opencandle 0.11.1 → 0.13.0

package/src/providers/sec-edgar.ts

@@ -1,326 +0,0 @@
-import { cache, TTL } from "../infra/cache.js";
-import { httpGet } from "../infra/http-client.js";
-import { rateLimiter } from "../infra/rate-limiter.js";
-
-const EFTS_BASE = "https://efts.sec.gov/LATEST/search-index";
-const COMPANY_TICKERS_URL = "https://www.sec.gov/files/company_tickers.json";
-const SUBMISSIONS_BASE = "https://data.sec.gov/submissions";
-const SEC_DOCUMENT_FETCH_TIMEOUT_MS = 10_000;
-
-export interface SECFiling {
-  formType: string;
-  filedDate: string;
-  periodOfReport: string;
-  entityName: string;
-  accessionNumber: string;
-  url: string;
-  primaryDocumentUrl?: string;
-  items?: string[];
-  evidenceSnippets?: string[];
-  evidenceWarning?: string;
-}
-
-export interface SearchFilingsOptions {
-  includeSnippets?: boolean;
-  snippetLimitPerFiling?: number;
-}
-
-interface EFTSResponse {
-  hits: {
-    hits: Array<{
-      _id: string;
-      _source: {
-        file_date: string;
-        form: string;
-        adsh: string;
-        display_names: string[];
-        period_ending: string;
-        ciks: string[];
-        items?: string[];
-      };
-    }>;
-  };
-}
-
-interface CompanyTickerEntry {
-  cik_str: number;
-  ticker: string;
-  title: string;
-}
-
-interface SubmissionsResponse {
-  name: string;
-  tickers?: string[];
-  filings: {
-    recent: {
-      accessionNumber: string[];
-      filingDate: string[];
-      reportDate: string[];
-      form: string[];
-      primaryDocument: string[];
-      items?: string[];
-    };
-  };
-}
-
-export async function searchFilings(
-  ticker: string,
-  formTypes: string[] = ["10-K", "10-Q", "8-K"],
-  limit: number = 10,
-  options: SearchFilingsOptions = {},
-): Promise<SECFiling[]> {
-  const cacheKey = `sec:${ticker}:${formTypes.join(",")}:${limit}:${options.includeSnippets ? "snippets" : "metadata"}`;
-  const cached = cache.get<SECFiling[]>(cacheKey);
-  if (cached) return cached;
-
-  if (options.includeSnippets) {
-    const submissions = await searchFilingsFromCompanySubmissions(ticker, formTypes, limit).catch(
-      () => [],
-    );
-    if (submissions.length > 0) {
-      await enrichWithEvidenceSnippets(submissions, options.snippetLimitPerFiling ?? 3);
-      cache.set(cacheKey, submissions, TTL.FUNDAMENTALS);
-      return submissions;
-    }
-  }
-
-  const params = new URLSearchParams({
-    q: ticker,
-    forms: formTypes.join(","),
-    dateRange: "custom",
-    startdt: getDateYearsAgo(3),
-    enddt: new Date().toISOString().split("T")[0],
-    from: "0",
-    size: String(limit),
-  });
-
-  const url = `${EFTS_BASE}?${params}`;
-  const data = await httpGet<EFTSResponse>(url, {
-    headers: { "User-Agent": "OpenCandle/1.0 (financial analysis agent)" },
-  });
-
-  // Deduplicate by accession number (EDGAR returns multiple hits per filing)
-  const seen = new Set<string>();
-  const filings: SECFiling[] = [];
-
-  for (const hit of data.hits?.hits ?? []) {
-    const src = hit._source;
-    const accession = src.adsh;
-    if (!accession || seen.has(accession)) continue;
-    if (!matchesTicker(src.display_names, ticker)) continue;
-    seen.add(accession);
-
-    const cik = src.ciks?.[0] ?? "";
-    const displayName = src.display_names?.[0] ?? "";
-    // Extract entity name from display format: "APPLE INC  (AAPL)  (CIK 0000320193)"
-    const entityName = displayName.split("(")[0]?.trim() ?? displayName;
-    const archiveDir = buildEdgarArchiveDir(cik, accession);
-    const primaryDocumentUrl = buildPrimaryDocumentUrl(archiveDir, hit._id);
-
-    filings.push({
-      formType: src.form ?? "",
-      filedDate: src.file_date ?? "",
-      periodOfReport: src.period_ending ?? "",
-      entityName,
-      accessionNumber: accession,
-      url: `${archiveDir}/${accession}-index.htm`,
-      primaryDocumentUrl,
-      items: src.items ?? [],
-    });
-
-    if (filings.length >= limit) break;
-  }
-
-  if (options.includeSnippets) {
-    await enrichWithEvidenceSnippets(filings, options.snippetLimitPerFiling ?? 3);
-  }
-
-  cache.set(cacheKey, filings, TTL.FUNDAMENTALS);
-  return filings;
-}
-
-async function searchFilingsFromCompanySubmissions(
-  ticker: string,
-  formTypes: string[],
-  limit: number,
-): Promise<SECFiling[]> {
-  const company = await resolveCompanyTicker(ticker);
-  if (!company) return [];
-
-  const cik = String(company.cik_str).padStart(10, "0");
-  const data = await httpGet<SubmissionsResponse>(`${SUBMISSIONS_BASE}/CIK${cik}.json`, {
-    headers: { "User-Agent": "OpenCandle/1.0 (financial analysis agent)" },
-  });
-
-  const filings: SECFiling[] = [];
-  const recent = data.filings.recent;
-  for (let i = 0; i < recent.form.length && filings.length < limit; i++) {
-    const formType = recent.form[i] ?? "";
-    if (!formTypes.includes(formType)) continue;
-    const accession = recent.accessionNumber[i];
-    if (!accession) continue;
-    const archiveDir = buildEdgarArchiveDir(cik, accession);
-    const primaryDocument = recent.primaryDocument[i];
-    filings.push({
-      formType,
-      filedDate: recent.filingDate[i] ?? "",
-      periodOfReport: recent.reportDate[i] ?? "",
-      entityName: data.name || company.title,
-      accessionNumber: accession,
-      url: `${archiveDir}/${accession}-index.htm`,
-      primaryDocumentUrl: primaryDocument ? `${archiveDir}/${primaryDocument}` : undefined,
-      items: splitFilingItems(recent.items?.[i]),
-    });
-  }
-  return filings;
-}
-
-async function resolveCompanyTicker(ticker: string): Promise<CompanyTickerEntry | undefined> {
-  const cacheKey = "sec:company-tickers";
-  let companies = cache.get<CompanyTickerEntry[]>(cacheKey);
-  if (!companies) {
-    const data = await httpGet<Record<string, CompanyTickerEntry>>(COMPANY_TICKERS_URL, {
-      headers: { "User-Agent": "OpenCandle/1.0 (financial analysis agent)" },
-    });
-    companies = Object.values(data);
-    cache.set(cacheKey, companies, TTL.FUNDAMENTALS);
-  }
-  const normalized = ticker.toUpperCase();
-  return companies.find((company) => company.ticker.toUpperCase() === normalized);
-}
-
-function splitFilingItems(raw: string | undefined): string[] {
-  return raw
-    ? raw
-        .split(",")
-        .map((item) => item.trim())
-        .filter(Boolean)
-    : [];
-}
-
-function matchesTicker(displayNames: string[] | undefined, ticker: string): boolean {
-  const normalized = ticker.toUpperCase();
-  return (displayNames ?? []).some((name) => {
-    const tickerGroups = name.match(/\(([^)]*)\)/g) ?? [];
-    return tickerGroups.some((group) =>
-      group
-        .slice(1, -1)
-        .split(",")
-        .map((part) => part.trim().toUpperCase())
-        .includes(normalized),
-    );
-  });
-}
-
-function buildEdgarArchiveDir(cik: string, accession: string): string {
-  const cikNum = cik.replace(/^0+/, "");
-  const accessionNoDash = accession.replace(/-/g, "");
-  return `https://www.sec.gov/Archives/edgar/data/${cikNum}/${accessionNoDash}`;
-}
-
-function buildPrimaryDocumentUrl(archiveDir: string, hitId: string): string | undefined {
-  const fileName = hitId.split(":")[1];
-  if (!fileName || !/\.(?:htm|html|txt)$/i.test(fileName)) return undefined;
-  return `${archiveDir}/${fileName}`;
-}
-
-function getDateYearsAgo(years: number): string {
-  const d = new Date();
-  d.setFullYear(d.getFullYear() - years);
-  return d.toISOString().split("T")[0];
-}
-
-async function enrichWithEvidenceSnippets(
-  filings: SECFiling[],
-  limitPerFiling: number,
-): Promise<void> {
-  await Promise.all(
-    filings.map(async (filing) => {
-      if (!filing.primaryDocumentUrl) return;
-      try {
-        const raw = await fetchText(filing.primaryDocumentUrl);
-        filing.evidenceSnippets = extractEvidenceSnippets(raw, limitPerFiling);
-      } catch (error) {
-        filing.evidenceSnippets = [];
-        filing.evidenceWarning = `Evidence fetch failed for primary document: ${error instanceof Error ? error.message : String(error)}`;
-      }
-    }),
-  );
-}
-
-async function fetchText(url: string): Promise<string> {
-  await rateLimiter.acquire("sec_edgar");
-  const response = await fetch(url, {
-    headers: { "User-Agent": "OpenCandle/1.0 (financial analysis agent)" },
-    signal: AbortSignal.timeout(SEC_DOCUMENT_FETCH_TIMEOUT_MS),
-  });
-  if (!response.ok) throw new Error(`HTTP ${response.status} ${response.statusText}`);
-  return response.text();
-}
-
-const EVIDENCE_KEYWORDS = [
-  "risk factor",
-  "legal proceedings",
-  "litigation",
-  "regulatory",
-  "regulation",
-  "revenue",
-  "concentration",
-  "management's discussion",
-  "management discussion",
-  "liquidity",
-  "outlook",
-  "guidance",
-  "material weakness",
-  "going concern",
-];
-
-function extractEvidenceSnippets(raw: string, limit: number): string[] {
-  const text = stripFilingMarkup(raw);
-  const snippets: string[] = [];
-  const lower = text.toLowerCase();
-
-  for (const keyword of EVIDENCE_KEYWORDS) {
-    let searchFrom = 0;
-    while (searchFrom < lower.length) {
-      const index = lower.indexOf(keyword, searchFrom);
-      if (index === -1) break;
-      searchFrom = index + keyword.length;
-
-      const start = Math.max(0, index - 220);
-      const end = Math.min(text.length, index + keyword.length + 420);
-      const snippet = text.slice(start, end).replace(/\s+/g, " ").trim();
-      if (
-        snippet &&
-        !isLikelyTableOfContentsSnippet(snippet) &&
-        !snippets.some((existing) => existing.includes(snippet.slice(0, 80)))
-      ) {
-        snippets.push(snippet);
-        break;
-      }
-    }
-    if (snippets.length >= limit) break;
-  }
-
-  return snippets;
-}
-
-function stripFilingMarkup(raw: string): string {
-  return raw
-    .replace(/<script\b[^>]*>[\s\S]*?<\/script>/gi, " ")
-    .replace(/<style\b[^>]*>[\s\S]*?<\/style>/gi, " ")
-    .replace(/<[^>]+>/g, " ")
-    .replace(/&nbsp;/gi, " ")
-    .replace(/&amp;/gi, "&")
-    .replace(/&#160;/g, " ")
-    .replace(/&#8217;/g, "'")
-    .replace(/&#8220;|&#8221;/g, '"')
-    .replace(/\s+/g, " ")
-    .trim();
-}
-
-function isLikelyTableOfContentsSnippet(snippet: string): boolean {
-  const lower = snippet.toLowerCase();
-  const itemHeadingCount = lower.match(/\bitem\s+\d+[a-z]?\b/g)?.length ?? 0;
-  return lower.includes("table of contents") && itemHeadingCount >= 2;
-}