Duriin-API/workers/priceContext.js

const https = require("https");

// fetches daily OHLC from yahoo finance v8 chart api
// no api key needed but rate limited so we cache aggressively
async function fetchYahooHistory(ticker, range = "6mo") {
  const url = `https://query1.finance.yahoo.com/v8/finance/chart/${encodeURIComponent(ticker)}?range=${range}&interval=1d`;

  const body = await httpGet(url, {
    "User-Agent": "Mozilla/5.0 (compatible; duriin-intelligence/1.0)",
  });

  let parsed;
  try {
    parsed = JSON.parse(body);
  } catch (_) {
    throw new Error(`yahoo response not JSON: ${body.slice(0, 200)}`);
  }

  const result = parsed?.chart?.result?.[0];
  if (!result) return null;

  const ts = result.timestamp || [];
  const closes = result.indicators?.quote?.[0]?.close || [];

  const out = [];
  for (let i = 0; i < ts.length; i++) {
    if (closes[i] == null) continue;
    out.push({
      date: new Date(ts[i] * 1000).toISOString().slice(0, 10),
      close: closes[i],
    });
  }

  return out;
}


function nearestPriceOnOrBefore(history, dateStr) {
  // history is sorted ascending by date
  let last = null;
  for (const row of history) {
    if (row.date <= dateStr) last = row;
    else break;
  }
  return last ? last.close : null;
}


function computeStdev(values) {
  if (values.length < 2) return 0;
  const mean = values.reduce((a, b) => a + b, 0) / values.length;
  const sq = values.reduce((acc, v) => acc + (v - mean) ** 2, 0);
  return Math.sqrt(sq / (values.length - 1));
}


function computeReturns(history) {
  const rets = [];
  for (let i = 1; i < history.length; i++) {
    const prev = history[i - 1].close;
    const cur = history[i].close;
    if (prev > 0) rets.push((cur - prev) / prev);
  }
  return rets;
}


// returns { price, price_30d_ago, price_90d_ago, vol_30d } as_of a given date
async function getPriceContext(intelligenceDb, ticker, asOfDate) {
  if (!ticker || !asOfDate) return null;

  // skip private/synthetic tickers — yahoo wont know them
  if (/^(OPENAI|ANTHROPIC|XAI|HUAWEI|BYTEDANCE|DEEPSEEK|MISTRAL|COHERE|GROQ|SCALEAI|MCKINSEY|DELOITTE|STABILITY|INFLECTION|SPACEX|BLUEORIGIN)$/i.test(ticker)) {
    return null;
  }

  const cacheRow = intelligenceDb.prepare(
    "SELECT price, price_30d_ago, price_90d_ago, vol_30d FROM price_snapshots WHERE ticker = ? AND as_of = ?"
  ).get(ticker, asOfDate);

  if (cacheRow) return cacheRow;

  let history;
  try {
    history = await fetchYahooHistory(ticker, "6mo");
  } catch (err) {
    // dont blow up the worker on a single bad ticker
    return null;
  }

  if (!history || history.length === 0) return null;

  const price = nearestPriceOnOrBefore(history, asOfDate);
  if (price == null) return null;

  const date30 = new Date(asOfDate);
  date30.setDate(date30.getDate() - 30);
  const price30 = nearestPriceOnOrBefore(history, date30.toISOString().slice(0, 10));

  const date90 = new Date(asOfDate);
  date90.setDate(date90.getDate() - 90);
  const price90 = nearestPriceOnOrBefore(history, date90.toISOString().slice(0, 10));

  // 30-day annualized vol from daily returns
  const recent = history.filter(h => h.date <= asOfDate).slice(-30);
  const vol30 = computeStdev(computeReturns(recent)) * Math.sqrt(252);

  const snapshot = {
    price,
    price_30d_ago: price30,
    price_90d_ago: price90,
    vol_30d: vol30,
  };

  try {
    intelligenceDb.prepare(
      "INSERT OR REPLACE INTO price_snapshots (ticker, as_of, price, price_30d_ago, price_90d_ago, vol_30d) VALUES (?, ?, ?, ?, ?, ?)"
    ).run(ticker, asOfDate, snapshot.price, snapshot.price_30d_ago, snapshot.price_90d_ago, snapshot.vol_30d);
  } catch (_) {}

  return snapshot;
}


// formats the snapshot for inclusion in the LLM prompt
function formatPriceContext(snapshot, ticker) {
  if (!snapshot || snapshot.price == null) return null;

  const lines = [`${ticker} price as of event: $${snapshot.price.toFixed(2)}`];

  if (snapshot.price_30d_ago) {
    const ret30 = (snapshot.price - snapshot.price_30d_ago) / snapshot.price_30d_ago * 100;
    lines.push(`30-day return: ${ret30 >= 0 ? "+" : ""}${ret30.toFixed(1)}%`);
  }

  if (snapshot.price_90d_ago) {
    const ret90 = (snapshot.price - snapshot.price_90d_ago) / snapshot.price_90d_ago * 100;
    lines.push(`90-day return: ${ret90 >= 0 ? "+" : ""}${ret90.toFixed(1)}%`);
  }

  if (snapshot.vol_30d) {
    lines.push(`30-day annualized volatility: ${(snapshot.vol_30d * 100).toFixed(1)}%`);
  }

  return lines.join("\n");
}


function httpGet(url, headers) {
  return new Promise((resolve, reject) => {
    const u = new URL(url);
    const req = https.request({
      hostname: u.hostname,
      path: u.pathname + u.search,
      method: "GET",
      headers,
    }, (res) => {
      let data = "";
      res.on("data", chunk => data += chunk);
      res.on("end", () => {
        if (res.statusCode >= 200 && res.statusCode < 300) resolve(data);
        else reject(new Error(`yahoo ${res.statusCode}: ${data.slice(0, 200)}`));
      });
    });
    req.on("error", reject);
    req.end();
  });
}


module.exports = { getPriceContext, formatPriceContext };