Merge branch 'master' of github.com:zmcx16/Norn-StockScreener

src/common/common.js

@@ -17,6 +17,7 @@ export const NornFinanceAPIServerGithub = "https://github.com/zmcx16/Norn-Financ
 export const ShortSummaryRelLink = "/short-stocks-summary/"
 export const ESGLink = 'https://www.sustainalytics.com/esg-ratings'
 export const DividendChampionsUrl = "https://moneyzine.com/investments/dividend-champions/"
+export const BenfordLawUrl = "https://www.learndatasci.com/glossary/benfords-law/"
 
 export const argSetValueBackgroundColor = 'rgba(144,238,144, 0.5)'
 
@@ -37,6 +38,7 @@ export const pageRouterTable = [
   { text: 'Short Stocks Summary', path: '/short-stocks-summary/' },
   { text: 'Dividend Champions', path: '/dividend-champions/' },
   { text: 'ESG Stocks Summary', path: '/esg-stocks-summary/' },
+  { text: "Stock Benford's Law", path: '/stock-benford-law/' },
   { text: 'Stock Price Simulation', path: '/stock-price-simulation/' },
   { text: 'Market Correlation Matrix', path: '/market-correlation-matrix/' },
 ]
@@ -69,4 +71,6 @@ The idea for the spreadsheet was created in 2008 by Dave Fish (deceased in 2018)
 and is now available and updated every Friday afternoon at Dividend Radar.`
 export const DividendDRGDescription = 
 `Dividend Growth: CAGRs are calculated using trailing twelve months`
-export const PCRTooltip = `Put-Call Ratio (PCR) Data Source: Yahoo Finance (Data range: 365 days)`
+export const PCRTooltip = `Put-Call Ratio (PCR) Data Source: Yahoo Finance (Data range: 365 days)`
+export const BenfordLawTooltip = `Benford's Law, a statistical phenomenon, asserts that in various datasets, smaller first digits (1, 2, 3) occur more frequently than larger ones. Applied to financial data, it can aid in detecting anomalies and potential fraud.
+While Benford's Law is a valuable tool, it is not foolproof. It serves as a red flag, prompting further scrutiny rather than offering definitive proof of fraud. Used alongside other forensic accounting techniques, it enhances the effectiveness of financial statement analysis.`

src/common/dataGridUtil.js

@@ -12,15 +12,17 @@ import { convertKMBT } from './utils'
 export const YahooFinanceUrl = YahooFinanceEnUrl
 
 
-export function PureFieldWithValueCheck(field, headerName, width, valueFixed, hide, description = null) {
+export function PureFieldWithValueCheck(field, headerName, width, valueFixed, hide, description = null, toExponential = false) {
   let output = {
     field: field,
     headerName: headerName,
     width: width,
     type: 'number',
     renderCell: (params) => (
       params.value === "-" || params.value === -Number.MAX_VALUE || params.value === Number.MAX_VALUE || params.value === null || params.value === undefined || params.value === "Infinity" || params.value === 'NaN' ?
-        <span>-</span> :
+        <span>-</span> : 
+        toExponential ? 
+        <span>{params.value.toExponential(valueFixed)}</span> : 
         <span>{params.value.toFixed(valueFixed)}</span>
     ),
     hide: hide

src/components/stock-benford-law/stockBenfordLaw.js

@@ -0,0 +1,274 @@
+
+import React, { useState, useRef, useEffect } from 'react'
+import { DataGrid } from '@mui/x-data-grid'
+import IconButton from '@mui/material/IconButton'
+import BarChartSharpIcon from '@mui/icons-material/BarChartSharp'
+import useFetch from 'use-http'
+import moment from 'moment'
+import Link from '@mui/material/Link'
+
+import StockBenfordLawChart from './stockBenfordLawChart'
+import ModalWindow from '../modalWindow'
+import DefaultDataGridTable from '../defaultDataGridTable'
+import SearchGridToolbar from '../searchGridToolbar'
+import { BenfordLawTooltip, BenfordLawUrl} from '../../common/common'
+import { SymbolNameField, PriceField, PureFieldWithValueCheck, PercentField, ColorPercentField } from '../../common/dataGridUtil'
+
+import stockBenfordLawStyle from './stockBenfordLaw.module.scss'
+import '../muiTablePagination.css'
+
+const StockBenfordLaw = ({ loadingAnimeRef }) => {
+
+  const [hideColState, setHideColState] = useState({})
+
+  const modalWindowRef = useRef({
+    popModalWindow: null,
+    popPureModal: null,
+  })
+
+
+  const tableColList = {
+    Close: { hide: false, text: 'Price' },
+    LastQuarterSSE: { hide: false, text: 'LastQ SSE' },
+    LastYearSSE: { hide: false, text: 'LastY SSE' },
+    AllQuartersSSE: { hide: false, text: 'AllQ SSE' },
+    AllYearsSSE: { hide: false, text: 'AllY SSE' },
+    AllQuartersYearsSSE: { hide: false, text: 'AllQY SSE' },
+    PE: { hide: false, text: 'P/E' },
+    PB: { hide: false, text: 'P/B' },
+    Dividend: { hide: false, text: 'Dividend %' },
+    High52: { hide: false, text: '52W High' },
+    Low52: { hide: false, text: '52W Low' },
+    PerfWeek: { hide: false, text: 'Perf Week' },
+    PerfMonth: { hide: false, text: 'Perf Month' },
+    PerfQuarter: { hide: false, text: 'Perf Quarter' },
+    PerfHalfY: { hide: false, text: 'Perf Half Y' },
+    PerfYear: { hide: false, text: 'Perf Year' },
+    PerfYTD: { hide: false, text: 'Perf YTD' },
+    Chart: { hide: false, text: 'Chart' },
+  }
+
+  const getData = async (url, fetchObj) => {
+    const resp_data = await fetchObj.get(url)
+    if (fetchObj.response.ok && resp_data) {
+      return resp_data
+    }
+    else {
+      return null
+    }
+  }
+
+  const renderShowChart = (symbol, chartData, SSEData)=> {
+    modalWindowRef.current.popModalWindow(<StockBenfordLawChart title={`${symbol} Chart`} chartData={chartData} SSEData={SSEData}/>)
+  }
+
+  const genTableColTemplate = () => {
+    return [
+      SymbolNameField('Symbol', 130, 'symbol' in hideColState ? hideColState['symbol'] : false),
+      PriceField('close', tableColList.Close.text, 110, 'close' in hideColState ? hideColState['close'] : tableColList['Close'].hide, null, "yahoo"),
+      PureFieldWithValueCheck("lastQuarterSSE", tableColList.LastQuarterSSE.text, 110, 3, "lastQuarterSSE" in hideColState ? hideColState["lastQuarterSSE"] : tableColList['LastQuarterSSE'].hide, "The sum of squares due to error (SSE) for Benford's Law in the last quarter's financial data.", true),
+      PureFieldWithValueCheck("lastYearSSE", tableColList.LastYearSSE.text, 110, 3, "lastYearSSE" in hideColState ? hideColState["lastYearSSE"] : tableColList['LastYearSSE'].hide, "The sum of squares due to error (SSE) for Benford's Law in the last year's financial data.", true),
+      PureFieldWithValueCheck("allQuartersSSE", tableColList.AllQuartersSSE.text, 110, 3, "allQuartersSSE" in hideColState ? hideColState["allQuartersSSE"] : tableColList['AllQuartersSSE'].hide, "The sum of squares due to error (SSE) for Benford's Law in all quarters' financial data.", true),
+      PureFieldWithValueCheck("allYearsSSE", tableColList.AllYearsSSE.text, 110, 3, "allYearsSSE" in hideColState ? hideColState["allYearsSSE"] : tableColList['AllYearsSSE'].hide, "The sum of squares due to error (SSE) for Benford's Law in all years' financial data.", true),
+      PureFieldWithValueCheck("allQuartersYearsSSE", tableColList.AllQuartersYearsSSE.text, 110, 3, "allQuartersYearsSSE" in hideColState ? hideColState["allQuartersYearsSSE"] : tableColList['AllQuartersYearsSSE'].hide, "The sum of squares due to error (SSE) for Benford's Law in all quarters and years' financial data.", true),
+      PureFieldWithValueCheck("PE", tableColList.PE.text, 110, 2, "PE" in hideColState ? hideColState["PE"] : tableColList['PE'].hide),
+      PureFieldWithValueCheck("PB", tableColList.PB.text, 110, 2, "PB" in hideColState ? hideColState["PB"] : tableColList['PB'].hide),
+      PercentField("dividend", tableColList.Dividend.text, 150, "dividend" in hideColState ? hideColState["dividend"] : tableColList['Dividend'].hide),
+      PercentField("high52", tableColList.High52.text, 150, "high52" in hideColState ? hideColState["high52"] : tableColList['High52'].hide),
+      PercentField("low52", tableColList.Low52.text, 150, "low52" in hideColState ? hideColState["low52"] : tableColList['Low52'].hide),
+      ColorPercentField("perfWeek", tableColList.PerfWeek.text, 150, 2, "perfWeek" in hideColState ? hideColState["perfWeek"] : tableColList['PerfWeek'].hide, 500),
+      ColorPercentField("perfMonth", tableColList.PerfMonth.text, 150, 2, "perfMonth" in hideColState ? hideColState["perfMonth"] : tableColList['PerfMonth'].hide, 500),
+      ColorPercentField("perfQuarter", tableColList.PerfQuarter.text, 150, 2, "perfQuarter" in hideColState ? hideColState["perfQuarter"] : tableColList['PerfQuarter'].hide, 500),
+      ColorPercentField("perfHalfY", tableColList.PerfHalfY.text, 150, 2, "perfHalfY" in hideColState ? hideColState["perfHalfY"] : tableColList['PerfHalfY'].hide, 500),
+      ColorPercentField("perfYear", tableColList.PerfYear.text, 150, 2, "perfYear" in hideColState ? hideColState["perfYear"] : tableColList['PerfYear'].hide, 500),
+      ColorPercentField("perfYTD", tableColList.PerfYTD.text, 150, 2, "perfYTD" in hideColState ? hideColState["perfYTD"] : tableColList['PerfYTD'].hide, 500),
+      {
+        field: 'Chart',
+        headerName: tableColList.Chart.text,
+        width: 130,
+        renderCell: (params) => (
+          <IconButton
+            size="small"
+            aria-haspopup="true"
+            onClick={()=>{
+              renderShowChart(params.row["symbol"], params.row["chartData"], params.row["SSEData"])
+            }}
+          >
+            <BarChartSharpIcon color="primary" style={{ fontSize: 40 }} />
+          </IconButton>
+        ),
+        hide: 'Chart' in hideColState ? hideColState['Chart'] : tableColList['Chart'].hide
+      },
+    ]
+  }
+
+  const fetchStockData = useFetch({ cachePolicy: 'no-cache' })
+  const fetchBenfordData = useFetch({ cachePolicy: 'no-cache' })
+  const renderStockBenfordLawTable = (config, showChart)=>{
+    Promise.all([
+      getData("/norn-data/stock/stat.json", fetchStockData),
+      getData('/norn-data/stock-benford-law.json', fetchBenfordData),
+    ]).then((allResponses) => {
+      //console.log(allResponses)
+      if (allResponses.length === 2 && allResponses[0] !== null && allResponses[1] !== null) {
+        let benfordProbs = allResponses[1]["benfordDigitProbs"]
+        let output = Object.keys(allResponses[1]["data"]).reduce((result, symbol, index) => {
+          let stockInfo = allResponses[0][symbol]
+          let benfordData = allResponses[1]["data"][symbol]["data"]["stockDigitProbsSSE"]
+          let lastQuarterSSE = "benfordSSE" in benfordData["lastQuarter"] ? benfordData["lastQuarter"]["benfordSSE"] : undefined
+          let lastYearSSE = "benfordSSE" in benfordData["lastYear"] ? benfordData["lastYear"]["benfordSSE"] : undefined
+          let allQuartersSSE = "benfordSSE" in benfordData["allQuarters"] ? benfordData["allQuarters"]["benfordSSE"] : undefined
+          let allYearsSSE = "benfordSSE" in benfordData["allYears"] ? benfordData["allYears"]["benfordSSE"] : undefined
+          let allQuartersYearsSSE = "benfordSSE" in benfordData["allQuartersYears"] ? benfordData["allQuartersYears"]["benfordSSE"] : undefined
+
+          const genChartData = (d, valid) => {
+            let chartData = []
+            for (let i = 0; i < 9; i++) {
+              chartData.push({
+                name: `${i + 1}`,
+                dataProbs: valid ? parseInt(d["prob"][i] * 10000, 10) / 100.0 : 0,
+                benfordProbs: parseInt(benfordProbs[i] * 10000, 10) / 100.0
+              })
+            }
+            return chartData
+          }    
+          const genChartTitle = (title, d, sse) => {
+            let n = "No Data"
+            let sseText = "N/A"
+            if (sse !== undefined) {
+              n = d.reduce((a,b)=>a+b)
+              sseText = sse.toExponential(3)
+            }
+            return `[${title}] n=${n}, SSE=${sseText}`
+          }
+
+          let chartData = {
+            "lastQuarter" : {
+              "data": genChartData(benfordData["lastQuarter"], lastQuarterSSE !== undefined),
+              "title": genChartTitle("Last Quarter", benfordData["lastQuarter"]["count"], lastQuarterSSE)
+            },
+            "lastYear": {
+              "data": genChartData(benfordData["lastYear"], lastYearSSE !== undefined),
+              "title": genChartTitle("Last Year", benfordData["lastYear"]["count"], lastYearSSE)
+            },
+            "allQuarters": {
+              "data": genChartData(benfordData["allQuarters"], allQuartersSSE !== undefined),
+              "title": genChartTitle("All Quarters", benfordData["allQuarters"]["count"], allQuartersSSE)
+            },
+            "allYears": {
+              "data": genChartData(benfordData["allYears"], allYearsSSE !== undefined),
+              "title": genChartTitle("All Years", benfordData["allYears"]["count"], allYearsSSE)
+            },
+            "allQuartersYears": {
+              "data": genChartData(benfordData["allQuartersYears"], allQuartersYearsSSE !== undefined),
+              "title": genChartTitle("All Q & Y", benfordData["allQuartersYears"]["count"], allQuartersYearsSSE)
+            },
+          }
+
+          let SSEData = [
+            {
+              "name": "Financial Statement SSE",
+              "lastQuarterSSE": lastQuarterSSE !== undefined ? lastQuarterSSE.toExponential(3) : 0,
+              "lastYearSSE": lastYearSSE !== undefined ? lastYearSSE.toExponential(3) : 0,
+              "allQuartersSSE": allQuartersSSE !== undefined ? allQuartersSSE.toExponential(3) : 0,
+              "allYearsSSE": allYearsSSE !== undefined ? allYearsSSE.toExponential(3) : 0,
+              "allQuartersYearsSSE": allQuartersYearsSSE !== undefined ? allQuartersYearsSSE.toExponential(3) : 0,
+            },
+          ]
+          console.log(SSEData)
+          let o = {
+            id: index,
+            symbol: symbol,
+            close: stockInfo !== undefined && stockInfo !== null && stockInfo['Close'] !== '-' ? stockInfo['Close'] : -Number.MAX_VALUE,
+            lastQuarterSSE: lastQuarterSSE !== undefined && lastQuarterSSE !== null ? lastQuarterSSE : -Number.MAX_VALUE,
+            lastYearSSE: lastYearSSE !== undefined && lastYearSSE !== null ? lastYearSSE : -Number.MAX_VALUE,
+            allQuartersSSE: allQuartersSSE !== undefined && allQuartersSSE !== null ? allQuartersSSE : -Number.MAX_VALUE,
+            allYearsSSE: allYearsSSE !== undefined && allYearsSSE !== null ? allYearsSSE : -Number.MAX_VALUE,
+            allQuartersYearsSSE: allQuartersYearsSSE !== undefined && allQuartersYearsSSE !== null ? allQuartersYearsSSE : -Number.MAX_VALUE,
+            PE: stockInfo !== undefined && stockInfo !== null && stockInfo['P/E'] !== '-' ? stockInfo['P/E'] : Number.MAX_VALUE,
+            PB: stockInfo !== undefined && stockInfo !== null && stockInfo['P/B'] !== '-' ? stockInfo['P/B'] : Number.MAX_VALUE,
+            dividend: stockInfo !== undefined && stockInfo !== null && stockInfo['Dividend %'] !== '-' ? stockInfo['Dividend %'] : -Number.MAX_VALUE,
+            high52: stockInfo !== undefined && stockInfo !== null && stockInfo['52W High'] !== '-' ? stockInfo['52W High'] : -Number.MAX_VALUE,
+            low52: stockInfo !== undefined && stockInfo !== null && stockInfo['52W Low'] !== '-' ? stockInfo['52W Low'] : -Number.MAX_VALUE,
+            perfWeek: stockInfo !== undefined && stockInfo !== null && stockInfo['Perf Week'] !== '-' ? stockInfo['Perf Week'] : -Number.MAX_VALUE,
+            perfMonth: stockInfo !== undefined && stockInfo !== null && stockInfo['Perf Month'] !== '-' ? stockInfo['Perf Month'] : -Number.MAX_VALUE,
+            perfQuarter: stockInfo !== undefined && stockInfo !== null && stockInfo['Perf Quarter'] !== '-' ? stockInfo['Perf Quarter'] : -Number.MAX_VALUE,
+            perfHalfY: stockInfo !== undefined && stockInfo !== null && stockInfo['Perf Half Y'] !== '-' ? stockInfo['Perf Half Y'] : -Number.MAX_VALUE,
+            perfYear: stockInfo !== undefined && stockInfo !== null && stockInfo['Perf Year'] !== '-' ? stockInfo['Perf Year'] : -Number.MAX_VALUE,
+            perfYTD: stockInfo !== undefined && stockInfo !== null && stockInfo['Perf YTD'] !== '-' ? stockInfo['Perf YTD'] : -Number.MAX_VALUE,
+            chartData: chartData,
+            SSEData: SSEData,
+          }
+
+          if(config.filter_symbols.length === 0 || config.filter_symbols.includes(symbol)) {
+            result.push(o)
+          }
+          return result
+        }, [])
+        console.log(output)
+        setRowData(output)
+        if (showChart) {
+          renderShowChart(output[0]["symbol"], output[0]["chartData"], output[0]["SSEData"])
+        }
+      } else {
+        modalWindowRef.current.popModalWindow(<div>Load some data failed</div>)
+      }
+      loadingAnimeRef.current.setLoading(false)
+    }).catch((error) => {
+      console.error(error)
+      modalWindowRef.current.popModalWindow(<div>Can't get data</div>)
+      loadingAnimeRef.current.setLoading(false)
+    })
+  }
+
+  const [rowData, setRowData] = useState([])
+  const [searchVal, setSearchVal] = useState("")
+  useEffect(() => {
+    // componentDidMount is here!
+    // componentDidUpdate is here!
+    let config = {filter_symbols: []}
+    let showChart = false
+    if (typeof window !== 'undefined') {
+      const queryParameters = new URLSearchParams(window.location.search)
+      let symbol = queryParameters.get("symbol")
+      if (symbol) {
+        config = {filter_symbols: [symbol]}
+      }
+      showChart = queryParameters.get("showChart") === "true"
+    }
+    renderStockBenfordLawTable(config, showChart)
+    return () => {
+      // componentWillUnmount is here!
+    }
+  }, [])
+
+  return (
+    <>
+      <div className={stockBenfordLawStyle.container}>
+        <div className={stockBenfordLawStyle.table}>
+          <DataGrid rows={rowData} columns={genTableColTemplate()} components={{ NoRowsOverlay: DefaultDataGridTable, Toolbar: ()=>{
+            return <SearchGridToolbar searchVal={searchVal} setSearchVal={setSearchVal} clickCallback={(config)=>{
+              renderStockBenfordLawTable(config, false)
+              }} 
+              info={{
+                placeholder: 'Filter symbols: AAPL, BAC, KSS, ...',
+                tooltip: {
+                  text: BenfordLawTooltip,
+                  link: BenfordLawUrl
+                }
+              }}
+              />
+            }}} disableSelectionOnClick onColumnVisibilityChange={(param) => {
+              let tempHideColState = hideColState
+              tempHideColState[param['field']] = !param['isVisible']
+              setHideColState(tempHideColState)
+            }}
+          />
+        </div>
+      </div>
+      <ModalWindow modalWindowRef={modalWindowRef} />
+    </>
+  )
+}
+
+export default StockBenfordLaw

src/components/stock-benford-law/stockBenfordLaw.module.scss

@@ -0,0 +1,15 @@
+.container {
+  padding: 10px 0;
+  width: 100%;
+}
+
+.showColumn {
+  border: 1px solid silver;
+  border-radius: 4px;
+  padding: 0px 10px;
+  margin: 0 1px 10px 1px;
+}
+
+.table{
+  height: 800px;
+}