Kazuma
55 lines
2.1 KiB
JavaScript
55 lines
2.1 KiB
JavaScript
import { test } from 'node:test';
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import assert from 'node:assert/strict';
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import { EtfScorer } from '../src/screener/scorers/EtfScorer.js';
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const rules = {
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gates: { maxExpenseRatio: 0.5 },
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weights: { yield: 2, lowCost: 3 },
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thresholds: { minYield: 1.5, maxExpense: 0.1, minVolume: 500000 },
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};
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test('rejects ETF with expense ratio above gate', () => {
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const result = EtfScorer.score({ expenseRatio: 0.8, yield: 2.0 }, rules);
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assert.equal(result.label, '🔴 REJECT');
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});
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test('efficient label for low-cost, high-yield ETF', () => {
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const result = EtfScorer.score({ expenseRatio: 0.03, yield: 2.0, volume: 1000000 }, rules);
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assert.equal(result.label, '🟢 Efficient');
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});
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test('neutral when yield is below threshold', () => {
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const result = EtfScorer.score({ expenseRatio: 0.03, yield: 0.4, volume: 1000000 }, rules);
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assert.equal(result.label, '🟡 Neutral');
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});
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test('audit breakdown includes cost, yield, vol keys', () => {
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const result = EtfScorer.score({ expenseRatio: 0.03, yield: 2.0, volume: 1000000 }, rules);
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assert(result.audit.breakdown.cost != null);
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assert(result.audit.breakdown.yield != null);
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assert(result.audit.breakdown.vol != null);
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});
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test('penalises ETF with volume below liquidity floor', () => {
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const result = EtfScorer.score({ expenseRatio: 0.03, yield: 2.0, volume: 100000 }, rules);
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assert(result.audit.breakdown.vol < 0, 'low-volume ETF should receive negative vol score');
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});
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test('scores 5Y return when threshold configured', () => {
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const rulesWithReturn = {
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...rules,
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weights: { ...rules.weights, fiveYearReturn: 2 },
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thresholds: { ...rules.thresholds, minFiveYearReturn: 8.0 },
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};
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const good = EtfScorer.score(
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{ expenseRatio: 0.03, yield: 2.0, volume: 1000000, fiveYearReturn: 10 },
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rulesWithReturn,
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);
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const poor = EtfScorer.score(
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{ expenseRatio: 0.03, yield: 2.0, volume: 1000000, fiveYearReturn: 5 },
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rulesWithReturn,
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);
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assert(good.audit.breakdown.fiveYearReturn > 0, 'strong 5Y return should score positively');
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assert(poor.audit.breakdown.fiveYearReturn < 0, 'weak 5Y return should score negatively');
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});
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