feat(mcp-macro): fetch_cot_extreme_positioning scanner

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>

services/mcp-macro/tests/test_fetchers.py

@@ -361,3 +361,41 @@ async def test_fetch_cot_disagg_unknown_symbol():
     assert out.get("error") == "unknown_symbol"
     assert "CL" in out.get("available", [])
 
+
+@pytest.mark.asyncio
+async def test_fetch_cot_extreme_positioning_flags_outliers(monkeypatch):
+    """Mock fetch_cot_tff e fetch_cot_disagg per simulare history e ultimo punto."""
+    from unittest.mock import AsyncMock
+    from mcp_macro import fetchers as f
+
+    # Simula una serie ES dove ultimo lev_funds_net è in basso (extreme_short)
+    es_rows = [
+        {"report_date": f"2026-{m:02d}-01", "lev_funds_net": v}
+        for m, v in [(1, 0), (2, 50), (3, 100), (4, -500)]
+    ]
+    cl_rows = [
+        {"report_date": f"2026-{m:02d}-01", "managed_money_net": v}
+        for m, v in [(1, 100), (2, 200), (3, 300), (4, 1000)]
+    ]
+
+    async def fake_tff(symbol, lookback_weeks):
+        if symbol == "ES":
+            return {"symbol": "ES", "report_type": "tff", "rows": es_rows}
+        return {"symbol": symbol, "report_type": "tff", "rows": []}
+
+    async def fake_disagg(symbol, lookback_weeks):
+        if symbol == "CL":
+            return {"symbol": "CL", "report_type": "disaggregated", "rows": cl_rows}
+        return {"symbol": symbol, "report_type": "disaggregated", "rows": []}
+
+    monkeypatch.setattr(f, "fetch_cot_tff", AsyncMock(side_effect=fake_tff))
+    monkeypatch.setattr(f, "fetch_cot_disaggregated", AsyncMock(side_effect=fake_disagg))
+
+    out = await f.fetch_cot_extreme_positioning(lookback_weeks=4)
+    assert "extremes" in out
+    by_sym = {e["symbol"]: e for e in out["extremes"]}
+    assert by_sym["ES"]["signal"] == "extreme_short"
+    assert by_sym["ES"]["key_role"] == "lev_funds"
+    assert by_sym["CL"]["signal"] == "extreme_long"
+    assert by_sym["CL"]["key_role"] == "managed_money"
+