@centrifuge/sdk 0.0.0-alpha.3 → 0.0.0-alpha.31

package/dist/entities/Reports/Processor.test.js

@@ -0,0 +1,767 @@
+import { expect } from 'chai';
+import { mockAssetSnapshots } from '../../tests/mocks/mockAssetSnapshots.js';
+import { mockAssetTransactions } from '../../tests/mocks/mockAssetTransactions.js';
+import { mockEpochs } from '../../tests/mocks/mockEpochs.js';
+import { mockInvestorCurrencyBalances } from '../../tests/mocks/mockInvestorCurrencyBalance.js';
+import { mockInvestorTransactions } from '../../tests/mocks/mockInvestorTransactions.js';
+import { mockPoolFeeSnapshots } from '../../tests/mocks/mockPoolFeeSnapshot.js';
+import { mockFeeTransactions } from '../../tests/mocks/mockPoolFeeTransactions.js';
+import { mockPoolMetadata } from '../../tests/mocks/mockPoolMetadata.js';
+import { mockPoolSnapshots } from '../../tests/mocks/mockPoolSnapshots.js';
+import { mockTrancheSnapshots } from '../../tests/mocks/mockTrancheSnapshots.js';
+import { Balance, Price } from '../../utils/BigInt.js';
+import { processor } from './Processor.js';
+describe('Processor', () => {
+    describe('balanceSheet processor', () => {
+        it('should return empty array when no pool snapshots found', () => {
+            expect(processor.balanceSheet({
+                poolSnapshots: [],
+                trancheSnapshots: {},
+            })).to.deep.equal([]);
+        });
+        it('should process pool and tranche data correctly', () => {
+            const result = processor.balanceSheet({
+                poolSnapshots: mockPoolSnapshots,
+                trancheSnapshots: mockTrancheSnapshots,
+            });
+            expect(result).to.have.lengthOf(2);
+            const report = result[0];
+            expect(report.timestamp).to.equal('2024-01-01T12:00:00Z');
+            expect(report.assetValuation.toBigInt()).to.equal(0n);
+            expect(report.onchainReserve.toBigInt()).to.equal(0n);
+            expect(report.offchainCash.toBigInt()).to.equal(0n);
+            expect(report.accruedFees.toBigInt()).to.equal(0n);
+            expect(report.netAssetValue.toBigInt()).to.equal(0n);
+            expect(report.tranches.length).to.equal(2);
+            const seniorTranche = report.tranches.find((t) => t.tokenId === 'senior');
+            const juniorTranche = report.tranches.find((t) => t.tokenId === 'junior');
+            expect(seniorTranche?.tokenPrice.toBigInt()).to.equal(1000000000000000000n);
+            expect(juniorTranche?.tokenPrice.toBigInt()).to.equal(1120000000000000000n);
+            expect(report.totalCapital?.toBigInt()).to.equal(0n);
+        });
+        it('should group data by day when specified', () => {
+            const result = processor.balanceSheet({
+                poolSnapshots: mockPoolSnapshots,
+                trancheSnapshots: mockTrancheSnapshots,
+            }, { groupBy: 'day' });
+            expect(result).to.have.lengthOf(2);
+            expect(result?.[0]?.timestamp.slice(0, 10)).to.equal('2024-01-01');
+            expect(result?.[1]?.timestamp.slice(0, 10)).to.equal('2024-01-02');
+        });
+        it('should group data by month when specified', () => {
+            const result = processor.balanceSheet({
+                poolSnapshots: mockPoolSnapshots,
+                trancheSnapshots: mockTrancheSnapshots,
+            }, { groupBy: 'month' });
+            expect(result).to.have.lengthOf(1);
+            expect(result?.[0]?.timestamp.slice(0, 10)).to.equal('2024-01-02');
+        });
+    });
+    describe('cashflow processor', () => {
+        const mockCashflowPoolSnapshots = [
+            {
+                ...mockPoolSnapshots[0],
+                id: 'pool-10',
+                timestamp: '2024-01-01T12:00:00Z',
+                sumPrincipalRepaidAmountByPeriod: Balance.fromFloat(1, 6), // 1.0
+                sumInterestRepaidAmountByPeriod: Balance.fromFloat(0.05, 6), // 0.05
+                sumBorrowedAmountByPeriod: Balance.fromFloat(2, 6), // 2.0
+            },
+            {
+                ...mockPoolSnapshots[0],
+                id: 'pool-11',
+                timestamp: '2024-01-01T18:00:00Z', // Same day, different time
+                sumPrincipalRepaidAmountByPeriod: Balance.fromFloat(0.5, 6), // 0.5
+                sumInterestRepaidAmountByPeriod: Balance.fromFloat(0.025, 6), // 0.025
+                sumBorrowedAmountByPeriod: Balance.fromFloat(1, 6), // 1.0
+            },
+            {
+                ...mockPoolSnapshots[0],
+                id: 'pool-12',
+                timestamp: '2024-01-02T12:00:00Z', // Next day
+                sumPrincipalRepaidAmountByPeriod: Balance.fromFloat(2, 6), // 2.0
+                sumInterestRepaidAmountByPeriod: Balance.fromFloat(0.1, 6), // 0.1
+                sumBorrowedAmountByPeriod: Balance.fromFloat(4, 6), // 4.0
+            },
+        ];
+        const mockCashflowFeeSnapshots = {
+            '2024-01-01': [
+                {
+                    ...mockPoolFeeSnapshots['2024-01-01']?.[0],
+                    poolFee: { name: 'serviceFee' },
+                    sumPaidAmountByPeriod: new Balance(1000000n, 6), // 1.0
+                    sumAccruedAmountByPeriod: new Balance(500000n, 6), // 0.5
+                },
+                {
+                    ...mockPoolFeeSnapshots['2024-01-01']?.[1],
+                    poolFee: { name: 'adminFee' },
+                    sumPaidAmountByPeriod: new Balance(2000000n, 6), // 2.0
+                    sumAccruedAmountByPeriod: new Balance(1000000n, 6), // 1.0
+                },
+            ],
+            '2024-01-02': [
+                {
+                    ...mockPoolFeeSnapshots['2024-01-02']?.[0],
+                    poolFee: { name: 'serviceFee' },
+                    sumPaidAmountByPeriod: new Balance(3000000n, 6), // 3.0
+                    sumAccruedAmountByPeriod: new Balance(1500000n, 6), // 1.5
+                },
+                {
+                    ...mockPoolFeeSnapshots['2024-01-02']?.[1],
+                    poolFee: { name: 'adminFee' },
+                    sumPaidAmountByPeriod: new Balance(4000000n, 6), // 4.0
+                    sumAccruedAmountByPeriod: new Balance(2000000n, 6), // 2.0
+                },
+            ],
+        };
+        it('should return empty array when no snapshots found', () => {
+            expect(processor.cashflow({ poolSnapshots: [], poolFeeSnapshots: {}, metadata: undefined })).to.deep.equal([]);
+        });
+        it('should throw an error if no metadata is passed', () => {
+            let thrown = false;
+            try {
+                processor.cashflow({
+                    poolSnapshots: mockPoolSnapshots,
+                    poolFeeSnapshots: mockPoolFeeSnapshots,
+                    metadata: undefined,
+                });
+            }
+            catch {
+                thrown = true;
+            }
+            expect(thrown).to.be.true;
+        });
+        it('should aggregate values correctly when grouping by day', () => {
+            const result = processor.cashflow({
+                poolSnapshots: mockCashflowPoolSnapshots,
+                poolFeeSnapshots: mockCashflowFeeSnapshots,
+                metadata: mockPoolMetadata,
+            }, { groupBy: 'day' });
+            expect(result).to.have.lengthOf(2);
+            const jan1 = result[0];
+            expect(jan1?.timestamp.slice(0, 10)).to.equal('2024-01-01');
+            expect(jan1?.principalPayments.toFloat()).to.equal(1.5); // 1.0 + 0.5
+            expect(jan1?.interestPayments.toFloat()).to.equal(0.075); // 0.05 + 0.025
+            expect(jan1?.subtype === 'privateCredit' ? jan1?.assetFinancing?.toFloat() : jan1?.assetPurchases?.toFloat()).to.equal(3); // 2.0 + 1.0
+            expect(jan1?.fees.length).to.equal(2);
+            expect(jan1?.fees[0]?.name).to.equal('serviceFee');
+            expect(jan1?.fees[1]?.name).to.equal('adminFee');
+            expect(jan1?.fees[0]?.amount.toFloat()).to.equal(1);
+            expect(jan1?.fees[1]?.amount.toFloat()).to.equal(2);
+            expect(jan1?.fees[0]?.timestamp.slice(0, 10)).to.equal('2024-01-01');
+            expect(jan1?.fees[1]?.timestamp.slice(0, 10)).to.equal('2024-01-01');
+            const jan2 = result[1];
+            expect(jan2?.timestamp.slice(0, 10)).to.equal('2024-01-02');
+            expect(jan2?.principalPayments.toFloat()).to.equal(2); // 2.0
+            expect(jan2?.interestPayments.toFloat()).to.equal(0.1); // 0.1
+            expect(jan2?.subtype === 'privateCredit' ? jan2?.assetFinancing?.toFloat() : jan2?.assetPurchases?.toFloat()).to.equal(4); // 4.0
+            expect(jan2?.fees.length).to.equal(2);
+            expect(jan2?.fees[0]?.name).to.equal('serviceFee');
+            expect(jan2?.fees[1]?.name).to.equal('adminFee');
+            expect(jan2?.fees[0]?.amount.toFloat()).to.equal(3);
+            expect(jan2?.fees[1]?.amount.toFloat()).to.equal(4);
+            expect(jan2?.fees[0]?.timestamp.slice(0, 10)).to.equal('2024-01-02');
+            expect(jan2?.fees[1]?.timestamp.slice(0, 10)).to.equal('2024-01-02');
+        });
+        it('should aggregate values correctly when grouping by month', () => {
+            const result = processor.cashflow({
+                poolSnapshots: mockCashflowPoolSnapshots,
+                poolFeeSnapshots: mockCashflowFeeSnapshots,
+                metadata: mockPoolMetadata,
+            }, { groupBy: 'month' });
+            expect(result).to.have.lengthOf(1);
+            const january = result[0];
+            expect(january?.timestamp.slice(0, 10)).to.equal('2024-01-02'); // Grouping by month returns the last day of the period
+            expect(january?.principalPayments.toFloat()).to.equal(3.5); // 1.0 + 0.5 + 2.0
+            expect(january?.interestPayments.toFloat()).to.equal(0.175); // 0.05 + 0.025 + 0.1
+            expect(january?.subtype === 'privateCredit' ? january?.assetFinancing?.toFloat() : january?.assetPurchases?.toFloat()).to.equal(7); // 2.0 + 1.0 + 4.0
+            expect(january?.fees.length).to.equal(2);
+            expect(january?.fees[0]?.name).to.equal('serviceFee');
+            expect(january?.fees[1]?.name).to.equal('adminFee');
+            // fees are NOT aggregated by period
+            expect(january?.fees[0]?.amount.toFloat()).to.equal(3);
+            expect(january?.fees[1]?.amount.toFloat()).to.equal(4);
+        });
+        it('should return realizedPL if pool is public credit', () => {
+            const result = processor.cashflow({
+                poolSnapshots: mockCashflowPoolSnapshots,
+                poolFeeSnapshots: mockCashflowFeeSnapshots,
+                metadata: {
+                    ...mockPoolMetadata,
+                    pool: { ...mockPoolMetadata.pool, asset: { ...mockPoolMetadata.pool.asset, class: 'Public credit' } },
+                },
+            }, { groupBy: 'day' });
+            expect(result?.[0]).to.have.property('realizedPL');
+        });
+    });
+    describe('profit and loss processor', () => {
+        const mockPLPoolSnapshots = [
+            {
+                ...mockPoolSnapshots[0],
+                id: 'pool-10',
+                timestamp: '2024-01-01T12:00:00Z',
+                sumInterestRepaidAmountByPeriod: Balance.fromFloat(0.05, 6), // 0.05
+                sumInterestAccruedByPeriod: Balance.fromFloat(0.1, 6), // 0.1
+                sumDebtWrittenOffByPeriod: Balance.fromFloat(0.02, 6), // 0.02
+                sumUnscheduledRepaidAmountByPeriod: Balance.fromFloat(0.01, 6), // 0.01
+                sumUnrealizedProfitByPeriod: Balance.fromFloat(0.15, 6), // 0.15
+            },
+            {
+                ...mockPoolSnapshots[1],
+                id: 'pool-11',
+                timestamp: '2024-01-02T12:00:00Z',
+                sumInterestRepaidAmountByPeriod: Balance.fromFloat(0.1, 6),
+                sumInterestAccruedByPeriod: Balance.fromFloat(0.2, 6),
+                sumDebtWrittenOffByPeriod: Balance.fromFloat(0.03, 6),
+                sumUnscheduledRepaidAmountByPeriod: Balance.fromFloat(0.02, 6),
+                sumUnrealizedProfitByPeriod: Balance.fromFloat(0.25, 6),
+            },
+        ];
+        const mockPLFeeSnapshots = {
+            '2024-01-01': [
+                {
+                    poolFee: { name: 'serviceFee' },
+                    sumAccruedAmountByPeriod: Balance.fromFloat(0.01, 6),
+                    sumChargedAmountByPeriod: Balance.fromFloat(0.02, 6),
+                    timestamp: '2024-01-01T12:00:00Z',
+                    poolFeeId: 'pool-fee-1',
+                },
+            ],
+            '2024-01-02': [
+                {
+                    poolFee: { name: 'serviceFee' },
+                    sumAccruedAmountByPeriod: Balance.fromFloat(0.02, 6),
+                    sumChargedAmountByPeriod: Balance.fromFloat(0.03, 6),
+                    timestamp: '2024-01-02T12:00:00Z',
+                    poolFeeId: 'pool-fee-2',
+                },
+            ],
+        };
+        it('should return empty array when no snapshots found', () => {
+            expect(processor.profitAndLoss({ poolSnapshots: [], poolFeeSnapshots: {}, metadata: undefined })).to.deep.equal([]);
+        });
+        it('should handle undefined metadata', () => {
+            let thrown = false;
+            try {
+                processor.profitAndLoss({
+                    poolSnapshots: mockPLPoolSnapshots,
+                    poolFeeSnapshots: mockPLFeeSnapshots,
+                    metadata: undefined,
+                });
+            }
+            catch {
+                thrown = true;
+            }
+            expect(thrown).to.be.true;
+        });
+        it('should process private credit pool data correctly', () => {
+            const result = processor.profitAndLoss({
+                poolSnapshots: mockPLPoolSnapshots,
+                poolFeeSnapshots: mockPLFeeSnapshots,
+                metadata: mockPoolMetadata, // defaults to private credit
+            });
+            expect(result).to.have.lengthOf(2);
+            const firstDay = result[0];
+            expect(firstDay?.subtype).to.equal('privateCredit');
+            expect(firstDay).to.have.property('interestAccrued');
+            expect(firstDay).to.have.property('assetWriteOffs');
+            expect(firstDay?.interestAccrued.toFloat()).to.equal(0.1);
+            expect(firstDay?.assetWriteOffs.toFloat()).to.equal(0.02);
+            expect(firstDay?.interestPayments.toFloat()).to.equal(0.05);
+            expect(firstDay?.otherPayments.toFloat()).to.equal(0.01);
+            expect(firstDay?.profitAndLossFromAsset.toFloat()).to.equal(0.16); // 0.05 + 0.1 + 0.02 - 0.01
+        });
+        it('should process public credit pool correctly', () => {
+            const result = processor.profitAndLoss({
+                poolSnapshots: mockPLPoolSnapshots,
+                poolFeeSnapshots: mockPLFeeSnapshots,
+                metadata: {
+                    ...mockPoolMetadata,
+                    pool: {
+                        ...mockPoolMetadata.pool,
+                        asset: { ...mockPoolMetadata.pool.asset, class: 'Public credit' },
+                    },
+                },
+            });
+            expect(result).to.have.lengthOf(2);
+            const firstDay = result[0];
+            expect(firstDay?.subtype).to.equal('publicCredit');
+            expect(firstDay?.profitAndLossFromAsset.toFloat()).to.equal(0.15); // unrealized profit
+            expect(firstDay?.interestPayments.toFloat()).to.equal(0.05);
+            expect(firstDay?.otherPayments.toFloat()).to.equal(0.01);
+            expect(firstDay).to.have.property('totalIncome');
+            expect(firstDay?.totalIncome.toFloat()).to.equal(0.21); // 0.15 + 0.05 + 0.01
+        });
+        it('should aggregate values correctly when grouping by month', () => {
+            const result = processor.profitAndLoss({
+                poolSnapshots: mockPLPoolSnapshots,
+                poolFeeSnapshots: mockPLFeeSnapshots,
+                metadata: mockPoolMetadata,
+            }, { groupBy: 'month' });
+            expect(result).to.have.lengthOf(1);
+            const january = result[0];
+            expect(january?.timestamp.slice(0, 10)).to.equal('2024-01-02');
+            expect(january?.interestPayments.toFloat()).to.equal(0.15); // 0.05 + 0.1
+            expect(january?.otherPayments.toFloat()).to.equal(0.03); // 0.01 + 0.02
+        });
+        it('should make sure timestamp for pool state and pool fee match', () => {
+            const result = processor.profitAndLoss({
+                poolSnapshots: mockPLPoolSnapshots,
+                poolFeeSnapshots: mockPLFeeSnapshots,
+                metadata: mockPoolMetadata,
+            });
+            expect(result[0]?.timestamp.slice(0, 10)).to.equal('2024-01-01');
+            expect(result[0]?.fees?.[0]?.timestamp.slice(0, 10)).to.equal('2024-01-01');
+        });
+    });
+    describe('investor transactions processor', () => {
+        it('should return empty array when no transactions found', () => {
+            expect(processor.investorTransactions({ investorTransactions: [] })).to.deep.equal([]);
+        });
+        it('should process investor transactions correctly without filters', () => {
+            const result = processor.investorTransactions({
+                investorTransactions: mockInvestorTransactions,
+            });
+            expect(result).to.have.lengthOf(2);
+            const firstTx = result[0];
+            expect(firstTx?.timestamp.slice(0, 10)).to.equal('2024-01-01');
+            expect(firstTx?.chainId).to.equal(1);
+            expect(firstTx?.account).to.equal('0x123a');
+            expect(firstTx?.epoch).to.equal('1');
+            expect(firstTx?.transactionType).to.equal('INVEST_ORDER_UPDATE');
+            expect(firstTx?.currencyAmount.toFloat()).to.equal(1.0);
+            expect(firstTx?.trancheTokenAmount.toFloat()).to.equal(0.9);
+            expect(firstTx?.price.toString()).to.equal('1100000000000000000');
+            expect(firstTx?.transactionHash).to.equal('0xabc');
+        });
+        it('should filter by tokenId', () => {
+            const mockInvestorTransactionsWithJunior = [
+                ...mockInvestorTransactions,
+                {
+                    ...mockInvestorTransactions[0],
+                    trancheId: 'junior',
+                },
+            ];
+            const result = processor.investorTransactions({
+                investorTransactions: mockInvestorTransactionsWithJunior,
+            }, { tokenId: 'senior' });
+            expect(result).to.have.lengthOf(2);
+            expect(result[0]?.trancheTokenId).to.equal('senior');
+        });
+        it('should filter by address', () => {
+            const result = processor.investorTransactions({
+                investorTransactions: mockInvestorTransactions,
+            }, { address: '0x123a' });
+            expect(result).to.have.lengthOf(1);
+            expect(result[0]?.account).to.equal('0x123a');
+        });
+        it('should filter by network', () => {
+            const mockInvestorTransactionsWithNetwork = [
+                ...mockInvestorTransactions,
+                {
+                    ...mockInvestorTransactions[0],
+                    chainId: 2,
+                },
+            ];
+            const result = processor.investorTransactions({
+                investorTransactions: mockInvestorTransactionsWithNetwork,
+            }, { network: 2 });
+            expect(result).to.have.lengthOf(1);
+            expect(result[0]?.chainId).to.equal(2);
+        });
+        it('should filter by all networks', () => {
+            const result = processor.investorTransactions({
+                investorTransactions: mockInvestorTransactions,
+            }, { network: 'all' });
+            expect(result).to.have.lengthOf(2);
+        });
+        it('should filter by centrifuge network', () => {
+            const mockInvestorTransactionsWithCentrifuge = [
+                ...mockInvestorTransactions,
+                {
+                    ...mockInvestorTransactions[0],
+                    chainId: 'centrifuge',
+                },
+            ];
+            const result = processor.investorTransactions({
+                investorTransactions: mockInvestorTransactionsWithCentrifuge,
+            }, { network: 'centrifuge' });
+            expect(result).to.have.lengthOf(1);
+            expect(result[0]?.chainId).to.equal('centrifuge');
+        });
+        it('should filter by transaction type', () => {
+            const result = processor.investorTransactions({
+                investorTransactions: mockInvestorTransactions,
+            }, { transactionType: 'orders' });
+            expect(result).to.have.lengthOf(1);
+            expect(result[0]?.transactionType).to.equal('INVEST_ORDER_UPDATE');
+        });
+        it('should filter by network and transaction type', () => {
+            const mockInvestorTransactionsWithNetworkAndOrders = [
+                ...mockInvestorTransactions,
+                {
+                    ...mockInvestorTransactions[0],
+                    chainId: 2,
+                },
+            ];
+            const result = processor.investorTransactions({
+                investorTransactions: mockInvestorTransactionsWithNetworkAndOrders,
+            }, { network: 1, transactionType: 'orders' });
+            expect(result).to.have.lengthOf(1);
+            expect(result[0]?.chainId).to.equal(1);
+            expect(result[0]?.transactionType).to.equal('INVEST_ORDER_UPDATE');
+        });
+        it('should return an empty array when no filters match', () => {
+            const result = processor.investorTransactions({
+                investorTransactions: mockInvestorTransactions,
+            }, { network: 2, transactionType: 'executions' });
+            expect(result).to.deep.equal([]);
+        });
+    });
+    describe('asset transactions processor', () => {
+        it('should return empty array when no transactions found', () => {
+            expect(processor.assetTransactions({ assetTransactions: [] })).to.deep.equal([]);
+        });
+        it('should process asset transactions correctly without filters', () => {
+            const result = processor.assetTransactions({
+                assetTransactions: mockAssetTransactions,
+            });
+            expect(result).to.have.lengthOf(3);
+        });
+        it('should filter by assetId', () => {
+            const result = processor.assetTransactions({
+                assetTransactions: mockAssetTransactions,
+            }, { assetId: '1' });
+            expect(result).to.have.lengthOf(2);
+        });
+        it('should filter by transaction type', () => {
+            const types = [
+                { type: 'created', expected: 0 },
+                { type: 'financed', expected: 1 },
+                { type: 'repaid', expected: 1 },
+                { type: 'priced', expected: 0 },
+                { type: 'closed', expected: 0 },
+                { type: 'cashTransfer', expected: 1 },
+            ];
+            for (const { type, expected } of types) {
+                const result = processor.assetTransactions({
+                    assetTransactions: mockAssetTransactions,
+                }, { transactionType: type });
+                expect(result).to.have.lengthOf(expected);
+            }
+        });
+        it('should make sure all the fields exist', () => {
+            const result = processor.assetTransactions({ assetTransactions: mockAssetTransactions });
+            expect(result).to.have.lengthOf(3);
+            expect(result[0]).to.have.property('type');
+            expect(result[0]).to.have.property('timestamp');
+            expect(result[0]).to.have.property('assetId');
+            expect(result[0]).to.have.property('transactionType');
+            expect(result[0]).to.have.property('amount');
+            expect(result[0]).to.have.property('epoch');
+            expect(result[0]).to.have.property('transactionHash');
+            expect(result[0]).to.have.property('fromAsset'); // optional
+            expect(result[1]).to.have.property('toAsset'); // optional
+        });
+    });
+    describe('fee transactions processor', () => {
+        it('should return empty array when no transactions found', () => {
+            expect(processor.feeTransactions({ poolFeeTransactions: [] })).to.deep.equal([]);
+        });
+        it('should process fee transactions correctly', () => {
+            const result = processor.feeTransactions({ poolFeeTransactions: mockFeeTransactions });
+            expect(result).to.have.lengthOf(2);
+        });
+        it('should filter by transaction type all', () => {
+            const result = processor.feeTransactions({ poolFeeTransactions: mockFeeTransactions }, { transactionType: 'all' });
+            expect(result).to.have.lengthOf(2);
+        });
+        it('should filter by transaction type accrued', () => {
+            const result = processor.feeTransactions({ poolFeeTransactions: mockFeeTransactions }, { transactionType: 'accrued' });
+            expect(result).to.have.lengthOf(1);
+        });
+        it('should filter by transaction type paid', () => {
+            const result = processor.feeTransactions({ poolFeeTransactions: mockFeeTransactions }, { transactionType: 'paid' });
+            expect(result).to.have.lengthOf(1);
+        });
+        it('should return an empty array when no filters match', () => {
+            const result = processor.feeTransactions({ poolFeeTransactions: mockFeeTransactions }, { transactionType: 'directChargeMade' });
+            expect(result).to.deep.equal([]);
+        });
+    });
+    describe('token price processor', () => {
+        it('should return empty array when no snapshots found', () => {
+            expect(processor.tokenPrice({ trancheSnapshots: {} })).to.deep.equal([]);
+        });
+        it('should process token price correctly', () => {
+            const result = processor.tokenPrice({ trancheSnapshots: mockTrancheSnapshots });
+            expect(result).to.have.lengthOf(2);
+            expect(result[0]?.tranches[0]?.price?.toDecimal().toString()).to.equal('1');
+            expect(result[0]?.tranches[0]?.id).to.equal('senior');
+        });
+        it('should group by month', () => {
+            const result = processor.tokenPrice({ trancheSnapshots: mockTrancheSnapshots }, { groupBy: 'month' });
+            expect(result).to.have.lengthOf(1);
+        });
+        it('should make sure all fields are present', () => {
+            const result = processor.tokenPrice({ trancheSnapshots: mockTrancheSnapshots }, { groupBy: 'day' });
+            expect(result).to.have.lengthOf(2);
+            expect(result[0]).to.have.property('tranches');
+            expect(result[0]).to.have.property('timestamp');
+            expect(result[0]?.tranches[0]).to.have.property('id');
+            expect(result[0]?.tranches[0]).to.have.property('yieldMTD');
+            expect(result[0]?.tranches[0]).to.have.property('yieldQTD');
+            expect(result[0]?.tranches[0]).to.have.property('yieldYTD');
+            expect(result[0]?.tranches[0]).to.have.property('yield7daysAnnualized');
+            expect(result[0]?.tranches[0]).to.have.property('yield30daysAnnualized');
+            expect(result[0]?.tranches[0]).to.have.property('yield90daysAnnualized');
+            expect(result[0]?.tranches[0]).to.have.property('timestamp');
+            expect(result[0]?.tranches[0]).to.have.property('supply');
+            expect(result[0]?.tranches[0]).to.have.property('price');
+        });
+    });
+    describe('asset list processor', () => {
+        it('should return empty array when no snapshots found', () => {
+            expect(processor.assetList({ assetSnapshots: [], metadata: undefined })).to.deep.equal([]);
+        });
+        it('should throw an error if no metadata is passed', () => {
+            let thrown = false;
+            try {
+                processor.assetList({ assetSnapshots: mockAssetSnapshots, metadata: undefined });
+            }
+            catch {
+                thrown = true;
+            }
+            expect(thrown).to.be.true;
+        });
+        it('should process asset list correctly', () => {
+            const result = processor.assetList({ assetSnapshots: mockAssetSnapshots, metadata: mockPoolMetadata });
+            expect(result).to.have.lengthOf(2);
+        });
+        it('should filter by status ongoing', () => {
+            const result = processor.assetList({ assetSnapshots: mockAssetSnapshots, metadata: mockPoolMetadata }, { status: 'ongoing' });
+            expect(result).to.have.lengthOf(2);
+        });
+        it('should filter by status repaid', () => {
+            const result = processor.assetList({ assetSnapshots: mockAssetSnapshots, metadata: mockPoolMetadata }, { status: 'repaid' });
+            expect(result).to.have.lengthOf(0);
+        });
+        it('should filter by status overdue', () => {
+            const mockAssetSnapshotsOverdue = [
+                ...mockAssetSnapshots,
+                { ...mockAssetSnapshots[0], actualMaturityDate: '2023-01-01' },
+            ];
+            const result = processor.assetList({ assetSnapshots: mockAssetSnapshotsOverdue, metadata: mockPoolMetadata }, { status: 'overdue' });
+            expect(result).to.have.lengthOf(1);
+        });
+        it('should return the correct data for private credit pools', () => {
+            const result = processor.assetList({ assetSnapshots: mockAssetSnapshots, metadata: mockPoolMetadata }, { status: 'ongoing' });
+            expect(result).to.have.lengthOf(2);
+            expect(result?.[0]).to.have.property('outstandingPrincipal');
+            expect(result?.[0]).to.have.property('outstandingInterest');
+            expect(result?.[0]).to.have.property('repaidPrincipal');
+            expect(result?.[0]).to.have.property('repaidInterest');
+            expect(result?.[0]).to.have.property('repaidUnscheduled');
+            expect(result?.[0]).to.have.property('originationDate');
+            expect(result?.[0]).to.have.property('maturityDate');
+            expect(result?.[0]).to.have.property('valuationMethod');
+            expect(result?.[0]).to.have.property('advanceRate');
+            expect(result?.[0]).to.have.property('collateralValue');
+            expect(result?.[0]).to.have.property('probabilityOfDefault');
+            expect(result?.[0]).to.have.property('lossGivenDefault');
+            expect(result?.[0]).to.have.property('discountRate');
+            expect(result?.[0]).to.have.property('name');
+        });
+        it('should return the correct data for public credit pools', () => {
+            const result = processor.assetList({
+                assetSnapshots: mockAssetSnapshots,
+                metadata: {
+                    ...mockPoolMetadata,
+                    pool: { ...mockPoolMetadata.pool, asset: { ...mockPoolMetadata.pool.asset, class: 'Public credit' } },
+                },
+            }, { status: 'ongoing' });
+            expect(result).to.have.lengthOf(2);
+            expect(result?.[0]).to.have.property('faceValue');
+            expect(result?.[0]).to.have.property('outstandingQuantity');
+            expect(result?.[0]).to.have.property('currentPrice');
+            expect(result?.[0]).to.have.property('unrealizedProfit');
+            expect(result?.[0]).to.have.property('realizedProfit');
+            expect(result?.[0]).to.have.property('name');
+        });
+    });
+    describe('investor list processor', () => {
+        it('should return empty array when no balances found', () => {
+            expect(processor.investorList({ trancheCurrencyBalance: [] })).to.deep.equal([]);
+        });
+        it('should filter by network', () => {
+            const result = processor.investorList({ trancheCurrencyBalance: mockInvestorCurrencyBalances }, { network: 1 });
+            expect(result).to.have.lengthOf(1);
+        });
+        it('should filter by centrifuge network', () => {
+            const result = processor.investorList({ trancheCurrencyBalance: mockInvestorCurrencyBalances }, { network: 'centrifuge' });
+            expect(result).to.have.lengthOf(1);
+        });
+        it('should filter by address', () => {
+            const result = processor.investorList({ trancheCurrencyBalance: mockInvestorCurrencyBalances }, { address: '0x123' });
+            expect(result).to.have.lengthOf(1);
+        });
+        it('should filter by trancheId', () => {
+            const result = processor.investorList({ trancheCurrencyBalance: mockInvestorCurrencyBalances }, { trancheId: 'tranche-1' });
+            expect(result).to.have.lengthOf(2);
+            const result2 = processor.investorList({ trancheCurrencyBalance: mockInvestorCurrencyBalances }, { trancheId: 'tranche-2' });
+            expect(result2).to.have.lengthOf(0);
+        });
+        it('should make sure all the fields exist', () => {
+            const result = processor.investorList({ trancheCurrencyBalance: mockInvestorCurrencyBalances });
+            expect(result).to.have.lengthOf(2);
+            expect(result[0]).to.have.property('type');
+            expect(result[0]).to.have.property('chainId');
+            expect(result[0]).to.have.property('accountId');
+            expect(result[0]).to.have.property('evmAddress');
+            expect(result[0]).to.have.property('position');
+            expect(result[0]).to.have.property('poolPercentage');
+            expect(result[0]).to.have.property('pendingInvest');
+            expect(result[0]).to.have.property('pendingRedeem');
+            expect(result[0]).to.have.property('trancheId');
+        });
+    });
+    describe('orders list processor', () => {
+        it('should return empty array when no epochs found', () => {
+            expect(processor.ordersList({ poolEpochs: [] })).to.deep.equal([]);
+        });
+        it('should process orders list correctly', () => {
+            const result = processor.ordersList({ poolEpochs: mockEpochs });
+            expect(result).to.have.lengthOf(2);
+            expect(result[0]?.epoch).to.equal('1');
+            expect(result[0]?.netAssetValue.toString()).to.equal(Balance.fromFloat(1000, 6).toString());
+            expect(result[0]?.navPerShare.toString()).to.equal(new Price(1000000000000000000n).toString());
+            expect(result[0]?.lockedInvestments.toString()).to.equal(Balance.fromFloat(1000, 6).toString());
+            expect(result[0]?.lockedRedemptions.toString()).to.equal(Balance.fromFloat(100, 6).toString());
+            expect(result[0]?.executedInvestments.toString()).to.equal(Balance.fromFloat(900, 6).toString());
+            expect(result[0]?.executedRedemptions.toString()).to.equal(Balance.fromFloat(90, 6).toString());
+            expect(result[0]?.paidFees.toString()).to.equal(Balance.fromFloat(100, 6).toString());
+        });
+    });
+    describe('asset time series processor', () => {
+        it('should return empty array when no snapshots found', () => {
+            expect(processor.assetTimeSeries({ assetSnapshots: [] })).to.deep.equal([]);
+        });
+        it('should process asset time series correctly', () => {
+            const result = processor.assetTimeSeries({ assetSnapshots: mockAssetSnapshots });
+            expect(result).to.have.lengthOf(2);
+            expect(result[0]?.assetId).to.equal('1');
+            expect(result[0]?.currentPrice.toString()).to.equal(Balance.fromFloat(1, 6).toString());
+        });
+    });
+    describe('applyGrouping', () => {
+        const applyGrouping = processor['applyGrouping'];
+        const mockData = [
+            { a: Balance.fromFloat(10, 6), timestamp: '2024-01-01' },
+            { a: Balance.fromFloat(20, 6), timestamp: '2024-01-01' },
+        ];
+        it('should return empty array when no items found', () => {
+            expect(applyGrouping([], 'day', 'sum')).to.deep.equal([]);
+        });
+        it('should return items by day when no grouping is specified', () => {
+            const latest = applyGrouping(mockData, undefined, 'latest');
+            expect(latest).to.deep.equal([{ a: Balance.fromFloat(20, 6), timestamp: '2024-01-01' }]);
+            const summed = applyGrouping(mockData, undefined, 'sum');
+            expect(summed).to.deep.equal([{ a: Balance.fromFloat(30, 6), timestamp: '2024-01-01' }]);
+        });
+        it('should return latest item when strategy is latest', () => {
+            const grouped = applyGrouping(mockData, 'day', 'latest');
+            expect(grouped).to.deep.equal([{ a: Balance.fromFloat(20, 6), timestamp: '2024-01-01' }]);
+        });
+        it('should aggregate values when strategy is sum', () => {
+            const grouped = applyGrouping(mockData, 'day', 'sum');
+            expect(grouped).to.deep.equal([{ a: Balance.fromFloat(30, 6), timestamp: '2024-01-01' }]);
+        });
+        it('should return latest item when strategy is latest and no grouping is specified', () => {
+            const grouped = applyGrouping(mockData, undefined, 'latest');
+            expect(grouped).to.deep.equal([{ a: Balance.fromFloat(20, 6), timestamp: '2024-01-01' }]);
+        });
+        it('should aggregate values when strategy is sum and no grouping is specified', () => {
+            const grouped = applyGrouping(mockData, undefined, 'sum');
+            expect(grouped).to.deep.equal([{ a: Balance.fromFloat(30, 6), timestamp: '2024-01-01' }]);
+        });
+        it('should return latest item when strategy is latest and grouping is month', () => {
+            const extendedMockData = [...mockData, { a: Balance.fromFloat(30, 6), timestamp: '2024-02-01' }];
+            const grouped = applyGrouping(extendedMockData, 'month', 'latest');
+            const expected = [
+                { a: Balance.fromFloat(20, 6), timestamp: '2024-01-01' },
+                { a: Balance.fromFloat(30, 6), timestamp: '2024-02-01' },
+            ];
+            expect(grouped).to.deep.equal(expected);
+        });
+        it('should aggregate values when strategy is sum and grouping is month (Token)', () => {
+            const extendedMockData = [
+                { a: Balance.fromFloat(10, 6), timestamp: '2024-01-01' },
+                { a: Balance.fromFloat(20, 6), timestamp: '2024-01-02' },
+                { a: Balance.fromFloat(30, 6), timestamp: '2024-02-01' },
+            ];
+            const grouped = applyGrouping(extendedMockData, 'month', 'sum');
+            const expected = [
+                { a: Balance.fromFloat(30, 6), timestamp: '2024-01-02' },
+                { a: Balance.fromFloat(30, 6), timestamp: '2024-02-01' },
+            ];
+            expect(grouped).to.deep.equal(expected);
+        });
+        it('should aggregate values when strategy is sum and grouping is month (Price)', () => {
+            const extendedMockData = [
+                { a: Price.fromFloat(10), timestamp: '2024-01-01' },
+                { a: Price.fromFloat(20), timestamp: '2024-01-02' },
+                { a: Price.fromFloat(30), timestamp: '2024-02-01' },
+            ];
+            const grouped = applyGrouping(extendedMockData, 'month', 'sum');
+            const expected = [
+                { a: Price.fromFloat(30), timestamp: '2024-01-02' },
+                { a: Price.fromFloat(30), timestamp: '2024-02-01' },
+            ];
+            expect(grouped).to.deep.equal(expected);
+        });
+        it('should only aggregate top-level Currency values and use last value for nested objects', () => {
+            const items = [
+                {
+                    timestamp: '2024-01-01T12:00:00Z',
+                    topLevelAmount: Balance.fromFloat(1, 6), // should be summed
+                    nested: {
+                        amount: Balance.fromFloat(1, 6), // should take last value
+                        description: 'first',
+                    },
+                    fees: [
+                        {
+                            amount: Balance.fromFloat(0.5, 6), // should take last value
+                            name: 'fee1',
+                        },
+                    ],
+                },
+                {
+                    timestamp: '2024-01-01T18:00:00Z',
+                    topLevelAmount: Balance.fromFloat(2, 6),
+                    nested: {
+                        amount: Balance.fromFloat(3, 6),
+                        description: 'second',
+                    },
+                    fees: [
+                        {
+                            amount: Balance.fromFloat(0.7, 6),
+                            name: 'fee1',
+                        },
+                    ],
+                },
+            ];
+            const result = processor['applyGrouping'](items, 'day', 'sum');
+            expect(result).to.have.lengthOf(1);
+            const aggregated = result[0];
+            // Top level Currency should be summed
+            expect(aggregated?.topLevelAmount.toFloat()).to.equal(3); // 1 + 2
+            // Nested Currency should be from last item
+            expect(aggregated?.nested?.amount.toFloat()).to.equal(3); // last value only
+            expect(aggregated?.nested?.description).to.equal('second');
+            // Array of objects with Currency should be from last item
+            expect(aggregated?.fees[0]?.amount.toFloat()).to.equal(0.7);
+            expect(aggregated?.fees[0]?.name).to.equal('fee1');
+        });
+    });
+});
+//# sourceMappingURL=Processor.test.js.map