feat(stock-lab): High52WProximity 노드 — 신고가 대비 근접도 룰 점수

stock-lab/app/screener/nodes/high52w.py

@@ -0,0 +1,30 @@
+"""52주 신고가 근접도 (룰 기반: 70% 미만 0점, 100% 도달 100점, 선형)."""
+
+import pandas as pd
+
+from .base import ScoreNode
+
+
+class High52WProximity(ScoreNode):
+    name  = "high52w"
+    label = "52주 신고가 근접도"
+    default_params = {"window_days": 252}
+    param_schema = {
+        "type": "object",
+        "properties": {
+            "window_days": {"type": "integer", "minimum": 60, "maximum": 504, "default": 252}
+        },
+    }
+
+    def compute(self, ctx, params: dict) -> pd.Series:
+        window = int(params.get("window_days", 252))
+        prices = ctx.prices
+        if prices.empty:
+            return pd.Series(dtype=float)
+
+        ordered = prices.sort_values("date")
+        last = ordered.groupby("ticker").tail(window)
+        agg = last.groupby("ticker").agg(close=("close", "last"), high=("high", "max"))
+        proximity = (agg["close"] / agg["high"]).clip(upper=1.0)
+        score = ((proximity - 0.7) / 0.3).clip(lower=0.0, upper=1.0) * 100.0
+        return score.fillna(0.0)

stock-lab/app/test_screener_nodes_high52w.py

@@ -0,0 +1,32 @@
+import datetime as dt
+import pandas as pd
+
+from app.screener.engine import ScreenContext
+from app.screener.nodes.high52w import High52WProximity
+from app.screener._test_fixtures import make_master, make_prices, make_flow
+
+
+def _ctx(master, prices, flow):
+    return ScreenContext(master=master, prices=prices, flow=flow,
+                         kospi=pd.Series(dtype=float, name="kospi"),
+                         asof=dt.date(2026, 5, 12))
+
+
+def test_proximity_at_high_returns_100():
+    asof = dt.date(2026, 5, 12)
+    master = make_master(["A"])
+    prices = make_prices(["A"], days=260, asof=asof, trend_pct=0.05)
+    flow = make_flow(["A"], days=260, asof=asof)
+
+    out = High52WProximity().compute(_ctx(master, prices, flow), {"window_days": 252})
+    assert out["A"] >= 95
+
+
+def test_proximity_below_70pct_returns_0():
+    asof = dt.date(2026, 5, 12)
+    master = make_master(["A"])
+    prices = make_prices(["A"], days=260, asof=asof, start_close=100000, trend_pct=-0.5)
+    flow = make_flow(["A"], days=260, asof=asof)
+
+    out = High52WProximity().compute(_ctx(master, prices, flow), {"window_days": 252})
+    assert out["A"] == 0