refactor(dotnet): normalize factor input dates

2026-07-13 00:20:46 +09:00
parent 29929d76d3
commit 6475ecd3b0
2 changed files with 39 additions and 2 deletions
@@ -125,5 +125,28 @@ namespace QuantEngine.Core.Tests
            Assert.Equal(expectedMom20, outputs.Momentum20D, 5);
            Assert.Equal(1.0, outputs.Beta60D);
        }
+
+        [Fact]
+        public void CalculateFactors_DuplicateDates_UsesLastOccurrencePerDate()
+        {
+            var stock = CreateMockBars("005930", 100.0, 1.0, 130);
+            var index = CreateMockBars("KOSPI", 2000.0, 0.0, 130);
+
+            var duplicateDate = stock[129].TradeDate;
+            stock.Add(new PriceHistoryDailyRecord(
+                "005930",
+                duplicateDate,
+                1000m,
+                1002m,
+                998m,
+                1001m,
+                100000,
+                "TEST_SOURCE"));
+
+            var outputs = FactorCalculator.CalculateFactors(stock, index);
+
+            Assert.True(outputs.Momentum20D > 0);
+            Assert.True(outputs.Atr20Pct > 0);
+        }
    }
 }