Kazuma
71 lines
2.1 KiB
TypeScript
71 lines
2.1 KiB
TypeScript
import { test } from 'node:test';
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import assert from 'node:assert/strict';
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import { RuleMerger } from '../server/services/RuleMerger';
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import { SCORE_MODE } from '../server/config/constants';
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import type { MarketContext } from '../server/types';
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const ctx = {
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benchmarks: { marketPE: 25, techPE: 32, reitYield: 3.8, igSpread: 1.2 },
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} as Partial<MarketContext>;
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test('FUNDAMENTAL mode returns Graham-style P/E gate', () => {
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const rules = RuleMerger.getRulesForAsset(
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'STOCK',
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{ sector: 'GENERAL' },
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ctx as MarketContext,
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SCORE_MODE.FUNDAMENTAL,
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);
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assert.equal(rules.gates.maxPERatio, 15); // updated: Graham's real rule is 15x
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assert.equal(rules.gates.maxPegGate, 1.0); // updated: Lynch PEG standard
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});
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test('INFLATED mode loosens P/E gate from live SPY data', () => {
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const rules = RuleMerger.getRulesForAsset(
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'STOCK',
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{ sector: 'GENERAL' },
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ctx as MarketContext,
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SCORE_MODE.INFLATED,
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);
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assert.equal(rules.gates.maxPERatio, Math.round(25 * 1.5)); // 37
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assert(rules.gates.maxPERatio > 15, 'Inflated P/E should exceed fundamental 15x');
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});
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test('INFLATED tech P/E gate uses XLK benchmark', () => {
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const rules = RuleMerger.getRulesForAsset(
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'STOCK',
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{ sector: 'TECHNOLOGY' },
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ctx as MarketContext,
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SCORE_MODE.INFLATED,
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);
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assert.equal(rules.gates.maxPERatio, Math.round(32 * 1.3)); // 42
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});
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test('Sector override applied before inflated overrides', () => {
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const rules = RuleMerger.getRulesForAsset(
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'STOCK',
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{ sector: 'REIT' },
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ctx as MarketContext,
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SCORE_MODE.FUNDAMENTAL,
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);
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assert.equal(rules.gates.maxPERatio, 9999);
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assert.equal(rules.weights.yield, 5);
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assert.equal(rules.weights.margin, 0);
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});
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test('SECTOR_OVERRIDE is deleted from returned rules', () => {
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const rules = RuleMerger.getRulesForAsset(
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'STOCK',
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{ sector: 'GENERAL' },
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ctx as MarketContext,
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SCORE_MODE.FUNDAMENTAL,
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) as unknown as Record<string, unknown>;
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assert.equal(rules.SECTOR_OVERRIDE, undefined);
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});
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test('throws for unknown asset type', () => {
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assert.throws(
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() => RuleMerger.getRulesForAsset('CRYPTO' as never, {}, ctx as MarketContext),
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/No rules configured/,
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);
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});
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