feat: AI agent, signal engine, surge detector, portfolio simulator

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>

tests/test_portfolio.py

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+import pytest
+from engine.portfolio import PortfolioManager
+
+@pytest.fixture
+def pm():
+    return PortfolioManager(initial_capital=200.0)
+
+def test_initial_state(pm):
+    assert pm.cash == 200.0
+    assert pm.positions == {}
+    assert pm.trades == []
+
+def test_buy(pm):
+    pm.buy("BTCUSDT", price=40000.0, score=85)
+    assert "BTCUSDT" in pm.positions
+    assert pm.cash < 200.0
+    assert len(pm.trades) == 1
+    assert pm.trades[0]["side"] == "BUY"
+
+def test_buy_size_by_score(pm):
+    pm.buy("SOLUSDT", price=140.0, score=75)
+    assert abs(pm.trades[0]["amount_usd"] - 30.0) < 0.01
+
+def test_buy_respects_max_positions(pm):
+    for i, coin in enumerate(["A", "B", "C", "D", "E"]):
+        pm.buy(f"{coin}USDT", price=10.0, score=80)
+    pm.buy("FUSDT", price=10.0, score=80)
+    assert len(pm.positions) == 5
+
+def test_buy_respects_min_position(pm):
+    pm.cash = 10.0
+    pm.buy("BTCUSDT", price=40000.0, score=85)
+    assert "BTCUSDT" not in pm.positions
+
+def test_sell_full(pm):
+    pm.buy("ETHUSDT", price=3500.0, score=80)
+    invested = pm.positions["ETHUSDT"]["invested_usd"]
+    pm.sell("ETHUSDT", price=3800.0, reason="signal")
+    assert "ETHUSDT" not in pm.positions
+    assert pm.cash > 200.0 - invested
+
+def test_stop_loss(pm):
+    pm.buy("DOGEUSDT", price=0.10, score=80)
+    pm.check_exit("DOGEUSDT", current_price=0.091)
+    assert "DOGEUSDT" not in pm.positions
+
+def test_take_profit_partial(pm):
+    pm.buy("SOLUSDT", price=100.0, score=80)
+    qty_before = pm.positions["SOLUSDT"]["quantity"]
+    pm.check_exit("SOLUSDT", current_price=116.0)
+    assert pm.positions["SOLUSDT"]["quantity"] < qty_before
+
+def test_take_profit_full(pm):
+    pm.buy("SOLUSDT", price=100.0, score=80)
+    pm.check_exit("SOLUSDT", current_price=126.0)
+    assert "SOLUSDT" not in pm.positions
+
+def test_pnl_calculation(pm):
+    pm.buy("ETHUSDT", price=3500.0, score=80)
+    pnl = pm.get_portfolio_value({"ETHUSDT": 3800.0})
+    assert pnl["total_pnl"] > 0
+    assert pnl["total_value"] > 200.0

tests/test_signal.py

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+import pytest
+from engine.signal import SignalEngine
+
+@pytest.fixture
+def engine():
+    return SignalEngine()
+
+def test_compute_score_default_weights(engine):
+    score = engine.compute_score(80, 60, 70, 50)
+    assert score == 72.0
+
+def test_classify_buy(engine):
+    assert engine.classify(75) == "BUY"
+
+def test_classify_hold(engine):
+    assert engine.classify(55) == "HOLD"
+
+def test_classify_sell(engine):
+    assert engine.classify(30) == "SELL"
+
+def test_custom_weights(engine):
+    engine.set_weights({"technical": 0.4, "news": 0.3, "social": 0.2, "ai": 0.1})
+    score = engine.compute_score(80, 60, 70, 50)
+    assert score == 69.0
+
+def test_weights_must_sum_to_one(engine):
+    with pytest.raises(ValueError):
+        engine.set_weights({"technical": 0.5, "news": 0.3, "social": 0.1, "ai": 0.2})
+
+def test_rank_coins(engine):
+    coins = {
+        "BTC": {"technical": 80, "news": 70, "social": 60, "ai": 75},
+        "ETH": {"technical": 90, "news": 80, "social": 70, "ai": 85},
+        "DOGE": {"technical": 30, "news": 25, "social": 40, "ai": 20},
+    }
+    ranked = engine.rank_coins(coins)
+    assert ranked[0]["symbol"] == "ETH"
+    assert ranked[-1]["symbol"] == "DOGE"
+    assert ranked[-1]["signal"] == "SELL"

tests/test_surge.py

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+import pytest
+from engine.surge import SurgeDetector
+
+def test_detect_surge():
+    detector = SurgeDetector(multiplier=3.0)
+    tickers = [
+        {"symbol": "BTCUSDT", "quoteVolume": "1000000"},
+        {"symbol": "NEWUSDT", "quoteVolume": "5000000"},
+        {"symbol": "ETHUSDT", "quoteVolume": "800000"},
+    ]
+    avg_volumes = {"BTCUSDT": 900000, "NEWUSDT": 1000000, "ETHUSDT": 750000}
+    surged = detector.detect(tickers, avg_volumes)
+    assert "NEWUSDT" in surged
+    assert "BTCUSDT" not in surged
+
+def test_no_surge():
+    detector = SurgeDetector(multiplier=3.0)
+    tickers = [{"symbol": "BTCUSDT", "quoteVolume": "1000000"}]
+    avg_volumes = {"BTCUSDT": 900000}
+    surged = detector.detect(tickers, avg_volumes)
+    assert len(surged) == 0