From 4669d08cb4f5ea626d5e6fd03db5b44c957fd01e Mon Sep 17 00:00:00 2001
From: 21in7 <skawksmsduzo@gmail.com>
Date: Mon, 2 Mar 2026 13:50:39 +0900
Subject: [PATCH] feat: build_features accepts oi_change and funding_rate
 params

Made-with: Cursor
---
 src/ml_features.py        | 11 +++++++----
 tests/test_ml_features.py | 31 +++++++++++++++++++++++++++++--
 2 files changed, 36 insertions(+), 6 deletions(-)

diff --git a/src/ml_features.py b/src/ml_features.py
index 86ba00a..8a73960 100644
--- a/src/ml_features.py
+++ b/src/ml_features.py
@@ -34,11 +34,14 @@ def build_features(
     signal: str,
     btc_df: pd.DataFrame | None = None,
     eth_df: pd.DataFrame | None = None,
+    oi_change: float | None = None,
+    funding_rate: float | None = None,
 ) -> pd.Series:
     """
     기술 지표가 계산된 DataFrame의 마지막 행에서 ML 피처를 추출한다.
-    btc_df, eth_df가 제공되면 21개 피처를, 없으면 13개 피처를 반환한다.
+    btc_df, eth_df가 제공되면 23개 피처를, 없으면 15개 피처를 반환한다.
     signal: "LONG" | "SHORT"
+    oi_change, funding_rate: 실제 값이 제공되면 사용, 없으면 0.0으로 채운다.
     """
     last = df.iloc[-1]
     close = last["close"]
@@ -127,8 +130,8 @@ def build_features(
             "xrp_eth_rs": float(_calc_rs(ret_1, eth_ret_1)),
         })
 
-    # 실시간에서는 OI/펀딩비를 수집하지 않으므로 0으로 채워 학습 피처(23개)와 일치시킨다
-    base.setdefault("oi_change", 0.0)
-    base.setdefault("funding_rate", 0.0)
+    # 실시간에서 실제 값이 제공되면 사용, 없으면 0으로 채운다
+    base["oi_change"]    = float(oi_change)    if oi_change    is not None else 0.0
+    base["funding_rate"] = float(funding_rate) if funding_rate is not None else 0.0
 
     return pd.Series(base)
diff --git a/tests/test_ml_features.py b/tests/test_ml_features.py
index 1f3ffff..7a05b3e 100644
--- a/tests/test_ml_features.py
+++ b/tests/test_ml_features.py
@@ -25,12 +25,12 @@ def test_build_features_with_btc_eth_has_21_features():
     btc_df = _make_df(10, base_price=50000.0)
     eth_df = _make_df(10, base_price=3000.0)
     features = build_features(xrp_df, "LONG", btc_df=btc_df, eth_df=eth_df)
-    assert len(features) == 21
+    assert len(features) == 23
 
 def test_build_features_without_btc_eth_has_13_features():
     xrp_df = _make_df(10, base_price=1.0)
     features = build_features(xrp_df, "LONG")
-    assert len(features) == 13
+    assert len(features) == 15
 
 def test_build_features_btc_ret_1_correct():
     xrp_df = _make_df(10, base_price=1.0)
@@ -111,3 +111,30 @@ def test_side_encoding():
     short_feat = build_features(df_ind, signal="SHORT")
     assert long_feat["side"] == 1
     assert short_feat["side"] == 0
+
+
+@pytest.fixture
+def sample_df_with_indicators():
+    from src.indicators import Indicators
+    df = make_df(100)
+    ind = Indicators(df)
+    return ind.calculate_all()
+
+
+def test_build_features_uses_provided_oi_funding(sample_df_with_indicators):
+    """oi_change, funding_rate 파라미터가 제공되면 실제 값이 피처에 반영된다."""
+    feat = build_features(
+        sample_df_with_indicators,
+        signal="LONG",
+        oi_change=0.05,
+        funding_rate=0.0002,
+    )
+    assert feat["oi_change"] == pytest.approx(0.05)
+    assert feat["funding_rate"] == pytest.approx(0.0002)
+
+
+def test_build_features_defaults_to_zero_when_not_provided(sample_df_with_indicators):
+    """oi_change, funding_rate 파라미터 미제공 시 0.0으로 채워진다."""
+    feat = build_features(sample_df_with_indicators, signal="LONG")
+    assert feat["oi_change"] == pytest.approx(0.0)
+    assert feat["funding_rate"] == pytest.approx(0.0)