp, "now", return_value=saturday):
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result = dp._is_data_fresh(df, "XAU/USD", Timeframe.H1)
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assert result is True, "Weekend data should always be considered fresh"
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@test("ForexDataProvider._is_data_fresh returns False for empty df")
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def _():
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dp = ForexDataProvider(PlatformConfig())
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assert dp._is_data_fresh(pd.DataFrame(), "XAU/USD", Timeframe.H1) is False
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assert dp._is_data_fresh(None, "XAU/USD", Timeframe.H1) is False
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@test("ForexDataProvider.clear_cache clears all entries")
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def _():
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dp = ForexDataProvider(PlatformConfig())
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dp._cache["test_key"] = make_ohlcv(10)
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dp._cache_timestamps["test_key"] = time.time()
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count = dp.clear_cache()
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assert count == 1
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assert len(dp._cache) == 0
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assert len(dp._cache_timestamps) == 0
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@test("ForexDataProvider.get_pair_info returns correct info")
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def _():
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dp = ForexDataProvider(PlatformConfig())
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info = dp.get_pair_info(XAUUSD)
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assert info["symbol"] == XAUUSD
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assert info["display"] == "XAU/USD"
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assert info["pip_value"] == 0.10
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info_unknown = dp.get_pair_info("UNKNOWN")
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assert info_unknown["display"] == "XAU/USD"
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@test("ForexDataProvider._throttle rate limiting logic")
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def _():
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dp = ForexDataProvider(PlatformConfig())
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dp._request_times.clear()
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for _ in range(10):
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dp._throttle(credits=1)
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assert len(dp._request_times) == 10
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@test("ForexDataProvider caching - in-memory cache returns same data")
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def _():
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dp = ForexDataProvider(PlatformConfig())
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df = make_ohlcv(300)
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dp._cache["XAU/USD_1h"] = df
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dp._cache_timestamps["XAU/USD_1h"] = time.time()
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cached = dp._cache.get("XAU/USD_1h")
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assert cached is df
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# ══════════════════════════════════════════════════════════════════════
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# MODULE 3: engine.py
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# ══════════════════════════════════════════════════════════════════════
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print("\n═══ Module 3: engine.py ═══")
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from engine import TechnicalEngine, TechnicalAnalysis, IndicatorSignal
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@test("TechnicalEngine.analyze returns TechnicalAnalysis with insufficient data")
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def _():
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engine = TechnicalEngine(TechnicalConfig())
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df = make_ohlcv(10)
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result = engine.analyze(df, "XAU/USD", "1h")
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assert isinstance(result, TechnicalAnalysis)
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assert result.confidence == 0.0
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@test("TechnicalEngine.analyze returns TechnicalAnalysis with None df")
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def _():
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engine = TechnicalEngine(TechnicalConfig())
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result = engine.analyze(None, "XAU/USD", "1h")
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assert isinstance(result, TechnicalAnalysis)
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assert result.confidence == 0.0
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@test("TechnicalEngine.analyze returns valid result with good data")
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def _():
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engine = TechnicalEngine(TechnicalConfig())
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df = make_ohlcv(300)
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result = engine.analyze(df, "XAU/USD", "1h")
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assert isinstance(result, TechnicalAnalysis)
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assert result.symbol == "XAU/USD"
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assert result.timeframe == "1h"
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assert result.composite_signal in list(SignalStrength)
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assert -100 <= result.composite_score <= 100
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assert 0 <= result.confidence <= 100
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@test("TechnicalEngine EMA-4 mode computes all 4 EMAs")
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def _():
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config = TechnicalConfig(ema_mode="4ema")
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engine = TechnicalEngine(config)
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df = make_ohlcv(300)
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result = engine.analyze(df, "XAU/USD", "1h")
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assert "ema_trend" in result.indicators
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ema_ind = result.indicators["ema_trend"]
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assert isinstance(ema_ind, IndicatorSignal)
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assert ema_ind.name == "EMA Trend"
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assert ema_ind.signal in list(SignalStrength)
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assert "ema_fast" in result.key_levels
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assert "ema_medium" in result.key_levels
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assert "ema_slow" in result.key_levels
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@test("TechnicalEngine EMA-2 mode computes EMA50/200")
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def _():
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config = TechnicalConfig(ema_mode="2ema")
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engine = TechnicalEngine(config)
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df = make_ohlcv(300)
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result = engine.analyze(df, "XAU/USD", "1h")
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assert "ema_trend" in result.indicators
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assert "ema_trend" in result.key_levels or "ema_slow" in result.key_levels
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@test("TechnicalEngine RSI computation")
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def _():
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engine = TechnicalEngine(TechnicalConfig())
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df = make_ohlcv(300)
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result = engine.analyze(df, "XAU/USD", "1h")
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assert "rsi" in result.indicators
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rsi = result.indicators["rsi"]
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assert 0 <= rsi.value <= 100, f"RSI value {rsi.value} out of range"
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assert rsi.signal in list(SignalStrength)
|
|
assert rsi.weight == 1.5
|
|
|
|
|
|
@test("TechnicalEngine RSI with NaN handling")
|
|
def _():
|
|
engine = TechnicalEngine(TechnicalConfig())
|
|
df = make_ohlcv(300)
|
|
df["Close"] = df["Close"].iloc[0] # flat price = 0 delta
|
|
result = engine.analyze(df, "XAU/USD", "1h")
|
|
rsi = result.indicators.get("rsi")
|
|
if rsi:
|
|
assert not pd.isna(rsi.value), "RSI should handle NaN gracefully"
|
|
|
|
|
|
@test("TechnicalEngine Bollinger Bands computation")
|
|
def _():
|
|
engine = TechnicalEngine(TechnicalConfig())
|
|
df = make_ohlcv(300)
|
|
result = engine.analyze(df, "XAU/USD", "1h")
|
|
assert "bollinger" in result.indicators
|
|
bb = result.indicators["bollinger"]
|
|
assert isinstance(bb.value, float)
|
|
assert "bb_upper" in result.key_levels
|
|
assert "bb_lower" in result.key_levels
|
|
assert "bb_mid" in result.key_levels
|
|
assert result.key_levels["bb_upper"] > result.key_levels["bb_lower"]
|
|
|
|
|
|
@test("TechnicalEngine ADX computation")
|
|
def _():
|
|
engine = TechnicalEngine(TechnicalConfig())
|
|
df = make_ohlcv(300)
|
|
result = engine.analyze(df, "XAU/USD", "1h")
|
|
assert "adx" in result.indicators
|
|
adx = result.indicators["adx"]
|
|
assert adx.value >= 0, f"ADX value {adx.value} should be >= 0"
|
|
assert "+DI" in adx.description
|
|
assert "-DI" in adx.description
|
|
|
|
|
|
@test("TechnicalEngine ATR computation and volatility regime")
|
|
def _():
|
|
engine = TechnicalEngine(TechnicalConfig())
|
|
df = make_ohlcv(300)
|
|
result = engine.analyze(df, "XAU/USD", "1h")
|
|
assert "atr" in result.indicators
|
|
atr = result.indicators["atr"]
|
|
assert atr.value > 0, "ATR should be positive"
|
|
assert atr.weight == 0.0, "ATR weight should be 0 (not directional)"
|
|
assert result.volatility_regime in ("low", "normal", "high", "extreme")
|
|
assert "atr" in result.key_levels
|
|
assert "atr_pct" in result.key_levels
|
|
|
|
|
|
@test("TechnicalEngine MACD as pillar (enabled by default)")
|
|
def _():
|
|
engine = TechnicalEngine(TechnicalConfig())
|
|
df = make_ohlcv(300)
|
|
result = engine.analyze(df, "XAU/USD", "1h")
|
|
assert "macd" in result.indicators
|
|
macd = result.indicators["macd"]
|
|
assert macd.weight == 1.5
|
|
|
|
@test("TechnicalEngine MACD not as pillar when disabled")
|
|
def _():
|
|
config = TechnicalConfig(macd_as_pillar=False)
|
|
engine = TechnicalEngine(config)
|
|
df = make_ohlcv(300)
|
|
result = engine.analyze(df, "XAU/USD", "1h")
|
|
assert "macd" not in result.indicators
|
|
assert hasattr(result, "_macd_histogram")
|
|
|
|
|
|
@test("TechnicalEngine disabled indicators are skipped")
|
|
def _():
|
|
config = TechnicalConfig(disabled_indicators=["rsi", "bollinger", "divergence"])
|
|
engine = TechnicalEngine(config)
|
|
df = make_ohlcv(300)
|
|
result = engine.analyze(df, "XAU/USD", "1h")
|
|
assert "rsi" not in result.indicators
|
|
assert "bollinger" not in result.indicators
|
|
|
|
|
|
@test("TechnicalEngine candlestick pattern detection")
|
|
def _():
|
|
engine = TechnicalEngine(TechnicalConfig())
|
|
df = make_ohlcv(300)
|
|
# Create a hammer pattern: long lower wick, small body, no upper wick
|
|
idx = -1
|
|
close_val = df["Close"].iloc[idx]
|
|
df.iloc[idx, df.columns.get_loc("Open")] = close_val - 0.0001
|
|
df.iloc[idx, df.columns.get_loc("Close")] = close_val
|
|
df.iloc[idx, df.columns.get_loc("High")] = close_val + 0.00005
|
|
df.iloc[idx, df.columns.get_loc("Low")] = close_val - 0.001
|
|
result = engine.analyze(df, "XAU/USD", "1h")
|
|
# Pattern may or may not be detected depending on threshold, just ensure no crash
|
|
|
|
|
|
@test("TechnicalEngine swing point detection")
|
|
def _():
|
|
engine = TechnicalEngine(TechnicalConfig())
|
|
series = pd.Series([10, 8, 6, 4, 6, 8, 10, 8, 6, 4, 6, 8, 10])
|
|
lows = engine._find_swing_points(series, mode="low", window=2)
|
|
highs = engine._find_swing_points(series, mode="high", window=2)
|
|
assert len(lows) > 0, "Should find swing lows in V-pattern data"
|
|
assert any(v == 4 for _, v in lows), "Should find value 4 as swing low"
|
|
assert len(highs) > 0, "Should find swing highs"
|
|
|
|
|
|
@test("TechnicalEngine swing points with NaN values")
|
|
def _():
|
|
engine = TechnicalEngine(TechnicalConfig())
|
|
series = pd.Series([10, 8, np.nan, 4, 6, 8, 10, 8, 6, 4, 6, 8, 10])
|
|
lows = engine._find_swing_points(series, mode="low", window=2)
|
|
# Should not crash
|
|
|
|
|
|
@test("TechnicalEngine market regime classification")
|
|
def _():
|
|
engine = TechnicalEngine(TechnicalConfig())
|
|
df = make_ohlcv(300, trend=0.001) # strong uptrend
|
|
result = engine.analyze(df, "XAU/USD", "1h")
|
|
assert result.market_regime in ("trending_up", "trending_down", "trending", "ranging")
|
|
|
|
|
|
@test("TechnicalEngine composite score within bounds")
|
|
def _():
|
|
engine = TechnicalEngine(TechnicalConfig())
|
|
df = make_ohlcv(300)
|
|
result = engine.analyze(df, "XAU/USD", "1h")
|
|
assert -100 <= result.composite_score <= 100
|
|
assert result.composite_signal in list(SignalStrength)
|
|
|
|
|
|
@test("TechnicalEngine regime-aware RSI reinterpretation")
|
|
def _():
|
|
config = TechnicalConfig(rsi_mode="regime_aware")
|
|
engine = TechnicalEngine(config)
|
|
df = make_ohlcv(300, trend=0.001)
|
|
result = engine.analyze(df, "XAU/USD", "1h")
|
|
rsi = result.indicators.get("rsi")
|
|
assert rsi is not None
|
|
|
|
|
|
@test("TechnicalEngine structure S/R levels detection")
|
|
def _():
|
|
engine = TechnicalEngine(TechnicalConfig())
|
|
df = make_ohlcv(300)
|
|
result = engine.analyze(df, "XAU/USD", "1h")
|
|
swing_keys = [k for k in result.key_levels if k.startswith("swing_")]
|
|
assert len(swing_keys) >= 0 # may or may not have swings
|
|
|
|
|
|
@test("TechnicalEngine divergence detection (enabled by default)")
|
|
def _():
|
|
engine = TechnicalEngine(TechnicalConfig())
|
|
df = make_ohlcv(300)
|
|
result = engine.analyze(df, "XAU/USD", "1h")
|
|
# divergence may or may not be detected depending on data, just ensure no crash
|
|
|
|
@test("TechnicalEngine divergence detection (disabled)")
|
|
def _():
|
|
config = TechnicalConfig(disabled_indicators=["divergence"])
|
|
engine = TechnicalEngine(config)
|
|
df = make_ohlcv(300)
|
|
result = engine.analyze(df, "XAU/USD", "1h")
|
|
assert "divergence" not in result.indicators
|
|
|
|
|
|
@test("TechnicalEngine EMA-2 golden cross detection")
|
|
def _():
|
|
config = TechnicalConfig(ema_mode="2ema")
|
|
engine = TechnicalEngine(config)
|
|
df = make_ohlcv(300, trend=0.002)
|
|
result = engine.analyze(df, "XAU/USD", "1h")
|
|
assert "ema_trend" in result.indicators
|
|
|
|
|
|
@test("TechnicalEngine with very short data")
|
|
def _():
|
|
engine = TechnicalEngine(TechnicalConfig())
|
|
df = make_ohlcv(31)
|
|
result = engine.analyze(df, "XAU/USD", "1h")
|
|
assert isinstance(result, TechnicalAnalysis)
|
|
|
|
|
|
@test("TechnicalEngine ROC computation")
|
|
def _():
|
|
engine = TechnicalEngine(TechnicalConfig())
|
|
df = make_ohlcv(300, trend=0.002)
|
|
result = engine.analyze(df, "XAU/USD", "1h")
|
|
assert "roc" in result.indicators
|
|
roc = result.indicators["roc"]
|
|
assert roc.weight == 1.5
|
|
assert roc.signal in list(SignalStrength)
|
|
|
|
|
|
@test("TechnicalEngine Keltner Channels computation")
|
|
def _():
|
|
engine = TechnicalEngine(TechnicalConfig())
|
|
df = make_ohlcv(300)
|
|
result = engine.analyze(df, "XAU/USD", "1h")
|
|
assert "keltner" in result.indicators
|
|
kc = result.indicators["keltner"]
|
|
assert kc.weight == 1.5
|
|
assert "kc_upper" in result.key_levels
|
|
assert "kc_lower" in result.key_levels
|
|
assert "kc_mid" in result.key_levels
|
|
assert result.key_levels["kc_upper"] > result.key_levels["kc_lower"]
|
|
|
|
|
|
@test("TechnicalEngine ADX slope computation")
|
|
def _():
|
|
engine = TechnicalEngine(TechnicalConfig())
|
|
df = make_ohlcv(300, trend=0.002)
|
|
result = engine.analyze(df, "XAU/USD", "1h")
|
|
assert "adx" in result.indicators
|
|
assert hasattr(result, "_adx_slope")
|
|
|
|
|
|
@test("TechnicalEngine transitioning regime detection")
|
|
def _():
|
|
engine = TechnicalEngine(TechnicalConfig())
|
|
df = make_ohlcv(300)
|
|
result = engine.analyze(df, "XAU/USD", "1h")
|
|
assert result.market_regime in (
|
|
"trending_up", "trending_down", "trending", "ranging", "transitioning"
|
|
)
|
|
|
|
|
|
@test("TechnicalEngine gold-specific composite weights")
|
|
def _():
|
|
engine = TechnicalEngine(TechnicalConfig())
|
|
df = make_xau_ohlcv(300)
|
|
result = engine.analyze(df, "XAU/USD", "1h")
|
|
assert -100 <= result.composite_score <= 100
|
|
assert result.composite_signal in list(SignalStrength)
|
|
|
|
|
|
@test("TechnicalEngine EMA ribbon compression detection")
|
|
def _():
|
|
engine = TechnicalEngine(TechnicalConfig())
|
|
df = make_ohlcv(300)
|
|
result = engine.analyze(df, "XAU/USD", "1h")
|
|
assert "ema_trend" in result.indicators
|
|
|
|
|
|
# ══════════════════════════════════════════════════════════════════════
|
|
# MODULE 4: news_engine.py
|
|
# ══════════════════════════════════════════════════════════════════════
|
|
|
|
print("\n═══ Module 4: news_engine.py ═══")
|
|
|
|
from news_engine import NewsEngine, FundamentalContext, EconomicEvent, NewsSentiment
|
|
|
|
|
|
@test("NewsEngine._parse_pair with slash")
|
|
def _():
|
|
base, quote = NewsEngine._parse_pair("XAU/USD")
|
|
assert base == "XAU"
|
|
assert quote == "USD"
|
|
|
|
|
|
@test("NewsEngine._parse_pair with =X suffix")
|
|
def _():
|
|
base, quote = NewsEngine._parse_pair("EURUSD=X")
|
|
assert base == "EUR"
|
|
assert quote == "USD"
|
|
|
|
|
|
@test("NewsEngine._parse_pair for XAU pair")
|
|
def _():
|
|
base, quote = NewsEngine._parse_pair("XAU/USD")
|
|
assert base == "XAU"
|
|
assert quote == "USD"
|
|
|
|
|
|
@test("NewsEngine._analyze_headline_sentiment bullish")
|
|
def _():
|
|
ne = NewsEngine(NewsConfig())
|
|
score = ne._analyze_headline_sentiment("Fed hawkish rate hike boosts dollar rally")
|
|
assert score > 0, f"Expected positive sentiment, got {score}"
|
|
|
|
|
|
@test("NewsEngine._analyze_headline_sentiment bearish")
|
|
def _():
|
|
ne = NewsEngine(NewsConfig())
|
|
score = ne._analyze_headline_sentiment("Recession fears drive dovish rate cut expectations")
|
|
assert score < 0, f"Expected negative sentiment, got {score}"
|
|
|
|
|
|
@test("NewsEngine._analyze_headline_sentiment neutral")
|
|
def _():
|
|
ne = NewsEngine(NewsConfig())
|
|
score = ne._analyze_headline_sentiment("Markets remain quiet ahead of data release")
|
|
assert score == 0.0
|
|
|
|
|
|
@test("NewsEngine._extract_currencies USD")
|
|
def _():
|
|
ne = NewsEngine(NewsConfig())
|
|
currencies = ne._extract_currencies("Federal Reserve raises interest rates, dollar soars")
|
|
assert "USD" in currencies
|
|
|
|
|
|
@test("NewsEngine._extract_currencies EUR")
|
|
def _():
|
|
ne = NewsEngine(NewsConfig())
|
|
currencies = ne._extract_currencies("ECB meeting pushes euro higher")
|
|
assert "EUR" in currencies
|
|
|
|
|
|
@test("NewsEngine._extract_currencies GBP")
|
|
def _():
|
|
ne = NewsEngine(NewsConfig())
|
|
currencies = ne._extract_currencies("Bank of England holds rates, pound steady")
|
|
assert "GBP" in currencies
|
|
|
|
|
|
@test("NewsEngine._extract_currencies XAU")
|
|
def _():
|
|
ne = NewsEngine(NewsConfig())
|
|
currencies = ne._extract_currencies("Gold prices surge as safe haven demand rises")
|
|
assert "XAU" in currencies
|
|
|
|
|
|
@test("NewsEngine._extract_currencies multiple")
|
|
def _():
|
|
ne = NewsEngine(NewsConfig())
|
|
currencies = ne._extract_currencies("Gold drops as Fed hawkish, dollar surges")
|
|
assert "USD" in currencies
|
|
assert "XAU" in currencies
|
|
|
|
|
|
@test("NewsEngine._extract_keywords")
|
|
def _():
|
|
ne = NewsEngine(NewsConfig())
|
|
kws = ne._extract_keywords("Hawkish Fed rate hike surprises with positive surprise")
|
|
assert "rate hike" in kws
|
|
assert "hawkish" in kws
|
|
assert "positive surprise" in kws
|
|
|
|
|
|
@test("NewsEngine._parse_rss_date RFC822 format")
|
|
def _():
|
|
dt = NewsEngine._parse_rss_date("Mon, 12 May 2025 14:30:00 +0000")
|
|
assert dt is not None
|
|
assert dt.year == 2025
|
|
assert dt.month == 5
|
|
assert dt.day == 12
|
|
assert dt.tzinfo is not None
|
|
|
|
|
|
@test("NewsEngine._parse_rss_date ISO format")
|
|
def _():
|
|
dt = NewsEngine._parse_rss_date("2025-05-12T14:30:00+00:00")
|
|
assert dt is not None
|
|
assert dt.year == 2025
|
|
|
|
|
|
@test("NewsEngine._parse_rss_date naive format assumes UTC")
|
|
def _():
|
|
dt = NewsEngine._parse_rss_date("2025-05-12 14:30:00")
|
|
assert dt is not None
|
|
assert dt.tzinfo == timezone.utc
|
|
|
|
|
|
@test("NewsEngine._parse_rss_date None input")
|
|
def _():
|
|
assert NewsEngine._parse_rss_date(None) is None
|
|
|
|
|
|
@test("NewsEngine._parse_rss_date garbage input")
|
|
def _():
|
|
assert NewsEngine._parse_rss_date("not-a-date") is None
|
|
|
|
|
|
@test("NewsEngine._get_affected_pairs")
|
|
def _():
|
|
pairs = NewsEngine._get_affected_pairs("USD")
|
|
assert "XAU/USD" in pairs
|
|
|
|
pairs_xau = NewsEngine._get_affected_pairs("XAU")
|
|
assert "XAU/USD" in pairs_xau
|
|
|
|
pairs_unknown = NewsEngine._get_affected_pairs("ARS")
|
|
assert pairs_unknown == []
|
|
|
|
|
|
@test("EconomicEvent properties")
|
|
def _():
|
|
future_time = datetime.now(timezone.utc) + timedelta(minutes=30)
|
|
event = EconomicEvent(
|
|
time=future_time, currency="USD",
|
|
impact="high", event="NFP",
|
|
)
|
|
assert event.is_upcoming is True
|
|
assert 25 < event.minutes_until < 35
|
|
assert event.is_high_impact is True
|
|
|
|
past_time = datetime.now(timezone.utc) - timedelta(minutes=10)
|
|
past_event = EconomicEvent(
|
|
time=past_time, currency="EUR",
|
|
impact="low", event="CPI",
|
|
)
|
|
assert past_event.is_upcoming is False
|
|
assert past_event.is_high_impact is False
|
|
|
|
|
|
@test("NewsEngine.get_event_risk_level danger zone")
|
|
def _():
|
|
ne = NewsEngine(NewsConfig())
|
|
context = FundamentalContext()
|
|
context.events_upcoming_1h = [
|
|
EconomicEvent(
|
|
time=datetime.now(timezone.utc) + timedelta(minutes=15),
|
|
currency="USD", impact="high", event="NFP",
|
|
)
|
|
]
|
|
risk, desc = ne.get_event_risk_level("XAU/USD", context)
|
|
assert risk == "danger"
|
|
assert "NFP" in desc
|
|
|
|
|
|
@test("NewsEngine.get_event_risk_level caution zone")
|
|
def _():
|
|
ne = NewsEngine(NewsConfig())
|
|
context = FundamentalContext()
|
|
context.events_upcoming_1h = [
|
|
EconomicEvent(
|
|
time=datetime.now(timezone.utc) + timedelta(minutes=45),
|
|
currency="USD", impact="high", event="GDP",
|
|
)
|
|
]
|
|
risk, desc = ne.get_event_risk_level("XAU/USD", context)
|
|
assert risk == "caution"
|
|
|
|
|
|
@test("NewsEngine.get_event_risk_level clear when no events")
|
|
def _():
|
|
ne = NewsEngine(NewsConfig())
|
|
context = FundamentalContext()
|
|
risk, desc = ne.get_event_risk_level("XAU/USD", context)
|
|
assert risk == "clear"
|
|
|
|
|
|
@test("NewsEngine.get_event_risk_level ignores unrelated currency events")
|
|
def _():
|
|
ne = NewsEngine(NewsConfig())
|
|
context = FundamentalContext()
|
|
context.events_upcoming_1h = [
|
|
EconomicEvent(
|
|
time=datetime.now(timezone.utc) + timedelta(minutes=15),
|
|
currency="AUD", impact="high", event="RBA Rate",
|
|
)
|
|
]
|
|
risk, _ = ne.get_event_risk_level("XAU/USD", context)
|
|
assert risk == "clear"
|
|
|
|
|
|
@test("NewsEngine.get_pair_sentiment with positive base sentiment")
|
|
def _():
|
|
ne = NewsEngine(NewsConfig())
|
|
context = FundamentalContext()
|
|
context.news_sentiment = {"EUR": 0.5, "USD": -0.1}
|
|
score, desc = ne.get_pair_sentiment("XAU/USD", context)
|
|
assert score > 0, "EUR bullish + USD bearish should be net bullish for EUR/USD"
|
|
assert "bullish" in desc.lower()
|
|
|
|
|
|
@test("NewsEngine.get_pair_sentiment with negative pair sentiment")
|
|
def _():
|
|
ne = NewsEngine(NewsConfig())
|
|
context = FundamentalContext()
|
|
context.news_sentiment = {"EUR": -0.5, "USD": 0.3}
|
|
score, desc = ne.get_pair_sentiment("XAU/USD", context)
|
|
assert score < 0
|
|
|
|
|
|
@test("NewsEngine.get_pair_sentiment neutral")
|
|
def _():
|
|
ne = NewsEngine(NewsConfig())
|
|
context = FundamentalContext()
|
|
context.news_sentiment = {"EUR": 0.0, "USD": 0.0}
|
|
score, desc = ne.get_pair_sentiment("XAU/USD", context)
|
|
assert score == 0.0
|
|
assert "neutral" in desc.lower()
|
|
|
|
|
|
@test("FundamentalContext defaults")
|
|
def _():
|
|
ctx = FundamentalContext()
|
|
assert ctx.events_today == []
|
|
assert ctx.events_upcoming_1h == []
|
|
assert ctx.high_impact_warning is False
|
|
assert ctx.calendar_available is False
|
|
assert ctx.news_sentiment == {}
|
|
assert ctx.news_headlines == []
|
|
|
|
|
|
# ══════════════════════════════════════════════════════════════════════
|
|
# MODULE 5: signal_aggregator.py
|
|
# ══════════════════════════════════════════════════════════════════════
|
|
|
|
print("\n═══ Module 5: signal_aggregator.py ═══")
|
|
|
|
from signal_aggregator import SignalAggregator, SignalReport, TradeSetup
|
|
|
|
|
|
@test("SignalReport defaults")
|
|
def _():
|
|
r = SignalReport(symbol="XAU/USD", display_name="XAU/USD", timestamp="now")
|
|
assert r.final_signal == SignalStrength.NEUTRAL
|
|
assert r.final_score == 0.0
|
|
assert r.primary_signal == SignalStrength.NEUTRAL
|
|
assert r.trade_setup is None
|
|
assert r.mtf_agreement is False
|
|
assert r.signal_quality == ""
|
|
assert r.bullish_reasons == []
|
|
assert r.bearish_reasons == []
|
|
assert r.warnings == []
|
|
|
|
|
|
@test("TradeSetup dataclass creation")
|
|
def _():
|
|
ts = TradeSetup(
|
|
pair="XAU/USD", display_name="XAU/USD", direction="BUY",
|
|
entry_price=1.1000, stop_loss=1.0950, take_profit_1=1.1100,
|
|
take_profit_2=1.1200, risk_reward=2.0, risk_pips=50, reward_pips=100,
|
|
pip_value=0.0001,
|
|
)
|
|
assert ts.direction == "BUY"
|
|
assert ts.risk_reward == 2.0
|
|
assert ts.entry_price > ts.stop_loss
|
|
|
|
|
|
@test("SignalAggregator._check_mtf_agreement with 2 bullish")
|
|
def _():
|
|
config = PlatformConfig()
|
|
agg = SignalAggregator(config)
|
|
report = SignalReport(symbol="XAU/USD", display_name="XAU/USD", timestamp="now")
|
|
report.mtf_signals = {
|
|
"15min": SignalStrength.BUY,
|
|
"1h": SignalStrength.STRONG_BUY,
|
|
"4h": SignalStrength.NEUTRAL,
|
|
}
|
|
assert agg._check_mtf_agreement(report) is True
|
|
|
|
|
|
@test("SignalAggregator._check_mtf_agreement with mixed signals")
|
|
def _():
|
|
config = PlatformConfig()
|
|
agg = SignalAggregator(config)
|
|
report = SignalReport(symbol="XAU/USD", display_name="XAU/USD", timestamp="now")
|
|
report.mtf_signals = {
|
|
"15min": SignalStrength.BUY,
|
|
"1h": SignalStrength.SELL,
|
|
"4h": SignalStrength.NEUTRAL,
|
|
}
|
|
assert agg._check_mtf_agreement(report) is False
|
|
|
|
|
|
@test("SignalAggregator._check_mtf_agreement with single signal")
|
|
def _():
|
|
config = PlatformConfig()
|
|
agg = SignalAggregator(config)
|
|
report = SignalReport(symbol="XAU/USD", display_name="XAU/USD", timestamp="now")
|
|
report.mtf_signals = {"1h": SignalStrength.BUY}
|
|
assert agg._check_mtf_agreement(report) is False
|
|
|
|
|
|
@test("SignalAggregator._latest_adx computes valid value")
|
|
def _():
|
|
df = make_ohlcv(300)
|
|
adx = SignalAggregator._latest_adx(df)
|
|
assert adx is not None
|
|
assert adx >= 0
|
|
|
|
|
|
@test("SignalAggregator._latest_adx with insufficient data")
|
|
def _():
|
|
df = make_ohlcv(10)
|
|
adx = SignalAggregator._latest_adx(df)
|
|
assert adx is None
|
|
|
|
|
|
@test("SignalAggregator.analyze_from_dataframes produces valid report")
|
|
def _():
|
|
config = PlatformConfig()
|
|
config.primary_timeframe = Timeframe.H1
|
|
config.confirmation_timeframes = [Timeframe.M15, Timeframe.H4]
|
|
agg = SignalAggregator(config)
|
|
|
|
dfs = {
|
|
Timeframe.H1: make_ohlcv(300, seed=42),
|
|
Timeframe.M15: make_ohlcv(300, seed=43),
|
|
Timeframe.H4: make_ohlcv(300, seed=44),
|
|
}
|
|
report = agg.analyze_from_dataframes("XAU/USD", dfs, use_news=False)
|
|
assert isinstance(report, SignalReport)
|
|
assert report.symbol == "XAU/USD"
|
|
assert report.display_name == "XAU/USD"
|
|
assert report.final_signal in list(SignalStrength)
|
|
assert report.signal_quality in ("A+", "A", "B", "C", "D", "F")
|
|
assert report.current_price > 0
|
|
|
|
|
|
@test("SignalAggregator._compute_final_signal quality grades")
|
|
def _():
|
|
config = PlatformConfig()
|
|
agg = SignalAggregator(config)
|
|
dfs = {
|
|
Timeframe.H1: make_ohlcv(300, seed=42),
|
|
Timeframe.M15: make_ohlcv(300, seed=43),
|
|
Timeframe.H4: make_ohlcv(300, seed=44),
|
|
}
|
|
report = agg.analyze_from_dataframes("XAU/USD", dfs, use_news=False)
|
|
assert report.signal_quality in ("A+", "A", "B", "C", "D", "F")
|
|
assert report.action_recommendation != ""
|
|
|
|
|
|
@test("SignalAggregator._generate_trade_setup BUY direction")
|
|
def _():
|
|
config = PlatformConfig()
|
|
agg = SignalAggregator(config)
|
|
dfs = {
|
|
Timeframe.H1: make_ohlcv(300, trend=0.003, seed=42),
|
|
Timeframe.M15: make_ohlcv(300, trend=0.003, seed=43),
|
|
Timeframe.H4: make_ohlcv(300, trend=0.003, seed=44),
|
|
}
|
|
report = agg.analyze_from_dataframes("XAU/USD", dfs, use_news=False)
|
|
if report.trade_setup:
|
|
ts = report.trade_setup
|
|
if ts.direction == "BUY":
|
|
assert ts.stop_loss < ts.entry_price, "BUY SL should be below entry"
|
|
assert ts.take_profit_1 > ts.entry_price, "BUY TP should be above entry"
|
|
assert ts.risk_reward >= config.signals.min_rr_ratio
|
|
|
|
|
|
@test("SignalAggregator._collect_reasons populates reasons")
|
|
def _():
|
|
config = PlatformConfig()
|
|
agg = SignalAggregator(config)
|
|
dfs = {
|
|
Timeframe.H1: make_ohlcv(300, seed=42),
|
|
Timeframe.M15: make_ohlcv(300, seed=43),
|
|
Timeframe.H4: make_ohlcv(300, seed=44),
|
|
}
|
|
report = agg.analyze_from_dataframes("XAU/USD", dfs, use_news=False)
|
|
total_reasons = len(report.bullish_reasons) + len(report.bearish_reasons)
|
|
assert total_reasons > 0, "Should have at least one reason"
|
|
|
|
|
|
@test("SignalAggregator session filter blocks outside hours")
|
|
def _():
|
|
config = PlatformConfig()
|
|
config.backtest.session_filter = True
|
|
config.xau_strategy.blocked_hours_utc = list(range(24))
|
|
config.xau_strategy.enabled = False
|
|
agg = SignalAggregator(config)
|
|
dfs = {
|
|
Timeframe.H1: make_xau_ohlcv(300, seed=42),
|
|
Timeframe.M15: make_xau_ohlcv(300, seed=43),
|
|
Timeframe.H4: make_xau_ohlcv(300, seed=44),
|
|
}
|
|
report = agg.analyze_from_dataframes("XAU/USD", dfs, use_news=False)
|
|
assert report.signal_quality == "F"
|
|
|
|
|
|
@test("SignalAggregator with missing primary timeframe")
|
|
def _():
|
|
config = PlatformConfig()
|
|
agg = SignalAggregator(config)
|
|
dfs = {
|
|
Timeframe.M15: make_ohlcv(300, seed=43),
|
|
}
|
|
report = agg.analyze_from_dataframes("XAU/USD", dfs, use_news=False)
|
|
assert report.signal_quality == "F"
|
|
assert any("unavailable" in w.lower() for w in report.warnings)
|
|
|
|
|
|
@test("SignalAggregator XAU strategy check (conditions not met)")
|
|
def _():
|
|
config = PlatformConfig()
|
|
config.xau_strategy.enabled = True
|
|
agg = SignalAggregator(config)
|
|
dfs = {
|
|
Timeframe.H1: make_xau_ohlcv(300, seed=42),
|
|
Timeframe.M15: make_xau_ohlcv(300, seed=43),
|
|
Timeframe.H4: make_xau_ohlcv(300, seed=44),
|
|
}
|
|
report = agg.analyze_from_dataframes("XAU/USD", dfs, use_news=False)
|
|
assert isinstance(report, SignalReport)
|
|
|
|
|
|
@test("SignalAggregator event risk affects confidence")
|
|
def _():
|
|
config = PlatformConfig()
|
|
agg = SignalAggregator(config)
|
|
context = FundamentalContext()
|
|
context.events_upcoming_1h = [
|
|
EconomicEvent(
|
|
time=datetime.now(timezone.utc) + timedelta(minutes=10),
|
|
currency="USD", impact="high", event="NFP",
|
|
)
|
|
]
|
|
dfs = {
|
|
Timeframe.H1: make_ohlcv(300, seed=42),
|
|
Timeframe.M15: make_ohlcv(300, seed=43),
|
|
Timeframe.H4: make_ohlcv(300, seed=44),
|
|
}
|
|
report = agg.analyze_from_dataframes("XAU/USD", dfs, context=context, use_news=True)
|
|
assert any("EVENT RISK" in w or "event" in w.lower() for w in report.warnings)
|
|
|
|
|
|
# ══════════════════════════════════════════════════════════════════════
|
|
# MODULE 6: main.py
|
|
# ══════════════════════════════════════════════════════════════════════
|
|
|
|
print("\n═══ Module 6: main.py ═══")
|
|
|
|
from main import (
|
|
signal_color, quality_color, _compact_reason,
|
|
report_to_dict, build_config, Colors,
|
|
)
|
|
|
|
|
|
@test("signal_color maps all SignalStrength values")
|
|
def _():
|
|
for sig in SignalStrength:
|
|
color = signal_color(sig)
|
|
assert isinstance(color, str)
|
|
|
|
|
|
@test("quality_color maps all quality grades")
|
|
def _():
|
|
for q in ("A+", "A", "B", "C", "D", "F"):
|
|
color = quality_color(q)
|
|
assert isinstance(color, str)
|
|
|
|
|
|
@test("_compact_reason strips STRONG prefix")
|
|
def _():
|
|
result = _compact_reason("STRONG: EMA Trend: Full bullish alignment")
|
|
assert not result.startswith("STRONG: ")
|
|
|
|
|
|
@test("_compact_reason strips indicator prefix")
|
|
def _():
|
|
result = _compact_reason("RSI: RSI 45.3 — Neutral")
|
|
assert not result.startswith("RSI: ")
|
|
|
|
|
|
@test("_compact_reason strips detail after pipe")
|
|
def _():
|
|
result = _compact_reason("EMA alignment: 3/4 | Golden cross (fast/medium)")
|
|
assert "|" not in result
|
|
|
|
|
|
@test("_compact_reason handles plain text")
|
|
def _():
|
|
result = _compact_reason("Simple reason text")
|
|
assert result == "Simple reason text"
|
|
|
|
|
|
@test("report_to_dict basic conversion")
|
|
def _():
|
|
config = PlatformConfig()
|
|
agg = SignalAggregator(config)
|
|
dfs = {
|
|
Timeframe.H1: make_ohlcv(300, seed=42),
|
|
Timeframe.M15: make_ohlcv(300, seed=43),
|
|
Timeframe.H4: make_ohlcv(300, seed=44),
|
|
}
|
|
report = agg.analyze_from_dataframes("XAU/USD", dfs, use_news=False)
|
|
d = report_to_dict(report)
|
|
assert "symbol" in d
|
|
assert "signal" in d
|
|
assert "score" in d
|
|
assert "confidence" in d
|
|
assert "quality" in d
|
|
assert "action" in d
|
|
assert "market_regime" in d
|
|
assert "volatility_regime" in d
|
|
assert "mtf_agreement" in d
|
|
assert "mtf_signals" in d
|
|
assert d["symbol"] == "XAU/USD"
|
|
assert d["display_name"] == "XAU/USD"
|
|
|
|
|
|
@test("report_to_dict includes trade_setup when present")
|
|
def _():
|
|
config = PlatformConfig()
|
|
agg = SignalAggregator(config)
|
|
dfs = {
|
|
Timeframe.H1: make_ohlcv(300, trend=0.003, seed=42),
|
|
Timeframe.M15: make_ohlcv(300, trend=0.003, seed=43),
|
|
Timeframe.H4: make_ohlcv(300, trend=0.003, seed=44),
|
|
}
|
|
report = agg.analyze_from_dataframes("XAU/USD", dfs, use_news=False)
|
|
d = report_to_dict(report)
|
|
if report.trade_setup:
|
|
assert "trade_setup" in d
|
|
ts = d["trade_setup"]
|
|
assert "direction" in ts
|
|
assert "entry" in ts
|
|
assert "stop_loss" in ts
|
|
assert "take_profit_1" in ts
|
|
assert "risk_reward" in ts
|
|
|
|
|
|
@test("report_to_dict includes indicators")
|
|
def _():
|
|
config = PlatformConfig()
|
|
agg = SignalAggregator(config)
|
|
dfs = {
|
|
Timeframe.H1: make_ohlcv(300, seed=42),
|
|
Timeframe.M15: make_ohlcv(300, seed=43),
|
|
Timeframe.H4: make_ohlcv(300, seed=44),
|
|
}
|
|
report = agg.analyze_from_dataframes("XAU/USD", dfs, use_news=False)
|
|
d = report_to_dict(report)
|
|
assert "indicators" in d
|
|
assert "key_levels" in d
|
|
for name, ind_dict in d["indicators"].items():
|
|
assert "signal" in ind_dict
|
|
assert "confidence" in ind_dict
|
|
assert "description" in ind_dict
|
|
|
|
|
|
@test("build_config sets correct timeframe and confirmations")
|
|
def _():
|
|
class FakeArgs:
|
|
timeframe = "H4"
|
|
config = build_config(FakeArgs())
|
|
assert config.primary_timeframe == Timeframe.H4
|
|
assert Timeframe.H1 in config.confirmation_timeframes
|
|
assert Timeframe.D1 in config.confirmation_timeframes
|
|
|
|
|
|
@test("build_config all valid timeframes")
|
|
def _():
|
|
for tf_str in ["M5", "M15", "M30", "H1", "H4", "D1"]:
|
|
class FakeArgs:
|
|
timeframe = tf_str
|
|
config = build_config(FakeArgs())
|
|
assert config.primary_timeframe is not None
|
|
|
|
|
|
# ══════════════════════════════════════════════════════════════════════
|
|
# MODULE 7: telegram_bot.py
|
|
# ══════════════════════════════════════════════════════════════════════
|
|
|
|
print("\n═══ Module 7: telegram_bot.py ═══")
|
|
|
|
from telegram_bot import (
|
|
_escape_md, _signal_label, _mtf_line,
|
|
format_signal_message, _format_scan_summary,
|
|
_seconds_until_boundary, _check_level_breach,
|
|
scan_keyboard, SCAN_BUTTONS, SCAN_LOOKUP,
|
|
_update_level_cache, _last_prices, _level_cache, _level_cache_ts,
|
|
_WS_TO_PAIR,
|
|
)
|
|
|
|
|
|
@test("_escape_md escapes markdown characters")
|
|
def _():
|
|
assert _escape_md("hello *world*") == "hello \\*world\\*"
|
|
assert _escape_md("test_value") == "test\\_value"
|
|
assert _escape_md("`code`") == "\\`code\\`"
|
|
assert _escape_md("[link]") == "\\[link\\]"
|
|
|
|
|
|
@test("_signal_label formatting")
|
|
def _():
|
|
assert _signal_label(SignalStrength.STRONG_BUY) == "STRONG BUY"
|
|
assert _signal_label(SignalStrength.STRONG_SELL) == "STRONG SELL"
|
|
assert _signal_label(SignalStrength.NEUTRAL) == "NEUTRAL"
|
|
assert _signal_label(SignalStrength.BUY) == "BUY"
|
|
assert _signal_label(SignalStrength.SELL) == "SELL"
|
|
|
|
|
|
@test("_mtf_line formatting with signals")
|
|
def _():
|
|
report = SignalReport(symbol="XAU/USD", display_name="XAU/USD", timestamp="now")
|
|
report.mtf_signals = {
|
|
"15min": SignalStrength.BUY,
|
|
"1h": SignalStrength.NEUTRAL,
|
|
}
|
|
report.mtf_scores = {"15min": 25.0, "1h": 5.0}
|
|
line = _mtf_line(report)
|
|
assert "15min" in line
|
|
assert "1h" in line
|
|
assert "BUY" in line
|
|
|
|
|
|
@test("_mtf_line empty when no signals")
|
|
def _():
|
|
report = SignalReport(symbol="XAU/USD", display_name="XAU/USD", timestamp="now")
|
|
assert _mtf_line(report) == ""
|
|
|
|
|
|
@test("format_signal_message produces valid text")
|
|
def _():
|
|
config = PlatformConfig()
|
|
agg = SignalAggregator(config)
|
|
dfs = {
|
|
Timeframe.H1: make_ohlcv(300, seed=42),
|
|
Timeframe.M15: make_ohlcv(300, seed=43),
|
|
Timeframe.H4: make_ohlcv(300, seed=44),
|
|
}
|
|
report = agg.analyze_from_dataframes("XAU/USD", dfs, use_news=False)
|
|
msg = format_signal_message(report)
|
|
assert isinstance(msg, str)
|
|
assert len(msg) > 0
|
|
assert "XAU/USD" in msg
|
|
assert "Signal Analysis" in msg
|
|
assert "Price" in msg
|
|
assert "Indicators" in msg
|
|
|
|
|
|
@test("_format_scan_summary produces valid text")
|
|
def _():
|
|
config = PlatformConfig()
|
|
agg = SignalAggregator(config)
|
|
dfs = {
|
|
Timeframe.H1: make_ohlcv(300, seed=42),
|
|
Timeframe.M15: make_ohlcv(300, seed=43),
|
|
Timeframe.H4: make_ohlcv(300, seed=44),
|
|
}
|
|
reports = [agg.analyze_from_dataframes("XAU/USD", dfs, use_news=False)]
|
|
summary = _format_scan_summary(reports, Timeframe.H1)
|
|
assert "Auto-Scan" in summary
|
|
assert "XAU/USD" in summary
|
|
|
|
|
|
@test("_seconds_until_boundary returns positive value")
|
|
def _():
|
|
result = _seconds_until_boundary(15, buffer=10)
|
|
assert result > 0
|
|
assert result <= 15 * 60 + 10 + 1
|
|
|
|
|
|
@test("_seconds_until_boundary for M5 interval")
|
|
def _():
|
|
result = _seconds_until_boundary(5, buffer=10)
|
|
assert result > 0
|
|
assert result <= 5 * 60 + 10 + 1
|
|
|
|
|
|
@test("_seconds_until_boundary for H1 interval")
|
|
def _():
|
|
result = _seconds_until_boundary(60, buffer=10)
|
|
assert result > 0
|
|
assert result <= 60 * 60 + 10 + 1
|
|
|
|
|
|
@test("_seconds_until_boundary for H4 interval")
|
|
def _():
|
|
result = _seconds_until_boundary(240, buffer=10)
|
|
assert result > 0
|
|
assert result <= 240 * 60 + 10 + 1
|
|
|
|
|
|
@test("_check_level_breach detects upward cross")
|
|
def _():
|
|
_level_cache["TEST_PAIR"] = {"swing_high_1": 1.1000}
|
|
_level_cache_ts["TEST_PAIR"] = time.time()
|
|
_last_prices["TEST_PAIR"] = 1.0999
|
|
result = _check_level_breach("TEST_PAIR", 1.1001)
|
|
assert result == "swing_high_1"
|
|
# cleanup
|
|
del _level_cache["TEST_PAIR"]
|
|
del _level_cache_ts["TEST_PAIR"]
|
|
del _last_prices["TEST_PAIR"]
|
|
|
|
|
|
@test("_check_level_breach detects downward cross")
|
|
def _():
|
|
_level_cache["TEST_PAIR"] = {"swing_low_1": 1.0900}
|
|
_level_cache_ts["TEST_PAIR"] = time.time()
|
|
_last_prices["TEST_PAIR"] = 1.0901
|
|
result = _check_level_breach("TEST_PAIR", 1.0899)
|
|
assert result == "swing_low_1"
|
|
del _level_cache["TEST_PAIR"]
|
|
del _level_cache_ts["TEST_PAIR"]
|
|
del _last_prices["TEST_PAIR"]
|
|
|
|
|
|
@test("_check_level_breach no breach when price stays same side")
|
|
def _():
|
|
_level_cache["TEST_PAIR"] = {"swing_high_1": 1.1000}
|
|
_level_cache_ts["TEST_PAIR"] = time.time()
|
|
_last_prices["TEST_PAIR"] = 1.0990
|
|
result = _check_level_breach("TEST_PAIR", 1.0995)
|
|
assert result is None
|
|
del _level_cache["TEST_PAIR"]
|
|
del _level_cache_ts["TEST_PAIR"]
|
|
del _last_prices["TEST_PAIR"]
|
|
|
|
|
|
@test("_check_level_breach returns None for expired cache")
|
|
def _():
|
|
_level_cache["TEST_PAIR"] = {"swing_high_1": 1.1000}
|
|
_level_cache_ts["TEST_PAIR"] = time.time() - 7200 # 2h old
|
|
_last_prices["TEST_PAIR"] = 1.0999
|
|
result = _check_level_breach("TEST_PAIR", 1.1001)
|
|
assert result is None
|
|
del _level_cache["TEST_PAIR"]
|
|
del _level_cache_ts["TEST_PAIR"]
|
|
del _last_prices["TEST_PAIR"]
|
|
|
|
|
|
@test("_check_level_breach returns None when no previous price")
|
|
def _():
|
|
_level_cache["TEST_PAIR"] = {"swing_high_1": 1.1000}
|
|
_level_cache_ts["TEST_PAIR"] = time.time()
|
|
if "TEST_PAIR" in _last_prices:
|
|
del _last_prices["TEST_PAIR"]
|
|
result = _check_level_breach("TEST_PAIR", 1.1001)
|
|
assert result is None
|
|
del _level_cache["TEST_PAIR"]
|
|
del _level_cache_ts["TEST_PAIR"]
|
|
|
|
|
|
@test("SCAN_BUTTONS and SCAN_LOOKUP consistency")
|
|
def _():
|
|
assert len(SCAN_BUTTONS) == 5 # 4 TFs + "Scan All"
|
|
for btn in SCAN_BUTTONS:
|
|
assert btn["cb"] in SCAN_LOOKUP
|
|
assert "symbol" in btn
|
|
assert "tf" in btn
|
|
assert "label" in btn
|
|
|
|
|
|
@test("scan_keyboard returns InlineKeyboardMarkup")
|
|
def _():
|
|
kb = scan_keyboard()
|
|
assert kb is not None
|
|
|
|
|
|
@test("_update_level_cache populates cache from reports")
|
|
def _():
|
|
config = PlatformConfig()
|
|
agg = SignalAggregator(config)
|
|
dfs = {
|
|
Timeframe.H1: make_ohlcv(300, seed=42),
|
|
Timeframe.M15: make_ohlcv(300, seed=43),
|
|
Timeframe.H4: make_ohlcv(300, seed=44),
|
|
}
|
|
report = agg.analyze_from_dataframes("XAU/USD", dfs, use_news=False)
|
|
_level_cache.clear()
|
|
_level_cache_ts.clear()
|
|
_update_level_cache([report])
|
|
if report.primary_analysis and report.primary_analysis.key_levels:
|
|
assert "XAU/USD" in _level_cache or len(report.primary_analysis.key_levels) == 0
|
|
_level_cache.clear()
|
|
_level_cache_ts.clear()
|
|
|
|
|
|
@test("_WS_TO_PAIR mapping is correct")
|
|
def _():
|
|
assert _WS_TO_PAIR["XAU/USD"] == XAUUSD
|
|
|
|
|
|
# ══════════════════════════════════════════════════════════════════════
|
|
# MODULE 8: Integration / Cross-module tests
|
|
# ══════════════════════════════════════════════════════════════════════
|
|
|
|
print("\n═══ Module 8: Integration Tests ═══")
|
|
|
|
|
|
@test("Full pipeline: config → engine → aggregator → report → dict")
|
|
def _():
|
|
config = PlatformConfig()
|
|
engine = TechnicalEngine(config.technical)
|
|
df = make_ohlcv(300, seed=99)
|
|
analysis = engine.analyze(df, "XAU/USD", "1h")
|
|
assert isinstance(analysis, TechnicalAnalysis)
|
|
|
|
agg = SignalAggregator(config)
|
|
dfs = {
|
|
Timeframe.H1: make_ohlcv(300, seed=99),
|
|
Timeframe.M15: make_ohlcv(300, seed=100),
|
|
Timeframe.H4: make_ohlcv(300, seed=101),
|
|
}
|
|
report = agg.analyze_from_dataframes("XAU/USD", dfs, use_news=False)
|
|
d = report_to_dict(report)
|
|
assert isinstance(d, dict)
|
|
assert d["symbol"] == "XAU/USD"
|
|
|
|
|
|
@test("Full pipeline: XAU/USD analysis")
|
|
def _():
|
|
config = PlatformConfig()
|
|
agg = SignalAggregator(config)
|
|
dfs = {
|
|
Timeframe.H1: make_xau_ohlcv(300, seed=42),
|
|
Timeframe.M15: make_xau_ohlcv(300, seed=43),
|
|
Timeframe.H4: make_xau_ohlcv(300, seed=44),
|
|
}
|
|
report = agg.analyze_from_dataframes("XAU/USD", dfs, use_news=False)
|
|
assert report.display_name == "XAU/USD"
|
|
assert report.current_price > 1000 # XAU should be in the thousands
|
|
|
|
|
|
@test("Full pipeline: format Telegram message from report")
|
|
def _():
|
|
config = PlatformConfig()
|
|
agg = SignalAggregator(config)
|
|
dfs = {
|
|
Timeframe.H1: make_ohlcv(300, seed=42),
|
|
Timeframe.M15: make_ohlcv(300, seed=43),
|
|
Timeframe.H4: make_ohlcv(300, seed=44),
|
|
}
|
|
report = agg.analyze_from_dataframes("XAU/USD", dfs, use_news=False)
|
|
msg = format_signal_message(report)
|
|
assert isinstance(msg, str)
|
|
assert len(msg) > 100
|
|
|
|
|
|
@test("XAU/USD analysis with different seeds")
|
|
def _():
|
|
config = PlatformConfig()
|
|
for seed_base in [10, 20, 30]:
|
|
agg = SignalAggregator(config)
|
|
dfs = {
|
|
Timeframe.H1: make_xau_ohlcv(300, seed=seed_base),
|
|
Timeframe.M15: make_xau_ohlcv(300, seed=seed_base+1),
|
|
Timeframe.H4: make_xau_ohlcv(300, seed=seed_base+2),
|
|
}
|
|
report = agg.analyze_from_dataframes(XAUUSD, dfs, use_news=False)
|
|
assert report.symbol == XAUUSD
|
|
assert report.current_price > 0
|
|
assert report.signal_quality in ("A+", "A", "B", "C", "D", "F")
|
|
|
|
|
|
@test("Edge case: all EMAs at same price (flat market)")
|
|
def _():
|
|
engine = TechnicalEngine(TechnicalConfig())
|
|
dates = pd.date_range(end=pd.Timestamp.now(tz="UTC").floor("h"), periods=300, freq="h")
|
|
df = pd.DataFrame({
|
|
"Open": 1.1, "High": 1.1001, "Low": 1.0999, "Close": 1.1, "Volume": 1000.0,
|
|
}, index=dates)
|
|
df.index.name = "Datetime"
|
|
result = engine.analyze(df, "XAU/USD", "1h")
|
|
assert result.composite_signal == SignalStrength.NEUTRAL
|
|
|
|
|
|
@test("Edge case: extreme volatility data")
|
|
def _():
|
|
engine = TechnicalEngine(TechnicalConfig())
|
|
np.random.seed(77)
|
|
dates = pd.date_range(end=pd.Timestamp.now(tz="UTC").floor("h"), periods=300, freq="h")
|
|
close = 1.1 + np.cumsum(np.random.randn(300) * 0.01)
|
|
high = close + np.abs(np.random.randn(300) * 0.005)
|
|
low = close - np.abs(np.random.randn(300) * 0.005)
|
|
df = pd.DataFrame({
|
|
"Open": close + np.random.randn(300) * 0.003,
|
|
"High": high, "Low": low, "Close": close,
|
|
"Volume": np.random.randint(100, 50000, 300).astype(float),
|
|
}, index=dates)
|
|
df.index.name = "Datetime"
|
|
result = engine.analyze(df, "XAU/USD", "1h")
|
|
assert isinstance(result, TechnicalAnalysis)
|
|
assert result.volatility_regime in ("low", "normal", "high", "extreme")
|
|
|
|
|
|
@test("Determinism: same data produces same results")
|
|
def _():
|
|
engine = TechnicalEngine(TechnicalConfig())
|
|
df = make_ohlcv(300, seed=42)
|
|
r1 = engine.analyze(df.copy(), "XAU/USD", "1h")
|
|
r2 = engine.analyze(df.copy(), "XAU/USD", "1h")
|
|
assert r1.composite_score == r2.composite_score
|
|
assert r1.composite_signal == r2.composite_signal
|
|
assert r1.market_regime == r2.market_regime
|
|
|
|
|
|
# ══════════════════════════════════════════════════════════════════════
|
|
# SUMMARY
|
|
# ══════════════════════════════════════════════════════════════════════
|
|
|
|
print(f"\n{'═' * 60}")
|
|
print(f" RESULTS: {PASS} passed, {FAIL} failed, {PASS + FAIL} total")
|
|
print(f"{'═' * 60}")
|
|
|
|
if ERRORS:
|
|
print("\n FAILURES:")
|
|
for name, err, tb in ERRORS:
|
|
print(f"\n ✗ {name}")
|
|
print(f" Error: {err}")
|
|
for line in tb.strip().split("\n")[-3:]:
|
|
print(f" {line}")
|
|
|
|
print()
|
|
sys.exit(1 if FAIL > 0 else 0)
|