fix bruno collection

2026-06-06 21:49:31 -04:00
parent 2e7860637e
commit 76c2a671f4
25 changed files with 4361 additions and 94 deletions
@@ -0,0 +1,270 @@
+import test from 'node:test';
+import assert from 'node:assert/strict';
+import { EtfScorer } from '../server/domains/screener/scorers/EtfScorer.js';
+import { ScoringConfig } from '../server/domains/shared/scoring/ScoringConfig.js';
+import type { EtfMetrics } from '../server/domains/shared/types/models.model.js';
+
+const DEFAULT_RULES = {
+  gates: ScoringConfig.base.gates.ETF,
+  weights: ScoringConfig.base.weights.ETF,
+  thresholds: ScoringConfig.base.thresholds.ETF,
+};
+
+test('EtfScorer', async (t) => {
+  await t.test('rejects ETF with high expense ratio', () => {
+    const metrics: EtfMetrics = {
+      expenseRatio: 0.8, // Exceeds 0.2% gate
+      yield: 2.5,
+      volume: 5000000,
+      fiveYearReturn: 10,
+      totalAssets: 5e9,
+    };
+
+    const result = EtfScorer.score(metrics, DEFAULT_RULES);
+    assert.equal(result.label, '🔴 REJECT');
+    assert.ok(result.scoreSummary.includes('Expense ratio'));
+  });
+
+  await t.test('accepts ETF with low expense ratio', () => {
+    const metrics: EtfMetrics = {
+      expenseRatio: 0.05, // Well below 0.2% gate
+      yield: 2.5,
+      volume: 5000000,
+      fiveYearReturn: 10,
+      totalAssets: 5e9,
+    };
+
+    const result = EtfScorer.score(metrics, DEFAULT_RULES);
+    assert.notEqual(result.label, '🔴 REJECT');
+  });
+
+  await t.test('rejects ETF with zero expense ratio (data issue)', () => {
+    const metrics: EtfMetrics = {
+      expenseRatio: 0, // Zero treated as missing/invalid
+      yield: 2.5,
+      volume: 5000000,
+      fiveYearReturn: 10,
+      totalAssets: 5e9,
+    };
+
+    const result = EtfScorer.score(metrics, DEFAULT_RULES);
+    // Zero is treated as null/missing data
+    assert.ok(result);
+  });
+
+  await t.test('rejects ETF with low 5-year return', () => {
+    const metrics: EtfMetrics = {
+      expenseRatio: 0.1,
+      yield: 2.5,
+      volume: 5000000,
+      fiveYearReturn: 5, // Below 8% gate
+      totalAssets: 5e9,
+    };
+
+    const result = EtfScorer.score(metrics, DEFAULT_RULES);
+    assert.equal(result.label, '🔴 REJECT');
+    assert.ok(result.scoreSummary.includes('5-year return'));
+  });
+
+  await t.test('accepts ETF with strong 5-year return', () => {
+    const metrics: EtfMetrics = {
+      expenseRatio: 0.1,
+      yield: 2.5,
+      volume: 5000000,
+      fiveYearReturn: 12, // Above 8% gate
+      totalAssets: 5e9,
+    };
+
+    const result = EtfScorer.score(metrics, DEFAULT_RULES);
+    assert.notEqual(result.label, '🔴 REJECT');
+  });
+
+  await t.test('rejects ETF with insufficient volume', () => {
+    const metrics: EtfMetrics = {
+      expenseRatio: 0.1,
+      yield: 2.5,
+      volume: 500000, // Below 1M gate
+      fiveYearReturn: 10,
+      totalAssets: 5e9,
+    };
+
+    const result = EtfScorer.score(metrics, DEFAULT_RULES);
+    assert.equal(result.label, '🔴 REJECT');
+    assert.ok(result.scoreSummary.includes('Volume'));
+  });
+
+  await t.test('accepts ETF with strong volume', () => {
+    const metrics: EtfMetrics = {
+      expenseRatio: 0.1,
+      yield: 2.5,
+      volume: 10000000, // Well above 1M gate
+      fiveYearReturn: 10,
+      totalAssets: 5e9,
+    };
+
+    const result = EtfScorer.score(metrics, DEFAULT_RULES);
+    assert.notEqual(result.label, '🔴 REJECT');
+  });
+
+  await t.test('scores high-quality ETF positively', () => {
+    const metrics: EtfMetrics = {
+      expenseRatio: 0.05, // Low
+      yield: 3.0, // Decent
+      volume: 20000000, // High
+      fiveYearReturn: 15, // Strong
+      totalAssets: 50e9, // Large
+    };
+
+    const result = EtfScorer.score(metrics, DEFAULT_RULES);
+    assert.notEqual(result.label, '🔴 REJECT');
+    assert.ok(result.audit?.passedGates);
+  });
+
+  await t.test('handles null/undefined metrics gracefully', () => {
+    const metrics: EtfMetrics = {
+      expenseRatio: 0.1,
+      yield: null,
+      volume: 5000000,
+      fiveYearReturn: 10,
+      totalAssets: null,
+    };
+
+    const result = EtfScorer.score(metrics, DEFAULT_RULES);
+    // Should not crash, null values are skipped
+    assert.ok(result);
+  });
+
+  await t.test('includes audit trail of gate checks', () => {
+    const metrics: EtfMetrics = {
+      expenseRatio: 0.8,
+      yield: 2.5,
+      volume: 5000000,
+      fiveYearReturn: 10,
+      totalAssets: 5e9,
+    };
+
+    const result = EtfScorer.score(metrics, DEFAULT_RULES);
+    assert.ok(result.audit);
+    if (!result.audit?.passedGates) {
+      assert.ok(Array.isArray(result.audit?.failures));
+    }
+  });
+
+  await t.test('scores yield as secondary factor', () => {
+    const metricsLowYield: EtfMetrics = {
+      expenseRatio: 0.1,
+      yield: 0.5, // Low yield
+      volume: 5000000,
+      fiveYearReturn: 10,
+      totalAssets: 5e9,
+    };
+
+    const metricsHighYield: EtfMetrics = {
+      expenseRatio: 0.1,
+      yield: 4.0, // High yield
+      volume: 5000000,
+      fiveYearReturn: 10,
+      totalAssets: 5e9,
+    };
+
+    const resultLow = EtfScorer.score(metricsLowYield, DEFAULT_RULES);
+    const resultHigh = EtfScorer.score(metricsHighYield, DEFAULT_RULES);
+
+    // Both should pass gates
+    assert.ok(resultLow.audit?.passedGates);
+    assert.ok(resultHigh.audit?.passedGates);
+  });
+
+  await t.test('rejects ETF with multiple gate failures', () => {
+    const metrics: EtfMetrics = {
+      expenseRatio: 1.0, // High
+      yield: 0.5,
+      volume: 100000, // Low
+      fiveYearReturn: 3, // Low
+      totalAssets: 100e6, // Small
+    };
+
+    const result = EtfScorer.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('calculates score based on thresholds', () => {
+    const metricsLowReturn: EtfMetrics = {
+      expenseRatio: 0.1,
+      yield: 2.5,
+      volume: 5000000,
+      fiveYearReturn: 8.5, // Just above gate
+      totalAssets: 5e9,
+    };
+
+    const metricsHighReturn: EtfMetrics = {
+      expenseRatio: 0.1,
+      yield: 2.5,
+      volume: 5000000,
+      fiveYearReturn: 15, // Well above gate
+      totalAssets: 5e9,
+    };
+
+    const resultLow = EtfScorer.score(metricsLowReturn, DEFAULT_RULES);
+    const resultHigh = EtfScorer.score(metricsHighReturn, DEFAULT_RULES);
+
+    // Both should pass
+    assert.ok(resultLow.audit?.passedGates);
+    assert.ok(resultHigh.audit?.passedGates);
+  });
+
+  await t.test('penalizes low-volume ETF', () => {
+    const metricsLowVolume: EtfMetrics = {
+      expenseRatio: 0.1,
+      yield: 2.5,
+      volume: 2000000, // Low but above gate
+      fiveYearReturn: 10,
+      totalAssets: 5e9,
+    };
+
+    const metricsHighVolume: EtfMetrics = {
+      expenseRatio: 0.1,
+      yield: 2.5,
+      volume: 50000000, // High volume
+      fiveYearReturn: 10,
+      totalAssets: 5e9,
+    };
+
+    const resultLow = EtfScorer.score(metricsLowVolume, DEFAULT_RULES);
+    const resultHigh = EtfScorer.score(metricsHighVolume, DEFAULT_RULES);
+
+    // Both pass gates, but high volume should score higher
+    assert.ok(resultLow.audit?.passedGates);
+    assert.ok(resultHigh.audit?.passedGates);
+  });
+
+  await t.test('handles extremely high expense ratio', () => {
+    const metrics: EtfMetrics = {
+      expenseRatio: 5.0, // 5%!
+      yield: 2.5,
+      volume: 5000000,
+      fiveYearReturn: 10,
+      totalAssets: 5e9,
+    };
+
+    const result = EtfScorer.score(metrics, DEFAULT_RULES);
+    assert.equal(result.label, '🔴 REJECT');
+  });
+
+  await t.test('handles negative 5-year return', () => {
+    const metrics: EtfMetrics = {
+      expenseRatio: 0.1,
+      yield: 2.5,
+      volume: 5000000,
+      fiveYearReturn: -5, // Negative return
+      totalAssets: 5e9,
+    };
+
+    const result = EtfScorer.score(metrics, DEFAULT_RULES);
+    assert.equal(result.label, '🔴 REJECT');
+  });
+});