Use Torch forecast as primary strategy
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@@ -233,6 +233,81 @@ def test_trend_macd_exits_on_atr_trailing_stop(make_settings, tmp_path) -> None:
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assert "ATR trailing" in signal.reason
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def test_torch_forecast_buys_only_from_positive_torch_edge(make_settings, tmp_path) -> None:
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settings = make_settings(
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tmp_path,
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strategy_mode="torch_forecast",
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max_position_usdt=25,
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stop_loss_percent=0.04,
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risk_per_trade_percent=0.01,
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)
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strategy = SpotStrategy(settings)
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ticker = Ticker("BTCUSDT", 105, 104.99, 105.01, 10_000_000, 1000, 1.0)
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signal = strategy.entry_signal(
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"BTCUSDT",
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[],
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ticker,
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open_positions_for_symbol=0,
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forecast={
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"usable": True,
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"model": "torch_gru",
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"expected_return_percent": 0.24,
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"probability_up": 0.63,
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"skill": 0.22,
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"block_entry": False,
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},
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account={"equity": 100.0},
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)
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assert signal.action == "BUY"
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assert signal.diagnostics["strategy_mode"] == "torch_forecast"
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assert signal.diagnostics["checks"]["torch_model_ok"] is True
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assert signal.diagnostics["position_notional_usdt"] == 25.0
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def test_torch_forecast_blocks_without_valid_torch_model(make_settings, tmp_path) -> None:
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settings = make_settings(tmp_path, strategy_mode="torch_forecast")
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strategy = SpotStrategy(settings)
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ticker = Ticker("ETHUSDT", 105, 104.99, 105.01, 10_000_000, 1000, 1.0)
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signal = strategy.entry_signal(
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"ETHUSDT",
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_trend_entry_candles(),
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ticker,
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open_positions_for_symbol=0,
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forecast={"usable": True, "model": "none", "expected_return_percent": 0.5, "probability_up": 0.7},
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account={"equity": 100.0},
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)
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assert signal.action == "HOLD"
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assert signal.diagnostics["checks"]["torch_model_ok"] is False
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def test_torch_forecast_exits_when_forecast_turns_negative(make_settings, tmp_path) -> None:
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settings = make_settings(tmp_path, strategy_mode="torch_forecast", stop_loss_percent=0.04)
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strategy = SpotStrategy(settings)
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position = Position(1, "SOLUSDT", 1, 100, 100, 0.1, 96, 120, 103)
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ticker = Ticker("SOLUSDT", 101, 100.99, 101.01, 10_000_000, 1000, 1.0)
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signal = strategy.exit_signal(
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position,
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_trend_entry_candles(),
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ticker,
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forecast={
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"usable": True,
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"model": "torch_lstm",
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"expected_return_percent": -0.08,
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"probability_up": 0.43,
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"skill": 0.18,
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"block_entry": True,
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},
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)
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assert signal.action == "SELL"
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assert "torch_forecast" in signal.reason
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def test_strategy_emits_buy_when_score_passes_threshold(make_settings, tmp_path) -> None:
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settings = make_settings(tmp_path)
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strategy = SpotStrategy(settings)
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