feat(stock-lab): ForeignBuy 노드 — 외국인 N일 누적 순매수 강도

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

@@ -0,0 +1,33 @@
+"""외국인 N일 누적 순매수 강도 (시총 대비)."""
+
+import pandas as pd
+
+from .base import ScoreNode, percentile_rank
+
+
+class ForeignBuy(ScoreNode):
+    name  = "foreign_buy"
+    label = "외국인 누적 순매수"
+    default_params = {"window_days": 5}
+    param_schema = {
+        "type": "object",
+        "properties": {
+            "window_days": {"type": "integer", "minimum": 1, "maximum": 60, "default": 5}
+        },
+    }
+
+    def compute(self, ctx, params: dict) -> pd.Series:
+        window = int(params.get("window_days", 5))
+        flow = ctx.flow
+        if flow.empty:
+            return pd.Series(dtype=float)
+
+        last_dates = (
+            flow.sort_values("date").groupby("ticker").tail(window)
+        )
+        net_sum = last_dates.groupby("ticker")["foreign_net"].sum()
+
+        market_cap = ctx.master["market_cap"].fillna(0).reindex(net_sum.index)
+        raw = (net_sum / market_cap.replace(0, pd.NA)).astype(float)
+
+        return percentile_rank(raw).fillna(50.0)