feat(stock-lab): VolumeSurge 노드 — log(최근/평균) 거래량 급증

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2026-05-12 08:54:47 +09:00
parent 804fdcba26
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import datetime as dt
import pandas as pd
from app.screener.engine import ScreenContext
from app.screener.nodes.volume_surge import VolumeSurge
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_recent_volume_surge_gets_higher_score():
asof = dt.date(2026, 5, 12)
master = make_master(["A", "B"])
prices = make_prices(["A", "B"], days=30, asof=asof)
# A는 최근 3일 거래량 10배로
mask = (prices["ticker"] == "A") & (prices["date"] >= (asof - dt.timedelta(days=3)).isoformat())
prices.loc[mask, "volume"] *= 10
flow = make_flow(["A", "B"], days=30, asof=asof)
out = VolumeSurge().compute(
_ctx(master, prices, flow),
{"baseline_days": 20, "eval_days": 3},
)
assert out["A"] > out["B"]