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* fix(analyze-stock): classify dividend frequency by median gap recentDivs.length within a hard 365.25-day window misclassifies quarterly payers whose last-year Q1 payment falls just outside the cutoff — common after mid-April each year, when Date.now() - 365.25d lands after Jan's payment timestamp. The test 'non-zero CAGR for a quarterly payer' flaked calendar-dependently for this reason. Prefer median inter-payment interval: quarterly = ~91d median gap, regardless of where the trailing-12-month window happens to bisect the payment series. Falls back to the old count when <2 entries exist. Also documents the CAGR filter invariant in the test helper. * fix(analyze-stock): suppress frequency when no recent divs + detect regime slowdowns Addresses PR #3102 review: 1. Suspended programs no longer leak a frequency badge. When recentDivs is empty, dividendYield and trailingAnnualDividendRate are both 0; emitting 'Quarterly' derived from historical median would contradict those zeros in the UI. paymentsPerYear now short-circuits to 0 before the interval classifier runs. 2. Whole-history median-gap no longer masks cadence regime changes. The reconciliation now depends on trailing-year count: recent >= 3 → interval classifier (robust to calendar drift) recent 1..2 → inspect most-recent inter-payment gap: > 180d = real slowdown, trust count (Annual) <= 180d = calendar drift, trust interval (Quarterly) recent 0 → empty frequency (suspended) The interval classifier itself is now scoped to the last 2 years so it responds to regime changes instead of averaging over 5y of history. Regression tests: - 'emits empty frequency when the dividend program has been suspended' — 3y of quarterly history + 18mo silence must report '' not 'Quarterly'. - 'detects a recent quarterly → annual cadence change' — 12 historical quarterly payments + 1 recent annual payment must report 'Annual'. * fix(analyze-stock): scope interval median to trailing year when recent>=3 Addresses PR #3102 review round 2: the reconciler's recent>=3 branch called paymentsPerYearFromInterval(entries), which scopes to the last 2 years. A monthly→quarterly shift (12 monthly payments in year -2..-1 plus 4 quarterly in year -1..0) produced a 2-year median of ~30d and misclassified as Monthly even though the current trailing-year cadence is clearly quarterly. Pass recentDivs directly to the interval classifier when recent>=3. Two payments in the trailing year = 1 gap which suffices for the median (gap count >=1, median well-defined). The historical-window 2y scoping still applies for the recent 1..2 branch, where we actively need history to distinguish drift from slowdown. Regression test: 12 monthly payments from -13..-24 months ago + 4 quarterly payments inside the trailing year must classify as Quarterly. * fix(analyze-stock): use true median (avg of two middles) for even gap counts PR #3102 P2: gaps[floor(length/2)] returns the upper-middle value for even-length arrays, biasing toward slower cadence at classifier thresholds when the trailing-year sample is small. Use the average of the two middles for even lengths. Harmless on 5-year histories with 50+ gaps where values cluster, but correct at sparse sample sizes where the trailing-year branch can have only 2–3 gaps.