69 lines
2 KiB
TypeScript
69 lines
2 KiB
TypeScript
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);
|
|
});
|
|
});
|