test RSI divergence frozen improvement matrix

Author: dharmanan

tests/rsi-divergence-improvement-matrix.test.ts

@@ -0,0 +1,41 @@
+import { describe, expect, it } from "vitest";
+import {
+  CANDIDATES,
+  RISK_VARIANTS,
+  SIGNAL_VARIANTS,
+  candidateScore,
+  ema
+} from "../research/rsi-divergence-reversal/improvement-tools.mjs";
+
+describe("RSI divergence improvement matrix", () => {
+  it("freezes exactly 80 predeclared candidates", () => {
+    expect(SIGNAL_VARIANTS).toHaveLength(10);
+    expect(RISK_VARIANTS).toHaveLength(4);
+    expect(CANDIDATES).toHaveLength(80);
+    expect(new Set(CANDIDATES.map((candidate) => candidate.id)).size).toBe(80);
+    expect(CANDIDATES.every((candidate) => Object.isFrozen(candidate))).toBe(true);
+  });
+
+  it("contains both reverse and hold execution modes for every signal and risk pair", () => {
+    for (const signal of SIGNAL_VARIANTS) {
+      for (const risk of RISK_VARIANTS) {
+        const prefix = `${signal.id}__${risk.id}__`;
+        expect(CANDIDATES.some((candidate) => candidate.id === `${prefix}reverse`)).toBe(true);
+        expect(CANDIDATES.some((candidate) => candidate.id === `${prefix}hold`)).toBe(true);
+      }
+    }
+  });
+
+  it("calculates a deterministic EMA seed and continuation", () => {
+    expect(ema([1, 2, 3, 4, 5], 3)).toEqual([null, null, 2, 3, 4]);
+  });
+
+  it("rejects undersized samples during development ranking", () => {
+    expect(candidateScore({
+      closed_trades: 59,
+      total_net_return_units: 10,
+      profit_factor: 3,
+      max_drawdown_return_units: 0.1
+    })).toBe(Number.NEGATIVE_INFINITY);
+  });
+});