70 lines
2.3 KiB
TypeScript
70 lines
2.3 KiB
TypeScript
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import { test } from 'node:test';
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import { strict as assert } from 'node:assert';
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import {
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monthlyReturnsFromCandles,
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aggregateMonthSeasonality,
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buildSeasonalitySnapshot,
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electionCycleYear,
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upcomingSimpleEvents,
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} from '../seasonality.ts';
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function mkYear(year: number, monthlyCloses: number[]) {
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// One candle per month end-ish
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return monthlyCloses.map((c, i) => ({
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ts: new Date(Date.UTC(year, i, 28)).toISOString(),
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c,
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}));
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}
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test('monthlyReturnsFromCandles skips incomplete current month', () => {
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// Use fixed "now" via candles only in past years
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const candles = [
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...mkYear(2020, [100, 101, 102, 103, 104, 105, 106, 107, 108, 109, 110, 111]),
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...mkYear(2021, [111, 112, 113, 114, 115, 116, 117, 118, 119, 120, 121, 122]),
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];
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const monthly = monthlyReturnsFromCandles(candles, new Date(Date.UTC(2026, 0, 15)));
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assert.ok(monthly.length >= 20);
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assert.ok(monthly.every((m) => Number.isFinite(m.returnPct)));
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});
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test('aggregateMonthSeasonality has 12 months', () => {
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const monthly = [
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{ year: 2020, month: 1, returnPct: 2 },
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{ year: 2021, month: 1, returnPct: -1 },
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{ year: 2020, month: 5, returnPct: -3 },
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];
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const agg = aggregateMonthSeasonality(monthly);
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assert.equal(agg.length, 12);
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assert.equal(agg[0].sampleYears, 2);
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assert.ok(Math.abs(agg[0].avgReturnPct - 0.5) < 0.01);
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assert.equal(agg[0].winRate, 0.5);
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});
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test('electionCycleYear labels 2026 as midterm year', () => {
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const c = electionCycleYear(2026);
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assert.equal(c.yearInCycle, 2);
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assert.ok(/midterm/i.test(c.label));
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});
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test('buildSeasonalitySnapshot marks current month', () => {
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const candles = [
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...mkYear(2019, Array.from({ length: 12 }, (_, i) => 100 + i)),
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...mkYear(2020, Array.from({ length: 12 }, (_, i) => 110 + i)),
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...mkYear(2021, Array.from({ length: 12 }, (_, i) => 120 + i)),
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];
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const snap = buildSeasonalitySnapshot('SPY', candles, new Date(Date.UTC(2026, 6, 15)));
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assert.equal(snap.currentMonth, 7);
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assert.equal(snap.symbol, 'SPY');
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assert.ok(snap.months.length === 12);
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assert.ok(snap.electionCycle.label.length > 0);
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});
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test('upcomingSimpleEvents uses plain language', () => {
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const events = upcomingSimpleEvents();
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assert.ok(events.length >= 3);
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for (const e of events) {
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assert.ok(e.plainWhy.length > 20);
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assert.ok(!/you should buy|go long/i.test(e.plainWhy));
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}
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});
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