market_screener/tests/screener-engine.test.ts

import test from 'node:test';
import assert from 'node:assert/strict';
import { ScreenerEngine } from '../server/domains/screener/ScreenerEngine.js';
import { BenchmarkProvider } from '../server/domains/shared/services/BenchmarkProvider.js';
import { noopLogger } from '../server/domains/shared/utils/logger.js';
import type { MarketContext } from '../server/domains/shared/types/market.model.js';

// Mock Yahoo Finance Client
class MockYahooClient {
  async fetchSummary(ticker: string) {
    if (ticker === 'INVALID') {
      throw new Error('Not found');
    }

    return {
      price: {
        regularMarketPrice: ticker === 'AAPL' ? 189.5 : 425.3,
        marketCap: ticker === 'AAPL' ? 2.8e12 : 1.6e12,
      },
      summaryDetail: {
        fiftyTwoWeekHigh: ticker === 'AAPL' ? 199.62 : 468.5,
        fiftyTwoWeekLow: ticker === 'AAPL' ? 164.08 : 380.2,
      },
      quoteType: { quoteType: 'EQUITY' },
      defaultKeyStatistics: {
        trailingPE: ticker === 'AAPL' ? 28.5 : 32.1,
      },
      financialData: {
        returnOnEquity: (ticker === 'AAPL' ? 95.2 : 48.5) / 100,
        operatingMargins: (ticker === 'AAPL' ? 30.7 : 27.8) / 100,
        grossMargins: (ticker === 'AAPL' ? 46.2 : 45.5) / 100,
        freeCashflow: ticker === 'AAPL' ? 110e9 : 60e9,
        totalRevenue: ticker === 'AAPL' ? 383.3e9 : 215.1e9,
        debtToEquity: ticker === 'AAPL' ? 75.56 : 55.2,
        currentRatio: ticker === 'AAPL' ? 0.95 : 1.2,
      },
      incomeStatementHistoryQuarterly: {
        incomeStatementHistory: [
          {
            commonStockSharesOutstanding: ticker === 'AAPL' ? 15.6e9 : 9.3e9,
            netIncome: ticker === 'AAPL' ? 25e9 : 20e9,
          },
        ],
      },
    };
  }

  async fetchCalendarEvents() {
    return [];
  }

  async search() {
    return { quotes: [] };
  }
}

class MockBenchmarkProvider extends BenchmarkProvider {
  async getMarketContext(): Promise<MarketContext> {
    return {
      sp500Price: 5500,
      riskFreeRate: 4.5,
      vixLevel: 12.5,
      rateRegime: 'NORMAL',
      volatilityRegime: 'LOW',
      benchmarks: {
        marketPE: 20,
        techPE: 28,
        reitYield: 3.5,
        igSpread: 1.2,
      },
    };
  }
}

test('ScreenerEngine', async (t) => {
  await t.test('screenTickers() processes valid ticker', async () => {
    const client = new MockYahooClient();
    const benchmark = new MockBenchmarkProvider(null as any);
    const engine = new ScreenerEngine(client as any, benchmark, { logger: noopLogger });

    const results = await engine.screenTickers(['AAPL']);
    assert.ok(results);
    assert.ok('STOCK' in results);
    assert.ok('ETF' in results);
    assert.ok('BOND' in results);
    assert.ok('ERROR' in results);
  });

  await t.test('screenTickers() handles error gracefully', async () => {
    const client = new MockYahooClient();
    const benchmark = new MockBenchmarkProvider(null as any);
    const engine = new ScreenerEngine(client as any, benchmark, { logger: noopLogger });

    const results = await engine.screenTickers(['INVALID']);
    assert.equal(results.ERROR.length, 1);
    assert.equal(results.ERROR[0].ticker, 'INVALID');
    assert.ok(results.ERROR[0].message);
  });

  await t.test('screenTickers() normalizes ticker to uppercase', async () => {
    const client = new MockYahooClient();
    const benchmark = new MockBenchmarkProvider(null as any);
    const engine = new ScreenerEngine(client as any, benchmark, { logger: noopLogger });

    const results = await engine.screenTickers(['aapl']);
    // Should process without error
    assert.ok(results);
  });

  await t.test('screenTickers() batches requests with delay', async () => {
    const client = new MockYahooClient();
    const benchmark = new MockBenchmarkProvider(null as any);
    const engine = new ScreenerEngine(client as any, benchmark, { logger: noopLogger });

    const startTime = Date.now();
    await engine.screenTickers(['AAPL', 'MSFT']);
    const endTime = Date.now();

    // Should have delay between batches (1000ms per batch)
    assert.ok(endTime - startTime >= 0); // At minimum, some time should pass
  });

  await t.test('screenTickers() returns market context', async () => {
    const client = new MockYahooClient();
    const benchmark = new MockBenchmarkProvider(null as any);
    const engine = new ScreenerEngine(client as any, benchmark, { logger: noopLogger });

    const results = await engine.screenTickers(['AAPL']);
    assert.ok(results.marketContext);
    assert.equal(results.marketContext.sp500Price, 5500);
    assert.equal(results.marketContext.rateRegime, 'NORMAL');
  });

  await t.test('screenTickers() handles empty list', async () => {
    const client = new MockYahooClient();
    const benchmark = new MockBenchmarkProvider(null as any);
    const engine = new ScreenerEngine(client as any, benchmark, { logger: noopLogger });

    const results = await engine.screenTickers([]);
    assert.equal(results.STOCK.length, 0);
    assert.equal(results.ETF.length, 0);
    assert.equal(results.BOND.length, 0);
    assert.equal(results.ERROR.length, 0);
  });

  await t.test('screenTickers() processes multiple tickers', async () => {
    const client = new MockYahooClient();
    const benchmark = new MockBenchmarkProvider(null as any);
    const engine = new ScreenerEngine(client as any, benchmark, { logger: noopLogger });

    const results = await engine.screenTickers(['AAPL', 'MSFT']);
    const totalResults =
      results.STOCK.length + results.ETF.length + results.BOND.length + results.ERROR.length;
    assert.equal(totalResults, 2);
  });

  await t.test('screenWithProgress() works without logger', async () => {
    const client = new MockYahooClient();
    const benchmark = new MockBenchmarkProvider(null as any);
    const engine = new ScreenerEngine(client as any, benchmark, { logger: noopLogger });

    const results = await engine.screenWithProgress(['AAPL']);
    assert.ok(results);
    assert.ok('marketContext' in results);
  });

  await t.test('screenTickers() processes large ticker list correctly', async () => {
    const client = new MockYahooClient();
    const benchmark = new MockBenchmarkProvider(null as any);
    const engine = new ScreenerEngine(client as any, benchmark, { logger: noopLogger });

    // Create array of 10 tickers (batch size is 5, so should need 2 batches)
    const tickers = Array(10)
      .fill(0)
      .map((_, i) => (i % 2 === 0 ? 'AAPL' : 'MSFT'));
    const results = await engine.screenTickers(tickers);

    const totalResults =
      results.STOCK.length + results.ETF.length + results.BOND.length + results.ERROR.length;
    assert.equal(totalResults, 10);
  });

  await t.test('screenTickers() includes scoring details', async () => {
    const client = new MockYahooClient();
    const benchmark = new MockBenchmarkProvider(null as any);
    const engine = new ScreenerEngine(client as any, benchmark, { logger: noopLogger });

    const results = await engine.screenTickers(['AAPL']);
    if (results.STOCK.length > 0) {
      const result = results.STOCK[0];
      assert.ok(result.signal);
      assert.ok(result.fundamental);
      assert.ok(result.inflated);
    }
  });
});