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