@wingman-ai/gateway 0.1.0

package/dist/tools/finance/optionsAnalytics.test.js

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+import { describe, expect, it } from "vitest";
+import { analyzeOptionStructure } from "./optionsAnalytics.js";
+describe("optionsAnalytics", ()=>{
+    it("computes long call payoff metrics", ()=>{
+        const result = analyzeOptionStructure({
+            underlyingPrice: 100,
+            legs: [
+                {
+                    type: "call",
+                    side: "buy",
+                    strike: 100,
+                    premium: 5
+                }
+            ]
+        });
+        expect(result.netDebit).toBeCloseTo(500, 2);
+        expect(result.maxProfit.unbounded).toBe(true);
+        expect(result.maxLoss.unbounded).toBe(false);
+        expect(result.maxLoss.usd).toBeCloseTo(500, 2);
+        expect(result.breakevens).toContain(105);
+    });
+    it("computes bull call debit spread metrics", ()=>{
+        const result = analyzeOptionStructure({
+            underlyingPrice: 100,
+            legs: [
+                {
+                    type: "call",
+                    side: "buy",
+                    strike: 100,
+                    premium: 5
+                },
+                {
+                    type: "call",
+                    side: "sell",
+                    strike: 110,
+                    premium: 2
+                }
+            ]
+        });
+        expect(result.netDebit).toBeCloseTo(300, 2);
+        expect(result.maxProfit.unbounded).toBe(false);
+        expect(result.maxProfit.usd).toBeCloseTo(700, 2);
+        expect(result.maxLoss.usd).toBeCloseTo(300, 2);
+        expect(result.breakevens).toContain(103);
+    });
+    it("computes bear call credit spread metrics", ()=>{
+        const result = analyzeOptionStructure({
+            underlyingPrice: 100,
+            legs: [
+                {
+                    type: "call",
+                    side: "sell",
+                    strike: 100,
+                    premium: 5
+                },
+                {
+                    type: "call",
+                    side: "buy",
+                    strike: 110,
+                    premium: 2
+                }
+            ]
+        });
+        expect(result.netCredit).toBeCloseTo(300, 2);
+        expect(result.maxProfit.unbounded).toBe(false);
+        expect(result.maxProfit.usd).toBeCloseTo(300, 2);
+        expect(result.maxLoss.usd).toBeCloseTo(700, 2);
+        expect(result.breakevens).toContain(103);
+    });
+    it("flags unbounded loss for naked short call", ()=>{
+        const result = analyzeOptionStructure({
+            underlyingPrice: 100,
+            legs: [
+                {
+                    type: "call",
+                    side: "sell",
+                    strike: 100,
+                    premium: 5
+                }
+            ]
+        });
+        expect(result.maxLoss.unbounded).toBe(true);
+        expect(result.maxProfit.unbounded).toBe(false);
+        expect(result.maxProfit.usd).toBeCloseTo(500, 2);
+        expect(result.breakevens).toContain(105);
+    });
+    it("computes greeks when inputs provided", ()=>{
+        const result = analyzeOptionStructure({
+            underlyingPrice: 100,
+            daysToExpiry: 30,
+            riskFreeRate: 0.01,
+            legs: [
+                {
+                    type: "call",
+                    side: "buy",
+                    strike: 100,
+                    premium: 5,
+                    impliedVol: 0.2
+                }
+            ]
+        });
+        expect(result.greeks.status).toBe("ok");
+        expect(result.greeks.delta).toBeGreaterThan(0);
+        expect(result.greeks.theta).toBeLessThan(0);
+    });
+    it("returns insufficient-data greeks when missing IV", ()=>{
+        const result = analyzeOptionStructure({
+            underlyingPrice: 100,
+            daysToExpiry: 30,
+            legs: [
+                {
+                    type: "call",
+                    side: "buy",
+                    strike: 100,
+                    premium: 5
+                }
+            ]
+        });
+        expect(result.greeks.status).toBe("insufficient-data");
+        expect(result.greeks.legsMissing).toBe(1);
+    });
+});

package/dist/tools/finance/technicalIndicators.cjs

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+"use strict";
+var __webpack_require__ = {};
+(()=>{
+    __webpack_require__.d = (exports1, definition)=>{
+        for(var key in definition)if (__webpack_require__.o(definition, key) && !__webpack_require__.o(exports1, key)) Object.defineProperty(exports1, key, {
+            enumerable: true,
+            get: definition[key]
+        });
+    };
+})();
+(()=>{
+    __webpack_require__.o = (obj, prop)=>Object.prototype.hasOwnProperty.call(obj, prop);
+})();
+(()=>{
+    __webpack_require__.r = (exports1)=>{
+        if ("u" > typeof Symbol && Symbol.toStringTag) Object.defineProperty(exports1, Symbol.toStringTag, {
+            value: 'Module'
+        });
+        Object.defineProperty(exports1, '__esModule', {
+            value: true
+        });
+    };
+})();
+var __webpack_exports__ = {};
+__webpack_require__.r(__webpack_exports__);
+__webpack_require__.d(__webpack_exports__, {
+    buildTechnicalSnapshot: ()=>buildTechnicalSnapshot,
+    calculateAtr: ()=>calculateAtr,
+    calculateEma: ()=>calculateEma,
+    calculateRsi: ()=>calculateRsi
+});
+const calculateEma = (values, period)=>{
+    if (period <= 0 || values.length < period) return null;
+    let ema = 0;
+    for(let i = 0; i < period; i += 1)ema += values[i];
+    ema /= period;
+    const multiplier = 2 / (period + 1);
+    for(let i = period; i < values.length; i += 1)ema = values[i] * multiplier + ema * (1 - multiplier);
+    return ema;
+};
+const calculateRsi = (values, period)=>{
+    if (period <= 0 || values.length < period + 1) return null;
+    let gains = 0;
+    let losses = 0;
+    for(let i = 1; i <= period; i += 1){
+        const delta = values[i] - values[i - 1];
+        if (delta >= 0) gains += delta;
+        else losses -= delta;
+    }
+    let avgGain = gains / period;
+    let avgLoss = losses / period;
+    for(let i = period + 1; i < values.length; i += 1){
+        const delta = values[i] - values[i - 1];
+        const gain = delta > 0 ? delta : 0;
+        const loss = delta < 0 ? -delta : 0;
+        avgGain = (avgGain * (period - 1) + gain) / period;
+        avgLoss = (avgLoss * (period - 1) + loss) / period;
+    }
+    if (0 === avgLoss) return 100;
+    const rs = avgGain / avgLoss;
+    return 100 - 100 / (1 + rs);
+};
+const calculateAtr = (highs, lows, closes, period)=>{
+    if (period <= 0 || highs.length < period + 1 || lows.length < period + 1 || closes.length < period + 1) return null;
+    let atr = 0;
+    for(let i = 1; i <= period; i += 1){
+        const high = highs[i];
+        const low = lows[i];
+        const prevClose = closes[i - 1];
+        const tr = Math.max(high - low, Math.abs(high - prevClose), Math.abs(low - prevClose));
+        atr += tr;
+    }
+    atr /= period;
+    for(let i = period + 1; i < highs.length; i += 1){
+        const high = highs[i];
+        const low = lows[i];
+        const prevClose = closes[i - 1];
+        const tr = Math.max(high - low, Math.abs(high - prevClose), Math.abs(low - prevClose));
+        atr = (atr * (period - 1) + tr) / period;
+    }
+    return atr;
+};
+const buildTechnicalSnapshot = ({ closes, highs, lows })=>{
+    const lastClose = closes.at(-1) ?? null;
+    const ema20 = calculateEma(closes, 20);
+    const ema50 = calculateEma(closes, 50);
+    const ema200 = calculateEma(closes, 200);
+    const rsi14 = calculateRsi(closes, 14);
+    const atr14 = calculateAtr(highs, lows, closes, 14);
+    return {
+        lastClose,
+        ema20,
+        ema50,
+        ema200,
+        rsi14,
+        atr14
+    };
+};
+exports.buildTechnicalSnapshot = __webpack_exports__.buildTechnicalSnapshot;
+exports.calculateAtr = __webpack_exports__.calculateAtr;
+exports.calculateEma = __webpack_exports__.calculateEma;
+exports.calculateRsi = __webpack_exports__.calculateRsi;
+for(var __rspack_i in __webpack_exports__)if (-1 === [
+    "buildTechnicalSnapshot",
+    "calculateAtr",
+    "calculateEma",
+    "calculateRsi"
+].indexOf(__rspack_i)) exports[__rspack_i] = __webpack_exports__[__rspack_i];
+Object.defineProperty(exports, '__esModule', {
+    value: true
+});

package/dist/tools/finance/technicalIndicators.d.ts

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+export declare const calculateEma: (values: number[], period: number) => number | null;
+export declare const calculateRsi: (values: number[], period: number) => number | null;
+export declare const calculateAtr: (highs: number[], lows: number[], closes: number[], period: number) => number | null;
+export declare const buildTechnicalSnapshot: ({ closes, highs, lows, }: {
+    closes: number[];
+    highs: number[];
+    lows: number[];
+}) => {
+    lastClose: number | null;
+    ema20: number | null;
+    ema50: number | null;
+    ema200: number | null;
+    rsi14: number | null;
+    atr14: number | null;
+};

package/dist/tools/finance/technicalIndicators.js

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+const calculateEma = (values, period)=>{
+    if (period <= 0 || values.length < period) return null;
+    let ema = 0;
+    for(let i = 0; i < period; i += 1)ema += values[i];
+    ema /= period;
+    const multiplier = 2 / (period + 1);
+    for(let i = period; i < values.length; i += 1)ema = values[i] * multiplier + ema * (1 - multiplier);
+    return ema;
+};
+const calculateRsi = (values, period)=>{
+    if (period <= 0 || values.length < period + 1) return null;
+    let gains = 0;
+    let losses = 0;
+    for(let i = 1; i <= period; i += 1){
+        const delta = values[i] - values[i - 1];
+        if (delta >= 0) gains += delta;
+        else losses -= delta;
+    }
+    let avgGain = gains / period;
+    let avgLoss = losses / period;
+    for(let i = period + 1; i < values.length; i += 1){
+        const delta = values[i] - values[i - 1];
+        const gain = delta > 0 ? delta : 0;
+        const loss = delta < 0 ? -delta : 0;
+        avgGain = (avgGain * (period - 1) + gain) / period;
+        avgLoss = (avgLoss * (period - 1) + loss) / period;
+    }
+    if (0 === avgLoss) return 100;
+    const rs = avgGain / avgLoss;
+    return 100 - 100 / (1 + rs);
+};
+const calculateAtr = (highs, lows, closes, period)=>{
+    if (period <= 0 || highs.length < period + 1 || lows.length < period + 1 || closes.length < period + 1) return null;
+    let atr = 0;
+    for(let i = 1; i <= period; i += 1){
+        const high = highs[i];
+        const low = lows[i];
+        const prevClose = closes[i - 1];
+        const tr = Math.max(high - low, Math.abs(high - prevClose), Math.abs(low - prevClose));
+        atr += tr;
+    }
+    atr /= period;
+    for(let i = period + 1; i < highs.length; i += 1){
+        const high = highs[i];
+        const low = lows[i];
+        const prevClose = closes[i - 1];
+        const tr = Math.max(high - low, Math.abs(high - prevClose), Math.abs(low - prevClose));
+        atr = (atr * (period - 1) + tr) / period;
+    }
+    return atr;
+};
+const buildTechnicalSnapshot = ({ closes, highs, lows })=>{
+    const lastClose = closes.at(-1) ?? null;
+    const ema20 = calculateEma(closes, 20);
+    const ema50 = calculateEma(closes, 50);
+    const ema200 = calculateEma(closes, 200);
+    const rsi14 = calculateRsi(closes, 14);
+    const atr14 = calculateAtr(highs, lows, closes, 14);
+    return {
+        lastClose,
+        ema20,
+        ema50,
+        ema200,
+        rsi14,
+        atr14
+    };
+};
+export { buildTechnicalSnapshot, calculateAtr, calculateEma, calculateRsi };

package/dist/tools/finance/yahooCandles.cjs

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+"use strict";
+var __webpack_require__ = {};
+(()=>{
+    __webpack_require__.d = (exports1, definition)=>{
+        for(var key in definition)if (__webpack_require__.o(definition, key) && !__webpack_require__.o(exports1, key)) Object.defineProperty(exports1, key, {
+            enumerable: true,
+            get: definition[key]
+        });
+    };
+})();
+(()=>{
+    __webpack_require__.o = (obj, prop)=>Object.prototype.hasOwnProperty.call(obj, prop);
+})();
+(()=>{
+    __webpack_require__.r = (exports1)=>{
+        if ("u" > typeof Symbol && Symbol.toStringTag) Object.defineProperty(exports1, Symbol.toStringTag, {
+            value: 'Module'
+        });
+        Object.defineProperty(exports1, '__esModule', {
+            value: true
+        });
+    };
+})();
+var __webpack_exports__ = {};
+__webpack_require__.r(__webpack_exports__);
+__webpack_require__.d(__webpack_exports__, {
+    buildYahooChartUrl: ()=>buildYahooChartUrl,
+    extractYahooCandles: ()=>extractYahooCandles,
+    mapYahooInterval: ()=>mapYahooInterval
+});
+const SUPPORTED_INTRADAY_MINUTES = new Set([
+    1,
+    2,
+    5,
+    15,
+    30,
+    60,
+    90
+]);
+const mapYahooInterval = (resolution)=>{
+    if (!resolution) return "1d";
+    const normalized = resolution.trim().toUpperCase();
+    if ("D" === normalized) return "1d";
+    if ("W" === normalized) return "1wk";
+    if ("M" === normalized) return "1mo";
+    if (/^\d+$/.test(normalized)) {
+        const minutes = Number.parseInt(normalized, 10);
+        if (SUPPORTED_INTRADAY_MINUTES.has(minutes)) return `${minutes}m`;
+    }
+    return "1d";
+};
+const buildYahooChartUrl = ({ baseUrl, symbol, from, to, interval, includePrePost })=>{
+    const url = new URL(`${baseUrl}/v8/finance/chart/${symbol}`);
+    url.searchParams.set("period1", String(from));
+    url.searchParams.set("period2", String(to));
+    url.searchParams.set("interval", interval);
+    url.searchParams.set("includePrePost", includePrePost ? "true" : "false");
+    url.searchParams.set("events", "div,splits");
+    return url.toString();
+};
+const extractYahooCandles = (payload)=>{
+    const error = payload.chart?.error;
+    if (error) return {
+        s: "error",
+        source: "yahoo",
+        error: error.description || error.code || "Unknown Yahoo error"
+    };
+    const result = payload.chart?.result?.[0];
+    const timestamps = result?.timestamp ?? [];
+    const quote = result?.indicators?.quote?.[0];
+    if (!Array.isArray(timestamps) || 0 === timestamps.length || !quote) return {
+        s: "no_data",
+        source: "yahoo"
+    };
+    const closes = quote.close ?? [];
+    const highs = quote.high ?? [];
+    const lows = quote.low ?? [];
+    const opens = quote.open ?? [];
+    const volumes = quote.volume ?? [];
+    const c = [];
+    const h = [];
+    const l = [];
+    const o = [];
+    const v = [];
+    const t = [];
+    for(let i = 0; i < timestamps.length; i += 1){
+        const close = closes[i];
+        const high = highs[i];
+        const low = lows[i];
+        if ("number" != typeof close || "number" != typeof high || "number" != typeof low) continue;
+        const open = opens[i];
+        const volume = volumes[i];
+        t.push(timestamps[i]);
+        c.push(close);
+        h.push(high);
+        l.push(low);
+        o.push("number" == typeof open ? open : close);
+        v.push("number" == typeof volume ? volume : 0);
+    }
+    if (0 === c.length) return {
+        s: "no_data",
+        source: "yahoo"
+    };
+    return {
+        c,
+        h,
+        l,
+        o,
+        t,
+        v,
+        s: "ok",
+        source: "yahoo"
+    };
+};
+exports.buildYahooChartUrl = __webpack_exports__.buildYahooChartUrl;
+exports.extractYahooCandles = __webpack_exports__.extractYahooCandles;
+exports.mapYahooInterval = __webpack_exports__.mapYahooInterval;
+for(var __rspack_i in __webpack_exports__)if (-1 === [
+    "buildYahooChartUrl",
+    "extractYahooCandles",
+    "mapYahooInterval"
+].indexOf(__rspack_i)) exports[__rspack_i] = __webpack_exports__[__rspack_i];
+Object.defineProperty(exports, '__esModule', {
+    value: true
+});

package/dist/tools/finance/yahooCandles.d.ts

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+export type CandleSeries = {
+    c?: number[];
+    h?: number[];
+    l?: number[];
+    o?: number[];
+    t?: number[];
+    v?: number[];
+    s?: string;
+    source?: "yahoo";
+    error?: string;
+};
+export type YahooChartResponse = {
+    chart?: {
+        result?: Array<{
+            timestamp?: number[];
+            indicators?: {
+                quote?: Array<{
+                    close?: Array<number | null>;
+                    high?: Array<number | null>;
+                    low?: Array<number | null>;
+                    open?: Array<number | null>;
+                    volume?: Array<number | null>;
+                }>;
+            };
+        }>;
+        error?: {
+            description?: string;
+            code?: string;
+        };
+    };
+};
+export declare const mapYahooInterval: (resolution?: string) => string;
+export declare const buildYahooChartUrl: ({ baseUrl, symbol, from, to, interval, includePrePost, }: {
+    baseUrl: string;
+    symbol: string;
+    from: number;
+    to: number;
+    interval: string;
+    includePrePost?: boolean;
+}) => string;
+export declare const extractYahooCandles: (payload: YahooChartResponse) => CandleSeries;

package/dist/tools/finance/yahooCandles.js

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+const SUPPORTED_INTRADAY_MINUTES = new Set([
+    1,
+    2,
+    5,
+    15,
+    30,
+    60,
+    90
+]);
+const mapYahooInterval = (resolution)=>{
+    if (!resolution) return "1d";
+    const normalized = resolution.trim().toUpperCase();
+    if ("D" === normalized) return "1d";
+    if ("W" === normalized) return "1wk";
+    if ("M" === normalized) return "1mo";
+    if (/^\d+$/.test(normalized)) {
+        const minutes = Number.parseInt(normalized, 10);
+        if (SUPPORTED_INTRADAY_MINUTES.has(minutes)) return `${minutes}m`;
+    }
+    return "1d";
+};
+const buildYahooChartUrl = ({ baseUrl, symbol, from, to, interval, includePrePost })=>{
+    const url = new URL(`${baseUrl}/v8/finance/chart/${symbol}`);
+    url.searchParams.set("period1", String(from));
+    url.searchParams.set("period2", String(to));
+    url.searchParams.set("interval", interval);
+    url.searchParams.set("includePrePost", includePrePost ? "true" : "false");
+    url.searchParams.set("events", "div,splits");
+    return url.toString();
+};
+const extractYahooCandles = (payload)=>{
+    const error = payload.chart?.error;
+    if (error) return {
+        s: "error",
+        source: "yahoo",
+        error: error.description || error.code || "Unknown Yahoo error"
+    };
+    const result = payload.chart?.result?.[0];
+    const timestamps = result?.timestamp ?? [];
+    const quote = result?.indicators?.quote?.[0];
+    if (!Array.isArray(timestamps) || 0 === timestamps.length || !quote) return {
+        s: "no_data",
+        source: "yahoo"
+    };
+    const closes = quote.close ?? [];
+    const highs = quote.high ?? [];
+    const lows = quote.low ?? [];
+    const opens = quote.open ?? [];
+    const volumes = quote.volume ?? [];
+    const c = [];
+    const h = [];
+    const l = [];
+    const o = [];
+    const v = [];
+    const t = [];
+    for(let i = 0; i < timestamps.length; i += 1){
+        const close = closes[i];
+        const high = highs[i];
+        const low = lows[i];
+        if ("number" != typeof close || "number" != typeof high || "number" != typeof low) continue;
+        const open = opens[i];
+        const volume = volumes[i];
+        t.push(timestamps[i]);
+        c.push(close);
+        h.push(high);
+        l.push(low);
+        o.push("number" == typeof open ? open : close);
+        v.push("number" == typeof volume ? volume : 0);
+    }
+    if (0 === c.length) return {
+        s: "no_data",
+        source: "yahoo"
+    };
+    return {
+        c,
+        h,
+        l,
+        o,
+        t,
+        v,
+        s: "ok",
+        source: "yahoo"
+    };
+};
+export { buildYahooChartUrl, extractYahooCandles, mapYahooInterval };