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()