gloomberb 0.9.9 → 0.10.0

package/src/time-series/reporting.ts

@@ -0,0 +1,98 @@
+import type { TickerFinancials } from "../types/financials";
+import { formatCompact, formatNumber } from "../utils/format";
+import { getTimeSeriesField } from "./field-catalog";
+import { extractFundamentalSeries } from "./fundamentals";
+import type { SecuritySeriesSource } from "./types";
+
+export type GraphKind = "fundamental" | "valuation";
+export type FundamentalPeriod = "annual" | "quarterly";
+export type GraphMetricKey = string;
+
+export interface FundamentalGraphRow {
+  key: string;
+  symbol: string;
+  date: string;
+  category: string;
+  value: number;
+  growth: number | null;
+  barWidth: number;
+}
+
+export interface MetricDefinition {
+  key: GraphMetricKey;
+  label: string;
+  format: (value: number) => string;
+}
+
+function fieldId(kind: GraphKind, metric: GraphMetricKey): string {
+  return `${kind === "valuation" ? "valuation" : "fundamental"}.${metric}`;
+}
+
+function formatMetricValue(id: string, value: number): string {
+  if (id.includes("Margin")) return `${formatNumber(value, 1)}%`;
+  if (id.startsWith("valuation.")) return `${formatNumber(value, id.endsWith("pegRatio") ? 2 : 1)}x`;
+  if (id.endsWith("eps")) return formatNumber(value, 2);
+  return formatCompact(value);
+}
+
+export function metricDef(kind: GraphKind, metric: GraphMetricKey): MetricDefinition {
+  const id = fieldId(kind, metric);
+  const definition = getTimeSeriesField(id);
+  return {
+    key: metric,
+    label: definition?.label ?? metric,
+    format: (value) => formatMetricValue(id, value),
+  };
+}
+
+export function graphRowsForFinancials(
+  financials: TickerFinancials | null,
+  kind: GraphKind,
+  metric: GraphMetricKey,
+  period: FundamentalPeriod,
+  symbol: string,
+): FundamentalGraphRow[] {
+  const source: SecuritySeriesSource = {
+    kind: "security",
+    instrument: { symbol },
+    fieldId: fieldId(kind, metric),
+    period,
+    timestampMode: "period-end",
+  };
+  const points = extractFundamentalSeries(financials, source)
+    .filter((point): point is typeof point & { value: number } => typeof point.value === "number" && Number.isFinite(point.value))
+    .sort((left, right) => left.observedAt.getTime() - right.observedAt.getTime());
+  const maximum = Math.max(1, ...points.map((point) => Math.abs(point.value)));
+  return points.map((point, index) => {
+    const previous = points[index - 1]?.value;
+    const current = point.value;
+    const currentLabel = point.periodLabel === "Current";
+    const date = currentLabel ? "Current" : point.observedAt.toISOString().slice(0, 10);
+    return {
+      key: `${symbol}:${date}:${metric}`,
+      symbol,
+      date,
+      category: point.periodLabel ?? date,
+      value: current,
+      growth: typeof previous === "number" && previous !== 0
+        ? (current - previous) / Math.abs(previous)
+        : null,
+      barWidth: Math.max(1, Math.round((Math.abs(current) / maximum) * 24)),
+    };
+  });
+}
+
+export function limitGraphRowsBySymbol(
+  rows: FundamentalGraphRow[],
+  periodCount: number | null | undefined,
+): FundamentalGraphRow[] {
+  if (!Number.isInteger(periodCount) || periodCount == null || periodCount <= 0) return rows;
+  const keysToKeep = new Set<string>();
+  for (const symbol of new Set(rows.map((row) => row.symbol))) {
+    const sorted = rows
+      .filter((row) => row.symbol === symbol)
+      .sort((left, right) => left.date.localeCompare(right.date));
+    for (const row of sorted.slice(-periodCount)) keysToKeep.add(row.key);
+  }
+  return rows.filter((row) => keysToKeep.has(row.key));
+}