alphacouncil-agent 1.0.0 → 1.0.2

package/mcp/lib/personas-v3/grounding-adapter.mjs

@@ -571,6 +571,143 @@ function fundamentalFacts(grounding, context) {
  * across the newest ownership document per reporting owner, and the coverage limits of Section
  * 16 are real. Labelling it reported would claim a document that does not exist.
  */
+/**
+ * What else a basket is a bet on, as typed facts.
+ *
+ * Correlation to the broad market decides how much diversification a position actually buys,
+ * which is the input Dalio's authored policy already asks for and could never get. Correlation
+ * to Korea is the semiconductor cycle read from outside the United States. Sector dispersion is
+ * whether one factor or many are repricing the market.
+ */
+/**
+ * News as counts, never as content.
+ *
+ * A headline cannot reach a seat's arithmetic: the same symbol would answer differently
+ * depending on what was published that morning, and a frozen deterministic stance would stop
+ * being reproducible. What IS a fact is how much of the basket generated dated news in a stated
+ * window, and how many constituents filed an 8-K in it. Both are counts with a date, and both
+ * are the kind of thing an event-driven method legitimately asks for.
+ *
+ * The headlines themselves stay in the grounding for the report and for the voice worker that
+ * explains a stance the seat already reached.
+ */
+function basketNewsFacts(grounding, context) {
+  const news = grounding?.basket_news;
+  if (!news?.available) return;
+  const publicAt = timestampAtOrBefore(grounding?.gathered_at || context.asOf, context.cutoff);
+  if (!publicAt) return;
+  const sourceIdValue = sourceId("news", "basket_window", news.window_days, publicAt.slice(0, 10));
+  if (!registerSource(context, {
+    source_id: sourceIdValue,
+    source_kind: "news_aggregate",
+    title: `dated items for the basket's largest holdings over ${news.window_days} days`,
+    url: "https://news.google.com/rss",
+    public_at: publicAt,
+    retrieved_at: grounding.gathered_at || publicAt,
+    locator: { window_days: news.window_days, constituents_read: news.constituents_read, industry: news.industry?.id || null },
+  })) return;
+  const shared = {
+    asOf: context.asOf,
+    publicAt,
+    sources: [sourceIdValue],
+    confidence: 0.6,
+    derivation: "rederived",
+  };
+  addUnique(context.facts, context.diagnostics, baseFact({
+    ...shared,
+    factId: "news.covered_weight",
+    valueKind: "ratio",
+    value: news.coverage_weight,
+    unit: "decimal",
+    ratioDenominator: `weight_of_${news.constituents_read}_largest_holdings`,
+    derivationToolId: `${ADAPTER_ID}:news:covered_weight`,
+    derivationInput: { window_days: news.window_days },
+  }));
+  addUnique(context.facts, context.diagnostics, baseFact({
+    ...shared,
+    factId: "news.filing_event_weight",
+    valueKind: "ratio",
+    value: news.filing_event_weight,
+    unit: "decimal",
+    ratioDenominator: `weight_of_${news.constituents_read}_largest_holdings`,
+    derivationToolId: `${ADAPTER_ID}:news:filing_event_weight`,
+    derivationInput: { window_days: news.window_days, filers: news.filing_event_count },
+  }));
+}
+
+function crossMarketFacts(grounding, context) {
+  const rows = grounding?.cross_market;
+  const stamp = grounding?.gathered_at || context.asOf;
+  const publicAt = timestampAtOrBefore(stamp, context.cutoff);
+  if (Array.isArray(rows) && publicAt) {
+    for (const row of rows) {
+      if (!finite(row?.correlation)) continue;
+      const factId = CROSS_MARKET_FACTS[row.reference];
+      if (!factId) continue;
+      const sourceIdValue = sourceId("market", "cross_correlation", row.reference, row.to);
+      if (!registerSource(context, {
+        source_id: sourceIdValue,
+        source_kind: "market_snapshot",
+        title: `daily closes for ${row.label}`,
+        url: `https://query1.finance.yahoo.com/v8/finance/chart/${encodeURIComponent(row.reference)}?range=1y&interval=1d`,
+        public_at: publicAt,
+        retrieved_at: stamp,
+        locator: { reference: row.reference, from: row.from, to: row.to, sessions: row.sessions },
+      })) continue;
+      addUnique(context.facts, context.diagnostics, baseFact({
+        factId,
+        valueKind: "ratio",
+        value: row.correlation,
+        unit: "decimal",
+        ratioDenominator: `pearson_over_${row.sessions}_paired_sessions`,
+        asOf: context.asOf,
+        publicAt,
+        sources: [sourceIdValue],
+        confidence: 0.8,
+        derivation: "rederived",
+        derivationToolId: `${ADAPTER_ID}:cross_market:${row.reference}`,
+        derivationInput: { reference: row.reference, from: row.from, to: row.to, relative_return: row.relative_return },
+      }));
+    }
+  }
+  const dispersion = grounding?.sector_dispersion;
+  if (dispersion?.available && finite(dispersion.dispersion) && publicAt) {
+    const sourceIdValue = sourceId("market", "sector_dispersion", dispersion.to);
+    if (registerSource(context, {
+      source_id: sourceIdValue,
+      source_kind: "market_snapshot",
+      title: "Select Sector SPDR daily closes",
+      url: "https://query1.finance.yahoo.com/v8/finance/chart/XLK?range=1y&interval=1d",
+      public_at: publicAt,
+      retrieved_at: stamp,
+      locator: { sectors: dispersion.measured, from: dispersion.from, to: dispersion.to },
+    })) {
+      addUnique(context.facts, context.diagnostics, baseFact({
+        factId: "market.sector_dispersion",
+        valueKind: "ratio",
+        value: dispersion.dispersion,
+        unit: "decimal",
+        ratioDenominator: `stdev_of_${dispersion.measured}_sector_total_returns`,
+        asOf: context.asOf,
+        publicAt,
+        sources: [sourceIdValue],
+        confidence: 0.8,
+        derivation: "rederived",
+        derivationToolId: `${ADAPTER_ID}:sector_dispersion`,
+        derivationInput: { leader: dispersion.leader?.symbol, laggard: dispersion.laggard?.symbol, from: dispersion.from, to: dispersion.to },
+      }));
+    }
+  }
+}
+
+/** Reference market -> the fact id its correlation is published under. */
+const CROSS_MARKET_FACTS = Object.freeze({
+  "^GSPC": "market.correlation_to_broad_market",
+  "^KS11": "market.correlation_to_kospi",
+  "^KQ11": "market.correlation_to_kosdaq",
+  "^SOX": "market.correlation_to_semiconductors",
+});
+
 function insiderOwnershipFacts(grounding, context) {
   const owned = grounding?.insider_ownership;
   if (!owned || !finite(owned.value)) return;
@@ -669,6 +806,8 @@ export function adaptGroundingToTypedFacts(grounding, { asOf, knowledgeAsOf = as
   fundamentalFacts(grounding, context);
   instrumentAggregateFacts(grounding, context);
   insiderOwnershipFacts(grounding, context);
+  crossMarketFacts(grounding, context);
+  basketNewsFacts(grounding, context);
   for (const family of ["screen", "macro", "market"]) {
     if (grounding?.[family] && !grounding[family].public_at) {
       if (family === "screen" && context.diagnostics.some((item) => String(item.source || "").startsWith("screen."))) continue;

package/mcp/lib/xbrl-series.mjs

@@ -315,8 +315,10 @@ export function buildMetric({
     currency,
     scale,
     ratio_denominator: ratioDenominator,
-    period_start: alignment.period_start,
-    period_end: alignment.period_end,
+    // A metric may declare itself a point-in-time quantity, in which case the span its inputs
+    // were aligned over is not the period it covers and stating one would be wrong.
+    period_start: alignment.suppressInterval ? null : alignment.period_start,
+    period_end: alignment.suppressInterval ? null : alignment.period_end,
     fiscal_year: Number.isInteger(alignment.fiscal_year) ? alignment.fiscal_year : null,
     // Never the clock: the newest filing among the inputs is the moment this became knowable.
     public_at: alignment.public_at,

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "alphacouncil-agent",
-  "version": "1.0.0",
+  "version": "1.0.2",
   "description": "Multi-agent company, ETF and market-index research workflow for Codex & Claude Code: sourced evidence, method seats, bull/bear debate and portfolio-manager synthesis.",
   "type": "module",
   "license": "MIT",
@@ -27,7 +27,7 @@
   },
   "publishConfig": {
     "access": "public",
-    "tag": "next"
+    "tag": "latest"
   },
   "scripts": {
     "check": "node scripts/selfcheck.mjs",

package/scripts/lib/persona-v3-solo-formula-pipeline.mjs

@@ -106,7 +106,10 @@ export const CANONICAL_SOLO_TEST_FACT_CONTRACTS = Object.freeze({
   "valuation.revenue_growth": Object.freeze({ value_kind: "ratio", unit: "decimal", period: duration(ANY_REPORTING_INTERVAL) }),
   "valuation.downside_asset_value": Object.freeze({ value_kind: "monetary", unit: "currency_units", period: INSTANT_AS_OF }),
   "valuation.downside_floor": Object.freeze({ value_kind: "monetary", unit: "currency_units", period: INSTANT_AS_OF }),
-  "capital_allocation.share_count": Object.freeze({ value_kind: "count", unit: "shares", period: duration("P1Y") }),
+  // Shares outstanding is measured AT a date, not over one. The filing reports it inside a
+  // fiscal year, which is where the interval came from, but a count is an instant quantity --
+  // and a fund's share count, which carries no fiscal year at all, could satisfy no duration.
+  "capital_allocation.share_count": Object.freeze({ value_kind: "count", unit: "shares", period: INSTANT_AS_OF }),
 
   // Basket-level facts. Without these an index or fund method has nothing to reason about,
   // which is why every seat abstained on an ETF regardless of how well it was written.
@@ -122,6 +125,20 @@ export const CANONICAL_SOLO_TEST_FACT_CONTRACTS = Object.freeze({
   "index.breadth_counted_above_200dma": Object.freeze({ value_kind: "ratio", unit: "decimal", period: INSTANT_AS_OF }),
   "fund.aum": Object.freeze({ value_kind: "monetary", unit: "currency_units", period: INSTANT_AS_OF }),
   "fund.expense_ratio": Object.freeze({ value_kind: "ratio", unit: "decimal", period: INSTANT_AS_OF }),
+  // Creations minus redemptions, priced. A crowding signal, never a valuation one.
+  // What else the holding is a bet on. Correlation decides what a position actually
+  // diversifies; dispersion says whether one factor or many are repricing the market.
+  "market.correlation_to_broad_market": Object.freeze({ value_kind: "ratio", unit: "decimal", period: INSTANT_AS_OF }),
+  "market.correlation_to_kospi": Object.freeze({ value_kind: "ratio", unit: "decimal", period: INSTANT_AS_OF }),
+  "market.correlation_to_kosdaq": Object.freeze({ value_kind: "ratio", unit: "decimal", period: INSTANT_AS_OF }),
+  "market.correlation_to_semiconductors": Object.freeze({ value_kind: "ratio", unit: "decimal", period: INSTANT_AS_OF }),
+  // News as counts. The headlines never enter a computation; how much of the basket is in the
+  // news, and how much of it filed, are dated quantities an event-driven method may read.
+  "news.covered_weight": Object.freeze({ value_kind: "ratio", unit: "decimal", period: INSTANT_AS_OF }),
+  "news.filing_event_weight": Object.freeze({ value_kind: "ratio", unit: "decimal", period: INSTANT_AS_OF }),
+  "market.sector_dispersion": Object.freeze({ value_kind: "ratio", unit: "decimal", period: INSTANT_AS_OF }),
+  "fund.net_flow": Object.freeze({ value_kind: "monetary", unit: "currency_units", period: INSTANT_AS_OF }),
+  "fund.net_flow_ratio": Object.freeze({ value_kind: "ratio", unit: "decimal", period: INSTANT_AS_OF }),
 
   // The US has no promoter shareholding record. Section 16 ownership is the filed analogue,
   // and it is what lets a governance-first method reach a number on this universe at all.