31 lines
1.1 KiB
Python
31 lines
1.1 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.ma_alignment import MaAlignment
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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_strong_uptrend_returns_100():
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asof = dt.date(2026, 5, 12)
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master = make_master(["UP"])
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prices = make_prices(["UP"], days=260, asof=asof, start_close=50000, trend_pct=0.2)
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flow = make_flow(["UP"], days=260, asof=asof)
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out = MaAlignment().compute(_ctx(master, prices, flow), MaAlignment.default_params)
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assert out["UP"] == 100.0
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def test_downtrend_returns_low():
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asof = dt.date(2026, 5, 12)
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master = make_master(["DN"])
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prices = make_prices(["DN"], days=260, asof=asof, start_close=100000, trend_pct=-0.1)
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flow = make_flow(["DN"], days=260, asof=asof)
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out = MaAlignment().compute(_ctx(master, prices, flow), MaAlignment.default_params)
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assert out["DN"] <= 20.0
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