yuxuanhui
70 lines
2.1 KiB
Python
70 lines
2.1 KiB
Python
"""Boundary tests for TDX-style selection indicators."""
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import numpy as np
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import pandas as pd
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import pytest
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from zhixing_server.modules.selection.domain.indicators import (
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BARSLAST,
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COUNT,
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CROSS,
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EVERY,
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HHVBARS,
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MA,
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REF,
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compute_amplitude_params,
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compute_kdj,
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compute_rsi,
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)
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def test_rolling_primitives_use_trading_rows_and_keep_every_warmup() -> None:
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values = pd.Series([1.0, 2.0, 3.0, 2.0])
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assert MA(values, 3).tolist() == [1.0, 1.5, 2.0, 7 / 3]
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assert REF(values, 1).isna().iloc[0]
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assert EVERY(pd.Series([True, True, True]), 3).tolist() == [False, False, True]
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assert COUNT(pd.Series([True, False, True]), 2).tolist() == [1.0, 1.0, 1.0]
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def test_hhvbars_and_barslast_are_stable_for_ties_and_missing_prefix() -> None:
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values = pd.Series([1.0, 3.0, 3.0, 2.0])
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assert HHVBARS(values, 3).tolist() == [0.0, 0.0, 0.0, 1.0]
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bars_last = BARSLAST(pd.Series([False, True, False, True]))
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assert np.isnan(bars_last.iloc[0])
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assert bars_last.iloc[1:].tolist() == [0.0, 1.0, 0.0]
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def test_cross_does_not_match_without_a_previous_complete_row() -> None:
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assert CROSS(pd.Series([1.0, 3.0, 2.0]), pd.Series([2.0, 2.0, 2.0])).tolist() == [
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False,
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True,
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False,
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]
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def test_zero_range_and_zero_rsi_denominator_do_not_create_finite_signals() -> None:
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frame = pd.DataFrame(
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{
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"low": [10.0, 10.0, 10.0],
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"high": [10.0, 10.0, 10.0],
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"close": [10.0, 10.0, 10.0],
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}
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)
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kdj = compute_kdj(frame, 3)
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rsi = compute_rsi(frame["close"], 3)
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assert kdj["J"].isna().all()
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assert rsi.isna().all()
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def test_amplitude_parameters_cover_wide_prefix_and_historical_wide_move() -> None:
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close = pd.Series([10.0, 10.0, 11.6, 11.0])
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assert compute_amplitude_params("688001", close) == (8.0, 0.9)
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assert compute_amplitude_params("000001", close) == (8.0, 0.9)
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assert compute_amplitude_params("000001", pd.Series([10.0, 10.1])) == (5.0, 1.0)
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def test_invalid_indicator_windows_fail_loudly() -> None:
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with pytest.raises(ValueError):
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MA(pd.Series([1.0]), 0)
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