tanker dividends analysis

analyze.js

const csv=require('csvtojson')
const _=require('lodash');
const moment = require('moment');

const dateFormat = 'YYYY-MM-DD';

const tickerColumn = 'TICKER';
const exDivColumn = 'EX-DIV DATE';
const dividendAmountColumn = 'DIVIDEND AMOUNT';

(async ()=>{

  let files = {
  }

  let results = {
  }

  const tickers = ['DHT', 'NAT', 'TNP', 'EURN', 'FRO', 'NNA', 'STNG', 'INSW', 'TNK'];

  const data = await Promise.all(tickers.map(ticker => csv().fromFile(`./${ticker}.csv`)));
  tickers.map((ticker, i) => { 
    let byDate = {};
    data[i].map((item, j)=>{
      if(data[i][j+1]){
        item.prevClose = Number(data[i][j+1]['Close/Last'].replace('$', ''));
        item.prevCloseFull = data[i][j+1];
      }
      byDate[item.Date] = item;
    });

    files[ticker] = byDate;
    results[ticker] = [];
  });

  const exDivs = await csv().fromFile('./dividends.csv');

  exDivs.map((item)=>{
    const ticker = item[tickerColumn];
    const divDate = item[exDivColumn];
    const divAmount = Number(item[dividendAmountColumn].replace('$', ''));

    const dataForDate = files[ticker][divDate];

    if(dataForDate){
      let close = Number(dataForDate['Close/Last'].replace('$', ''));
      const open = Number(dataForDate['Open'].replace('$', ''));
      const prevClose = dataForDate.prevClose;
      const expected = prevClose - divAmount;
      const difference = Number((close - expected).toFixed(2));
      const pctDifference = Number((100 * (difference / divAmount)).toFixed(2));

      results[ticker].push([
        divDate,
        divAmount,
        prevClose,
        expected,
        open,
        close,   
        difference,
        pctDifference
      ]);
    }
  });

  let resultsToPrint = {
  }

  let resultKeys = ['datapoints', 'expectations', 'beatAmt'];

  resultKeys.map(key => resultsToPrint[key] = [])

  _.forEach(results, (result, ticker)=>{
    let greaterThan = 0;
    let lessThan = 0;
    let pcts = [];
    let amts = [];

    result.forEach((one)=>{
      let pctDifference = one[one.length-1];
      let amtDifference = one[one.length-2];

      if(pctDifference > 0){
        ++greaterThan;
      } else {
        ++lessThan;
      }

      pcts.push(pctDifference);
      amts.push(amtDifference);
    });

    // Number of datapoints for each
    resultsToPrint.datapoints.push(`$${ticker} ${greaterThan + lessThan}`);

    if(lessThan === 0){
      resultsToPrint.expectations.push(`$${ticker} 100%`);
    } else {
      // how often beat expectations?
      resultsToPrint.expectations.push(`$${ticker} ${( 100 * (greaterThan/(greaterThan + lessThan))).toFixed(2)}%`);
    }

    // What amt beat?
    resultsToPrint.beatAmt.push(`$${ticker} ${_.mean(amts).toFixed(2)}`);
  });

  resultKeys.forEach(key => {
    console.log(key);
    resultsToPrint[key].forEach((item)=>{
      console.log(item);
    })
    console.log('')
  })
})();