Add hosted synthetic control plane

packages/types/tests/synthetic-market.test.ts

@@ -0,0 +1,104 @@
+import { describe, expect, it } from "bun:test";
+import {
+  DEFAULT_SYNTHETIC_CONTROL_STATE,
+  buildEmptySyntheticProfileHitCounts,
+  getSyntheticCoverageBoost,
+  getSyntheticScenarioWeights,
+  getSyntheticSessionState,
+  getSyntheticUnderlyingState
+} from "../src/synthetic-market";
+
+describe("synthetic market regime engine", () => {
+  it("is deterministic for the same timestamp, control, and seed", () => {
+    const ts = Date.parse("2026-01-14T15:25:00Z");
+    const sessionA = getSyntheticSessionState(ts, DEFAULT_SYNTHETIC_CONTROL_STATE);
+    const sessionB = getSyntheticSessionState(ts, DEFAULT_SYNTHETIC_CONTROL_STATE);
+    const underlyingA = getSyntheticUnderlyingState(
+      "NVDA",
+      ts,
+      DEFAULT_SYNTHETIC_CONTROL_STATE,
+      sessionA
+    );
+    const underlyingB = getSyntheticUnderlyingState(
+      "NVDA",
+      ts,
+      DEFAULT_SYNTHETIC_CONTROL_STATE,
+      sessionB
+    );
+
+    expect(sessionA).toEqual(sessionB);
+    expect(underlyingA).toEqual(underlyingB);
+  });
+
+  it("makes quiet range calmer than retail chase", () => {
+    const ts = Date.parse("2026-01-14T17:10:00Z");
+    const quietControl = {
+      ...DEFAULT_SYNTHETIC_CONTROL_STATE,
+      preset_id: "quiet_range" as const
+    };
+    const chaseControl = {
+      ...DEFAULT_SYNTHETIC_CONTROL_STATE,
+      preset_id: "retail_chase" as const
+    };
+    const quietSession = getSyntheticSessionState(ts, quietControl);
+    const chaseSession = getSyntheticSessionState(ts, chaseControl);
+    const quietState = getSyntheticUnderlyingState("AAPL", ts, quietControl, quietSession);
+    const chaseState = getSyntheticUnderlyingState("AAPL", ts, chaseControl, chaseSession);
+
+    expect(quietSession.volatility_level).toBeLessThan(chaseSession.volatility_level);
+    expect(quietState.spread).toBeLessThanOrEqual(chaseState.spread);
+    expect(quietState.sessionVolatility).toBeLessThan(chaseState.sessionVolatility);
+  });
+
+  it("materially tilts family weights by preset and regime", () => {
+    const ts = Date.parse("2026-01-14T19:40:00Z");
+    const eventControl = {
+      ...DEFAULT_SYNTHETIC_CONTROL_STATE,
+      preset_id: "event_day" as const
+    };
+    const quietControl = {
+      ...DEFAULT_SYNTHETIC_CONTROL_STATE,
+      preset_id: "quiet_range" as const
+    };
+    const eventSession = getSyntheticSessionState(ts, eventControl);
+    const quietSession = getSyntheticSessionState(ts, quietControl);
+    const eventWeights = getSyntheticScenarioWeights("AAPL", ts, eventControl, eventSession);
+    const quietWeights = getSyntheticScenarioWeights("AAPL", ts, quietControl, quietSession);
+
+    expect(eventWeights.event_driven).toBeGreaterThan(quietWeights.event_driven);
+    expect(quietWeights.neutral_noise).toBeGreaterThan(eventWeights.neutral_noise);
+  });
+});
+
+describe("synthetic coverage assist", () => {
+  it("boosts under-hit profiles without forcing when enabled", () => {
+    const counts = buildEmptySyntheticProfileHitCounts();
+    counts.institutional_directional = 3;
+    counts.arbitrage = 2;
+
+    const boost = getSyntheticCoverageBoost(
+      "event_driven",
+      { profile_hit_counts: counts },
+      DEFAULT_SYNTHETIC_CONTROL_STATE
+    );
+
+    expect(boost).toBeGreaterThan(1);
+    expect(boost).toBeLessThanOrEqual(1.86);
+  });
+
+  it("returns neutral boost when coverage assist is disabled", () => {
+    const counts = buildEmptySyntheticProfileHitCounts();
+    counts.institutional_directional = 4;
+
+    expect(
+      getSyntheticCoverageBoost(
+        "event_driven",
+        { profile_hit_counts: counts },
+        {
+          coverage_assist: false,
+          coverage_window_minutes: 20
+        }
+      )
+    ).toBe(1);
+  });
+});