fix(fundamentals): pure-core review — tie-aware percentile, null-safe reads

1. Peer percentile is now a tie-aware rank against the OTHER issuers
   ((worse + 0.5*tied)/(peers-1)): an all-equal group maps to 50 (not 100), the
   median maps to 50, a unique best to 100, a unique worst to 0.
2. Deterministic reads use the consecutive non-null suffix ending at the latest
   point (>=3 values): a null latest or an internal gap yields no read, so a read
   never reflects a period displayed as n/a.
3. Peer filtering excludes non-finite (NaN/±inf) as well as null, including an
   invalid subject.

Tests updated + added (all-equal, median rank, non-finite, latest-null history,
internal gap). 15 passed.

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
This commit is contained in:
2026-07-22 20:41:18 +02:00
co-authored by Claude Opus 4.8
parent 2038b84b72
commit 979b4047dc
4 changed files with 73 additions and 22 deletions
+17 -9
View File
@@ -2,24 +2,30 @@
from __future__ import annotations
import math
from app.services import fundamentals_peers as pr
def test_peer_stat_higher_is_better_percentile_and_median():
def test_median_ranks_at_50_tie_aware():
s = pr.peer_stat(3, [1, 2, 3, 4, 5], higher_is_better=True)
assert s.median == 3
assert s.favorable_percentile == 60 # beats/ties 3 of 5
assert s.favorable_percentile == 50 # tie-aware rank of the median
assert s.peer_count == 5
def test_all_equal_peers_rank_at_50():
s = pr.peer_stat(3, [3, 3, 3, 3, 3], higher_is_better=True)
assert s.favorable_percentile == 50 # not 100 — ties don't get full credit
def test_peer_stat_lower_is_better_flips_direction():
s = pr.peer_stat(3, [1, 2, 3, 4, 5], higher_is_better=False)
assert s.favorable_percentile == 60 # 3 of 5 are >= 3
assert pr.peer_stat(3, [1, 2, 3, 4, 5], higher_is_better=False).favorable_percentile == 50
def test_peer_stat_top_and_bottom():
def test_peer_stat_unique_top_and_bottom():
assert pr.peer_stat(5, [1, 2, 3, 4, 5], higher_is_better=True).favorable_percentile == 100
assert pr.peer_stat(1, [1, 2, 3, 4, 5], higher_is_better=True).favorable_percentile == 20
assert pr.peer_stat(1, [1, 2, 3, 4, 5], higher_is_better=True).favorable_percentile == 0
def test_peer_stat_requires_min_valid_peers():
@@ -27,9 +33,11 @@ def test_peer_stat_requires_min_valid_peers():
assert pr.peer_stat(None, [1, 2, 3, 4, 5], higher_is_better=True) is None # null subject
def test_peer_stat_excludes_nulls_from_group():
s = pr.peer_stat(3, [1, 2, 3, 4, 5, None, None], higher_is_better=True)
assert s.peer_count == 5 # nulls dropped
def test_peer_stat_excludes_null_and_non_finite():
s = pr.peer_stat(3, [1, 2, 3, 4, 5, None, math.nan, math.inf, -math.inf], higher_is_better=True)
assert s.peer_count == 5 # nulls + NaN/inf dropped
# a non-finite subject is invalid
assert pr.peer_stat(math.nan, [1, 2, 3, 4, 5], higher_is_better=True) is None
def test_net_debt_is_not_peer_eligible():
+10
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@@ -18,6 +18,16 @@ def test_growth_read_boundaries():
assert rd.growth_read(_hist(5, 6)) is None # < 3 periods
def test_reads_use_latest_nonnull_suffix():
# latest displayed value is n/a -> no read (never reflect a null latest)
assert rd.growth_read(_hist(5, 6, 8, None)) is None
assert rd.margin_read(_hist(19, 20, 22, None)) is None
# an internal gap truncates the run -> fewer than 3 consecutive -> no read
assert rd.growth_read(_hist(5, 6, None, 8)) is None
# a clean 3-run after an older gap still reads
assert rd.growth_read(_hist(None, 5, 6, 8)) == "accelerating"
def test_margin_read_vs_mean_of_prior():
# prior mean = (19+20)/2 = 19.5; latest 21 -> +1.5 -> improving
assert rd.margin_read(_hist(19, 20, 21)) == "improving"