chart/tests/test_alerts.py

28 lines
1.2 KiB
Python

from app.analysis.alerts import AlertEngine
from app.analysis.confluence import cluster_levels
from app.analysis.levels import Level, LevelKind, Side
from app.bars.models import Timeframe
def level(id_: str, price: float, weight: float):
return Level(id_, LevelKind.MA, Timeframe.D1, Side.RESISTANCE, weight, 1, id_, 100, price, 0, None, 0, 100, 100, False, False)
def test_oscillation_fires_once_until_separation_and_cooldown():
engine = AlertEngine(min_score=6, cooldown_seconds=900)
levels = [level("a", 100, 3), level("b", 100.1, 4)]
cluster = cluster_levels(levels, 100, 100, 1)
assert len(engine.evaluate(cluster, 100, 1, 0, "/ES")) == 1
assert engine.evaluate(cluster, 100.2, 1, 60, "/ES") == []
assert engine.evaluate(cluster, 100, 1, 901, "/ES") == []
far_cluster = cluster_levels(levels, 100, 103, 1)
assert engine.evaluate(far_cluster, 103, 1, 902, "/ES") == []
assert len(engine.evaluate(cluster, 100, 1, 903, "/ES")) == 1
def test_score_threshold_blocks_two_daily_mas_at_default_calibration():
engine = AlertEngine(min_score=28)
cluster = cluster_levels([level("a", 100, 12), level("b", 100.1, 12)], 100, 100, 1)
assert engine.evaluate(cluster, 100, 1, 0, "/ES") == []