53 lines
1.8 KiB
Python
53 lines
1.8 KiB
Python
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"""Tests for DCA strategy."""
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import pytest
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from decimal import Decimal
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from datetime import datetime, timedelta
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from src.strategies.dca.dca_strategy import DCAStrategy
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def test_dca_strategy_initialization():
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"""Test DCA strategy initializes correctly."""
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strategy = DCAStrategy("Test DCA", {"amount": 10, "interval": "daily"})
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assert strategy.name == "Test DCA"
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assert strategy.amount == Decimal("10")
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assert strategy.interval == "daily"
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def test_dca_daily_interval():
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"""Test DCA with daily interval."""
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strategy = DCAStrategy("Daily DCA", {"amount": 10, "interval": "daily"})
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assert strategy.interval_delta == timedelta(days=1)
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def test_dca_weekly_interval():
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"""Test DCA with weekly interval."""
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strategy = DCAStrategy("Weekly DCA", {"amount": 10, "interval": "weekly"})
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assert strategy.interval_delta == timedelta(weeks=1)
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def test_dca_monthly_interval():
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"""Test DCA with monthly interval."""
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strategy = DCAStrategy("Monthly DCA", {"amount": 10, "interval": "monthly"})
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assert strategy.interval_delta == timedelta(days=30)
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def test_dca_signal_generation():
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"""Test DCA generates buy signals."""
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strategy = DCAStrategy("Test DCA", {"amount": 10, "interval": "daily"})
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strategy.last_purchase_time = None
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signal = strategy.on_tick("BTC/USD", Decimal("100"), "1h", {})
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assert signal is not None
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assert signal.signal_type.value == "buy"
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assert signal.quantity == Decimal("0.1") # 10 / 100
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def test_dca_interval_respect():
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"""Test DCA respects interval timing."""
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strategy = DCAStrategy("Test DCA", {"amount": 10, "interval": "daily"})
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strategy.last_purchase_time = datetime.utcnow() - timedelta(hours=12)
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signal = strategy.on_tick("BTC/USD", Decimal("100"), "1h", {})
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assert signal is None # Should not generate signal yet
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