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fix(updater): n-port tickers only for common stock, state suffix in names, no float artifacts in cells #91

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daggerok merged 1 commit into from
Oct 26, 2026
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fix(updater): n-port tickers only for common stock, state suffix in names, no float artifacts in cells #91

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40 changes: 30 additions & 10 deletions scripts/update-data.ts
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Original file line number Diff line number Diff line change
Expand Up @@ -2585,8 +2585,8 @@ export function withoutClosedFunds<T>(queue: ReadonlyArray<T>, tickerOf: (item:
* - identifiers come from the position itself: `<cusip>` text (or a `value` attribute), `<isin value>`, `<ticker value>`,
* `<other value>`; a derivative's reference instrument (inside `<derivativeInfo>`) never lends its identifiers to the position
* - CUSIP `000000000` and `N/A` are missing; a missing weight or value is null (an empty cell), never 0
* - a ticker only for an equity row (assetCat EC or EP) traded in USD with a U.S. ISIN or none, and never one ticker on two
* different securities (`nportTickers`)
* - a ticker only for a common-stock row (assetCat EC, not a CVR, right, warrant or escrow line) traded in USD with a U.S.
* ISIN or none, and never one ticker on two different securities (`nportTickers`)
* - identity: the filing must name the fund's own series id, or, with no series id known, the fund's name (`nportIdentity`)
* - freshness: the report period must be strictly newer than the published holdings (`nportIsFresh`)
* - filings come newest report period first from the registrant's own archive folder, never from the filer agent's CIK
Expand Down Expand Up @@ -2732,11 +2732,17 @@ export function parseNportFiling(xml: string): NportFiling {
};
}

/** A number as sheet text: '' for null, no exponent, at most `digits` decimals (trailing zeros dropped). */
/**
* A number as sheet text: '' for null, no exponent, at most `digits` decimals (trailing zeros dropped), and no binary float
* artifact: `115797518.01` stays `115797518.01`, not the `115797518.01000001` of `toFixed(8)`.
*/
export function nportCell(value: number | null, digits = 8): string {
if (value === null || !Number.isFinite(value)) return '';
const text = value.toFixed(digits);
return text.indexOf('.') < 0 ? text : text.replace(/0+$/, '').replace(/\.$/, '');
const fixed = value.toFixed(digits);
// the shortest text of the rounded number; toFixed only where that text would be an exponent (very small or large numbers)
const shortest = String(Number(fixed));
if (!/e/i.test(shortest)) return shortest;
return fixed.indexOf('.') < 0 ? fixed : fixed.replace(/0+$/, '').replace(/\.$/, '');
}

/** The position's own identifier for a sheet: CUSIP, else ISIN, else the "other" code (a Bloomberg or internal id), else ''. */
Expand All @@ -2751,8 +2757,9 @@ export function nportIdentifier(position: NportPosition): string {
* `BANCORP, INC.`), so both spellings of one issuer give one key.
*/
export function nportNameKey(value: unknown): string {
// EDGAR adds a state or qualifier suffix to company titles ("COSTCO WHOLESALE CORP /NEW", "BANK OF AMERICA CORP /DE/", "US BANCORP \DE\"): drop a trailing one
const raw = String(value === null || value === undefined ? '' : value).replace(/(?:\s*[\/\\]\s*[A-Za-z]{2,3}\s*[\/\\]?)+\s*$/, '');
// EDGAR adds a state or qualifier suffix to company titles ("COSTCO WHOLESALE CORP /NEW", "BANK OF AMERICA CORP /DE/",
// "US BANCORP \DE\", "ACUITY INC. (DE)"): drop a trailing one
const raw = String(value === null || value === undefined ? '' : value).replace(/(?:\s*(?:[\/\\]\s*[A-Za-z]{2,3}\s*[\/\\]?|\(\s*[A-Za-z]{2,3}\s*\)))+\s*$/, '');
let text = nportText(raw).toUpperCase().replace(/['’]/g, '').replace(/&/g, ' AND ').replace(/[^A-Z0-9]+/g, ' ').trim();
text = text.replace(/\bCLASS\s+([A-Z])\b/g, 'CL $1').replace(/\bCL\s+([A-Z])\b/g, 'CL $1');
// a run of single letters is one word, never the class letter after CL
Expand Down Expand Up @@ -2808,8 +2815,21 @@ export function parseSecFundTickers(payload: unknown): Map<string, NportSeriesRe
}

/**
* Exchange tickers for the positions, in their order ('' for none). A ticker is given only to an equity row (assetCat EC or
* EP) traded in USD (or with no currency) whose ISIN is U.S. or missing: first the filer's own `<ticker value>`, else the
* Is the row a contingent value right, a right, a warrant or an escrow line filed as equity? A placeholder CUSIP or ISIN
* (`436CVR021`, `US009CVR0445`, `549ESC028`, `866CNT017`) says so; so does the name or title (`NOVO NORDISK A/S - CVR`,
* `XYZ INC RIGHTS`, `... WARRANT FEB 2026`, `Luby's Inc Escrow`), except on a CUSIP with the common-stock issue number 10
* (Schwab titles Enovix common stock 293594107 "Enovix Corp Warrants"). `CVR` as the first word is a company (CVR Energy).
*/
function nportIsRight(position: NportPosition): boolean {
if (/^[0-9A-Z]{3}(?:CVR|ESC|CNT)/.test(position.cusip) || /^US[0-9A-Z]{3}(?:CVR|ESC|CNT)/.test(position.isin)) return true;
if (/^[0-9A-Z]{6}10[0-9]$/.test(position.cusip)) return false;
return [position.name, position.title].some((text) => /\S\s*\bCVRS?\b|\bCONTINGENT\b|\bRIGHTS?\b|\bRTS\b|\bWARRANTS?\b|\bWTS\b|\bESCROW\b/i.test(text));
}

/**
* Exchange tickers for the positions, in their order ('' for none). A ticker is given only to a common-stock row (assetCat
* EC; a preferred EP, a CVR, right, warrant or escrow line gets none, a name match would give it the issuer's common ticker)
* traded in USD (or with no currency) whose ISIN is U.S. or missing: first the filer's own `<ticker value>`, else the
* SEC issuer-name table (`names`) when the row has a CUSIP or a U.S. ISIN. A ticker that lands on two different securities
* (Alphabet A and C, an ordinary share and its ADR) is dropped from the name-matched rows; when the filer itself gave it
* to two securities it is dropped from all of them. Bonds, cash, funds and derivatives stay identifier-keyed.
Expand All @@ -2818,7 +2838,7 @@ export function nportTickers(positions: ReadonlyArray<NportPosition>, names: Map
const fromFiler: boolean[] = [];
const tickers = positions.map((position, index) => {
fromFiler[index] = false;
const equity = (position.assetCat === 'EC' || position.assetCat === 'EP') && !position.derivative;
const equity = position.assetCat === 'EC' && !position.derivative && !nportIsRight(position);
const usd = !position.currency || position.currency === 'USD';
if (!equity || !usd || (position.isin && position.isin.slice(0, 2) !== 'US')) return '';
if (/^[A-Z][A-Z0-9.-]{0,9}$/.test(position.ticker)) {
Expand Down
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