stock-agent/src/agent/report.ts

import type {
  DailyReport,
  DailyReportItem,
  EarningsSignal,
  Market,
  MarketDataProvider,
  Recommendation,
  StockSnapshot,
  ValuationSignal,
  WatchStock
} from "../shared/types";

const DAY_MS = 24 * 60 * 60 * 1000;

export async function generateDailyReport(
  watchlist: WatchStock[],
  provider: MarketDataProvider,
  now = new Date()
): Promise<DailyReport> {
  const items = await Promise.all(
    watchlist.map(async (stock) => buildReportItem(stock, await provider.snapshot(stock), now))
  );

  return {
    generatedAt: now.toISOString(),
    summary: buildSummary(items),
    items: items.sort((left, right) => rankItem(right) - rankItem(left))
  };
}

function buildReportItem(stock: WatchStock, snapshot: StockSnapshot, now: Date): DailyReportItem {
  const earnings = analyzeEarnings(snapshot, now);
  const valuation = analyzeValuation(snapshot);
  const recommendation = recommend(snapshot, valuation, earnings);

  return {
    stock,
    snapshot,
    earnings,
    valuation,
    recommendation,
    news: snapshot.news
  };
}

function analyzeEarnings(snapshot: StockSnapshot, now: Date): EarningsSignal {
  if (!snapshot.nextEarningsDate) {
    return { status: "none" };
  }

  const date = new Date(`${snapshot.nextEarningsDate}T00:00:00.000Z`);
  const start = Date.UTC(now.getUTCFullYear(), now.getUTCMonth(), now.getUTCDate());
  const daysUntil = Math.ceil((date.getTime() - start) / DAY_MS);

  return {
    status: daysUntil >= 0 && daysUntil <= 14 ? "soon" : "scheduled",
    nextDate: snapshot.nextEarningsDate,
    daysUntil
  };
}

function analyzeValuation(snapshot: StockSnapshot): ValuationSignal {
  const stockPe = snapshot.pe;
  const peerPes = snapshot.peers.map((peer) => peer.pe).filter((pe) => Number.isFinite(pe) && pe > 0);
  if (!Number.isFinite(stockPe) || stockPe === undefined || stockPe <= 0 || peerPes.length === 0) {
    return { label: "unknown" };
  }

  const peerAveragePe = round(peerPes.reduce((sum, pe) => sum + pe, 0) / peerPes.length, 2);
  const spreadPct = round((stockPe - peerAveragePe) / peerAveragePe, 4);
  const label = spreadPct <= -0.15 ? "discount" : spreadPct >= 0.15 ? "premium" : "fair";

  return {
    label,
    stockPe,
    peerAveragePe,
    spreadPct
  };
}

function recommend(snapshot: StockSnapshot, valuation: ValuationSignal, earnings: EarningsSignal): Recommendation {
  const revenueGrowth = snapshot.revenueGrowth ?? 0;
  const profitGrowth = snapshot.profitGrowth ?? 0;
  const reasons: string[] = [];

  if (valuation.label === "discount") {
    reasons.push("估值低于可比股票均值");
  }
  if (valuation.label === "premium") {
    reasons.push("估值高于可比股票均值");
  }
  if (revenueGrowth > 0) {
    reasons.push("收入仍在增长");
  }
  if (profitGrowth > 0) {
    reasons.push("利润仍在增长");
  }
  if (earnings.status === "soon") {
    reasons.push("未来 14 天内有财报事件");
  }

  if (valuation.label === "discount" && revenueGrowth > 0 && profitGrowth >= 0) {
    return { action: "buy_watch", confidence: 0.72, reasons };
  }

  if (valuation.label === "premium" && revenueGrowth < 0 && profitGrowth < 0) {
    return { action: "avoid", confidence: 0.68, reasons };
  }

  return {
    action: "hold",
    confidence: earnings.status === "soon" ? 0.58 : 0.52,
    reasons: reasons.length ? reasons : ["等待更明确的基本面或估值信号"]
  };
}

function buildSummary(items: DailyReportItem[]): string {
  const counts = new Map<Market, number>([
    ["CN", 0],
    ["HK", 0],
    ["US", 0]
  ]);
  for (const item of items) {
    counts.set(item.stock.market, (counts.get(item.stock.market) ?? 0) + 1);
  }

  const soon = items.filter((item) => item.earnings.status === "soon").length;
  const discounts = items.filter((item) => item.valuation.label === "discount").length;
  return `CN: ${counts.get("CN")}; HK: ${counts.get("HK")}; US: ${counts.get("US")}; earnings soon: ${soon}; valuation discounts: ${discounts}`;
}

function rankItem(item: DailyReportItem): number {
  return (
    (item.earnings.status === "soon" ? 4 : 0) +
    (item.valuation.label === "discount" ? 3 : 0) +
    (item.recommendation.action === "buy_watch" ? 2 : 0) +
    item.news.length
  );
}

function round(value: number, digits: number): number {
  const factor = 10 ** digits;
  return Math.round(value * factor) / factor;
}