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phase-6: typescript introduction

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This commit is contained in:
Sai Kiran Vella
2026-06-04 22:16:48 -04:00
committed by saikiranvella
parent 57625c27d7
commit c160e65bd6
69 changed files with 2323 additions and 1036 deletions
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server/market/BenchmarkProvider.js
-73
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@@ -1,73 +0,0 @@
import { YahooClient } from './YahooClient.js';
import { REGIME } from '../config/constants.js';
const TTL_MS = 60 * 60 * 1000;
const DEFAULTS = {
sp500Price: 5000,
riskFreeRate: 4.5,
vixLevel: 20,
rateRegime: REGIME.HIGH,
volatilityRegime: REGIME.NORMAL,
benchmarks: { marketPE: 22, techPE: 30, reitYield: 3.5, igSpread: 1.0 },
};
const rateRegime = (rate) => (rate < 2 ? REGIME.LOW : rate <= 5 ? REGIME.NORMAL : REGIME.HIGH);
const volRegime = (vix) => (vix < 15 ? REGIME.LOW : vix <= 25 ? REGIME.NORMAL : REGIME.HIGH);
const pe = (summary) =>
summary.summaryDetail?.trailingPE ?? summary.defaultKeyStatistics?.forwardPE;
export class BenchmarkProvider {
// logger: object with .warn() — defaults to console so CLI behaviour is unchanged.
constructor({ logger = console } = {}) {
this.client = new YahooClient();
this.cache = { data: null, expiresAt: 0 };
this.logger = logger;
}
async getMarketContext() {
if (this.cache.data && Date.now() < this.cache.expiresAt) return this.cache.data;
try {
const [sp500, tn10y, vix, spy, xlk, xlre, lqd] = await Promise.all([
this.client.fetchSummary('^GSPC'),
this.client.fetchSummary('^TNX'),
this.client.fetchSummary('^VIX'),
this.client.fetchSummary('SPY'),
this.client.fetchSummary('XLK'),
this.client.fetchSummary('XLRE'),
this.client.fetchSummary('LQD'),
]);
const riskFreeRate = tn10y.price?.regularMarketPrice ?? 0;
const sp500Price = sp500.price?.regularMarketPrice ?? 0;
const vixLevel = vix.price?.regularMarketPrice ?? 0;
if (!sp500Price || !riskFreeRate) throw new Error('Invalid market data (zero values)');
const lqdYield = (lqd.summaryDetail?.trailingAnnualDividendYield ?? 0) * 100;
const context = {
sp500Price,
riskFreeRate,
vixLevel,
rateRegime: rateRegime(riskFreeRate),
volatilityRegime: volRegime(vixLevel),
benchmarks: {
marketPE: pe(spy) ?? 22,
techPE: pe(xlk) ?? 30,
reitYield: (xlre.summaryDetail?.trailingAnnualDividendYield ?? 0.035) * 100,
igSpread: Math.max(0.1, lqdYield - riskFreeRate),
},
timestamp: new Date().toISOString(),
};
this.cache = { data: context, expiresAt: Date.now() + TTL_MS };
return context;
} catch (err) {
this.logger.warn('Market data fetch failed, using defaults:', err.message);
return this.cache.data ?? DEFAULTS;
}
}
}
server/market/BenchmarkProvider.ts
+87
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@@ -0,0 +1,87 @@
import { YahooClient } from './YahooClient.js';
import { REGIME } from '../config/constants.js';
import type { MarketContext, Logger } from '../types.js';
const TTL_MS = 60 * 60 * 1000;
const DEFAULTS: MarketContext = {
sp500Price: 5000,
riskFreeRate: 4.5,
vixLevel: 20,
rateRegime: 'HIGH',
volatilityRegime: 'NORMAL',
benchmarks: { marketPE: 22, techPE: 30, reitYield: 3.5, igSpread: 1.0 },
};
const rateRegime = (rate: number): MarketContext['rateRegime'] =>
rate < 2 ? REGIME.LOW : rate <= 5 ? REGIME.NORMAL : REGIME.HIGH;
const volRegime = (vix: number): MarketContext['volatilityRegime'] =>
vix < 15 ? REGIME.LOW : vix <= 25 ? REGIME.NORMAL : REGIME.HIGH;
// eslint-disable-next-line @typescript-eslint/no-explicit-any
const pe = (summary: any): number | null =>
summary?.summaryDetail?.trailingPE ?? summary?.defaultKeyStatistics?.forwardPE ?? null;
interface BenchmarkProviderOptions {
logger?: Logger;
}
export class BenchmarkProvider {
private client: YahooClient;
private cache: { data: MarketContext | null; expiresAt: number };
private logger: Logger;
constructor({ logger }: BenchmarkProviderOptions = {}) {
this.client = new YahooClient();
this.cache = { data: null, expiresAt: 0 };
this.logger = logger ?? (console as unknown as Logger);
}
async getMarketContext(): Promise<MarketContext> {
if (this.cache.data && Date.now() < this.cache.expiresAt) return this.cache.data;
try {
const [sp500, tn10y, vix, spy, xlk, xlre, lqd] = await Promise.all([
this.client.fetchSummary('^GSPC'),
this.client.fetchSummary('^TNX'),
this.client.fetchSummary('^VIX'),
this.client.fetchSummary('SPY'),
this.client.fetchSummary('XLK'),
this.client.fetchSummary('XLRE'),
this.client.fetchSummary('LQD'),
]);
const riskFreeRate =
(sp500 as any)?.price?.regularMarketPrice !== undefined
? ((tn10y as any)?.price?.regularMarketPrice ?? 0)
: 0;
const sp500Price = (sp500 as any)?.price?.regularMarketPrice ?? 0;
const vixLevel = (vix as any)?.price?.regularMarketPrice ?? 0;
if (!sp500Price || !riskFreeRate) throw new Error('Invalid market data (zero values)');
const lqdYield = ((lqd as any)?.summaryDetail?.trailingAnnualDividendYield ?? 0) * 100;
const context: MarketContext = {
sp500Price,
riskFreeRate,
vixLevel,
rateRegime: rateRegime(riskFreeRate),
volatilityRegime: volRegime(vixLevel),
benchmarks: {
marketPE: pe(spy) ?? 22,
techPE: pe(xlk) ?? 30,
reitYield: ((xlre as any)?.summaryDetail?.trailingAnnualDividendYield ?? 0.035) * 100,
igSpread: Math.max(0.1, lqdYield - riskFreeRate),
},
};
this.cache = { data: context, expiresAt: Date.now() + TTL_MS };
return context;
} catch (err) {
this.logger.warn('Market data fetch failed, using defaults:', (err as Error).message);
return this.cache.data ?? DEFAULTS;
}
}
}
server/market/MarketRegime.js → server/market/MarketRegime.ts
+23 -12
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@@ -1,8 +1,21 @@
import { SECTOR, ASSET_TYPE, REGIME } from '../config/constants.js';
import type { MarketContext, AssetType } from '../types.js';
interface InflatedOverrides {
gates: Record<string, number>;
thresholds: Record<string, number>;
}
export class MarketRegime {
constructor(marketContext) {
const b = marketContext?.benchmarks ?? {};
private marketPE: number;
private techPE: number;
private reitYield: number;
private igSpread: number;
private rateRegime: string;
private volatilityRegime: string;
constructor(marketContext: Partial<MarketContext>) {
const b = marketContext?.benchmarks ?? ({} as MarketContext['benchmarks']);
this.marketPE = b.marketPE ?? 22;
this.techPE = b.techPE ?? 30;
this.reitYield = b.reitYield ?? 3.5;
@@ -11,18 +24,17 @@ export class MarketRegime {
this.volatilityRegime = marketContext?.volatilityRegime ?? REGIME.NORMAL;
}
getInflatedOverrides(type, sector) {
getInflatedOverrides(type: AssetType, sector?: string): InflatedOverrides {
if (type === ASSET_TYPE.STOCK) return this._stock(sector);
if (type === ASSET_TYPE.ETF) return this._etf();
if (type === ASSET_TYPE.BOND) return this._bond();
return { gates: {}, thresholds: {} };
}
_stock(sector) {
private _stock(sector?: string): InflatedOverrides {
if (sector === SECTOR.REIT) {
return {
gates: {},
// In HIGH rate environment tighten REIT yield floor — REITs must compete harder with bonds.
thresholds: {
minYield: +(this.reitYield * (this.rateRegime === REGIME.HIGH ? 0.95 : 0.85)).toFixed(2),
maxPFFO: 20,
@@ -38,8 +50,6 @@ export class MarketRegime {
thresholds: {},
};
}
// In HIGH rate environment, compress the P/E tolerance — higher rates mean
// future earnings are discounted more aggressively (lower DCF valuations).
const peMultiplier = this.rateRegime === REGIME.HIGH ? 1.2 : 1.5;
return {
gates: {
@@ -50,14 +60,15 @@ export class MarketRegime {
};
}
_etf() {
private _etf(): InflatedOverrides {
return { gates: { maxExpenseRatio: 0.75 }, thresholds: { minYield: 0.5 } };
}
_bond() {
// In HIGH rate environment demand a wider spread — the opportunity cost of holding
// corporate bonds over Treasuries is higher when risk-free rate is elevated.
private _bond(): InflatedOverrides {
const spreadMultiplier = this.rateRegime === REGIME.HIGH ? 0.9 : 0.8;
return { gates: {}, thresholds: { minSpread: +(this.igSpread * spreadMultiplier).toFixed(2) } };
return {
gates: {},
thresholds: { minSpread: +(this.igSpread * spreadMultiplier).toFixed(2) },
};
}
}
server/market/YahooClient.js
-40
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@@ -1,40 +0,0 @@
import YahooFinance from 'yahoo-finance2';
export class YahooClient {
constructor() {
// Instantiate the client as required by v3
this.yf = new YahooFinance({
suppressNotices: ['yahooSurvey'],
});
}
async fetchSummary(ticker, retries = 3, backoff = 1000) {
for (let i = 0; i < retries; i++) {
try {
return await this.yf.quoteSummary(ticker, {
modules: [
'assetProfile',
'financialData',
'defaultKeyStatistics',
'price',
'summaryDetail',
],
});
} catch (error) {
if (i === retries - 1) throw error;
await new Promise((res) => setTimeout(res, backoff * (i + 1)));
}
}
}
// Fetches upcoming earnings dates, ex-dividend date, and dividend date for a ticker.
// Returns null on failure so callers can skip gracefully.
async fetchCalendarEvents(ticker) {
try {
const r = await this.yf.quoteSummary(ticker, { modules: ['calendarEvents'] });
return r.calendarEvents ?? null;
} catch {
return null;
}
}
}
server/market/YahooClient.ts
+42
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@@ -0,0 +1,42 @@
import YahooFinance from 'yahoo-finance2';
export class YahooClient {
// eslint-disable-next-line @typescript-eslint/no-explicit-any
private yf: any;
constructor() {
this.yf = new (YahooFinance as unknown as new (opts: object) => unknown)({
suppressNotices: ['yahooSurvey'],
});
}
// eslint-disable-next-line @typescript-eslint/no-explicit-any
async fetchSummary(ticker: string, retries = 3, backoff = 1000): Promise<any> {
for (let i = 0; i < retries; i++) {
try {
return await (this.yf as any).quoteSummary(ticker, {
modules: [
'assetProfile',
'financialData',
'defaultKeyStatistics',
'price',
'summaryDetail',
],
});
} catch (error) {
if (i === retries - 1) throw error;
await new Promise<void>((res) => setTimeout(res, backoff * (i + 1)));
}
}
}
// eslint-disable-next-line @typescript-eslint/no-explicit-any
async fetchCalendarEvents(ticker: string): Promise<any | null> {
try {
const r = await (this.yf as any).quoteSummary(ticker, { modules: ['calendarEvents'] });
return r.calendarEvents ?? null;
} catch {
return null;
}
}
}