francy51
24aa8e33d4
- 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
88 lines
2.3 KiB
TypeScript
88 lines
2.3 KiB
TypeScript
import type {
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FinancialCadence,
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FinancialSurfaceKind,
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FinancialUnit,
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RatioRow
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} from '@/lib/types';
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import {
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type ComputedDefinition,
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type SurfaceDefinition,
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ALL_COMPUTED,
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INCOME_SURFACES,
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BALANCE_SURFACES,
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CASH_FLOW_SURFACES,
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RATIO_CATEGORIES
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} from '@/lib/generated';
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export type GraphableFinancialSurfaceKind = Extract<
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FinancialSurfaceKind,
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'income_statement' | 'balance_sheet' | 'cash_flow_statement' | 'ratios'
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>;
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export type StatementMetricDefinition = {
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key: string;
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label: string;
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category: string;
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order: number;
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unit: FinancialUnit;
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};
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export type RatioMetricDefinition = {
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key: string;
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label: string;
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category: string;
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order: number;
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unit: RatioRow['unit'];
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denominatorKey: string | null;
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supportedCadences?: readonly FinancialCadence[];
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};
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export const GRAPHABLE_FINANCIAL_SURFACES: readonly GraphableFinancialSurfaceKind[] = [
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'income_statement',
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'balance_sheet',
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'cash_flow_statement',
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'ratios'
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] as const;
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function surfaceToMetric(surface: SurfaceDefinition): StatementMetricDefinition {
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return {
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key: surface.surface_key,
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label: surface.label,
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category: surface.category,
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order: surface.order,
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unit: surface.unit
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};
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}
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function computedToRatioMetric(computed: ComputedDefinition): RatioMetricDefinition {
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const denominatorKey = computed.computation.type === 'ratio'
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? computed.computation.denominator
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: computed.computation.type === 'per_share'
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? computed.computation.shares_key
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: null;
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return {
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key: computed.key,
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label: computed.label,
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category: computed.category,
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order: computed.order,
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unit: computed.unit as RatioRow['unit'],
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denominatorKey,
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supportedCadences: computed.supported_cadences as readonly FinancialCadence[] | undefined
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};
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}
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export const INCOME_STATEMENT_METRIC_DEFINITIONS: StatementMetricDefinition[] =
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INCOME_SURFACES.map(surfaceToMetric);
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export const BALANCE_SHEET_METRIC_DEFINITIONS: StatementMetricDefinition[] =
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BALANCE_SURFACES.map(surfaceToMetric);
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export const CASH_FLOW_STATEMENT_METRIC_DEFINITIONS: StatementMetricDefinition[] =
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CASH_FLOW_SURFACES.map(surfaceToMetric);
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export const RATIO_DEFINITIONS: RatioMetricDefinition[] =
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ALL_COMPUTED.map(computedToRatioMetric);
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export { RATIO_CATEGORIES, type RatioCategory } from '@/lib/generated';
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