feat(trade-monitor): 매수/매도 조건 로직 (§6 8개 조건)

services/trade-monitor/tests/test_conditions_buy.py

@@ -0,0 +1,66 @@
+"""evaluate_buy — 3개 매수 조건 경계."""
+from conditions import evaluate_buy
+
+BUY_PARAMS = {"rsi_oversold": 30, "breakout_vol_mult": 1.5, "pullback_pct": 0.02}
+
+
+def _ctx(**over):
+    base = dict(
+        ticker="005930", name="삼성전자", price=100.0, day_open=99.0,
+        today_volume=1000.0, closes=[], highs=[], lows=[], volumes=[],
+        avg_price=None, qty=None, holding_high=None, climax_vol_mult=3.0,
+    )
+    base.update(over)
+    return base
+
+
+def _conditions(firing):
+    return {f["condition"] for f in firing}
+
+
+def test_ma20_pullback_fires():
+    # 정배열(ma20>ma50>ma200), 최근 저가가 ma20 근처, price가 ma20 위로 반등
+    closes = [90.0] * 200 + [100.0] * 20   # ma20=100, ma50/ma200 낮음 → 정배열
+    lows = [90.0] * 217 + [100.5, 100.4, 100.3]  # 최근 3봉 저가 ~ma20*(1.02)=102 이하
+    ctx = _ctx(price=101.0, closes=closes, highs=closes, lows=lows,
+               volumes=[1.0] * len(closes))
+    assert "buy_ma20_pullback" in _conditions(evaluate_buy(ctx, BUY_PARAMS))
+
+
+def test_ma20_pullback_skips_when_not_aligned():
+    closes = [100.0] * 200 + [90.0] * 20   # 역배열
+    ctx = _ctx(price=91.0, closes=closes, highs=closes, lows=closes,
+               volumes=[1.0] * len(closes))
+    assert "buy_ma20_pullback" not in _conditions(evaluate_buy(ctx, BUY_PARAMS))
+
+
+def test_breakout_fires():
+    closes = [50.0] * 25
+    highs = [60.0] * 25           # 직전 20봉 최고 60
+    vols = [100.0] * 25           # avg20=100
+    ctx = _ctx(price=61.0, today_volume=200.0, closes=closes, highs=highs,
+               lows=closes, volumes=vols)   # 61>60, 200>1.5*100
+    assert "buy_breakout" in _conditions(evaluate_buy(ctx, BUY_PARAMS))
+
+
+def test_breakout_skips_on_low_volume():
+    highs = [60.0] * 25
+    ctx = _ctx(price=61.0, today_volume=120.0, closes=[50.0] * 25, highs=highs,
+               lows=[50.0] * 25, volumes=[100.0] * 25)  # 120 < 1.5*100=150
+    assert "buy_breakout" not in _conditions(evaluate_buy(ctx, BUY_PARAMS))
+
+
+def test_rsi_bounce_fires():
+    # 14봉 급락으로 RSI<30 찍고 5봉 반등하여 30 위로 복귀
+    closes = [100.0]
+    for _ in range(14):
+        closes.append(closes[-1] * 0.97)   # 하락 → RSI 저하
+    for _ in range(5):
+        closes.append(closes[-1] * 1.05)   # 반등 → RSI 30 위로
+    ctx = _ctx(price=closes[-1], closes=closes, highs=closes, lows=closes,
+               volumes=[1.0] * len(closes))
+    assert "buy_rsi_bounce" in _conditions(evaluate_buy(ctx, BUY_PARAMS))
+
+
+def test_empty_series_no_fire():
+    assert evaluate_buy(_ctx(), BUY_PARAMS) == []