finmath-engine
Version:
Motor de cálculos financeiros de alta precisão para o mercado brasileiro
137 lines • 6.97 kB
JavaScript
;
var __createBinding = (this && this.__createBinding) || (Object.create ? (function(o, m, k, k2) {
if (k2 === undefined) k2 = k;
var desc = Object.getOwnPropertyDescriptor(m, k);
if (!desc || ("get" in desc ? !m.__esModule : desc.writable || desc.configurable)) {
desc = { enumerable: true, get: function() { return m[k]; } };
}
Object.defineProperty(o, k2, desc);
}) : (function(o, m, k, k2) {
if (k2 === undefined) k2 = k;
o[k2] = m[k];
}));
var __setModuleDefault = (this && this.__setModuleDefault) || (Object.create ? (function(o, v) {
Object.defineProperty(o, "default", { enumerable: true, value: v });
}) : function(o, v) {
o["default"] = v;
});
var __importStar = (this && this.__importStar) || (function () {
var ownKeys = function(o) {
ownKeys = Object.getOwnPropertyNames || function (o) {
var ar = [];
for (var k in o) if (Object.prototype.hasOwnProperty.call(o, k)) ar[ar.length] = k;
return ar;
};
return ownKeys(o);
};
return function (mod) {
if (mod && mod.__esModule) return mod;
var result = {};
if (mod != null) for (var k = ownKeys(mod), i = 0; i < k.length; i++) if (k[i] !== "default") __createBinding(result, mod, k[i]);
__setModuleDefault(result, mod);
return result;
};
})();
var __importDefault = (this && this.__importDefault) || function (mod) {
return (mod && mod.__esModule) ? mod : { "default": mod };
};
Object.defineProperty(exports, "__esModule", { value: true });
// packages/engine/test/golden.spec.ts
const vitest_1 = require("vitest");
const node_fs_1 = __importDefault(require("node:fs"));
const node_path_1 = __importDefault(require("node:path"));
const engine = __importStar(require("../src/index"));
const approx = (a, b, tol) => Math.abs(Number(a) - Number(b)) <= Number(tol);
const GF_DIR = node_path_1.default.resolve(__dirname, "../golden/starter");
const FILE_RE = /^(JC_|EQ_|SER_|PRICE_|SAC_|NPVIRR_|CETBASIC_).+\.json$/i;
const files = node_fs_1.default.existsSync(GF_DIR)
? node_fs_1.default.readdirSync(GF_DIR).filter((f) => FILE_RE.test(f))
: [];
if (files.length === 0) {
console.warn(`[golden] nenhum arquivo encontrado em ${GF_DIR}. Rode o seed_artifacts.sh primeiro.`);
}
const to2 = (x) => Math.round((Number(x) + Number.EPSILON) * 100) / 100;
(0, vitest_1.describe)("Golden Files — validação do motor", () => {
for (const fname of files) {
const full = node_path_1.default.join(GF_DIR, fname);
const gf = JSON.parse(node_fs_1.default.readFileSync(full, "utf-8"));
const id = gf.test_id ?? fname.replace(/\.json$/, "");
const tol = gf.tolerance ?? 0.01;
(0, vitest_1.it)(`${id} — ${gf.description ?? ""}`.trim(), () => {
if (id.startsWith("JC_")) {
const { inputs, expected } = gf;
if ("fv" in expected) {
const out = engine.interest
.fv(inputs.pv, inputs.i_m, Number(inputs.n))
.toNumber();
(0, vitest_1.expect)(approx(out, expected.fv, tol)).toBe(true);
}
else if ("pv" in expected) {
const out = engine.interest
.pv(inputs.fv, inputs.i_m, Number(inputs.n))
.toNumber();
(0, vitest_1.expect)(approx(out, expected.pv, tol)).toBe(true);
}
else {
throw new Error("JC_* sem campo expected.fv/pv");
}
}
else if (id.startsWith("EQ_")) {
const { inputs, expected } = gf;
if ("rate_a" in expected) {
const out = engine.rate.monthlyToAnnual(inputs.rate_m).toNumber();
(0, vitest_1.expect)(approx(out, expected.rate_a, 1e-6)).toBe(true);
}
else if ("rate_m" in expected) {
const out = engine.rate.annualToMonthly(inputs.rate_a).toNumber();
(0, vitest_1.expect)(approx(out, expected.rate_m, 1e-6)).toBe(true);
}
else {
throw new Error("EQ_* sem campo expected.rate_a/rate_m");
}
}
else if (id.startsWith("SER_")) {
const { inputs, expected } = gf;
const due = inputs.kind === "ant";
const out = engine.series
.pmt(inputs.pv, inputs.i_m, Number(inputs.n), due)
.toNumber();
(0, vitest_1.expect)(approx(out, expected.pmt, tol)).toBe(true);
}
else if (id.startsWith("PRICE_")) {
const { inputs, expected } = gf;
const out = engine.amortization.price(Number(inputs.pv), Number(inputs.rateMonthly), Number(inputs.n));
const tolPrice = Math.max(tol, 0.05);
// Debug para diagnóstico
if (id === "PRICE_001" || id === "PRICE_003" || id === "PRICE_005") {
}
(0, vitest_1.expect)(approx(to2(out.pmt), to2(expected.pmt), tolPrice)).toBe(true);
(0, vitest_1.expect)(approx(to2(out.totalInterest), to2(expected.total_interest), tolPrice)).toBe(true);
(0, vitest_1.expect)(approx(to2(out.totalPaid), to2(expected.total_paid), tolPrice)).toBe(true);
}
else if (id.startsWith("SAC_")) {
const { inputs, expected } = gf;
const out = engine.amortization.sac(inputs.pv, inputs.rateMonthly, Number(inputs.n));
const amortConst = out.amortConst ?? out.amort_const;
(0, vitest_1.expect)(approx(amortConst, expected.amort_constante, tol)).toBe(true);
(0, vitest_1.expect)(approx(out.totalInterest, expected.total_interest, tol)).toBe(true);
(0, vitest_1.expect)(approx(out.totalPaid, expected.total_paid, tol)).toBe(true);
}
else if (id.startsWith("NPVIRR_")) {
const { inputs, expected } = gf;
const irr = engine.irr.irrBisection(inputs.cashflows) ?? 0;
(0, vitest_1.expect)(approx(irr, expected.irrMonthly, 1e-4)).toBe(true);
}
else if (id.startsWith("CETBASIC_")) {
const { inputs, expected } = gf;
const out = engine.cet.cetBasic(inputs.pv, inputs.pmt, Number(inputs.n), inputs.feesT0 ?? [], inputs.baseAnnual ?? 12);
(0, vitest_1.expect)(approx(out.irrMonthly, expected.irrMonthly, 1e-4)).toBe(true);
(0, vitest_1.expect)(approx(out.cetAnnual, expected.cetAnnual, 1e-4)).toBe(true);
}
else {
throw new Error(`Prefixo de teste não suportado: ${id}`);
}
});
}
});
//# sourceMappingURL=golden.spec.js.map