vyndr/tests/unit/dclvCloseLeg.test.js

'use strict';

/**
 * B1 — the dCLV close leg reads PRICED captures only.
 *
 * THE TEST THE TWIN NEVER HAD. `attachClosingProb` got a `missed_reason` filter
 * during the CLV instrument repair and a comment explaining why;
 * `computeDirectionalForRow` did not, and nothing tested it, so the defect
 * survived while its sibling was fixed a foot away.
 *
 * The mechanism: `closing_captures` records a refusal for every prop x book x
 * side on every ~20-minute cycle AFTER first pitch, so a refusal ALWAYS carries
 * a later `captured_at` than the last real price. `latest-first` without a
 * filter therefore returns a refusal every time — measured 26,448 of 26,448
 * identity groups — and `computeDirectionalClv` refuses on a `missedReason`.
 */

const ledgerService = require('../../src/services/ledgerService');

/**
 * A fake client that records the filters applied to `closing_captures` and
 * serves rows honouring them, so an unapplied filter fails the test.
 */
function fakeSb({ snaps, closes }) {
  const seen = { closing: null };
  return {
    seen,
    from(table) {
      const st = { table, is: {}, notNull: [], order: null, asc: true };
      const q = {
        select() { return q; },
        eq() { return q; },
        is(col, val) { st.is[col] = val; return q; },
        not(col, op, val) { if (op === 'is' && val === null) st.notNull.push(col); return q; },
        order(col, o) { st.order = col; st.asc = !o || o.ascending !== false; return q; },
        limit(n) {
          if (table === 'model_snapshots') {
            const rows = [...snaps].sort((a, b) => (st.asc ? 1 : -1) * String(a.captured_at).localeCompare(String(b.captured_at)));
            return Promise.resolve({ data: rows.slice(0, n) });
          }
          seen.closing = { ...st };
          let rows = [...closes];
          // Honour the filters the production select applies.
          if ('missed_reason' in st.is && st.is.missed_reason === null) rows = rows.filter((r) => r.missed_reason == null);
          for (const c of st.notNull) rows = rows.filter((r) => r[c] != null);
          rows.sort((a, b) => (st.asc ? 1 : -1) * String(a.captured_at).localeCompare(String(b.captured_at)));
          return Promise.resolve({ data: rows.slice(0, n) });
        },
      };
      return q;
    },
  };
}

const ROW = { player_key: 'luis arraez', stat: 'total_bases', side: 'over', game_date: '2026-08-10' };

// The lock: both side prices, so it is de-viggable.
const SNAPS = [{ fair_prob: 0.52, over_odds: -110, under_odds: -110, captured_at: '2026-08-10T14:00:00Z' }];

// The production shape: a real price, then refusals stamped after first pitch.
const CLOSES = [
  { over_odds: -140, under_odds: 120, missed_reason: null, captured_at: '2026-08-10T23:41:20Z' },
  { over_odds: null, under_odds: null, missed_reason: 'missed_window', captured_at: '2026-08-11T01:21:09Z' },
  { over_odds: null, under_odds: null, missed_reason: 'missed_window', captured_at: '2026-08-11T03:21:09Z' },
];

const compute = ledgerService.__internals
  ? ledgerService.__internals.computeDirectionalForRow
  : null;

describe('the close leg selects the latest PRICED capture', () => {
  it('applies the missed_reason filter (the fix)', async () => {
    const sb = fakeSb({ snaps: SNAPS, closes: CLOSES });
    await ledgerService.__internals.computeDirectionalForRow(sb, 'mlb', ROW);
    expect(sb.seen.closing.is).toHaveProperty('missed_reason', null);
  });

  it('requires BOTH side prices, matching its sibling', async () => {
    const sb = fakeSb({ snaps: SNAPS, closes: CLOSES });
    await ledgerService.__internals.computeDirectionalForRow(sb, 'mlb', ROW);
    expect(sb.seen.closing.notNull).toEqual(expect.arrayContaining(['over_odds', 'under_odds']));
  });

  it('still takes the LATEST of the priced rows, not the earliest', async () => {
    const twoPriced = [
      { over_odds: -200, under_odds: 170, missed_reason: null, captured_at: '2026-08-10T18:00:00Z' },
      ...CLOSES,
    ];
    const sb = fakeSb({ snaps: SNAPS, closes: twoPriced });
    const out = await ledgerService.__internals.computeDirectionalForRow(sb, 'mlb', ROW);
    // -140/120 (23:41) not -200/170 (18:00): the later price wins.
    expect(sb.seen.closing.asc).toBe(false);
    expect(out.state).not.toBe('unknown');
  });

  it('RETURNS A REAL STATE where the unfiltered read returned unknown', async () => {
    const sb = fakeSb({ snaps: SNAPS, closes: CLOSES });
    const out = await ledgerService.__internals.computeDirectionalForRow(sb, 'mlb', ROW);
    expect(['positive', 'negative', 'flat']).toContain(out.state);
    expect(out.clv).not.toBeNull();
    expect(out.fair_close).not.toBeNull();
  });

  it('THE REGRESSION: an unfiltered read would have returned unknown on this data', async () => {
    // Proves the fixture actually exercises the bug — a test that passes on data
    // where the old code also worked proves nothing.
    const dclv = require('../../src/services/directionalClv');
    const latestUnfiltered = [...CLOSES].sort((a, b) => String(b.captured_at).localeCompare(String(a.captured_at)))[0];
    const old = dclv.computeDirectionalClv({
      side: ROW.side, lockFairProb: 0.52,
      closeOverOdds: latestUnfiltered.over_odds, closeUnderOdds: latestUnfiltered.under_odds,
      missedReason: latestUnfiltered.missed_reason,
    });
    expect(old.state).toBe('unknown');
    expect(old.reason).toBe('missed_window');
  });

  it('a genuinely closeless identity is STILL unknown — absence is preserved', async () => {
    const onlyRefusals = CLOSES.filter((c) => c.missed_reason);
    const sb = fakeSb({ snaps: SNAPS, closes: onlyRefusals });
    const out = await ledgerService.__internals.computeDirectionalForRow(sb, 'mlb', ROW);
    expect(out.state).toBe('unknown');
    expect(out.reason).toBe('no_usable_close');
  });

  it('no retained lock => null, never a fabricated comparison', async () => {
    const sb = fakeSb({ snaps: [], closes: CLOSES });
    expect(await ledgerService.__internals.computeDirectionalForRow(sb, 'mlb', ROW)).toBeNull();
  });
});

describe('the two selects agree (the twin is no longer a twin)', () => {
  const src = require('fs').readFileSync(
    require('path').join(__dirname, '..', '..', 'src/services/ledgerService.js'), 'utf8');

  it('BOTH closing_captures reads filter missed_reason', () => {
    const reads = src.split("from('closing_captures')").slice(1);
    expect(reads.length).toBeGreaterThanOrEqual(2);
    for (const r of reads) {
      const head = r.slice(0, 500);
      expect(head).toMatch(/\.is\('missed_reason', null\)/);
    }
  });
});