@claude-flow/plugin-financial-risk 3.0.0-alpha.1

package/dist/bridges/sparse-bridge.js

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+/**
+ * Sparse Bridge - Financial Risk Plugin
+ *
+ * Provides sparse inference capabilities for efficient processing
+ * of high-dimensional financial data. Integrates with
+ * ruvector-sparse-inference-wasm for anomaly detection and
+ * market regime classification.
+ *
+ * Features:
+ * - Efficient sparse feature processing
+ * - Transaction anomaly detection
+ * - Market regime classification
+ * - Real-time fraud detection
+ */
+/**
+ * Default logger
+ */
+const defaultLogger = {
+    debug: (msg, meta) => console.debug(`[sparse-bridge] ${msg}`, meta),
+    info: (msg, meta) => console.info(`[sparse-bridge] ${msg}`, meta),
+    warn: (msg, meta) => console.warn(`[sparse-bridge] ${msg}`, meta),
+    error: (msg, meta) => console.error(`[sparse-bridge] ${msg}`, meta),
+};
+/**
+ * Anomaly detection using Isolation Forest-like approach
+ */
+export class AnomalyDetector {
+    constructor(_numTrees = 100, _sampleSize = 256, _maxDepth = 8) {
+        // Parameters reserved for future Isolation Forest implementation
+    }
+    /**
+     * Calculate anomaly scores for transactions
+     */
+    calculateAnomalyScores(transactions) {
+        const scores = new Map();
+        const features = this.extractFeatures(transactions);
+        for (let i = 0; i < transactions.length; i++) {
+            const txn = transactions[i];
+            const featureVector = features[i];
+            const score = this.isolationScore(featureVector, features);
+            scores.set(txn.id, score);
+        }
+        return scores;
+    }
+    /**
+     * Detect anomalies above threshold
+     */
+    detectAnomalies(transactions, threshold = 0.8) {
+        const scores = this.calculateAnomalyScores(transactions);
+        const anomalies = [];
+        for (const txn of transactions) {
+            const score = scores.get(txn.id) ?? 0;
+            if (score >= threshold) {
+                anomalies.push({
+                    transactionId: txn.id,
+                    score,
+                    severity: this.scoresToSeverity(score),
+                    type: this.classifyAnomalyType(txn, score),
+                    description: this.generateDescription(txn, score),
+                    indicators: this.identifyIndicators(txn),
+                    recommendedAction: this.recommendAction(score),
+                });
+            }
+        }
+        // Sort by score descending
+        anomalies.sort((a, b) => b.score - a.score);
+        return anomalies;
+    }
+    extractFeatures(transactions) {
+        return transactions.map(txn => {
+            const hour = new Date(txn.timestamp).getHours();
+            const dayOfWeek = new Date(txn.timestamp).getDay();
+            return [
+                Math.log(Math.abs(txn.amount) + 1), // Log-scaled amount
+                txn.amount < 0 ? 1 : 0, // Debit indicator
+                txn.parties.length, // Number of parties
+                hour / 24, // Normalized hour
+                dayOfWeek / 7, // Normalized day of week
+                txn.amount > 10000 ? 1 : 0, // Large transaction flag
+                txn.amount > 100000 ? 1 : 0, // Very large transaction flag
+            ];
+        });
+    }
+    isolationScore(point, allPoints) {
+        // Simplified isolation score based on distance from median
+        const numFeatures = point.length;
+        let totalDeviation = 0;
+        for (let f = 0; f < numFeatures; f++) {
+            const values = allPoints.map(p => p[f]).sort((a, b) => a - b);
+            const median = values[Math.floor(values.length / 2)];
+            const mad = this.medianAbsoluteDeviation(values, median);
+            if (mad > 0) {
+                totalDeviation += Math.abs(point[f] - median) / mad;
+            }
+        }
+        // Normalize score to [0, 1]
+        const normalizedScore = 1 - Math.exp(-totalDeviation / (numFeatures * 3));
+        return Math.min(Math.max(normalizedScore, 0), 1);
+    }
+    medianAbsoluteDeviation(values, median) {
+        const deviations = values.map(v => Math.abs(v - median));
+        deviations.sort((a, b) => a - b);
+        return deviations[Math.floor(deviations.length / 2)] ?? 1;
+    }
+    scoresToSeverity(score) {
+        if (score >= 0.95)
+            return 'critical';
+        if (score >= 0.85)
+            return 'high';
+        if (score >= 0.7)
+            return 'medium';
+        return 'low';
+    }
+    classifyAnomalyType(txn, score) {
+        if (Math.abs(txn.amount) > 100000)
+            return 'large_transaction';
+        if (txn.parties.length > 5)
+            return 'multi_party';
+        if (score > 0.9)
+            return 'pattern_deviation';
+        return 'unusual_activity';
+    }
+    generateDescription(txn, score) {
+        const amount = Math.abs(txn.amount).toLocaleString('en-US', { style: 'currency', currency: 'USD' });
+        return `Transaction ${txn.id} with amount ${amount} has anomaly score ${(score * 100).toFixed(1)}%`;
+    }
+    identifyIndicators(txn) {
+        const indicators = [];
+        if (Math.abs(txn.amount) > 10000)
+            indicators.push('large_amount');
+        if (txn.parties.length > 3)
+            indicators.push('multiple_parties');
+        const hour = new Date(txn.timestamp).getHours();
+        if (hour < 6 || hour > 22)
+            indicators.push('unusual_time');
+        const dayOfWeek = new Date(txn.timestamp).getDay();
+        if (dayOfWeek === 0 || dayOfWeek === 6)
+            indicators.push('weekend_transaction');
+        return indicators;
+    }
+    recommendAction(score) {
+        if (score >= 0.95)
+            return 'Immediate escalation to compliance team required';
+        if (score >= 0.85)
+            return 'Flag for manual review within 24 hours';
+        if (score >= 0.7)
+            return 'Add to monitoring watchlist';
+        return 'Continue standard monitoring';
+    }
+}
+/**
+ * Market regime classifier
+ */
+export class MarketRegimeClassifier {
+    windowSize;
+    constructor(windowSize = 20) {
+        this.windowSize = windowSize;
+    }
+    /**
+     * Classify current market regime
+     */
+    classify(prices, _volumes) {
+        if (prices.length < this.windowSize) {
+            return { regime: 'sideways', confidence: 0.5 };
+        }
+        const returns = this.calculateReturns(prices);
+        const volatility = this.calculateVolatility(returns);
+        const trend = this.calculateTrend(prices);
+        const momentum = this.calculateMomentum(returns);
+        // Regime classification logic
+        const regime = this.determineRegime(trend, volatility, momentum);
+        const confidence = this.calculateConfidence(trend, volatility, momentum);
+        return { regime, confidence };
+    }
+    /**
+     * Get regime probabilities
+     */
+    getRegimeProbabilities(prices) {
+        const { regime, confidence } = this.classify(prices);
+        // Distribute probability based on confidence
+        const probs = {
+            bull: 0.1,
+            bear: 0.1,
+            sideways: 0.3,
+            high_vol: 0.2,
+            crisis: 0.1,
+            recovery: 0.2,
+        };
+        // Increase probability for detected regime
+        const totalOther = 1 - confidence;
+        for (const r of Object.keys(probs)) {
+            if (r === regime) {
+                probs[r] = confidence;
+            }
+            else {
+                probs[r] = (totalOther * probs[r]) / (1 - probs[regime]);
+            }
+        }
+        return probs;
+    }
+    calculateReturns(prices) {
+        const returns = [];
+        for (let i = 1; i < prices.length; i++) {
+            returns.push((prices[i] - prices[i - 1]) / prices[i - 1]);
+        }
+        return returns;
+    }
+    calculateVolatility(returns) {
+        if (returns.length < 2)
+            return 0;
+        const mean = returns.reduce((a, b) => a + b, 0) / returns.length;
+        const variance = returns.reduce((sum, r) => sum + Math.pow(r - mean, 2), 0) / (returns.length - 1);
+        return Math.sqrt(variance) * Math.sqrt(252); // Annualized
+    }
+    calculateTrend(prices) {
+        if (prices.length < 2)
+            return 0;
+        // Simple linear regression slope
+        const n = prices.length;
+        let sumX = 0, sumY = 0, sumXY = 0, sumX2 = 0;
+        for (let i = 0; i < n; i++) {
+            sumX += i;
+            sumY += prices[i];
+            sumXY += i * prices[i];
+            sumX2 += i * i;
+        }
+        const slope = (n * sumXY - sumX * sumY) / (n * sumX2 - sumX * sumX);
+        const avgPrice = sumY / n;
+        return slope / avgPrice * 252; // Annualized trend
+    }
+    calculateMomentum(returns) {
+        if (returns.length < this.windowSize)
+            return 0;
+        // Recent momentum vs historical
+        const recent = returns.slice(-Math.floor(this.windowSize / 2));
+        const historical = returns.slice(-this.windowSize, -Math.floor(this.windowSize / 2));
+        const recentMean = recent.reduce((a, b) => a + b, 0) / recent.length;
+        const historicalMean = historical.reduce((a, b) => a + b, 0) / historical.length;
+        return recentMean - historicalMean;
+    }
+    determineRegime(trend, volatility, momentum) {
+        // High volatility regimes
+        if (volatility > 0.4) {
+            if (trend < -0.3)
+                return 'crisis';
+            return 'high_vol';
+        }
+        // Trend-based regimes
+        if (trend > 0.15) {
+            return momentum > 0 ? 'bull' : 'recovery';
+        }
+        if (trend < -0.15) {
+            return 'bear';
+        }
+        return 'sideways';
+    }
+    calculateConfidence(trend, volatility, momentum) {
+        // Higher confidence for extreme values
+        const trendStrength = Math.min(Math.abs(trend) / 0.3, 1);
+        const volStrength = Math.min(volatility / 0.4, 1);
+        const momStrength = Math.min(Math.abs(momentum) / 0.01, 1);
+        return 0.4 + 0.6 * Math.max(trendStrength, volStrength, momStrength);
+    }
+}
+/**
+ * Financial Sparse Bridge implementation
+ */
+export class FinancialSparseBridge {
+    wasmModule = null;
+    modelPtr = 0;
+    config;
+    logger;
+    anomalyDetector;
+    regimeClassifier;
+    initialized = false;
+    constructor(config, logger) {
+        this.config = {
+            sparsityThreshold: config?.sparsityThreshold ?? 0.9,
+            maxFeatures: config?.maxFeatures ?? 1000,
+            compressionLevel: config?.compressionLevel ?? 3,
+        };
+        this.logger = logger ?? defaultLogger;
+        this.anomalyDetector = new AnomalyDetector();
+        this.regimeClassifier = new MarketRegimeClassifier();
+    }
+    /**
+     * Initialize the sparse bridge
+     */
+    async initialize(config) {
+        if (config) {
+            this.config = { ...this.config, ...config };
+        }
+        try {
+            const wasmPath = await this.resolveWasmPath();
+            if (wasmPath) {
+                this.wasmModule = await this.loadWasmModule(wasmPath);
+                this.modelPtr = this.wasmModule.create_sparse_model(this.config.maxFeatures ?? 1000, 256, // Hidden dimension
+                this.config.sparsityThreshold ?? 0.9);
+                this.logger.info('Sparse WASM module initialized', {
+                    maxFeatures: this.config.maxFeatures,
+                    sparsityThreshold: this.config.sparsityThreshold,
+                });
+            }
+            else {
+                this.logger.warn('WASM module not available, using JavaScript fallback');
+            }
+            this.initialized = true;
+        }
+        catch (error) {
+            this.logger.warn('Failed to initialize WASM, using fallback', {
+                error: error instanceof Error ? error.message : String(error),
+            });
+            this.initialized = true;
+        }
+    }
+    /**
+     * Perform sparse inference on features
+     */
+    async sparseInference(features, indices) {
+        if (!this.initialized) {
+            throw new Error('Sparse bridge not initialized');
+        }
+        if (this.wasmModule && this.modelPtr) {
+            return this.wasmModule.sparse_forward(this.modelPtr, features, indices);
+        }
+        // Fallback: Simple linear projection
+        const output = new Float32Array(128);
+        for (let i = 0; i < indices.length && i < output.length; i++) {
+            const idx = indices[i];
+            if (idx < features.length) {
+                output[i] = features[idx] * 0.1; // Simple scaling
+            }
+        }
+        return output;
+    }
+    /**
+     * Detect anomalies in transactions
+     */
+    async detectAnomalies(transactions, threshold) {
+        if (!this.initialized) {
+            throw new Error('Sparse bridge not initialized');
+        }
+        if (this.wasmModule && this.modelPtr) {
+            const numSamples = transactions.length;
+            const featureDim = transactions[0]?.length ?? 0;
+            if (numSamples === 0 || featureDim === 0) {
+                return new Uint32Array(0);
+            }
+            // Flatten transactions
+            const flatData = new Float32Array(numSamples * featureDim);
+            for (let i = 0; i < numSamples; i++) {
+                flatData.set(transactions[i], i * featureDim);
+            }
+            return this.wasmModule.detect_anomalies(this.modelPtr, flatData, numSamples, featureDim, threshold);
+        }
+        // Fallback: Use JavaScript anomaly detector
+        // Convert Float32Array[] to FinancialTransaction[] for the detector
+        // This is a simplified fallback - in production, pass actual transactions
+        const anomalyIndices = [];
+        for (let i = 0; i < transactions.length; i++) {
+            const txn = transactions[i];
+            // Simple anomaly heuristic based on feature magnitudes
+            const magnitude = Math.sqrt(txn.reduce((sum, v) => sum + v * v, 0));
+            if (magnitude > threshold * 10) {
+                anomalyIndices.push(i);
+            }
+        }
+        return new Uint32Array(anomalyIndices);
+    }
+    /**
+     * Classify market regime from market data
+     */
+    async classifyRegime(marketData) {
+        if (!this.initialized) {
+            throw new Error('Sparse bridge not initialized');
+        }
+        if (this.wasmModule && this.modelPtr) {
+            const regimeCode = this.wasmModule.classify_regime(this.modelPtr, marketData, 20 // Window size
+            );
+            return {
+                regime: regimeCode,
+                confidence: 0.8, // WASM returns confidence separately in full implementation
+            };
+        }
+        // Fallback: Use JavaScript classifier
+        const prices = Array.from(marketData);
+        const result = this.regimeClassifier.classify(prices);
+        return {
+            regime: this.regimeToCode(result.regime),
+            confidence: result.confidence,
+        };
+    }
+    /**
+     * Detect anomalies in financial transactions
+     */
+    async detectTransactionAnomalies(transactions, threshold = 0.8) {
+        return this.anomalyDetector.detectAnomalies(transactions, threshold);
+    }
+    /**
+     * Classify market regime from price data
+     */
+    async classifyMarketRegime(prices, volumes) {
+        const { regime, confidence } = this.regimeClassifier.classify(prices, volumes);
+        const probabilities = this.regimeClassifier.getRegimeProbabilities(prices);
+        return { regime, confidence, probabilities };
+    }
+    /**
+     * Cleanup resources
+     */
+    destroy() {
+        if (this.wasmModule && this.modelPtr) {
+            this.wasmModule.free_model(this.modelPtr);
+        }
+        this.initialized = false;
+    }
+    // Private methods
+    async resolveWasmPath() {
+        try {
+            const module = await import(/* webpackIgnore: true */ 'ruvector-sparse-inference-wasm');
+            return module.default ?? null;
+        }
+        catch {
+            return null;
+        }
+    }
+    async loadWasmModule(wasmPath) {
+        const module = await import(wasmPath);
+        await module.default();
+        return module;
+    }
+    regimeToCode(regime) {
+        const codes = {
+            bull: 0,
+            bear: 1,
+            sideways: 2,
+            high_vol: 3,
+            crisis: 4,
+            recovery: 5,
+        };
+        return codes[regime] ?? 2;
+    }
+}
+/**
+ * Create a new sparse bridge instance
+ */
+export function createSparseBridge(config, logger) {
+    return new FinancialSparseBridge(config, logger);
+}
+export default FinancialSparseBridge;
+//# sourceMappingURL=sparse-bridge.js.map

package/dist/bridges/sparse-bridge.js.map

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package/dist/index.d.ts

@@ -0,0 +1,95 @@
+/**
+ * Financial Risk Analysis Plugin
+ *
+ * A high-performance financial risk analysis plugin combining
+ * sparse inference for efficient market signal processing with
+ * graph neural networks for transaction network analysis.
+ *
+ * Features:
+ * - Portfolio risk analysis (VaR, CVaR, Sharpe, Sortino)
+ * - Transaction anomaly detection using GNN
+ * - Market regime classification
+ * - Regulatory compliance checking (Basel III, MiFID II, AML)
+ * - Stress testing with historical and hypothetical scenarios
+ *
+ * Compliance:
+ * - SOX and MiFID II compliant audit logging
+ * - Deterministic execution for reproducibility
+ * - Role-based access control
+ * - Rate limiting for fair resource allocation
+ *
+ * @packageDocumentation
+ * @module @claude-flow/plugin-financial-risk
+ */
+export * from './types.js';
+export { financialTools, toolHandlers, getTool, getToolNames, portfolioRiskTool, anomalyDetectTool, marketRegimeTool, complianceCheckTool, stressTestTool, } from './mcp-tools.js';
+export { FinancialEconomyBridge, createEconomyBridge, PortfolioRiskCalculator, } from './bridges/economy-bridge.js';
+export { FinancialSparseBridge, createSparseBridge, AnomalyDetector, MarketRegimeClassifier, } from './bridges/sparse-bridge.js';
+import type { FinancialConfig, FinancialBridge, Logger } from './types.js';
+/**
+ * Plugin metadata
+ */
+export declare const pluginMetadata: {
+    name: string;
+    version: string;
+    description: string;
+    author: string;
+    license: string;
+    category: string;
+    tags: string[];
+    wasmPackages: string[];
+};
+/**
+ * Financial Risk Plugin class
+ */
+export declare class FinancialRiskPlugin {
+    private config;
+    private logger;
+    private bridge;
+    private initialized;
+    constructor(config?: Partial<FinancialConfig>, logger?: Logger);
+    /**
+     * Initialize the plugin
+     */
+    initialize(): Promise<void>;
+    /**
+     * Get all MCP tools
+     */
+    getTools(): import("./types.js").MCPTool[];
+    /**
+     * Get the bridge for tool execution
+     */
+    getBridge(): FinancialBridge;
+    /**
+     * Get plugin configuration
+     */
+    getConfig(): FinancialConfig;
+    /**
+     * Cleanup resources
+     */
+    destroy(): Promise<void>;
+}
+/**
+ * Create a new Financial Risk Plugin instance
+ */
+export declare function createFinancialPlugin(config?: Partial<FinancialConfig>, logger?: Logger): FinancialRiskPlugin;
+/**
+ * Default export for plugin loader
+ */
+declare const _default: {
+    metadata: {
+        name: string;
+        version: string;
+        description: string;
+        author: string;
+        license: string;
+        category: string;
+        tags: string[];
+        wasmPackages: string[];
+    };
+    tools: import("./types.js").MCPTool[];
+    createPlugin: typeof createFinancialPlugin;
+    FinancialRiskPlugin: typeof FinancialRiskPlugin;
+};
+export default _default;
+//# sourceMappingURL=index.d.ts.map

package/dist/index.d.ts.map

@@ -0,0 +1 @@
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