gahusb
ace0339d33
- git mv stock-lab/ → stock/ - docker-compose.yml: 서비스 키 + container_name + build.context + frontend.depends_on + agent-office STOCK_LAB_URL → STOCK_URL - agent-office/app: config.py, service_proxy.py, agents/stock.py, tests/ STOCK_LAB_URL → STOCK_URL - nginx/default.conf: proxy_pass http://stock-lab → http://stock (3 lines) - CLAUDE.md / README.md / STATUS.md / scripts/ 문구 갱신 - stock/ 내부 자기 참조 갱신 lab 네이밍 정책 (feedback_lab_naming.md) graduation. API URL / Python import / DB 파일명 변경 없음.
37 lines
1.5 KiB
Python
37 lines
1.5 KiB
Python
import datetime as dt
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import pandas as pd
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from app.screener.engine import ScreenContext
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from app.screener.nodes.vcp_lite import VcpLite
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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(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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def test_contracting_stock_scores_higher_than_expanding():
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asof = dt.date(2026, 5, 12)
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master = make_master(["CON", "EXP"])
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prices = make_prices(["CON", "EXP"], days=260, asof=asof)
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# CON: 최근 40일 변동성 축소 (high/low 좁힘)
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mask_recent_con = (prices["ticker"] == "CON") & (
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prices["date"] >= (asof - dt.timedelta(days=40)).isoformat()
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)
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prices.loc[mask_recent_con, "high"] = (prices.loc[mask_recent_con, "close"] * 1.003).astype(int)
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prices.loc[mask_recent_con, "low"] = (prices.loc[mask_recent_con, "close"] * 0.997).astype(int)
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# EXP: 최근 40일 변동성 확대
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mask_recent_exp = (prices["ticker"] == "EXP") & (
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prices["date"] >= (asof - dt.timedelta(days=40)).isoformat()
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)
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prices.loc[mask_recent_exp, "high"] = (prices.loc[mask_recent_exp, "close"] * 1.05).astype(int)
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prices.loc[mask_recent_exp, "low"] = (prices.loc[mask_recent_exp, "close"] * 0.95).astype(int)
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flow = make_flow(["CON", "EXP"], days=260, asof=asof)
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out = VcpLite().compute(_ctx(master, prices, flow), VcpLite.default_params)
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assert out["CON"] > out["EXP"]
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