360 lines
15 KiB
JavaScript
360 lines
15 KiB
JavaScript
// ═══════════════════════════════════════════════════════════
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// calendar.js — 重大事件日曆（免費/官方來源優先）
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// 來源：
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// - Federal Reserve FOMC calendar（利率決議、SEP/點陣圖、會議紀要）
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// - BLS 官方 iCalendar（CPI、就業、PPI、JOLTS 等）
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// - BEA release schedule（GDP、PCE、Personal Income/Outlays）
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// - Nasdaq earnings calendar（追蹤股票財報日）
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// - 四巫日（3/6/9/12 月第三個週五，衍生品結算）
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// - FRED 發布日程（零售、房市、ADP、初領失業金等）
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// - 市場結構日（月選擇權結算、美股休市、Jackson Hole、ECB/BOJ/BOE）
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// ═══════════════════════════════════════════════════════════
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import { fetchFredMacroEvents } from './calendar-fred.js';
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import { fetchMarketStructureEvents } from './calendar-market.js';
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const UA = 'Mozilla/5.0 (Macintosh; Intel Mac OS X 10_15_7) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/124 Safari/537.36';
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const MONTHS = {
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january: 0, jan: 0, february: 1, feb: 1, march: 2, mar: 2, april: 3, apr: 3,
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may: 4, june: 5, jun: 5, july: 6, jul: 6, august: 7, aug: 7,
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september: 8, sep: 8, october: 9, oct: 9, november: 10, nov: 10, december: 11, dec: 11,
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};
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const IMPACT_WORDS = [
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['FOMC', 'high'], ['Federal Funds', 'high'], ['Interest Rate', 'high'],
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['CPI', 'high'], ['Consumer Price Index', 'high'], ['Employment Situation', 'high'],
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['Nonfarm', 'high'], ['Payroll', 'high'], ['PCE', 'high'], ['GDP', 'high'],
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['Producer Price', 'medium'], ['PPI', 'medium'], ['Job Openings', 'medium'],
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['JOLTS', 'medium'], ['Retail Sales', 'medium'], ['Personal Income', 'medium'],
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['Import and Export Price', 'medium'], ['Productivity and Costs', 'medium'],
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['Employment Cost Index', 'medium'], ['Real Earnings', 'low'],
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];
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const BLS_SKIP = /Metropolitan Area|State Employment|State Job Openings|County Employment|American Time Use|Quarterly Data Series on Business Employment Dynamics|Usual Weekly Earnings|State Unemployment \(Monthly\)/i;
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const TITLE_MAP = [
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[/Consumer Price Index|CPI/i, 'CPI 通膨'],
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[/Employment Situation|Nonfarm|Payroll/i, '非農就業 / 失業率'],
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[/Producer Price|PPI/i, 'PPI 生產者物價'],
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[/Job Openings|JOLTS/i, 'JOLTS 職缺'],
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[/Import and Export Price/i, '進出口物價'],
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[/Real Earnings/i, '實質薪資'],
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[/GDP/i, 'GDP'],
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[/Personal Income|Personal Outlays|PCE/i, 'PCE / 個人收入支出'],
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[/Import and Export Price/i, '進出口物價'],
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[/Productivity and Costs/i, '生產力 / 單位成本'],
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[/Employment Cost Index/i, '就業成本指數 ECI'],
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];
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const DEDUP_GROUPS = [
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[/cpi|消費者物價/i, 'cpi'],
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[/非農|employment situation/i, 'nfp'],
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[/ppi|生產者物價/i, 'ppi'],
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[/jolts|職缺/i, 'jolts'],
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[/gdp|國內生產/i, 'gdp'],
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[/pce|個人收入支出/i, 'pce'],
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[/fomc.*紀要|會議紀要|minutes/i, 'fomc_min'],
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[/fomc|利率決議|sep|點陣/i, 'fomc'],
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[/四巫/i, 'quad_witch'],
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[/月選擇權結算/i, 'monthly_opex'],
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[/就業成本|employment cost index|\beci\b/i, 'eci'],
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[/生產力|productivity and costs/i, 'productivity'],
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[/國際貿易|international trade/i, 'trade'],
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[/新屋開工|營建許可|housing starts|building permits/i, 'housing'],
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[/零售銷售|retail sales/i, 'retail'],
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[/工業生產|industrial production/i, 'indpro'],
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[/密西根|consumer sentiment|surveys of consumers/i, 'umich'],
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[/初領失業|jobless claims/i, 'claims'],
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[/adp/i, 'adp'],
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[/ec\s*利率|ecb/i, 'ecb'],
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[/日本央行|boj/i, 'boj'],
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[/英央行|mpc/i, 'boe'],
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];
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const IMPACT_RANK = { high: 0, medium: 1, low: 2 };
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async function text(url, headers = {}, ms = 12000) {
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const ctrl = new AbortController();
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const timer = setTimeout(() => ctrl.abort(), ms);
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try {
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const res = await fetch(url, { headers: { 'User-Agent': UA, Accept: '*/*', ...headers }, signal: ctrl.signal });
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if (!res.ok) throw new Error(`HTTP ${res.status}`);
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return await res.text();
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} finally { clearTimeout(timer); }
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}
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async function json(url, headers = {}, ms = 12000) {
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return JSON.parse(await text(url, { Accept: 'application/json,text/plain,*/*', ...headers }, ms));
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}
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function iso(y, m, d) {
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return new Date(Date.UTC(y, m, d)).toISOString().slice(0, 10);
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}
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function inRange(date, start, end) {
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return date >= start && date <= end;
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}
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function impact(title) {
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for (const [word, level] of IMPACT_WORDS) if (title.toLowerCase().includes(word.toLowerCase())) return level;
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return 'low';
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}
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function shortTitle(title) {
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for (const [re, label] of TITLE_MAP) if (re.test(title)) return label;
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return String(title || '').replace(/^U\.S\.\s*/i, '').replace(/\s+News Release.*$/i, '').trim();
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}
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function addEvent(events, ev) {
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if (!ev?.date || !ev?.title) return;
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events.push({
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time: ev.time || '',
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impact: ev.impact || impact(ev.title),
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category: ev.category || 'macro',
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source: ev.source || '',
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symbol: ev.symbol || null,
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url: ev.url || null,
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note: ev.note || '',
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...ev,
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});
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}
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function parseICalDate(raw) {
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const m = String(raw || '').match(/(\d{4})(\d{2})(\d{2})(?:T(\d{2})(\d{2}))?/);
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if (!m) return null;
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return { date: `${m[1]}-${m[2]}-${m[3]}`, time: m[4] ? `${m[4]}:${m[5]}` : '' };
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}
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function unfoldICS(src) {
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return src.replace(/\r\n[ \t]/g, '').replace(/\n[ \t]/g, '');
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}
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function parseICS(src) {
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const blocks = unfoldICS(src).split('BEGIN:VEVENT').slice(1);
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return blocks.map(block => {
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const get = (name) => {
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const re = new RegExp(`^${name}(?:;[^:]*)?:(.*)$`, 'mi');
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return block.match(re)?.[1]?.trim() || '';
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};
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const dt = parseICalDate(get('DTSTART'));
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return dt ? { ...dt, title: get('SUMMARY'), description: get('DESCRIPTION'), url: get('URL') } : null;
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}).filter(Boolean);
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}
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export async function fetchBlsEvents(start, end) {
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const events = [];
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const ics = await text('https://www.bls.gov/schedule/news_release/bls.ics');
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for (const item of parseICS(ics)) {
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if (!inRange(item.date, start, end)) continue;
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const title = item.title || '';
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if (BLS_SKIP.test(title)) continue;
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if (impact(title) === 'low' && !/Real Earnings|Import and Export Price/i.test(title)) continue;
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addEvent(events, {
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date: item.date,
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time: item.time || '08:30',
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title: shortTitle(title),
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category: 'macro',
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impact: impact(title),
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source: 'BLS',
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url: item.url || 'https://www.bls.gov/schedule/news_release/',
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note: shortTitle(title),
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});
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}
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return events;
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}
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export async function fetchBeaEvents(start, end) {
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const events = [];
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const html = await text('https://www.bea.gov/news/schedule/full');
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const rowRe = /<tr[\s\S]*?<\/tr>/gi;
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for (const row of html.match(rowRe) || []) {
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const clean = row.replace(/<[^>]+>/g, ' ').replace(/\s+/g, ' ').trim();
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const m = clean.match(/\b(January|February|March|April|May|June|July|August|September|October|November|December)\s+(\d{1,2})\s+(\d{1,2}:\d{2}\s+[AP]M)?\s*(.*)/i);
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if (!m) continue;
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const year = Number((html.match(/<option[^>]*selected[^>]*>\s*(20\d{2})\s*</i) || [])[1]) || new Date().getUTCFullYear();
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const date = iso(year, MONTHS[m[1].toLowerCase()], Number(m[2]));
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if (!inRange(date, start, end)) continue;
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const rawTitle = (m[4] || '').replace(/\bN\s*ews\b/i, '').trim();
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if (!/GDP|Personal Income|Personal Outlays|PCE|International Trade|Corporate Profits/i.test(rawTitle)) continue;
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addEvent(events, {
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date,
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time: m[3] || '08:30 AM',
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title: shortTitle(rawTitle),
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category: 'macro',
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impact: impact(rawTitle),
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source: 'BEA',
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url: 'https://www.bea.gov/news/schedule',
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note: shortTitle(rawTitle),
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});
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}
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return events;
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}
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export async function fetchFomcEvents(start, end) {
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const events = [];
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const html = await text('https://www.federalreserve.gov/monetarypolicy/fomccalendars.htm');
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const yearRe = /<h4[^>]*>\s*<a[^>]*>(20\d{2}) FOMC Meetings<\/a><\/h4>([\s\S]*?)(?=<h4[^>]*>\s*<a[^>]*>20\d{2} FOMC Meetings|$)/gi;
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let yMatch;
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while ((yMatch = yearRe.exec(html))) {
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const year = Number(yMatch[1]);
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const section = yMatch[2];
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const chunks = section.split(/(?=<div[^>]*fomc-meeting__month)/i).slice(1);
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for (const row of chunks) {
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const month = row.match(/fomc-meeting__month[\s\S]*?<strong>([^<]+)<\/strong>/i)?.[1]?.trim();
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const dateText = row.match(/fomc-meeting__date[^>]*>([^<]+)<\/div>/i)?.[1]?.trim();
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if (!month || !dateText) continue;
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const monthIndex = MONTHS[month.toLowerCase()];
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if (monthIndex == null) continue;
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const dayNums = dateText.match(/\d{1,2}/g)?.map(Number) || [];
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if (!dayNums.length) continue;
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const date = iso(year, monthIndex, dayNums[dayNums.length - 1]);
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if (inRange(date, start, end)) {
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const hasSep = /\*/.test(dateText) || /Projection|projections|SEP/i.test(row);
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addEvent(events, {
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date,
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time: '14:00 ET',
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title: hasSep ? 'FOMC 利率決議 + SEP 點陣圖' : 'FOMC 利率決議',
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category: 'fed',
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impact: 'high',
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source: 'Federal Reserve',
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url: 'https://www.federalreserve.gov/monetarypolicy/fomccalendars.htm',
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note: hasSep ? '含 Summary of Economic Projections / dot plot' : '政策聲明與利率決議',
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});
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}
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const min = row.match(/Released\s+([A-Za-z]+)\s+(\d{1,2}),\s+(20\d{2})/i);
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if (min) {
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const minDate = iso(Number(min[3]), MONTHS[min[1].toLowerCase()], Number(min[2]));
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if (inRange(minDate, start, end)) addEvent(events, {
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date: minDate,
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time: '14:00 ET',
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title: 'FOMC 會議紀要',
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category: 'fed',
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impact: 'medium',
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source: 'Federal Reserve',
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url: 'https://www.federalreserve.gov/monetarypolicy/fomccalendars.htm',
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note: `${year} 年 ${month} FOMC 會議紀要`,
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});
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}
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}
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}
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return events;
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}
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function daysBetween(start, end) {
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const out = [];
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const d = new Date(start + 'T00:00:00Z');
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const e = new Date(end + 'T00:00:00Z');
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while (d <= e) {
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out.push(d.toISOString().slice(0, 10));
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d.setUTCDate(d.getUTCDate() + 1);
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}
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return out;
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}
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function nasdaqDate(isoDate) {
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const d = new Date(isoDate + 'T00:00:00Z');
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return `${d.getUTCFullYear()}-${String(d.getUTCMonth() + 1).padStart(2, '0')}-${String(d.getUTCDate()).padStart(2, '0')}`;
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}
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const QUAD_WITCH_MONTHS = [2, 5, 8, 11]; // 3、6、9、12 月
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function thirdFridayISO(year, monthIndex) {
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const dow = new Date(Date.UTC(year, monthIndex, 1)).getUTCDay();
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const day = 1 + ((5 - dow + 7) % 7) + 14;
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return iso(year, monthIndex, day);
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}
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export function fetchQuadrupleWitchingEvents(start, end) {
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const events = [];
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const y0 = Number(start.slice(0, 4));
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const y1 = Number(end.slice(0, 4));
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for (let y = y0; y <= y1; y++) {
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for (const mo of QUAD_WITCH_MONTHS) {
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const date = thirdFridayISO(y, mo);
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if (!inRange(date, start, end)) continue;
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addEvent(events, {
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date,
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time: '16:00 美東',
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title: '四巫日（衍生品結算）',
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category: 'derivatives',
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impact: 'high',
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source: 'Market calendar',
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note: '每季第三個週五，期指、指數選擇權、個股選擇權等同日到期，成交與波動常明顯放大',
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});
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}
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}
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return events;
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}
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function dedupeKey(ev) {
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const title = String(ev.title || '');
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const text = `${title} ${ev.note || ''}`;
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for (const [re, slug] of DEDUP_GROUPS) {
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if (re.test(title)) return `${ev.date}|${slug}`;
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}
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for (const [re, slug] of DEDUP_GROUPS) {
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if (re.test(text)) return `${ev.date}|${slug}`;
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}
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return `${ev.date}|${ev.time}|${ev.category}|${ev.symbol || ''}|${ev.title}`;
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}
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function pickBetterEvent(a, b) {
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const ra = IMPACT_RANK[a.impact] ?? 2;
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const rb = IMPACT_RANK[b.impact] ?? 2;
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if (ra !== rb) return ra < rb ? a : b;
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return (a.title?.length || 0) >= (b.title?.length || 0) ? a : b;
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}
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function dedupeEvents(events) {
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const byKey = new Map();
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for (const ev of events) {
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const key = dedupeKey(ev);
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const prev = byKey.get(key);
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byKey.set(key, prev ? pickBetterEvent(prev, ev) : ev);
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}
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return [...byKey.values()];
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}
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export async function fetchEarningsEvents(start, end, symbols = []) {
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const wanted = new Set((symbols || []).map(s => String(s).trim().toUpperCase()).filter(Boolean));
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if (!wanted.size) return [];
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const events = [];
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const headers = { Accept: 'application/json', Origin: 'https://www.nasdaq.com', Referer: 'https://www.nasdaq.com/market-activity/earnings' };
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const dates = daysBetween(start, end);
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for (let i = 0; i < dates.length; i += 4) {
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const chunk = dates.slice(i, i + 4);
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const results = await Promise.all(chunk.map(date => json(`https://api.nasdaq.com/api/calendar/earnings?date=${nasdaqDate(date)}`, headers).catch(() => null)));
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results.forEach((j, idx) => {
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const date = chunk[idx];
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const rows = j?.data?.rows || [];
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for (const r of rows) {
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const sym = String(r.symbol || '').toUpperCase();
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if (!wanted.has(sym)) continue;
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const name = r.name ? String(r.name).trim() : sym;
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const bits = [name !== sym ? name : ''];
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if (r.epsForecast) bits.push(`EPS 預估 ${r.epsForecast}`);
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if (r.fiscalQuarterEnding) bits.push(`財季 ${r.fiscalQuarterEnding}`);
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addEvent(events, {
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date,
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time: r.time ? String(r.time).replace(/\bET\b/i, '美東').replace(/\bAM\b/i, '上午').replace(/\bPM\b/i, '下午') : '',
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title: `${sym} 財報`,
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symbol: sym,
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category: 'earnings',
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impact: 'high',
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source: 'Nasdaq earnings',
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url: `https://www.nasdaq.com/market-activity/stocks/${sym.toLowerCase()}/earnings`,
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note: bits.filter(Boolean).join(' · ') || `${sym} 財報`,
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});
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}
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});
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}
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return events;
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}
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export async function buildCalendar({ start, end, symbols }) {
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const sourceResults = await Promise.allSettled([
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fetchFomcEvents(start, end),
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fetchBlsEvents(start, end),
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fetchBeaEvents(start, end),
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fetchEarningsEvents(start, end, symbols),
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Promise.resolve(fetchQuadrupleWitchingEvents(start, end)),
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fetchFredMacroEvents(start, end),
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Promise.resolve(fetchMarketStructureEvents(start, end)),
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]);
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const events = dedupeEvents(sourceResults.flatMap(r => r.status === 'fulfilled' ? r.value : []))
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.sort((a, b) => (a.date + a.time).localeCompare(b.date + b.time));
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return {
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updatedAt: new Date().toISOString(),
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start, end, symbols,
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events,
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sources: sourceResults.map((r, i) => ({
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name: ['Federal Reserve', 'BLS', 'BEA', 'Nasdaq earnings', 'Market calendar', 'FRED releases', 'Global markets'][i],
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ok: r.status === 'fulfilled',
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error: r.status === 'rejected' ? String(r.reason?.message || r.reason) : null,
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})),
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};
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}
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