@wingman-ai/gateway 0.5.3 → 0.6.0

package/dist/tools/finance/optionsAnalytics.test.js

@@ -1,122 +0,0 @@
-import { describe, expect, it } from "vitest";
-import { analyzeOptionStructure } from "./optionsAnalytics.js";
-describe("optionsAnalytics", ()=>{
-    it("computes long call payoff metrics", ()=>{
-        const result = analyzeOptionStructure({
-            underlyingPrice: 100,
-            legs: [
-                {
-                    type: "call",
-                    side: "buy",
-                    strike: 100,
-                    premium: 5
-                }
-            ]
-        });
-        expect(result.netDebit).toBeCloseTo(500, 2);
-        expect(result.maxProfit.unbounded).toBe(true);
-        expect(result.maxLoss.unbounded).toBe(false);
-        expect(result.maxLoss.usd).toBeCloseTo(500, 2);
-        expect(result.breakevens).toContain(105);
-    });
-    it("computes bull call debit spread metrics", ()=>{
-        const result = analyzeOptionStructure({
-            underlyingPrice: 100,
-            legs: [
-                {
-                    type: "call",
-                    side: "buy",
-                    strike: 100,
-                    premium: 5
-                },
-                {
-                    type: "call",
-                    side: "sell",
-                    strike: 110,
-                    premium: 2
-                }
-            ]
-        });
-        expect(result.netDebit).toBeCloseTo(300, 2);
-        expect(result.maxProfit.unbounded).toBe(false);
-        expect(result.maxProfit.usd).toBeCloseTo(700, 2);
-        expect(result.maxLoss.usd).toBeCloseTo(300, 2);
-        expect(result.breakevens).toContain(103);
-    });
-    it("computes bear call credit spread metrics", ()=>{
-        const result = analyzeOptionStructure({
-            underlyingPrice: 100,
-            legs: [
-                {
-                    type: "call",
-                    side: "sell",
-                    strike: 100,
-                    premium: 5
-                },
-                {
-                    type: "call",
-                    side: "buy",
-                    strike: 110,
-                    premium: 2
-                }
-            ]
-        });
-        expect(result.netCredit).toBeCloseTo(300, 2);
-        expect(result.maxProfit.unbounded).toBe(false);
-        expect(result.maxProfit.usd).toBeCloseTo(300, 2);
-        expect(result.maxLoss.usd).toBeCloseTo(700, 2);
-        expect(result.breakevens).toContain(103);
-    });
-    it("flags unbounded loss for naked short call", ()=>{
-        const result = analyzeOptionStructure({
-            underlyingPrice: 100,
-            legs: [
-                {
-                    type: "call",
-                    side: "sell",
-                    strike: 100,
-                    premium: 5
-                }
-            ]
-        });
-        expect(result.maxLoss.unbounded).toBe(true);
-        expect(result.maxProfit.unbounded).toBe(false);
-        expect(result.maxProfit.usd).toBeCloseTo(500, 2);
-        expect(result.breakevens).toContain(105);
-    });
-    it("computes greeks when inputs provided", ()=>{
-        const result = analyzeOptionStructure({
-            underlyingPrice: 100,
-            daysToExpiry: 30,
-            riskFreeRate: 0.01,
-            legs: [
-                {
-                    type: "call",
-                    side: "buy",
-                    strike: 100,
-                    premium: 5,
-                    impliedVol: 0.2
-                }
-            ]
-        });
-        expect(result.greeks.status).toBe("ok");
-        expect(result.greeks.delta).toBeGreaterThan(0);
-        expect(result.greeks.theta).toBeLessThan(0);
-    });
-    it("returns insufficient-data greeks when missing IV", ()=>{
-        const result = analyzeOptionStructure({
-            underlyingPrice: 100,
-            daysToExpiry: 30,
-            legs: [
-                {
-                    type: "call",
-                    side: "buy",
-                    strike: 100,
-                    premium: 5
-                }
-            ]
-        });
-        expect(result.greeks.status).toBe("insufficient-data");
-        expect(result.greeks.legsMissing).toBe(1);
-    });
-});