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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
parent 96e2840b9b
commit c1b3b26caa
69 changed files with 2323 additions and 1036 deletions
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server/screener/scorers/BondScorer.js → server/screener/scorers/BondScorer.ts
+30 -6
View File
@@ -1,5 +1,29 @@
import type { BondMetrics } from '../assets/Bond.js';
import type { MarketContext } from '../../types.js';
interface SanitizedBondMetrics {
ytm: number;
duration: number;
creditRating: string;
creditRatingNumeric: number;
}
interface ScoreOutput {
label: string;
scoreSummary: string;
audit: Record<string, unknown>;
}
export const BondScorer = {
score(m, rules, context) {
score(
m: BondMetrics,
rules: {
gates: Record<string, number>;
weights: Record<string, number>;
thresholds: Record<string, number>;
},
context?: MarketContext | null,
): ScoreOutput {
const { gates, weights, thresholds } = rules;
const metrics = this._sanitize(m);
const riskFreeRate = (context?.riskFreeRate ?? 4.0) / 100;
@@ -12,10 +36,9 @@ export const BondScorer = {
};
}
// Convert spread to percentage to match minSpread threshold (e.g. 1.0 = 1%)
const spreadPct = (metrics.ytm - riskFreeRate) * 100;
const breakdown = {
const breakdown: Record<string, number> = {
spread: spreadPct >= thresholds.minSpread ? weights.yieldSpread : -2,
duration: metrics.duration <= thresholds.maxDuration ? weights.duration : -1,
};
@@ -28,11 +51,12 @@ export const BondScorer = {
};
},
_sanitize(m) {
const pct = (v) => parseFloat(typeof v === 'string' ? v.replace('%', '') : v) / 100 || 0;
_sanitize(m: BondMetrics): SanitizedBondMetrics {
const pct = (v: unknown): number =>
parseFloat(typeof v === 'string' ? v.replace('%', '') : String(v)) / 100 || 0;
return {
ytm: pct(m.ytm),
duration: parseFloat(m.duration) || 0,
duration: parseFloat(String(m.duration)) || 0,
creditRating: m.creditRating || 'BBB',
creditRatingNumeric: m.creditRatingNumeric ?? 7,
};
server/screener/scorers/EtfScorer.js → server/screener/scorers/EtfScorer.ts
+22 -8
View File
@@ -1,22 +1,36 @@
import type { EtfMetrics } from '../assets/Etf.js';
interface ScoreOutput {
label: string;
scoreSummary: string;
audit?: Record<string, unknown>;
}
export const EtfScorer = {
score(m, rules) {
score(
m: EtfMetrics,
rules: {
gates: Record<string, number>;
weights: Record<string, number>;
thresholds: Record<string, number>;
},
): ScoreOutput {
const { gates, weights, thresholds } = rules;
const metrics = {
expenseRatio: parseFloat(m.expenseRatio) || 0,
yield: parseFloat(m.yield) || 0,
volume: parseFloat(m.volume) || 0,
fiveYearReturn: parseFloat(m.fiveYearReturn) || 0,
expenseRatio: parseFloat(String(m.expenseRatio)) || 0,
yield: parseFloat(String(m.yield)) || 0,
volume: parseFloat(String(m.volume)) || 0,
fiveYearReturn: parseFloat(String(m.fiveYearReturn)) || 0,
};
if (metrics.expenseRatio > gates.maxExpenseRatio) {
return { label: '🔴 REJECT', scoreSummary: 'Gate failed: High Expense Ratio' };
}
const breakdown = {
const breakdown: Record<string, number> = {
cost: metrics.expenseRatio <= thresholds.maxExpense ? weights.lowCost : -3,
yield: metrics.yield >= thresholds.minYield ? weights.yield : -1,
vol: metrics.volume >= (thresholds.minVolume ?? 1000000) ? 0 : -2,
// 5Y return: strong long-term performance vs the ~10% S&P average is rewarded
vol: metrics.volume >= (thresholds.minVolume ?? 1_000_000) ? 0 : -2,
fiveYearReturn:
thresholds.minFiveYearReturn != null
? metrics.fiveYearReturn >= thresholds.minFiveYearReturn
server/screener/scorers/StockScorer.js → server/screener/scorers/StockScorer.ts
+57 -21
View File
@@ -1,15 +1,51 @@
import { SIGNAL } from '../../config/constants.js';
import type { StockMetrics } from '../assets/Stock.js';
const n = (v) => {
const f = parseFloat(v);
type NumVal = number | null;
const n = (v: unknown): NumVal => {
const f = parseFloat(String(v));
return !isNaN(f) && f !== 0 ? f : null;
};
const scoreValue = (val, high, med, weight) => (val >= high ? weight : val >= med ? 1 : -1);
const scorePeg = (val, high, med, weight) => (val <= high ? weight : val <= med ? 1 : -1);
const scoreValue = (val: number, high: number, med: number, weight: number): number =>
val >= high ? weight : val >= med ? 1 : -1;
const scorePeg = (val: number, high: number, med: number, weight: number): number =>
val <= high ? weight : val <= med ? 1 : -1;
interface SanitizedMetrics {
debtToEquity: NumVal;
quickRatio: NumVal;
peRatio: NumVal;
pegRatio: NumVal;
priceToBook: NumVal;
netProfitMargin: NumVal;
operatingMargin: NumVal;
returnOnEquity: NumVal;
revenueGrowth: NumVal;
fcfYield: NumVal;
dividendYield: NumVal;
pFFO: NumVal;
beta: NumVal;
week52Position: NumVal;
}
interface ScoreOutput {
label: string;
scoreSummary: string;
audit: Record<string, unknown>;
}
export const StockScorer = {
score(metrics, rules) {
score(
metrics: StockMetrics,
rules: {
gates: Record<string, number>;
weights: Record<string, number>;
thresholds: Record<string, number>;
},
): ScoreOutput {
const { gates, weights, thresholds } = rules;
const m = this._sanitize(metrics);
@@ -30,7 +66,7 @@ export const StockScorer = {
gates.maxPriceToBook &&
m.priceToBook > gates.maxPriceToBook &&
`P/B ${m.priceToBook.toFixed(1)} > ${gates.maxPriceToBook}`,
].filter(Boolean);
].filter(Boolean) as string[];
if (failures.length > 0) {
return {
@@ -44,14 +80,14 @@ export const StockScorer = {
{
key: 'roe',
active: weights.roe > 0 && m.returnOnEquity != null,
fn: () => scoreValue(m.returnOnEquity, thresholds.roeHigh, thresholds.roeMed, weights.roe),
fn: () => scoreValue(m.returnOnEquity!, thresholds.roeHigh, thresholds.roeMed, weights.roe),
},
{
key: 'opMargin',
active: weights.opMargin > 0 && m.operatingMargin != null,
fn: () =>
scoreValue(
m.operatingMargin,
m.operatingMargin!,
thresholds.opMarginHigh,
thresholds.opMarginMed,
weights.opMargin,
@@ -62,7 +98,7 @@ export const StockScorer = {
active: weights.margin > 0 && m.netProfitMargin != null,
fn: () =>
scoreValue(
m.netProfitMargin,
m.netProfitMargin!,
thresholds.marginHigh,
thresholds.marginMed,
weights.margin,
@@ -71,41 +107,41 @@ export const StockScorer = {
{
key: 'peg',
active: weights.peg > 0 && m.pegRatio != null,
fn: () => scorePeg(m.pegRatio, thresholds.pegHigh, thresholds.pegMed, weights.peg),
fn: () => scorePeg(m.pegRatio!, thresholds.pegHigh, thresholds.pegMed, weights.peg),
},
{
key: 'revenue',
active: weights.revenue > 0 && m.revenueGrowth != null,
fn: () =>
scoreValue(m.revenueGrowth, thresholds.revHigh, thresholds.revMed, weights.revenue),
scoreValue(m.revenueGrowth!, thresholds.revHigh, thresholds.revMed, weights.revenue),
},
{
key: 'fcf',
active: weights.fcf > 0 && m.fcfYield != null,
fn: () =>
scoreValue(m.fcfYield, thresholds.fcfHigh ?? 5, thresholds.fcfMed ?? 2, weights.fcf),
scoreValue(m.fcfYield!, thresholds.fcfHigh ?? 5, thresholds.fcfMed ?? 2, weights.fcf),
},
{
key: 'yield',
active: (weights.yield ?? 0) > 0 && m.dividendYield != null,
fn: () => (m.dividendYield >= (thresholds.minYield ?? 4) ? weights.yield : -1),
fn: () => (m.dividendYield! >= (thresholds.minYield ?? 4) ? weights.yield : -1),
},
{
key: 'pFFO',
active: (weights.pFFO ?? 0) > 0 && m.pFFO != null,
fn: () => (m.pFFO <= (thresholds.maxPFFO ?? 15) ? weights.pFFO : -2),
fn: () => (m.pFFO! <= (thresholds.maxPFFO ?? 15) ? weights.pFFO : -2),
},
{
key: 'priceToBook',
active: (weights.priceToBook ?? 0) > 0 && m.priceToBook != null,
fn: () => scoreValue(1 / m.priceToBook, 1 / 1.0, 1 / 2.0, weights.priceToBook),
fn: () => scoreValue(1 / m.priceToBook!, 1 / 1.0, 1 / 2.0, weights.priceToBook),
},
];
const breakdown = {};
const breakdown: Record<string, number> = {};
const totalScore = factors.reduce((sum, f) => {
if (!f.active) return sum;
breakdown[f.key] = f.fn();
breakdown[f.key] = f.fn() as number;
return sum + breakdown[f.key];
}, 0);
@@ -116,7 +152,7 @@ export const StockScorer = {
m.week52Position != null &&
m.week52Position < 0.1 &&
'Near 52-week low — potential opportunity',
].filter(Boolean);
].filter(Boolean) as string[];
return {
label: this._label(totalScore),
@@ -125,16 +161,16 @@ export const StockScorer = {
};
},
_label(score) {
_label(score: number): string {
if (score >= 8) return '🟢 BUY (High Conviction)';
if (score >= 4) return '🟢 BUY (Speculative)';
if (score >= 0) return '🟡 HOLD';
return '🔴 REJECT';
},
_sanitize(m) {
_sanitize(m: StockMetrics): SanitizedMetrics {
const w52 =
m.week52High > 0 && m.week52Low != null && m.currentPrice > 0
m.week52High != null && m.week52High > 0 && m.week52Low != null && m.currentPrice > 0
? (m.currentPrice - m.week52Low) / (m.week52High - m.week52Low)
: null;
return {