fixparser-plugin-mcp 9.1.7-70d519a1 → 9.1.7-74db6dbc

package/build/esm/MCPRemote.mjs

@@ -383,7 +383,7 @@ var TechnicalAnalyzer = class {
     return maxDrawdown;
   }
   // Calculate Average True Range (ATR)
-  calculateAtr(prices, highs, lows, volumes) {
+  calculateAtr(prices, highs, lows) {
     if (prices.length < 2) return [];
     const trueRanges = [];
     for (let i = 1; i < prices.length; i++) {
@@ -494,45 +494,272 @@ var TechnicalAnalyzer = class {
     }
     return macd;
   }
-  // Calculate ADX
+  // Calculate ADX (Average Directional Index)
   calculateAdx(prices, highs, lows) {
+    if (prices.length < 14) return [];
+    const period = 14;
     const adx = [];
-    for (let i = 14; i < prices.length; i++) {
-      adx.push(Math.random() * 50 + 25);
+    const trueRanges = [];
+    const plusDM = [];
+    const minusDM = [];
+    trueRanges.push(highs[0] - lows[0]);
+    plusDM.push(0);
+    minusDM.push(0);
+    for (let i = 1; i < prices.length; i++) {
+      const high = highs[i] || prices[i];
+      const low = lows[i] || prices[i];
+      const prevHigh = highs[i - 1] || prices[i - 1];
+      const prevLow = lows[i - 1] || prices[i - 1];
+      const prevClose = prices[i - 1];
+      const tr1 = high - low;
+      const tr2 = Math.abs(high - prevClose);
+      const tr3 = Math.abs(low - prevClose);
+      trueRanges.push(Math.max(tr1, tr2, tr3));
+      const upMove = high - prevHigh;
+      const downMove = prevLow - low;
+      if (upMove > downMove && upMove > 0) {
+        plusDM.push(upMove);
+        minusDM.push(0);
+      } else if (downMove > upMove && downMove > 0) {
+        plusDM.push(0);
+        minusDM.push(downMove);
+      } else {
+        plusDM.push(0);
+        minusDM.push(0);
+      }
+    }
+    const smoothedTR = [];
+    const smoothedPlusDM = [];
+    const smoothedMinusDM = [];
+    let sumTR = 0;
+    let sumPlusDM = 0;
+    let sumMinusDM = 0;
+    for (let i = 0; i < period; i++) {
+      sumTR += trueRanges[i];
+      sumPlusDM += plusDM[i];
+      sumMinusDM += minusDM[i];
+    }
+    smoothedTR.push(sumTR);
+    smoothedPlusDM.push(sumPlusDM);
+    smoothedMinusDM.push(sumMinusDM);
+    for (let i = period; i < trueRanges.length; i++) {
+      const newTR = smoothedTR[smoothedTR.length - 1] - smoothedTR[smoothedTR.length - 1] / period + trueRanges[i];
+      const newPlusDM = smoothedPlusDM[smoothedPlusDM.length - 1] - smoothedPlusDM[smoothedPlusDM.length - 1] / period + plusDM[i];
+      const newMinusDM = smoothedMinusDM[smoothedMinusDM.length - 1] - smoothedMinusDM[smoothedMinusDM.length - 1] / period + minusDM[i];
+      smoothedTR.push(newTR);
+      smoothedPlusDM.push(newPlusDM);
+      smoothedMinusDM.push(newMinusDM);
+    }
+    const plusDI = [];
+    const minusDI = [];
+    for (let i = 0; i < smoothedTR.length; i++) {
+      plusDI.push(smoothedPlusDM[i] / smoothedTR[i] * 100);
+      minusDI.push(smoothedMinusDM[i] / smoothedTR[i] * 100);
+    }
+    const dx = [];
+    for (let i = 0; i < plusDI.length; i++) {
+      const diSum = plusDI[i] + minusDI[i];
+      const diDiff = Math.abs(plusDI[i] - minusDI[i]);
+      dx.push(diSum > 0 ? diDiff / diSum * 100 : 0);
+    }
+    if (dx.length < period) return [];
+    let sumDX = 0;
+    for (let i = 0; i < period; i++) {
+      sumDX += dx[i];
+    }
+    adx.push(sumDX / period);
+    for (let i = period; i < dx.length; i++) {
+      const newADX = adx[adx.length - 1] - adx[adx.length - 1] / period + dx[i];
+      adx.push(newADX);
     }
     return adx;
   }
-  // Calculate DMI
+  // Calculate DMI (Directional Movement Index)
   calculateDmi(prices, highs, lows) {
+    if (prices.length < 14) return [];
+    const period = 14;
     const dmi = [];
-    for (let i = 14; i < prices.length; i++) {
+    const trueRanges = [];
+    const plusDM = [];
+    const minusDM = [];
+    trueRanges.push(highs[0] - lows[0]);
+    plusDM.push(0);
+    minusDM.push(0);
+    for (let i = 1; i < prices.length; i++) {
+      const high = highs[i] || prices[i];
+      const low = lows[i] || prices[i];
+      const prevHigh = highs[i - 1] || prices[i - 1];
+      const prevLow = lows[i - 1] || prices[i - 1];
+      const prevClose = prices[i - 1];
+      const tr1 = high - low;
+      const tr2 = Math.abs(high - prevClose);
+      const tr3 = Math.abs(low - prevClose);
+      trueRanges.push(Math.max(tr1, tr2, tr3));
+      const upMove = high - prevHigh;
+      const downMove = prevLow - low;
+      if (upMove > downMove && upMove > 0) {
+        plusDM.push(upMove);
+        minusDM.push(0);
+      } else if (downMove > upMove && downMove > 0) {
+        plusDM.push(0);
+        minusDM.push(downMove);
+      } else {
+        plusDM.push(0);
+        minusDM.push(0);
+      }
+    }
+    const smoothedTR = [];
+    const smoothedPlusDM = [];
+    const smoothedMinusDM = [];
+    let sumTR = 0;
+    let sumPlusDM = 0;
+    let sumMinusDM = 0;
+    for (let i = 0; i < period; i++) {
+      sumTR += trueRanges[i];
+      sumPlusDM += plusDM[i];
+      sumMinusDM += minusDM[i];
+    }
+    smoothedTR.push(sumTR);
+    smoothedPlusDM.push(sumPlusDM);
+    smoothedMinusDM.push(sumMinusDM);
+    for (let i = period; i < trueRanges.length; i++) {
+      const newTR = smoothedTR[smoothedTR.length - 1] - smoothedTR[smoothedTR.length - 1] / period + trueRanges[i];
+      const newPlusDM = smoothedPlusDM[smoothedPlusDM.length - 1] - smoothedPlusDM[smoothedPlusDM.length - 1] / period + plusDM[i];
+      const newMinusDM = smoothedMinusDM[smoothedMinusDM.length - 1] - smoothedMinusDM[smoothedMinusDM.length - 1] / period + minusDM[i];
+      smoothedTR.push(newTR);
+      smoothedPlusDM.push(newPlusDM);
+      smoothedMinusDM.push(newMinusDM);
+    }
+    const plusDI = [];
+    const minusDI = [];
+    for (let i = 0; i < smoothedTR.length; i++) {
+      plusDI.push(smoothedPlusDM[i] / smoothedTR[i] * 100);
+      minusDI.push(smoothedMinusDM[i] / smoothedTR[i] * 100);
+    }
+    const dx = [];
+    for (let i = 0; i < plusDI.length; i++) {
+      const diSum = plusDI[i] + minusDI[i];
+      const diDiff = Math.abs(plusDI[i] - minusDI[i]);
+      dx.push(diSum > 0 ? diDiff / diSum * 100 : 0);
+    }
+    if (dx.length < period) return [];
+    const adx = [];
+    let sumDX = 0;
+    for (let i = 0; i < period; i++) {
+      sumDX += dx[i];
+    }
+    adx.push(sumDX / period);
+    for (let i = period; i < dx.length; i++) {
+      const newADX = adx[adx.length - 1] - adx[adx.length - 1] / period + dx[i];
+      adx.push(newADX);
+    }
+    for (let i = 0; i < adx.length; i++) {
       dmi.push({
-        plusDI: Math.random() * 50 + 25,
-        minusDI: Math.random() * 50 + 25,
-        adx: Math.random() * 50 + 25
+        plusDI: plusDI[i + period - 1] || 0,
+        minusDI: minusDI[i + period - 1] || 0,
+        adx: adx[i]
       });
     }
     return dmi;
   }
   // Calculate Ichimoku Cloud
   calculateIchimoku(prices, highs, lows) {
+    if (prices.length < 52) return [];
     const ichimoku = [];
+    const tenkanSen = [];
+    for (let i = 8; i < prices.length; i++) {
+      const periodHigh = Math.max(...highs.slice(i - 8, i + 1));
+      const periodLow = Math.min(...lows.slice(i - 8, i + 1));
+      tenkanSen.push((periodHigh + periodLow) / 2);
+    }
+    const kijunSen = [];
+    for (let i = 25; i < prices.length; i++) {
+      const periodHigh = Math.max(...highs.slice(i - 25, i + 1));
+      const periodLow = Math.min(...lows.slice(i - 25, i + 1));
+      kijunSen.push((periodHigh + periodLow) / 2);
+    }
+    const senkouSpanA = [];
+    for (let i = 0; i < Math.min(tenkanSen.length, kijunSen.length); i++) {
+      senkouSpanA.push((tenkanSen[i] + kijunSen[i]) / 2);
+    }
+    const senkouSpanB = [];
+    for (let i = 51; i < prices.length; i++) {
+      const periodHigh = Math.max(...highs.slice(i - 51, i + 1));
+      const periodLow = Math.min(...lows.slice(i - 51, i + 1));
+      senkouSpanB.push((periodHigh + periodLow) / 2);
+    }
+    const chikouSpan = [];
     for (let i = 26; i < prices.length; i++) {
+      chikouSpan.push(prices[i - 26]);
+    }
+    const minLength = Math.min(
+      tenkanSen.length,
+      kijunSen.length,
+      senkouSpanA.length,
+      senkouSpanB.length,
+      chikouSpan.length
+    );
+    for (let i = 0; i < minLength; i++) {
       ichimoku.push({
-        tenkan: prices[i],
-        kijun: prices[i],
-        senkouA: prices[i],
-        senkouB: prices[i],
-        chikou: prices[i]
+        tenkan: tenkanSen[i],
+        kijun: kijunSen[i],
+        senkouA: senkouSpanA[i],
+        senkouB: senkouSpanB[i],
+        chikou: chikouSpan[i]
       });
     }
     return ichimoku;
   }
   // Calculate Parabolic SAR
   calculateParabolicSAR(prices, highs, lows) {
+    if (prices.length < 2) return [];
     const sar = [];
-    for (let i = 0; i < prices.length; i++) {
-      sar.push(prices[i] * 0.98);
+    const accelerationFactor = 0.02;
+    const maximumAcceleration = 0.2;
+    let currentSAR = lows[0];
+    let isLong = true;
+    let af = accelerationFactor;
+    let ep = highs[0];
+    sar.push(currentSAR);
+    for (let i = 1; i < prices.length; i++) {
+      const high = highs[i] || prices[i];
+      const low = lows[i] || prices[i];
+      if (isLong) {
+        if (low < currentSAR) {
+          isLong = false;
+          currentSAR = ep;
+          ep = low;
+          af = accelerationFactor;
+        } else {
+          if (high > ep) {
+            ep = high;
+            af = Math.min(af + accelerationFactor, maximumAcceleration);
+          }
+          currentSAR = currentSAR + af * (ep - currentSAR);
+          if (i > 0) {
+            const prevLow = lows[i - 1] || prices[i - 1];
+            currentSAR = Math.min(currentSAR, prevLow);
+          }
+        }
+      } else {
+        if (high > currentSAR) {
+          isLong = true;
+          currentSAR = ep;
+          ep = high;
+          af = accelerationFactor;
+        } else {
+          if (low < ep) {
+            ep = low;
+            af = Math.min(af + accelerationFactor, maximumAcceleration);
+          }
+          currentSAR = currentSAR + af * (ep - currentSAR);
+          if (i > 0) {
+            const prevHigh = highs[i - 1] || prices[i - 1];
+            currentSAR = Math.max(currentSAR, prevHigh);
+          }
+        }
+      }
+      sar.push(currentSAR);
     }
     return sar;
   }
@@ -875,7 +1102,7 @@ var TechnicalAnalyzer = class {
     const momentum5 = this.prices.length > 5 ? (currentPrice - this.prices[Math.max(0, this.prices.length - 6)]) / this.prices[Math.max(0, this.prices.length - 6)] * 100 : 0;
     const momentum10 = this.prices.length > 10 ? (currentPrice - this.prices[Math.max(0, this.prices.length - 11)]) / this.prices[Math.max(0, this.prices.length - 11)] * 100 : 0;
     const maxDrawdown = this.calculateMaxDrawdown(this.prices);
-    const atrValues = this.calculateAtr(this.prices, this.highs, this.lows, this.volumes);
+    const atrValues = this.calculateAtr(this.prices, this.highs, this.lows);
     const atr = atrValues.length > 0 ? atrValues[atrValues.length - 1] : 0;
     const impliedVolatility = volatility;
     const realizedVolatility = volatility;
@@ -936,7 +1163,7 @@ var TechnicalAnalyzer = class {
       williamsR: this.calculateWilliamsR(this.prices),
       momentum: this.calculateMomentum(this.prices),
       bollinger: this.calculateBollingerBands(this.prices, 20, 2),
-      atr: this.calculateAtr(this.prices, this.highs, this.lows, this.volumes),
+      atr: this.calculateAtr(this.prices, this.highs, this.lows),
       keltner: this.calculateKeltnerChannels(this.prices, this.highs, this.lows),
       donchian: this.calculateDonchianChannels(this.prices, this.highs, this.lows),
       chaikinVolatility: this.calculateChaikinVolatility(this.prices, this.highs, this.lows),
@@ -1635,6 +1862,7 @@ var createGetStockPriceHistoryHandler = (marketDataPrices) => {
           ]
         };
       }
+      const aggregatedData = aggregateMarketData(priceHistory, 500);
       return {
         content: [
           {
@@ -1642,8 +1870,9 @@ var createGetStockPriceHistoryHandler = (marketDataPrices) => {
             text: JSON.stringify(
               {
                 symbol,
-                count: priceHistory.length,
-                data: priceHistory.map((point) => ({
+                count: aggregatedData.length,
+                originalCount: priceHistory.length,
+                data: aggregatedData.map((point) => ({
                   timestamp: new Date(point.timestamp).toISOString(),
                   bid: point.bid,
                   offer: point.offer,
@@ -1785,6 +2014,7 @@ var handlInstNames = {
 };
 var createVerifyOrderHandler = (parser, verifiedOrders) => {
   return async (args) => {
+    void parser;
     try {
       verifiedOrders.set(args.clOrdID, {
         clOrdID: args.clOrdID,
@@ -2018,6 +2248,7 @@ function getEnumValue(enumObj, name) {
   return enumObj[name] || name;
 }
 function handleMessage(message, parser, pendingRequests, marketDataPrices, maxPriceHistory, onPriceUpdate) {
+  void parser;
   const msgType = message.messageType;
   if (msgType === Messages3.MarketDataSnapshotFullRefresh || msgType === Messages3.MarketDataIncrementalRefresh) {
     const symbol = message.getField(Fields3.Symbol)?.value;