Add Redis rolling stats for flow packets and z-score driven classifiers

services/compute/tests/classifiers.test.ts

@@ -0,0 +1,69 @@
+import { describe, expect, test } from "bun:test";
+import type { FlowPacket } from "@islandflow/types";
+import { evaluateClassifiers, type ClassifierConfig } from "../src/classifiers";
+
+const baseConfig: ClassifierConfig = {
+  sweepMinPremium: 40_000,
+  sweepMinCount: 3,
+  sweepMinPremiumZ: 2,
+  spikeMinPremium: 20_000,
+  spikeMinSize: 400,
+  spikeMinPremiumZ: 2.5,
+  spikeMinSizeZ: 2,
+  zMinSamples: 12
+};
+
+const buildPacket = (
+  overrides: Record<string, string | number | boolean>
+): FlowPacket => {
+  return {
+    source_ts: 1,
+    ingest_ts: 1,
+    seq: 1,
+    trace_id: "trace",
+    id: "packet",
+    members: ["m1"],
+    features: {
+      option_contract_id: "SPY-2025-01-17-450-C",
+      count: 3,
+      total_premium: 1000,
+      total_size: 20,
+      first_price: 1,
+      last_price: 1.01,
+      window_ms: 500,
+      ...overrides
+    },
+    join_quality: {}
+  };
+};
+
+describe("classifier z-score behavior", () => {
+  test("spike hit triggers on z-score even when absolute thresholds fail", () => {
+    const packet = buildPacket({
+      total_premium_z: 3.2,
+      total_premium_baseline_n: 20,
+      total_size_z: 0.4,
+      total_size_baseline_n: 20
+    });
+    const hits = evaluateClassifiers(packet, baseConfig);
+    expect(hits.some((hit) => hit.classifier_id === "unusual_contract_spike")).toBe(true);
+  });
+
+  test("sweep hit triggers on premium z-score when baseline is ready", () => {
+    const packet = buildPacket({
+      total_premium_z: 2.4,
+      total_premium_baseline_n: 20
+    });
+    const hits = evaluateClassifiers(packet, baseConfig);
+    expect(hits.some((hit) => hit.classifier_id === "large_bullish_call_sweep")).toBe(true);
+  });
+
+  test("sweep hit does not trigger when baseline is insufficient", () => {
+    const packet = buildPacket({
+      total_premium_z: 3,
+      total_premium_baseline_n: 4
+    });
+    const hits = evaluateClassifiers(packet, baseConfig);
+    expect(hits.some((hit) => hit.classifier_id === "large_bullish_call_sweep")).toBe(false);
+  });
+});

services/compute/tests/rolling-stats.test.ts

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+import { describe, expect, test } from "bun:test";
+import { computeSnapshot, computeStats } from "../src/rolling-stats";
+
+describe("rolling stats helpers", () => {
+  test("computeStats handles empty baseline", () => {
+    const stats = computeStats([]);
+    expect(stats.count).toBe(0);
+    expect(stats.mean).toBe(0);
+    expect(stats.stddev).toBe(0);
+  });
+
+  test("computeStats calculates mean and stddev", () => {
+    const stats = computeStats([10, 12, 14]);
+    expect(stats.count).toBe(3);
+    expect(stats.mean).toBe(12);
+    expect(stats.stddev).toBeCloseTo(1.633, 3);
+  });
+
+  test("computeSnapshot calculates z-score against baseline", () => {
+    const snapshot = computeSnapshot([10, 12, 14], 15);
+    expect(snapshot.baselineCount).toBe(3);
+    expect(snapshot.zscore).toBeCloseTo(1.84, 2);
+  });
+});