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

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2026-05-12 08:19:44 +09:00
parent 779e78405e
commit 804fdcba26
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import datetime as dt
import pandas as pd
from app.screener.engine import ScreenContext
from app.screener.nodes.foreign_buy import ForeignBuy
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_higher_foreign_buy_gets_higher_score():
asof = dt.date(2026, 5, 12)
master = make_master(["A", "B"])
prices = make_prices(["A", "B"], days=30, asof=asof)
flow = make_flow(["A", "B"], days=30, asof=asof,
foreign_per_day={"A": 100_000_000, "B": 0})
out = ForeignBuy().compute(_ctx(master, prices, flow), {"window_days": 5})
assert out["A"] > out["B"]
assert 0 <= out.min() <= out.max() <= 100
def test_all_zero_returns_50():
asof = dt.date(2026, 5, 12)
master = make_master(["A", "B"])
prices = make_prices(["A", "B"], days=30, asof=asof)
flow = make_flow(["A", "B"], days=30, asof=asof, foreign_per_day={"A": 0, "B": 0})
out = ForeignBuy().compute(_ctx(master, prices, flow), {"window_days": 5})
assert (out == 50.0).all()