Model Applicability and Variant Router

Install and import#

bash

npm install fintech-algorithms

import { modelApplicabilityAndVariantRouter } from "fintech-algorithms/fundamental-analysis-and-valuation/integrated-equity-scoring/model-applicability-and-variant-router";

Signature#

modelApplicabilityAndVariantRouter(data)

Tests each requested scoring model against a frozen applicability rule for the target and returns the variant to run, a reroute, or an unsupported marker for labels the router does not know.

Parameters#

Name	Type	Notes
`data`	`{ target: { is_public?: boolean; sector?: string; market_cap?: number; annual_periods?: number; dividends_known?: boolean; total_assets?: number; framework?: string }; requested_models: string[] }`	`target` supplies the scope facts the rules read — `is_public`, `sector`, `market_cap`, `annual_periods`, `dividends_known`, `total_assets` and `framework` — and `requested_models` names the models to route. The recognised labels are `altman_z_original`, `piotroski_f`, `beneish_m`, `ohlson_o`, `dividend_safety` and `balance_sheet_resilience`; any other label routes as unsupported.

Returns#

{ state: string; method: string; routes: Array<{ model: string; status: string; variant: string | null; population?: string; reason: string }>; eligible_count: number; requested_count: number; coverage: number }

One route per requested model. status is eligible, reroute or unsupported; variant names the frozen convention to use when eligible and is null otherwise; population states the contract a known label targets. eligible_count over requested_count gives coverage, and state is routed when at least one model is eligible, otherwise abstain.

Errors#

When target is missing or not an object, or requested_models is not a nonempty list — throws TypeError
When a requested model name is not text — throws TypeError

Complexity: time O(n), space O(n).

Worked example#

executed Captured by running this function on the input its own test provides. Real output of real code — but not asserted against a published figure.

Input#

data

{
  "target": {
    "id": "TGT",
    "sector": "industrial",
    "is_public": true,
    "annual_periods": 3,
    "framework": "US-GAAP",
    "total_assets": 1000,
    "market_cap": 2000,
    "dividends_known": true
  },
  "requested_models": [
    "altman_z_original",
    "piotroski_f",
    "beneish_m",
    "ohlson_o",
    "dividend_safety",
    "balance_sheet_resilience"
  ]
}

Call#

modelApplicabilityAndVariantRouter(data)

Returns#

object with 6 fields: state, method, routes, eligible_count, requested_count, coverage

{
  "state": "routed",
  "method": "explicit-model-applicability-router",
  "routes": [
    {
      "model": "altman_z_original",
      "status": "eligible",
      "variant": "Use D18-F04-A01 original public-manufacturer coefficients",
      "population": "public industrial manufacturer",
      "reason": "all required scope facts pass"
    },
    {
      "model": "piotroski_f",
      "status": "eligible",
      "variant": "Use D18-F04-A02 nine-signal contract",
      "population": "non-financial issuer with two annual periods",
      "reason": "all required scope facts pass"
    },
    {
      "model": "beneish_m",
      "status": "eligible",
      "variant": "Use D18-F04-A03 eight-index contract",
      "population": "non-financial issuer with two annual periods",
      "reason": "all required scope facts pass"
    }
  ],
  "eligible_count": 6,
  "requested_count": 6,
  "coverage": 1
}

Other exports#

This module also exports calculate, pointInTimeStockScoringInputAssembly, stockScoringPeerCohortResolver, fundamentalMetricDirectionAndPeerNormalization, accountingFinancialHealthComposite, earningsQualityComposite, dividendSafetyScore, balanceSheetResilienceScore, distressModelEnsemble, crossModelConflictAndDoubleCountingResolver, overallExplainableStockScore, scoreConfidenceMissingDataPenaltyAndAbstention, marketWideStockScreeningAndRanking, stockScoreHistoryMigrationAndChangeAttribution. Every module additionally exports run as an alias of its primary function, and a meta object carrying its catalog id, domain, family, shape and article URL.