Local changes: Updated model training, removed debug instrumentation, and configuration improvements

tests/unit/strategies/test_momentum_strategy.py

@@ -0,0 +1,72 @@
+"""Tests for Momentum strategy."""
+
+import pytest
+from decimal import Decimal
+import pandas as pd
+from src.strategies.momentum.momentum_strategy import MomentumStrategy
+
+
+def test_momentum_strategy_initialization():
+    """Test Momentum strategy initializes correctly."""
+    strategy = MomentumStrategy("Test Momentum", {
+        "lookback_period": 20,
+        "momentum_threshold": 0.05
+    })
+    assert strategy.name == "Test Momentum"
+    assert strategy.lookback_period == 20
+    assert strategy.momentum_threshold == Decimal("0.05")
+
+
+def test_momentum_calculation():
+    """Test momentum calculation."""
+    strategy = MomentumStrategy("Test", {"lookback_period": 5})
+    
+    # Create price history
+    prices = pd.Series([100, 101, 102, 103, 104, 105])
+    momentum = strategy._calculate_momentum(prices)
+    
+    # Should be positive (price increased)
+    assert momentum > 0
+    assert momentum == 0.05  # (105 - 100) / 100
+
+
+def test_momentum_entry_signal():
+    """Test momentum generates entry signal."""
+    strategy = MomentumStrategy("Test", {
+        "lookback_period": 5,
+        "momentum_threshold": 0.05,
+        "volume_threshold": 1.0
+    })
+    
+    # Build price history with momentum
+    for i in range(10):
+        price = 100 + i * 2  # Strong upward momentum
+        volume = 1000 * (1.5 if i >= 5 else 1.0)  # Volume increase
+        strategy.on_tick("BTC/USD", Decimal(str(price)), "1h", {"volume": volume})
+    
+    # Should generate buy signal
+    signal = strategy.on_tick("BTC/USD", Decimal("120"), "1h", {"volume": 2000})
+    assert signal is not None
+    assert signal.signal_type.value == "buy"
+    assert strategy._in_position == True
+
+
+def test_momentum_exit_signal():
+    """Test momentum generates exit signal on reversal."""
+    strategy = MomentumStrategy("Test", {
+        "lookback_period": 5,
+        "exit_threshold": -0.02
+    })
+    
+    strategy._in_position = True
+    strategy._entry_price = Decimal("100")
+    
+    # Build history with reversal
+    for i in range(10):
+        price = 100 - i  # Downward momentum
+        strategy.on_tick("BTC/USD", Decimal(str(price)), "1h", {"volume": 1000})
+    
+    signal = strategy.on_tick("BTC/USD", Decimal("90"), "1h", {"volume": 1000})
+    assert signal is not None
+    assert signal.signal_type.value == "sell"
+    assert strategy._in_position == False