test(protocol): compiler semantica dow + is_weekend

2026-05-11 17:01:02 +02:00
parent 9d1f97cff3
commit 22a934a6cf
1 changed files with 53 additions and 0 deletions
@@ -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()