Closes #012 - Implement Sloan Ratio Accrual Radar

app/api/finance/route.ts

@@ -119,6 +119,61 @@ function calculateRSI14(prices: number[]): number {
   return 100 - 100 / (1 + rs);
 }
 
+function getSimulatedSloan(ticker: string): { sloanRatio: number; sloanRegime: 'SAFE' | 'ANOMALY' } {
+  let hash = 0;
+  for (let i = 0; i < ticker.length; i++) {
+    hash = ticker.charCodeAt(i) + ((hash << 5) - hash);
+  }
+  const sloanRatio = parseFloat(((hash % 170) / 10).toFixed(2)); // range: 0.0 to 17.0
+  const sloanRegime = (sloanRatio > 10 || sloanRatio < -10) ? ('ANOMALY' as const) : ('SAFE' as const);
+  return { sloanRatio, sloanRegime };
+}
+
+async function fetchFmpSloanRatio(ticker: string, apiKey: string): Promise<{ sloanRatio: number; sloanRegime: 'SAFE' | 'ANOMALY' }> {
+  if (ticker.includes('-USD') || ticker.includes('BTC') || ticker.includes('ETH')) {
+    return getSimulatedSloan(ticker);
+  }
+  try {
+    const incUrl = `https://financialmodelingprep.com/api/v3/income-statement/${ticker}?period=quarter&limit=1&apikey=${apiKey}`;
+    const balUrl = `https://financialmodelingprep.com/api/v3/balance-sheet-statement/${ticker}?period=quarter&limit=1&apikey=${apiKey}`;
+    const cfUrl = `https://financialmodelingprep.com/api/v3/cash-flow-statement/${ticker}?period=quarter&limit=1&apikey=${apiKey}`;
+
+    const [incRes, balRes, cfRes] = await Promise.all([
+      fetch(incUrl, { signal: AbortSignal.timeout(3000) }),
+      fetch(balUrl, { signal: AbortSignal.timeout(3000) }),
+      fetch(cfUrl, { signal: AbortSignal.timeout(3000) })
+    ]);
+
+    if (incRes.ok && balRes.ok && cfRes.ok) {
+      const incData = await incRes.json();
+      const balData = await balRes.json();
+      const cfData = await cfRes.json();
+
+      const inc = incData?.[0] || {};
+      const bal = balData?.[0] || {};
+      const cf = cfData?.[0] || {};
+
+      const netIncome = inc.netIncome || 0;
+      const cfo = cf.netCashProvidedByOperatingActivities || cf.operatingCashFlow || 0;
+      const cfi = cf.netCashUsedForInvestingActivites || cf.netCashUsedForInvestingActivities || cf.investingCashFlow || 0;
+      const totalAssets = bal.totalAssets || 0;
+
+      const accruals = netIncome - (cfo + cfi);
+      const sloanRatio = totalAssets > 0 ? (accruals / totalAssets) * 100 : 0;
+      const sloanRegime = (sloanRatio > 10 || sloanRatio < -10) ? ('ANOMALY' as const) : ('SAFE' as const);
+
+      return {
+        sloanRatio: Number(sloanRatio.toFixed(2)),
+        sloanRegime
+      };
+    }
+  } catch (err) {
+    console.warn(`Error fetching FMP Sloan data for ${ticker}:`, err);
+  }
+
+  return getSimulatedSloan(ticker);
+}
+
 // Fetch fundamental data from FMP with safe fallback
 async function fetchFMPFundamentalData(ticker: string, apiKey: string) {
   if (ticker.includes('-USD') || ticker.includes('BTC') || ticker.includes('ETH')) {
@@ -180,7 +235,43 @@ async function fetchFMPFundamentalData(ticker: string, apiKey: string) {
   }
 }
 
+function getMockFundamentals(ticker: string): {
+  marketCap: number;
+  trailingPE: number;
+  forwardPE: number;
+  peg: number;
+  priceToBook: number;
+  dividendYield: number;
+} {
+  if (MOCK_FUNDAMENTALS[ticker]) {
+    return MOCK_FUNDAMENTALS[ticker];
+  }
+  if (ticker.endsWith('-USD')) {
+    return { marketCap: 5e9, trailingPE: 0, forwardPE: 0, peg: 0, priceToBook: 0, dividendYield: 0 };
+  }
+  let hash = 0;
+  for (let i = 0; i < ticker.length; i++) {
+    hash = ticker.charCodeAt(i) + ((hash << 5) - hash);
+  }
+  const seedCap = Math.abs(hash % 18) + 1;
+  const marketCap = seedCap * 100 * 1000000;
+  const trailingPE = 10 + Math.abs(hash % 30);
+  const forwardPE = trailingPE * 0.82;
+  const peg = 0.5 + (Math.abs(hash % 15) / 10);
+  const priceToBook = 1.0 + (Math.abs(hash % 40) / 10);
+  const dividendYield = (Math.abs(hash % 6) / 2) / 100;
+  return {
+    marketCap,
+    trailingPE,
+    forwardPE,
+    peg,
+    priceToBook,
+    dividendYield
+  };
+}
+
 export async function GET(request: Request) {
+  const isDevMode = process.env.DEV_MODE === 'true';
   const { searchParams } = new URL(request.url);
   const tickerQuery = searchParams.get('ticker');
   const tickersQuery = searchParams.get('tickers');
@@ -330,20 +421,35 @@ export async function GET(request: Request) {
     sortedResults.map(async (res) => {
       // Pull live data if in top 15, otherwise load direct mock fallback
       if (top15Tickers.has(res.ticker)) {
-        const fundamentals = await fetchFMPFundamentalData(res.ticker, fmpApiKey);
-        return { ...res, ...fundamentals };
+        const fundamentals = isDevMode
+          ? { ...getMockFundamentals(res.ticker), dividendYield: getMockFundamentals(res.ticker).dividendYield * 100 }
+          : await fetchFMPFundamentalData(res.ticker, fmpApiKey);
+
+        const sloan = isDevMode
+          ? getSimulatedSloan(res.ticker)
+          : await fetchFmpSloanRatio(res.ticker, fmpApiKey);
+
+        return { ...res, ...fundamentals, ...sloan };
       } else {
         const mock = MOCK_FUNDAMENTALS[res.ticker] || { marketCap: 0, trailingPE: 0, forwardPE: 0, peg: 0, priceToBook: 0, dividendYield: 0 };
+        const sloan = getSimulatedSloan(res.ticker);
         return {
           ...res,
           ...mock,
-          dividendYield: mock.dividendYield * 100
+          dividendYield: mock.dividendYield * 100,
+          ...sloan
         };
       }
     })
   );
 
-  const response = NextResponse.json({ results });
+  const response = NextResponse.json({
+    results,
+    isShieldActive: isDevMode
+  });
   response.headers.set('Cache-Control', 'no-store, max-age=0, must-revalidate');
+  if (isDevMode) {
+    response.headers.set('X-Shield-Active', 'true');
+  }
   return response;
 }