348 lines
14 KiB
JavaScript
348 lines
14 KiB
JavaScript
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// ═══════════════════════════════════════════════════════════
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// 資料引擎 — 負責「抓真實資料」並換算成卡片要顯示的數字
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//
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// 流程：FRED / Stooq 取得原始時間序列
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// → computeMetric() 依設定做 YoY / MoM / 變動量等換算
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// → 取最新值當顯示值、與前一期比較算「變動」
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// → 取近期資料做成 sparkline 走勢圖（真實，不再是假的）
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// → formatValue() 套上 % / bp / $ / K 等單位
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// ═══════════════════════════════════════════════════════════
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import { INDICATORS } from './indicators.js';
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const FRED_BASE = 'https://api.stlouisfed.org/fred/series/observations';
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const YAHOO_BASE = 'https://query1.finance.yahoo.com/v8/finance/chart/';
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// 自訂錯誤：金鑰未設定時用，讓 API 端點能回傳友善訊息
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export class MissingKeyError extends Error {}
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function getApiKey() {
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const key = process.env.FRED_API_KEY;
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if (!key || key === 'your_fred_api_key_here') {
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throw new MissingKeyError('尚未設定 FRED_API_KEY');
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}
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return key;
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}
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function isoDaysAgo(days) {
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const d = new Date(Date.now() - days * 86400000);
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return d.toISOString().slice(0, 10);
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}
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const sleep = (ms) => new Promise((r) => setTimeout(r, ms));
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// 併發限制器：FRED 對「短時間內大量同時請求」會回 429，
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// 因此一次最多只放行 5 個請求，其餘排隊。
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function createLimiter(max) {
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let active = 0;
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const queue = [];
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const next = () => {
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if (active >= max || queue.length === 0) return;
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active++;
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const { fn, resolve, reject } = queue.shift();
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fn().then(resolve, reject).finally(() => { active--; next(); });
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};
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return (fn) => new Promise((resolve, reject) => { queue.push({ fn, resolve, reject }); next(); });
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}
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const limit = createLimiter(2);
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// ─── 抓取 FRED 序列 → [{date, value:Number}]（已濾掉缺值 '.'）───
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// 透過限制器排隊，並對 429（請求過多）自動退避重試。
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async function fetchFredSeries(seriesId, startISO) {
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const key = getApiKey();
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const url = `${FRED_BASE}?series_id=${encodeURIComponent(seriesId)}` +
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`&api_key=${key}&file_type=json&sort_order=asc&observation_start=${startISO}`;
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return limit(async () => {
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for (let attempt = 0; attempt < 9; attempt++) {
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const res = await fetch(url);
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if (res.status === 429) { // 過多請求，退避後重試（含抖動避免同步重試）
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await sleep(700 * (attempt + 1) + Math.random() * 400);
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continue;
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}
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if (!res.ok) throw new Error(`FRED ${seriesId} 回應 ${res.status}`);
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const json = await res.json();
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return (json.observations || [])
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.filter((o) => o.value !== '.' && o.value !== '' && o.value != null)
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.map((o) => ({ date: o.date, value: Number(o.value) }))
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.filter((o) => Number.isFinite(o.value));
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}
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throw new Error(`FRED ${seriesId} 持續回應 429（請稍後再試）`);
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});
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}
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// ─── 抓取 Yahoo Finance 行情（日線）→ [{date, value:收盤}] ───
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// 伺服器對伺服器呼叫，無 CORS 問題、免金鑰；用於 FRED 無法良好提供的黃金。
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async function fetchYahooSeries(symbol, range = '1y') {
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const url = `${YAHOO_BASE}${encodeURIComponent(symbol)}?range=${range}&interval=1d`;
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const res = await fetch(url, { headers: { 'User-Agent': 'Mozilla/5.0' } });
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if (!res.ok) throw new Error(`Yahoo ${symbol} 回應 ${res.status}`);
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const json = await res.json();
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const result = json?.chart?.result?.[0];
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const ts = result?.timestamp;
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const closes = result?.indicators?.quote?.[0]?.close;
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if (!ts || !closes) throw new Error(`Yahoo ${symbol} 無資料`);
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const out = [];
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for (let i = 0; i < ts.length; i++) {
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if (closes[i] == null || !Number.isFinite(closes[i])) continue;
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out.push({ date: new Date(ts[i] * 1000).toISOString().slice(0, 10), value: closes[i] });
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}
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return out;
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}
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// ─── 依 transform 把原始序列換算成「要顯示的指標序列」 ───
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function computeMetric(points, transform, periodsPerYear) {
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const v = points.map((p) => p.value);
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const out = [];
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switch (transform) {
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case 'level': // 直接用原值
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case 'usd':
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for (let i = 0; i < points.length; i++) out.push({ date: points[i].date, val: v[i] });
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break;
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case 'yoy': { // 年增率：與一年前比較
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const n = periodsPerYear || 12;
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for (let i = n; i < points.length; i++) {
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if (v[i - n] === 0) continue;
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out.push({ date: points[i].date, val: (v[i] / v[i - n] - 1) * 100 });
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}
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break;
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}
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case 'mom': { // 月增率：與上一期比較
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for (let i = 1; i < points.length; i++) {
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if (v[i - 1] === 0) continue;
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out.push({ date: points[i].date, val: (v[i] / v[i - 1] - 1) * 100 });
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}
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break;
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}
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case 'payems_diff': { // 非農：本期減上期（PAYEMS 單位已是千人）
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for (let i = 1; i < points.length; i++) {
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out.push({ date: points[i].date, val: v[i] - v[i - 1] });
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}
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break;
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}
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case 'percent_to_bp': // 百分比 → 基點
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for (let i = 0; i < points.length; i++) out.push({ date: points[i].date, val: v[i] * 100 });
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break;
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case 'level_per_thousand': // 人數 → 千人
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for (let i = 0; i < points.length; i++) out.push({ date: points[i].date, val: v[i] / 1000 });
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break;
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case 'millions_to_trillions': // 百萬 → 兆
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for (let i = 0; i < points.length; i++) out.push({ date: points[i].date, val: v[i] / 1e6 });
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break;
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default:
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for (let i = 0; i < points.length; i++) out.push({ date: points[i].date, val: v[i] });
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}
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return out;
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}
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// ─── 取近期資料、平均取樣成 sparkline（最多 24 點）───
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function buildSparkline(metric) {
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if (metric.length === 0) return [];
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// 推估資料頻率（相鄰兩點的中位數天數），決定要回看多久
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const gaps = [];
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for (let i = 1; i < metric.length; i++) {
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gaps.push((new Date(metric[i].date) - new Date(metric[i - 1].date)) / 86400000);
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}
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gaps.sort((a, b) => a - b);
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const medianGap = gaps.length ? gaps[Math.floor(gaps.length / 2)] : 30;
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let spanDays;
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if (medianGap <= 4) spanDays = 365; // 每日
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else if (medianGap <= 10) spanDays = 730; // 每週
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else if (medianGap <= 45) spanDays = 1460; // 每月
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else spanDays = 2920; // 每季
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const cutoff = Date.now() - spanDays * 86400000;
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let recent = metric.filter((m) => new Date(m.date).getTime() >= cutoff);
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if (recent.length < 8) recent = metric.slice(-16); // 點太少就直接取最後 16 點
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// 平均取樣到最多 24 點
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const target = 24;
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if (recent.length <= target) return recent.map((m) => m.val);
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const step = (recent.length - 1) / (target - 1);
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const sampled = [];
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for (let i = 0; i < target; i++) sampled.push(recent[Math.round(i * step)].val);
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return sampled;
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}
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// ─── 數值格式化 ───
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function fmtNum(n, d) {
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return n.toLocaleString('en-US', { minimumFractionDigits: d, maximumFractionDigits: d });
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}
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function signed(n, d) {
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return (n >= 0 ? '+' : '') + n.toFixed(d);
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}
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function formatValue(val, format, decimals) {
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const d = decimals ?? 2;
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switch (format) {
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case 'pct': return `${val.toFixed(d)}%`;
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case 'pct_signed': return `${signed(val, d)}%`;
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case 'bp': return `${Math.round(val)}bp`;
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case 'num0': return fmtNum(val, 0);
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case 'num1': return val.toFixed(1);
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case 'num2': return val.toFixed(2);
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case 'num2_signed': return signed(val, 2);
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case 'k': return `${Math.round(val).toLocaleString('en-US')}K`;
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case 'k_signed': return `${val >= 0 ? '+' : ''}${Math.round(val)}K`;
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case 'trillions': return `$${val.toFixed(d)}T`;
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case 'usd': return `$${val.toFixed(d)}`;
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case 'usd0': return `$${fmtNum(val, 0)}`;
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default: return val.toFixed(d);
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}
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}
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function formatChange(delta, format, decimals) {
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const d = decimals ?? 2;
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if (!Number.isFinite(delta)) return '';
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switch (format) {
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case 'pct':
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case 'pct_signed': return signed(delta, d); // 例：+0.03（單位同上方百分比）
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case 'num0': return `${delta >= 0 ? '+' : ''}${Math.round(delta)}`;
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case 'num1': return signed(delta, 1);
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case 'num2':
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case 'num2_signed': return signed(delta, 2);
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case 'bp': return `${delta >= 0 ? '+' : ''}${Math.round(delta)}bp`;
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case 'k':
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case 'k_signed': return `${delta >= 0 ? '+' : ''}${Math.round(delta)}K`;
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case 'trillions': return `${delta >= 0 ? '+' : '-'}$${Math.abs(delta * 1000).toFixed(0)}B`; // 兆→十億
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case 'usd': return `${delta >= 0 ? '+' : '-'}$${Math.abs(delta).toFixed(1)}`;
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case 'usd0': return `${delta >= 0 ? '+' : '-'}$${fmtNum(Math.abs(delta), 0)}`;
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default: return signed(delta, d);
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}
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}
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// ─── 顏色與徽章判定 ───
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function classify(ind, dir) {
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const meaningful = !ind.excludeFromScore;
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const flat = dir === 'neutral';
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// 反向指標：下降才是好；一般指標：上升才是好
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const good = ind.inverted ? dir === 'down' : dir === 'up';
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let valueColorKey, changeColorKey, badgeKind;
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if (!meaningful) {
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valueColorKey = 'blue'; // 中性指標用藍色，不暗示好壞
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changeColorKey = 'text2';
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badgeKind = 'neutral';
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} else if (flat) {
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valueColorKey = 'yellow';
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changeColorKey = 'text2';
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badgeKind = 'neutral';
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} else {
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valueColorKey = good ? 'green' : 'red';
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changeColorKey = good ? 'green' : 'red';
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badgeKind = good ? 'good' : 'bad';
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}
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return { valueColorKey, changeColorKey, badgeKind, good, meaningful };
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}
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function dirOf(delta, scale) {
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const eps = scale * 0.0005; // 極小變動視為持平
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if (!Number.isFinite(delta)) return 'neutral';
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if (delta > eps) return 'up';
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if (delta < -eps) return 'down';
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return 'neutral';
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}
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// ─── 抓取單一指標並組成卡片 ───
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async function buildCard(ind) {
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let points;
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if (ind.source === 'yahoo') {
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points = await fetchYahooSeries(ind.symbol, 'max');
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} else {
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// 回看年數拉長到約 26 年，讓走勢大圖能涵蓋 2000 網路泡沫、2008 金融海嘯等
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// 歷史事件（多數 FRED 序列起點更早，會自動回傳實際擁有的範圍）。
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// yoy 需多一年前置資料；季資料再多抓幾年確保換算完整。
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const yearsBack = ind.transform === 'yoy'
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? (ind.periodsPerYear === 4 ? 30 : 27)
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: 26;
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points = await fetchFredSeries(ind.seriesId, isoDaysAgo(yearsBack * 365));
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}
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const metric = computeMetric(points, ind.transform, ind.periodsPerYear);
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if (metric.length === 0) throw new Error(`${ind.key} 換算後無資料`);
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const latest = metric[metric.length - 1];
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const prev = metric.length > 1 ? metric[metric.length - 2] : null;
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const value = latest.val;
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const delta = prev ? value - prev.val : NaN;
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const scale = Math.max(Math.abs(value), 1);
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const dir = dirOf(delta, scale);
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const cls = classify(ind, dir);
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const card = {
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key: ind.key,
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group: ind.group,
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label: ind.label,
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labelEn: ind.labelEn,
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value: formatValue(value, ind.format, ind.decimals),
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rawValue: value,
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change: formatChange(delta, ind.format, ind.decimals),
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dir,
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badge: dir === 'up' ? '上升' : dir === 'down' ? '下降' : '持平',
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badgeKind: cls.badgeKind,
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valueColorKey: cls.valueColorKey,
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changeColorKey: cls.changeColorKey,
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inverted: !!ind.inverted,
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good: cls.good,
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meaningful: cls.meaningful,
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spark: buildSparkline(metric),
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substitute: ind.substitute || null,
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tip: ind.tip,
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format: ind.format,
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|||
|
|
decimals: ind.decimals ?? 2,
|
|||
|
|
asOf: latest.date,
|
|||
|
|
};
|
|||
|
|
return { card, metric };
|
|||
|
|
}
|
|||
|
|
|
|||
|
|
// 把單一指標的格式化函式對外公開（供 /api/series 用）
|
|||
|
|
export { formatValue };
|
|||
|
|
|
|||
|
|
// ─── 抓取全部指標（容錯：個別失敗不影響其他）───
|
|||
|
|
export async function getIndicatorCards() {
|
|||
|
|
const results = await Promise.allSettled(INDICATORS.map((ind) => buildCard(ind)));
|
|||
|
|
const cards = {};
|
|||
|
|
const seriesHistory = {}; // key → 完整歷史序列 [{date,val}]
|
|||
|
|
const degraded = [];
|
|||
|
|
let missingKey = false;
|
|||
|
|
results.forEach((r, idx) => {
|
|||
|
|
const ind = INDICATORS[idx];
|
|||
|
|
if (r.status === 'fulfilled') {
|
|||
|
|
cards[ind.key] = r.value.card;
|
|||
|
|
seriesHistory[ind.key] = r.value.metric;
|
|||
|
|
} else {
|
|||
|
|
if (r.reason instanceof MissingKeyError) missingKey = true;
|
|||
|
|
degraded.push({ key: ind.key, label: ind.label, reason: String(r.reason?.message || r.reason) });
|
|||
|
|
}
|
|||
|
|
});
|
|||
|
|
// 只要偵測到金鑰未設定，就視為設定問題（畫面顯示設定教學），
|
|||
|
|
// 不因為少數免金鑰來源（如黃金）成功就誤判為正常。
|
|||
|
|
if (missingKey) {
|
|||
|
|
throw new MissingKeyError('尚未設定 FRED_API_KEY');
|
|||
|
|
}
|
|||
|
|
return { cards, seriesHistory, degraded };
|
|||
|
|
}
|
|||
|
|
|
|||
|
|
// ─── 殖利率曲線（真實，跨天期）───
|
|||
|
|
const CURVE_SERIES = [
|
|||
|
|
['3M', 'DGS3MO'], ['6M', 'DGS6MO'], ['1Y', 'DGS1'], ['2Y', 'DGS2'],
|
|||
|
|
['3Y', 'DGS3'], ['5Y', 'DGS5'], ['7Y', 'DGS7'], ['10Y', 'DGS10'],
|
|||
|
|
['20Y', 'DGS20'], ['30Y', 'DGS30'],
|
|||
|
|
];
|
|||
|
|
|
|||
|
|
export async function getYieldCurve() {
|
|||
|
|
const results = await Promise.allSettled(
|
|||
|
|
CURVE_SERIES.map(([, id]) => fetchFredSeries(id, isoDaysAgo(90)))
|
|||
|
|
);
|
|||
|
|
const maturities = [];
|
|||
|
|
const yields = [];
|
|||
|
|
const prevYields = [];
|
|||
|
|
results.forEach((r, i) => {
|
|||
|
|
if (r.status !== 'fulfilled' || r.value.length === 0) return;
|
|||
|
|
const pts = r.value;
|
|||
|
|
const last = pts[pts.length - 1].value;
|
|||
|
|
// 約一個月前（21 個交易日）
|
|||
|
|
const ago = pts[Math.max(0, pts.length - 22)].value;
|
|||
|
|
maturities.push(CURVE_SERIES[i][0]);
|
|||
|
|
yields.push(last);
|
|||
|
|
prevYields.push(ago);
|
|||
|
|
});
|
|||
|
|
const inverted = yields.length >= 2 && yields[0] > yields[yields.length - 1];
|
|||
|
|
return { maturities, yields, prevYields, inverted };
|
|||
|
|
}
|