34 lines
1010 B
Python
34 lines
1010 B
Python
"""외국인 N일 누적 순매수 강도 (시총 대비)."""
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import pandas as pd
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from .base import ScoreNode, percentile_rank
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class ForeignBuy(ScoreNode):
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name = "foreign_buy"
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label = "외국인 누적 순매수"
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default_params = {"window_days": 5}
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param_schema = {
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"type": "object",
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"properties": {
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"window_days": {"type": "integer", "minimum": 1, "maximum": 60, "default": 5}
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},
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}
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def compute(self, ctx, params: dict) -> pd.Series:
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window = int(params.get("window_days", 5))
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flow = ctx.flow
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if flow.empty:
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return pd.Series(dtype=float)
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last_dates = (
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flow.sort_values("date").groupby("ticker").tail(window)
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)
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net_sum = last_dates.groupby("ticker")["foreign_net"].sum()
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market_cap = ctx.master["market_cap"].fillna(0).reindex(net_sum.index)
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raw = (net_sum / market_cap.replace(0, pd.NA)).astype(float)
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return percentile_rank(raw).fillna(50.0)
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