saikiranvella
91 lines
2.9 KiB
TypeScript
91 lines
2.9 KiB
TypeScript
import { DatabaseConnection } from '../db/index';
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import { QueryBuilder } from '../utils/QueryBuilder';
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import type { ScoreResult, SignalSnapshotRow } from '../types';
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/**
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* Signal snapshot ledger (PRODUCT.md P0.1).
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*
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* Persists one row per ticker per day on every /api/screen call so the
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* product builds a verifiable signal track record. This data cannot be
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* backfilled — the backtest dashboard (Phase 10.5e), thesis review (10.6d),
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* and calibration features all depend on it accumulating from day one.
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*
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* Recording is best-effort: failures are logged by the caller and must never
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* fail the screen request itself.
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*/
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export interface SnapshotInput {
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ticker: string;
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assetType: string;
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price: number | null;
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signal: string;
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fundamental: ScoreResult;
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inflated: ScoreResult;
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rateRegime?: string | null;
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}
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export class SignalSnapshotRepository {
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constructor(private readonly db: DatabaseConnection) {}
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/**
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* Upsert today's snapshot for a batch of screened assets.
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* Repeated screens on the same day keep the latest result.
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*/
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recordBatch(inputs: SnapshotInput[], date = SignalSnapshotRepository.today()): number {
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let written = 0;
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for (const input of inputs) {
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this.record(input, date);
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written++;
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}
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return written;
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}
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record(input: SnapshotInput, date = SignalSnapshotRepository.today()): void {
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const { ticker, assetType, price, signal, fundamental, inflated, rateRegime } = input;
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const coverage = fundamental.audit?.coverage ?? inflated.audit?.coverage ?? null;
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const riskFlags = fundamental.audit?.riskFlags ?? inflated.audit?.riskFlags ?? null;
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const qb = new QueryBuilder('SIGNAL_SNAPSHOT_QUERIES.UPSERT', [
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ticker.toUpperCase(),
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date,
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assetType,
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price,
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signal,
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fundamental.tier,
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fundamental.score,
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fundamental.label,
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inflated.tier,
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inflated.score,
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inflated.label,
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coverage?.active ?? null,
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coverage?.total ?? null,
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riskFlags ? JSON.stringify(riskFlags) : null,
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rateRegime ?? null,
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new Date().toISOString(),
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]);
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this.db.run(qb);
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}
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/** Full history for one ticker, oldest first. */
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history(ticker: string): SignalSnapshotRow[] {
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const qb = new QueryBuilder('SIGNAL_SNAPSHOT_QUERIES.SELECT_BY_TICKER', [ticker.toUpperCase()]);
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return this.db.all<SignalSnapshotRow>(qb);
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}
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/** All snapshots for a given day (YYYY-MM-DD). */
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byDate(date: string): SignalSnapshotRow[] {
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const qb = new QueryBuilder('SIGNAL_SNAPSHOT_QUERIES.SELECT_BY_DATE', [date]);
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return this.db.all<SignalSnapshotRow>(qb);
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}
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/** Latest snapshot per ticker strictly before a date — for daily diffing. */
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latestBefore(date: string): SignalSnapshotRow[] {
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const qb = new QueryBuilder('SIGNAL_SNAPSHOT_QUERIES.SELECT_LATEST_BEFORE', [date]);
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return this.db.all<SignalSnapshotRow>(qb);
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}
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private static today(): string {
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return new Date().toISOString().slice(0, 10);
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}
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}
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