"""Tests for minute momentum classifier.""" from collections import deque from signal_v2.momentum_classifier import ( aggregate_1min_to_5min, classify_minute_momentum, STRONG_UP, WEAK_UP, NEUTRAL, WEAK_DOWN, STRONG_DOWN, ) def _bar(open_, high, low, close, volume): return { "datetime": "2026-05-18T09:00:00+09:00", "open": open_, "high": high, "low": low, "close": close, "volume": volume, } def _make_chunks(num_chunks_up: int, num_chunks_total: int, base_vol: int = 1000): """num_chunks_total 개의 5-bar 청크. num_chunks_up 청크는 양봉, 나머지는 음봉. 각 청크는 5개 1분봉. 거래량 = base_vol per bar. """ bars = [] for i in range(num_chunks_total): is_up = i < num_chunks_up o, c = (100, 110) if is_up else (110, 100) for j in range(5): bars.append(_bar(o, max(o, c) + 5, min(o, c) - 5, c, base_vol)) return bars def test_strong_up_5_consecutive_green_with_high_volume(): """직전 5개 5분봉 모두 양봉 + 거래량 1.5x → STRONG_UP.""" # 60분 (12 5분봉) 데이터: 7 normal + 5 high-vol up older = _make_chunks(num_chunks_up=3, num_chunks_total=7, base_vol=1000) recent = _make_chunks(num_chunks_up=5, num_chunks_total=5, base_vol=2500) minute_bars = deque(older + recent, maxlen=60) assert classify_minute_momentum(minute_bars) == STRONG_UP def test_weak_up_3of5_green_normal_volume(): """직전 5개 5분봉 중 3-4개 양봉 + 거래량 ≥ 1.0x → WEAK_UP.""" older = _make_chunks(num_chunks_up=3, num_chunks_total=7, base_vol=1000) # 5 chunks: 3 up + 2 down, normal vol recent_up = _make_chunks(num_chunks_up=3, num_chunks_total=3, base_vol=1000) recent_down = _make_chunks(num_chunks_up=0, num_chunks_total=2, base_vol=1000) minute_bars = deque(older + recent_up + recent_down, maxlen=60) assert classify_minute_momentum(minute_bars) == WEAK_UP def test_neutral_mixed(): """up_count=2, vol normal → NEUTRAL (rule 미해당).""" older = _make_chunks(num_chunks_up=3, num_chunks_total=7, base_vol=1000) recent_up = _make_chunks(num_chunks_up=2, num_chunks_total=2, base_vol=1000) recent_down = _make_chunks(num_chunks_up=0, num_chunks_total=3, base_vol=1000) minute_bars = deque(older + recent_up + recent_down, maxlen=60) # up_count=2, vol_mult=1.0 → 어느 분기 조건도 만족 안 함 → NEUTRAL assert classify_minute_momentum(minute_bars) == NEUTRAL def test_weak_down_low_green_low_volume(): """up_count <= 2 + vol < 1.0 → WEAK_DOWN.""" older = _make_chunks(num_chunks_up=3, num_chunks_total=7, base_vol=1000) recent_up = _make_chunks(num_chunks_up=1, num_chunks_total=1, base_vol=500) recent_down = _make_chunks(num_chunks_up=0, num_chunks_total=4, base_vol=500) minute_bars = deque(older + recent_up + recent_down, maxlen=60) # recent 5 chunks avg vol = 500, long 12 avg ≈ (7*1000 + 5*500) / 12 ≈ 791 → vol_mult ≈ 0.63 assert classify_minute_momentum(minute_bars) == WEAK_DOWN def test_strong_down_5_consecutive_red_high_volume(): """직전 5개 5분봉 모두 음봉 + 거래량 1.5x → STRONG_DOWN.""" older = _make_chunks(num_chunks_up=3, num_chunks_total=7, base_vol=1000) recent = _make_chunks(num_chunks_up=0, num_chunks_total=5, base_vol=2500) minute_bars = deque(older + recent, maxlen=60) assert classify_minute_momentum(minute_bars) == STRONG_DOWN def test_aggregate_1min_to_5min_correctness(): """5 1분봉 → 1개 5분봉 — open/close/high/low/volume 정확.""" bars = [ _bar(100, 105, 99, 102, 1000), _bar(102, 108, 101, 107, 1500), _bar(107, 110, 105, 106, 800), _bar(106, 109, 104, 108, 1200), _bar(108, 112, 107, 111, 900), ] result = aggregate_1min_to_5min(bars) assert len(result) == 1 assert result[0]["open"] == 100 # 첫 bar assert result[0]["close"] == 111 # 마지막 bar assert result[0]["high"] == 112 # max assert result[0]["low"] == 99 # min assert result[0]["volume"] == 5400 # sum