Files
set50-system/backend/tests/test_bank_npl.py
Kunthawat Greethong 6e78b6acb5 [verified] Apply R1-R5 (factor formula) + real bank-sector NPL collector
(a) R1-R5 (factor-refinement, grounded in methodology-research.md):
- R1 (PEAD): EPS-growth weight raised 1.0->1.5 in build_siamchart_score / symbol_breakdown (Bernard-Thomas 1990, Livnat-Mendenhall 2006)
- R2 (momentum): 12-1 momentum factor from Yahoo price snapshot (Jegadeesh-Titman 93; lite weight 0.5)
- R3 (regime): binary bear gate -> continuous stress = negative-themes fraction, smooth LONG/SHORT shift
- R5 (dividend screen): non-dividend / cut-yield names no longer go LONG (screen-off)
- R4 (earnings-revision) deferred: no free EPS-forecast source yet (documented)

(b) bank-sector NPL collector (BOT reportID 794, financial&insurance sector):
- refactored auto_npl to expose shared _parse_sector; new bank_npl.py reuses it
- registered bank_npl FACTOR -> auto-appears in sources table (6 rows) + blends into banks theme surprise (real NPL)
- +unit tests (test_bank_npl), test_dashboard updated (6 sources)

205 tests pass; verified live API (banks surprise incl. NPL 1.07, 6 sources).
2026-08-26 19:56:39 +07:00

44 lines
1.7 KiB
Python

"""Tests for the BOT bank-sector (financial) NPL collector."""
from __future__ import annotations
import unittest
from app.bank_npl import BANK_SECTOR_LABEL, parse_bank_npl_html
# Minimal server-rendered table fragment in the style of reportID=794.
_NPL_HTML = """
<table>
<tr><th>ยอดคงค้าง NPL</th><th>% ต่อ NPLs</th><th>% ต่อสินเชื่อรวม</th></tr>
<tr><td></td><td>Q2/2568</td><td></td></tr>
<tr><td>1</td><td>การผลิต</td><td>12345.0</td><td>4.10</td><td>0.30</td></tr>
<tr><td>2</td><td>กิจกรรมทางการเงินและการประกันภัย</td><td>5598.0</td><td>1.07</td><td>0.11</td></tr>
<tr><td>3</td><td>รถยนต์</td><td>20602.0</td><td>3.95</td><td>1.20</td></tr>
</table>
"""
class BankNplTest(unittest.TestCase):
def test_parses_financial_sector(self):
snap = parse_bank_npl_html(_NPL_HTML)
self.assertEqual(snap.npl_amount, 5598.0)
self.assertEqual(snap.pct_of_npls, 1.07)
self.assertEqual(snap.pct_of_loans, 0.11)
self.assertEqual(snap.period, "Q2/2568")
def test_label_matched(self):
self.assertIn("การเงิน", BANK_SECTOR_LABEL)
self.assertIn("ประกันภัย", BANK_SECTOR_LABEL)
def test_fetches_live(self):
# Live BOT page must still yield a financial-sector NPL (network).
from app.bank_npl import fetch_bank_npl
snap = fetch_bank_npl()
self.assertIsNotNone(snap.pct_of_npls)
if snap.pct_of_npls is not None:
self.assertGreater(snap.pct_of_npls, 0.0)
if __name__ == "__main__":
unittest.main()