Adjustment Factors

const BASE_URL = "https://api.tickdb.ai";
const SYMBOL = "600519.SH";
const API_KEY = process.env.TICKDB_API_KEY;

async function get(path, params) {
  const url = new URL(path, BASE_URL);
  Object.entries(params).forEach(([key, value]) => {
    url.searchParams.set(key, String(value));
  });

  const response = await fetch(url, {
    headers: { "X-API-Key": API_KEY },
  });
  if (!response.ok) {
    throw new Error(`HTTP ${response.status}`);
  }

  const result = await response.json();
  if (result.code !== 0) {
    throw new Error(result.message);
  }
  return result.data;
}

function adjustPrice(rawPrice, klineTime, mode, factors) {
  // Forward: select forward factors effective after the K-line timestamp.
  // Backward: select backward factors effective at or before the timestamp.
  const selected = factors.filter(
    (factor) =>
      factor.adjust === mode &&
      (mode === "forward"
        ? factor.timestamp > klineTime
        : factor.timestamp <= klineTime),
  );

  // Apply forward factors oldest to newest and backward factors newest to oldest.
  selected.sort((a, b) =>
    mode === "forward" ? a.timestamp - b.timestamp : b.timestamp - a.timestamp,
  );

  return selected.reduce((price, factor) => {
    // Apply each factor sequentially:
    // adjusted_price = current_price * factor_a + factor_b
    return price * Number(factor.factor_a) + Number(factor.factor_b);
  }, Number(rawPrice));
}

async function main() {
  // Get unadjusted K-lines
  const klineData = await get("/v1/market/kline", {
    symbol: SYMBOL,
    type: "stock",
    interval: "1d",
    adjust: "none",
    limit: 100,
  });
  const klines = klineData.klines;

  // The response path is data.data.{symbol}[]
  const factorData = await get("/v1/market/kline/ex-factors", {
    symbols: SYMBOL,
    type: "stock",
  });
  const factors = factorData.data[SYMBOL];

  for (const kline of klines) {
    console.log({
      time: kline.time,
      raw: kline.close,
      forward: adjustPrice(kline.close, kline.time, "forward", factors),
      backward: adjustPrice(kline.close, kline.time, "backward", factors),
    });
  }
}

main().catch(console.error);