bitbank-lab-mcp 0.1.0

package/tools/analyze_market_signal.ts

@@ -0,0 +1,665 @@
+import type { z } from 'zod';
+import { formatPercent, formatPriceJPY, formatSummary } from '../lib/formatter.js';
+import { slidingMean } from '../lib/math.js';
+import { fail, failFromError, failFromValidation, ok } from '../lib/result.js';
+import { createMeta, ensurePair } from '../lib/validate.js';
+import {
+	type AnalyzeMarketSignalDataSchemaOut,
+	type AnalyzeMarketSignalMetaSchemaOut,
+	AnalyzeMarketSignalOutputSchema,
+} from '../src/schemas.js';
+import analyzeIndicators from './analyze_indicators.js';
+import getFlowMetrics from './get_flow_metrics.js';
+import getVolatilityMetrics from './get_volatility_metrics.js';
+
+// ── buildMarketSignalText ──────────────────────────────────────
+
+export type BuildMarketSignalTextInput = {
+	pair: string;
+	type: string;
+	score: number;
+	recommendation: string;
+	confidence: { level: string; reason: string };
+	latestClose: number | null | undefined;
+	sma: {
+		sma25: number | null | undefined;
+		sma75: number | null | undefined;
+		sma200: number | null | undefined;
+	};
+	smaArrangement: 'bullish' | 'bearish' | 'mixed';
+	smaPosition: 'above_all' | 'below_all' | 'mixed';
+	smaDeviations: { vs25?: number; vs75?: number; vs200?: number };
+	recentCross: { type: 'golden_cross' | 'death_cross'; pair: string; barsAgo: number } | null;
+	factors: {
+		smaTrendFactor: number;
+		momentumFactor: number;
+		cvdTrend: number;
+		volatilityFactor: number;
+		buyPressure: number;
+	};
+	contributions: {
+		sma: number;
+		mom: number;
+		cvd: number;
+		vol: number;
+		buy: number;
+	};
+	rsi: number | null;
+	rvNum: number;
+	buyRatio: number;
+	nextActions: Array<{ priority: string; tool: string; reason: string; suggestedParams?: Record<string, unknown> }>;
+	alerts: Array<{ level: string; message: string }>;
+};
+
+export function buildMarketSignalText(input: BuildMarketSignalTextInput): string {
+	const {
+		pair,
+		type,
+		score,
+		recommendation,
+		confidence,
+		latestClose,
+		sma,
+		smaArrangement,
+		smaPosition,
+		smaDeviations,
+		recentCross,
+		factors,
+		contributions,
+		rsi,
+		rvNum,
+		buyRatio,
+		nextActions,
+		alerts,
+	} = input;
+	const { smaTrendFactor, momentumFactor, cvdTrend, volatilityFactor, buyPressure } = factors;
+	const { sma25, sma75, sma200 } = sma;
+
+	const score100 = Math.round(score * 100);
+	const priceNowStr = formatPriceJPY(latestClose);
+	const relToNow = (smaVal?: number | null) => {
+		if (smaVal == null || latestClose == null || latestClose === 0) return 'n/a';
+		const rel = ((smaVal - latestClose) / latestClose) * 100;
+		return `${formatPercent(rel, { sign: true, digits: 2 })}${rel >= 0 ? '上' : '下'}`;
+	};
+	const sma25Line = sma25 != null ? `${formatPriceJPY(sma25)}（現在より${relToNow(sma25)}）` : 'n/a';
+	const sma75Line = sma75 != null ? `${formatPriceJPY(sma75)}（現在より${relToNow(sma75)}）` : 'n/a';
+	const sma200Line = sma200 != null ? `${formatPriceJPY(sma200)}（現在より${relToNow(sma200)}）` : 'n/a';
+	const arrangementStr =
+		smaArrangement === 'bullish'
+			? '上向き（短期 > 長期）'
+			: smaArrangement === 'bearish'
+				? '下向き（短期 < 長期）'
+				: '混在';
+
+	const toState = (v: number) => (v > 0.1 ? 'up' : v < -0.1 ? 'down' : 'flat');
+	const momentumState = toState(momentumFactor);
+	const cvdState = toState(cvdTrend);
+
+	const buyLabel =
+		buyPressure > 0.2
+			? '買い優勢'
+			: buyPressure > 0.05
+				? 'やや買い優勢'
+				: buyPressure < -0.2
+					? '売り優勢'
+					: buyPressure < -0.05
+						? 'やや売り優勢'
+						: '拮抗';
+	const cvdLabel = cvdState === 'up' ? '上昇中' : cvdState === 'down' ? '下降中' : '横ばい';
+	const momLabel = momentumState === 'up' ? '上昇中' : momentumState === 'down' ? '下降中' : '横ばい';
+	const volLabel = volatilityFactor > 0.2 ? '落ち着いている' : volatilityFactor < -0.2 ? '荒い' : '中庸';
+
+	const nextLines = nextActions.slice(0, 2).map((a, i) => {
+		const num = `${i + 1}.`;
+		const params = a.suggestedParams ? ` ${JSON.stringify(a.suggestedParams)}` : '';
+		return `${num} ${a.tool}${params}`;
+	});
+
+	const orderStr = (() => {
+		if (latestClose == null || sma25 == null || sma75 == null || sma200 == null) return '';
+		if (smaArrangement === 'bearish') return '200 > 75 > 25 > 現在価格';
+		if (smaArrangement === 'bullish') return '現在価格 > 25 > 75 > 200';
+		return '';
+	})();
+	const trendLabel = smaArrangement === 'bearish' ? '弱気' : smaArrangement === 'bullish' ? '強気' : '不明瞭';
+	const positionLabel = (() => {
+		if (smaPosition === 'above_all') return '全平均の上';
+		if (smaPosition === 'below_all') return '全平均の下';
+		return '一部の平均と交差';
+	})();
+	const crossLine = (() => {
+		if (!recentCross) return '';
+		const jpType = recentCross.type === 'golden_cross' ? 'ゴールデンクロス' : 'デッドクロス';
+		const action = recentCross.type === 'golden_cross' ? '上抜け' : '下抜け';
+		const ago = recentCross.barsAgo || 0;
+		return `直近クロス: ${ago}日前に${jpType}（25日が75日を${action}）`;
+	})();
+
+	return [
+		`${String(pair).toUpperCase()} [${String(type)}]`,
+		`総合スコア: ${score100}（${recommendation}、信頼度: ${confidence.level}）`,
+		`※ トレンド重視型（中長期35%+30% / 短期20% / 瞬間5%）`,
+		'',
+		'【価格情報】',
+		`現在価格: ${priceNowStr}`,
+		'',
+		'【SMA詳細】',
+		`- 短期（25日平均）: ${sma25Line}`,
+		`- 中期（75日平均）: ${sma75Line}`,
+		`- 長期（200日平均）: ${sma200Line}`,
+		`配置: ${smaArrangement === 'bearish' ? '下降順' : smaArrangement === 'bullish' ? '上昇順' : '混在'}${orderStr ? `（${orderStr}）` : ''} → トレンド: ${trendLabel}`,
+		`位置: ${positionLabel}`,
+		...(crossLine ? [crossLine] : []),
+		'',
+		'【各要素の詳細】',
+		`- 平均価格の配置（重み35%）: ${smaTrendFactor.toFixed(2)}（${arrangementStr}）`,
+		`- 勢いの変化（重み30%）: ${momentumFactor.toFixed(2)}（${momLabel}${rsi != null ? `、RSI=${Math.round(rsi)}` : ''}）`,
+		`- 出来高の流れ（重み20%）: ${cvdTrend.toFixed(2)}（${cvdLabel}）`,
+		`- 値動きの荒さ（重み10%）: ${volatilityFactor.toFixed(2)}（${volLabel}）`,
+		`- 板の買い圧力（重み5%）: ${buyPressure.toFixed(2)}（${buyLabel}）`,
+		'',
+		'【次の確認推奨】',
+		...(nextLines.length ? nextLines : ['- 該当なし']),
+		'',
+		'【数値詳細】',
+		`contributions: sma=${contributions.sma.toFixed(3)} mom=${contributions.mom.toFixed(3)} cvd=${contributions.cvd.toFixed(3)} vol=${contributions.vol.toFixed(3)} buy=${contributions.buy.toFixed(3)}`,
+		`rawValues: smaTrend=${smaTrendFactor.toFixed(3)} momentum=${momentumFactor.toFixed(3)} cvdTrend=${cvdTrend.toFixed(3)} volatility=${volatilityFactor.toFixed(3)} buyPressure=${buyPressure.toFixed(3)}`,
+		`confidence: ${confidence.level} (${confidence.reason})`,
+		`RSI: ${rsi ?? 'n/a'} | rv_ann: ${rvNum.toFixed(4)} | aggRatio: ${buyRatio.toFixed(3)}`,
+		...(smaDeviations.vs25 != null
+			? [
+					`SMA乖離: vs25=${(smaDeviations.vs25 * 100).toFixed(2)}% vs75=${smaDeviations.vs75 != null ? (smaDeviations.vs75 * 100).toFixed(2) : 'n/a'}% vs200=${smaDeviations.vs200 != null ? (smaDeviations.vs200 * 100).toFixed(2) : 'n/a'}%`,
+				]
+			: []),
+		...(recentCross ? [`SMAクロス: ${recentCross.type} ${recentCross.pair} ${recentCross.barsAgo}bars前`] : []),
+		...(alerts.length ? [`alerts: ${alerts.map((a) => `[${a.level}] ${a.message}`).join('; ')}`] : []),
+		'',
+		'---',
+		'📌 含まれるもの: 総合スコア・各要素の寄与度と生値・SMA配置・信頼度・推奨アクション',
+		'📌 含まれないもの: 指標の時系列詳細、個別約定データ、チャートパターン検出、板の層別分析',
+		'📌 補完ツール: get_flow_metrics（フロー詳細）, get_volatility_metrics（ボラ詳細）, analyze_indicators（指標詳細）, detect_patterns（パターン）, get_orderbook（板情報）',
+	].join('\n');
+}
+
+// ── main function ──────────────────────────────────────────────
+
+type AnalyzeOpts = {
+	type?: string;
+	flowLimit?: number;
+	bucketMs?: number;
+	windows?: number[];
+	horizonBuckets?: number;
+};
+
+function clamp(x: number, min: number, max: number) {
+	return Math.max(min, Math.min(max, x));
+}
+
+export default async function analyzeMarketSignal(pair: string = 'btc_jpy', opts: AnalyzeOpts = {}) {
+	const chk = ensurePair(pair);
+	if (!chk.ok) return failFromValidation(chk, AnalyzeMarketSignalOutputSchema);
+
+	const type = opts.type || '1day';
+	const flowLimit = Math.max(50, Math.min(opts.flowLimit ?? 300, 2000));
+	const bucketMs = Math.max(1_000, Math.min(opts.bucketMs ?? 60_000, 3_600_000));
+	const windows = (opts.windows?.length ? opts.windows : [14, 20, 30]).slice(0, 3);
+	const horizon = Math.max(5, Math.min(opts.horizonBuckets ?? 10, 100));
+
+	try {
+		const [flowRes, volRes, indRes] = await Promise.all([
+			getFlowMetrics(chk.pair, flowLimit, undefined, bucketMs),
+			getVolatilityMetrics(chk.pair, type, 200, windows, { annualize: true }),
+			// SMA25/75/200 を扱うため十分な本数を取得（最低200+バッファ）
+			analyzeIndicators(chk.pair, type, 220),
+		]);
+
+		if (!flowRes?.ok)
+			return AnalyzeMarketSignalOutputSchema.parse(
+				fail(
+					flowRes?.summary || 'flow failed',
+					(!flowRes.ok && 'errorType' in flowRes.meta ? flowRes.meta.errorType : undefined) || 'internal',
+				),
+			);
+		if (!volRes?.ok)
+			return AnalyzeMarketSignalOutputSchema.parse(
+				fail(
+					volRes?.summary || 'vol failed',
+					(!volRes.ok && 'errorType' in volRes.meta ? volRes.meta.errorType : undefined) || 'internal',
+				),
+			);
+		if (!indRes?.ok)
+			return AnalyzeMarketSignalOutputSchema.parse(
+				fail(
+					indRes?.summary || 'indicators failed',
+					(!indRes.ok && 'errorType' in indRes.meta ? indRes.meta.errorType : undefined) || 'internal',
+				),
+			);
+
+		// Flow metrics
+		const agg = flowRes.data.aggregates || {};
+		const buckets = (flowRes.data.series?.buckets || []) as Array<{ cvd: number }>;
+		const cvdSeries = buckets.map((b) => b.cvd);
+		const cvdSlice = cvdSeries.slice(-horizon);
+		const cvdSlope = cvdSlice.length >= 2 ? cvdSlice[cvdSlice.length - 1] - cvdSlice[0] : 0;
+		const cvdNormBase = Math.max(1, Math.max(...cvdSlice.map((v) => Math.abs(v))) || 1);
+		const cvdTrend = clamp(cvdSlope / cvdNormBase, -1, 1);
+		const buyRatio = typeof agg.aggressorRatio === 'number' ? agg.aggressorRatio : 0.5;
+		const buyPressure = clamp((buyRatio - 0.5) * 2, -1, 1);
+
+		// Volatility
+		const rv = volRes?.data?.aggregates?.rv_std_ann ?? volRes?.data?.aggregates?.rv_std;
+		const rvNum = typeof rv === 'number' ? rv : 0.5; // typical range ~0.2-0.8
+		const volatilityFactor = clamp((0.5 - rvNum) / 0.5, -1, 1); // 低ボラほど +
+
+		// Indicators
+		const rsi = indRes?.data?.indicators?.RSI_14 as number | null;
+		const momentumFactor = rsi == null ? 0 : clamp((rsi - 50) / 50, -1, 1);
+		// SMA trend factor: price vs SMA25/75 alignment and distance to SMA200
+		const latestClose = indRes?.data?.normalized?.at(-1)?.close as number | undefined;
+		const sma25 = indRes?.data?.indicators?.SMA_25 as number | null | undefined;
+		const sma75 = indRes?.data?.indicators?.SMA_75 as number | null | undefined;
+		const sma200 = indRes?.data?.indicators?.SMA_200 as number | null | undefined;
+		let smaTrendFactor = 0;
+		let smaArrangement: 'bullish' | 'bearish' | 'mixed' = 'mixed';
+		let smaDeviations: { vs25?: number; vs75?: number; vs200?: number } = {};
+		if (latestClose != null && sma25 != null && sma75 != null) {
+			// alignment bonus
+			const alignedUp = latestClose > sma25 && (sma25 as number) > (sma75 as number);
+			const alignedDown = latestClose < sma25 && (sma25 as number) < (sma75 as number);
+			if (alignedUp) smaTrendFactor += 0.6;
+			else if (alignedDown) smaTrendFactor -= 0.6;
+			smaArrangement = alignedUp ? 'bullish' : alignedDown ? 'bearish' : 'mixed';
+			// distance to SMA200 (above -> positive, below -> negative), normalized by 5% band
+			if (sma200 != null) {
+				const dist = (latestClose - (sma200 as number)) / (sma200 as number);
+				smaTrendFactor += clamp(dist / 0.05, -0.4, 0.4);
+			}
+			smaTrendFactor = clamp(smaTrendFactor, -1, 1);
+			// deviations (percent) vs SMA
+			const pct = (val: number | null | undefined) =>
+				val != null && latestClose != null && val !== 0 ? (latestClose - val) / val : undefined;
+			smaDeviations = {
+				vs25: pct(sma25 ?? null),
+				vs75: pct(sma75 ?? null),
+				vs200: pct(sma200 ?? null),
+			};
+		}
+		// SMA position classification relative to all SMAs
+		let smaPosition: 'above_all' | 'below_all' | 'mixed' = 'mixed';
+		if (latestClose != null && sma25 != null && sma75 != null && sma200 != null) {
+			if (latestClose > sma25 && latestClose > sma75 && latestClose > sma200) smaPosition = 'above_all';
+			else if (latestClose < sma25 && latestClose < sma75 && latestClose < sma200) smaPosition = 'below_all';
+			else smaPosition = 'mixed';
+		}
+		// Recent cross detection for 25/75 using normalized closes (fallback if indicator series not available)
+		let recentCross: { type: 'golden_cross' | 'death_cross'; pair: '25/75'; barsAgo: number } | null = null;
+		try {
+			const normalized = indRes.data.normalized;
+			const closes: number[] = Array.isArray(normalized)
+				? normalized.map((c) => Number(c?.close)).filter((v) => Number.isFinite(v))
+				: [];
+			if (closes.length >= 80) {
+				const sma25Series = slidingMean(closes, 25);
+				const sma75Series = slidingMean(closes, 75);
+				const m = Math.min(sma25Series.length, sma75Series.length);
+				const off = closes.length - m; // alignment offset to original closes indices
+				for (let j = m - 1; j >= 1; j--) {
+					const prevDiff = sma25Series[j - 1] - sma75Series[j - 1];
+					const currDiff = sma25Series[j] - sma75Series[j];
+					if ((prevDiff <= 0 && currDiff > 0) || (prevDiff >= 0 && currDiff < 0)) {
+						const typeCross = prevDiff <= 0 && currDiff > 0 ? 'golden_cross' : 'death_cross';
+						const barsAgo = Math.max(0, closes.length - 1 - (off + j));
+						recentCross = { type: typeCross, pair: '25/75', barsAgo };
+						break;
+					}
+				}
+			}
+		} catch {
+			/* ignore cross calc errors */
+		}
+
+		// Composite score
+		// トレンド重視型（初心者向け）: 中長期トレンドを重視し、瞬間的な板の変動を抑制
+		const weights = { smaTrend: 0.35, momentum: 0.3, cvdTrend: 0.2, volatility: 0.1, buyPressure: 0.05 } as const;
+		const contribution_buy = buyPressure * weights.buyPressure;
+		const contribution_cvd = cvdTrend * weights.cvdTrend;
+		const contribution_mom = momentumFactor * weights.momentum;
+		const contribution_vol = volatilityFactor * weights.volatility;
+		const contribution_sma = smaTrendFactor * weights.smaTrend;
+		const score = Number(
+			(contribution_buy + contribution_cvd + contribution_mom + contribution_vol + contribution_sma).toFixed(3),
+		);
+
+		const recommendation = score >= 0.25 ? 'bullish' : score <= -0.25 ? 'bearish' : 'neutral';
+		const tags: string[] = [];
+		if (buyPressure > 0.2) tags.push('buy_pressure');
+		if (cvdTrend > 0.2) tags.push('positive_cvd');
+		if (volatilityFactor > 0.2) tags.push('low_vol');
+		if (rsi != null && rsi < 35) tags.push('oversold_bias');
+		if (rsi != null && rsi > 65) tags.push('overbought_risk');
+
+		// compact contributions summary (top 2 by absolute value)
+		const contribPairs: Array<[string, number]> = [
+			['buy', contribution_buy],
+			['cvd', contribution_cvd],
+			['sma', contribution_sma],
+			['mom', contribution_mom],
+			['vol', contribution_vol],
+		];
+		const top2 = contribPairs
+			.sort((a, b) => Math.abs(b[1]) - Math.abs(a[1]))
+			.slice(0, 2)
+			.map(([k, v]) => `${k}${v >= 0 ? '+' : ''}${Number(v.toFixed(2))}`)
+			.join(', ');
+
+		// summary will be finalized after confidence/nextActions are computed
+		let _summary = '';
+
+		function calculateConfidence(
+			contributions: { buyPressure: number; cvdTrend: number; momentum: number; volatility: number; smaTrend: number },
+			score: number,
+		) {
+			const contribValues = Object.values(contributions);
+			const sorted = contribValues
+				.map((val, idx) => ({ value: val, index: idx }))
+				.sort((a, b) => Math.abs(b.value) - Math.abs(a.value));
+			const top3Signs = sorted.slice(0, 3).map((x) => Math.sign(x.value));
+			const allPositive = top3Signs.every((s) => s > 0);
+			const allNegative = top3Signs.every((s) => s < 0);
+			const top2Match = top3Signs[0] === top3Signs[1];
+			const maxContribution = Math.abs(sorted[0].value);
+			if ((allPositive || allNegative) && maxContribution >= 0.15) {
+				return { level: 'high' as const, reason: '主要3要素が同方向で一致。シグナルの信頼性高' };
+			} else if (top2Match || Math.abs(score) < 0.3) {
+				const reasons: string[] = [];
+				if (top2Match) reasons.push('上位2要素が一致');
+				if (Math.abs(score) < 0.3) reasons.push('スコアが中立圏');
+				return { level: 'medium' as const, reason: `${reasons.join('、')}。追加確認推奨` };
+			} else {
+				return { level: 'low' as const, reason: '主要要素間で矛盾あり。詳細分析必須' };
+			}
+		}
+
+		// Precompute contributions/breakdown, confidence and next actions
+		type BreakdownEntry = { rawValue: number; weight: number; contribution: number; interpretation: string };
+		type Breakdown = {
+			buyPressure: BreakdownEntry;
+			cvdTrend: BreakdownEntry;
+			momentum: BreakdownEntry;
+			volatility: BreakdownEntry;
+			smaTrend: BreakdownEntry;
+		};
+
+		const contributionsData = {
+			buyPressure: Number(contribution_buy.toFixed(3)),
+			cvdTrend: Number(contribution_cvd.toFixed(3)),
+			momentum: Number(contribution_mom.toFixed(3)),
+			volatility: Number(contribution_vol.toFixed(3)),
+			smaTrend: Number(contribution_sma.toFixed(3)),
+		};
+
+		const breakdownData: Breakdown = {
+			buyPressure: {
+				rawValue: Number(buyPressure.toFixed(3)),
+				weight: 0.05,
+				contribution: Number(contribution_buy.toFixed(3)),
+				interpretation:
+					buyPressure >= 0.4 ? 'strong' : buyPressure >= 0.15 ? 'moderate' : buyPressure <= -0.15 ? 'weak' : 'neutral',
+			},
+			cvdTrend: {
+				rawValue: Number(cvdTrend.toFixed(3)),
+				weight: 0.2,
+				contribution: Number(contribution_cvd.toFixed(3)),
+				interpretation:
+					cvdTrend >= 0.4 ? 'strong' : cvdTrend >= 0.15 ? 'moderate' : cvdTrend <= -0.15 ? 'weak' : 'neutral',
+			},
+			momentum: {
+				rawValue: Number(momentumFactor.toFixed(3)),
+				weight: 0.3,
+				contribution: Number(contribution_mom.toFixed(3)),
+				interpretation:
+					momentumFactor >= 0.35
+						? 'strong'
+						: momentumFactor >= 0.1
+							? 'moderate'
+							: momentumFactor <= -0.1
+								? 'weak'
+								: 'neutral',
+			},
+			volatility: {
+				rawValue: Number(volatilityFactor.toFixed(3)),
+				weight: 0.1,
+				contribution: Number(contribution_vol.toFixed(3)),
+				interpretation:
+					volatilityFactor >= 0.35
+						? 'strong'
+						: volatilityFactor >= 0.1
+							? 'moderate'
+							: volatilityFactor <= -0.1
+								? 'weak'
+								: 'neutral',
+			},
+			smaTrend: {
+				rawValue: Number(smaTrendFactor.toFixed(3)),
+				weight: 0.35,
+				contribution: Number(contribution_sma.toFixed(3)),
+				interpretation:
+					smaTrendFactor >= 0.35
+						? 'strong'
+						: smaTrendFactor >= 0.1
+							? 'moderate'
+							: smaTrendFactor <= -0.1
+								? 'weak'
+								: 'neutral',
+			},
+		};
+
+		const confidence = calculateConfidence(contributionsData, score);
+
+		function generateNextActions(
+			breakdown: Breakdown,
+			scoreVal: number,
+			conf: { level: 'high' | 'medium' | 'low'; reason: string },
+		) {
+			const actions: Array<{
+				priority: 'high' | 'medium' | 'low';
+				tool: string;
+				reason: string;
+				suggestedParams?: Record<string, unknown>;
+			}> = [];
+			const cvdContribAbs = Math.abs(breakdown.cvdTrend.contribution);
+			if (cvdContribAbs < 0.1) {
+				actions.push({
+					priority: 'high',
+					tool: 'get_flow_metrics',
+					reason: `CVD寄与が弱い(${breakdown.cvdTrend.contribution.toFixed(2)})。実際のフロー・スパイク確認推奨`,
+					suggestedParams: { bucketMs: 60000, limit: 300 },
+				});
+			}
+			const volContribAbs = Math.abs(breakdown.volatility.contribution);
+			if (volContribAbs > 0.08 || breakdown.volatility.interpretation === 'strong') {
+				actions.push({
+					priority: volContribAbs > 0.12 ? 'high' : 'medium',
+					tool: 'get_volatility_metrics',
+					reason: `ボラティリティ寄与が${volContribAbs > 0.12 ? '大' : '中程度'}(${breakdown.volatility.contribution.toFixed(2)})。詳細確認推奨`,
+					suggestedParams: { windows: [14, 20, 30], type: '1day' },
+				});
+			}
+			const momContribAbs = Math.abs(breakdown.momentum.contribution);
+			if (momContribAbs > 0.1) {
+				actions.push({
+					priority: momContribAbs > 0.15 ? 'high' : 'medium',
+					tool: 'get_indicators',
+					reason: `モメンタム寄与が${momContribAbs > 0.15 ? '大' : '中程度'}(${breakdown.momentum.contribution.toFixed(2)})。指標詳細確認推奨`,
+					suggestedParams: { limit: 200 },
+				});
+			}
+			const buyPressureAbs = Math.abs(breakdown.buyPressure.rawValue);
+			if (buyPressureAbs > 0.5) {
+				actions.push({
+					priority: 'medium',
+					tool: 'get_orderbook',
+					reason: `板圧力が極端(${breakdown.buyPressure.rawValue.toFixed(2)})。帯域別分析推奨`,
+					suggestedParams: { mode: 'pressure', bandsPct: [0.001, 0.005, 0.01] },
+				});
+			}
+			if (Math.abs(scoreVal) < 0.3) {
+				actions.push({
+					priority: 'medium',
+					tool: 'detect_patterns',
+					reason: `スコア中立圏(${scoreVal.toFixed(3)})。レンジ・パターン形成可能性`,
+					suggestedParams: { view: 'detailed' },
+				});
+			}
+			if (conf.level === 'low') {
+				actions.push({
+					priority: 'high',
+					tool: 'analyze_indicators',
+					reason: '要素間で矛盾。複数角度からの検証必須',
+					suggestedParams: { limit: 200 },
+				});
+			}
+			const priorityOrder: Record<'high' | 'medium' | 'low', number> = { high: 0, medium: 1, low: 2 };
+			return actions.sort((a, b) => priorityOrder[a.priority] - priorityOrder[b.priority]);
+		}
+
+		const nextActions = generateNextActions(breakdownData, score, confidence);
+
+		const _confidenceEmoji = confidence.level === 'high' ? '✅' : confidence.level === 'medium' ? '⚠️' : '🔴';
+		const nextActionsText = nextActions
+			.slice(0, 2)
+			.map((action) => {
+				const priorityEmoji = action.priority === 'high' ? '🔴' : action.priority === 'medium' ? '🟡' : '🟢';
+				const params = action.suggestedParams ? ` ${JSON.stringify(action.suggestedParams)}` : '';
+				return `${priorityEmoji} ${action.tool}${params}`;
+			})
+			.join(', ');
+		const summaryText = formatSummary({
+			pair: chk.pair,
+			latest: indRes?.data?.normalized?.at(-1)?.close,
+			extra: `score=${score} rec=${recommendation} confidence=${confidence.level} (top: ${top2})${nextActions.length > 0 ? ` next=[${nextActionsText}]` : ''}`,
+		});
+		_summary = summaryText;
+
+		const alerts = (() => {
+			const a: Array<{ level: 'info' | 'warning' | 'critical'; message: string }> = [];
+			if (Math.abs(breakdownData.volatility.contribution) < 0.03) {
+				a.push({ level: 'info', message: 'ボラティリティ寄与が低い。急変時に注意' });
+			}
+			if (confidence.level === 'low') {
+				a.push({ level: 'warning', message: '要素間の矛盾あり。詳細分析を強く推奨' });
+			}
+			return a;
+		})();
+
+		// Direction states helper
+		const toState = (v: number) => (v > 0.1 ? 'up' : v < -0.1 ? 'down' : 'flat');
+		const momentumState = toState(momentumFactor);
+		const cvdState = toState(cvdTrend);
+		// Timeframe recommendation (simple): suggest 4hour when annualized RV is high
+		const recommendedTimeframes: string[] = ['1day', ...(rvNum > 0.6 ? ['4hour'] : [])];
+
+		const data = {
+			score,
+			recommendation,
+			tags,
+			formula: 'score = 0.35*smaTrend + 0.30*momentum + 0.20*cvdTrend + 0.10*volatility + 0.05*buyPressure',
+			weights: { smaTrend: 0.35, momentum: 0.3, cvdTrend: 0.2, volatility: 0.1, buyPressure: 0.05 },
+			contributions: contributionsData,
+			breakdown: breakdownData,
+			topContributors: ['smaTrend', 'momentum', 'cvdTrend', 'volatility', 'buyPressure']
+				.map((k) => [
+					k,
+					{
+						buyPressure: contribution_buy,
+						cvdTrend: contribution_cvd,
+						smaTrend: contribution_sma,
+						momentum: contribution_mom,
+						volatility: contribution_vol,
+					}[k as 'buyPressure'] as number,
+				])
+				.sort((a, b) => Math.abs(b[1] as number) - Math.abs(a[1] as number))
+				.slice(0, 2)
+				.map((x) => x[0]) as Array<'buyPressure' | 'cvdTrend' | 'momentum' | 'volatility' | 'smaTrend'>,
+			confidence: confidence.level,
+			confidenceReason: confidence.reason,
+			nextActions,
+			alerts,
+			thresholds: { bullish: 0.25, bearish: -0.25 },
+			metrics: {
+				buyPressure,
+				cvdTrend,
+				momentumFactor,
+				volatilityFactor,
+				smaTrendFactor,
+				rsi: rsi ?? null,
+				rv_std_ann: rvNum,
+				aggressorRatio: buyRatio,
+				cvdSlope,
+				horizon,
+			},
+			states: {
+				momentum: momentumState,
+				cvdTrend: cvdState,
+			},
+			sma: {
+				current: latestClose ?? null,
+				values: { sma25: sma25 ?? null, sma75: sma75 ?? null, sma200: sma200 ?? null },
+				deviations: {
+					vs25: smaDeviations.vs25 != null ? Number((smaDeviations.vs25 * 100).toFixed(2)) : null,
+					vs75: smaDeviations.vs75 != null ? Number((smaDeviations.vs75 * 100).toFixed(2)) : null,
+					vs200: smaDeviations.vs200 != null ? Number((smaDeviations.vs200 * 100).toFixed(2)) : null,
+				},
+				arrangement: smaArrangement,
+				position: smaPosition,
+				distanceFromSma25Pct: smaDeviations.vs25 != null ? Number((smaDeviations.vs25 * 100).toFixed(2)) : null,
+				recentCross,
+			},
+			recommendedTimeframes,
+			refs: {
+				flow: { aggregates: flowRes.data.aggregates, lastBuckets: buckets.slice(-Math.min(5, buckets.length)) },
+				volatility: { aggregates: volRes.data.aggregates },
+				indicators: { latest: indRes.data.indicators, trend: indRes.data.trend },
+			},
+		};
+
+		const fullText = buildMarketSignalText({
+			pair: chk.pair,
+			type,
+			score,
+			recommendation,
+			confidence,
+			latestClose,
+			sma: { sma25, sma75, sma200 },
+			smaArrangement,
+			smaPosition,
+			smaDeviations,
+			recentCross,
+			factors: { smaTrendFactor, momentumFactor, cvdTrend, volatilityFactor, buyPressure },
+			contributions: {
+				sma: contribution_sma,
+				mom: contribution_mom,
+				cvd: contribution_cvd,
+				vol: contribution_vol,
+				buy: contribution_buy,
+			},
+			rsi: rsi ?? null,
+			rvNum,
+			buyRatio,
+			nextActions,
+			alerts,
+		});
+
+		const meta = createMeta(chk.pair, { type, windows, bucketMs, flowLimit });
+		return AnalyzeMarketSignalOutputSchema.parse(
+			ok(
+				fullText,
+				data as z.infer<typeof AnalyzeMarketSignalDataSchemaOut>,
+				meta as z.infer<typeof AnalyzeMarketSignalMetaSchemaOut>,
+			),
+		);
+	} catch (e: unknown) {
+		return failFromError(e, { schema: AnalyzeMarketSignalOutputSchema });
+	}
+}