feat: add fundamentals weighting backtest research

tests/unit/test_fundamentals_research.py

@@ -0,0 +1,58 @@
+from __future__ import annotations
+
+import math
+
+import pytest
+
+from app.services import fundamentals_research as research
+
+
+def test_favorable_percentiles_are_tie_aware():
+    ranks = research.favorable_percentiles(
+        {"a": 3, "b": 3, "c": 3, "d": 3, "e": 3},
+        higher_is_better=True,
+    )
+    assert set(ranks.values()) == {50.0}
+
+
+def test_lower_is_better_flips_the_rank():
+    ranks = research.favorable_percentiles(
+        {"a": 1, "b": 2, "c": 3, "d": 4, "e": 5},
+        higher_is_better=False,
+    )
+    assert ranks["a"] == 100.0
+    assert ranks["e"] == 0.0
+
+
+def test_invalid_and_thin_cross_sections_stay_null():
+    ranks = research.favorable_percentiles(
+        {"a": 1, "b": 2, "c": math.nan, "d": None, "e": 5},
+        higher_is_better=True,
+    )
+    assert all(value is None for value in ranks.values())
+
+
+def test_composites_use_equal_subgroup_weighting():
+    features = {
+        str(index): {
+            "operating_margin": index,
+            "fcf_margin": index,
+            "net_debt_to_ebitda": 6 - index,
+            "share_count_change_yoy": 6 - index,
+            "revenue_growth_yoy": index,
+            "eps_growth_yoy": index,
+        }
+        for index in range(1, 6)
+    }
+    scores = research.cross_section_scores(features)
+    assert scores["5"]["quality"] == 100.0
+    assert scores["5"]["growth"] == 100.0
+    assert scores["5"]["balanced"] == 100.0
+    assert scores["3"]["balanced"] == 50.0
+
+
+def test_overlay_uses_neutral_missing_score_and_validates_weight():
+    assert research.overlay_rank(90, None, 0.2) == 82.0
+    assert research.overlay_rank(90, 100, 0.2) == 92.0
+    with pytest.raises(ValueError, match="weight"):
+        research.overlay_rank(90, 50, 1.1)