dekun
102 lines
3.3 KiB
Python
102 lines
3.3 KiB
Python
import unittest
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from lib.hub.hub_divergence_scan_lib import (
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analyze_ohlcv_bars,
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build_symbol_scan_row,
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compute_confluence,
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detect_latest_macd_divergence,
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filter_tab_items,
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)
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def _synthetic_bull_div_closes(n: int = 120) -> list[float]:
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"""价格双底 + MACD 抬高 → 底背离。"""
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closes = [100.0] * n
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# 下跌
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for i in range(20, 40):
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closes[i] = 100 - (i - 20) * 0.8
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# 反弹
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for i in range(40, 55):
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closes[i] = closes[39] + (i - 40) * 0.5
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# 再跌略破前低
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for i in range(55, 75):
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closes[i] = closes[54] - (i - 55) * 0.35
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# 末尾企稳略抬
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for i in range(75, n):
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closes[i] = closes[74] + (i - 75) * 0.02
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return closes
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class TestHubDivergenceScanLib(unittest.TestCase):
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def test_compute_confluence_three_same(self):
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tf = {
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"4h": {"direction": "bull"},
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"1d": {"direction": "bull"},
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"1w": {"direction": "bull"},
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}
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c = compute_confluence(tf)
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self.assertEqual(c["confluence"], 3)
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self.assertEqual(c["confluence_css"], "c3")
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self.assertFalse(c["is_split"])
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def test_compute_confluence_split(self):
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tf = {
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"4h": {"direction": "bull"},
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"1d": {"direction": "bear"},
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"1w": {"direction": None},
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}
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c = compute_confluence(tf)
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self.assertTrue(c["is_split"])
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self.assertEqual(c["confluence_kind"], "分歧")
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self.assertEqual(c["confluence_css"], "split")
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self.assertIn("4h底", c["split_detail"])
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def test_filter_tab_items_only_matching_tf(self):
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items = [
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build_symbol_scan_row(
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rank=1,
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symbol="AAA/USDT",
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volume_label="1M",
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tf_hits={
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"4h": {"direction": "bull", "bars_ago": 2, "open_time_ms": 1},
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"1d": {"direction": None},
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"1w": {"direction": None},
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},
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),
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build_symbol_scan_row(
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rank=2,
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symbol="BBB/USDT",
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volume_label="2M",
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tf_hits={
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"4h": {"direction": None},
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"1d": {"direction": "bear", "bars_ago": 1, "open_time_ms": 2},
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"1w": {"direction": None},
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},
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),
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]
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f4 = filter_tab_items(items, "4h")
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self.assertEqual(len(f4), 1)
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self.assertEqual(f4[0]["symbol"], "AAA/USDT")
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f1d = filter_tab_items(items, "1d")
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self.assertEqual(len(f1d), 1)
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self.assertEqual(f1d[0]["symbol"], "BBB/USDT")
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def test_detect_macd_divergence_may_hit_on_synthetic(self):
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closes = _synthetic_bull_div_closes()
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hit = detect_latest_macd_divergence(closes)
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# 合成数据不保证必中，但函数应正常返回
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self.assertIn(hit.get("direction"), (None, "bull", "bear"))
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def test_analyze_ohlcv_bars_from_rows(self):
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closes = [float(100 + i * 0.1) for i in range(80)]
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bars = [
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{"open_time_ms": i * 3600000, "close": c, "open": c, "high": c, "low": c}
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for i, c in enumerate(closes)
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]
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out = analyze_ohlcv_bars(bars)
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self.assertIn("direction", out)
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if __name__ == "__main__":
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unittest.main()
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