bitbank-lab-mcp 0.1.0

package/tools/analyze_currency_strength.ts

@@ -0,0 +1,273 @@
+import type { z } from 'zod';
+import { toNum } from '../lib/conversions.js';
+import { nowIso } from '../lib/datetime.js';
+import { formatPercent, formatPriceJPY, formatVolumeJPY } from '../lib/formatter.js';
+import { fail, failFromError, ok } from '../lib/result.js';
+import {
+	type AnalyzeCurrencyStrengthDataSchemaOut,
+	AnalyzeCurrencyStrengthInputSchema,
+	type AnalyzeCurrencyStrengthMetaSchemaOut,
+	AnalyzeCurrencyStrengthOutputSchema,
+} from '../src/schemas.js';
+import type { ToolDefinition } from '../src/tool-definition.js';
+import analyzeIndicators from './analyze_indicators.js';
+import getTickersJpy from './get_tickers_jpy.js';
+
+// ── Types ──
+
+interface TickerItem {
+	pair: string;
+	last: string;
+	open: string;
+	vol: string;
+	change24h?: number | null;
+	change24hPct?: number | null;
+}
+
+interface RankedItem {
+	pair: string;
+	currency: string;
+	score: number;
+	rank: number;
+	components: {
+		change24h: number | null;
+		rsi: number | null;
+		smaDeviation: number | null;
+		volumeRank: number;
+	};
+	price: number | null;
+	volumeJPY: number | null;
+	interpretation: 'strong_bullish' | 'bullish' | 'neutral' | 'bearish' | 'strong_bearish';
+}
+
+// ── Helpers ──
+
+function clamp(x: number, min: number, max: number) {
+	return Math.max(min, Math.min(max, x));
+}
+
+function interpret(score: number): RankedItem['interpretation'] {
+	if (score >= 50) return 'strong_bullish';
+	if (score >= 20) return 'bullish';
+	if (score <= -50) return 'strong_bearish';
+	if (score <= -20) return 'bearish';
+	return 'neutral';
+}
+
+function extractCurrency(pair: string): string {
+	return pair.replace(/_jpy$/i, '').toUpperCase();
+}
+
+// ── Main ──
+
+export default async function analyzeCurrencyStrength(topN: number = 10, type: string = '1day') {
+	try {
+		// 1. Fetch all tickers
+		const tickerRes = await getTickersJpy();
+		if (!tickerRes?.ok) {
+			return AnalyzeCurrencyStrengthOutputSchema.parse(fail(tickerRes?.summary || 'tickers fetch failed', 'upstream'));
+		}
+		const tickers: TickerItem[] = Array.isArray(tickerRes.data) ? tickerRes.data : [];
+		if (tickers.length === 0) {
+			return AnalyzeCurrencyStrengthOutputSchema.parse(fail('ティッカーデータが空です', 'upstream'));
+		}
+
+		// 2. Deduplicate by pair (keep first occurrence), sort by volume descending, pick top N
+		const seenPairs = new Set<string>();
+		const uniqueTickers = tickers.filter((t) => {
+			if (seenPairs.has(t.pair)) return false;
+			seenPairs.add(t.pair);
+			return true;
+		});
+		const withVolume = uniqueTickers.map((t) => {
+			const lastN = toNum(t.last);
+			const volN = toNum(t.vol);
+			const volumeJPY = lastN != null && volN != null ? lastN * volN : 0;
+			const openN = toNum(t.open);
+			const change24h =
+				t.change24hPct != null
+					? toNum(t.change24hPct)
+					: openN != null && openN > 0 && lastN != null
+						? Number((((lastN - openN) / openN) * 100).toFixed(2))
+						: null;
+			return { ...t, lastN, volumeJPY, change24h };
+		});
+		withVolume.sort((a, b) => b.volumeJPY - a.volumeJPY);
+		const targets = withVolume.slice(0, topN);
+
+		// 3. Fetch RSI & SMA for each target (parallel, with concurrency limit)
+		const MAX_CONCURRENT = 3;
+		const indicatorResults: PromiseSettledResult<Awaited<ReturnType<typeof analyzeIndicators>>>[] = [];
+		for (let i = 0; i < targets.length; i += MAX_CONCURRENT) {
+			const batch = targets.slice(i, i + MAX_CONCURRENT);
+			const batchResults = await Promise.allSettled(batch.map((t) => analyzeIndicators(t.pair, type, 60)));
+			indicatorResults.push(...batchResults);
+		}
+
+		// 3b. Check failures
+		const failedIndicatorPairs: string[] = [];
+		for (let i = 0; i < indicatorResults.length; i++) {
+			const r = indicatorResults[i];
+			if (r.status === 'rejected' || !r.value.ok) {
+				failedIndicatorPairs.push(targets[i].pair);
+			}
+		}
+		const allIndicatorsFailed = failedIndicatorPairs.length === targets.length;
+		if (allIndicatorsFailed) {
+			return AnalyzeCurrencyStrengthOutputSchema.parse(fail('全銘柄のテクニカル指標取得に失敗しました', 'upstream'));
+		}
+
+		// 4. Compute composite score for each
+		const items: RankedItem[] = targets.map((t, i) => {
+			const indResult = indicatorResults[i];
+			const ind = indResult.status === 'fulfilled' && indResult.value.ok ? indResult.value.data : null;
+
+			// Component: 24h change → score [-100, +100]
+			// ±5% → ±100
+			const changePct = t.change24h;
+			const changeScore = changePct != null ? clamp((changePct / 5) * 100, -100, 100) : 0;
+
+			// Component: RSI → score [-100, +100]
+			// RSI 50 = 0, RSI 70+ = +100, RSI 30- = -100
+			const rsi = (ind?.indicators?.RSI_14 as number | null) ?? null;
+			const rsiScore = rsi != null ? clamp(((rsi - 50) / 20) * 100, -100, 100) : 0;
+
+			// Component: SMA25 deviation → score [-100, +100]
+			// price > SMA25 = positive, price < SMA25 = negative
+			// ±3% deviation → ±100
+			const sma25 = (ind?.indicators?.SMA_25 as number | null) ?? null;
+			const latestClose = ind?.normalized?.at(-1)?.close as number | undefined;
+			let smaDeviation: number | null = null;
+			let smaScore = 0;
+			if (sma25 != null && latestClose != null && sma25 > 0) {
+				smaDeviation = Number((((latestClose - sma25) / sma25) * 100).toFixed(2));
+				smaScore = clamp((smaDeviation / 3) * 100, -100, 100);
+			}
+
+			// Component: volume rank bonus (higher volume → small positive bias)
+			const volumeRank = i + 1;
+			const volumeBonus = clamp(((topN - i) / topN) * 10, 0, 10);
+
+			// Composite: 40% change + 30% RSI + 25% SMA + 5% volume
+			const score = Number((changeScore * 0.4 + rsiScore * 0.3 + smaScore * 0.25 + volumeBonus * 0.05).toFixed(1));
+
+			return {
+				pair: t.pair,
+				currency: extractCurrency(t.pair),
+				score,
+				rank: 0, // assigned after sorting
+				components: {
+					change24h: changePct,
+					rsi,
+					smaDeviation,
+					volumeRank,
+				},
+				price: Number.isFinite(t.lastN) ? t.lastN : null,
+				volumeJPY: t.volumeJPY > 0 ? t.volumeJPY : null,
+				interpretation: interpret(score),
+			};
+		});
+
+		// 5. Sort by score descending and assign ranks
+		items.sort((a, b) => b.score - a.score);
+		items.forEach((item, i) => {
+			item.rank = i + 1;
+		});
+
+		// 6. Build summary
+		const strongBullish = items.filter((it) => it.interpretation === 'strong_bullish').map((it) => it.currency);
+		const strongBearish = items.filter((it) => it.interpretation === 'strong_bearish').map((it) => it.currency);
+		const avgScore = Number((items.reduce((s, it) => s + it.score, 0) / items.length).toFixed(1));
+		const marketBias =
+			avgScore >= 15 ? ('bullish' as const) : avgScore <= -15 ? ('bearish' as const) : ('neutral' as const);
+
+		const data = {
+			rankings: items,
+			summary: {
+				totalPairs: tickers.length,
+				analyzedPairs: items.length,
+				strongBullish,
+				strongBearish,
+				marketBias,
+				avgScore,
+			},
+		};
+
+		const meta: Record<string, unknown> = {
+			fetchedAt: nowIso(),
+			type,
+			topN,
+		};
+		if (failedIndicatorPairs.length > 0) {
+			meta.warning = `⚠️ ${targets.length}銘柄中${failedIndicatorPairs.length}銘柄の指標取得に失敗しました: ${failedIndicatorPairs.join(', ')}`;
+			meta.failedPairs = failedIndicatorPairs;
+		}
+
+		// Build text summary
+		const lines: string[] = [];
+		if (failedIndicatorPairs.length > 0) {
+			lines.push(
+				`⚠️ ${targets.length}銘柄中${failedIndicatorPairs.length}銘柄の指標取得に失敗（${failedIndicatorPairs.join(', ')}）。該当銘柄のスコアは価格変動のみで算出されています。`,
+			);
+			lines.push('');
+		}
+		lines.push(`📊 通貨強弱ランキング（出来高上位${items.length}銘柄 / 全${tickers.length}ペア）`);
+		lines.push(
+			`市場バイアス: ${marketBias === 'bullish' ? '🟢 強気' : marketBias === 'bearish' ? '🔴 弱気' : '⚪ 中立'}（平均スコア: ${avgScore}）`,
+		);
+		lines.push('');
+		for (const item of items) {
+			const emoji =
+				item.score >= 50 ? '🟢' : item.score >= 20 ? '🔵' : item.score <= -50 ? '🔴' : item.score <= -20 ? '🟠' : '⚪';
+			const chgStr =
+				item.components.change24h != null ? formatPercent(item.components.change24h, { sign: true, digits: 2 }) : 'n/a';
+			const rsiStr = item.components.rsi != null ? `RSI=${Math.round(item.components.rsi)}` : 'RSI=n/a';
+			const smaStr =
+				item.components.smaDeviation != null
+					? `SMA25乖離${formatPercent(item.components.smaDeviation, { sign: true, digits: 2 })}`
+					: '';
+			const volStr = formatVolumeJPY(item.volumeJPY);
+			const priceStr = item.price != null ? formatPriceJPY(item.price) : 'n/a';
+			lines.push(
+				`${item.rank}. ${emoji} ${item.currency} ${priceStr} score=${item.score} | 24h:${chgStr} | ${rsiStr} | ${smaStr} | 出来高${volStr}`,
+			);
+		}
+		if (strongBullish.length > 0) {
+			lines.push('');
+			lines.push(`🟢 注目（強気）: ${strongBullish.join(', ')}`);
+		}
+		if (strongBearish.length > 0) {
+			lines.push(`🔴 注意（弱気）: ${strongBearish.join(', ')}`);
+		}
+		lines.push('');
+		lines.push('---');
+		lines.push('📌 含まれるもの: 24h変化率・RSI・SMA乖離率に基づく相対強弱スコアと市場バイアス');
+		lines.push('📌 含まれないもの: 板情報・フロー分析・サポレジ・チャートパターン');
+		lines.push(
+			'📌 補完ツール: analyze_market_signal（個別銘柄の詳細分析）, analyze_volume_profile（出来高プロファイル）',
+		);
+
+		const summaryText = lines.join('\n');
+
+		return AnalyzeCurrencyStrengthOutputSchema.parse(
+			ok(
+				summaryText,
+				data as z.infer<typeof AnalyzeCurrencyStrengthDataSchemaOut>,
+				meta as z.infer<typeof AnalyzeCurrencyStrengthMetaSchemaOut>,
+			),
+		);
+	} catch (e: unknown) {
+		return failFromError(e, { schema: AnalyzeCurrencyStrengthOutputSchema });
+	}
+}
+
+// ── ToolDef ──
+
+export const toolDef: ToolDefinition = {
+	name: 'analyze_currency_strength',
+	description:
+		'[Currency Strength / Ranking / Screening] 通貨強弱ランキング（currency strength / relative strength / ranking / screening）。' +
+		'全JPYペアを複合スコア（変化率・RSI・SMA乖離・出来高）で判定。注目銘柄の発見・スクリーニングに。',
+	inputSchema: AnalyzeCurrencyStrengthInputSchema,
+	handler: async ({ topN, type }: { topN?: number; type?: string }) => analyzeCurrencyStrength(Number(topN), type),
+};

package/tools/analyze_ema_snapshot.ts

@@ -0,0 +1,183 @@
+import type { z } from 'zod';
+import { formatSummary } from '../lib/formatter.js';
+import {
+	buildMaLines,
+	buildMaSnapshotText,
+	type CrossStatus,
+	computeMaExt,
+	detectAlignment,
+	detectCrossStatuses,
+	detectPosition,
+	detectRecentCrosses,
+	generateCrossPairs,
+	getSeries,
+	type MaExtEntry,
+	type MaLineEntry,
+	type RecentCrossEntry,
+} from '../lib/ma-snapshot-utils.js';
+import { fail, failFromError, failFromValidation, ok } from '../lib/result.js';
+import { createMeta, ensurePair } from '../lib/validate.js';
+import {
+	type AnalyzeEmaSnapshotDataSchemaOut,
+	AnalyzeEmaSnapshotInputSchema,
+	AnalyzeEmaSnapshotOutputSchema,
+} from '../src/schemas.js';
+import type { ToolDefinition } from '../src/tool-definition.js';
+import analyzeIndicators, { ema } from './analyze_indicators.js';
+import getCandles from './get_candles.js';
+
+const FIXED_EMA_PERIODS = [12, 26, 50, 200] as const;
+
+export type { CrossStatus, MaLineEntry, RecentCrossEntry };
+
+export interface BuildEmaSnapshotTextInput {
+	baseSummary: string;
+	type: string;
+	maLines: MaLineEntry[];
+	crossStatuses: CrossStatus[];
+	recentCrosses: RecentCrossEntry[];
+}
+
+const EMA_FOOTER = [
+	'📌 含まれるもの: EMA値・傾き・クロス状態・配列パターン・価格との乖離',
+	'📌 含まれないもの: SMA・RSI・MACD・BB・一目均衡表、出来高フロー、板情報',
+	'📌 補完ツール: analyze_sma_snapshot（SMA）, analyze_indicators（他指標）, analyze_bb_snapshot（BB）, get_flow_metrics（出来高）',
+];
+
+/** テキスト組み立て（EMAスナップショット）— テスト可能な純粋関数 */
+export function buildEmaSnapshotText(input: BuildEmaSnapshotTextInput): string {
+	return buildMaSnapshotText({ ...input, prefix: 'EMA', footerLines: EMA_FOOTER });
+}
+
+export default async function analyzeEmaSnapshot(
+	pair: string = 'btc_jpy',
+	type: string = '1day',
+	limit: number = 220,
+	periods: number[] = [12, 26, 50, 200],
+) {
+	const chk = ensurePair(pair);
+	if (!chk.ok) return failFromValidation(chk, AnalyzeEmaSnapshotOutputSchema);
+	try {
+		const maxPeriod = Math.max(...periods, 200);
+		const fetchLimit = Math.max(maxPeriod, limit);
+
+		const hasCustomPeriods = periods.some((p) => !(FIXED_EMA_PERIODS as readonly number[]).includes(p));
+
+		let close: number | null = null;
+		let chartInd: Record<string, unknown> = {};
+		let candles: Array<{ isoTime?: string | null }> = [];
+		let normalizedLen = 0;
+		const map: Record<string, number | null> = {};
+
+		if (hasCustomPeriods) {
+			const candlesResult = await getCandles(chk.pair, type, undefined, fetchLimit);
+			if (!candlesResult.ok)
+				return AnalyzeEmaSnapshotOutputSchema.parse(
+					fail(candlesResult.summary || 'candles failed', candlesResult.meta.errorType || 'internal'),
+				);
+			const normalized = candlesResult.data.normalized;
+			const allCloses = normalized.map((c) => c.close);
+			close = allCloses.at(-1) ?? null;
+			candles = normalized;
+			normalizedLen = normalized.length;
+
+			for (const p of periods) {
+				const series = ema(allCloses, p);
+				const key = `EMA_${p}`;
+				map[key] = series.at(-1) ?? null;
+				chartInd[key] = series;
+			}
+		} else {
+			const indRes = await analyzeIndicators(chk.pair, type, fetchLimit);
+			if (!indRes.ok)
+				return AnalyzeEmaSnapshotOutputSchema.parse(
+					fail(indRes.summary || 'indicators failed', indRes.meta.errorType || 'internal'),
+				);
+			close = indRes.data.normalized.at(-1)?.close ?? null;
+			chartInd = indRes?.data?.chart?.indicators ?? {};
+			candles = Array.isArray(indRes?.data?.chart?.candles)
+				? indRes.data.chart.candles
+				: Array.isArray(indRes?.data?.normalized)
+					? indRes.data.normalized
+					: [];
+			normalizedLen = indRes.data.normalized.length;
+
+			const indRecord = indRes.data.indicators as Record<string, number[] | number | null>;
+			for (const p of periods) {
+				const key = `EMA_${p}`;
+				map[key] = (indRecord[key] as number | null) ?? null;
+				if (!chartInd[key]) {
+					chartInd[key] = indRecord[`ema_${p}_series`] ?? [];
+				}
+			}
+		}
+
+		const crossPairs = generateCrossPairs(periods);
+		const crosses = detectCrossStatuses(crossPairs, map, 'EMA');
+		const recentCrosses = detectRecentCrosses(crossPairs, chartInd, candles, 'EMA');
+
+		const sorted = [...new Set(periods)].sort((a, b) => a - b);
+		const vals = sorted.map((p) => map[`EMA_${p}`]);
+		const alignment = detectAlignment(vals, { minPeriods: 3, strict: false });
+
+		const tags: string[] = [];
+		if (alignment === 'bullish') tags.push('ema_bullish_alignment');
+		if (alignment === 'bearish') tags.push('ema_bearish_alignment');
+
+		const emaVals = periods.map((p) => map[`EMA_${p}`]).filter((v): v is number => v != null);
+		const position = detectPosition(close, emaVals);
+
+		const emasExt: Record<string, MaExtEntry> = {};
+		for (const p of periods) {
+			const val = map[`EMA_${p}`];
+			const series = getSeries(chartInd, 'EMA', p);
+			emasExt[String(p)] = computeMaExt(close, val, series, type);
+		}
+
+		const maLines = buildMaLines(periods, emasExt);
+		const summaryText = buildEmaSnapshotText({
+			baseSummary: formatSummary({
+				pair: chk.pair,
+				latest: close ?? undefined,
+				extra: `align=${alignment} pos=${position}`,
+			}),
+			type,
+			maLines,
+			crossStatuses: crosses,
+			recentCrosses,
+		});
+
+		const data: z.infer<typeof AnalyzeEmaSnapshotDataSchemaOut> = {
+			latest: { close },
+			ema: map,
+			crosses,
+			alignment,
+			tags,
+			summary: { close, align: alignment, position },
+			emas: emasExt,
+			recentCrosses,
+		};
+		const meta = createMeta(chk.pair, { type, count: normalizedLen, periods });
+		return AnalyzeEmaSnapshotOutputSchema.parse(ok(summaryText, data, meta));
+	} catch (e: unknown) {
+		return failFromError(e, { schema: AnalyzeEmaSnapshotOutputSchema });
+	}
+}
+
+export const toolDef: ToolDefinition = {
+	name: 'analyze_ema_snapshot',
+	description:
+		'[EMA / Exponential Moving Average] EMA（exponential moving average / trend / slope）の最新値・整列・クロス・傾きを返す（既定: 12/26/50/200）。\n\n⚠️ 最新値のみ。時系列チャート描画 → prepare_chart_data（indicators: ["EMA_12","EMA_26"] 等）。',
+	inputSchema: AnalyzeEmaSnapshotInputSchema,
+	handler: async ({
+		pair,
+		type,
+		limit,
+		periods,
+	}: {
+		pair?: string;
+		type?: string;
+		limit?: number;
+		periods?: number[];
+	}) => analyzeEmaSnapshot(pair, type, limit, periods),
+};