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dirtydishes 2026-05-30 02:34:28 -04:00
parent 65139bf8d0
commit 44431c4e66
71 changed files with 2262 additions and 1173 deletions
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44
services/refdata/src/event-calendar.ts
View file

@ -1,6 +1,12 @@
import { mkdir } from "node:fs/promises";
export type EventCalendarKind = "earnings" | "dividend" | "corporate_action" | "m_and_a" | "news" | "other";
export type EventCalendarKind =
| "earnings"
| "dividend"
| "corporate_action"
| "m_and_a"
| "news"
| "other";
export type EventCalendarEntry = {
underlying_id: string;
@ -56,7 +62,8 @@ const asNumber = (value: unknown): number | null => {
return null;
};
const asString = (value: unknown): string | null => (typeof value === "string" && value.trim() ? value.trim() : null);
const asString = (value: unknown): string | null =>
typeof value === "string" && value.trim() ? value.trim() : null;
const parseCsvLine = (line: string): string[] => {
const values: string[] = [];
@ -139,9 +146,14 @@ export const parseEventCalendarEntries = (value: unknown): EventCalendarEntry[]
const record = row as Record<string, unknown>;
const underlying = asString(record.underlying_id ?? record.underlying ?? record.symbol);
const eventTs = asNumber(record.event_ts ?? record.event_time ?? record.event_date);
const announcedTs = asNumber(record.announced_ts ?? record.available_ts ?? record.as_of_ts ?? record.created_ts) ?? 0;
const announcedTs =
asNumber(
record.announced_ts ?? record.available_ts ?? record.as_of_ts ?? record.created_ts
) ?? 0;
const rawKind = asString(record.event_kind ?? record.kind ?? record.type) ?? "other";
const eventKind = EVENT_KINDS.has(rawKind as EventCalendarKind) ? (rawKind as EventCalendarKind) : "other";
const eventKind = EVENT_KINDS.has(rawKind as EventCalendarKind)
? (rawKind as EventCalendarKind)
: "other";
if (!underlying || eventTs === null || eventTs < 0 || announcedTs < 0) {
return [];
@ -162,7 +174,9 @@ export const parseEventCalendarEntries = (value: unknown): EventCalendarEntry[]
});
};
export const createStaticEventCalendarProvider = (entries: EventCalendarEntry[]): EventCalendarProvider => {
export const createStaticEventCalendarProvider = (
entries: EventCalendarEntry[]
): EventCalendarProvider => {
const byUnderlying = new Map<string, EventCalendarEntry[]>();
for (const entry of entries) {
const key = normalizeUnderlying(entry.underlying_id);
@ -184,15 +198,20 @@ export const createStaticEventCalendarProvider = (entries: EventCalendarEntry[])
}
const bucket = byUnderlying.get(key) ?? [];
const entry = bucket.find((candidate) => candidate.announced_ts <= asOfTs && candidate.event_ts >= asOfTs);
const entry = bucket.find(
(candidate) => candidate.announced_ts <= asOfTs && candidate.event_ts >= asOfTs
);
return entry ? { ...entry, days_to_event: (entry.event_ts - asOfTs) / MS_PER_DAY } : null;
}
};
};
export const createEmptyEventCalendarProvider = (): EventCalendarProvider => createStaticEventCalendarProvider([]);
export const createEmptyEventCalendarProvider = (): EventCalendarProvider =>
createStaticEventCalendarProvider([]);
export const loadEventCalendarProviderFromFile = async (path: string): Promise<EventCalendarProvider> => {
export const loadEventCalendarProviderFromFile = async (
path: string
): Promise<EventCalendarProvider> => {
const text = await Bun.file(path).text();
return createStaticEventCalendarProvider(parseEventCalendarEntries(JSON.parse(text)));
};
@ -212,7 +231,9 @@ export const fetchAlphaVantageEarningsCalendar = async (
const response = await (options.fetchFn ?? fetch)(url);
const text = await response.text();
if (!response.ok) {
throw new Error(`Alpha Vantage earnings calendar request failed: ${response.status} ${text.slice(0, 160)}`);
throw new Error(
`Alpha Vantage earnings calendar request failed: ${response.status} ${text.slice(0, 160)}`
);
}
if (/^(?:\s*\{|\s*Thank you for using Alpha Vantage)/i.test(text)) {
throw new Error(`Alpha Vantage returned a non-calendar response: ${text.slice(0, 200)}`);
@ -221,7 +242,10 @@ export const fetchAlphaVantageEarningsCalendar = async (
return parseAlphaVantageEarningsCalendar(text, options.nowTs ?? Date.now());
};
export const writeEventCalendarEntries = async (path: string, entries: EventCalendarEntry[]): Promise<void> => {
export const writeEventCalendarEntries = async (
path: string,
entries: EventCalendarEntry[]
): Promise<void> => {
const directory = path.includes("/") ? path.slice(0, path.lastIndexOf("/")) : "";
if (directory) {
await mkdir(directory, { recursive: true });

15
services/refdata/src/index.ts
View file

@ -12,9 +12,14 @@ const logger = createLogger({ service });
logger.info("service starting");
const eventCalendarPath = process.env.REFDATA_EVENT_CALENDAR_PATH ?? process.env.SMART_MONEY_EVENT_CALENDAR_PATH;
const eventCalendarProvider = process.env.REFDATA_EVENT_CALENDAR_PROVIDER ?? process.env.EVENT_CALENDAR_PROVIDER;
const refreshMs = Math.max(0, Number(process.env.REFDATA_EVENT_CALENDAR_REFRESH_MS ?? 86_400_000) || 0);
const eventCalendarPath =
process.env.REFDATA_EVENT_CALENDAR_PATH ?? process.env.SMART_MONEY_EVENT_CALENDAR_PATH;
const eventCalendarProvider =
process.env.REFDATA_EVENT_CALENDAR_PROVIDER ?? process.env.EVENT_CALENDAR_PROVIDER;
const refreshMs = Math.max(
0,
Number(process.env.REFDATA_EVENT_CALENDAR_REFRESH_MS ?? 86_400_000) || 0
);
const getAlphaVantageOptions = (): AlphaVantageEarningsCalendarOptions | null => {
const apiKey = process.env.ALPHA_VANTAGE_API_KEY;
@ -33,7 +38,9 @@ const getAlphaVantageOptions = (): AlphaVantageEarningsCalendarOptions | null =>
const refreshEventCalendar = async (): Promise<void> => {
if (!eventCalendarPath) {
logger.warn("event calendar refresh disabled; missing SMART_MONEY_EVENT_CALENDAR_PATH or REFDATA_EVENT_CALENDAR_PATH");
logger.warn(
"event calendar refresh disabled; missing SMART_MONEY_EVENT_CALENDAR_PATH or REFDATA_EVENT_CALENDAR_PATH"
);
return;
}
if (eventCalendarProvider !== "alpha_vantage") {