import datetime as dt
import pandas as pd

from app.screener.engine import ScreenContext
from app.screener.nodes.ma_alignment import MaAlignment
from app.screener._test_fixtures import make_master, make_prices, make_flow


def _ctx(master, prices, flow):
    return ScreenContext(master=master, prices=prices, flow=flow,
                         kospi=pd.Series(dtype=float, name="kospi"),
                         asof=dt.date(2026, 5, 12))


def test_strong_uptrend_returns_100():
    asof = dt.date(2026, 5, 12)
    master = make_master(["UP"])
    prices = make_prices(["UP"], days=260, asof=asof, start_close=50000, trend_pct=0.2)
    flow = make_flow(["UP"], days=260, asof=asof)
    out = MaAlignment().compute(_ctx(master, prices, flow), MaAlignment.default_params)
    assert out["UP"] == 100.0


def test_downtrend_returns_low():
    asof = dt.date(2026, 5, 12)
    master = make_master(["DN"])
    prices = make_prices(["DN"], days=260, asof=asof, start_close=100000, trend_pct=-0.1)
    flow = make_flow(["DN"], days=260, asof=asof)
    out = MaAlignment().compute(_ctx(master, prices, flow), MaAlignment.default_params)
    assert out["DN"] <= 20.0
