"""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) == []