scripts/munger-test.ts

import YahooFinance from 'yahoo-finance2';
import Alpaca from '@alpacahq/alpaca-trade-api';
import dotenv from 'dotenv';
import path from 'path';

// Load environment variables from .env file
dotenv.config({ path: path.resolve(__dirname, '../.env') });

// Fix for yahoo-finance2 v3+ where default export is the class
const yahooFinance = new (YahooFinance as any)();

// @ts-ignore
const alpaca = new Alpaca({
  keyId: process.env.ALPACA_KEY,
  secretKey: process.env.ALPACA_SECRET,
  paper: true,
});

interface StockMetrics {
  symbol: string;
  price: number;
  wma200: number;
  roe: number;
  isQuality: boolean;
}

async function getMungerMetrics(symbol: string): Promise<StockMetrics> {
  // 1. Obtener Histórico para WMA
  const queryOptions = { period1: '2021-01-01', interval: '1wk' as const };
  const history = await yahooFinance.chart(symbol, queryOptions);
  
  const closes = history.quotes.map((q: any) => q.close).filter((c: any): c is number => !!c);
  
  // Calcular 200-WMA (Simple Moving Average de 200 periodos semanales)
  const slice = closes.slice(-200);
  const wma200 = slice.reduce((a: number, b: number) => a + b, 0) / slice.length;

  // 2. Obtener Fundamentales
  const summary = await yahooFinance.quoteSummary(symbol, { modules: ['financialData', 'defaultKeyStatistics'] });
  const roe = summary.financialData?.returnOnEquity || 0;
  const debtToEquity = summary.financialData?.debtToEquity || 0;

  return {
    symbol,
    price: closes[closes.length - 1],
    wma200,
    roe,
    isQuality: roe > 0.15 && debtToEquity < 50
  };
}

async function checkAlpacaConnection() {
  console.log("Checking Alpaca Connection...");
  try {
    const account = await alpaca.getAccount();
    console.log("Alpaca Connection Successful!");
    console.log(`Account Status: ${account.status}`);
    console.log(`Buying Power: ${account.buying_power}`);
    return true;
  } catch (error: any) {
    console.error("Alpaca Connection Failed:", error.message);
    return false;
  }
}

async function main() {
    
    // Check Alpaca first
    const alpacaOk = await checkAlpacaConnection();
    if (!alpacaOk) {
        console.log("Skipping Munger metrics due to credential failure (optional).");
        // We can continue or stop. Let's continue for now to show other parts work.
    }

    console.log("\nStarting Munger Metrics Calculation...");
    const symbol = 'AAPL';
    try {
        // Suppress warnings?
        // yahooFinance.suppressNotices(['yahooSurvey']);
        
        const metrics = await getMungerMetrics(symbol);
        console.log(`Metrics for ${symbol}:`);
        console.log(JSON.stringify(metrics, null, 2));
    } catch (error) {
        console.error("Error calculating metrics:", error);
    }
}

main();