@backtest-kit/signals 0.0.4 → 0.0.6

package/build/index.cjs

@@ -458,13 +458,9 @@ function generateAnalysis$3(symbol, candles) {
         const prevVolume = !isUnsafe$4(prevVolumeRaw)
             ? prevVolumeRaw
             : volumes[Math.max(0, i - 6)];
-        const volumeTrend = !isUnsafe$4(recentVolume) && !isUnsafe$4(prevVolume)
-            ? recentVolume > prevVolume * 1.1
-                ? "increasing"
-                : recentVolume < prevVolume * 0.9
-                    ? "decreasing"
-                    : "stable"
-            : "stable";
+        const volumeTrendRatio = !isUnsafe$4(recentVolume) && !isUnsafe$4(prevVolume) && prevVolume > 0
+            ? recentVolume / prevVolume
+            : null;
         // Support/Resistance calculation
         const pivotPeriod = Math.min(4, i + 1);
         const startIdx = i + 1 - pivotPeriod;
@@ -543,7 +539,7 @@ function generateAnalysis$3(symbol, candles) {
             cci20: cci.getResult() != null && !isUnsafe$4(cci.getResult())
                 ? cci.getResult()
                 : null,
-            volumeTrend,
+            volumeTrendRatio,
             support: support != null && !isUnsafe$4(support)
                 ? support
                 : !isUnsafe$4(currentPrice)
@@ -1120,26 +1116,26 @@ function isUnsafe$3(value) {
 /**
  * Calculates volume metrics including SMA, ratio, and trend.
  *
- * Computes volume SMA(5), current volume to average ratio, and volume trend
- * by comparing recent 3 candles to previous 3 candles. Returns "increasing"
- * if recent average > 120% of previous, "decreasing" if < 80%, else "stable".
+ * Computes volume SMA(5), current volume to average ratio, and volume trend ratio
+ * by comparing recent 3 candles to previous 3 candles. Returns numeric ratio
+ * of recent volume average to previous volume average (e.g., 1.2 = 20% increase).
  *
  * @param candles - Array of candle data
  * @param endIndex - Index of current candle in array
- * @returns Object with volumeSma5, volumeRatio, and volumeTrend
+ * @returns Object with volumeSma5, volumeRatio, and volumeTrendRatio
  *
  * @example
  * ```typescript
  * const candles = await getCandles('BTCUSDT', '1m', 60);
  * const metrics = calculateVolumeMetrics(candles, 59);
  * console.log(metrics);
- * // { volumeSma5: 1500000, volumeRatio: 1.25, volumeTrend: "increasing" }
+ * // { volumeSma5: 1500000, volumeRatio: 1.25, volumeTrendRatio: 1.15 }
  * ```
  */
 function calculateVolumeMetrics(candles, endIndex) {
     const volumes = candles.slice(0, endIndex + 1).map((c) => Number(c.volume));
     if (volumes.length < 5) {
-        return { volumeSma5: null, volumeRatio: null, volumeTrend: "stable" };
+        return { volumeSma5: null, volumeRatio: null, volumeTrendRatio: null };
     }
     const volumeSma5 = new tradingSignals.FasterSMA(5);
     volumes.forEach((vol) => volumeSma5.update(vol, false));
@@ -1147,20 +1143,17 @@ function calculateVolumeMetrics(candles, endIndex) {
     const avgVolume = !isUnsafe$3(avgVolumeRaw) ? avgVolumeRaw : 0;
     const currentVolume = volumes[volumes.length - 1];
     const volumeRatio = avgVolume > 0 && !isUnsafe$3(currentVolume) ? currentVolume / avgVolume : 1;
-    let volumeTrend = "stable";
+    let volumeTrendRatio = null;
     if (volumes.length >= 6) {
         const recent3 = volumes.slice(-3);
         const prev3 = volumes.slice(-6, -3);
         if (prev3.length >= 3) {
             const recentAvg = recent3.reduce((a, b) => a + b, 0) / 3;
             const prevAvg = prev3.reduce((a, b) => a + b, 0) / 3;
-            if (recentAvg > prevAvg * 1.2)
-                volumeTrend = "increasing";
-            else if (recentAvg < prevAvg * 0.8)
-                volumeTrend = "decreasing";
+            volumeTrendRatio = prevAvg > 0 ? recentAvg / prevAvg : null;
         }
     }
-    return { volumeSma5: avgVolume, volumeRatio, volumeTrend };
+    return { volumeSma5: avgVolume, volumeRatio, volumeTrendRatio };
 }
 /**
  * Calculates price change percentages over 1, 3, and 5 minute periods.
@@ -1493,7 +1486,7 @@ function generateAnalysis$2(symbol, candles) {
                 : null,
             volumeSma5: volumeMetrics.volumeSma5,
             volumeRatio: volumeMetrics.volumeRatio,
-            volumeTrend: volumeMetrics.volumeTrend,
+            volumeTrendRatio: volumeMetrics.volumeTrendRatio,
             currentPrice: currentPrice != null && !isUnsafe$3(currentPrice) ? currentPrice : null,
             priceChange1m: priceChanges.priceChange1m,
             priceChange3m: priceChanges.priceChange3m,
@@ -2056,38 +2049,33 @@ function calculateFibonacciLevels$1(candles, endIndex) {
     return nearestLevel;
 }
 /**
- * Analyzes volume trend by comparing recent vs older volume averages.
+ * Calculates volume trend ratio by comparing recent vs older volume averages.
  *
  * Compares average volume of last 8 candles against previous 8 candles.
- * Returns "increasing" if recent volume > 120% of older volume,
- * "decreasing" if recent < 80% of older volume, otherwise "stable".
+ * Returns ratio of recent volume to older volume (e.g., 1.2 means 20% increase).
  *
  * @param candles - Array of candle data
  * @param endIndex - Index of current candle in array
- * @returns Volume trend: "increasing", "decreasing", or "stable"
+ * @returns Volume trend ratio (recent/older), or null if insufficient data
  *
  * @example
  * ```typescript
  * const candles = await getCandles('ETHUSDT', '15m', 100);
- * const trend = calculateVolumeTrend(candles, 99);
- * console.log(trend); // "increasing" | "decreasing" | "stable"
+ * const ratio = calculateVolumeTrendRatio(candles, 99);
+ * console.log(ratio); // 1.25 (25% increase)
  * ```
  */
-function calculateVolumeTrend(candles, endIndex) {
+function calculateVolumeTrendRatio(candles, endIndex) {
     const volumes = candles.slice(0, endIndex + 1).map((c) => Number(c.volume));
     if (volumes.length < 16)
-        return "stable";
+        return null;
     const recentVolumes = volumes.slice(-8);
     const olderVolumes = volumes.slice(-16, -8);
     if (recentVolumes.length < 4 || olderVolumes.length < 4)
-        return "stable";
+        return null;
     const recentAvg = recentVolumes.reduce((sum, vol) => sum + vol, 0) / recentVolumes.length;
     const olderAvg = olderVolumes.reduce((sum, vol) => sum + vol, 0) / olderVolumes.length;
-    if (recentAvg > olderAvg * 1.2)
-        return "increasing";
-    if (recentAvg < olderAvg * 0.8)
-        return "decreasing";
-    return "stable";
+    return olderAvg > 0 ? recentAvg / olderAvg : null;
 }
 /**
  * Generates comprehensive technical analysis for 15-minute candles.
@@ -2168,7 +2156,7 @@ function generateAnalysis$1(symbol, candles) {
         if (i < WARMUP_PERIOD$1) {
             return;
         }
-        const volumeTrend = calculateVolumeTrend(candles, i);
+        const volumeTrendRatio = calculateVolumeTrendRatio(candles, i);
         const pivotPeriod = Math.min(48, i + 1);
         const startIdx = i + 1 - pivotPeriod;
         const recentHighs = highs
@@ -2267,7 +2255,7 @@ function generateAnalysis$1(symbol, candles) {
             roc10: roc10.getResult() != null && !isUnsafe$2(roc10.getResult())
                 ? roc10.getResult()
                 : null,
-            volumeTrend,
+            volumeTrendRatio,
             support: support != null && !isUnsafe$2(support)
                 ? support
                 : !isUnsafe$2(currentPrice)
@@ -2702,9 +2690,9 @@ const columns = [
             : "N/A",
     },
     {
-        key: "fibonacciCurrentLevel",
-        label: "Fibonacci Current Level",
-        format: (v) => String(v),
+        key: "fibonacciPositionPercent",
+        label: "Fibonacci Position %",
+        format: (v) => (v !== null ? `${Number(v).toFixed(2)}%` : "N/A"),
     },
     {
         key: "bodySize",
@@ -2781,7 +2769,7 @@ function calculateFibonacciLevels(candles, endIndex, period = 48) {
         return {
             nearestSupport: null,
             nearestResistance: null,
-            currentLevel: "insufficient data",
+            fibonacciPositionPercent: null,
         };
     }
     const startIdx = endIndex + 1 - period;
@@ -2796,13 +2784,15 @@ function calculateFibonacciLevels(candles, endIndex, period = 48) {
         return {
             nearestSupport: null,
             nearestResistance: null,
-            currentLevel: "insufficient data",
+            fibonacciPositionPercent: null,
         };
     }
     const high = Math.max(...highs);
     const low = Math.min(...lows);
     const range = high - low;
     const currentPrice = Number(candles[endIndex].close);
+    // Calculate position as percentage from low to high (0% = low, 100% = high)
+    const fibonacciPositionPercent = range > 0 ? ((currentPrice - low) / range) * 100 : null;
     const retracement = {
         level0: high,
         level236: high - range * 0.236,
@@ -2817,35 +2807,6 @@ function calculateFibonacciLevels(candles, endIndex, period = 48) {
         level1618: high + range * 0.618,
         level2618: high + range * 1.618,
     };
-    const tolerance = range * 0.015;
-    let currentLevel = "between levels";
-    if (Math.abs(currentPrice - retracement.level0) < tolerance) {
-        currentLevel = "0.0% (High)";
-    }
-    else if (Math.abs(currentPrice - retracement.level236) < tolerance) {
-        currentLevel = "23.6% Retracement";
-    }
-    else if (Math.abs(currentPrice - retracement.level382) < tolerance) {
-        currentLevel = "38.2% Retracement";
-    }
-    else if (Math.abs(currentPrice - retracement.level500) < tolerance) {
-        currentLevel = "50.0% Retracement";
-    }
-    else if (Math.abs(currentPrice - retracement.level618) < tolerance) {
-        currentLevel = "61.8% Retracement";
-    }
-    else if (Math.abs(currentPrice - retracement.level786) < tolerance) {
-        currentLevel = "78.6% Retracement";
-    }
-    else if (Math.abs(currentPrice - retracement.level1000) < tolerance) {
-        currentLevel = "100% Retracement (Low)";
-    }
-    else if (currentPrice > retracement.level0) {
-        currentLevel = "Above high";
-    }
-    else if (currentPrice < retracement.level1000) {
-        currentLevel = "Below low";
-    }
     const allRetracementLevels = Object.values(retracement).filter((level) => level !== null);
     const allExtensionLevels = Object.values(extension).filter((level) => level !== null && level > 0);
     const resistanceLevels = [...allRetracementLevels, ...allExtensionLevels]
@@ -2859,7 +2820,7 @@ function calculateFibonacciLevels(candles, endIndex, period = 48) {
     return {
         nearestSupport,
         nearestResistance,
-        currentLevel,
+        fibonacciPositionPercent,
     };
 }
 /**
@@ -2918,7 +2879,7 @@ function calculateSupportResistance(candles, endIndex, window = 20) {
  * const candles = await getCandles('BTCUSDT', '30m', 96);
  * const analysis = generateAnalysis('BTCUSDT', candles);
  * console.log(analysis[0].rsi14); // 52.45
- * console.log(analysis[0].fibonacciCurrentLevel); // "50.0% Retracement"
+ * console.log(analysis[0].fibonacciPositionPercent); // 50.25
  * ```
  */
 function generateAnalysis(symbol, candles) {
@@ -3087,7 +3048,7 @@ function generateAnalysis(symbol, candles) {
                 : null,
             fibonacciNearestSupport: fibonacci.nearestSupport,
             fibonacciNearestResistance: fibonacci.nearestResistance,
-            fibonacciCurrentLevel: fibonacci.currentLevel,
+            fibonacciPositionPercent: fibonacci.fibonacciPositionPercent,
             bodySize,
             closePrice: close,
             date: new Date(),
@@ -3194,7 +3155,7 @@ async function generateHistoryTable(indicators, symbol) {
     markdown +=
         "- **Fibonacci Nearest Resistance**: nearest resistance level over 48 candles (24h on 30m timeframe) before row timestamp (Min: 0 USD, Max: +∞ USD)\n";
     markdown +=
-        "- **Fibonacci Current Level**: current level description before row timestamp\n";
+        "- **Fibonacci Position %**: price position in high-low range before row timestamp (Min: 0%, Max: 100%+)\n";
     markdown +=
         "- **Current Price**: close price at row timestamp (Min: 0 USD, Max: +∞ USD)\n";
     markdown +=
@@ -3239,7 +3200,7 @@ async function generateHistoryTable(indicators, symbol) {
  * const candles = await getCandles('ETHUSDT', '30m', 96);
  * const rows = await service.getData('ETHUSDT', candles);
  * console.log(rows[0].rsi14); // 52.45
- * console.log(rows[0].fibonacciCurrentLevel); // "50.0% Retracement"
+ * console.log(rows[0].fibonacciPositionPercent); // 50.25
  * ```
  */
 class SwingTermHistoryService {
@@ -3423,7 +3384,6 @@ class FifteenMinuteCandleHistoryService {
          */
         this.generateReport = async (symbol, candles) => {
             this.loggerService.log("fifteenMinuteCandleHistoryService generateReport", { symbol });
-            const averageVolatility = candles.reduce((sum, candle) => sum + ((candle.high - candle.low) / candle.close) * 100, 0) / candles.length;
             let report = "";
             const currentData = await backtestKit.getDate();
             report += `## 15-Minute Candles History (Last ${RECENT_CANDLES$3})\n`;
@@ -3431,25 +3391,21 @@ class FifteenMinuteCandleHistoryService {
             for (let index = 0; index < candles.length; index++) {
                 const candle = candles[index];
                 const volatilityPercent = ((candle.high - candle.low) / candle.close) * 100;
-                const isHighVolatility = volatilityPercent > averageVolatility * 1.5;
                 const bodySize = Math.abs(candle.close - candle.open);
                 const candleRange = candle.high - candle.low;
                 const bodyPercent = candleRange > 0 ? (bodySize / candleRange) * 100 : 0;
-                const candleType = candle.close > candle.open
-                    ? "Green"
-                    : candle.close < candle.open
-                        ? "Red"
-                        : "Doji";
+                const priceChangePercent = candle.open > 0 ? ((candle.close - candle.open) / candle.open) * 100 : 0;
                 const formattedTime = new Date(candle.timestamp).toISOString();
-                report += `### 15m Candle ${index + 1} (${candleType}) ${isHighVolatility ? "HIGH-VOLATILITY" : ""}\n`;
+                report += `### 15m Candle ${index + 1}\n`;
+                report += `- **Price Change**: ${priceChangePercent.toFixed(3)}%\n`;
                 report += `- **Time**: ${formattedTime}\n`;
                 report += `- **Open**: ${await backtestKit.formatPrice(symbol, candle.open)} USD\n`;
                 report += `- **High**: ${await backtestKit.formatPrice(symbol, candle.high)} USD\n`;
                 report += `- **Low**: ${await backtestKit.formatPrice(symbol, candle.low)} USD\n`;
                 report += `- **Close**: ${await backtestKit.formatPrice(symbol, candle.close)} USD\n`;
                 report += `- **Volume**: ${await backtestKit.formatQuantity(symbol, candle.volume)}\n`;
-                report += `- **15m Volatility**: ${volatilityPercent.toFixed(2)}\n`;
-                report += `- **Body Size**: ${bodyPercent.toFixed(1)}\n\n`;
+                report += `- **15m Volatility**: ${volatilityPercent.toFixed(2)}%\n`;
+                report += `- **Body Size**: ${bodyPercent.toFixed(1)}%\n\n`;
             }
             return report;
         };
@@ -3588,13 +3544,10 @@ class HourCandleHistoryService {
                 const bodySize = Math.abs(candle.close - candle.open);
                 const candleRange = candle.high - candle.low;
                 const bodyPercent = candleRange > 0 ? (bodySize / candleRange) * 100 : 0;
-                const candleType = candle.close > candle.open
-                    ? "Green"
-                    : candle.close < candle.open
-                        ? "Red"
-                        : "Doji";
+                const priceChangePercent = candle.open > 0 ? ((candle.close - candle.open) / candle.open) * 100 : 0;
                 const formattedTime = new Date(candle.timestamp).toISOString();
-                markdown += `### 1h Candle ${index + 1} (${candleType})\n`;
+                markdown += `### 1h Candle ${index + 1}\n`;
+                markdown += `- **Price Change**: ${priceChangePercent.toFixed(3)}%\n`;
                 markdown += `- **Time**: ${formattedTime}\n`;
                 markdown += `- **Open**: ${backtestKit.formatPrice(symbol, candle.open)} USD\n`;
                 markdown += `- **High**: ${backtestKit.formatPrice(symbol, candle.high)} USD\n`;
@@ -3741,9 +3694,10 @@ class OneMinuteCandleHistoryService {
                 const bodySize = Math.abs(candle.close - candle.open);
                 const candleRange = candle.high - candle.low;
                 const bodyPercent = candleRange > 0 ? (bodySize / candleRange) * 100 : 0;
-                const candleType = candle.close > candle.open ? "Green" : candle.close < candle.open ? "Red" : "Doji";
+                const priceChangePercent = candle.open > 0 ? ((candle.close - candle.open) / candle.open) * 100 : 0;
                 const formattedTime = new Date(candle.timestamp).toISOString();
-                markdown += `### 1m Candle ${index + 1} (${candleType})\n`;
+                markdown += `### 1m Candle ${index + 1}\n`;
+                markdown += `- **Price Change**: ${priceChangePercent.toFixed(3)}%\n`;
                 markdown += `- **Time**: ${formattedTime}\n`;
                 markdown += `- **Open**: ${backtestKit.formatPrice(symbol, candle.open)} USD\n`;
                 markdown += `- **High**: ${backtestKit.formatPrice(symbol, candle.high)} USD\n`;
@@ -3890,13 +3844,10 @@ class ThirtyMinuteCandleHistoryService {
                 const bodySize = Math.abs(candle.close - candle.open);
                 const candleRange = candle.high - candle.low;
                 const bodyPercent = candleRange > 0 ? (bodySize / candleRange) * 100 : 0;
-                const candleType = candle.close > candle.open
-                    ? "Green"
-                    : candle.close < candle.open
-                        ? "Red"
-                        : "Doji";
+                const priceChangePercent = candle.open > 0 ? ((candle.close - candle.open) / candle.open) * 100 : 0;
                 const formattedTime = new Date(candle.timestamp).toISOString();
-                report += `### 30m Candle ${index + 1} (${candleType})\n`;
+                report += `### 30m Candle ${index + 1}\n`;
+                report += `- **Price Change**: ${priceChangePercent.toFixed(3)}%\n`;
                 report += `- **Time**: ${formattedTime}\n`;
                 report += `- **Open**: ${backtestKit.formatPrice(symbol, candle.open)} USD\n`;
                 report += `- **High**: ${backtestKit.formatPrice(symbol, candle.high)} USD\n`;

package/build/index.mjs

@@ -456,13 +456,9 @@ function generateAnalysis$3(symbol, candles) {
         const prevVolume = !isUnsafe$4(prevVolumeRaw)
             ? prevVolumeRaw
             : volumes[Math.max(0, i - 6)];
-        const volumeTrend = !isUnsafe$4(recentVolume) && !isUnsafe$4(prevVolume)
-            ? recentVolume > prevVolume * 1.1
-                ? "increasing"
-                : recentVolume < prevVolume * 0.9
-                    ? "decreasing"
-                    : "stable"
-            : "stable";
+        const volumeTrendRatio = !isUnsafe$4(recentVolume) && !isUnsafe$4(prevVolume) && prevVolume > 0
+            ? recentVolume / prevVolume
+            : null;
         // Support/Resistance calculation
         const pivotPeriod = Math.min(4, i + 1);
         const startIdx = i + 1 - pivotPeriod;
@@ -541,7 +537,7 @@ function generateAnalysis$3(symbol, candles) {
             cci20: cci.getResult() != null && !isUnsafe$4(cci.getResult())
                 ? cci.getResult()
                 : null,
-            volumeTrend,
+            volumeTrendRatio,
             support: support != null && !isUnsafe$4(support)
                 ? support
                 : !isUnsafe$4(currentPrice)
@@ -1118,26 +1114,26 @@ function isUnsafe$3(value) {
 /**
  * Calculates volume metrics including SMA, ratio, and trend.
  *
- * Computes volume SMA(5), current volume to average ratio, and volume trend
- * by comparing recent 3 candles to previous 3 candles. Returns "increasing"
- * if recent average > 120% of previous, "decreasing" if < 80%, else "stable".
+ * Computes volume SMA(5), current volume to average ratio, and volume trend ratio
+ * by comparing recent 3 candles to previous 3 candles. Returns numeric ratio
+ * of recent volume average to previous volume average (e.g., 1.2 = 20% increase).
  *
  * @param candles - Array of candle data
  * @param endIndex - Index of current candle in array
- * @returns Object with volumeSma5, volumeRatio, and volumeTrend
+ * @returns Object with volumeSma5, volumeRatio, and volumeTrendRatio
  *
  * @example
  * ```typescript
  * const candles = await getCandles('BTCUSDT', '1m', 60);
  * const metrics = calculateVolumeMetrics(candles, 59);
  * console.log(metrics);
- * // { volumeSma5: 1500000, volumeRatio: 1.25, volumeTrend: "increasing" }
+ * // { volumeSma5: 1500000, volumeRatio: 1.25, volumeTrendRatio: 1.15 }
  * ```
  */
 function calculateVolumeMetrics(candles, endIndex) {
     const volumes = candles.slice(0, endIndex + 1).map((c) => Number(c.volume));
     if (volumes.length < 5) {
-        return { volumeSma5: null, volumeRatio: null, volumeTrend: "stable" };
+        return { volumeSma5: null, volumeRatio: null, volumeTrendRatio: null };
     }
     const volumeSma5 = new FasterSMA(5);
     volumes.forEach((vol) => volumeSma5.update(vol, false));
@@ -1145,20 +1141,17 @@ function calculateVolumeMetrics(candles, endIndex) {
     const avgVolume = !isUnsafe$3(avgVolumeRaw) ? avgVolumeRaw : 0;
     const currentVolume = volumes[volumes.length - 1];
     const volumeRatio = avgVolume > 0 && !isUnsafe$3(currentVolume) ? currentVolume / avgVolume : 1;
-    let volumeTrend = "stable";
+    let volumeTrendRatio = null;
     if (volumes.length >= 6) {
         const recent3 = volumes.slice(-3);
         const prev3 = volumes.slice(-6, -3);
         if (prev3.length >= 3) {
             const recentAvg = recent3.reduce((a, b) => a + b, 0) / 3;
             const prevAvg = prev3.reduce((a, b) => a + b, 0) / 3;
-            if (recentAvg > prevAvg * 1.2)
-                volumeTrend = "increasing";
-            else if (recentAvg < prevAvg * 0.8)
-                volumeTrend = "decreasing";
+            volumeTrendRatio = prevAvg > 0 ? recentAvg / prevAvg : null;
         }
     }
-    return { volumeSma5: avgVolume, volumeRatio, volumeTrend };
+    return { volumeSma5: avgVolume, volumeRatio, volumeTrendRatio };
 }
 /**
  * Calculates price change percentages over 1, 3, and 5 minute periods.
@@ -1491,7 +1484,7 @@ function generateAnalysis$2(symbol, candles) {
                 : null,
             volumeSma5: volumeMetrics.volumeSma5,
             volumeRatio: volumeMetrics.volumeRatio,
-            volumeTrend: volumeMetrics.volumeTrend,
+            volumeTrendRatio: volumeMetrics.volumeTrendRatio,
             currentPrice: currentPrice != null && !isUnsafe$3(currentPrice) ? currentPrice : null,
             priceChange1m: priceChanges.priceChange1m,
             priceChange3m: priceChanges.priceChange3m,
@@ -2054,38 +2047,33 @@ function calculateFibonacciLevels$1(candles, endIndex) {
     return nearestLevel;
 }
 /**
- * Analyzes volume trend by comparing recent vs older volume averages.
+ * Calculates volume trend ratio by comparing recent vs older volume averages.
  *
  * Compares average volume of last 8 candles against previous 8 candles.
- * Returns "increasing" if recent volume > 120% of older volume,
- * "decreasing" if recent < 80% of older volume, otherwise "stable".
+ * Returns ratio of recent volume to older volume (e.g., 1.2 means 20% increase).
  *
  * @param candles - Array of candle data
  * @param endIndex - Index of current candle in array
- * @returns Volume trend: "increasing", "decreasing", or "stable"
+ * @returns Volume trend ratio (recent/older), or null if insufficient data
  *
  * @example
  * ```typescript
  * const candles = await getCandles('ETHUSDT', '15m', 100);
- * const trend = calculateVolumeTrend(candles, 99);
- * console.log(trend); // "increasing" | "decreasing" | "stable"
+ * const ratio = calculateVolumeTrendRatio(candles, 99);
+ * console.log(ratio); // 1.25 (25% increase)
  * ```
  */
-function calculateVolumeTrend(candles, endIndex) {
+function calculateVolumeTrendRatio(candles, endIndex) {
     const volumes = candles.slice(0, endIndex + 1).map((c) => Number(c.volume));
     if (volumes.length < 16)
-        return "stable";
+        return null;
     const recentVolumes = volumes.slice(-8);
     const olderVolumes = volumes.slice(-16, -8);
     if (recentVolumes.length < 4 || olderVolumes.length < 4)
-        return "stable";
+        return null;
     const recentAvg = recentVolumes.reduce((sum, vol) => sum + vol, 0) / recentVolumes.length;
     const olderAvg = olderVolumes.reduce((sum, vol) => sum + vol, 0) / olderVolumes.length;
-    if (recentAvg > olderAvg * 1.2)
-        return "increasing";
-    if (recentAvg < olderAvg * 0.8)
-        return "decreasing";
-    return "stable";
+    return olderAvg > 0 ? recentAvg / olderAvg : null;
 }
 /**
  * Generates comprehensive technical analysis for 15-minute candles.
@@ -2166,7 +2154,7 @@ function generateAnalysis$1(symbol, candles) {
         if (i < WARMUP_PERIOD$1) {
             return;
         }
-        const volumeTrend = calculateVolumeTrend(candles, i);
+        const volumeTrendRatio = calculateVolumeTrendRatio(candles, i);
         const pivotPeriod = Math.min(48, i + 1);
         const startIdx = i + 1 - pivotPeriod;
         const recentHighs = highs
@@ -2265,7 +2253,7 @@ function generateAnalysis$1(symbol, candles) {
             roc10: roc10.getResult() != null && !isUnsafe$2(roc10.getResult())
                 ? roc10.getResult()
                 : null,
-            volumeTrend,
+            volumeTrendRatio,
             support: support != null && !isUnsafe$2(support)
                 ? support
                 : !isUnsafe$2(currentPrice)
@@ -2700,9 +2688,9 @@ const columns = [
             : "N/A",
     },
     {
-        key: "fibonacciCurrentLevel",
-        label: "Fibonacci Current Level",
-        format: (v) => String(v),
+        key: "fibonacciPositionPercent",
+        label: "Fibonacci Position %",
+        format: (v) => (v !== null ? `${Number(v).toFixed(2)}%` : "N/A"),
     },
     {
         key: "bodySize",
@@ -2779,7 +2767,7 @@ function calculateFibonacciLevels(candles, endIndex, period = 48) {
         return {
             nearestSupport: null,
             nearestResistance: null,
-            currentLevel: "insufficient data",
+            fibonacciPositionPercent: null,
         };
     }
     const startIdx = endIndex + 1 - period;
@@ -2794,13 +2782,15 @@ function calculateFibonacciLevels(candles, endIndex, period = 48) {
         return {
             nearestSupport: null,
             nearestResistance: null,
-            currentLevel: "insufficient data",
+            fibonacciPositionPercent: null,
         };
     }
     const high = Math.max(...highs);
     const low = Math.min(...lows);
     const range = high - low;
     const currentPrice = Number(candles[endIndex].close);
+    // Calculate position as percentage from low to high (0% = low, 100% = high)
+    const fibonacciPositionPercent = range > 0 ? ((currentPrice - low) / range) * 100 : null;
     const retracement = {
         level0: high,
         level236: high - range * 0.236,
@@ -2815,35 +2805,6 @@ function calculateFibonacciLevels(candles, endIndex, period = 48) {
         level1618: high + range * 0.618,
         level2618: high + range * 1.618,
     };
-    const tolerance = range * 0.015;
-    let currentLevel = "between levels";
-    if (Math.abs(currentPrice - retracement.level0) < tolerance) {
-        currentLevel = "0.0% (High)";
-    }
-    else if (Math.abs(currentPrice - retracement.level236) < tolerance) {
-        currentLevel = "23.6% Retracement";
-    }
-    else if (Math.abs(currentPrice - retracement.level382) < tolerance) {
-        currentLevel = "38.2% Retracement";
-    }
-    else if (Math.abs(currentPrice - retracement.level500) < tolerance) {
-        currentLevel = "50.0% Retracement";
-    }
-    else if (Math.abs(currentPrice - retracement.level618) < tolerance) {
-        currentLevel = "61.8% Retracement";
-    }
-    else if (Math.abs(currentPrice - retracement.level786) < tolerance) {
-        currentLevel = "78.6% Retracement";
-    }
-    else if (Math.abs(currentPrice - retracement.level1000) < tolerance) {
-        currentLevel = "100% Retracement (Low)";
-    }
-    else if (currentPrice > retracement.level0) {
-        currentLevel = "Above high";
-    }
-    else if (currentPrice < retracement.level1000) {
-        currentLevel = "Below low";
-    }
     const allRetracementLevels = Object.values(retracement).filter((level) => level !== null);
     const allExtensionLevels = Object.values(extension).filter((level) => level !== null && level > 0);
     const resistanceLevels = [...allRetracementLevels, ...allExtensionLevels]
@@ -2857,7 +2818,7 @@ function calculateFibonacciLevels(candles, endIndex, period = 48) {
     return {
         nearestSupport,
         nearestResistance,
-        currentLevel,
+        fibonacciPositionPercent,
     };
 }
 /**
@@ -2916,7 +2877,7 @@ function calculateSupportResistance(candles, endIndex, window = 20) {
  * const candles = await getCandles('BTCUSDT', '30m', 96);
  * const analysis = generateAnalysis('BTCUSDT', candles);
  * console.log(analysis[0].rsi14); // 52.45
- * console.log(analysis[0].fibonacciCurrentLevel); // "50.0% Retracement"
+ * console.log(analysis[0].fibonacciPositionPercent); // 50.25
  * ```
  */
 function generateAnalysis(symbol, candles) {
@@ -3085,7 +3046,7 @@ function generateAnalysis(symbol, candles) {
                 : null,
             fibonacciNearestSupport: fibonacci.nearestSupport,
             fibonacciNearestResistance: fibonacci.nearestResistance,
-            fibonacciCurrentLevel: fibonacci.currentLevel,
+            fibonacciPositionPercent: fibonacci.fibonacciPositionPercent,
             bodySize,
             closePrice: close,
             date: new Date(),
@@ -3192,7 +3153,7 @@ async function generateHistoryTable(indicators, symbol) {
     markdown +=
         "- **Fibonacci Nearest Resistance**: nearest resistance level over 48 candles (24h on 30m timeframe) before row timestamp (Min: 0 USD, Max: +∞ USD)\n";
     markdown +=
-        "- **Fibonacci Current Level**: current level description before row timestamp\n";
+        "- **Fibonacci Position %**: price position in high-low range before row timestamp (Min: 0%, Max: 100%+)\n";
     markdown +=
         "- **Current Price**: close price at row timestamp (Min: 0 USD, Max: +∞ USD)\n";
     markdown +=
@@ -3237,7 +3198,7 @@ async function generateHistoryTable(indicators, symbol) {
  * const candles = await getCandles('ETHUSDT', '30m', 96);
  * const rows = await service.getData('ETHUSDT', candles);
  * console.log(rows[0].rsi14); // 52.45
- * console.log(rows[0].fibonacciCurrentLevel); // "50.0% Retracement"
+ * console.log(rows[0].fibonacciPositionPercent); // 50.25
  * ```
  */
 class SwingTermHistoryService {
@@ -3421,7 +3382,6 @@ class FifteenMinuteCandleHistoryService {
          */
         this.generateReport = async (symbol, candles) => {
             this.loggerService.log("fifteenMinuteCandleHistoryService generateReport", { symbol });
-            const averageVolatility = candles.reduce((sum, candle) => sum + ((candle.high - candle.low) / candle.close) * 100, 0) / candles.length;
             let report = "";
             const currentData = await getDate();
             report += `## 15-Minute Candles History (Last ${RECENT_CANDLES$3})\n`;
@@ -3429,25 +3389,21 @@ class FifteenMinuteCandleHistoryService {
             for (let index = 0; index < candles.length; index++) {
                 const candle = candles[index];
                 const volatilityPercent = ((candle.high - candle.low) / candle.close) * 100;
-                const isHighVolatility = volatilityPercent > averageVolatility * 1.5;
                 const bodySize = Math.abs(candle.close - candle.open);
                 const candleRange = candle.high - candle.low;
                 const bodyPercent = candleRange > 0 ? (bodySize / candleRange) * 100 : 0;
-                const candleType = candle.close > candle.open
-                    ? "Green"
-                    : candle.close < candle.open
-                        ? "Red"
-                        : "Doji";
+                const priceChangePercent = candle.open > 0 ? ((candle.close - candle.open) / candle.open) * 100 : 0;
                 const formattedTime = new Date(candle.timestamp).toISOString();
-                report += `### 15m Candle ${index + 1} (${candleType}) ${isHighVolatility ? "HIGH-VOLATILITY" : ""}\n`;
+                report += `### 15m Candle ${index + 1}\n`;
+                report += `- **Price Change**: ${priceChangePercent.toFixed(3)}%\n`;
                 report += `- **Time**: ${formattedTime}\n`;
                 report += `- **Open**: ${await formatPrice(symbol, candle.open)} USD\n`;
                 report += `- **High**: ${await formatPrice(symbol, candle.high)} USD\n`;
                 report += `- **Low**: ${await formatPrice(symbol, candle.low)} USD\n`;
                 report += `- **Close**: ${await formatPrice(symbol, candle.close)} USD\n`;
                 report += `- **Volume**: ${await formatQuantity(symbol, candle.volume)}\n`;
-                report += `- **15m Volatility**: ${volatilityPercent.toFixed(2)}\n`;
-                report += `- **Body Size**: ${bodyPercent.toFixed(1)}\n\n`;
+                report += `- **15m Volatility**: ${volatilityPercent.toFixed(2)}%\n`;
+                report += `- **Body Size**: ${bodyPercent.toFixed(1)}%\n\n`;
             }
             return report;
         };
@@ -3586,13 +3542,10 @@ class HourCandleHistoryService {
                 const bodySize = Math.abs(candle.close - candle.open);
                 const candleRange = candle.high - candle.low;
                 const bodyPercent = candleRange > 0 ? (bodySize / candleRange) * 100 : 0;
-                const candleType = candle.close > candle.open
-                    ? "Green"
-                    : candle.close < candle.open
-                        ? "Red"
-                        : "Doji";
+                const priceChangePercent = candle.open > 0 ? ((candle.close - candle.open) / candle.open) * 100 : 0;
                 const formattedTime = new Date(candle.timestamp).toISOString();
-                markdown += `### 1h Candle ${index + 1} (${candleType})\n`;
+                markdown += `### 1h Candle ${index + 1}\n`;
+                markdown += `- **Price Change**: ${priceChangePercent.toFixed(3)}%\n`;
                 markdown += `- **Time**: ${formattedTime}\n`;
                 markdown += `- **Open**: ${formatPrice(symbol, candle.open)} USD\n`;
                 markdown += `- **High**: ${formatPrice(symbol, candle.high)} USD\n`;
@@ -3739,9 +3692,10 @@ class OneMinuteCandleHistoryService {
                 const bodySize = Math.abs(candle.close - candle.open);
                 const candleRange = candle.high - candle.low;
                 const bodyPercent = candleRange > 0 ? (bodySize / candleRange) * 100 : 0;
-                const candleType = candle.close > candle.open ? "Green" : candle.close < candle.open ? "Red" : "Doji";
+                const priceChangePercent = candle.open > 0 ? ((candle.close - candle.open) / candle.open) * 100 : 0;
                 const formattedTime = new Date(candle.timestamp).toISOString();
-                markdown += `### 1m Candle ${index + 1} (${candleType})\n`;
+                markdown += `### 1m Candle ${index + 1}\n`;
+                markdown += `- **Price Change**: ${priceChangePercent.toFixed(3)}%\n`;
                 markdown += `- **Time**: ${formattedTime}\n`;
                 markdown += `- **Open**: ${formatPrice(symbol, candle.open)} USD\n`;
                 markdown += `- **High**: ${formatPrice(symbol, candle.high)} USD\n`;
@@ -3888,13 +3842,10 @@ class ThirtyMinuteCandleHistoryService {
                 const bodySize = Math.abs(candle.close - candle.open);
                 const candleRange = candle.high - candle.low;
                 const bodyPercent = candleRange > 0 ? (bodySize / candleRange) * 100 : 0;
-                const candleType = candle.close > candle.open
-                    ? "Green"
-                    : candle.close < candle.open
-                        ? "Red"
-                        : "Doji";
+                const priceChangePercent = candle.open > 0 ? ((candle.close - candle.open) / candle.open) * 100 : 0;
                 const formattedTime = new Date(candle.timestamp).toISOString();
-                report += `### 30m Candle ${index + 1} (${candleType})\n`;
+                report += `### 30m Candle ${index + 1}\n`;
+                report += `- **Price Change**: ${priceChangePercent.toFixed(3)}%\n`;
                 report += `- **Time**: ${formattedTime}\n`;
                 report += `- **Open**: ${formatPrice(symbol, candle.open)} USD\n`;
                 report += `- **High**: ${formatPrice(symbol, candle.high)} USD\n`;

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@backtest-kit/signals",
-  "version": "0.0.4",
+  "version": "0.0.6",
   "description": "Technical analysis and trading signal generation library for AI-powered trading systems. Computes 50+ indicators across 4 timeframes and generates markdown reports for LLM consumption.",
   "author": {
     "name": "Petr Tripolsky",
@@ -69,7 +69,6 @@
     "worker-testbed": "1.0.12"
   },
   "peerDependencies": {
-    "agent-swarm-kit": "^1.1.180",
     "backtest-kit": "^1.12.1",
     "typescript": "^5.0.0"
   },
@@ -78,7 +77,8 @@
     "di-scoped": "^1.0.20",
     "functools-kit": "^1.0.95",
     "trading-signals": "^6.9.1",
-    "get-moment-stamp": "^1.1.1"
+    "get-moment-stamp": "^1.1.1",
+    "agent-swarm-kit": "^1.1.180"
   },
   "publishConfig": {
     "access": "public"

package/types.d.ts

@@ -504,7 +504,7 @@ interface ISwingTermRow {
     priceMomentum6: number | null;
     fibonacciNearestSupport: number | null;
     fibonacciNearestResistance: number | null;
-    fibonacciCurrentLevel: string;
+    fibonacciPositionPercent: number | null;
     bodySize: number;
     closePrice: number;
     date: Date;
@@ -542,7 +542,7 @@ interface ISwingTermRow {
  * const candles = await getCandles('ETHUSDT', '30m', 96);
  * const rows = await service.getData('ETHUSDT', candles);
  * console.log(rows[0].rsi14); // 52.45
- * console.log(rows[0].fibonacciCurrentLevel); // "50.0% Retracement"
+ * console.log(rows[0].fibonacciPositionPercent); // 50.25
  * ```
  */
 declare class SwingTermHistoryService {
@@ -649,7 +649,7 @@ interface ILongTermRow {
     currentPrice: number;
     support: number;
     resistance: number;
-    volumeTrend: string;
+    volumeTrendRatio: number | null;
     fibonacciNearestLevel: string;
     fibonacciNearestPrice: number;
     fibonacciDistance: number;
@@ -780,7 +780,7 @@ interface IShortTermRow {
     momentum8: number | null;
     roc5: number | null;
     roc10: number | null;
-    volumeTrend: string;
+    volumeTrendRatio: number | null;
     support: number;
     resistance: number;
     currentPrice: number;
@@ -940,7 +940,7 @@ interface IMicroTermRow {
     wma5: number | null;
     volumeSma5: number | null;
     volumeRatio: number | null;
-    volumeTrend: string;
+    volumeTrendRatio: number | null;
     currentPrice: number;
     priceChange1m: number | null;
     priceChange3m: number | null;