FinSight

Instructions

Implementation Reference

• src/index.ts:610-643 (handler)

  The handler for the '/analyze/report' endpoint, which maps to the "analyze_report" tool/feature. It validates the request, handles payment, checks for cached results, and calls generateFullReport.

  app.post('/analyze/report', validate, charge('0.05'), async (c) => {
    try {
      const portfolio = c.get('portfolio')
  
      // Cache: return previously computed result for identical portfolios (30s TTL).
      // Uses stableJSON() instead of JSON.stringify() to ensure key order in the
      // input object does not produce different cache keys for identical portfolios.
      if (c.env.CACHE) {
        const keyBytes = await crypto.subtle.digest(
          'SHA-256',
          new TextEncoder().encode(stableJSON(portfolio)),
        )
        const cacheKey = 'report:' + Array.from(new Uint8Array(keyBytes))
          .map((b) => b.toString(16).padStart(2, '0'))
          .join('')
  
        const cached = await c.env.CACHE.get(cacheKey).catch(() => null)
        if (cached) {
          c.res.headers.set('X-Cache', 'HIT')
          return c.json({ ...JSON.parse(cached), ...{ warnings: c.get('warnings') ?? [], request_id: c.get('requestId') ?? 'unknown' } })
        }
  
        const result = generateFullReport(portfolio, c.get('returnSeries'))
        await c.env.CACHE.put(cacheKey, JSON.stringify(result), { expirationTtl: 30 }).catch(() => undefined)
        c.res.headers.set('X-Cache', 'MISS')
        return c.json(withMeta(c, result))
      }
  
      return c.json(withMeta(c, generateFullReport(portfolio, c.get('returnSeries'))))
    } catch (err) {
      console.error(err)
      return internalError(c)
    }
  })

• src/analyze/full-report.ts:225-254 (handler)

  The core implementation logic for generating the full report, which aggregates data from various other analyze modules.

  export function generateFullReport(
    portfolio: Portfolio,
    returnSeries?: Record<string, number[]>,
  ): FullReport {
    const risk            = analyzeRisk(portfolio, returnSeries)
    const rebalance       = analyzeRebalance(portfolio)
    const diversification = analyzeDiversification(portfolio)
    const stressTest      = analyzeStressTest(portfolio, returnSeries)
    const varCvar         = analyzeVaR(portfolio)
    const factorExposure  = analyzeFactorExposure(portfolio, returnSeries)
    const correlation     = analyzeCorrelation(portfolio, returnSeries)
    const marketRegime    = analyzeMarketRegime(portfolio)
    const executiveSummary = computeExecutiveSummary(
      risk, diversification, correlation, factorExposure, stressTest, portfolio,
    )
  
    return {
      risk,
      rebalance,
      diversification,
      stressTest,
      varCvar,
      factorExposure,
      correlation,
      marketRegime,
      executiveSummary,
      generatedAt: new Date().toISOString(),
      version: '3.1.0',
    }
  }