feat: 복합 기술 지표 모듈 구현 (RSI/MACD/BB/EMA/ATR/StochRSI)

Made-with: Cursor

tests/test_indicators.py

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+import pandas as pd
+import numpy as np
+import pytest
+from src.indicators import Indicators
+
+
+@pytest.fixture
+def sample_df():
+    """100개 캔들 샘플 데이터"""
+    np.random.seed(42)
+    n = 100
+    close = np.cumsum(np.random.randn(n) * 0.01) + 0.5
+    df = pd.DataFrame({
+        "open":   close * (1 + np.random.randn(n) * 0.001),
+        "high":   close * (1 + np.abs(np.random.randn(n)) * 0.005),
+        "low":    close * (1 - np.abs(np.random.randn(n)) * 0.005),
+        "close":  close,
+        "volume": np.random.randint(100000, 1000000, n).astype(float),
+    })
+    return df
+
+
+def test_rsi_range(sample_df):
+    ind = Indicators(sample_df)
+    df = ind.calculate_all()
+    assert "rsi" in df.columns
+    valid = df["rsi"].dropna()
+    assert (valid >= 0).all() and (valid <= 100).all()
+
+
+def test_macd_columns(sample_df):
+    ind = Indicators(sample_df)
+    df = ind.calculate_all()
+    assert "macd" in df.columns
+    assert "macd_signal" in df.columns
+    assert "macd_hist" in df.columns
+
+
+def test_bollinger_bands(sample_df):
+    ind = Indicators(sample_df)
+    df = ind.calculate_all()
+    assert "bb_upper" in df.columns
+    assert "bb_lower" in df.columns
+    valid = df.dropna()
+    assert (valid["bb_upper"] >= valid["bb_lower"]).all()
+
+
+def test_signal_returns_direction(sample_df):
+    ind = Indicators(sample_df)
+    df = ind.calculate_all()
+    signal = ind.get_signal(df)
+    assert signal in ("LONG", "SHORT", "HOLD")