270 lines
13 KiB
JavaScript
270 lines
13 KiB
JavaScript
// ═══════════════════════════════════════════════════════════
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// fundamentals.js — server 端抓取公司財報（金鑰不外洩、無需付費）
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// 主來源：Yahoo quoteSummary（季/年 損益、現金流、資產負債 + 估值）
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// 後備： SEC EDGAR companyfacts（美股，官方、免金鑰）
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// 皆正規化成同一形狀供 fincheck.js 使用。
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// 沿用 fred.js 的 server 端 fetch + User-Agent 模式。
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// ═══════════════════════════════════════════════════════════
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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 SEC_UA = 'EmmyInvestDashboard/1.0 (personal learning tool; contact@example.com)';
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async function jget(url, headers = {}, ms = 9000) {
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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, ...headers }, signal: ctrl.signal });
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if (!res.ok) throw new Error(`HTTP ${res.status}`);
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return await res.json();
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} finally { clearTimeout(timer); }
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}
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const num = (x) => (x && typeof x === 'object' && 'raw' in x) ? x.raw : (typeof x === 'number' ? x : null);
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// 用結束年月當季標籤（避免不同公司會計年度造成的「第幾季」混淆）
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function quarterLabel(endISO) {
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const d = new Date(endISO); if (isNaN(d)) return String(endISO || '');
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return `${d.getUTCFullYear()}/${String(d.getUTCMonth() + 1).padStart(2, '0')}`;
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}
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const pct = (a, b) => (a != null && b) ? (a / b) * 100 : null;
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function enrich(p) {
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p.grossMargin = pct(p.grossProfit, p.revenue);
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p.operatingMargin = pct(p.operatingIncome, p.revenue);
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p.netMargin = pct(p.netIncome, p.revenue);
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return p;
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}
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// ─── 現價（Yahoo chart v8，免 crumb；query1 失敗改 query2）───
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async function getPrice(symbol) {
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for (const host of ['query1', 'query2']) {
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try {
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const d = await jget(`https://${host}.finance.yahoo.com/v8/finance/chart/${encodeURIComponent(symbol)}?range=5d&interval=1d`);
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const r = d?.chart?.result?.[0];
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if (!r) continue;
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let p = r.meta?.regularMarketPrice;
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if (p == null) { const cl = (r.indicators?.quote?.[0]?.close || []).filter(x => x != null); p = cl.length ? cl[cl.length - 1] : null; }
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return { price: p != null ? p : null, name: r.meta?.shortName || r.meta?.longName || null, currency: r.meta?.currency || null };
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} catch { /* try next host */ }
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}
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return { price: null, name: null, currency: null };
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}
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// ─── Yahoo quoteSummary（需 cookie + crumb）───
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let _auth = { cookie: null, crumb: null, at: 0 };
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async function yahooAuth() {
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if (_auth.crumb && Date.now() - _auth.at < 3600e3) return _auth;
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const r1 = await fetch('https://fc.yahoo.com/', { headers: { 'User-Agent': UA } }).catch(() => null);
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const cookie = (r1 && (r1.headers.get('set-cookie') || '')).split(';')[0] || '';
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const r2 = await fetch('https://query2.finance.yahoo.com/v1/test/getcrumb', { headers: { 'User-Agent': UA, Cookie: cookie } });
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const crumb = (await r2.text()).trim();
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if (!crumb || crumb.includes('<')) throw new Error('無法取得 Yahoo crumb');
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_auth = { cookie, crumb, at: Date.now() };
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return _auth;
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}
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async function fetchYahoo(symbol) {
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const { cookie, crumb } = await yahooAuth();
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const mods = [
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'price', 'summaryDetail', 'defaultKeyStatistics', 'financialData',
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'incomeStatementHistory', 'incomeStatementHistoryQuarterly',
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'cashflowStatementHistory', 'cashflowStatementHistoryQuarterly',
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'balanceSheetHistoryQuarterly',
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].join('%2C');
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const url = `https://query2.finance.yahoo.com/v10/finance/quoteSummary/${encodeURIComponent(symbol)}?modules=${mods}&crumb=${encodeURIComponent(crumb)}`;
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const d = await jget(url, { Cookie: cookie });
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const r = d?.quoteSummary?.result?.[0];
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if (!r) throw new Error('Yahoo 無資料');
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const incQ = r.incomeStatementHistoryQuarterly?.incomeStatementHistory || [];
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const cfQ = r.cashflowStatementHistoryQuarterly?.cashflowStatements || [];
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const incY = r.incomeStatementHistory?.incomeStatementHistory || [];
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const cfY = r.cashflowStatementHistory?.cashflowStatements || [];
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const bsQ = r.balanceSheetHistoryQuarterly?.balanceSheetStatements || [];
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const shares = num(r.defaultKeyStatistics?.sharesOutstanding);
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const cfByDate = {};
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for (const c of cfQ) cfByDate[num(c.endDate)] = c;
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const quarters = incQ.map(s => {
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const end = num(s.endDate);
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const cf = cfByDate[end] || {};
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const netIncome = num(s.netIncome);
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return enrich({
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end: end ? new Date(end * 1000).toISOString().slice(0, 10) : null,
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label: end ? quarterLabel(end * 1000) : '',
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revenue: num(s.totalRevenue),
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grossProfit: num(s.grossProfit),
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operatingIncome: num(s.operatingIncome),
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netIncome,
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eps: (netIncome != null && shares) ? netIncome / shares : null,
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capex: num(cf.capitalExpenditures),
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ocf: num(cf.totalCashFromOperatingActivities),
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});
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});
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const cfYByDate = {};
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for (const c of cfY) cfYByDate[num(c.endDate)] = c;
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const annual = incY.map(s => {
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const end = num(s.endDate);
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const cf = cfYByDate[end] || {};
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return enrich({
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end: end ? new Date(end * 1000).toISOString().slice(0, 10) : null,
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label: end ? String(new Date(end * 1000).getUTCFullYear()) : '',
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revenue: num(s.totalRevenue),
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grossProfit: num(s.grossProfit),
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netIncome: num(s.netIncome),
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capex: num(cf.capitalExpenditures),
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ocf: num(cf.totalCashFromOperatingActivities),
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});
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});
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const bs = bsQ[0] || {};
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const totalAssets = num(bs.totalAssets);
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const totalLiabilities = num(bs.totalLiab);
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const balance = {
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end: num(bs.endDate) ? new Date(num(bs.endDate) * 1000).toISOString().slice(0, 10) : null,
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totalAssets, totalLiabilities,
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cash: num(bs.cash),
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totalDebt: (num(bs.shortLongTermDebt) || 0) + (num(bs.longTermDebt) || 0) || null,
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debtToAssets: pct(totalLiabilities, totalAssets),
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};
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return {
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source: 'Yahoo Finance',
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name: num(r.price?.shortName) || r.price?.shortName || r.price?.longName || symbol,
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currency: r.price?.currency || null,
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peTrailing: num(r.summaryDetail?.trailingPE),
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marketCap: num(r.price?.marketCap),
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quarters, annual, balance,
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};
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}
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// ─── SEC EDGAR companyfacts（美股後備）───
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let _tickerMap = null;
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async function tickerToCik(symbol) {
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if (!_tickerMap) {
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const d = await jget('https://www.sec.gov/files/company_tickers.json', { 'User-Agent': SEC_UA });
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_tickerMap = {};
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for (const k of Object.keys(d)) _tickerMap[String(d[k].ticker).toUpperCase()] = { cik: String(d[k].cik_str).padStart(10, '0'), name: d[k].title };
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}
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return _tickerMap[symbol] || null;
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}
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// 公司常會在不同年度換 XBRL 概念名（如營收 tag 變更），因此把所有候選概念
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// 的序列合併成一條時間線，再用 durationSeries / instantLatest 去重取最新。
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function mergeUnits(facts, names, unit = 'USD') {
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let out = [];
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for (const n of names) { const u = facts[n]?.units?.[unit]; if (u) out = out.concat(u); }
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return out.length ? out : null;
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}
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function pickShares(facts, names) {
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let out = [];
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for (const n of names) { const u = facts[n]?.units?.['USD/shares'] || facts[n]?.units?.shares; if (u) out = out.concat(u); }
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return out.length ? out : null;
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}
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// 取「期間型」概念的最近 N 期（quarterly ≈ 80-100 天 / annual ≈ 350-380 天）
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function durationSeries(units, kind) {
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if (!units) return [];
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const lo = kind === 'q' ? 80 : 330, hi = kind === 'q' ? 100 : 380;
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const byEnd = {};
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for (const e of units) {
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if (!e.start || !e.end) continue;
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const days = (new Date(e.end) - new Date(e.start)) / 86400000;
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if (days < lo || days > hi) continue;
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// 同一 end 取較新申報（10-Q/10-K）
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if (!byEnd[e.end] || (e.filed || '') > (byEnd[e.end].filed || '')) byEnd[e.end] = e;
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}
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return Object.values(byEnd).sort((a, b) => (a.end < b.end ? 1 : -1));
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}
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function instantLatest(units) {
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if (!units) return null;
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const sorted = units.filter(e => e.end).sort((a, b) => (a.end < b.end ? 1 : -1));
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return sorted[0] || null;
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}
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async function fetchEdgar(symbol) {
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const hit = await tickerToCik(symbol);
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if (!hit) throw new Error('SEC EDGAR 查無此美股代號');
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const cf = await jget(`https://data.sec.gov/api/xbrl/companyfacts/CIK${hit.cik}.json`, { 'User-Agent': SEC_UA });
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const g = cf.facts?.['us-gaap'] || {};
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const REV = ['RevenueFromContractWithCustomerExcludingAssessedTax', 'Revenues', 'RevenueFromContractWithCustomerIncludingAssessedTax', 'SalesRevenueNet', 'SalesRevenueGoodsNet'];
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const revU = mergeUnits(g, REV);
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const gpU = mergeUnits(g, ['GrossProfit']);
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const oiU = mergeUnits(g, ['OperatingIncomeLoss']);
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const niU = mergeUnits(g, ['NetIncomeLoss']);
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const epsU = pickShares(g, ['EarningsPerShareDiluted', 'EarningsPerShareBasic']);
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const capU = mergeUnits(g, ['PaymentsToAcquirePropertyPlantAndEquipment', 'PaymentsToAcquireProductiveAssets']);
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const ocfU = mergeUnits(g, ['NetCashProvidedByUsedInOperatingActivities', 'NetCashProvidedByUsedInOperatingActivitiesContinuingOperations']);
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const mapByEnd = (series) => { const m = {}; for (const e of series) m[e.end] = e.val; return m; };
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const revQ = durationSeries(revU, 'q'), gpQ = durationSeries(gpU, 'q'), oiQ = durationSeries(oiU, 'q'), niQ = durationSeries(niU, 'q'), epsQ = durationSeries(epsU, 'q');
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const gpM = mapByEnd(gpQ), oiM = mapByEnd(oiQ), niM = mapByEnd(niQ), epsM = mapByEnd(epsQ);
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const quarters = revQ.slice(0, 8).map(e => enrich({
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end: e.end, label: quarterLabel(e.end),
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revenue: e.val, grossProfit: gpM[e.end] ?? null, operatingIncome: oiM[e.end] ?? null,
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netIncome: niM[e.end] ?? null, eps: epsM[e.end] ?? null, capex: null, ocf: null,
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}));
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const revY = durationSeries(revU, 'y'), niY = durationSeries(niU, 'y'), capY = durationSeries(capU, 'y'), ocfY = durationSeries(ocfU, 'y'), gpY = durationSeries(gpU, 'y');
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const niYM = mapByEnd(niY), capYM = mapByEnd(capY), ocfYM = mapByEnd(ocfY), gpYM = mapByEnd(gpY);
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const annual = revY.slice(0, 5).map(e => enrich({
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end: e.end, label: String(new Date(e.end).getUTCFullYear()),
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revenue: e.val, grossProfit: gpYM[e.end] ?? null, netIncome: niYM[e.end] ?? null,
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capex: capYM[e.end] != null ? -Math.abs(capYM[e.end]) : null, ocf: ocfYM[e.end] ?? null,
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}));
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const assetsE = instantLatest(mergeUnits(g, ['Assets']));
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const liabE = instantLatest(mergeUnits(g, ['Liabilities']));
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const cashE = instantLatest(mergeUnits(g, ['CashAndCashEquivalentsAtCarryingValue', 'CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalents']));
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const balance = {
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end: assetsE?.end || null,
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totalAssets: assetsE?.val ?? null,
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totalLiabilities: liabE?.val ?? null,
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cash: cashE?.val ?? null,
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totalDebt: null,
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debtToAssets: pct(liabE?.val, assetsE?.val),
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};
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if (!quarters.length && !annual.length) throw new Error('EDGAR 無 us-gaap 財報資料（可能為以 IFRS 申報的外國發行人，建議改查其美股同業）');
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return { source: 'SEC EDGAR', name: cf.entityName || hit.name || symbol, currency: 'USD', peTrailing: null, marketCap: null, quarters, annual, balance };
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}
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// ─── 輕量「是否有新財報」探針（美股；只抓 submissions，比 companyfacts 小很多）───
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// 回傳最近一筆財報類申報的識別碼，用來判斷自上次抓取後是否出現新財報。
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export async function getLatestFilingInfo(symbol) {
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const hit = await tickerToCik(symbol);
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if (!hit) return null;
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const d = await jget(`https://data.sec.gov/submissions/CIK${hit.cik}.json`, { 'User-Agent': SEC_UA });
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const f = d.filings?.recent;
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if (!f || !Array.isArray(f.form)) return null;
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const FORMS = new Set(['10-Q', '10-K', '20-F', '40-F', '6-K']);
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for (let i = 0; i < f.form.length; i++) {
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if (FORMS.has(f.form[i])) return { accn: f.accessionNumber?.[i] || null, form: f.form[i], filingDate: f.filingDate?.[i] || null };
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}
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return null;
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}
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// ─── 對外：取得正規化財報（價格 + 兩來源擇優）───
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export async function getFundamentals(symbol) {
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const priceInfo = await getPrice(symbol);
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let data = null, errs = [];
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try {
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data = await fetchYahoo(symbol);
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if (!data.quarters?.length && !data.annual?.length) { errs.push('Yahoo 無財報期間'); data = null; }
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} catch (e) { errs.push('Yahoo: ' + (e?.message || e)); }
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if (!data) {
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try { data = await fetchEdgar(symbol); }
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catch (e) { errs.push('EDGAR: ' + (e?.message || e)); }
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}
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if (!data) throw new Error('兩個來源都取不到財報（' + errs.join('；') + '）');
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const asOf = data.quarters?.[0]?.label || data.annual?.[0]?.label || null;
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return {
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symbol,
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name: data.name || priceInfo.name || symbol,
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currency: data.currency || priceInfo.currency || 'USD',
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source: data.source,
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asOf,
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price: priceInfo.price,
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peTrailing: data.peTrailing ?? null,
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marketCap: data.marketCap ?? null,
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quarters: data.quarters || [],
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annual: data.annual || [],
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balance: data.balance || {},
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};
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}
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