import datetime as dt
import pandas as pd

from app.screener.engine import ScreenContext
from app.screener.nodes.momentum import Momentum20
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_momentum_gets_higher_score():
    asof = dt.date(2026, 5, 12)
    master = make_master(["UP", "DN"])
    up = make_prices(["UP"], days=30, asof=asof, trend_pct=0.5)
    dn = make_prices(["DN"], days=30, asof=asof, trend_pct=-0.3)
    prices = pd.concat([up, dn], ignore_index=True)
    flow = make_flow(["UP", "DN"], days=30, asof=asof)

    out = Momentum20().compute(_ctx(master, prices, flow), {"window_days": 20})
    assert out["UP"] > out["DN"]