H2: strategy-fingerprint metrics (conviction/sizing edge + category concentration)

Two deeper analyses, both pure from existing data (no new API cost): - ConvictionEdgePct: return% of the biggest-bet third minus the smallest-bet third of closed markets. Positive => sizing carries information (copy size-weighted); negative => overbets losers (red flag). CalculateMarketWinRates now emits per-market (invested, returnPct) pairs consumed by StrategyMetricsCalculator.ComputeConvictionEdge. - CategoryConcentration: Herfindahl index of category volume shares (specialist vs generalist), from the category-performance dict. Stored on TraderAnalytics, exposed on TraderDetailDto. Migration AddStrategyFingerprintMetrics. +7 unit tests (70 total, 1 skip). Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
2026-07-23 09:17:58 +02:00
parent dcac62165e
commit eaccdadddf
9 changed files with 1493 additions and 8 deletions
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+using System.Collections.Generic;
+using Predictalytics.Application.Services;
+using Xunit;
+
+namespace Predictalytics.Application.Tests.Services;
+
+public class StrategyMetricsCalculatorTests
+{
+    // ── Concentration (Herfindahl) ────────────────────────────────────────────
+    [Fact]
+    public void Concentration_SingleCategory_IsOne()
+    {
+        Assert.Equal(1.0m, StrategyMetricsCalculator.ComputeConcentration(new[] { 500m }));
+    }
+
+    [Fact]
+    public void Concentration_TwoEqualCategories_IsHalf()
+    {
+        // shares 0.5, 0.5 -> 0.25 + 0.25 = 0.5
+        Assert.Equal(0.5m, StrategyMetricsCalculator.ComputeConcentration(new[] { 100m, 100m }));
+    }
+
+    [Fact]
+    public void Concentration_SpecialistScoresHigherThanGeneralist()
+    {
+        var specialist = StrategyMetricsCalculator.ComputeConcentration(new[] { 900m, 50m, 50m });
+        var generalist = StrategyMetricsCalculator.ComputeConcentration(new[] { 100m, 100m, 100m, 100m });
+        Assert.True(specialist > generalist);
+    }
+
+    [Fact]
+    public void Concentration_NoVolume_IsZero()
+    {
+        Assert.Equal(0m, StrategyMetricsCalculator.ComputeConcentration(new[] { 0m, 0m }));
+    }
+
+    // ── Conviction / sizing edge ──────────────────────────────────────────────
+    [Fact]
+    public void Conviction_TooFewMarkets_IsNull()
+    {
+        var markets = new List<(decimal, decimal)> { (10m, 5m), (20m, 5m), (30m, 5m) };
+        Assert.Null(StrategyMetricsCalculator.ComputeConvictionEdge(markets));
+    }
+
+    [Fact]
+    public void Conviction_BigBetsWinMore_IsPositive()
+    {
+        // small bets (invested 10-30) return ~0%, big bets (invested 100-120) return ~+40%
+        var markets = new List<(decimal Invested, decimal ReturnPct)>
+        {
+            (10m, 0m), (20m, 2m), (30m, -2m),
+            (50m, 5m), (60m, 3m), (70m, 4m),
+            (100m, 40m), (110m, 38m), (120m, 42m),
+        };
+        var edge = StrategyMetricsCalculator.ComputeConvictionEdge(markets);
+        Assert.NotNull(edge);
+        Assert.True(edge > 30m); // big third avg ~40 minus small third avg ~0
+    }
+
+    [Fact]
+    public void Conviction_OverbetsLosers_IsNegative()
+    {
+        // big bets LOSE, small bets win -> negative conviction (a red flag)
+        var markets = new List<(decimal Invested, decimal ReturnPct)>
+        {
+            (10m, 20m), (20m, 25m), (30m, 22m),
+            (50m, 5m), (60m, 3m), (70m, 4m),
+            (100m, -30m), (110m, -35m), (120m, -28m),
+        };
+        var edge = StrategyMetricsCalculator.ComputeConvictionEdge(markets);
+        Assert.NotNull(edge);
+        Assert.True(edge < 0m);
+    }
+}