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_adx_column_exists(sample_df): """calculate_all()이 adx 컬럼을 생성하는지 확인.""" ind = Indicators(sample_df) df = ind.calculate_all() assert "adx" in df.columns valid = df["adx"].dropna() assert (valid >= 0).all() def test_adx_filter_blocks_low_adx(sample_df): """ADX < adx_threshold이면 HOLD 반환.""" ind = Indicators(sample_df) df = ind.calculate_all() df.loc[df.index[-1], "rsi"] = 20 df.loc[df.index[-2], "macd"] = -1 df.loc[df.index[-2], "macd_signal"] = 0 df.loc[df.index[-1], "macd"] = 1 df.loc[df.index[-1], "macd_signal"] = 0 df.loc[df.index[-1], "volume"] = df.loc[df.index[-1], "vol_ma20"] * 3 df["adx"] = 15.0 # 기본 adx_threshold=25이므로 ADX=15은 HOLD signal = ind.get_signal(df) assert signal == "HOLD" # adx_threshold=0이면 ADX 필터 비활성화 → LONG signal = ind.get_signal(df, adx_threshold=0) assert signal == "LONG" def test_adx_nan_falls_through(sample_df): """ADX가 NaN(초기 캔들)이면 기존 가중치 로직으로 폴백해야 한다.""" ind = Indicators(sample_df) df = ind.calculate_all() df["adx"] = float("nan") signal = ind.get_signal(df) # NaN이면 차단하지 않고 기존 로직 실행 → LONG/SHORT/HOLD 중 하나 assert signal in ("LONG", "SHORT", "HOLD") 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")