25 lines
906 B
Python
25 lines
906 B
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.momentum import Momentum20
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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_higher_momentum_gets_higher_score():
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asof = dt.date(2026, 5, 12)
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master = make_master(["UP", "DN"])
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up = make_prices(["UP"], days=30, asof=asof, trend_pct=0.5)
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dn = make_prices(["DN"], days=30, asof=asof, trend_pct=-0.3)
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prices = pd.concat([up, dn], ignore_index=True)
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flow = make_flow(["UP", "DN"], days=30, asof=asof)
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out = Momentum20().compute(_ctx(master, prices, flow), {"window_days": 20})
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assert out["UP"] > out["DN"]
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