market_screener/server/screener/DataMapper.ts

import type { AssetType } from '../types.js';

// Shape of the raw Yahoo Finance summary payload (loosely typed — fields vary by asset)
type YahooSummary = Record<string, Record<string, unknown>>;

interface MappedData {
  type: AssetType;
  ticker: string;
  [key: string]: unknown;
}

export const mapToStandardFormat = (ticker: string, summary: YahooSummary): MappedData => {
  const quoteType = summary.price?.quoteType as string | undefined;
  const category = ((summary.assetProfile?.category as string) || '').toLowerCase();
  const yieldVal = (summary.summaryDetail?.trailingAnnualDividendYield as number) ?? 0;

  const isBond =
    category.includes('bond') ||
    category.includes('fixed income') ||
    category.includes('treasury') ||
    (quoteType === 'ETF' && yieldVal > 0.02 && category === '');

  if (quoteType === 'ETF') {
    return isBond
      ? { type: 'BOND', ticker, ...mapBondData(summary) }
      : { type: 'ETF', ticker, ...mapEtfData(summary) };
  }

  return { type: 'STOCK', ticker, ...mapStockData(summary) };
};

const mapStockData = (summary: YahooSummary) => {
  const fd = (summary.financialData ?? {}) as Record<string, number | null>;
  const ks = (summary.defaultKeyStatistics ?? {}) as Record<string, number | null>;
  const sd = (summary.summaryDetail ?? {}) as Record<string, number | null>;
  const pr = (summary.price ?? {}) as Record<string, number | null>;

  const currentPrice = pr.regularMarketPrice ?? 0;
  const sharesOutstanding = ks.sharesOutstanding ?? 0;
  const operatingCashflow = fd.operatingCashflow ?? 0;
  const freeCashflow = fd.freeCashflow ?? 0;

  // P/FFO proxy — used for REIT scoring
  const pFFO =
    operatingCashflow != null &&
    operatingCashflow > 0 &&
    sharesOutstanding != null &&
    sharesOutstanding > 0
      ? (currentPrice as number) / (operatingCashflow / sharesOutstanding)
      : null;

  // FCF yield — negative FCF preserved so cash-burning companies fail the gate
  const fcfYield =
    freeCashflow !== 0 &&
    sharesOutstanding != null &&
    sharesOutstanding > 0 &&
    currentPrice != null &&
    currentPrice > 0
      ? ((freeCashflow as number) / (sharesOutstanding as number) / (currentPrice as number)) * 100
      : null;

  // PEG: prefer Yahoo's value, fall back to trailingPE / earningsGrowth
  const yahoosPEG = ks.pegRatio ?? null;
  const trailingPE = sd.trailingPE ?? null;
  const earningsGrowth = fd.earningsGrowth != null ? (fd.earningsGrowth as number) * 100 : null;
  const computedPEG =
    trailingPE != null && earningsGrowth != null && earningsGrowth > 0
      ? +((trailingPE as number) / earningsGrowth).toFixed(2)
      : null;
  const pegRatio = yahoosPEG ?? computedPEG;

  // Quick ratio — fall back to currentRatio when missing
  const quickRatio = fd.quickRatio ?? fd.currentRatio ?? null;

  return {
    peRatio: trailingPE ?? ks.forwardPE,
    trailingPE,
    pegRatio,
    priceToBook: ks.priceToBook ?? null,
    evToEbitda: ks.enterpriseToEbitda ?? null,
    netProfitMargin: fd.profitMargins != null ? (fd.profitMargins as number) * 100 : null,
    operatingMargin: fd.operatingMargins != null ? (fd.operatingMargins as number) * 100 : null,
    returnOnEquity: fd.returnOnEquity != null ? (fd.returnOnEquity as number) * 100 : null,
    revenueGrowth: fd.revenueGrowth != null ? (fd.revenueGrowth as number) * 100 : null,
    earningsGrowth,
    debtToEquity: fd.debtToEquity != null ? (fd.debtToEquity as number) / 100 : null,
    quickRatio,
    fcfYield,
    pFFO,
    dividendYield:
      sd.trailingAnnualDividendYield != null
        ? (sd.trailingAnnualDividendYield as number) * 100
        : null,
    beta: sd.beta ?? null,
    week52High: sd.fiftyTwoWeekHigh ?? null,
    week52Low: sd.fiftyTwoWeekLow ?? null,
    currentPrice,
    assetProfile: summary.assetProfile || {},
  };
};

const mapEtfData = (summary: YahooSummary) => ({
  expenseRatio: ((summary.summaryDetail?.expenseRatio as number) ?? 0) * 100,
  totalAssets: (summary.summaryDetail?.totalAssets as number) ?? 0,
  yield: ((summary.summaryDetail?.trailingAnnualDividendYield as number) ?? 0) * 100,
  fiveYearReturn: ((summary.defaultKeyStatistics?.fiveYearAverageReturn as number) ?? 0) * 100,
  volume:
    (summary.summaryDetail?.averageVolume as number) ??
    (summary.price?.averageVolume as number) ??
    0,
  currentPrice: (summary.price?.regularMarketPrice as number) ?? 0,
});

const inferCreditRating = (category: string | undefined): string => {
  const cat = (category || '').toLowerCase();
  if (cat.includes('government') || cat.includes('treasury')) return 'AAA';
  if (cat.includes('muni')) return 'AA';
  if (cat.includes('high yield') || cat.includes('junk')) return 'BB';
  if (cat.includes('corporate') || cat.includes('investment grade')) return 'A';
  return 'BBB';
};

const inferDuration = (category: string | undefined): number => {
  const cat = (category || '').toLowerCase();
  if (cat.includes('short') || cat.includes('ultrashort') || cat.includes('1-3')) return 2;
  if (cat.includes('intermediate') || cat.includes('3-7') || cat.includes('3-10')) return 5;
  if (cat.includes('long') || cat.includes('10+') || cat.includes('20+')) return 18;
  if (cat.includes('target maturity') || cat.includes('defined maturity')) return 4;
  return 6;
};

const mapBondData = (summary: YahooSummary) => ({
  yieldToMaturity: ((summary.summaryDetail?.yield as number) ?? 0) * 100,
  duration: inferDuration(summary.assetProfile?.category as string),
  creditRating: inferCreditRating(summary.assetProfile?.category as string),
  currentPrice: (summary.price?.regularMarketPrice as number) ?? 0,
});