Closes #023 - Isolated PEAD fundamental momentum screener integration
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@@ -20,6 +20,13 @@ interface TickerDetails {
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peg?: number;
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priceToBook?: number;
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dividendYield?: number;
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peadSector?: string;
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announcementDate?: string;
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daysElapsed?: number;
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epsActual?: number;
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epsConsensus?: number;
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surprisePercent?: number;
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driftStatus?: string;
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}
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// 14-day Welles Wilder RSI solver
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@@ -397,6 +404,150 @@ async function fetchFMPFundamentalData(ticker: string, apiKey: string) {
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return { ...mock, dividendYield: mock.dividendYield * 100 };
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}
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function getSimulatedPEAD(ticker: string): {
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peadSector: string;
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announcementDate: string;
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daysElapsed: number;
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epsActual: number;
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epsConsensus: number;
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surprisePercent: number;
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driftStatus: 'Active Drift' | 'Consolidating';
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} {
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const getSector = (t: string) => {
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const tech = ['AAPL', 'MSFT', 'NVDA', 'AMD', 'SMCI', 'ADBE', 'CRM', 'AVGO', 'QCOM', 'TXN', 'INTC', 'MU', 'AMAT', 'LRCX', 'PLTR'];
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const consumer = ['TSLA', 'NKE', 'SBUX', 'MCD', 'ABNB', 'BKNG', 'DIS', 'WMT', 'PG', 'COST', 'PEP', 'KO'];
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const financial = ['BAC', 'JPM', 'GS', 'MS', 'BLK', 'PYPL', 'SQ', 'V', 'MA', 'AXP', 'WFC'];
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const healthcare = ['JNJ', 'MRK', 'UNH', 'LLY', 'ABBV', 'MRNA', 'PFE', 'GILD', 'AMGN'];
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const energy = ['CVX', 'XOM', 'SHEL', 'BP'];
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if (tech.includes(t)) return 'Technology';
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if (consumer.includes(t)) return 'Consumer Goods';
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if (financial.includes(t)) return 'Financial Services';
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if (healthcare.includes(t)) return 'Healthcare';
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if (energy.includes(t)) return 'Energy';
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return 'Conglomerate';
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};
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const sector = getSector(ticker);
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if (ticker.includes('-USD') || ticker.includes('BTC') || ticker.includes('ETH') || ticker.includes('SOL')) {
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return {
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peadSector: 'Cryptocurrency',
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announcementDate: 'N/A',
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daysElapsed: 0,
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epsActual: 0,
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epsConsensus: 0,
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surprisePercent: 0,
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driftStatus: 'Consolidating'
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};
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}
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const charCodeSum = ticker.split('').reduce((acc, char) => acc + char.charCodeAt(0), 0);
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const daysElapsed = (charCodeSum % 85) + 1; // 1 to 85
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const today = new Date('2026-06-14');
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today.setDate(today.getDate() - daysElapsed);
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const announcementDate = today.toISOString().split('T')[0];
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const consensusSeed = (charCodeSum % 4) + 0.5;
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const epsConsensus = Number((consensusSeed + (charCodeSum % 10) / 10).toFixed(2));
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const surprisePercent = Number((((charCodeSum % 30) - 12) + (charCodeSum % 10) / 10).toFixed(2));
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const epsActual = Number((epsConsensus * (1 + surprisePercent / 100)).toFixed(2));
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const driftStatus = (Math.abs(surprisePercent) > 4.5 && daysElapsed < 45) ? 'Active Drift' : 'Consolidating';
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return {
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peadSector: sector,
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announcementDate,
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daysElapsed,
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epsActual,
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epsConsensus,
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surprisePercent,
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driftStatus
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};
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}
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async function fetchFmpEarningsSurprise(ticker: string, apiKey: string): Promise<{
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peadSector: string;
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announcementDate: string;
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daysElapsed: number;
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epsActual: number;
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epsConsensus: number;
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surprisePercent: number;
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driftStatus: 'Active Drift' | 'Consolidating';
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}> {
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const getSector = (t: string) => {
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const tech = ['AAPL', 'MSFT', 'NVDA', 'AMD', 'SMCI', 'ADBE', 'CRM', 'AVGO', 'QCOM', 'TXN', 'INTC', 'MU', 'AMAT', 'LRCX', 'PLTR'];
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const consumer = ['TSLA', 'NKE', 'SBUX', 'MCD', 'ABNB', 'BKNG', 'DIS', 'WMT', 'PG', 'COST', 'PEP', 'KO'];
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const financial = ['BAC', 'JPM', 'GS', 'MS', 'BLK', 'PYPL', 'SQ', 'V', 'MA', 'AXP', 'WFC'];
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const healthcare = ['JNJ', 'MRK', 'UNH', 'LLY', 'ABBV', 'MRNA', 'PFE', 'GILD', 'AMGN'];
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const energy = ['CVX', 'XOM', 'SHEL', 'BP'];
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if (tech.includes(t)) return 'Technology';
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if (consumer.includes(t)) return 'Consumer Goods';
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if (financial.includes(t)) return 'Financial Services';
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if (healthcare.includes(t)) return 'Healthcare';
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if (energy.includes(t)) return 'Energy';
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return 'Conglomerate';
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};
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const sector = getSector(ticker);
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if (ticker.includes('-USD') || ticker.includes('BTC') || ticker.includes('ETH') || ticker.includes('SOL')) {
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return {
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peadSector: 'Cryptocurrency',
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announcementDate: 'N/A',
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daysElapsed: 0,
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epsActual: 0,
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epsConsensus: 0,
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surprisePercent: 0,
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driftStatus: 'Consolidating'
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};
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}
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try {
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const url = `https://financialmodelingprep.com/api/v3/earnings-surprises/${ticker}?apikey=${apiKey}`;
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const res = await fetch(url, { signal: AbortSignal.timeout(2000) });
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if (res.ok) {
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const data = await res.json();
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if (Array.isArray(data) && data.length > 0) {
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const latest = data[0];
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const dateStr = latest.date;
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const epsActual = latest.actualEarningResult !== null ? latest.actualEarningResult : 0;
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const epsConsensus = latest.estimatedEarning !== null ? latest.estimatedEarning : 0;
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// Calculate days elapsed since announcement
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const annDate = new Date(dateStr);
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const today = new Date('2026-06-14'); // System date lock
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const diffTime = Math.abs(today.getTime() - annDate.getTime());
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const daysElapsed = Math.ceil(diffTime / (1000 * 60 * 60 * 24));
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// Surprise % calculation
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const estDenom = epsConsensus === 0 ? 0.01 : Math.abs(epsConsensus);
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const surprisePercent = Number((((epsActual - epsConsensus) / estDenom) * 100).toFixed(2));
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const driftStatus = (Math.abs(surprisePercent) > 4.5 && daysElapsed < 45) ? 'Active Drift' : 'Consolidating';
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return {
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peadSector: sector,
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announcementDate: dateStr,
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daysElapsed,
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epsActual,
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epsConsensus,
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surprisePercent,
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driftStatus
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};
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}
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}
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} catch (err) {
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console.warn(`Error fetching earnings surprise for ${ticker}:`, err);
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}
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// Fallback to deterministic simulation
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return getSimulatedPEAD(ticker);
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}
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export async function GET(request: Request) {
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const { searchParams } = new URL(request.url);
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const mode = searchParams.get('mode') || 'day_crash';
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@@ -485,11 +636,16 @@ export async function GET(request: Request) {
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? getSimulatedSloan(item.ticker)
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: await fetchFmpSloanRatio(item.ticker, fmpApiKey);
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const pead = useMock
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? getSimulatedPEAD(item.ticker)
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: await fetchFmpEarningsSurprise(item.ticker, fmpApiKey);
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return {
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...item,
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...fund,
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dividendYield: fund.dividendYield ? Number((fund.dividendYield * (useMock ? 100 : 1)).toFixed(2)) : 0,
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...sloan
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...sloan,
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...pead
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};
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})
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);
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