Implement smart money event bridge

services/compute/tests/parent-events.test.ts

@@ -0,0 +1,58 @@
+import { describe, expect, it } from "bun:test";
+import {
+  buildSmartMoneyEventFromPacket,
+  deriveClassifierHitsFromSmartMoneyEvent
+} from "../src/parent-events";
+import { buildFlowPacket } from "./helpers";
+
+describe("smart money parent events", () => {
+  it("scores institutional directional parent events and derives legacy hits", () => {
+    const packet = buildFlowPacket({
+      id: "flowpacket:institutional",
+      source_ts: Date.parse("2025-01-15T15:00:00Z"),
+      features: {
+        option_contract_id: "SPY-2025-02-21-450-C",
+        underlying_id: "SPY",
+        count: 8,
+        window_ms: 450,
+        total_size: 2200,
+        total_premium: 180_000,
+        total_notional: 18_000_000,
+        nbbo_coverage_ratio: 0.92,
+        nbbo_aggressive_ratio: 0.82,
+        nbbo_aggressive_buy_ratio: 0.78,
+        nbbo_aggressive_sell_ratio: 0.04,
+        nbbo_inside_ratio: 0.08,
+        underlying_mid: 448
+      }
+    });
+
+    const event = buildSmartMoneyEventFromPacket(packet);
+    expect(event.event_kind).toBe("single_leg_event");
+    expect(event.primary_profile_id).toBe("institutional_directional");
+    expect(event.primary_direction).toBe("bullish");
+
+    const hits = deriveClassifierHitsFromSmartMoneyEvent(event);
+    expect(hits[0]?.classifier_id).toBe("smart_money_institutional_directional");
+  });
+
+  it("abstains when quote context is stale or missing", () => {
+    const packet = buildFlowPacket({
+      id: "flowpacket:stale",
+      features: {
+        option_contract_id: "SPY-2025-02-21-450-C",
+        count: 8,
+        window_ms: 450,
+        total_size: 2200,
+        total_premium: 180_000,
+        nbbo_coverage_ratio: 0.1,
+        nbbo_missing_count: 8
+      }
+    });
+
+    const event = buildSmartMoneyEventFromPacket(packet);
+    expect(event.abstained).toBe(true);
+    expect(event.primary_profile_id).toBeNull();
+    expect(event.suppressed_reasons).toContain("stale_or_missing_quote_context");
+  });
+});