feat(protocol): dispatcher temporal features (hour) in compiler

2026-05-11 16:59:26 +02:00
parent 0e9489bf88
commit 9d1f97cff3
2 changed files with 33 additions and 0 deletions
@@ -106,3 +106,27 @@ def test_compile_two_rules_priority(ohlcv: pd.DataFrame) -> None:
    signals = fn(ohlcv)
    last = signals.iloc[-1]
    assert last == Side.LONG  # close finale e' 120, regola 1 matcha
+
+
+def test_compile_hour_feature_returns_index_hour(ohlcv: pd.DataFrame) -> None:
+    src = json.dumps(
+        {
+            "rules": [
+                {
+                    "condition": {
+                        "op": "gt",
+                        "args": [
+                            {"kind": "feature", "name": "hour"},
+                            {"kind": "literal", "value": -1.0},
+                        ],
+                    },
+                    "action": "entry-long",
+                }
+            ]
+        }
+    )
+    ast = parse_strategy(src)
+    fn = compile_strategy(ast)
+    signal = fn(ohlcv)
+    # All rows have hour >= 0 > -1, so all entry-long.
+    assert (signal == Side.LONG).all()