phase-10.5: screener enhancements
This commit is contained in:
Kazuma
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import test from 'node:test';
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import assert from 'node:assert/strict';
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import { DigestService } from '../server/domains/digest/DigestService.js';
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import { DiscordNotifier } from '../server/domains/digest/DiscordNotifier.js';
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import type { SignalSnapshotRepository } from '../server/domains/shared/persistence/SignalSnapshotRepository.js';
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import type { NewsRepository } from '../server/domains/news/NewsRepository.js';
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import type { NewsArticleRow, SignalSnapshotRow } from '../server/domains/shared/types/index.js';
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function snap(over: Partial<SignalSnapshotRow>): SignalSnapshotRow {
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return {
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ticker: 'AAPL',
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snapshot_date: '2026-06-09',
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asset_type: 'STOCK',
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price: 189.5,
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signal: '✅ Strong Buy',
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fundamental_tier: 'PASS',
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fundamental_score: 9,
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fundamental_label: '🟢 BUY (High Conviction)',
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inflated_tier: 'PASS',
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inflated_score: 9,
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inflated_label: '🟢 BUY (High Conviction)',
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coverage_active: 8,
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coverage_total: 11,
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risk_flags: null,
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rate_regime: 'NORMAL',
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created_at: '2026-06-09T21:00:00.000Z',
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...over,
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};
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}
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function article(over: Partial<NewsArticleRow>): NewsArticleRow {
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return {
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url_hash: 'h1',
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title_hash: 't1',
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ticker_list: '["AAPL"]',
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headline: '8-K filing: APPLE INC',
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body: null,
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source: 'edgar',
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catalyst: 'regulatory',
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url: 'https://sec.gov/x',
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published_at: '2026-06-08T20:00:00.000Z',
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created_at: '2026-06-08T20:01:00.000Z',
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...over,
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};
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}
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function makeService(
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today: SignalSnapshotRow[],
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prev: SignalSnapshotRow[],
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newsByTicker: Record<string, NewsArticleRow[]> = {},
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): DigestService {
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const snapshots = {
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byDate: () => today,
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latestBefore: () => prev,
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} as unknown as SignalSnapshotRepository;
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const news = {
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newsForTicker: (t: string) => newsByTicker[t] ?? [],
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} as unknown as NewsRepository;
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return new DigestService(snapshots, news);
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}
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test('DigestService', async (t) => {
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await t.test('detects signal change and attaches catalysts', () => {
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const service = makeService(
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[snap({ signal: '🔄 Neutral', fundamental_score: 2 })],
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[snap({ snapshot_date: '2026-06-08', signal: '✅ Strong Buy', fundamental_score: 9 })],
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{ AAPL: [article({})] },
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);
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const report = service.build('2026-06-09');
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assert.equal(report.changes.length, 1);
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const c = report.changes[0];
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assert.equal(c.previousSignal, '✅ Strong Buy');
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assert.equal(c.newSignal, '🔄 Neutral');
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assert.equal(c.scoreDelta, -7);
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assert.equal(c.catalysts.length, 1);
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assert.equal(c.catalysts[0].catalyst, 'regulatory');
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});
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await t.test('no change → empty digest', () => {
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const service = makeService([snap({})], [snap({ snapshot_date: '2026-06-08' })]);
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const report = service.build('2026-06-09');
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assert.equal(report.changes.length, 0);
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assert.equal(report.snapshotCount, 1);
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});
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await t.test('first-ever snapshot lands in newTickers, not changes', () => {
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const service = makeService([snap({ ticker: 'NVDA' })], []);
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const report = service.build('2026-06-09');
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assert.equal(report.changes.length, 0);
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assert.deepEqual(report.newTickers, ['NVDA']);
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});
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await t.test('M&A stories surface even without a signal change', () => {
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const service = makeService(
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[snap({})],
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[snap({ snapshot_date: '2026-06-08' })], // same signal — no change
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{
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AAPL: [
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article({
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catalyst: 'ma',
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headline: 'SC 13D filing: APPLE INC',
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url_hash: 'h2',
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url: 'https://sec.gov/13d',
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}),
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],
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},
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);
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const report = service.build('2026-06-09');
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assert.equal(report.changes.length, 0);
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assert.equal(report.maStories.length, 1);
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assert.ok(report.maStories[0].headline.includes('SC 13D'));
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});
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await t.test('sorts changes by signal-distance impact', () => {
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const service = makeService(
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[
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snap({ ticker: 'SMALL', signal: '⚡ Momentum' }), // Strong Buy(0) → Momentum(1): impact 1
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snap({ ticker: 'BIG', signal: '❌ Avoid' }), // Strong Buy(0) → Avoid(4): impact 4
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],
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[
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snap({ ticker: 'SMALL', snapshot_date: '2026-06-08', signal: '✅ Strong Buy' }),
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snap({ ticker: 'BIG', snapshot_date: '2026-06-08', signal: '✅ Strong Buy' }),
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],
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);
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const report = service.build('2026-06-09');
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assert.equal(report.changes[0].ticker, 'BIG');
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assert.equal(report.changes[1].ticker, 'SMALL');
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});
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});
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test('DiscordNotifier.buildPayload', async (t) => {
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await t.test('returns null when nothing to report', () => {
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assert.equal(
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DiscordNotifier.buildPayload({
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date: '2026-06-09',
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changes: [],
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newTickers: [],
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maStories: [],
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snapshotCount: 5,
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}),
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null,
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);
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});
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await t.test('builds embed with change fields and M&A section', () => {
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const payload = DiscordNotifier.buildPayload({
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date: '2026-06-09',
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changes: [
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{
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ticker: 'AAPL',
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previousSignal: '✅ Strong Buy',
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newSignal: '🔄 Neutral',
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previousDate: '2026-06-08',
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scoreDelta: -7,
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price: 189.5,
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catalysts: [
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{
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headline: '8-K filing: APPLE INC',
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catalyst: 'regulatory',
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source: 'edgar',
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url: 'https://sec.gov/x',
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publishedAt: '2026-06-08T20:00:00.000Z',
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},
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],
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},
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],
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newTickers: [],
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maStories: [
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{
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headline: 'SC 13D filing: APPLE INC',
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catalyst: 'ma',
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source: 'edgar',
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url: 'https://sec.gov/13d',
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publishedAt: '2026-06-08T21:00:00.000Z',
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},
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],
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snapshotCount: 12,
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});
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assert.ok(payload);
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const embed = payload.embeds[0] as {
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title: string;
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fields: Array<{ name: string; value: string }>;
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};
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assert.ok(embed.title.includes('2026-06-09'));
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assert.equal(embed.fields.length, 2); // 1 change + 1 M&A section
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assert.ok(embed.fields[0].name.includes('AAPL'));
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assert.ok(embed.fields[0].name.includes('score -7'));
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assert.ok(embed.fields[0].value.includes('regulatory'));
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assert.ok(embed.fields[1].name.includes('M&A'));
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});
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});
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@@ -0,0 +1,129 @@
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import test from 'node:test';
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import assert from 'node:assert/strict';
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import { NewsPipeline } from '../server/domains/news/NewsPipeline.js';
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import type { NewsRepository } from '../server/domains/news/NewsRepository.js';
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import type { NormalizedStory } from '../server/domains/shared/types/index.js';
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/** In-memory stub that records what the pipeline stores. */
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class StubRepo {
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articles: Array<{ urlHash: string; tickers: string[]; catalyst: string | null }> = [];
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links: Array<{ ticker: string; day: string }> = [];
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seenTitles = new Set<string>();
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capCounts = new Map<string, number>(); // `${ticker}|${day}` → count
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insertArticle(a: { urlHash: string; tickers: string[]; catalyst: string | null }): boolean {
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if (this.articles.some((x) => x.urlHash === a.urlHash)) return false;
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this.articles.push(a);
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return true;
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}
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titleSeenSince(titleHash: string): boolean {
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return this.seenTitles.has(titleHash);
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}
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linkTicker(ticker: string, day: string): void {
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this.links.push({ ticker, day });
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}
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countTickerDay(ticker: string, day: string): number {
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return this.capCounts.get(`${ticker}|${day}`) ?? 0;
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}
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purgeBodiesBefore(): number {
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return 0;
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}
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deleteUnreferencedBefore(): number {
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return 0;
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}
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}
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const UNIVERSE = new Set(['AAPL', 'MSFT']);
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function story(overrides: Partial<NormalizedStory> = {}): NormalizedStory {
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return {
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tickers: ['AAPL'],
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headline: 'Apple announces quarterly results beat estimates',
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source: 'prwire',
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url: `https://example.com/${Math.random()}`,
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publishedAt: '2026-06-09T14:00:00.000Z',
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...overrides,
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};
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}
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function makePipeline(repo: StubRepo): NewsPipeline {
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return new NewsPipeline(repo as unknown as NewsRepository);
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}
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test('NewsPipeline', async (t) => {
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await t.test('stores universe stories and links tickers', () => {
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const repo = new StubRepo();
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const stats = makePipeline(repo).ingest([story()], UNIVERSE);
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assert.equal(stats.stored, 1);
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assert.equal(repo.links.length, 1);
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assert.equal(repo.links[0].ticker, 'AAPL');
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assert.equal(repo.links[0].day, '2026-06-09');
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});
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await t.test('drops stories with no universe ticker (§4.1)', () => {
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const repo = new StubRepo();
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const stats = makePipeline(repo).ingest([story({ tickers: ['ZZZZ'] })], UNIVERSE);
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assert.equal(stats.stored, 0);
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assert.equal(stats.droppedNoUniverseTicker, 1);
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assert.equal(repo.articles.length, 0);
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});
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await t.test('drops noise headlines, but never filings (§4.2)', () => {
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const repo = new StubRepo();
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const noise = story({ headline: '5 best stocks to buy now including Apple' });
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const filing = story({
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headline: '8-K filing: 5 best stocks edge case',
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source: 'edgar',
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catalystHint: 'regulatory',
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});
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const stats = makePipeline(repo).ingest([noise, filing], UNIVERSE);
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assert.equal(stats.droppedNoise, 1);
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assert.equal(stats.stored, 1);
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assert.equal(repo.articles[0].catalyst, 'regulatory');
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});
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await t.test('drops syndicated duplicates by normalized title (§4.3)', () => {
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const repo = new StubRepo();
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const pipeline = makePipeline(repo);
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// First copy stored; mark its normalized-title hash as seen
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pipeline.ingest([story({ headline: 'Apple Beats Q2 Estimates!' })], UNIVERSE);
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repo.seenTitles.add(sha256(NewsPipeline.normalizeTitle('Apple Beats Q2 Estimates!')));
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// Same story, different casing/punctuation/URL → syndicated copy
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const stats = pipeline.ingest(
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[story({ headline: 'APPLE BEATS Q2 ESTIMATES', url: 'https://other.com/copy' })],
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UNIVERSE,
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);
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assert.equal(stats.droppedDuplicate, 1);
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});
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await t.test('enforces per-ticker daily cap, filings exempt (§4.4)', () => {
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const repo = new StubRepo();
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repo.capCounts.set('AAPL|2026-06-09', 25); // at cap
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const wire = story();
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const filing = story({ source: 'edgar', catalystHint: 'ma', url: 'https://sec.gov/x' });
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const stats = makePipeline(repo).ingest([wire, filing], UNIVERSE);
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assert.equal(stats.droppedCapped, 1);
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assert.equal(stats.stored, 1); // the filing
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});
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await t.test('classifies catalysts with M&A taking priority', () => {
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assert.equal(NewsPipeline.classify('Acme to be acquired by MegaCorp in Q2 deal'), 'ma');
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assert.equal(NewsPipeline.classify('Acme reports record quarterly results'), 'earnings');
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assert.equal(NewsPipeline.classify('Acme raises full-year guidance'), 'guidance');
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assert.equal(NewsPipeline.classify('FDA approval granted for Acme drug'), 'regulatory');
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assert.equal(NewsPipeline.classify('Fed holds rates steady amid CPI data'), 'macro');
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assert.equal(NewsPipeline.classify('Acme appoints new CMO'), null);
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});
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await t.test('noise detector catches listicles and target reiterations', () => {
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assert.ok(NewsPipeline.isNoise('3 Top Stocks to Watch This Week'));
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assert.ok(NewsPipeline.isNoise('Analyst price target raised on momentum'));
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assert.ok(!NewsPipeline.isNoise('Apple announces $90B buyback'));
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});
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});
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// Helper mirroring NewsPipeline's title hashing for the dedupe test
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import { createHash } from 'crypto';
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function sha256(input: string): string {
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return createHash('sha256').update(input).digest('hex');
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}
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@@ -0,0 +1,85 @@
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import test from 'node:test';
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import assert from 'node:assert/strict';
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import { EdgarPoller } from '../server/domains/news/pollers/EdgarPoller.js';
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import { PrWirePoller } from '../server/domains/news/pollers/PrWirePoller.js';
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import { RssParser } from '../server/domains/news/rss.js';
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import { noopLogger } from '../server/domains/shared/utils/logger.js';
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const EDGAR_ATOM = `<?xml version="1.0" encoding="ISO-8859-1" ?>
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<feed xmlns="http://www.w3.org/2005/Atom">
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<title>Latest Filings</title>
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<entry>
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<title>8-K - APPLE INC (0000320193) (Filer)</title>
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<link rel="alternate" type="text/html" href="https://www.sec.gov/Archives/edgar/data/320193/000032019326000001-index.htm"/>
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<updated>2026-06-09T13:01:02-04:00</updated>
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<id>urn:tag:sec.gov,2008:accession-number=0000320193-26-000001</id>
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</entry>
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<entry>
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<title>8-K - UNKNOWN CO (0009999999) (Filer)</title>
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<link rel="alternate" type="text/html" href="https://www.sec.gov/Archives/edgar/data/9999999/x-index.htm"/>
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<updated>2026-06-09T13:05:00-04:00</updated>
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<id>urn:tag:sec.gov,2008:accession-number=x</id>
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</entry>
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</feed>`;
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const PRWIRE_RSS = `<?xml version="1.0" encoding="UTF-8"?>
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<rss version="2.0"><channel>
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<item>
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<title>Acme Corp (NYSE: ACME) Announces Record Q2 Results</title>
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<link>https://www.example.com/acme-q2</link>
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<pubDate>Tue, 09 Jun 2026 12:00:00 GMT</pubDate>
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<description><![CDATA[Acme Corp (NYSE: ACME) and partner Beta Inc (Nasdaq: BETA) today announced...]]></description>
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</item>
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<item>
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<title>Local bakery wins award</title>
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<link>https://www.example.com/bakery</link>
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<pubDate>Tue, 09 Jun 2026 11:00:00 GMT</pubDate>
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<description>No public companies here.</description>
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</item>
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</channel></rss>`;
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test('news pollers', async (t) => {
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await t.test('EdgarPoller maps CIK to ticker and filters by universe', () => {
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const poller = new EdgarPoller(noopLogger, 'test-agent');
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poller.setTickerMap(new Map([['0000320193', 'AAPL']]));
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const stories = poller.parseFeed(EDGAR_ATOM, '8-K', 'regulatory', new Set(['AAPL']));
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assert.equal(stories.length, 1); // unknown CIK dropped
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assert.deepEqual(stories[0].tickers, ['AAPL']);
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assert.equal(stories[0].source, 'edgar');
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assert.equal(stories[0].catalystHint, 'regulatory');
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assert.ok(stories[0].headline.startsWith('8-K filing:'));
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assert.ok(stories[0].headline.includes('APPLE INC'));
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assert.ok(stories[0].url.includes('sec.gov'));
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});
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await t.test('EdgarPoller drops universe misses', () => {
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const poller = new EdgarPoller(noopLogger, 'test-agent');
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poller.setTickerMap(new Map([['0000320193', 'AAPL']]));
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const stories = poller.parseFeed(EDGAR_ATOM, '8-K', 'regulatory', new Set(['MSFT']));
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assert.equal(stories.length, 0);
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});
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await t.test('PrWirePoller extracts exchange-tagged tickers', () => {
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const stories = PrWirePoller.parseFeed(PRWIRE_RSS);
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assert.equal(stories.length, 1); // bakery story has no tickers → skipped
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assert.deepEqual(stories[0].tickers.sort(), ['ACME', 'BETA']);
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assert.equal(stories[0].source, 'prwire');
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assert.ok(stories[0].publishedAt.startsWith('2026-06-09'));
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});
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await t.test('extractTickers handles exchange tag variants', () => {
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assert.deepEqual(PrWirePoller.extractTickers('(NYSE: ABC)'), ['ABC']);
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assert.deepEqual(PrWirePoller.extractTickers('(Nasdaq: xyz)'), ['XYZ']);
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assert.deepEqual(PrWirePoller.extractTickers('(NYSE American: BRK.B)'), ['BRK.B']);
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assert.deepEqual(PrWirePoller.extractTickers('(OTCQB: TINY)'), ['TINY']);
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assert.deepEqual(PrWirePoller.extractTickers('no tags here'), []);
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});
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await t.test('RssParser decodes entities and strips CDATA', () => {
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const block = '<item><title>A & B say "hi"</title></item>';
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assert.equal(RssParser.tag(block, 'title'), 'A & B say "hi"');
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const cdata = '<item><description><![CDATA[Text <b>bold</b> here]]></description></item>';
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assert.equal(RssParser.tag(cdata, 'description'), 'Text bold here');
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});
|
||||
});
|
||||
Reference in New Issue
Block a user