feat: dealer flow, mirror portfolio (M21), options convexity, FINRA short interest, alert producers, vendor gate

Snapshot of in-progress module work across multiple slices: - Dealer Flow: dealerExposureEngine, dealerMapService, dealerMapExplain, dealerMapIntegrity, dealerMapReplay, dealerStudyEngine, hanStyleLevels - Mirror Portfolio (M21): fundRepository, captureIngest, mirrorAlertProducers, fund holdings strip, live book, position capture ingest - Options: BSM, NormalizedOptionSurface types, OptionsChainRouter, ConvexityGate, option legs panel - Alert producers: vixLevel, rotation, thesis, unlock, portfolioRisk, mirror (fund_capture, fund_13f, mirror_diff) - FINRA short interest adapter + queue integration - SEC company tickers adapter + ingest (symbol search index seed) - Vendor gate (rate-limit-first data plane, ADR-0009) - CUSIP registry, reverse 13F refresh, stock float service - LRU cache, portfolio backtest engine - Frontend: dealer-flow, funds, journal, lab, monitor, plan, portfolio, reports, screener, strategies, theses, guided-start, exits, more pages - Volume profile, workspace profile, visibility-aware poll - ADRs 0010 (mirror math not advice), 0011 (symbol search index) - VENDOR_INTEGRATIONS.md, END_USER_TEST.md - .gitignore: exclude DBs, .DS_Store, local config, agent scratch
2026-08-10 13:36:26 -04:00
parent 04fc11b2fd
commit ac94acf9e3
229 changed files with 32617 additions and 3934 deletions
@@ -0,0 +1,141 @@
+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');
+  });
+});