diff --git a/tests/unit/test_protocol_compiler.py b/tests/unit/test_protocol_compiler.py index 16ea00e..d17dbcf 100644 --- a/tests/unit/test_protocol_compiler.py +++ b/tests/unit/test_protocol_compiler.py @@ -130,3 +130,56 @@ def test_compile_hour_feature_returns_index_hour(ohlcv: pd.DataFrame) -> None: signal = fn(ohlcv) # All rows have hour >= 0 > -1, so all entry-long. assert (signal == Side.LONG).all() + + +def test_compile_dow_feature_monday_is_zero(ohlcv: pd.DataFrame) -> None: + # 2024-01-01 is Monday -> dow=0; eq(dow, 0) gates LONG on Monday rows only. + src = json.dumps( + { + "rules": [ + { + "condition": { + "op": "eq", + "args": [ + {"kind": "feature", "name": "dow"}, + {"kind": "literal", "value": 0.0}, + ], + }, + "action": "entry-long", + } + ] + } + ) + ast = parse_strategy(src) + fn = compile_strategy(ast) + signal = fn(ohlcv) + monday_rows = signal[signal.index.dayofweek == 0] + other_rows = signal[signal.index.dayofweek != 0] + assert (monday_rows == Side.LONG).all() + assert (other_rows == Side.FLAT).all() + + +def test_compile_is_weekend_returns_zero_one(ohlcv: pd.DataFrame) -> None: + src = json.dumps( + { + "rules": [ + { + "condition": { + "op": "eq", + "args": [ + {"kind": "feature", "name": "is_weekend"}, + {"kind": "literal", "value": 1.0}, + ], + }, + "action": "entry-long", + } + ] + } + ) + ast = parse_strategy(src) + fn = compile_strategy(ast) + signal = fn(ohlcv) + weekend = signal[signal.index.dayofweek >= 5] + weekdays = signal[signal.index.dayofweek < 5] + assert (weekend == Side.LONG).all() + assert (weekdays == Side.FLAT).all()