47 lines
1.4 KiB
Python
47 lines
1.4 KiB
Python
import datetime as dt
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import pandas as pd
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from app.screener.nodes.hygiene import HygieneGate
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from app.screener.engine import ScreenContext
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from app.screener._test_fixtures import make_master, make_prices, make_flow
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def _ctx(master, prices, flow):
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return ScreenContext(
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master=master, prices=prices, flow=flow,
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kospi=pd.Series(dtype=float, name="kospi"),
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asof=dt.date(2026, 5, 12),
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)
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def test_filter_excludes_small_cap():
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g = HygieneGate()
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ctx = _ctx(
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make_master(["A", "B"], market_caps={"A": 1_000_000_000, "B": 100_000_000_000}),
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make_prices(["A", "B"], days=30),
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make_flow(["A", "B"], days=30),
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)
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out = g.filter(ctx, {**g.default_params, "min_listed_days": 0})
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assert list(out) == ["B"]
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def test_filter_excludes_preferred():
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g = HygieneGate()
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ctx = _ctx(
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make_master(["A", "B"], preferred={"B"}),
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make_prices(["A", "B"], days=30),
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make_flow(["A", "B"], days=30),
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)
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out = g.filter(ctx, {**g.default_params, "min_listed_days": 0})
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assert list(out) == ["A"]
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def test_filter_excludes_low_value():
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g = HygieneGate()
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prices = make_prices(["A", "B"], days=30)
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prices.loc[prices["ticker"] == "A", "value"] = 100_000 # 매우 작음
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ctx = _ctx(make_master(["A", "B"]), prices, make_flow(["A", "B"], days=30))
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out = g.filter(ctx, {**g.default_params, "min_listed_days": 0})
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assert list(out) == ["B"]
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