saikiranvella
93 lines
3.1 KiB
TypeScript
93 lines
3.1 KiB
TypeScript
/**
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* Daily screening job — keeps the signal snapshot ledger (PRODUCT.md P0.1)
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* accumulating even when nobody opens the UI.
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*
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* Universe = union of all users' watchlist tickers + all non-crypto holdings,
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* or an explicit list passed on the command line.
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*
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* Usage:
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* npm run screen:daily # watchlist + holdings universe
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* npm run screen:daily -- AAPL MSFT # explicit tickers
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*
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* Schedule for market close, e.g. crontab (4:30pm ET weekdays):
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* 30 16 * * 1-5 cd /path/to/market_screener && npm run screen:daily
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*/
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import 'dotenv/config';
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import {
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YahooFinanceClient,
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BenchmarkProvider,
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SignalSnapshotRepository,
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createDb,
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DatabaseConnection,
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QueryAudit,
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} from '../server/domains/shared';
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import { QueryBuilder } from '../server/domains/shared/utils/QueryBuilder';
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import { ScreenerEngine } from '../server/domains/screener';
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import type { AssetResult } from '../server/domains/shared';
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function universeFromDb(db: DatabaseConnection): string[] {
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const watchlist = db
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.all<{ ticker: string }>(new QueryBuilder('UNIVERSE_QUERIES.DISTINCT_WATCHLIST_TICKERS'))
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.map((r) => r.ticker);
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const holdings = db
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.all<{ ticker: string }>(new QueryBuilder('UNIVERSE_QUERIES.DISTINCT_HOLDING_TICKERS'))
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.map((r) => r.ticker);
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return [...new Set([...watchlist, ...holdings])].sort();
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}
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const db = new DatabaseConnection(createDb(process.env.DB_PATH ?? './market-screener.db'), {
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audit: new QueryAudit(),
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logSlowQueries: 100,
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});
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const cliTickers = process.argv.slice(2).map((t) => t.toUpperCase());
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const tickers = cliTickers.length > 0 ? cliTickers : universeFromDb(db);
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if (tickers.length === 0) {
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console.log('No tickers to screen — watchlist and holdings are empty.');
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console.log('Pass tickers explicitly: npm run screen:daily -- AAPL MSFT');
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process.exit(0);
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}
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console.log(`Screening ${tickers.length} tickers: ${tickers.join(', ')}`);
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const yahoo = new YahooFinanceClient();
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const benchmark = new BenchmarkProvider(yahoo);
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const engine = new ScreenerEngine(yahoo, benchmark);
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const snapshots = new SignalSnapshotRepository(db);
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try {
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const results = await engine.screenWithProgress(tickers);
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const rateRegime = results.marketContext?.rateRegime ?? null;
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const assets = [...results.STOCK, ...results.ETF, ...results.BOND] as AssetResult[];
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const written = snapshots.recordBatch(
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assets.map((r) => ({
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ticker: r.asset.ticker,
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assetType: r.asset.type,
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price: r.asset.currentPrice ?? null,
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signal: r.signal,
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fundamental: r.fundamental,
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inflated: r.inflated,
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rateRegime,
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})),
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);
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const bySignal = new Map<string, number>();
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for (const a of assets) bySignal.set(a.signal, (bySignal.get(a.signal) ?? 0) + 1);
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console.log(`\nSnapshots written: ${written}`);
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for (const [signal, count] of [...bySignal.entries()].sort()) {
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console.log(` ${signal}: ${count}`);
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}
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if (results.ERROR.length > 0) {
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console.log(`Errors (${results.ERROR.length}):`);
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for (const e of results.ERROR) console.log(` ${e.ticker}: ${e.message}`);
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}
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process.exit(0);
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} catch (err) {
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console.error('Daily screen failed:', (err as Error).message);
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process.exit(1);
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}
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