feat: build_features accepts oi_change and funding_rate params

Made-with: Cursor
This commit is contained in:
21in7
2026-03-02 13:50:39 +09:00
parent 2b315ad6d7
commit 4669d08cb4
2 changed files with 36 additions and 6 deletions

View File

@@ -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)