bitbank-lab-mcp 0.1.0

package/tools/analyze_stoch_snapshot.ts

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+import type { z } from 'zod';
+import { today } from '../lib/datetime.js';
+import { formatSummary } from '../lib/formatter.js';
+import { fail, failFromError, failFromValidation, ok } from '../lib/result.js';
+import { createMeta, ensurePair } from '../lib/validate.js';
+import {
+	type AnalyzeStochSnapshotDataSchemaOut,
+	AnalyzeStochSnapshotInputSchema,
+	AnalyzeStochSnapshotOutputSchema,
+} from '../src/schemas.js';
+import type { ToolDefinition } from '../src/tool-definition.js';
+import analyzeIndicators, { computeClassicStochastic } from './analyze_indicators.js';
+import getCandles from './get_candles.js';
+
+const DEFAULT_K_PERIOD = 14;
+const DEFAULT_SMOOTH_K = 3;
+const DEFAULT_SMOOTH_D = 3;
+
+export interface BuildStochSnapshotTextInput {
+	baseSummary: string;
+	kStr: string;
+	dStr: string;
+	zoneJp: string;
+	kPeriod: number;
+	smoothK: number;
+	smoothD: number;
+	crossDesc: string;
+	divType: 'bullish' | 'bearish' | 'none';
+	divDesc: string;
+	recentCrosses: Array<{
+		type: 'bullish_cross' | 'bearish_cross';
+		barsAgo: number;
+		date: string;
+		zone: 'overbought' | 'oversold' | 'neutral';
+	}>;
+}
+
+/** テキスト組み立て（Stochスナップショット）— テスト可能な純粋関数 */
+export function buildStochSnapshotText(input: BuildStochSnapshotTextInput): string {
+	const { baseSummary, kStr, dStr, zoneJp, kPeriod, smoothK, smoothD, crossDesc, divType, divDesc, recentCrosses } =
+		input;
+	const recentLines = recentCrosses
+		.slice(-5)
+		.reverse()
+		.map((rc) => {
+			const zJp =
+				rc.zone === 'overbought' ? '買われすぎ圏' : rc.zone === 'oversold' ? '売られすぎ圏' : 'ニュートラル圏';
+			return `${rc.type === 'bullish_cross' ? '↑' : '↓'} ${rc.type} - ${rc.barsAgo} bars ago (${rc.date}) [${zJp}]`;
+		});
+	return [
+		baseSummary,
+		'',
+		`%K: ${kStr}`,
+		`%D: ${dStr}`,
+		`ゾーン: ${zoneJp}`,
+		`パラメータ: (${kPeriod}, ${smoothK}, ${smoothD})`,
+		'',
+		`クロス: ${crossDesc}`,
+		...(divType !== 'none' ? [`ダイバージェンス: ${divDesc}`] : []),
+		...(recentLines.length ? ['', 'Recent Crosses:', ...recentLines] : []),
+		'',
+		'---',
+		'📌 含まれるもの: %K・%D の値、ゾーン判定、クロスオーバー、ダイバージェンス',
+		'📌 含まれないもの: RSI・SMA・EMA・MACD・BB・一目均衡表、出来高フロー',
+		'📌 補完ツール: analyze_indicators（他指標）, analyze_rsi_snapshot（RSI）, analyze_ema_snapshot（EMA）',
+	]
+		.filter(Boolean)
+		.join('\n');
+}
+
+function zoneOf(k: number | null): 'overbought' | 'oversold' | 'neutral' {
+	if (k == null) return 'neutral';
+	if (k >= 80) return 'overbought';
+	if (k <= 20) return 'oversold';
+	return 'neutral';
+}
+
+export default async function analyzeStochSnapshot(
+	pair: string = 'btc_jpy',
+	type: string = '1day',
+	limit: number = 120,
+	kPeriod: number = DEFAULT_K_PERIOD,
+	smoothK: number = DEFAULT_SMOOTH_K,
+	smoothD: number = DEFAULT_SMOOTH_D,
+) {
+	const chk = ensurePair(pair);
+	if (!chk.ok) return failFromValidation(chk, AnalyzeStochSnapshotOutputSchema);
+	try {
+		const isDefault = kPeriod === DEFAULT_K_PERIOD && smoothK === DEFAULT_SMOOTH_K && smoothD === DEFAULT_SMOOTH_D;
+
+		let close: number | null = null;
+		let kSeries: (number | null)[] = [];
+		let dSeries: (number | null)[] = [];
+		let stochK: number | null = null;
+		let stochD: number | null = null;
+		let prevK: number | null = null;
+		let prevD: number | null = null;
+		let candles: Array<{ isoTime?: string | null; close: number }> = [];
+		let normalizedLen = 0;
+
+		if (isDefault) {
+			const indRes = await analyzeIndicators(chk.pair, type, limit);
+			if (!indRes.ok)
+				return AnalyzeStochSnapshotOutputSchema.parse(
+					fail(indRes.summary || 'indicators failed', indRes.meta.errorType || 'internal'),
+				);
+			const ind = indRes.data.indicators;
+			close = indRes.data.normalized.at(-1)?.close ?? null;
+			stochK = ind.STOCH_K ?? null;
+			stochD = ind.STOCH_D ?? null;
+			prevK = ind.STOCH_prevK ?? null;
+			prevD = ind.STOCH_prevD ?? null;
+			kSeries = Array.isArray(ind.stoch_k_series) ? ind.stoch_k_series : [];
+			dSeries = Array.isArray(ind.stoch_d_series) ? ind.stoch_d_series : [];
+			candles = Array.isArray(indRes?.data?.chart?.candles)
+				? indRes.data.chart.candles
+				: Array.isArray(indRes?.data?.normalized)
+					? indRes.data.normalized
+					: [];
+			normalizedLen = indRes.data.normalized.length;
+		} else {
+			const candlesResult = await getCandles(chk.pair, type, undefined, limit);
+			if (!candlesResult.ok)
+				return AnalyzeStochSnapshotOutputSchema.parse(
+					fail(candlesResult.summary || 'candles failed', candlesResult.meta.errorType || 'internal'),
+				);
+			const normalized = candlesResult.data.normalized;
+			const highs = normalized.map((c) => c.high);
+			const lows = normalized.map((c) => c.low);
+			const closes = normalized.map((c) => c.close);
+			close = closes.at(-1) ?? null;
+			candles = normalized;
+			normalizedLen = normalized.length;
+			const result = computeClassicStochastic(highs, lows, closes, kPeriod, smoothK, smoothD);
+			stochK = result.k;
+			stochD = result.d;
+			prevK = result.prevK;
+			prevD = result.prevD;
+			kSeries = result.kSeries;
+			dSeries = result.dSeries;
+		}
+
+		const zone = zoneOf(stochK);
+
+		let crossType: 'bullish_cross' | 'bearish_cross' | 'none' = 'none';
+		let crossDesc = 'クロスなし';
+		if (stochK != null && stochD != null && prevK != null && prevD != null) {
+			const prevDiff = prevK - prevD;
+			const currDiff = stochK - stochD;
+			const zoneLabel =
+				zone === 'overbought' ? '買われすぎ圏' : zone === 'oversold' ? '売られすぎ圏' : 'ニュートラル圏';
+			if (prevDiff <= 0 && currDiff > 0) {
+				crossType = 'bullish_cross';
+				crossDesc = `%K が %D を上抜け（${zone === 'oversold' ? '売られすぎ圏からの反転 → 強いシグナル' : zoneLabel}）`;
+			} else if (prevDiff >= 0 && currDiff < 0) {
+				crossType = 'bearish_cross';
+				crossDesc = `%K が %D を下抜け（${zone === 'overbought' ? '買われすぎ圏からの反転 → 強いシグナル' : zoneLabel}）`;
+			}
+		}
+
+		const lookback = 30;
+		type RecentCross = {
+			type: 'bullish_cross' | 'bearish_cross';
+			barsAgo: number;
+			date: string;
+			zone: 'overbought' | 'oversold' | 'neutral';
+		};
+		const recentCrosses: RecentCross[] = [];
+		const n = Math.min(kSeries.length, dSeries.length, candles.length);
+		if (n >= 2) {
+			const start = Math.max(1, n - lookback);
+			for (let i = start; i < n; i++) {
+				const pK = kSeries[i - 1];
+				const pD = dSeries[i - 1];
+				const cK = kSeries[i];
+				const cD = dSeries[i];
+				if (pK == null || pD == null || cK == null || cD == null) continue;
+				const prev = pK - pD;
+				const curr = cK - cD;
+				if ((prev <= 0 && curr > 0) || (prev >= 0 && curr < 0)) {
+					const ct = curr > 0 ? 'bullish_cross' : 'bearish_cross';
+					const barsAgo = n - 1 - i;
+					const date = String(candles[i]?.isoTime || '').slice(0, 10) || today('YYYY-MM-DD');
+					recentCrosses.push({ type: ct, barsAgo, date, zone: zoneOf(cK) });
+				}
+			}
+		}
+
+		let divType: 'bullish' | 'bearish' | 'none' = 'none';
+		let divDesc = 'ダイバージェンスなし';
+		const divWindow = 14;
+		if (n >= divWindow && close != null) {
+			const recentCloses = candles.slice(-divWindow).map((c) => c.close);
+			const recentK = kSeries.slice(-divWindow).filter((v): v is number => v != null);
+			if (recentCloses.length >= 2 && recentK.length >= 2) {
+				const priceSlope = recentCloses[recentCloses.length - 1] - recentCloses[0];
+				const kSlope = recentK[recentK.length - 1] - recentK[0];
+				if (priceSlope > 0 && kSlope < -5) {
+					divType = 'bearish';
+					divDesc = '価格は上昇しているが %K は下降 → 上昇勢力の弱まりを示唆';
+				} else if (priceSlope < 0 && kSlope > 5) {
+					divType = 'bullish';
+					divDesc = '価格は下降しているが %K は上昇 → 下降勢力の弱まりを示唆';
+				}
+			}
+		}
+
+		const tags: string[] = [];
+		if (zone === 'overbought') tags.push('stoch_overbought');
+		if (zone === 'oversold') tags.push('stoch_oversold');
+		if (crossType === 'bullish_cross') tags.push('stoch_bullish_cross');
+		if (crossType === 'bearish_cross') tags.push('stoch_bearish_cross');
+		if (crossType === 'bullish_cross' && zone === 'oversold') tags.push('stoch_strong_buy');
+		if (crossType === 'bearish_cross' && zone === 'overbought') tags.push('stoch_strong_sell');
+		if (divType === 'bullish') tags.push('stoch_bullish_divergence');
+		if (divType === 'bearish') tags.push('stoch_bearish_divergence');
+
+		const kStr = stochK != null ? stochK.toFixed(2) : 'n/a';
+		const dStr = stochD != null ? stochD.toFixed(2) : 'n/a';
+		const zoneJp =
+			zone === 'overbought' ? '買われすぎ (>80)' : zone === 'oversold' ? '売られすぎ (<20)' : 'ニュートラル';
+		const summaryText = buildStochSnapshotText({
+			baseSummary: formatSummary({
+				pair: chk.pair,
+				latest: close ?? undefined,
+				extra: `Stoch(%K/${kStr}, %D/${dStr}) zone=${zone}`,
+			}),
+			kStr,
+			dStr,
+			zoneJp,
+			kPeriod,
+			smoothK,
+			smoothD,
+			crossDesc,
+			divType,
+			divDesc,
+			recentCrosses,
+		});
+
+		const data: z.infer<typeof AnalyzeStochSnapshotDataSchemaOut> = {
+			latest: { close },
+			stoch: { k: stochK, d: stochD, prevK, prevD },
+			zone,
+			crossover: { type: crossType, description: crossDesc },
+			recentCrosses,
+			divergence: { type: divType, description: divDesc },
+			tags,
+		};
+		const meta = createMeta(chk.pair, { type, count: normalizedLen, params: { kPeriod, smoothK, smoothD } });
+		return AnalyzeStochSnapshotOutputSchema.parse(ok(summaryText, data, meta));
+	} catch (e: unknown) {
+		return failFromError(e, { schema: AnalyzeStochSnapshotOutputSchema });
+	}
+}
+
+export const toolDef: ToolDefinition = {
+	name: 'analyze_stoch_snapshot',
+	description:
+		'[Stochastic / Overbought / Oversold] Stochastic（stochastic / %K / %D / overbought / oversold / divergence）の最新状態。ゾーン・クロス・ダイバージェンスを判定。\n\n⚠️ 最新値のみ。時系列チャート描画 → prepare_chart_data（indicators: ["STOCH"]）。',
+	inputSchema: AnalyzeStochSnapshotInputSchema,
+	handler: async ({
+		pair,
+		type,
+		limit,
+		kPeriod,
+		smoothK,
+		smoothD,
+	}: {
+		pair?: string;
+		type?: string;
+		limit?: number;
+		kPeriod?: number;
+		smoothK?: number;
+		smoothD?: number;
+	}) => analyzeStochSnapshot(pair, type, limit, kPeriod, smoothK, smoothD),
+};