Add live_pre_screen unit tests including min/max_atr_pct filters

12 tests covering all screener filters: min_price, min_atr_14,
min_avg_dollar_volume, date selection (latest-before, future excluded),
and the V23 quality filters min_atr_pct / max_atr_pct added last session
but previously untested.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>

tests/unit/orb_trader/test_screener.py

@@ -0,0 +1,123 @@
+"""Unit tests for apps.orb_trader.screener.live_pre_screen."""
+from __future__ import annotations
+
+import pytest
+
+from apps.orb_trader.screener import live_pre_screen
+from libs.intraday.domain import ORBStrategyParams
+
+
+def _enrich(ticker: str, *, prev_close: float, atr_14: float, avg_dollar_vol: float) -> dict:
+    """Build minimal enrichment dict for a single ticker."""
+    return {
+        ticker: {
+            "2026-01-04": {
+                "prev_close": prev_close,
+                "atr_14": atr_14,
+                "avg_dollar_vol_30d": avg_dollar_vol,
+            }
+        }
+    }
+
+
+def _default_params(**overrides) -> ORBStrategyParams:
+    defaults = dict(
+        min_price=10.0,
+        min_atr_14=0.50,
+        min_avg_dollar_volume=25_000_000.0,
+        min_atr_pct=None,
+        max_atr_pct=None,
+    )
+    defaults.update(overrides)
+    return ORBStrategyParams(**defaults)
+
+
+_DATE = "2026-01-05"
+
+
+class TestBasicFilters:
+    def test_passes_all_filters(self):
+        enrich = _enrich("AAPL", prev_close=150.0, atr_14=3.0, avg_dollar_vol=100_000_000)
+        result = live_pre_screen(enrich, _DATE, _default_params())
+        assert "AAPL" in result
+
+    def test_fails_min_price(self):
+        enrich = _enrich("AAPL", prev_close=9.0, atr_14=0.8, avg_dollar_vol=30_000_000)
+        result = live_pre_screen(enrich, _DATE, _default_params(min_price=10.0))
+        assert "AAPL" not in result
+
+    def test_fails_min_atr_14(self):
+        enrich = _enrich("AAPL", prev_close=50.0, atr_14=0.3, avg_dollar_vol=50_000_000)
+        result = live_pre_screen(enrich, _DATE, _default_params(min_atr_14=0.50))
+        assert "AAPL" not in result
+
+    def test_fails_min_dollar_volume(self):
+        enrich = _enrich("AAPL", prev_close=50.0, atr_14=1.0, avg_dollar_vol=10_000_000)
+        result = live_pre_screen(enrich, _DATE, _default_params(min_avg_dollar_volume=25_000_000))
+        assert "AAPL" not in result
+
+    def test_uses_latest_enrichment_date(self):
+        # Two enrichment dates; the newer one passes filters, older one fails
+        enrich = {
+            "AAPL": {
+                "2025-12-31": {"prev_close": 5.0, "atr_14": 0.1, "avg_dollar_vol_30d": 1_000_000},
+                "2026-01-04": {"prev_close": 150.0, "atr_14": 3.0, "avg_dollar_vol_30d": 100_000_000},
+            }
+        }
+        result = live_pre_screen(enrich, _DATE, _default_params())
+        assert "AAPL" in result
+
+    def test_future_enrichment_dates_excluded(self):
+        # date_str="2026-01-05"; enrichment only has "2026-01-06" → nothing qualifies
+        enrich = {
+            "AAPL": {
+                "2026-01-06": {"prev_close": 150.0, "atr_14": 3.0, "avg_dollar_vol_30d": 100_000_000},
+            }
+        }
+        result = live_pre_screen(enrich, _DATE, _default_params())
+        assert "AAPL" not in result
+
+
+class TestAtrPctFilters:
+    def test_min_atr_pct_passes(self):
+        # atr_14=3.0, prev_close=100.0 → atr_ratio=3% ≥ min_atr_pct=2% → pass
+        enrich = _enrich("AAPL", prev_close=100.0, atr_14=3.0, avg_dollar_vol=50_000_000)
+        params = _default_params(min_atr_pct=0.02)
+        assert "AAPL" in live_pre_screen(enrich, _DATE, params)
+
+    def test_min_atr_pct_fails(self):
+        # atr_14=1.0, prev_close=100.0 → atr_ratio=1% < min_atr_pct=2% → fail
+        enrich = _enrich("AAPL", prev_close=100.0, atr_14=1.0, avg_dollar_vol=50_000_000)
+        params = _default_params(min_atr_pct=0.02)
+        assert "AAPL" not in live_pre_screen(enrich, _DATE, params)
+
+    def test_max_atr_pct_passes(self):
+        # atr_ratio=3% < max_atr_pct=5% → pass
+        enrich = _enrich("AAPL", prev_close=100.0, atr_14=3.0, avg_dollar_vol=50_000_000)
+        params = _default_params(max_atr_pct=0.05)
+        assert "AAPL" in live_pre_screen(enrich, _DATE, params)
+
+    def test_max_atr_pct_fails(self):
+        # atr_14=8.0, prev_close=100.0 → atr_ratio=8% > max_atr_pct=5% → fail
+        enrich = _enrich("AAPL", prev_close=100.0, atr_14=8.0, avg_dollar_vol=50_000_000)
+        params = _default_params(max_atr_pct=0.05)
+        assert "AAPL" not in live_pre_screen(enrich, _DATE, params)
+
+    def test_both_bounds_respected(self):
+        # Only ticker in [2%, 5%] range should pass; below and above both fail
+        enrich = {
+            "LOW": {"2026-01-04": {"prev_close": 100.0, "atr_14": 1.0, "avg_dollar_vol_30d": 50_000_000}},
+            "OK":  {"2026-01-04": {"prev_close": 100.0, "atr_14": 3.0, "avg_dollar_vol_30d": 50_000_000}},
+            "HI":  {"2026-01-04": {"prev_close": 100.0, "atr_14": 7.0, "avg_dollar_vol_30d": 50_000_000}},
+        }
+        params = _default_params(min_atr_pct=0.02, max_atr_pct=0.05)
+        result = live_pre_screen(enrich, _DATE, params)
+        assert "OK" in result
+        assert "LOW" not in result
+        assert "HI" not in result
+
+    def test_none_bounds_no_filter(self):
+        # min_atr_pct=None, max_atr_pct=None → no ATR% filtering
+        enrich = _enrich("AAPL", prev_close=100.0, atr_14=0.1, avg_dollar_vol=50_000_000)
+        params = _default_params(min_atr_14=0.0, min_atr_pct=None, max_atr_pct=None)
+        assert "AAPL" in live_pre_screen(enrich, _DATE, params)