import datetime as dt import pandas as pd import pytest from app.screener.engine import ScreenContext, Screener, combine from app.screener.nodes.hygiene import HygieneGate from app.screener.nodes.foreign_buy import ForeignBuy from app.screener.nodes.momentum import Momentum20 from app.screener._test_fixtures import make_master, make_prices, make_flow, make_kospi def _ctx(master, prices, flow): return ScreenContext(master=master, prices=prices, flow=flow, kospi=make_kospi(days=260), asof=dt.date(2026, 5, 12)) def test_combine_weighted_average(): scores = { "foreign_buy": pd.Series({"A": 80, "B": 20}), "momentum": pd.Series({"A": 60, "B": 40}), } weights = {"foreign_buy": 2.0, "momentum": 1.0} out = combine(scores, weights) # A: (80*2 + 60*1)/3 = 73.33 assert abs(out["A"] - 73.333) < 0.1 assert abs(out["B"] - 26.666) < 0.1 def test_combine_all_zero_weight_raises(): scores = {"foreign_buy": pd.Series({"A": 80})} with pytest.raises(ValueError, match="no active"): combine(scores, {"foreign_buy": 0}) def test_screener_run_end_to_end(): asof = dt.date(2026, 5, 12) master = make_master(["GOOD", "SMALL"], market_caps={"GOOD": 200_000_000_000, "SMALL": 1_000_000_000}) prices = make_prices(["GOOD", "SMALL"], days=260, asof=asof, trend_pct=0.1) flow = make_flow(["GOOD", "SMALL"], days=260, asof=asof, foreign_per_day={"GOOD": 100_000_000, "SMALL": 0}) ctx = _ctx(master, prices, flow) screener = Screener( gate=HygieneGate(), score_nodes=[ForeignBuy(), Momentum20()], weights={"foreign_buy": 1.0, "momentum": 1.0}, node_params={"foreign_buy": {"window_days": 5}, "momentum": {"window_days": 20}}, gate_params={**HygieneGate.default_params, "min_listed_days": 0}, top_n=10, ) result = screener.run(ctx) assert result.survivors_count == 1 # SMALL은 게이트 탈락 assert result.ranked.index[0] == "GOOD"