feat(stock-lab): RsRating 노드 — IBD 가중 시장초과수익 백분위

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2026-05-12 09:02:28 +09:00
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import datetime as dt
import pandas as pd
from app.screener.engine import ScreenContext
from app.screener.nodes.rs_rating import RsRating
from app.screener._test_fixtures import make_master, make_prices, make_flow, make_kospi
def _ctx(master, prices, flow, kospi):
return ScreenContext(master=master, prices=prices, flow=flow,
kospi=kospi, asof=dt.date(2026, 5, 12))
def test_outperformer_gets_higher_score():
asof = dt.date(2026, 5, 12)
master = make_master(["UP", "DN"])
up = make_prices(["UP"], days=260, asof=asof, trend_pct=0.3)
dn = make_prices(["DN"], days=260, asof=asof, trend_pct=-0.1)
prices = pd.concat([up, dn], ignore_index=True)
flow = make_flow(["UP", "DN"], days=260, asof=asof)
kospi = make_kospi(days=260, asof=asof, trend_pct=0.0)
out = RsRating().compute(_ctx(master, prices, flow, kospi),
RsRating.default_params)
assert out["UP"] > out["DN"]