investor-flow/app/server/src/analysis/__tests__/dealerStudyEngine.test.ts

import { describe, it } from 'node:test';
import assert from 'node:assert/strict';
import {
  gradeStudySetup,
  proposeStudySetups,
  type CandleBar,
} from '../dealerStudyEngine.ts';
import type { DealerMap } from '../dealerExposureEngine.ts';

function baseMap(over: Partial<DealerMap> = {}): DealerMap {
  return {
    symbol: 'TEST',
    spot: 100,
    asOf: '2026-08-01T00:00:00.000Z',
    delayNote: 'delayed',
    delaySeconds: 900,
    oiFreshness: 'prior_session',
    providerId: 'yfinance',
    convention: 'classic_retail',
    unit: 'usd',
    computation: 'settled_oi',
    expiries: ['2026-08-15'],
    cells: [],
    byStrike: [],
    netVexByStrike: [],
    levels: {
      king: { strike: 105, expiry: '2026-08-15', gex: 1e6 },
      gatekeepers: [],
      flip: 98,
      callWall: 108,
      putWall: 95,
      airPockets: [],
      clusters: [],
    },
    regimeAtSpot: 'positive',
    scenario: 'gex_dominates',
    patterns: [],
    opexHints: { isNearOpex: false, note: '' },
    provenance: { source: 'test' } as DealerMap['provenance'],
    coveragePct: 90,
    bsmFillPct: 80,
    ...over,
  };
}

describe('proposeStudySetups', () => {
  it('proposes cushion pin when positive regime and king away from spot', () => {
    const props = proposeStudySetups(baseMap());
    assert.ok(props.some((p) => p.hypothesisId === 'cushion_pin_toward_king'));
    assert.ok(props.every((p) => p.disclaimer === 'Educational observation only.'));
  });

  it('proposes spring setup when negative regime', () => {
    const props = proposeStudySetups(baseMap({ regimeAtSpot: 'negative' }));
    assert.ok(props.some((p) => p.hypothesisId === 'spring_accelerate_from_spot'));
  });
});

describe('gradeStudySetup', () => {
  const loggedAt = '2026-08-01T00:00:00.000Z';

  it('grades long win when target before invalidation', () => {
    const bars: CandleBar[] = [
      { ts: '2026-08-02', o: 100, h: 101, l: 99, c: 100.5 },
      { ts: '2026-08-03', o: 100.5, h: 106, l: 100, c: 105 },
    ];
    const r = gradeStudySetup(
      {
        bias: 'educational_long',
        entry: 100,
        invalidation: 95,
        target: 105,
        horizonDays: 5,
        loggedAt,
      },
      bars,
      new Date('2026-08-10'),
    );
    assert.equal(r.grade, 'win');
    assert.ok(r.score >= 55);
  });

  it('grades long loss when invalidation first', () => {
    const bars: CandleBar[] = [
      { ts: '2026-08-02', o: 100, h: 100.5, l: 94, c: 95 },
      { ts: '2026-08-03', o: 95, h: 110, l: 94, c: 108 },
    ];
    const r = gradeStudySetup(
      {
        bias: 'educational_long',
        entry: 100,
        invalidation: 95,
        target: 105,
        horizonDays: 5,
        loggedAt,
      },
      bars,
      new Date('2026-08-10'),
    );
    assert.equal(r.grade, 'loss');
  });

  it('grades range win if held inside edges', () => {
    const bars: CandleBar[] = [
      { ts: '2026-08-02', o: 100, h: 102, l: 98, c: 100 },
      { ts: '2026-08-03', o: 100, h: 103, l: 97, c: 101 },
      { ts: '2026-08-04', o: 101, h: 102, l: 99, c: 100 },
      { ts: '2026-08-05', o: 100, h: 101, l: 99, c: 100 },
      { ts: '2026-08-06', o: 100, h: 102, l: 98, c: 100 },
    ];
    const r = gradeStudySetup(
      {
        bias: 'educational_range',
        entry: 100,
        invalidation: 95,
        target: 105,
        horizonDays: 5,
        loggedAt,
      },
      bars,
      new Date('2026-08-10'),
    );
    assert.equal(r.grade, 'win');
  });

  it('returns incomplete when no bars', () => {
    const r = gradeStudySetup(
      {
        bias: 'educational_long',
        entry: 100,
        invalidation: 95,
        target: 105,
        horizonDays: 5,
        loggedAt,
      },
      [],
      new Date('2026-08-10'),
    );
    assert.equal(r.grade, 'incomplete');
  });
});