fix bruno collection

2026-06-06 21:49:31 -04:00
parent 96a752ecf7
commit 17bc985260
25 changed files with 4361 additions and 94 deletions
@@ -0,0 +1,279 @@
+import test from 'node:test';
+import assert from 'node:assert/strict';
+import { StockScorer } from '../server/domains/screener/scorers/StockScorer.js';
+import { ScoringConfig } from '../server/domains/shared/scoring/ScoringConfig.js';
+import type { StockMetrics } from '../server/domains/shared/types/models.model.js';
+
+const DEFAULT_RULES = {
+  gates: ScoringConfig.base.gates.STOCK,
+  weights: ScoringConfig.base.weights.STOCK,
+  thresholds: ScoringConfig.base.thresholds.STOCK,
+};
+
+test('StockScorer', async (t) => {
+  await t.test('rejects stock with high debt-to-equity ratio', () => {
+    const metrics: StockMetrics = {
+      peRatio: 15,
+      pegRatio: 1.0,
+      debtToEquity: 2.5, // Exceeds 1.5 gate
+      quickRatio: 1.0,
+      returnOnEquity: 20,
+      operatingMargin: 15,
+      netProfitMargin: 10,
+      revenueGrowth: 5,
+      fcfYield: 3,
+      priceToBook: 1.5,
+    } as any;
+
+    const result = StockScorer.score(metrics, DEFAULT_RULES);
+    assert.equal(result.label, '🔴 REJECT');
+    assert.ok(result.scoreSummary.includes('D/E'));
+  });
+
+  await t.test('rejects stock with low quick ratio', () => {
+    const metrics: StockMetrics = {
+      peRatio: 15,
+      pegRatio: 1.0,
+      debtToEquity: 1.0,
+      quickRatio: 0.5, // Below 0.8 gate
+      returnOnEquity: 20,
+      operatingMargin: 15,
+      netProfitMargin: 10,
+      revenueGrowth: 5,
+      fcfYield: 3,
+      priceToBook: 1.5,
+    } as any;
+
+    const result = StockScorer.score(metrics, DEFAULT_RULES);
+    assert.equal(result.label, '🔴 REJECT');
+    assert.ok(result.scoreSummary.includes('Quick'));
+  });
+
+  await t.test('rejects stock with high P/E ratio', () => {
+    const metrics: StockMetrics = {
+      peRatio: 25, // Exceeds 15 gate
+      pegRatio: 1.0,
+      debtToEquity: 1.0,
+      quickRatio: 1.0,
+      returnOnEquity: 20,
+      operatingMargin: 15,
+      netProfitMargin: 10,
+      revenueGrowth: 5,
+      fcfYield: 3,
+      priceToBook: 1.5,
+    } as any;
+
+    const result = StockScorer.score(metrics, DEFAULT_RULES);
+    assert.equal(result.label, '🔴 REJECT');
+    assert.ok(result.scoreSummary.includes('P/E'));
+  });
+
+  await t.test('rejects stock with high PEG ratio', () => {
+    const metrics: StockMetrics = {
+      peRatio: 15,
+      pegRatio: 1.5, // Exceeds 1.0 gate
+      debtToEquity: 1.0,
+      quickRatio: 1.0,
+      returnOnEquity: 20,
+      operatingMargin: 15,
+      netProfitMargin: 10,
+      revenueGrowth: 5,
+      fcfYield: 3,
+      priceToBook: 1.5,
+    } as any;
+
+    const result = StockScorer.score(metrics, DEFAULT_RULES);
+    assert.equal(result.label, '🔴 REJECT');
+    assert.ok(result.scoreSummary.includes('PEG'));
+  });
+
+  await t.test('scores high-quality stock positively', () => {
+    const metrics: StockMetrics = {
+      peRatio: 12, // Below gate
+      pegRatio: 0.8, // Below gate
+      debtToEquity: 0.5,
+      quickRatio: 1.2,
+      returnOnEquity: 25, // High ROE
+      operatingMargin: 20,
+      netProfitMargin: 15,
+      revenueGrowth: 10,
+      fcfYield: 5,
+      priceToBook: 2.0,
+    } as any;
+
+    const result = StockScorer.score(metrics, DEFAULT_RULES);
+    assert.notEqual(result.label, '🔴 REJECT');
+    // Should have positive score
+    assert.ok(result.audit?.passedGates);
+  });
+
+  await t.test('handles null/undefined metrics gracefully', () => {
+    const metrics: StockMetrics = {
+      peRatio: 15,
+      pegRatio: 1.0,
+      debtToEquity: null,
+      quickRatio: 1.0,
+      returnOnEquity: 20,
+      operatingMargin: null,
+      netProfitMargin: 10,
+      revenueGrowth: 5,
+      fcfYield: 3,
+      priceToBook: 1.5,
+    } as any;
+
+    const result = StockScorer.score(metrics, DEFAULT_RULES);
+    // Should not crash, null values are skipped in gate checks
+    assert.ok(result);
+  });
+
+  await t.test('passes all quality gates for strong stock', () => {
+    const metrics: StockMetrics = {
+      peRatio: 10,
+      pegRatio: 0.9,
+      debtToEquity: 0.3,
+      quickRatio: 1.5,
+      returnOnEquity: 30,
+      operatingMargin: 25,
+      netProfitMargin: 18,
+      revenueGrowth: 8,
+      fcfYield: 6,
+      priceToBook: 3.0,
+    } as any;
+
+    const result = StockScorer.score(metrics, DEFAULT_RULES);
+    assert.ok(result.audit?.passedGates);
+    assert.notEqual(result.label, '🔴 REJECT');
+  });
+
+  await t.test('includes audit trail of gate checks', () => {
+    const metrics: StockMetrics = {
+      peRatio: 25,
+      pegRatio: 1.0,
+      debtToEquity: 1.0,
+      quickRatio: 1.0,
+      returnOnEquity: 20,
+      operatingMargin: 15,
+      netProfitMargin: 10,
+      revenueGrowth: 5,
+      fcfYield: 3,
+      priceToBook: 1.5,
+    } as any;
+
+    const result = StockScorer.score(metrics, DEFAULT_RULES);
+    assert.ok(result.audit);
+    if (!result.audit?.passedGates) {
+      assert.ok(Array.isArray(result.audit?.failures));
+    }
+  });
+
+  await t.test('scores ROE as primary quality factor', () => {
+    const metricsLowRoe: StockMetrics = {
+      peRatio: 10,
+      pegRatio: 0.9,
+      debtToEquity: 0.3,
+      quickRatio: 1.5,
+      returnOnEquity: 5, // Low ROE
+      operatingMargin: 25,
+      netProfitMargin: 18,
+      revenueGrowth: 8,
+      fcfYield: 6,
+      priceToBook: 3.0,
+    } as any;
+
+    const metricsHighRoe: StockMetrics = {
+      peRatio: 10,
+      pegRatio: 0.9,
+      debtToEquity: 0.3,
+      quickRatio: 1.5,
+      returnOnEquity: 40, // High ROE
+      operatingMargin: 25,
+      netProfitMargin: 18,
+      revenueGrowth: 8,
+      fcfYield: 6,
+      priceToBook: 3.0,
+    } as any;
+
+    const resultLow = StockScorer.score(metricsLowRoe, DEFAULT_RULES);
+    const resultHigh = StockScorer.score(metricsHighRoe, DEFAULT_RULES);
+
+    // Both should pass gates, but high ROE should score better
+    assert.ok(resultLow.audit?.passedGates);
+    assert.ok(resultHigh.audit?.passedGates);
+  });
+
+  await t.test('rejects stock with multiple gate failures', () => {
+    const metrics: StockMetrics = {
+      peRatio: 25, // High
+      pegRatio: 1.5, // High
+      debtToEquity: 2.5, // High
+      quickRatio: 0.5, // Low
+      returnOnEquity: 5,
+      operatingMargin: 5,
+      netProfitMargin: 2,
+      revenueGrowth: -5,
+      fcfYield: -1,
+      priceToBook: 0.5,
+    } as any;
+
+    const result = StockScorer.score(metrics, DEFAULT_RULES);
+    assert.equal(result.label, '🔴 REJECT');
+    // Should have multiple failures
+    if (!result.audit?.passedGates && result.audit?.failures) {
+      assert.ok(result.audit.failures.length > 1);
+    }
+  });
+
+  await t.test('handles edge case of zero metrics', () => {
+    const metrics: StockMetrics = {
+      peRatio: 0,
+      pegRatio: 0,
+      debtToEquity: 0,
+      quickRatio: 0,
+      returnOnEquity: 0,
+      operatingMargin: 0,
+      netProfitMargin: 0,
+      revenueGrowth: 0,
+      fcfYield: 0,
+      priceToBook: 0,
+    } as any;
+
+    const result = StockScorer.score(metrics, DEFAULT_RULES);
+    // Should handle gracefully (zero is falsy, treated as null)
+    assert.ok(result);
+  });
+
+  await t.test('scores based on configured thresholds', () => {
+    const metricsLowMargin: StockMetrics = {
+      peRatio: 10,
+      pegRatio: 0.9,
+      debtToEquity: 0.3,
+      quickRatio: 1.5,
+      returnOnEquity: 20,
+      operatingMargin: 5, // Below medium threshold
+      netProfitMargin: 18,
+      revenueGrowth: 8,
+      fcfYield: 6,
+      priceToBook: 3.0,
+    } as any;
+
+    const metricsHighMargin: StockMetrics = {
+      peRatio: 10,
+      pegRatio: 0.9,
+      debtToEquity: 0.3,
+      quickRatio: 1.5,
+      returnOnEquity: 20,
+      operatingMargin: 25, // Above high threshold
+      netProfitMargin: 18,
+      revenueGrowth: 8,
+      fcfYield: 6,
+      priceToBook: 3.0,
+    } as any;
+
+    const resultLow = StockScorer.score(metricsLowMargin, DEFAULT_RULES);
+    const resultHigh = StockScorer.score(metricsHighMargin, DEFAULT_RULES);
+
+    // Both should pass gates
+    assert.ok(resultLow.audit?.passedGates);
+    assert.ok(resultHigh.audit?.passedGates);
+  });
+});