@continuumdao/continuum-node-sdk 1.2.28 → 1.3.0

package/dist/core/ta/catalog.js

@@ -0,0 +1,215 @@
+function e(id, category, inputProfile, outputKind, description, defaultParams = {}, aliases, fnKey) {
+    return {
+        id,
+        category,
+        inputProfile,
+        defaultParams,
+        outputKind,
+        description,
+        aliases,
+        fnKey: fnKey ?? id,
+    };
+}
+const CANDLESTICK = 'candlestick';
+const candle = (id, description) => e(id, CANDLESTICK, 'candle_objects', 'booleans', description);
+export const INDICATOR_CATALOG = [
+    e('sma', 'moving_averages', 'close_series', 'numbers', 'Simple moving average', {
+        period: 20,
+    }),
+    e('ema', 'moving_averages', 'close_series', 'numbers', 'Exponential moving average', {
+        period: 20,
+    }),
+    e('wma', 'moving_averages', 'close_series', 'numbers', 'Weighted moving average', {
+        period: 20,
+    }),
+    e('wema', 'moving_averages', 'close_series', 'numbers', "Wilder's smoothed moving average", {
+        period: 20,
+    }),
+    e('macd', 'moving_averages', 'close_series', 'objects', 'MACD line, signal, and histogram', {
+        fastPeriod: 12,
+        slowPeriod: 26,
+        signalPeriod: 9,
+    }),
+    e('rsi', 'oscillators', 'close_series', 'numbers', 'Relative strength index', { period: 14 }),
+    e('cci', 'oscillators', 'ohlc_series', 'numbers', 'Commodity channel index', { period: 20 }),
+    e('awesomeoscillator', 'oscillators', 'ohl_series', 'numbers', 'Awesome oscillator from high/low midpoints', { fastPeriod: 5, slowPeriod: 34 }),
+    e('roc', 'momentum', 'close_series', 'numbers', 'Rate of change', { period: 12 }),
+    e('stochastic', 'momentum', 'ohlc_series', 'objects', 'Stochastic oscillator %K and %D', { period: 14, signalPeriod: 3 }),
+    e('williamsr', 'momentum', 'ohlc_series', 'numbers', 'Williams %R', { period: 14 }),
+    e('trix', 'momentum', 'close_series', 'numbers', 'TRIX momentum oscillator', { period: 18 }),
+    e('stochasticrsi', 'momentum', 'close_series', 'objects', 'Stochastic RSI', { rsiPeriod: 14, stochasticPeriod: 14, kPeriod: 3, dPeriod: 3 }),
+    e('psar', 'momentum', 'ohlc_series', 'objects', 'Parabolic SAR', {
+        step: 0.02,
+        max: 0.2,
+    }),
+    e('kst', 'momentum', 'close_series', 'objects', 'Know Sure Thing oscillator'),
+    e('ultimateoscillator', 'momentum', 'ohlc_series', 'numbers', 'Ultimate oscillator', { shortPeriod: 7, mediumPeriod: 14, longPeriod: 28 }),
+    e('dpo', 'momentum', 'close_series', 'numbers', 'Detrended price oscillator', {
+        period: 20,
+    }),
+    e('priceoscillator', 'momentum', 'close_series', 'numbers', 'Price oscillator', { fastPeriod: 12, slowPeriod: 26 }),
+    e('ppo', 'momentum', 'close_series', 'numbers', 'Percentage price oscillator', {
+        fastPeriod: 12,
+        slowPeriod: 26,
+    }),
+    e('obv', 'volume', 'close_volume_series', 'numbers', 'On-balance volume'),
+    e('adl', 'volume', 'hlcv_series', 'numbers', 'Accumulation/distribution line'),
+    e('vwap', 'volume', 'hlcv_series', 'numbers', 'Volume weighted average price'),
+    e('forceindex', 'volume', 'close_volume_series', 'numbers', 'Force index', { period: 13 }),
+    e('mfi', 'volume', 'hlcv_series', 'numbers', 'Money flow index', { period: 14 }),
+    e('volumeprofile', 'volume', 'ohlcv_series', 'objects', 'Volume profile by price range', { noOfBars: 12 }),
+    e('bollingerbands', 'volatility', 'close_series', 'objects', 'Bollinger bands', {
+        period: 20,
+        stdDev: 2,
+    }),
+    e('atr', 'volatility', 'ohlc_series', 'numbers', 'Average true range', { period: 14 }),
+    e('keltnerchannel', 'volatility', 'ohlc_series', 'objects', 'Keltner channels', { period: 20, multiplier: 2 }, ['keltnerchannels']),
+    e('chandelierexit', 'volatility', 'ohlc_series', 'objects', 'Chandelier exit stop levels', { period: 22, multiplier: 3 }),
+    e('donchianchannels', 'volatility', 'ohlc_series', 'objects', 'Donchian channels', { period: 20 }),
+    e('volatilityindex', 'volatility', 'ohlc_series', 'numbers', 'Volatility index', { period: 14 }),
+    e('truerange', 'directional', 'ohlc_series', 'numbers', 'True range'),
+    e('adx', 'directional', 'ohlc_series', 'numbers', 'Average directional index', { period: 14 }),
+    e('plusdm', 'directional', 'ohlc_series', 'numbers', 'Plus directional movement', {
+        period: 14,
+    }),
+    e('minusdm', 'directional', 'ohlc_series', 'numbers', 'Minus directional movement', {
+        period: 14,
+    }),
+    e('ichimokukinkouhyou', 'trend', 'ohlc_series', 'objects', 'Ichimoku cloud', { conversionPeriod: 9, basePeriod: 26, spanPeriod: 52, displacement: 26 }, ['ichimokucloud']),
+    e('supertrend', 'trend', 'ohlc_series', 'objects', 'SuperTrend indicator', {
+        period: 10,
+        multiplier: 3,
+    }),
+    e('aroon', 'trend', 'ohlc_series', 'objects', 'Aroon up/down', { period: 14 }),
+    e('aroonoscillator', 'trend', 'ohlc_series', 'numbers', 'Aroon oscillator', {
+        period: 14,
+    }),
+    e('linearregression', 'trend', 'close_series', 'objects', 'Linear regression trend line', {
+        period: 14,
+    }),
+    e('maenvelope', 'trend', 'close_series', 'objects', 'Moving average envelope', {
+        period: 20,
+    }),
+    e('pivotpoints', 'trend', 'ohlc_series', 'objects', 'Classic pivot points'),
+    candle('doji', 'Doji candlestick pattern'),
+    candle('bullishengulfingpattern', 'Bullish engulfing pattern'),
+    candle('bearishengulfingpattern', 'Bearish engulfing pattern'),
+    candle('hammer', 'Hammer pattern'),
+    candle('hangingman', 'Hanging man pattern'),
+    candle('shootingstar', 'Shooting star pattern'),
+    candle('spinningtop', 'Spinning top pattern'),
+    candle('marubozu', 'Marubozu pattern'),
+    candle('dragonflydoji', 'Dragonfly doji pattern'),
+    candle('gravestonedoji', 'Gravestone doji pattern'),
+    candle('threewhitesoldiers', 'Three white soldiers pattern'),
+    candle('threeblackcrows', 'Three black crows pattern'),
+    candle('bullishharami', 'Bullish harami pattern'),
+    candle('bearishharami', 'Bearish harami pattern'),
+    candle('piercingline', 'Piercing line pattern'),
+    candle('darkcloudcover', 'Dark cloud cover pattern'),
+    candle('morningstar', 'Morning star pattern'),
+    candle('eveningstar', 'Evening star pattern'),
+    candle('tweezerbottom', 'Tweezer bottom pattern'),
+    candle('tweezertop', 'Tweezer top pattern'),
+    candle('abandonedbaby', 'Abandoned baby pattern'),
+    candle('bullishmarubozu', 'Bullish marubozu pattern'),
+    candle('bearishmarubozu', 'Bearish marubozu pattern'),
+    candle('bullishinvertedhammer', 'Bullish inverted hammer pattern'),
+    candle('bearishinvertedhammer', 'Bearish inverted hammer pattern'),
+    candle('morningdojistar', 'Morning doji star pattern'),
+    candle('eveningdojistar', 'Evening doji star pattern'),
+    candle('downsidetasukigap', 'Downside tasuki gap pattern'),
+    candle('bullishspinningtop', 'Bullish spinning top pattern'),
+    candle('bearishspinningtop', 'Bearish spinning top pattern'),
+    candle('bullish', 'Generic bullish pattern'),
+    candle('bearish', 'Generic bearish pattern'),
+    candle('bullishharamicross', 'Bullish harami cross pattern'),
+    candle('bearishharamicross', 'Bearish harami cross pattern'),
+    candle('hammerpatternunconfirmed', 'Unconfirmed hammer pattern'),
+    candle('hangingmanunconfirmed', 'Unconfirmed hanging man pattern'),
+    candle('shootingstarunconfirmed', 'Unconfirmed shooting star pattern'),
+    candle('bullishhammerstick', 'Bullish hammer stick pattern'),
+    candle('bearishhammerstick', 'Bearish hammer stick pattern'),
+    e('heikinashi', 'chart', 'candle_objects', 'objects', 'Heikin-Ashi transformed candles'),
+    e('renko', 'chart', 'special', 'objects', 'Renko bricks from candles', { brickSize: 1 }),
+    e('typicalprice', 'chart', 'ohlc_series', 'numbers', 'Typical price (HLC/3)'),
+    e('fibonacci', 'drawing', 'range_scalar', 'levels', 'Fibonacci retracement levels', {}, ['fibonacciretracement']),
+    e('fibonacciExtensions', 'drawing', 'range_scalar', 'levels', 'Fibonacci extension levels'),
+    e('fibonacciProjection', 'drawing', 'special', 'levels', 'Fibonacci projection from swing points'),
+    e('highest', 'utility', 'close_series', 'numbers', 'Highest value over period', {
+        period: 14,
+    }),
+    e('lowest', 'utility', 'close_series', 'numbers', 'Lowest value over period', {
+        period: 14,
+    }),
+    e('sum', 'utility', 'close_series', 'numbers', 'Rolling sum', { period: 14 }),
+    e('sd', 'utility', 'close_series', 'numbers', 'Rolling standard deviation', {
+        period: 14,
+    }),
+    e('averagegain', 'utility', 'close_series', 'numbers', 'Average gain over period', {
+        period: 14,
+    }),
+    e('averageloss', 'utility', 'close_series', 'numbers', 'Average loss over period', {
+        period: 14,
+    }),
+    e('crossup', 'utility', 'dual_series', 'booleans', 'Cross up detector'),
+    e('crossdown', 'utility', 'dual_series', 'booleans', 'Cross down detector'),
+];
+const catalogById = new Map();
+const aliasToId = new Map();
+for (const meta of INDICATOR_CATALOG) {
+    catalogById.set(meta.id, meta);
+    for (const alias of meta.aliases ?? []) {
+        aliasToId.set(alias.toLowerCase(), meta.id);
+    }
+}
+export function resolveIndicatorId(name) {
+    const lower = name.toLowerCase();
+    if (catalogById.has(lower)) {
+        return lower;
+    }
+    const alias = aliasToId.get(lower);
+    if (alias) {
+        return alias;
+    }
+    return undefined;
+}
+export function getIndicatorMeta(id) {
+    return catalogById.get(id);
+}
+export function listIndicatorCatalog() {
+    return INDICATOR_CATALOG;
+}
+export function suggestIndicator(name) {
+    const resolved = resolveIndicatorId(name);
+    if (resolved) {
+        return resolved;
+    }
+    const lower = name.toLowerCase();
+    const candidates = INDICATOR_CATALOG.flatMap(meta => [
+        meta.id,
+        ...(meta.aliases ?? []),
+    ]);
+    const prefix = candidates.filter(id => id.toLowerCase().startsWith(lower));
+    if (prefix.length >= 1) {
+        const best = [...prefix].sort((a, b) => a.length - b.length || a.localeCompare(b))[0];
+        return resolveIndicatorId(best) ?? best;
+    }
+    const contains = candidates.filter(id => id.toLowerCase().includes(lower));
+    if (contains.length === 1) {
+        return resolveIndicatorId(contains[0]) ?? contains[0];
+    }
+    return undefined;
+}
+export function catalogEntryForList(meta) {
+    return {
+        id: meta.id,
+        aliases: meta.aliases,
+        category: meta.category,
+        inputProfile: meta.inputProfile,
+        defaultParams: meta.defaultParams,
+        outputKind: meta.outputKind,
+        description: meta.description,
+    };
+}
+//# sourceMappingURL=catalog.js.map

package/dist/core/ta/catalog.js.map

@@ -0,0 +1 @@
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package/dist/core/ta/index.d.ts

@@ -0,0 +1,5 @@
+export { listTechnicalIndicators, calculateTechnicalIndicator, } from './calculate.js';
+export { listIndicatorCatalog, resolveIndicatorId, suggestIndicator, catalogEntryForList, type IndicatorMeta, } from './catalog.js';
+export { maxSeriesLength } from './normalize-input.js';
+export { CalculateTechnicalIndicatorInputSchema, ListTechnicalIndicatorsOutputSchema, CalculateTechnicalIndicatorOutputSchema, TaSeriesInputSchema, type CalculateTechnicalIndicatorInput, type InputProfile, type OutputKind, } from './schemas.js';
+//# sourceMappingURL=index.d.ts.map

package/dist/core/ta/index.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../../src/core/ta/index.ts"],"names":[],"mappings":"AAAA,OAAO,EACN,uBAAuB,EACvB,2BAA2B,GAC3B,MAAM,gBAAgB,CAAC;AACxB,OAAO,EACN,oBAAoB,EACpB,kBAAkB,EAClB,gBAAgB,EAChB,mBAAmB,EACnB,KAAK,aAAa,GAClB,MAAM,cAAc,CAAC;AACtB,OAAO,EAAC,eAAe,EAAC,MAAM,sBAAsB,CAAC;AACrD,OAAO,EACN,sCAAsC,EACtC,mCAAmC,EACnC,uCAAuC,EACvC,mBAAmB,EACnB,KAAK,gCAAgC,EACrC,KAAK,YAAY,EACjB,KAAK,UAAU,GACf,MAAM,cAAc,CAAC"}

package/dist/core/ta/index.js

@@ -0,0 +1,5 @@
+export { listTechnicalIndicators, calculateTechnicalIndicator, } from './calculate.js';
+export { listIndicatorCatalog, resolveIndicatorId, suggestIndicator, catalogEntryForList, } from './catalog.js';
+export { maxSeriesLength } from './normalize-input.js';
+export { CalculateTechnicalIndicatorInputSchema, ListTechnicalIndicatorsOutputSchema, CalculateTechnicalIndicatorOutputSchema, TaSeriesInputSchema, } from './schemas.js';
+//# sourceMappingURL=index.js.map

package/dist/core/ta/index.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"index.js","sourceRoot":"","sources":["../../../src/core/ta/index.ts"],"names":[],"mappings":"AAAA,OAAO,EACN,uBAAuB,EACvB,2BAA2B,GAC3B,MAAM,gBAAgB,CAAC;AACxB,OAAO,EACN,oBAAoB,EACpB,kBAAkB,EAClB,gBAAgB,EAChB,mBAAmB,GAEnB,MAAM,cAAc,CAAC;AACtB,OAAO,EAAC,eAAe,EAAC,MAAM,sBAAsB,CAAC;AACrD,OAAO,EACN,sCAAsC,EACtC,mCAAmC,EACnC,uCAAuC,EACvC,mBAAmB,GAInB,MAAM,cAAc,CAAC"}

package/dist/core/ta/normalize-input.d.ts

@@ -0,0 +1,30 @@
+import type { InputProfile } from './schemas.js';
+import type { TaSeriesInput } from './schemas.js';
+export interface NormalizedSeries {
+    values?: number[];
+    open?: number[];
+    high?: number[];
+    low?: number[];
+    close?: number[];
+    volume?: number[];
+    candles?: Array<{
+        open: number;
+        high: number;
+        low: number;
+        close: number;
+        volume?: number;
+    }>;
+    range?: {
+        high: number;
+        low: number;
+        trend?: 'up' | 'down';
+    };
+    lineA?: number[];
+    lineB?: number[];
+    prices?: number[];
+    swingPoints?: number[];
+    inputLength: number;
+}
+export declare function maxSeriesLength(): number;
+export declare function normalizeInput(indicatorId: string, profile: InputProfile, input: TaSeriesInput): NormalizedSeries;
+//# sourceMappingURL=normalize-input.d.ts.map

package/dist/core/ta/normalize-input.d.ts.map

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package/dist/core/ta/normalize-input.js

@@ -0,0 +1,193 @@
+export function maxSeriesLength() {
+    const raw = process.env.TA_MCP_MAX_SERIES_LENGTH;
+    if (raw === undefined || raw === '') {
+        return 50_000;
+    }
+    const parsed = Number.parseInt(raw, 10);
+    return Number.isFinite(parsed) && parsed > 0 ? parsed : 50_000;
+}
+function assertMaxLength(label, length, max) {
+    if (length > max) {
+        throw new Error(`${label} length ${length} exceeds TA_MCP_MAX_SERIES_LENGTH (${max})`);
+    }
+}
+function assertEqualLengths(fields) {
+    if (fields.length === 0) {
+        return;
+    }
+    const expected = fields[0].values.length;
+    const parts = fields.map(f => `${f.name}=${f.values.length}`).join(', ');
+    for (const field of fields) {
+        if (field.values.length !== expected) {
+            throw new Error(`Array length mismatch (expected equal lengths, got ${parts})`);
+        }
+    }
+}
+function deriveFromCandles(candles) {
+    return {
+        open: candles.map(c => c.open),
+        high: candles.map(c => c.high),
+        low: candles.map(c => c.low),
+        close: candles.map(c => c.close),
+        volume: candles.every(c => c.volume !== undefined)
+            ? candles.map(c => c.volume)
+            : undefined,
+        candles,
+        inputLength: candles.length,
+    };
+}
+function requireField(value, profile, field, indicatorId) {
+    if (value === undefined) {
+        throw new Error(`${indicatorId} requires inputProfile "${profile}" — provide ${field}. Call list_technical_indicators for requirements.`);
+    }
+    return value;
+}
+export function normalizeInput(indicatorId, profile, input) {
+    const max = maxSeriesLength();
+    if (input.candles && input.candles.length > 0) {
+        const derived = deriveFromCandles(input.candles);
+        assertMaxLength('candles', derived.inputLength, max);
+        return mergeWithExplicit(input, derived, profile, indicatorId, max);
+    }
+    switch (profile) {
+        case 'close_series': {
+            const values = requireField(input.values ?? input.close, profile, 'values or close (or candles)', indicatorId);
+            assertMaxLength('values', values.length, max);
+            return { values, inputLength: values.length };
+        }
+        case 'ohl_series': {
+            const high = requireField(input.high, profile, 'high', indicatorId);
+            const low = requireField(input.low, profile, 'low', indicatorId);
+            assertEqualLengths([
+                { name: 'high', values: high },
+                { name: 'low', values: low },
+            ]);
+            assertMaxLength('high', high.length, max);
+            return { high, low, inputLength: high.length };
+        }
+        case 'ohlc_series': {
+            const high = requireField(input.high, profile, 'high', indicatorId);
+            const low = requireField(input.low, profile, 'low', indicatorId);
+            const close = requireField(input.close, profile, 'close', indicatorId);
+            assertEqualLengths([
+                { name: 'high', values: high },
+                { name: 'low', values: low },
+                { name: 'close', values: close },
+            ]);
+            assertMaxLength('high', high.length, max);
+            return { high, low, close, inputLength: high.length };
+        }
+        case 'hlcv_series': {
+            const high = requireField(input.high, profile, 'high', indicatorId);
+            const low = requireField(input.low, profile, 'low', indicatorId);
+            const close = requireField(input.close, profile, 'close', indicatorId);
+            const volume = requireField(input.volume, profile, 'volume', indicatorId);
+            assertEqualLengths([
+                { name: 'high', values: high },
+                { name: 'low', values: low },
+                { name: 'close', values: close },
+                { name: 'volume', values: volume },
+            ]);
+            assertMaxLength('high', high.length, max);
+            return { high, low, close, volume, inputLength: high.length };
+        }
+        case 'close_volume_series': {
+            const close = requireField(input.close ?? input.values, profile, 'close or values', indicatorId);
+            const volume = requireField(input.volume, profile, 'volume', indicatorId);
+            assertEqualLengths([
+                { name: 'close', values: close },
+                { name: 'volume', values: volume },
+            ]);
+            assertMaxLength('close', close.length, max);
+            return { close, volume, inputLength: close.length };
+        }
+        case 'ohlcv_series': {
+            const open = requireField(input.open, profile, 'open', indicatorId);
+            const high = requireField(input.high, profile, 'high', indicatorId);
+            const low = requireField(input.low, profile, 'low', indicatorId);
+            const close = requireField(input.close, profile, 'close', indicatorId);
+            const volume = requireField(input.volume, profile, 'volume', indicatorId);
+            assertEqualLengths([
+                { name: 'open', values: open },
+                { name: 'high', values: high },
+                { name: 'low', values: low },
+                { name: 'close', values: close },
+                { name: 'volume', values: volume },
+            ]);
+            assertMaxLength('open', open.length, max);
+            return { open, high, low, close, volume, inputLength: open.length };
+        }
+        case 'candle_objects': {
+            throw new Error(`${indicatorId} requires inputProfile "candle_objects" — provide candles[]. Call list_technical_indicators for requirements.`);
+        }
+        case 'range_scalar': {
+            const range = requireField(input.range, profile, 'range { high, low }', indicatorId);
+            return { range, inputLength: 1 };
+        }
+        case 'dual_series': {
+            const lineA = requireField(input.valuesA, profile, 'valuesA', indicatorId);
+            const lineB = requireField(input.valuesB, profile, 'valuesB', indicatorId);
+            assertEqualLengths([
+                { name: 'valuesA', values: lineA },
+                { name: 'valuesB', values: lineB },
+            ]);
+            assertMaxLength('valuesA', lineA.length, max);
+            return { lineA, lineB, inputLength: lineA.length };
+        }
+        case 'special':
+            return normalizeSpecial(indicatorId, input, max);
+        default:
+            throw new Error(`Unsupported input profile: ${profile}`);
+    }
+}
+function mergeWithExplicit(input, derived, profile, indicatorId, max) {
+    const merged = {
+        ...input,
+        open: input.open ?? derived.open,
+        high: input.high ?? derived.high,
+        low: input.low ?? derived.low,
+        close: input.close ?? derived.close,
+        volume: input.volume ?? derived.volume,
+        values: input.values ?? input.close ?? derived.close,
+        candles: derived.candles,
+    };
+    const withoutCandles = { ...merged, candles: undefined };
+    switch (profile) {
+        case 'candle_objects':
+            return {
+                candles: derived.candles,
+                inputLength: derived.inputLength,
+            };
+        case 'close_series':
+        case 'ohl_series':
+        case 'ohlc_series':
+        case 'hlcv_series':
+        case 'close_volume_series':
+        case 'ohlcv_series':
+        case 'range_scalar':
+        case 'dual_series':
+            return normalizeInput(indicatorId, profile, withoutCandles);
+        case 'special':
+            return normalizeSpecial(indicatorId, merged, max);
+        default:
+            return normalizeInput(indicatorId, profile, withoutCandles);
+    }
+}
+function normalizeSpecial(indicatorId, input, max) {
+    if (indicatorId === 'renko') {
+        const candles = input.candles;
+        if (!candles || candles.length === 0) {
+            throw new Error('renko requires candles[] (or derive from explicit OHLC arrays via candles)');
+        }
+        assertMaxLength('candles', candles.length, max);
+        return { candles, inputLength: candles.length };
+    }
+    if (indicatorId === 'fibonacciProjection') {
+        const prices = requireField(input.values ?? input.close, 'special', 'values or close as prices', indicatorId);
+        const swingPoints = requireField(input.swingPoints, 'special', 'swingPoints', indicatorId);
+        assertMaxLength('values', prices.length, max);
+        return { prices, swingPoints, inputLength: prices.length };
+    }
+    throw new Error(`Special input handling is not defined for ${indicatorId}`);
+}
+//# sourceMappingURL=normalize-input.js.map

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