import yahooFinance from 'yahoo-finance2';
import { QuoteSummary, Weight } from '../types.js';
yahooFinance.setGlobalConfig({
validation: { _internalThrowOnAdditionalProperties: false, logErrors: false },
});
yahooFinance.suppressNotices(['yahooSurvey']);
interface EvaluatorObject {
symbol: string;
score: number;
price: number;
changePercent: number;
volumeRatio: number;
sharesOutstanding: number;
breakoutStrength: number;
}
export class Evaluator {
normalize = (data: EvaluatorObject[], key: string, invert: boolean) => {
const values = data.map(d => d[key]);
const max = Math.max(...values);
const min = Math.min(...values);
// should be more than 2 elements, otherwise it either return 1 or 0
if (max === min) {
return data.map(d => ({ ...d, [key]: 0 }));
}
return data.map(d => {
const normalizedValue = invert
? (max - d[key]) / (max - min)
: (d[key] - min) / (max - min);
return { ...d, [key]: normalizedValue };
});
};
calculateScores = (
summaries: QuoteSummary[],
weights: Weight
): QuoteSummary[] => {
const data = this.evaluateObjMapper(summaries);
const normalizedPrice: EvaluatorObject[] = this.normalize(
data,
'price',
true
);
const normalizedChangePercent: EvaluatorObject[] = this.normalize(
data,
'changePercent',
false
);
const normalizedVolume: EvaluatorObject[] = this.normalize(
data,
'volumeRatio',
false
);
const normalizedSharesOutstanding: EvaluatorObject[] = this.normalize(
data,
'sharesOutstanding',
true
);
const normalizedBreakoutStrength: EvaluatorObject[] = this.normalize(
data,
'breakoutStrength',
false
);
return data.map((d, i) => {
const score =
100 *
parseFloat(
(
normalizedPrice[i].price * weights.regularMarketPrice +
normalizedChangePercent[i].changePercent *
weights.regularMarketChangePercent +
normalizedVolume[i].volumeRatio * weights.volumeRatio +
normalizedSharesOutstanding[i].sharesOutstanding *
weights.sharesOutstanding +
normalizedBreakoutStrength[i].breakoutStrength *
weights.breakoutStrength
).toFixed(4)
);
const targetSummary = summaries.find(
summary => summary.symbol === d.symbol
);
targetSummary.score = parseFloat(score.toFixed(2));
return targetSummary;
});
};
sortStocks = (data: QuoteSummary[]) => {
return data.sort((a, b) => b.score - a.score);
};
evaluateObjMapper(quoteSummaries: QuoteSummary[]): EvaluatorObject[] {
return quoteSummaries.map(d => {
return {
symbol: d.symbol,
score: d.score,
price: d.price.regularMarketPrice,
changePercent: d.price.regularMarketChangePercent,
volumeRatio: d.summaryDetail.volumeRatio,
sharesOutstanding: d.summaryDetail.sharesOutstanding,
breakoutStrength: d.breakSignal?.strength ?? 0,
};
});
}
}
