feat(wbs): WBS M4/M5 C# domain engines & Vue 3 PrimeVue AG-Grid migration [WBS-10]

2026-07-24 11:31:36 +09:00
parent 2fe4cb288f
commit 757f2439af
81 changed files with 3739 additions and 2515 deletions
@@ -0,0 +1,35 @@
+using System.Collections.Generic;
+using Xunit;
+using QuantEngine.Core.Domain;
+
+namespace QuantEngine.Core.Tests;
+
+public class FactorWeightCalibratorTests
+{
+    [Fact]
+    public void CalibrateWeights_WithValidInputs_SatisfiesBoundsAndShrinkage()
+    {
+        // Arrange
+        var calibrator = new FactorWeightCalibrator();
+        var baseWeights = new Dictionary<string, decimal>
+        {
+            { "F01_MOMENTUM", 0.30m },
+            { "F02_VOLATILITY", 0.20m }
+        };
+        var rawWeights = new Dictionary<string, decimal>
+        {
+            { "F01_MOMENTUM", 0.60m }, // Out of bounds raw
+            { "F02_VOLATILITY", 0.10m }
+        };
+
+        // Act
+        var result = calibrator.CalibrateWeights("SS001_v1", baseWeights, rawWeights);
+
+        // Assert
+        Assert.Equal("SS001_v1", result.FormulaId);
+        Assert.Equal("PASS", result.GateStatus);
+        Assert.True(result.WeightsWithinBounds);
+        Assert.True(result.OosComparisonReported);
+        Assert.Equal(0.45m, result.Weights[0].CalibratedWeight); // Clamped to 0.30 * 1.5 = 0.45
+    }
+}