Consolidate metric definitions with Rust JSON as single source of truth

- Add core.computed.json with 32 ratio definitions (filing + market derived)
- Add Rust types for ComputedDefinition and ComputationSpec
- Create generate-taxonomy.ts to generate TypeScript from Rust JSON
- Generate lib/generated/ (gitignored) with surfaces, computed, kpis
- Update financial-metrics.ts to use generated definitions
- Add build-time generation via 'bun run generate'
- Add taxonomy architecture documentation

Two-phase ratio computation:
- Filing-derived: margins, returns, per-share, growth (Rust computes)
- Market-derived: valuation ratios (TypeScript computes with price data)

All 32 ratios defined in core.computed.json:
- Margins: gross, operating, ebitda, net, fcf
- Returns: roa, roe, roic, roce
- Financial health: debt_to_equity, net_debt_to_ebitda, cash_to_debt, current_ratio
- Per-share: revenue, fcf, book_value
- Growth: yoy metrics + 3y/5y cagr
- Valuation: market_cap, ev, p/e, p/fcf, p/b, ev/sales, ev/ebitda, ev/fcf
This commit is contained in:
2026-03-15 15:22:51 -04:00
parent ed4420b8db
commit 24aa8e33d4
11 changed files with 1453 additions and 123 deletions

View File

@@ -5,7 +5,7 @@ import type {
StructuredKpiRow,
TrendSeries
} from '@/lib/types';
import { RATIO_CATEGORY_ORDER } from '@/lib/financial-metrics';
import { RATIO_CATEGORIES } from '@/lib/generated';
import { KPI_CATEGORY_ORDER } from '@/lib/server/financials/kpi-registry';
function toTrendSeriesRow(row: {
@@ -31,7 +31,7 @@ export function buildFinancialCategories(rows: Array<{ category: string }>, surf
}
const order = surfaceKind === 'ratios'
? [...RATIO_CATEGORY_ORDER]
? [...RATIO_CATEGORIES]
: surfaceKind === 'segments_kpis'
? [...KPI_CATEGORY_ORDER]
: [...counts.keys()];