""" Smoke tests for analysis/regime.py and analysis/bias.py. Regime: tabular driven (input -> expected regime). Bias: synthetic H4 series. Run: cd ~/apex_v16 python -m tests.test_regime_bias """ from __future__ import annotations import sys from pathlib import Path sys.path.insert(0, str(Path(__file__).resolve().parent.parent)) from analysis.bias import BiasData, compute_algo_bias from analysis.regime import determine_regime from tests._fixtures.bars import ( downtrend, hh_hl_h1, lh_ll_h1, ranging_h1, sideways, uptrend, ) def _ok(label: str) -> None: print(f" ok {label}") # ============================================================ # REGIME # ============================================================ def _regime(**kwargs) -> tuple[str, str, list[str]]: """Helper: build kwargs with sensible defaults, override for the test case.""" defaults = dict( rsi_h1=50.0, market_structure="RANGING", trend_maturity=0, atr_ratio=1.0, vol_spike=False, h1_struct_bull=False, h1_struct_bear=False, ) defaults.update(kwargs) return determine_regime(**defaults) def test_regime_strong_bearish(): r, _, _ = _regime(rsi_h1=25, market_structure="BEARISH_EXPANSION", trend_maturity=4) assert r == "TRENDING" _ok("regime: H1 RSI<30+BEARISH_EXP+mat>=3 -> TRENDING") def test_regime_strong_bullish(): r, _, _ = _regime(rsi_h1=75, market_structure="BULLISH_EXPANSION", trend_maturity=4) assert r == "TRENDING" _ok("regime: H1 RSI>70+BULLISH_EXP+mat>=3 -> TRENDING") def test_regime_breakout(): r, _, _ = _regime(atr_ratio=2.5, vol_spike=True) assert r == "BREAKOUT" _ok("regime: ATR>2.0 + vol_spike -> BREAKOUT") def test_regime_atr_maturity_trending(): r, _, _ = _regime(atr_ratio=1.4, trend_maturity=3) assert r == "TRENDING" _ok("regime: ATR>1.3 + mat>=3 -> TRENDING") def test_regime_atr_moderate_soft(): r, _, _ = _regime(atr_ratio=1.2, trend_maturity=3) assert r == "TRENDING_SOFT" _ok("regime: ATR 1.1-1.3 + mat>=3 -> TRENDING_SOFT") def test_regime_struct_bull_trending(): r, _, _ = _regime(rsi_h1=60, market_structure="BULLISH_EXPANSION", h1_struct_bull=True, trend_maturity=3) assert r == "TRENDING" _ok("regime: HH+HL struct + RSI>50 -> TRENDING") def test_regime_default_ranging(): r, reason, near = _regime() assert r == "RANGING" assert reason == "Multi-TF neutral" assert near == [] _ok("regime: default neutral inputs -> RANGING") def test_regime_ranging_with_diagnostics(): r, _, near = _regime( rsi_h1=35, market_structure="BEARISH_EXPANSION", atr_ratio=1.05, trend_maturity=2, h1_struct_bear=True, ) assert r == "RANGING" assert len(near) >= 1 _ok(f"regime: near-trending diagnostics emitted ({len(near)} hints)") # ============================================================ # BIAS # ============================================================ def test_bias_neutro_on_short_history(): df = uptrend(10) b = compute_algo_bias(df) assert b.bias == "NEUTRO" assert b.allowed_direction == "NONE" _ok("bias: <20 bars -> NEUTRO") def test_bias_bullish_ema_struct_path(): """ Noisy uptrend (some red bars) -> RSI stays in [50,80] so RSI override does NOT fire; EMA+struct path produces RIALZISTA. """ import pandas as pd rows = [] base = 100.0 # 30 bars: bullish drift with occasional pullbacks so RSI doesn't saturate # Tuned to keep RSI around 60-70 (no override) and EMA20>EMA50. pattern = [+0.3, +0.2, -0.4, +0.5, +0.3, -0.5, +0.4, +0.3, -0.4, +0.5] * 3 for delta in pattern: o = base c = base + delta h = max(o, c) + 0.1 l = min(o, c) - 0.1 rows.append({"open": o, "high": h, "low": l, "close": c, "volume": 1000}) base = c df = pd.DataFrame(rows) b = compute_algo_bias(df) assert b.rsi_h4_override is False, f"override fired unexpectedly: {b.h1_reason}" assert b.bias == "RIALZISTA", f"got {b.bias} | {b.h1_reason}" assert b.allowed_direction == "BUY" _ok(f"bias: EMA+struct bullish path -> RIALZISTA comp={b.h1_compatibility}") def test_bias_bearish_ema_struct_path(): import pandas as pd rows = [] base = 100.0 pattern = [-0.3, -0.2, +0.4, -0.5, -0.3, +0.5, -0.4, -0.3, +0.4, -0.5] * 3 for delta in pattern: o = base c = base + delta h = max(o, c) + 0.1 l = min(o, c) - 0.1 rows.append({"open": o, "high": h, "low": l, "close": c, "volume": 1000}) base = c df = pd.DataFrame(rows) b = compute_algo_bias(df) assert b.rsi_h4_override is False assert b.bias == "RIBASSISTA" assert b.allowed_direction == "SELL" _ok(f"bias: EMA+struct bearish path -> RIBASSISTA comp={b.h1_compatibility}") def test_bias_rsi_h4_override_overbought(): """ Strong uptrend will saturate RSI > 80 -> RSI override returns RIBASSISTA / SELL (mean-reversion expected). """ df = uptrend(40, body=1.0, step=1.0) b = compute_algo_bias(df) assert b.rsi_h4_override is True assert b.bias == "RIBASSISTA" assert b.allowed_direction == "SELL" _ok("bias: RSI H4>80 override -> RIBASSISTA SELL") def test_bias_rsi_h4_override_oversold(): df = downtrend(40, body=1.0, step=1.0) b = compute_algo_bias(df) assert b.rsi_h4_override is True assert b.bias == "RIALZISTA" assert b.allowed_direction == "BUY" _ok("bias: RSI H4<20 override -> RIALZISTA BUY") def test_bias_ambiguous_ema_struct_clash(): """ Construct a series where EMA20>EMA50 (rising recent prices) but last 8 bars have LH/LL struct -> ambiguous -> NEUTRO with h1_compatibility 0.5 and ambiguous=True. Build: 20 bars rising 100->110 (lifts EMA20 above EMA50), then 8 bars descending from 110 down to 105 (last-8 LH/LL). """ import pandas as pd closes = [100.0 + i * 0.5 for i in range(20)] + \ [110.0 - i * 0.6 for i in range(1, 9)] rows = [{"open": closes[i], "close": closes[i+1] if i+1 < len(closes) else closes[i], "high": max(closes[i], closes[min(i+1, len(closes)-1)]) + 0.05, "low": min(closes[i], closes[min(i+1, len(closes)-1)]) - 0.05, "volume": 1000} for i in range(len(closes))] df = pd.DataFrame(rows) b = compute_algo_bias(df) # Either ambiguous NEUTRO, or compat <= 0.7 — anything but a clean 1.0 assert b.h1_compatibility <= 0.7, \ f"unexpected strong bias: {b.bias} comp={b.h1_compatibility} | {b.h1_reason}" _ok(f"bias: EMA-struct conflict -> {b.bias} comp={b.h1_compatibility} ambig={b.ambiguous}") # ============================================================ # RUN # ============================================================ def main() -> int: print("test_regime_bias.py") test_regime_strong_bearish() test_regime_strong_bullish() test_regime_breakout() test_regime_atr_maturity_trending() test_regime_atr_moderate_soft() test_regime_struct_bull_trending() test_regime_default_ranging() test_regime_ranging_with_diagnostics() test_bias_neutro_on_short_history() test_bias_bullish_ema_struct_path() test_bias_bearish_ema_struct_path() test_bias_rsi_h4_override_overbought() test_bias_rsi_h4_override_oversold() test_bias_ambiguous_ema_struct_clash() print("ALL 14 TESTS PASSED") return 0 if __name__ == "__main__": sys.exit(main())