from __future__ import annotations import numpy as np import pandas as pd import pytest from multi_swarm.backtest.orders import Side from multi_swarm.protocol.compiler import compile_strategy from multi_swarm.protocol.parser import parse_strategy @pytest.fixture def ohlcv() -> pd.DataFrame: idx = pd.date_range("2024-01-01", periods=200, freq="1h", tz="UTC") close = np.linspace(100, 120, 200) return pd.DataFrame( { "open": close, "high": close + 0.5, "low": close - 0.5, "close": close, "volume": 1.0, }, index=idx, ) def test_compile_simple_long(ohlcv: pd.DataFrame) -> None: src = "(strategy (when (lt (indicator rsi 14) 100.0) (entry-long)))" ast = parse_strategy(src) fn = compile_strategy(ast) signals = fn(ohlcv) assert isinstance(signals, pd.Series) assert (signals == Side.LONG).all() or (signals.dropna() == Side.LONG).all() def test_compile_no_match_is_flat(ohlcv: pd.DataFrame) -> None: src = "(strategy (when (gt (indicator rsi 14) 1000.0) (entry-long)))" ast = parse_strategy(src) fn = compile_strategy(ast) signals = fn(ohlcv) assert (signals == Side.FLAT).any() def test_compile_two_rules_priority(ohlcv: pd.DataFrame) -> None: src = """ (strategy (when (gt (feature close) 110.0) (entry-long)) (when (lt (feature close) 105.0) (entry-short))) """ ast = parse_strategy(src) fn = compile_strategy(ast) signals = fn(ohlcv) last = signals.iloc[-1] assert last == Side.LONG # close finale e' 120, regola 1 matcha