feat(stock-lab): ScoreNode/GateNode 추상 + percentile_rank 유틸

This commit is contained in:
2026-05-12 07:52:01 +09:00
parent e508b7dc35
commit 16a651f670
3 changed files with 64 additions and 0 deletions

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"""Node base classes + helpers."""
from __future__ import annotations
from abc import ABC, abstractmethod
from typing import Any, ClassVar
import pandas as pd
class ScoreNode(ABC):
name: ClassVar[str]
label: ClassVar[str]
default_params: ClassVar[dict]
param_schema: ClassVar[dict]
@abstractmethod
def compute(self, ctx: "Any", params: dict) -> pd.Series:
"""returns Series indexed by ticker, 0..100 float."""
class GateNode(ABC):
name: ClassVar[str]
label: ClassVar[str]
default_params: ClassVar[dict]
param_schema: ClassVar[dict]
@abstractmethod
def filter(self, ctx: "Any", params: dict) -> pd.Index:
"""returns surviving tickers."""
def percentile_rank(series: pd.Series) -> pd.Series:
"""Percentile rank in [0, 100]. All-equal → 50. NaN preserved."""
if series.empty:
return series.astype(float)
if series.dropna().nunique() == 1:
return pd.Series(50.0, index=series.index)
ranked = series.rank(pct=True, na_option="keep") * 100.0
return ranked

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import pandas as pd
import pytest
from app.screener.nodes.base import percentile_rank
def test_percentile_rank_basic():
s = pd.Series([10, 20, 30, 40, 50])
out = percentile_rank(s)
assert (out >= 0).all() and (out <= 100).all()
assert out.iloc[0] < out.iloc[-1] # smallest gets lowest rank
def test_percentile_rank_all_equal_returns_50():
s = pd.Series([42, 42, 42, 42])
out = percentile_rank(s)
assert (out == 50.0).all()
def test_percentile_rank_handles_nan():
s = pd.Series([1.0, float("nan"), 3.0, 5.0])
out = percentile_rank(s)
assert pd.isna(out.iloc[1])
assert (out.dropna() >= 0).all()