56 lines
2.0 KiB
Python
56 lines
2.0 KiB
Python
import datetime as dt
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import pandas as pd
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import pytest
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from app.screener.engine import ScreenContext, Screener, combine
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from app.screener.nodes.hygiene import HygieneGate
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from app.screener.nodes.foreign_buy import ForeignBuy
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from app.screener.nodes.momentum import Momentum20
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from app.screener._test_fixtures import make_master, make_prices, make_flow, make_kospi
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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=make_kospi(days=260),
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asof=dt.date(2026, 5, 12))
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def test_combine_weighted_average():
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scores = {
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"foreign_buy": pd.Series({"A": 80, "B": 20}),
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"momentum": pd.Series({"A": 60, "B": 40}),
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}
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weights = {"foreign_buy": 2.0, "momentum": 1.0}
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out = combine(scores, weights)
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# A: (80*2 + 60*1)/3 = 73.33
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assert abs(out["A"] - 73.333) < 0.1
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assert abs(out["B"] - 26.666) < 0.1
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def test_combine_all_zero_weight_raises():
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scores = {"foreign_buy": pd.Series({"A": 80})}
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with pytest.raises(ValueError, match="no active"):
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combine(scores, {"foreign_buy": 0})
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def test_screener_run_end_to_end():
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asof = dt.date(2026, 5, 12)
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master = make_master(["GOOD", "SMALL"],
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market_caps={"GOOD": 200_000_000_000, "SMALL": 1_000_000_000})
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prices = make_prices(["GOOD", "SMALL"], days=260, asof=asof, trend_pct=0.1)
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flow = make_flow(["GOOD", "SMALL"], days=260, asof=asof,
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foreign_per_day={"GOOD": 100_000_000, "SMALL": 0})
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ctx = _ctx(master, prices, flow)
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screener = Screener(
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gate=HygieneGate(),
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score_nodes=[ForeignBuy(), Momentum20()],
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weights={"foreign_buy": 1.0, "momentum": 1.0},
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node_params={"foreign_buy": {"window_days": 5}, "momentum": {"window_days": 20}},
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gate_params={**HygieneGate.default_params, "min_listed_days": 0},
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top_n=10,
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)
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result = screener.run(ctx)
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assert result.survivors_count == 1 # SMALL은 게이트 탈락
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assert result.ranked.index[0] == "GOOD"
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