Sai Kiran Vella
66 lines
2.4 KiB
TypeScript
66 lines
2.4 KiB
TypeScript
import { test } from 'node:test';
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import assert from 'node:assert/strict';
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import { EtfScorer } from '../server/scorers/EtfScorer';
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import type { EtfMetrics } from '../server/types';
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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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// Helper to build minimal EtfMetrics fixtures (totalAssets/fiveYearReturn unused by scorer).
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const etf = (partial: Partial<EtfMetrics>): EtfMetrics => ({
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totalAssets: 0,
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fiveYearReturn: 0,
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volume: 0,
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yield: 0,
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expenseRatio: 0,
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...partial,
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});
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test('rejects ETF with expense ratio above gate', () => {
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const result = EtfScorer.score(etf({ 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(etf({ 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(etf({ 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(etf({ 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(etf({ 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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etf({ 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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etf({ 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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