feat(stock-lab): MaAlignment 노드 — 이평선 정배열 5조건 룰 점수

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2026-05-12 09:05:02 +09:00
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"""이평선 정배열 점수 — 5개 조건 충족 개수 / 5 × 100."""
import pandas as pd
from .base import ScoreNode
class MaAlignment(ScoreNode):
name = "ma_alignment"
label = "이평선 정배열"
default_params = {"ma_periods": [50, 150, 200]}
param_schema = {
"type": "object",
"properties": {
"ma_periods": {"type": "array", "items": {"type": "integer"}}
},
}
def compute(self, ctx, params: dict) -> pd.Series:
ma_periods = params.get("ma_periods", self.default_params["ma_periods"])
if len(ma_periods) != 3:
raise ValueError("ma_periods must have 3 entries (short, medium, long)")
ma_s, ma_m, ma_l = (int(x) for x in ma_periods)
prices = ctx.prices
if prices.empty:
return pd.Series(dtype=float)
ordered = prices.sort_values("date")
min_history = max(252, ma_l)
def _score(s: pd.Series) -> float:
closes = s.astype(float).reset_index(drop=True)
if len(closes) < min_history:
return float("nan")
close = closes.iloc[-1]
ma_short = closes.rolling(ma_s).mean().iloc[-1]
ma_medium = closes.rolling(ma_m).mean().iloc[-1]
ma_long = closes.rolling(ma_l).mean().iloc[-1]
low52 = closes.iloc[-252:].min()
conds = [
close > ma_short,
ma_short > ma_medium,
ma_medium > ma_long,
close > ma_long,
close >= low52 * 1.25,
]
return sum(conds) / 5 * 100.0
raw = ordered.groupby("ticker", group_keys=False)["close"].apply(_score)
return raw.fillna(0.0)