feat(stock-lab): ScreenContext.load/restrict + 합성 픽스쳐

stock-lab/app/test_screener_context.py

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+import datetime as dt
+import sqlite3
+
+import pandas as pd
+import pytest
+
+from app.screener.engine import ScreenContext
+from app.screener.schema import ensure_screener_schema
+from app.screener._test_fixtures import make_master, make_prices, make_flow
+
+
+@pytest.fixture
+def conn(tmp_path):
+    db_path = tmp_path / "ctx.db"
+    c = sqlite3.connect(db_path)
+    ensure_screener_schema(c)
+    yield c
+    c.close()
+
+
+def _seed(conn, master_df, prices_df, flow_df):
+    now = dt.datetime.utcnow().isoformat()
+    for t, row in master_df.iterrows():
+        conn.execute("""INSERT INTO krx_master (ticker,name,market,market_cap,
+            is_managed,is_preferred,is_spac,listed_date,updated_at)
+            VALUES (?,?,?,?,?,?,?,?,?)""",
+            (t, row["name"], row["market"], row["market_cap"],
+             row["is_managed"], row["is_preferred"], row["is_spac"], None, now))
+    prices_df.to_sql("krx_daily_prices", conn, if_exists="append", index=False)
+    flow_df.to_sql("krx_flow", conn, if_exists="append", index=False)
+    conn.commit()
+
+
+def test_load_returns_dataframes(conn):
+    asof = dt.date(2026, 5, 12)
+    _seed(conn,
+          make_master(["005930", "035420"]),
+          make_prices(["005930", "035420"], days=30, asof=asof),
+          make_flow(["005930", "035420"], days=30, asof=asof))
+
+    ctx = ScreenContext.load(conn, asof, lookback_days=30)
+
+    assert ctx.asof == asof
+    assert set(ctx.master.index) == {"005930", "035420"}
+    assert ctx.prices.shape[0] == 60                      # 2 종목 × 30일
+    assert ctx.flow.shape[0] == 60
+
+
+def test_restrict_filters_tickers(conn):
+    asof = dt.date(2026, 5, 12)
+    _seed(conn,
+          make_master(["005930", "035420", "091990"]),
+          make_prices(["005930", "035420", "091990"], days=30, asof=asof),
+          make_flow(["005930", "035420", "091990"], days=30, asof=asof))
+
+    ctx = ScreenContext.load(conn, asof, lookback_days=30)
+    scoped = ctx.restrict(pd.Index(["005930"]))
+
+    assert list(scoped.master.index) == ["005930"]
+    assert (scoped.prices["ticker"] == "005930").all()
+    assert (scoped.flow["ticker"] == "005930").all()