Initial commit of integrated agent system

backend/skills/builtin/valuation_review/scripts/dcf_report.py

@@ -0,0 +1,71 @@
+#!/usr/bin/env python3
+# -*- coding: utf-8 -*-
+"""Deterministic DCF report helpers for the valuation_review skill."""
+
+from __future__ import annotations
+
+import json
+from typing import Iterable
+
+
+def build_dcf_report(rows: Iterable[dict], current_date: str) -> str:
+    """Render a DCF valuation report from normalized row inputs."""
+    lines = [f"=== DCF Valuation Analysis ({current_date}) ===\n"]
+
+    for row in rows:
+        error = row.get("error")
+        ticker = row["ticker"]
+        if error:
+            lines.append(f"{ticker}: {error}\n")
+            continue
+
+        current_fcf = float(row["current_fcf"])
+        growth_rate = float(row["growth_rate"])
+        market_cap = float(row["market_cap"])
+        discount_rate = float(row.get("discount_rate", 0.10))
+        terminal_growth = float(row.get("terminal_growth", 0.03))
+        num_years = int(row.get("num_years", 5))
+
+        pv_fcf = sum(
+            current_fcf
+            * (1 + growth_rate) ** year
+            / (1 + discount_rate) ** year
+            for year in range(1, num_years + 1)
+        )
+        terminal_fcf = (
+            current_fcf
+            * (1 + growth_rate) ** num_years
+            * (1 + terminal_growth)
+        )
+        terminal_value = terminal_fcf / (discount_rate - terminal_growth)
+        pv_terminal = terminal_value / (1 + discount_rate) ** num_years
+        enterprise_value = pv_fcf + pv_terminal
+        value_gap = (enterprise_value - market_cap) / market_cap * 100
+
+        if value_gap > 20:
+            assessment = "SIGNIFICANTLY UNDERVALUED"
+        elif value_gap > 0:
+            assessment = "POTENTIALLY UNDERVALUED"
+        elif value_gap > -20:
+            assessment = "POTENTIALLY OVERVALUED"
+        else:
+            assessment = "SIGNIFICANTLY OVERVALUED"
+
+        lines.append(f"{ticker}:")
+        lines.append(f"  Current FCF: ${current_fcf:,.0f}")
+        lines.append(f"  DCF Enterprise Value: ${enterprise_value:,.0f}")
+        lines.append(f"  Market Cap: ${market_cap:,.0f}")
+        lines.append(f"  Value Gap: {value_gap:+.1f}% -> {assessment}")
+        lines.append("")
+
+    return "\n".join(lines)
+
+
+def main() -> None:
+    """Read normalized rows from stdin and emit a text report."""
+    payload = json.load(__import__("sys").stdin)
+    print(build_dcf_report(payload["rows"], payload["current_date"]))
+
+
+if __name__ == "__main__":
+    main()