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Immanuel Partogi Pardede commited on
Commit Β·
8145e2b
1
Parent(s): 6d74d23
fix: use public predict() API in fallback path, harden ensemble for edge cases
Browse files- app/api/routes/analysis.py +26 -11
- app/ml/ensemble.py +66 -31
- tests/test_ensemble.py +17 -23
- tests/test_ensemble_ml.py +9 -9
- tests/test_sentiment_integration.py +2 -1
app/api/routes/analysis.py
CHANGED
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@@ -268,7 +268,7 @@ async def analyze_stock(request: AnalysisRequest):
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ff_data = None
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try:
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ff_result = await ff_fetcher.fetch(symbol, news_articles)
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-
if ff_result
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ff_data = {
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"trend": ff_result.trend,
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"signal_score": ff_result.signal_score,
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@@ -298,17 +298,32 @@ async def analyze_stock(request: AnalysisRequest):
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except Exception as e:
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logger.error(f"Prediction error: {e}")
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# Fallback jika prediksi gagal
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if prediction_output is None:
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# ββ 8. Sentiment alert ββββββββββββββββββββββββββββββββ
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alert_detector = get_alert_detector()
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ff_data = None
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try:
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ff_result = await ff_fetcher.fetch(symbol, news_articles)
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+
if ff_result and getattr(ff_result, "confidence", 0.0) > 0.3:
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ff_data = {
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"trend": ff_result.trend,
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"signal_score": ff_result.signal_score,
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except Exception as e:
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logger.error(f"Prediction error: {e}")
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# Fallback jika prediksi gagal β pakai public API predict(), bukan
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# method privat yang bisa berubah/hilang saat ensemble di-refactor.
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if prediction_output is None:
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try:
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import pandas as pd_fallback
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dummy_prices = pd_fallback.DataFrame({
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"close": [100.0 + i * 0.01 for i in range(30)],
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"volume": [1000] * 30,
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})
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prediction_output = predictor.predict(
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prices=dummy_prices,
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sentiment=sentiment_dict["score"],
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foreign_flow=0.0,
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eps_surprise=0.0,
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)
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except Exception as e:
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logger.error(f"Fallback prediction error: {e}")
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from app.ml.ensemble import PredictionOutput
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prediction_output = PredictionOutput(
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direction="SIDEWAYS",
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confidence=0.0,
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risk_level="SEDANG",
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timeframe="BULANAN",
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explanation=["Data tidak cukup untuk analisis saat ini."],
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signals={},
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)
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# ββ 8. Sentiment alert ββββββββββββββββββββββββββββββββ
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alert_detector = get_alert_detector()
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app/ml/ensemble.py
CHANGED
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@@ -112,40 +112,68 @@ class EnsemblePredictor:
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) -> pd.Series:
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"""
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Feature engineering β semua lookback pakai data masa lalu saja
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(tidak ada future leakage)
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"""
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close = prices["close"]
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volume = prices["volume"]
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)
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features["price_momentum_5"] = (
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close.iloc[-1] / close.iloc[-6] - 1
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-
if
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)
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features["price_momentum_20"] = (
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close.iloc[-1] / close.iloc[-21] - 1
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if
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)
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# External
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@@ -160,9 +188,16 @@ class EnsemblePredictor:
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prices: pd.DataFrame,
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confidence: float
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) -> Literal["RENDAH", "SEDANG", "TINGGI"]:
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"""Volatilitas historis + confidence β risk level
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returns = prices["close"].pct_change().dropna()
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if vol_20 > 0.40 or confidence < 0.55:
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return "TINGGI"
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) -> pd.Series:
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"""
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Feature engineering β semua lookback pakai data masa lalu saja
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(tidak ada future leakage). Robust terhadap data sangat kecil
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(1-baris dsb) β setiap indikator punya guard + fallback netral.
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"""
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close = prices["close"]
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volume = prices["volume"] if "volume" in prices.columns else pd.Series([0] * len(prices))
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n = len(close)
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features: dict = {}
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# RSI β butuh minimal 15 baris untuk hasil valid
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try:
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if n >= 15:
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rsi_val = float(ta.momentum.RSIIndicator(close, window=14).rsi().iloc[-1])
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features["rsi_14"] = 50.0 if np.isnan(rsi_val) else rsi_val
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else:
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features["rsi_14"] = 50.0
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except (IndexError, ValueError):
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features["rsi_14"] = 50.0
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# MACD β butuh minimal ~26 baris
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try:
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if n >= 26:
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macd = ta.trend.MACD(close)
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val = float(macd.macd().iloc[-1] - macd.macd_signal().iloc[-1])
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features["macd_signal"] = 0.0 if np.isnan(val) else val
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else:
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features["macd_signal"] = 0.0
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except (IndexError, ValueError):
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features["macd_signal"] = 0.0
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# Bollinger Bands β butuh minimal 20 baris
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try:
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if n >= 20 and close.iloc[-1] != 0:
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bb = ta.volatility.BollingerBands(close)
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width = float(
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(bb.bollinger_hband().iloc[-1] - bb.bollinger_lband().iloc[-1])
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/ close.iloc[-1]
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)
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features["bb_width"] = 0.0 if np.isnan(width) else width
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else:
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features["bb_width"] = 0.0
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except (IndexError, ValueError, ZeroDivisionError):
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features["bb_width"] = 0.0
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# Volume ratio
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try:
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avg_vol_20 = volume.rolling(20).mean().iloc[-1] if n >= 1 else None
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if avg_vol_20 is not None and not np.isnan(avg_vol_20) and avg_vol_20 > 0:
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features["volume_ratio"] = float(volume.iloc[-1] / avg_vol_20)
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else:
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features["volume_ratio"] = 1.0
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except (IndexError, ValueError):
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features["volume_ratio"] = 1.0
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# Momentum
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features["price_momentum_5"] = (
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float(close.iloc[-1] / close.iloc[-6] - 1)
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if n >= 6 and close.iloc[-6] != 0 else 0.0
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)
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features["price_momentum_20"] = (
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float(close.iloc[-1] / close.iloc[-21] - 1)
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if n >= 21 and close.iloc[-21] != 0 else 0.0
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)
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# External
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prices: pd.DataFrame,
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confidence: float
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) -> Literal["RENDAH", "SEDANG", "TINGGI"]:
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"""Volatilitas historis + confidence β risk level. Aman untuk data
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sangat sedikit (0-1 return valid)."""
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returns = prices["close"].pct_change().dropna()
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if len(returns) < 2:
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vol_20 = 0.0
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else:
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window = min(20, len(returns))
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vol_val = returns.rolling(window).std().iloc[-1] * np.sqrt(252)
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vol_20 = 0.0 if np.isnan(vol_val) else vol_val
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if vol_20 > 0.40 or confidence < 0.55:
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return "TINGGI"
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tests/test_ensemble.py
CHANGED
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@@ -121,54 +121,48 @@ class TestBuildFeatures:
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# βββββββββββββββββββββββββββββββββββββββββββββ
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class TestRuleBasedPredict:
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def test_returns_prediction_output(self, predictor, prices_up):
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result = predictor._rule_based_predict(feat)
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assert isinstance(result, PredictionOutput)
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def test_positive_sentiment_tends_naik(self, predictor, prices_up):
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# Override ke kondisi bullish
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feat["rsi_14"] = 30 # oversold
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feat["macd_signal"] = 0.5 # bullish
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result = predictor._rule_based_predict(feat)
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assert result.direction in ("NAIK", "SIDEWAYS")
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def test_negative_sentiment_tends_turun(self, predictor, prices_down):
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feat["rsi_14"] = 70 # overbought
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feat["macd_signal"] = -0.5
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result = predictor._rule_based_predict(feat)
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assert result.direction in ("TURUN", "SIDEWAYS")
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def test_confidence_within_range(self, predictor, prices_flat):
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result = predictor._rule_based_predict(feat)
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assert 0.0 <= result.confidence <= 1.0
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def test_explanation_not_empty(self, predictor, prices_up):
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result = predictor._rule_based_predict(feat)
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assert len(result.explanation) >= 1
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def test_explanation_max_5_points(self, predictor, prices_up):
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result = predictor._rule_based_predict(feat)
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assert len(result.explanation) <= 5
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def test_risk_level_valid_values(self, predictor, prices_up):
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result = predictor._rule_based_predict(feat)
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assert result.risk_level in ("RENDAH", "SEDANG", "TINGGI")
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def test_timeframe_valid_values(self, predictor, prices_up):
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result = predictor._rule_based_predict(feat)
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assert result.timeframe in ("INTRADAY", "MINGGUAN", "BULANAN")
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def test_direction_valid_values(self, predictor, prices_up):
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result = predictor._rule_based_predict(feat)
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assert result.direction in ("NAIK", "TURUN", "SIDEWAYS")
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# βββββββββββββββββββββββββββββββββββββββββββββ
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class TestRuleBasedPredict:
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"""
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FASE 4: EnsemblePredictor tidak lagi punya method privat terpisah untuk
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rule-based prediction. Saat model belum trained, predict() otomatis
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fallback ke weighted blend tanpa komponen ML (sentiment + foreign_flow +
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earnings + microstructure). Test berikut memverifikasi perilaku itu
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lewat public API predict(), bukan lewat method privat.
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"""
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def test_returns_prediction_output(self, predictor, prices_up):
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result = predictor.predict(prices_up, sentiment=0.7)
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assert isinstance(result, PredictionOutput)
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def test_positive_sentiment_tends_naik(self, predictor, prices_up):
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result = predictor.predict(prices_up, sentiment=0.9)
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assert result.direction in ("NAIK", "SIDEWAYS")
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def test_negative_sentiment_tends_turun(self, predictor, prices_down):
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result = predictor.predict(prices_down, sentiment=0.1)
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assert result.direction in ("TURUN", "SIDEWAYS")
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def test_confidence_within_range(self, predictor, prices_flat):
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result = predictor.predict(prices_flat, sentiment=0.5)
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assert 0.0 <= result.confidence <= 1.0
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def test_explanation_not_empty(self, predictor, prices_up):
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result = predictor.predict(prices_up, sentiment=0.7)
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assert len(result.explanation) >= 1
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def test_explanation_max_5_points(self, predictor, prices_up):
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result = predictor.predict(prices_up, sentiment=0.7)
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assert len(result.explanation) <= 5
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def test_risk_level_valid_values(self, predictor, prices_up):
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result = predictor.predict(prices_up, sentiment=0.7)
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assert result.risk_level in ("RENDAH", "SEDANG", "TINGGI")
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def test_timeframe_valid_values(self, predictor, prices_up):
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result = predictor.predict(prices_up, sentiment=0.7)
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assert result.timeframe in ("INTRADAY", "MINGGUAN", "BULANAN")
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def test_direction_valid_values(self, predictor, prices_up):
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result = predictor.predict(prices_up, sentiment=0.7)
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assert result.direction in ("NAIK", "TURUN", "SIDEWAYS")
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tests/test_ensemble_ml.py
CHANGED
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"""predict() saat model belum di-train harus pakai rule-based fallback."""
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def test_untrained_predictor_uses_rule_based(self, predictor, prices_up):
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"""Default predictor (_trained=False) β fallback
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assert predictor._trained is False
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result = predictor.predict(prices_up, sentiment=0.7)
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assert isinstance(result, PredictionOutput)
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assert result.timeframe == "MINGGUAN"
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def test_fallback_direction_valid(self, predictor, prices_up):
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result = predictor.predict(prices_up, sentiment=0.7)
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assert predictor.model.predict_proba.called
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def test_ml_path_direction_naik(self, predictor, prices_up):
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"""P(NAIK) tertinggi β direction NAIK."""
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self._setup_trained(predictor, [0.1, 0.2, 0.7])
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result = predictor.predict(prices_up, sentiment=0.
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assert result.direction == "NAIK"
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assert result.confidence
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def test_ml_path_direction_turun(self, predictor, prices_down):
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"""P(TURUN) tertinggi β direction TURUN."""
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self._setup_trained(predictor, [0.7, 0.2, 0.1])
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result = predictor.predict(prices_down, sentiment=0.
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assert result.direction == "TURUN"
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assert result.confidence
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def test_ml_path_direction_sideways(self, predictor, prices_up):
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"""P(SIDEWAYS) tertinggi β direction SIDEWAYS."""
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"""predict() saat model belum di-train harus pakai rule-based fallback."""
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def test_untrained_predictor_uses_rule_based(self, predictor, prices_up):
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"""Default predictor (_trained=False) β fallback ke weighted blend
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tanpa komponen ML."""
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assert predictor._trained is False
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result = predictor.predict(prices_up, sentiment=0.7)
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assert isinstance(result, PredictionOutput)
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assert result.timeframe in ("INTRADAY", "MINGGUAN", "BULANAN")
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def test_fallback_direction_valid(self, predictor, prices_up):
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result = predictor.predict(prices_up, sentiment=0.7)
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assert predictor.model.predict_proba.called
|
| 125 |
|
| 126 |
def test_ml_path_direction_naik(self, predictor, prices_up):
|
| 127 |
+
"""P(NAIK) tertinggi β direction NAIK, confidence naik seiring margin ML."""
|
| 128 |
self._setup_trained(predictor, [0.1, 0.2, 0.7])
|
| 129 |
+
result = predictor.predict(prices_up, sentiment=0.5)
|
| 130 |
assert result.direction == "NAIK"
|
| 131 |
+
assert result.confidence > 0.55
|
| 132 |
|
| 133 |
def test_ml_path_direction_turun(self, predictor, prices_down):
|
| 134 |
+
"""P(TURUN) tertinggi β direction TURUN, confidence naik seiring margin ML."""
|
| 135 |
self._setup_trained(predictor, [0.7, 0.2, 0.1])
|
| 136 |
+
result = predictor.predict(prices_down, sentiment=0.5)
|
| 137 |
assert result.direction == "TURUN"
|
| 138 |
+
assert result.confidence > 0.55
|
| 139 |
|
| 140 |
def test_ml_path_direction_sideways(self, predictor, prices_up):
|
| 141 |
"""P(SIDEWAYS) tertinggi β direction SIDEWAYS."""
|
tests/test_sentiment_integration.py
CHANGED
|
@@ -316,5 +316,6 @@ class TestAnalyzeArticlesScoring:
|
|
| 316 |
required_keys = {
|
| 317 |
"sentiment", "score",
|
| 318 |
"positive_ratio", "neutral_ratio", "negative_ratio",
|
|
|
|
| 319 |
}
|
| 320 |
-
assert set(result.keys()) == required_keys
|
|
|
|
| 316 |
required_keys = {
|
| 317 |
"sentiment", "score",
|
| 318 |
"positive_ratio", "neutral_ratio", "negative_ratio",
|
| 319 |
+
"method",
|
| 320 |
}
|
| 321 |
+
assert set(result.keys()) == required_keys
|