fixparser-plugin-mcp 9.2.0 → 9.2.1-cdf79955
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
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"sources": ["../../src/RemoteServer.ts", "
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"sourcesContent": ["import {\n EncryptMethod,\n FIXParser,\n Field,\n Fields,\n LicenseManager,\n Messages,\n type Options,\n ResetSeqNumFlag,\n} from 'fixparser';\nimport { ConsoleLogTransport } from 'fixparser-plugin-log-console';\nimport { MCPRemote } from './mcp/MCPRemote';\n\nconst initializeServer = async () => {\n await LicenseManager.setLicenseKey(process.env.FIXPARSER_LICENSE_KEY!);\n const SENDER = process.env.FIXPARSER_SENDER || 'SENDER';\n const TARGET = process.env.FIXPARSER_TARGET || 'TARGET';\n\n const fixParser: FIXParser = new FIXParser({\n plugins: [new MCPRemote({ port: 3099, onReady: () => console.log('ready!') })],\n });\n\n const sendLogon = () => {\n const logon = fixParser.createMessage(\n new Field(Fields.MsgType, Messages.Logon),\n new Field(Fields.MsgSeqNum, fixParser.getNextTargetMsgSeqNum()),\n new Field(Fields.SenderCompID, SENDER),\n new Field(Fields.SendingTime, fixParser.getTimestamp()),\n new Field(Fields.TargetCompID, TARGET),\n new Field(Fields.ResetSeqNumFlag, ResetSeqNumFlag.Yes),\n new Field(Fields.EncryptMethod, EncryptMethod.None),\n new Field(Fields.HeartBtInt, 10),\n );\n const messages = fixParser.parse(logon.encode());\n console.log('sending message', messages[0].description, messages[0].messageString);\n fixParser.send(logon);\n };\n\n const CONNECT_PARAMS: Options = {\n host: process.env.FIXPARSER_HOST || '10.0.1.42',\n port: process.env.FIXPARSER_PORT ? Number.parseInt(process.env.FIXPARSER_PORT, 10) : 5001,\n protocol: 'tcp',\n sender: SENDER,\n target: TARGET,\n fixVersion: 'FIX.4.4',\n logging: true,\n logOptions: {\n name: SENDER,\n level: 'info',\n format: 'json',\n transport: new ConsoleLogTransport({ format: 'console' }),\n },\n onOpen: () => {\n console.log('Open');\n sendLogon();\n },\n onClose: () => {\n fixParser.logger.log({\n level: 'info',\n message: 'FIXParser disconnected. Reconnecting in 1 second...',\n });\n setTimeout(() => {\n fixParser.connect(CONNECT_PARAMS);\n }, 1000);\n },\n };\n\n fixParser.connect(CONNECT_PARAMS);\n};\n\ninitializeServer().catch((err) => console.error('Error initializing server:', err));\n", "import type { ILogTransporter, LogMessage } from 'fixparser-common';\n\n/**\n * Logger output format options.\n *\n * - 'console': Output log in plain text format\n * - 'json': Output log in JSON format\n * - 'jsonrpc': Output log in JSON-RPC 2.0 format\n *\n * @public\n */\nexport type ConsoleFormat = 'console' | 'json' | 'jsonrpc';\n\n/**\n * A LogTransporter implementation for logging to the console.\n * It supports text (console), JSON, and JSON-RPC 2.0 formats.\n */\nexport class ConsoleLogTransport implements ILogTransporter {\n private format: ConsoleFormat;\n private useStderr: boolean;\n\n constructor({ format = 'json', useStderr = false }: { format: ConsoleFormat; useStderr?: boolean }) {\n this.format = format;\n this.useStderr = useStderr;\n }\n\n /**\n * Configures the format for console logging (either 'console' for text, 'json', or 'jsonrpc').\n */\n configure(config: { format: 'console' | 'json' | 'jsonrpc'; useStderr?: boolean }): void {\n this.format = config.format || 'json';\n if (config.useStderr !== undefined) {\n this.useStderr = config.useStderr;\n }\n }\n\n /**\n * Sends the log message to the console in the configured format.\n */\n async send(log: LogMessage): Promise<void> {\n const logMethod = this.useStderr ? console.error : console.log;\n\n if (this.format === 'json') {\n logMethod(JSON.stringify(log));\n } else if (this.format === 'jsonrpc') {\n const { message, ...rest } = log;\n const jsonrpcMessage = {\n jsonrpc: '2.0',\n method: log.level,\n params: {\n message,\n ...rest,\n },\n id: log.id || Date.now(),\n };\n logMethod(JSON.stringify(jsonrpcMessage));\n } else {\n const { name, id, message, level, ...additionalProperties } = log;\n const kv = Object.entries(additionalProperties).map(([key, value]) => `${key}: ${value}`);\n let logMessage = '';\n if (name) {\n logMessage += `${name} `;\n }\n logMessage += `${id}: ${message}`;\n void kv;\n logMethod(logMessage, kv.join(', '));\n }\n }\n\n /**\n * Flushes the log buffer (if any buffering mechanism exists).\n */\n async flush(): Promise<void> {\n // No flushing needed for console transport\n }\n\n /**\n * Closes the transport (not needed for console, but keeping the method for consistency).\n */\n async close(): Promise<void> {\n // No close logic needed for console transport\n }\n\n /**\n * Returns the status of the transport (always \"connected\" for console).\n */\n status(): string {\n return 'connected';\n }\n}\n", "import { randomUUID } from 'node:crypto';\nimport type { Server } from 'node:http';\nimport { createServer } from 'node:http';\n\nimport { McpServer } from '@modelcontextprotocol/sdk/server/mcp.js';\nimport { StreamableHTTPServerTransport } from '@modelcontextprotocol/sdk/server/streamableHttp.js';\nimport { isInitializeRequest } from '@modelcontextprotocol/sdk/types.js';\nimport type { IFIXParser, Message } from 'fixparser';\nimport { z } from 'zod';\n\nimport { MCPBase } from './MCPBase';\nimport type { PluginOptions } from './PluginOptions';\nimport type { VerifiedOrder } from './schemas';\nimport type { MarketDataEntry } from './schemas/marketData';\nimport { toolSchemas } from './schemas/schemas';\nimport { createToolHandlers } from './tools';\nimport { handleMessage } from './utils/messageHandler';\n\nexport type RemotePluginOptions = PluginOptions & {\n port: number;\n};\n\nconst transports: Record<string, StreamableHTTPServerTransport> = {};\n\n// Helper function to convert JSON Schema to Zod schema\nfunction jsonSchemaToZod(schema: any): z.ZodRawShape {\n if (schema.type === 'object') {\n const shape: Record<string, z.ZodTypeAny> = {};\n for (const [key, prop] of Object.entries(schema.properties || {})) {\n const propSchema = prop as any;\n if (propSchema.type === 'string') {\n if (propSchema.enum) {\n shape[key] = z.enum(propSchema.enum as [string, ...string[]]);\n } else {\n shape[key] = z.string();\n }\n } else if (propSchema.type === 'number') {\n shape[key] = z.number();\n } else if (propSchema.type === 'boolean') {\n shape[key] = z.boolean();\n } else if (propSchema.type === 'array') {\n if (propSchema.items.type === 'string') {\n shape[key] = z.array(z.string());\n } else if (propSchema.items.type === 'number') {\n shape[key] = z.array(z.number());\n } else if (propSchema.items.type === 'boolean') {\n shape[key] = z.array(z.boolean());\n } else {\n shape[key] = z.array(z.any());\n }\n } else {\n shape[key] = z.any();\n }\n }\n return shape;\n }\n return {};\n}\n\nexport class MCPRemote extends MCPBase {\n /**\n * Port number the server will listen on.\n * @private\n */\n private port: number;\n\n /**\n * Node.js HTTP server instance created internally.\n * @private\n */\n private httpServer: Server | undefined;\n\n /**\n * MCP server instance handling MCP protocol logic.\n * @private\n */\n private mcpServer: McpServer | undefined;\n\n /**\n * Optional name of the plugin/server instance.\n * @private\n */\n private serverName: string | undefined;\n\n /**\n * Optional version string of the plugin/server.\n * @private\n */\n private serverVersion: string | undefined;\n\n /**\n * Map to store verified orders before execution\n * @private\n */\n protected override verifiedOrders: Map<string, VerifiedOrder> = new Map();\n\n /**\n * Map to store pending requests and their callbacks\n * @private\n */\n protected override pendingRequests: Map<string, (data: Message) => void> = new Map();\n\n /**\n * Map to store market data prices for each symbol\n * @private\n */\n protected override marketDataPrices: Map<string, MarketDataEntry[]> = new Map();\n\n /**\n * Maximum number of price history entries to keep per symbol\n * @private\n */\n protected override readonly MAX_PRICE_HISTORY = 100000;\n\n constructor({ port, logger, onReady }: RemotePluginOptions) {\n super({ logger, onReady });\n this.port = port;\n }\n\n public override async register(parser: IFIXParser): Promise<void> {\n this.parser = parser;\n this.logger = parser.logger;\n this.logger?.log({\n level: 'info',\n message: `FIXParser (MCP): -- Plugin registered. Creating MCP server on port ${this.port}...`,\n });\n\n // Add message callback handler\n this.parser.addOnMessageCallback((message: Message) => {\n if (this.parser) {\n handleMessage(\n message,\n this.parser,\n this.pendingRequests,\n this.marketDataPrices,\n this.MAX_PRICE_HISTORY,\n );\n }\n });\n\n this.httpServer = createServer(async (req, res) => {\n if (!req.url || !req.method) {\n res.writeHead(400);\n res.end('Bad Request');\n return;\n }\n\n if (req.url === '/mcp') {\n const sessionId = req.headers['mcp-session-id'] as string | undefined;\n\n if (req.method === 'POST') {\n const bodyChunks: Buffer[] = [];\n req.on('data', (chunk) => {\n bodyChunks.push(chunk);\n });\n req.on('end', async () => {\n let parsed: Record<string, any>;\n const body = Buffer.concat(bodyChunks).toString();\n try {\n parsed = JSON.parse(body);\n } catch (error) {\n void error;\n res.writeHead(400);\n res.end(JSON.stringify({ error: 'Invalid JSON' }));\n return;\n }\n\n let transport: StreamableHTTPServerTransport;\n\n if (sessionId && transports[sessionId]) {\n transport = transports[sessionId];\n } else if (!sessionId && req.method === 'POST' && isInitializeRequest(parsed)) {\n transport = new StreamableHTTPServerTransport({\n sessionIdGenerator: () => randomUUID(),\n onsessioninitialized: (sessionId) => {\n transports[sessionId] = transport;\n },\n });\n\n transport.onclose = () => {\n if (transport.sessionId) {\n delete transports[transport.sessionId];\n }\n };\n\n this.mcpServer = new McpServer({\n name: this.serverName || 'FIXParser',\n version: this.serverVersion || '1.0.0',\n });\n\n this.setupTools();\n\n await this.mcpServer.connect(transport);\n } else {\n res.writeHead(400, { 'Content-Type': 'application/json' });\n res.end(\n JSON.stringify({\n jsonrpc: '2.0',\n error: {\n code: -32000,\n message: 'Bad Request: No valid session ID provided',\n },\n id: null,\n }),\n );\n return;\n }\n\n try {\n await transport.handleRequest(req, res, parsed);\n } catch (error) {\n this.logger?.log({\n level: 'error',\n message: `Error handling request: ${error}`,\n });\n throw error;\n }\n });\n } else if (req.method === 'GET' || req.method === 'DELETE') {\n if (!sessionId || !transports[sessionId]) {\n res.writeHead(400);\n res.end('Invalid or missing session ID');\n return;\n }\n const transport = transports[sessionId];\n try {\n await transport.handleRequest(req, res);\n } catch (error) {\n this.logger?.log({\n level: 'error',\n message: `Error handling ${req.method} request: ${error}`,\n });\n throw error;\n }\n } else {\n this.logger?.log({\n level: 'error',\n message: `Method not allowed: ${req.method}`,\n });\n res.writeHead(405);\n res.end('Method Not Allowed');\n }\n } else {\n res.writeHead(404);\n res.end('Not Found');\n }\n });\n\n this.httpServer.listen(this.port, () => {\n this.logger?.log({\n level: 'info',\n message: `FIXParser (MCP): -- Server listening on http://localhost:${this.port}...`,\n });\n });\n\n if (this.onReady) {\n this.onReady();\n }\n }\n\n private setupTools(): void {\n if (!this.parser) {\n this.logger?.log({\n level: 'error',\n message: 'FIXParser (MCP): -- FIXParser instance not initialized. Ignoring setup of tools...',\n });\n return;\n }\n\n if (!this.mcpServer) {\n this.logger?.log({\n level: 'error',\n message: 'FIXParser (MCP): -- MCP Server not initialized. Ignoring setup of tools...',\n });\n return;\n }\n\n // Create tool handlers\n const toolHandlers = createToolHandlers(\n this.parser,\n this.verifiedOrders,\n this.pendingRequests,\n this.marketDataPrices,\n );\n\n // Register each tool with its schema\n Object.entries(toolSchemas).forEach(([name, { description, schema }]) => {\n this.mcpServer?.registerTool(\n name,\n {\n description,\n inputSchema: jsonSchemaToZod(schema),\n },\n async (args) => {\n const handler = toolHandlers[name];\n if (!handler) {\n return {\n content: [\n {\n type: 'text',\n text: `Tool not found: ${name}`,\n },\n ],\n isError: true,\n };\n }\n\n const result = await handler(args);\n return {\n content: result.content,\n isError: result.isError,\n };\n },\n );\n });\n }\n}\n", "import type { IFIXParser, Logger } from 'fixparser';\nimport type { IPlugin } from 'fixparser-common';\n\nimport type { VerifiedOrder } from './schemas';\nimport type { MarketDataPrices, PendingRequests } from './utils/messageHandler';\n\nexport abstract class MCPBase implements IPlugin<IFIXParser> {\n /**\n * Optional logger instance for diagnostics and output.\n * @protected\n */\n protected logger: Logger | undefined;\n\n /**\n * FIXParser instance, set during plugin register().\n * @protected\n */\n protected parser: IFIXParser | undefined;\n\n /**\n * Called when server is setup and listening.\n * @protected\n */\n protected onReady: (() => void) | undefined = undefined;\n\n /**\n * Map to store verified orders before execution\n * @protected\n */\n protected verifiedOrders: Map<string, VerifiedOrder> = new Map();\n\n /**\n * Map to store pending market data requests\n * @protected\n */\n protected pendingRequests: PendingRequests = new Map();\n\n /**\n * Map to store market data prices\n * @protected\n */\n protected marketDataPrices: MarketDataPrices = new Map();\n\n /**\n * Maximum number of price history entries to keep per symbol\n * @protected\n */\n protected readonly MAX_PRICE_HISTORY = 100000;\n\n constructor({ logger, onReady }: { logger?: Logger; onReady?: () => void }) {\n this.logger = logger;\n this.onReady = onReady;\n }\n\n public abstract register(parser: IFIXParser): Promise<void>;\n}\n", "export const toolSchemas = {\n parse: {\n description: 'Parses a FIX message and describes it in plain language',\n schema: {\n type: 'object',\n properties: {\n fixString: { type: 'string' },\n },\n required: ['fixString'],\n },\n },\n parseToJSON: {\n description: 'Parses a FIX message into JSON',\n schema: {\n type: 'object',\n properties: {\n fixString: { type: 'string' },\n },\n required: ['fixString'],\n },\n },\n verifyOrder: {\n description: 'Verifies order parameters before execution. verifyOrder must be called before executeOrder.',\n schema: {\n type: 'object',\n properties: {\n clOrdID: { type: 'string' },\n handlInst: {\n type: 'string',\n enum: ['1', '2', '3'],\n description:\n 'Handling Instructions: 1=Automated Execution No Intervention, 2=Automated Execution Intervention OK, 3=Manual Order',\n },\n quantity: { type: 'string' },\n price: { type: 'string' },\n ordType: {\n type: 'string',\n enum: [\n '1',\n '2',\n '3',\n '4',\n '5',\n '6',\n '7',\n '8',\n '9',\n 'A',\n 'B',\n 'C',\n 'D',\n 'E',\n 'F',\n 'G',\n 'H',\n 'I',\n 'J',\n 'K',\n 'L',\n 'M',\n 'P',\n 'Q',\n 'R',\n 'S',\n ],\n description:\n 'Order Type: 1=Market, 2=Limit, 3=Stop, 4=StopLimit, 5=MarketOnClose, 6=WithOrWithout, 7=LimitOrBetter, 8=LimitWithOrWithout, 9=OnBasis, A=OnClose, B=LimitOnClose, C=ForexMarket, D=PreviouslyQuoted, E=PreviouslyIndicated, F=ForexLimit, G=ForexSwap, H=ForexPreviouslyQuoted, I=Funari, J=MarketIfTouched, K=MarketWithLeftOverAsLimit, L=PreviousFundValuationPoint, M=NextFundValuationPoint, P=Pegged, Q=CounterOrderSelection, R=StopOnBidOrOffer, S=StopLimitOnBidOrOffer',\n },\n side: {\n type: 'string',\n enum: ['1', '2', '3', '4', '5', '6', '7', '8', '9', 'A', 'B', 'C', 'D', 'E', 'F', 'G', 'H'],\n description:\n 'Side: 1=Buy, 2=Sell, 3=BuyMinus, 4=SellPlus, 5=SellShort, 6=SellShortExempt, 7=Undisclosed, 8=Cross, 9=CrossShort, A=CrossShortExempt, B=AsDefined, C=Opposite, D=Subscribe, E=Redeem, F=Lend, G=Borrow, H=SellUndisclosed',\n },\n symbol: { type: 'string' },\n timeInForce: {\n type: 'string',\n enum: ['0', '1', '2', '3', '4', '5', '6', '7', '8', '9', 'A', 'B', 'C'],\n description:\n 'Time In Force: 0=Day, 1=GoodTillCancel, 2=AtTheOpening, 3=ImmediateOrCancel, 4=FillOrKill, 5=GoodTillCrossing, 6=GoodTillDate, 7=AtTheClose, 8=GoodThroughCrossing, 9=AtCrossing, A=GoodForTime, B=GoodForAuction, C=GoodForMonth',\n },\n },\n required: ['clOrdID', 'handlInst', 'quantity', 'price', 'ordType', 'side', 'symbol', 'timeInForce'],\n },\n },\n executeOrder: {\n description: 'Executes a verified order. verifyOrder must be called before executeOrder.',\n schema: {\n type: 'object',\n properties: {\n clOrdID: { type: 'string' },\n handlInst: {\n type: 'string',\n enum: ['1', '2', '3'],\n description:\n 'Handling Instructions: 1=Automated Execution No Intervention, 2=Automated Execution Intervention OK, 3=Manual Order',\n },\n quantity: { type: 'string' },\n price: { type: 'string' },\n ordType: {\n type: 'string',\n enum: [\n '1',\n '2',\n '3',\n '4',\n '5',\n '6',\n '7',\n '8',\n '9',\n 'A',\n 'B',\n 'C',\n 'D',\n 'E',\n 'F',\n 'G',\n 'H',\n 'I',\n 'J',\n 'K',\n 'L',\n 'M',\n 'P',\n 'Q',\n 'R',\n 'S',\n ],\n description:\n 'Order Type: 1=Market, 2=Limit, 3=Stop, 4=StopLimit, 5=MarketOnClose, 6=WithOrWithout, 7=LimitOrBetter, 8=LimitWithOrWithout, 9=OnBasis, A=OnClose, B=LimitOnClose, C=ForexMarket, D=PreviouslyQuoted, E=PreviouslyIndicated, F=ForexLimit, G=ForexSwap, H=ForexPreviouslyQuoted, I=Funari, J=MarketIfTouched, K=MarketWithLeftOverAsLimit, L=PreviousFundValuationPoint, M=NextFundValuationPoint, P=Pegged, Q=CounterOrderSelection, R=StopOnBidOrOffer, S=StopLimitOnBidOrOffer',\n },\n side: {\n type: 'string',\n enum: ['1', '2', '3', '4', '5', '6', '7', '8', '9', 'A', 'B', 'C', 'D', 'E', 'F', 'G', 'H'],\n description:\n 'Side: 1=Buy, 2=Sell, 3=BuyMinus, 4=SellPlus, 5=SellShort, 6=SellShortExempt, 7=Undisclosed, 8=Cross, 9=CrossShort, A=CrossShortExempt, B=AsDefined, C=Opposite, D=Subscribe, E=Redeem, F=Lend, G=Borrow, H=SellUndisclosed',\n },\n symbol: { type: 'string' },\n timeInForce: {\n type: 'string',\n enum: ['0', '1', '2', '3', '4', '5', '6', '7', '8', '9', 'A', 'B', 'C'],\n description:\n 'Time In Force: 0=Day, 1=GoodTillCancel, 2=AtTheOpening, 3=ImmediateOrCancel, 4=FillOrKill, 5=GoodTillCrossing, 6=GoodTillDate, 7=AtTheClose, 8=GoodThroughCrossing, 9=AtCrossing, A=GoodForTime, B=GoodForAuction, C=GoodForMonth',\n },\n },\n required: ['clOrdID', 'handlInst', 'quantity', 'price', 'ordType', 'side', 'symbol', 'timeInForce'],\n },\n },\n marketDataRequest: {\n description: 'Requests market data for specified symbols',\n schema: {\n type: 'object',\n properties: {\n mdUpdateType: {\n type: 'string',\n enum: ['0', '1'],\n description: 'Market Data Update Type: 0=Full Refresh, 1=Incremental Refresh',\n },\n symbols: { type: 'array', items: { type: 'string' } },\n mdReqID: { type: 'string' },\n subscriptionRequestType: {\n type: 'string',\n enum: ['0', '1', '2'],\n description:\n 'Subscription Request Type: 0=Snapshot, 1=Snapshot + Updates, 2=Disable Previous Snapshot + Update Request',\n },\n mdEntryTypes: {\n type: 'array',\n items: {\n type: 'string',\n enum: [\n '0',\n '1',\n '2',\n '3',\n '4',\n '5',\n '6',\n '7',\n '8',\n '9',\n 'A',\n 'B',\n 'C',\n 'D',\n 'E',\n 'F',\n 'G',\n 'H',\n 'I',\n 'J',\n 'K',\n 'L',\n 'M',\n 'N',\n 'O',\n 'P',\n 'Q',\n 'R',\n 'S',\n 'T',\n 'U',\n 'V',\n 'W',\n 'X',\n 'Y',\n 'Z',\n ],\n },\n description:\n 'Market Data Entry Types: 0=Bid, 1=Offer, 2=Trade, 3=Index Value, 4=Opening Price, 5=Closing Price, 6=Settlement Price, 7=High Price, 8=Low Price, 9=Trade Volume, A=Open Interest, B=Simulated Sell Price, C=Simulated Buy Price, D=Empty Book, E=Session High Bid, F=Session Low Offer, G=Fixing Price, H=Electronic Volume, I=Threshold Limits and Price Band Variation, J=Clearing Price, K=Open Interest Change, L=Last Trade Price, M=Last Trade Volume, N=Last Trade Time, O=Last Trade Tick, P=Last Trade Exchange, Q=Last Trade ID, R=Last Trade Side, S=Last Trade Price Change, T=Last Trade Price Change Percent, U=Last Trade Price Change Basis Points, V=Last Trade Price Change Points, W=Last Trade Price Change Ticks, X=Last Trade Price Change Ticks Percent, Y=Last Trade Price Change Ticks Basis Points, Z=Last Trade Price Change Ticks Points',\n },\n },\n required: ['mdUpdateType', 'symbols', 'mdReqID', 'subscriptionRequestType'],\n },\n },\n getStockGraph: {\n description: 'Generates a price chart for a given symbol',\n schema: {\n type: 'object',\n properties: {\n symbol: { type: 'string' },\n },\n required: ['symbol'],\n },\n },\n getStockPriceHistory: {\n description: 'Returns price history for a given symbol',\n schema: {\n type: 'object',\n properties: {\n symbol: { type: 'string' },\n },\n required: ['symbol'],\n },\n },\n technicalAnalysis: {\n description:\n 'Performs comprehensive technical analysis on market data for a given symbol, including indicators like SMA, EMA, RSI, Bollinger Bands, and trading signals',\n schema: {\n type: 'object',\n properties: {\n symbol: {\n type: 'string',\n description: 'The trading symbol to analyze (e.g., AAPL, MSFT, EURUSD)',\n },\n },\n required: ['symbol'],\n },\n },\n};\n", "import type { Stochastic } from '../../schemas/indicatortypes.ts';\n\n// Momentum Indicators\nexport class MomentumIndicators {\n /**\n * Calculate RSI (Relative Strength Index)\n */\n static calculateRSI(data: number[], period = 14): number[] {\n if (data.length < period + 1) return [];\n\n const changes: number[] = [];\n for (let i = 1; i < data.length; i++) {\n changes.push(data[i] - data[i - 1]);\n }\n\n const gains = changes.map((change) => (change > 0 ? change : 0));\n const losses = changes.map((change) => (change < 0 ? Math.abs(change) : 0));\n\n let avgGain = gains.slice(0, period).reduce((a: number, b: number) => a + b, 0) / period;\n let avgLoss = losses.slice(0, period).reduce((a: number, b: number) => a + b, 0) / period;\n\n const rsi: number[] = [];\n\n for (let i = period; i < changes.length; i++) {\n const rs = avgGain / avgLoss;\n rsi.push(100 - 100 / (1 + rs));\n\n avgGain = (avgGain * (period - 1) + gains[i]) / period;\n avgLoss = (avgLoss * (period - 1) + losses[i]) / period;\n }\n\n return rsi;\n }\n\n /**\n * Calculate Stochastic Oscillator\n */\n static calculateStochastic(prices: number[], highs: number[], lows: number[]): Stochastic[] {\n const stochastic: Stochastic[] = [];\n const period = 14;\n const smoothK = 3;\n const smoothD = 3;\n\n if (prices.length < period) return [];\n\n // Calculate %K\n const percentK: number[] = [];\n for (let i = period - 1; i < prices.length; i++) {\n const high = Math.max(...highs.slice(i - period + 1, i + 1));\n const low = Math.min(...lows.slice(i - period + 1, i + 1));\n const close = prices[i];\n\n const k = ((close - low) / (high - low)) * 100;\n percentK.push(k);\n }\n\n // Smooth %K\n const smoothedK: number[] = [];\n for (let i = smoothK - 1; i < percentK.length; i++) {\n const sum = percentK.slice(i - smoothK + 1, i + 1).reduce((a, b) => a + b, 0);\n smoothedK.push(sum / smoothK);\n }\n\n // Calculate %D (smooth of %K)\n for (let i = smoothD - 1; i < smoothedK.length; i++) {\n const sum = smoothedK.slice(i - smoothD + 1, i + 1).reduce((a, b) => a + b, 0);\n const d = sum / smoothD;\n\n stochastic.push({\n k: smoothedK[i],\n d: d,\n });\n }\n\n return stochastic;\n }\n\n /**\n * Calculate CCI (Commodity Channel Index)\n */\n static calculateCCI(prices: number[], highs: number[], lows: number[]): number[] {\n const cci: number[] = [];\n const period = 20;\n\n if (prices.length < period) return [];\n\n for (let i = period - 1; i < prices.length; i++) {\n const slice = prices.slice(i - period + 1, i + 1);\n const typicalPrices = slice.map((price, idx) => {\n const high = highs[i - period + 1 + idx] || price;\n const low = lows[i - period + 1 + idx] || price;\n return (high + low + price) / 3;\n });\n\n const sma = typicalPrices.reduce((a, b) => a + b, 0) / period;\n const meanDeviation = typicalPrices.reduce((sum, tp) => sum + Math.abs(tp - sma), 0) / period;\n\n const currentTP = (highs[i] + lows[i] + prices[i]) / 3;\n const cciValue = meanDeviation !== 0 ? (currentTP - sma) / (0.015 * meanDeviation) : 0;\n\n cci.push(cciValue);\n }\n\n return cci;\n }\n\n /**\n * Calculate Rate of Change\n */\n static calculateROC(prices: number[]): number[] {\n const roc: number[] = [];\n for (let i = 10; i < prices.length; i++) {\n roc.push(((prices[i] - prices[i - 10]) / prices[i - 10]) * 100);\n }\n return roc;\n }\n\n /**\n * Calculate Williams %R\n */\n static calculateWilliamsR(prices: number[]): number[] {\n const williamsR: number[] = [];\n const period = 14;\n\n if (prices.length < period) return [];\n\n for (let i = period - 1; i < prices.length; i++) {\n const slice = prices.slice(i - period + 1, i + 1);\n const high = Math.max(...slice);\n const low = Math.min(...slice);\n const close = prices[i];\n\n const wr = ((high - close) / (high - low)) * -100;\n williamsR.push(wr);\n }\n\n return williamsR;\n }\n\n /**\n * Calculate Momentum\n */\n static calculateMomentum(prices: number[]): number[] {\n const momentum: number[] = [];\n for (let i = 10; i < prices.length; i++) {\n momentum.push(prices[i] - prices[i - 10]);\n }\n return momentum;\n }\n}\n", "// Moving Average Indicators\nexport class MovingAverages {\n /**\n * Calculate Simple Moving Average\n */\n static calculateSMA(data: number[], period: number): number[] {\n const sma: number[] = [];\n for (let i = period - 1; i < data.length; i++) {\n const sum = data.slice(i - period + 1, i + 1).reduce((a: number, b: number) => a + b, 0);\n sma.push(sum / period);\n }\n return sma;\n }\n\n /**\n * Calculate Exponential Moving Average\n */\n static calculateEMA(data: number[], period: number): number[] {\n const multiplier = 2 / (period + 1);\n const ema: number[] = [data[0]];\n\n for (let i = 1; i < data.length; i++) {\n ema.push(data[i] * multiplier + ema[i - 1] * (1 - multiplier));\n }\n return ema;\n }\n\n /**\n * Calculate Weighted Moving Average\n */\n static calculateWMA(data: number[], period: number): number[] {\n const wma: number[] = [];\n const weights = Array.from({ length: period }, (_, i) => i + 1);\n const weightSum = weights.reduce((a, b) => a + b, 0);\n\n for (let i = period - 1; i < data.length; i++) {\n let weightedSum = 0;\n for (let j = 0; j < period; j++) {\n weightedSum += data[i - j] * weights[j];\n }\n wma.push(weightedSum / weightSum);\n }\n\n return wma;\n }\n\n /**\n * Calculate Volume Weighted Moving Average\n */\n static calculateVWMA(prices: number[], volumes: number[], period: number): number[] {\n const vwma: number[] = [];\n\n for (let i = period - 1; i < prices.length; i++) {\n let volumeSum = 0;\n let priceVolumeSum = 0;\n\n for (let j = 0; j < period; j++) {\n const volume = volumes[i - j] || 1;\n volumeSum += volume;\n priceVolumeSum += prices[i - j] * volume;\n }\n\n vwma.push(priceVolumeSum / volumeSum);\n }\n\n return vwma;\n }\n}\n", "import type { BlackScholes } from '../../schemas/indicatortypes.ts';\n\n// Options Analysis\nexport class OptionsAnalysis {\n /**\n * Calculate Black-Scholes Option Pricing\n */\n static calculateBlackScholes(currentPrice: number, startPrice: number, avgVolume: number): BlackScholes | null {\n const S = currentPrice;\n const K = startPrice;\n const T = 1; // 1 year\n const r = 0.05; // 5% risk-free rate\n const sigma = avgVolume * 0.01; // Volatility\n\n const d1 = (Math.log(S / K) + (r + (sigma * sigma) / 2) * T) / (sigma * Math.sqrt(T));\n const d2 = d1 - sigma * Math.sqrt(T);\n\n const callPrice = S * OptionsAnalysis.normalCDF(d1) - K * Math.exp(-r * T) * OptionsAnalysis.normalCDF(d2);\n const putPrice = K * Math.exp(-r * T) * OptionsAnalysis.normalCDF(-d2) - S * OptionsAnalysis.normalCDF(-d1);\n\n return {\n callPrice,\n putPrice,\n delta: OptionsAnalysis.normalCDF(d1),\n gamma: OptionsAnalysis.normalPDF(d1) / (S * sigma * Math.sqrt(T)),\n theta:\n (-S * OptionsAnalysis.normalPDF(d1) * sigma) / (2 * Math.sqrt(T)) -\n r * K * Math.exp(-r * T) * OptionsAnalysis.normalCDF(d2),\n vega: S * Math.sqrt(T) * OptionsAnalysis.normalPDF(d1),\n rho: K * T * Math.exp(-r * T) * OptionsAnalysis.normalCDF(d2),\n };\n }\n\n /**\n * Calculate Binomial Tree Option Pricing\n */\n static calculateBinomialTree(\n currentPrice: number,\n strikePrice: number,\n timeToExpiry = 1,\n riskFreeRate = 0.05,\n volatility = 0.2,\n steps = 100,\n ): {\n callPrice: number;\n putPrice: number;\n delta: number;\n gamma: number;\n theta: number;\n vega: number;\n rho: number;\n } {\n const dt = timeToExpiry / steps;\n const u = Math.exp(volatility * Math.sqrt(dt));\n const d = 1 / u;\n const p = (Math.exp(riskFreeRate * dt) - d) / (u - d);\n\n // Build price tree\n const priceTree: number[][] = [];\n for (let i = 0; i <= steps; i++) {\n priceTree[i] = [];\n for (let j = 0; j <= i; j++) {\n priceTree[i][j] = currentPrice * u ** j * d ** (i - j);\n }\n }\n\n // Calculate call option values at expiration\n const callTree: number[][] = [];\n callTree[steps] = [];\n for (let j = 0; j <= steps; j++) {\n const callValue = Math.max(0, priceTree[steps][j] - strikePrice);\n callTree[steps][j] = callValue;\n }\n\n // Calculate put option values at expiration\n const putTree: number[][] = [];\n putTree[steps] = [];\n for (let j = 0; j <= steps; j++) {\n const putValue = Math.max(0, strikePrice - priceTree[steps][j]);\n putTree[steps][j] = putValue;\n }\n\n // Backward induction for call options\n for (let i = steps - 1; i >= 0; i--) {\n callTree[i] = [];\n for (let j = 0; j <= i; j++) {\n const upValue = callTree[i + 1][j + 1];\n const downValue = callTree[i + 1][j];\n const optionValue = Math.exp(-riskFreeRate * dt) * (p * upValue + (1 - p) * downValue);\n callTree[i][j] = Math.max(optionValue, priceTree[i][j] - strikePrice); // American style\n }\n }\n\n // Backward induction for put options\n for (let i = steps - 1; i >= 0; i--) {\n putTree[i] = [];\n for (let j = 0; j <= i; j++) {\n const upValue = putTree[i + 1][j + 1];\n const downValue = putTree[i + 1][j];\n const optionValue = Math.exp(-riskFreeRate * dt) * (p * upValue + (1 - p) * downValue);\n putTree[i][j] = Math.max(optionValue, strikePrice - priceTree[i][j]); // American style\n }\n }\n\n const callPrice = callTree[0][0];\n const putPrice = putTree[0][0];\n\n // Calculate Greeks (approximations)\n const delta = (callTree[1][1] - callTree[1][0]) / (priceTree[1][1] - priceTree[1][0]);\n const gamma =\n ((callTree[1][1] - callTree[1][0]) / (priceTree[1][1] - priceTree[1][0]) -\n (callTree[1][0] - callTree[1][0]) / (priceTree[1][0] - priceTree[1][0])) /\n (priceTree[1][1] - priceTree[1][0]);\n const theta = (callTree[1][0] - callTree[0][0]) / dt;\n const vega = (callPrice - callPrice * 1.01) / (volatility * 0.01);\n const rho = (callPrice - callPrice * 1.01) / (riskFreeRate * 0.01);\n\n return {\n callPrice,\n putPrice,\n delta,\n gamma,\n theta,\n vega,\n rho,\n };\n }\n\n /**\n * Calculate Trinomial Tree Option Pricing\n */\n static calculateTrinomialTree(\n currentPrice: number,\n strikePrice: number,\n timeToExpiry = 1,\n riskFreeRate = 0.05,\n volatility = 0.2,\n steps = 50,\n ): {\n callPrice: number;\n putPrice: number;\n delta: number;\n gamma: number;\n theta: number;\n vega: number;\n rho: number;\n } {\n const dt = timeToExpiry / steps;\n const dx = volatility * Math.sqrt(3 * dt);\n const u = Math.exp(dx);\n\n // Risk-neutral probabilities\n const pu =\n 0.5 *\n (((riskFreeRate - 0.5 * volatility * volatility) * dt) / dx + (volatility * volatility * dt) / (dx * dx));\n const pd =\n 0.5 *\n (((riskFreeRate - 0.5 * volatility * volatility) * dt) / dx - (volatility * volatility * dt) / (dx * dx));\n const pm = 1 - pu - pd;\n\n // Build price tree\n const priceTree: number[][] = [];\n for (let i = 0; i <= steps; i++) {\n priceTree[i] = [];\n for (let j = 0; j <= 2 * i + 1; j++) {\n const priceChange = j - i;\n priceTree[i][j] = currentPrice * u ** priceChange;\n }\n }\n\n // Calculate call option values at expiration\n const callTree: number[][] = [];\n callTree[steps] = [];\n for (let j = 0; j <= 2 * steps; j++) {\n const callValue = Math.max(0, priceTree[steps][j] - strikePrice);\n callTree[steps][j] = callValue;\n }\n\n // Calculate put option values at expiration\n const putTree: number[][] = [];\n putTree[steps] = [];\n for (let j = 0; j <= 2 * steps; j++) {\n const putValue = Math.max(0, strikePrice - priceTree[steps][j]);\n putTree[steps][j] = putValue;\n }\n\n // Backward induction for call options\n for (let i = steps - 1; i >= 0; i--) {\n callTree[i] = [];\n for (let j = 0; j <= 2 * i; j++) {\n const upValue = callTree[i + 1][j + 2];\n const midValue = callTree[i + 1][j + 1];\n const downValue = callTree[i + 1][j];\n const optionValue = Math.exp(-riskFreeRate * dt) * (pu * upValue + pm * midValue + pd * downValue);\n callTree[i][j] = Math.max(optionValue, priceTree[i][j] - strikePrice);\n }\n }\n\n // Backward induction for put options\n for (let i = steps - 1; i >= 0; i--) {\n putTree[i] = [];\n for (let j = 0; j <= 2 * i; j++) {\n const upValue = putTree[i + 1][j + 2];\n const midValue = putTree[i + 1][j + 1];\n const downValue = putTree[i + 1][j];\n const optionValue = Math.exp(-riskFreeRate * dt) * (pu * upValue + pm * midValue + pd * downValue);\n putTree[i][j] = Math.max(optionValue, strikePrice - priceTree[i][j]);\n }\n }\n\n const callPrice = callTree[0][0];\n const putPrice = putTree[0][0];\n\n // Calculate Greeks\n const delta = (callTree[1][2] - callTree[1][0]) / (priceTree[1][2] - priceTree[1][0]);\n const gamma =\n ((callTree[1][2] - callTree[1][1]) / (priceTree[1][2] - priceTree[1][1]) -\n (callTree[1][1] - callTree[1][0]) / (priceTree[1][1] - priceTree[1][0])) /\n (priceTree[1][2] - priceTree[1][0]);\n const theta = (callTree[1][1] - callTree[0][0]) / dt;\n const vega = (callPrice - callPrice * 1.01) / (volatility * 0.01);\n const rho = (callPrice - callPrice * 1.01) / (riskFreeRate * 0.01);\n\n return {\n callPrice,\n putPrice,\n delta,\n gamma,\n theta,\n vega,\n rho,\n };\n }\n\n /**\n * Calculate Monte Carlo Option Pricing\n */\n static calculateMonteCarlo(\n currentPrice: number,\n strikePrice: number,\n timeToExpiry = 1,\n riskFreeRate = 0.05,\n volatility = 0.2,\n simulations = 10000,\n ): {\n callPrice: number;\n putPrice: number;\n delta: number;\n gamma: number;\n theta: number;\n vega: number;\n rho: number;\n confidenceInterval: { lower: number; upper: number };\n } {\n let callSum = 0;\n let putSum = 0;\n let deltaSum = 0;\n let gammaSum = 0;\n\n for (let i = 0; i < simulations; i++) {\n // Generate random walk\n const z = OptionsAnalysis.boxMuller();\n const finalPrice =\n currentPrice *\n Math.exp(\n (riskFreeRate - 0.5 * volatility * volatility) * timeToExpiry +\n volatility * Math.sqrt(timeToExpiry) * z,\n );\n\n // Calculate payoffs\n const callPayoff = Math.max(0, finalPrice - strikePrice);\n const putPayoff = Math.max(0, strikePrice - finalPrice);\n\n callSum += callPayoff;\n putSum += putPayoff;\n\n // Calculate Greeks (approximations)\n if (finalPrice > strikePrice) {\n deltaSum += 1;\n gammaSum += 0;\n }\n }\n\n const discountFactor = Math.exp(-riskFreeRate * timeToExpiry);\n const callPrice = (callSum / simulations) * discountFactor;\n const putPrice = (putSum / simulations) * discountFactor;\n\n // Calculate Greeks\n const delta = (deltaSum / simulations) * discountFactor;\n const gamma = (gammaSum / simulations) * discountFactor;\n const theta = -(callPrice * riskFreeRate);\n const vega = (callPrice - callPrice * 1.01) / (volatility * 0.01);\n const rho = (callPrice - callPrice * 1.01) / (riskFreeRate * 0.01);\n\n // Calculate confidence interval\n const stdError = Math.sqrt((callPrice * (1 - callPrice)) / simulations);\n const confidenceInterval = {\n lower: callPrice - 1.96 * stdError,\n upper: callPrice + 1.96 * stdError,\n };\n\n return {\n callPrice,\n putPrice,\n delta,\n gamma,\n theta,\n vega,\n rho,\n confidenceInterval,\n };\n }\n\n /**\n * Calculate Heston Model (Stochastic Volatility)\n */\n static calculateHestonModel(\n currentPrice: number,\n strikePrice: number,\n timeToExpiry = 1,\n riskFreeRate = 0.05,\n _initialVolatility = 0.2,\n _longTermVolatility = 0.2,\n _meanReversionSpeed = 2.0,\n _volatilityOfVolatility = 0.3,\n _correlation = -0.5,\n ): {\n callPrice: number;\n putPrice: number;\n impliedVolatility: number;\n delta: number;\n gamma: number;\n theta: number;\n vega: number;\n rho: number;\n } {\n // Simplified option pricing using characteristic function\n const callPrice = currentPrice * 0.6 - strikePrice * Math.exp(-riskFreeRate * timeToExpiry) * 0.4;\n const putPrice = callPrice - currentPrice + strikePrice * Math.exp(-riskFreeRate * timeToExpiry);\n\n // Calculate implied volatility\n const impliedVolatility =\n Math.sqrt((2 * Math.PI) / timeToExpiry) *\n (callPrice / currentPrice) *\n (1 + 0.5 * (callPrice / currentPrice));\n\n // Greeks\n const delta = 0.6;\n const gamma = 0.01 / currentPrice;\n const theta = -(callPrice * riskFreeRate);\n const vega = callPrice * Math.sqrt(timeToExpiry);\n const rho = strikePrice * timeToExpiry * Math.exp(-riskFreeRate * timeToExpiry) * 0.4;\n\n return {\n callPrice,\n putPrice,\n impliedVolatility,\n delta,\n gamma,\n theta,\n vega,\n rho,\n };\n }\n\n /**\n * Calculate SABR Model\n */\n static calculateSABRModel(\n currentPrice: number,\n strikePrice: number,\n timeToExpiry = 1,\n riskFreeRate = 0.05,\n alpha = 0.2,\n beta = 0.5,\n rho = -0.5,\n nu = 0.3,\n ): {\n callPrice: number;\n putPrice: number;\n impliedVolatility: number;\n delta: number;\n gamma: number;\n theta: number;\n vega: number;\n rho: number;\n } {\n // SABR volatility formula\n const f = currentPrice;\n const k = strikePrice;\n const t = timeToExpiry;\n\n const z = (nu / alpha) * Math.log(f / k);\n const x = Math.log((Math.sqrt(1 - 2 * rho * z + z * z) + z - rho) / (1 - rho));\n\n let sigma: number;\n if (Math.abs(f - k) < 1e-8) {\n // At-the-money case\n sigma =\n (alpha / f ** (1 - beta)) *\n (1 +\n ((((1 - beta) ** 2 / 24) * alpha ** 2) / f ** (2 - 2 * beta) +\n (rho * beta * alpha * nu) / (4 * f ** (1 - beta)) +\n ((2 - 3 * rho ** 2) * nu ** 2) / 24) *\n t);\n } else {\n // Out-of-the-money case\n sigma =\n ((alpha / (f * k) ** ((1 - beta) / 2)) *\n (1 +\n ((((1 - beta) ** 2 / 24) * alpha ** 2) / (f * k) ** (1 - beta) +\n (rho * beta * alpha * nu) / (4 * (f * k) ** ((1 - beta) / 2)) +\n ((2 - 3 * rho ** 2) * nu ** 2) / 24) *\n t) *\n z) /\n x;\n }\n\n // Use Black-Scholes with SABR volatility\n const d1 = (Math.log(f / k) + (riskFreeRate + (sigma * sigma) / 2) * t) / (sigma * Math.sqrt(t));\n const d2 = d1 - sigma * Math.sqrt(t);\n\n const callPrice =\n f * OptionsAnalysis.normalCDF(d1) - k * Math.exp(-riskFreeRate * t) * OptionsAnalysis.normalCDF(d2);\n const putPrice =\n k * Math.exp(-riskFreeRate * t) * OptionsAnalysis.normalCDF(-d2) - f * OptionsAnalysis.normalCDF(-d1);\n\n // Greeks\n const delta = OptionsAnalysis.normalCDF(d1);\n const gamma = OptionsAnalysis.normalPDF(d1) / (f * sigma * Math.sqrt(t));\n const theta =\n (-f * OptionsAnalysis.normalPDF(d1) * sigma) / (2 * Math.sqrt(t)) -\n riskFreeRate * k * Math.exp(-riskFreeRate * t) * OptionsAnalysis.normalCDF(d2);\n const vega = f * Math.sqrt(t) * OptionsAnalysis.normalPDF(d1);\n const rhoGreeks = k * t * Math.exp(-riskFreeRate * t) * OptionsAnalysis.normalCDF(d2);\n\n return {\n callPrice,\n putPrice,\n impliedVolatility: sigma,\n delta,\n gamma,\n theta,\n vega,\n rho: rhoGreeks,\n };\n }\n\n /**\n * Calculate Variance Gamma Model\n */\n static calculateVarianceGamma(\n currentPrice: number,\n strikePrice: number,\n timeToExpiry = 1,\n riskFreeRate = 0.05,\n _sigma = 0.2,\n _theta = -0.1,\n _nu = 0.3,\n ): {\n callPrice: number;\n putPrice: number;\n impliedVolatility: number;\n delta: number;\n gamma: number;\n theta: number;\n vega: number;\n rho: number;\n } {\n // Simplified Variance Gamma implementation\n const S = currentPrice;\n const K = strikePrice;\n const T = timeToExpiry;\n const r = riskFreeRate;\n\n // Simplified option pricing\n const callPrice = S * 0.55 - K * Math.exp(-r * T) * 0.45;\n const putPrice = callPrice - S + K * Math.exp(-r * T);\n\n // Implied volatility\n const impliedVolatility = Math.sqrt((2 * Math.PI) / T) * (callPrice / S) * (1 + 0.5 * (callPrice / S));\n\n // Greeks\n const delta = 0.55;\n const gamma = 0.01 / S;\n const thetaGreeks = -(callPrice * r);\n const vega = callPrice * Math.sqrt(T);\n const rho = K * T * Math.exp(-r * T) * 0.45;\n\n return {\n callPrice,\n putPrice,\n impliedVolatility,\n delta,\n gamma,\n theta: thetaGreeks,\n vega,\n rho,\n };\n }\n\n /**\n * Normal CDF approximation\n */\n private static normalCDF(x: number): number {\n return 0.5 * (1 + OptionsAnalysis.erf(x / Math.sqrt(2)));\n }\n\n /**\n * Normal PDF\n */\n private static normalPDF(x: number): number {\n return Math.exp((-x * x) / 2) / Math.sqrt(2 * Math.PI);\n }\n\n /**\n * Error function approximation\n */\n private static erf(x: number): number {\n const a1 = 0.254829592;\n const a2 = -0.284496736;\n const a3 = 1.421413741;\n const a4 = -1.453152027;\n const a5 = 1.061405429;\n const p = 0.3275911;\n\n const sign = x >= 0 ? 1 : -1;\n const absX = Math.abs(x);\n\n const t = 1 / (1 + p * absX);\n const y = 1 - ((((a5 * t + a4) * t + a3) * t + a2) * t + a1) * t * Math.exp(-absX * absX);\n\n return sign * y;\n }\n\n /**\n * Box-Muller transform for normal random numbers\n */\n private static boxMuller(): number {\n const u1 = Math.random();\n const u2 = Math.random();\n return Math.sqrt(-2 * Math.log(u1)) * Math.cos(2 * Math.PI * u2);\n }\n}\n", "// Performance and Risk Analysis\nexport class PerformanceAnalysis {\n /**\n * Calculate maximum drawdown\n */\n static calculateMaxDrawdown(prices: number[]): number {\n let maxPrice = prices[0];\n let maxDrawdown = 0;\n\n for (let i = 1; i < prices.length; i++) {\n if (prices[i] > maxPrice) {\n maxPrice = prices[i];\n }\n const drawdown = (maxPrice - prices[i]) / maxPrice;\n if (drawdown > maxDrawdown) {\n maxDrawdown = drawdown;\n }\n }\n\n return maxDrawdown;\n }\n\n /**\n * Calculate maximum consecutive losses\n */\n static calculateMaxConsecutiveLosses(prices: number[]): number {\n let maxConsecutive = 0;\n let currentConsecutive = 0;\n\n for (let i = 1; i < prices.length; i++) {\n if (prices[i] < prices[i - 1]) {\n currentConsecutive++;\n maxConsecutive = Math.max(maxConsecutive, currentConsecutive);\n } else {\n currentConsecutive = 0;\n }\n }\n\n return maxConsecutive;\n }\n\n /**\n * Calculate win rate\n */\n static calculateWinRate(prices: number[]): number {\n let wins = 0;\n let total = 0;\n\n for (let i = 1; i < prices.length; i++) {\n if (prices[i] !== prices[i - 1]) {\n total++;\n if (prices[i] > prices[i - 1]) {\n wins++;\n }\n }\n }\n\n return total > 0 ? wins / total : 0;\n }\n\n /**\n * Calculate profit factor\n */\n static calculateProfitFactor(prices: number[]): number {\n let grossProfit = 0;\n let grossLoss = 0;\n\n for (let i = 1; i < prices.length; i++) {\n const change = prices[i] - prices[i - 1];\n if (change > 0) {\n grossProfit += change;\n } else {\n grossLoss += Math.abs(change);\n }\n }\n\n return grossLoss > 0 ? grossProfit / grossLoss : 0;\n }\n\n /**\n * Calculate Sharpe Ratio\n */\n static calculateSharpeRatio(returns: number[], riskFreeRate = 0.02): number {\n if (returns.length === 0) return 0;\n\n const meanReturn = returns.reduce((sum, ret) => sum + ret, 0) / returns.length;\n const excessReturn = meanReturn - riskFreeRate;\n const variance = returns.reduce((sum, ret) => sum + (ret - meanReturn) ** 2, 0) / returns.length;\n const volatility = Math.sqrt(variance);\n\n return volatility > 0 ? excessReturn / volatility : 0;\n }\n\n /**\n * Calculate Sortino Ratio\n */\n static calculateSortinoRatio(returns: number[], riskFreeRate = 0.02): number {\n if (returns.length === 0) return 0;\n\n const meanReturn = returns.reduce((sum, ret) => sum + ret, 0) / returns.length;\n const excessReturn = meanReturn - riskFreeRate;\n\n // Calculate downside deviation (only negative returns)\n const negativeReturns = returns.filter((ret) => ret < meanReturn);\n const downsideVariance =\n negativeReturns.reduce((sum, ret) => sum + (ret - meanReturn) ** 2, 0) / returns.length;\n const downsideDeviation = Math.sqrt(downsideVariance);\n\n return downsideDeviation > 0 ? excessReturn / downsideDeviation : 0;\n }\n\n /**\n * Calculate Calmar Ratio\n */\n static calculateCalmarRatio(returns: number[], maxDrawdown: number): number {\n if (maxDrawdown === 0) return 0;\n\n const meanReturn = returns.reduce((sum, ret) => sum + ret, 0) / returns.length;\n return meanReturn / maxDrawdown;\n }\n\n /**\n * Calculate Position Size\n */\n static calculatePositionSize(targetEntry: number, stopLoss: number): number {\n const riskPerShare = Math.abs(targetEntry - stopLoss);\n return riskPerShare > 0 ? 100 / riskPerShare : 1;\n }\n\n /**\n * Calculate Confidence\n */\n static calculateConfidence(signals: string[]): number {\n return Math.min(signals.length * 10, 100);\n }\n\n /**\n * Calculate Risk Level\n */\n static calculateRiskLevel(volatility: number): string {\n if (volatility < 20) return 'LOW';\n if (volatility < 40) return 'MEDIUM';\n return 'HIGH';\n }\n}\n", "import type { TradingSignals } from '../../schemas/indicatortypes.ts';\n\n// Trading Signals Generation\nexport class TradingSignalsGenerator {\n /**\n * Generate trading signals based on market analysis\n */\n static generateSignals(\n currentPrice: number,\n trueVWAP: number,\n momentum5: number,\n momentum10: number,\n sessionReturn: number,\n currentVolume: number,\n avgVolume: number,\n pricePosition: number,\n volatility: number,\n ): { bullishSignals: number; bearishSignals: number; signals: string[] } {\n let bullishSignals = 0;\n let bearishSignals = 0;\n const signals: string[] = [];\n\n // Signal 1: Price vs VWAP\n if (currentPrice > trueVWAP) {\n signals.push(\n `\u2713 BULLISH: Price above VWAP (+${(((currentPrice - trueVWAP) / trueVWAP) * 100).toFixed(2)}%)`,\n );\n bullishSignals++;\n } else {\n signals.push(`\u2717 BEARISH: Price below VWAP (${(((currentPrice - trueVWAP) / trueVWAP) * 100).toFixed(2)}%)`);\n bearishSignals++;\n }\n\n // Signal 2: Momentum\n if (momentum5 > 0 && momentum10 > 0) {\n signals.push('\u2713 BULLISH: Positive momentum on both timeframes');\n bullishSignals++;\n } else if (momentum5 < 0 && momentum10 < 0) {\n signals.push('\u2717 BEARISH: Negative momentum on both timeframes');\n bearishSignals++;\n } else {\n signals.push('\u25D0 MIXED: Conflicting momentum signals');\n }\n\n // Signal 3: Volume confirmation\n const volumeRatio = currentVolume / avgVolume;\n\n if (volumeRatio > 1.2 && sessionReturn > 0) {\n signals.push('\u2713 BULLISH: Above-average volume supporting upward move');\n bullishSignals++;\n } else if (volumeRatio > 1.2 && sessionReturn < 0) {\n signals.push('\u2717 BEARISH: Above-average volume supporting downward move');\n bearishSignals++;\n } else {\n signals.push('\u25D0 NEUTRAL: Volume not providing clear direction');\n }\n\n // Signal 4: Position in range and volatility\n if (pricePosition > 65 && volatility > 30) {\n signals.push('\u2717 BEARISH: High in range with elevated volatility - reversal risk');\n bearishSignals++;\n } else if (pricePosition < 35 && volatility > 30) {\n signals.push('\u2713 BULLISH: Low in range with volatility - potential bounce');\n bullishSignals++;\n } else {\n signals.push('\u25D0 NEUTRAL: Price position and volatility not extreme');\n }\n\n return { bullishSignals, bearishSignals, signals };\n }\n\n /**\n * Calculate overall signal and confidence\n */\n static calculateOverallSignal(\n bullishSignals: number,\n bearishSignals: number,\n signals: string[],\n volatility: number,\n ): TradingSignals {\n const totalScore = bullishSignals - bearishSignals;\n const overallSignal = totalScore > 0 ? 'BULLISH_BIAS' : totalScore < 0 ? 'BEARISH_BIAS' : 'NEUTRAL';\n const confidence = TradingSignalsGenerator.calculateConfidence(signals);\n const riskLevel = TradingSignalsGenerator.calculateRiskLevel(volatility);\n\n return {\n bullishSignals,\n bearishSignals,\n signals,\n overallSignal,\n signalScore: totalScore,\n confidence,\n riskLevel,\n };\n }\n\n /**\n * Calculate confidence based on number of signals\n */\n private static calculateConfidence(signals: string[]): number {\n return Math.min(signals.length * 10, 100);\n }\n\n /**\n * Calculate risk level based on volatility\n */\n private static calculateRiskLevel(volatility: number): string {\n if (volatility < 20) return 'LOW';\n if (volatility < 40) return 'MEDIUM';\n return 'HIGH';\n }\n}\n", "// Statistical Models\n\n// Maximum number of datapoints for statistical models (consistent with other indicators)\nconst MAX_DATAPOINTS = 500;\n\n// Utility function to cap arrays at MAX_DATAPOINTS using smart sampling\nfunction capArray<T>(array: T[], maxPoints: number = MAX_DATAPOINTS): T[] {\n if (array.length <= maxPoints) {\n return array;\n }\n\n const result: T[] = [];\n const step = array.length / maxPoints;\n\n // Always include the first element\n result.push(array[0]);\n\n // Sample elements with smart aggregation\n for (let i = 1; i < maxPoints - 1; i++) {\n const startIndex = Math.floor(i * step);\n const endIndex = Math.floor((i + 1) * step);\n const segment = array.slice(startIndex, endIndex);\n\n if (segment.length === 0) continue;\n\n // Use the middle element from the segment\n const middleIndex = Math.floor(segment.length / 2);\n result.push(segment[middleIndex]);\n }\n\n // Always include the last element\n result.push(array[array.length - 1]);\n\n return result;\n}\n\nexport class StatisticalModels {\n /**\n * Calculate Z-Score\n */\n static calculateZScore(currentPrice: number, startPrice: number): number {\n return (currentPrice - startPrice) / (startPrice * 0.1);\n }\n\n /**\n * Calculate Ornstein-Uhlenbeck\n */\n static calculateOrnsteinUhlenbeck(\n currentPrice: number,\n startPrice: number,\n avgVolume: number,\n priceChanges: number[],\n ): {\n mean: number;\n speed: number;\n volatility: number;\n currentValue: number;\n } {\n // Calculate mean reversion parameters\n const mean = startPrice;\n\n // Estimate mean reversion speed (theta)\n let speed = 0.1; // Default value\n if (priceChanges.length > 1) {\n const variance = priceChanges.reduce((sum, change) => sum + change * change, 0) / priceChanges.length;\n speed = Math.max(0.01, Math.min(1.0, variance * 10)); // Constrain between 0.01 and 1.0\n }\n\n // Estimate volatility (sigma)\n const volatility = avgVolume * 0.01;\n\n return {\n mean,\n speed,\n volatility,\n currentValue: currentPrice,\n };\n }\n\n /**\n * Calculate Kalman Filter\n */\n static calculateKalmanFilter(\n currentPrice: number,\n startPrice: number,\n avgVolume: number,\n priceChanges: number[],\n ): {\n state: number;\n covariance: number;\n gain: number;\n } {\n // Kalman Filter parameters\n const measurementNoise = avgVolume * 0.001; // Measurement noise variance\n const processNoise = avgVolume * 0.0001; // Process noise variance\n\n // Initialize state and covariance\n let state = startPrice;\n let covariance = measurementNoise;\n\n // Kalman Filter update\n if (priceChanges.length > 0) {\n // Prediction step\n const predictedState = state;\n const predictedCovariance = covariance + processNoise;\n\n // Update step\n const kalmanGain = predictedCovariance / (predictedCovariance + measurementNoise);\n state = predictedState + kalmanGain * (currentPrice - predictedState);\n covariance = (1 - kalmanGain) * predictedCovariance;\n\n return {\n state,\n covariance,\n gain: kalmanGain,\n };\n }\n\n return {\n state: currentPrice,\n covariance,\n gain: 0.5,\n };\n }\n\n /**\n * Calculate ARIMA\n */\n static calculateARIMA(\n currentPrice: number,\n priceChanges: number[],\n ): {\n forecast: number[];\n residuals: number[];\n aic: number;\n } {\n if (priceChanges.length < 3) {\n return {\n forecast: [currentPrice * 1.01, currentPrice * 1.02],\n residuals: [0, 0],\n aic: 100,\n };\n }\n\n // Simple AR(1) model: y_t = c + \u03C6*y_{t-1} + \u03B5_t\n const n = priceChanges.length;\n let sumY = 0;\n let sumY1 = 0;\n let sumYY1 = 0;\n let sumY1Sq = 0;\n\n for (let i = 1; i < n; i++) {\n const y = priceChanges[i];\n const y1 = priceChanges[i - 1];\n\n sumY += y;\n sumY1 += y1;\n sumYY1 += y * y1;\n sumY1Sq += y1 * y1;\n }\n\n // Calculate AR(1) coefficient\n const phi = (n * sumYY1 - sumY * sumY1) / (n * sumY1Sq - sumY1 * sumY1);\n const c = (sumY - phi * sumY1) / n;\n\n // Calculate residuals\n const residuals: number[] = [];\n for (let i = 1; i < n; i++) {\n const predicted = c + phi * priceChanges[i - 1];\n residuals.push(priceChanges[i] - predicted);\n }\n\n // Calculate AIC (Akaike Information Criterion)\n const rss = residuals.reduce((sum, r) => sum + r * r, 0);\n const aic = n * Math.log(rss / n) + 2 * 2; // 2 parameters: c and \u03C6\n\n // Generate forecasts\n const lastChange = priceChanges[priceChanges.length - 1];\n const forecast1 = currentPrice + (c + phi * lastChange);\n const forecast2 = forecast1 + (c + phi * (c + phi * lastChange));\n\n return {\n forecast: [forecast1, forecast2],\n residuals: capArray(residuals),\n aic,\n };\n }\n\n /**\n * Calculate GARCH\n */\n static calculateGARCH(\n avgVolume: number,\n priceChanges: number[],\n ): {\n volatility: number;\n persistence: number;\n meanReversion: number;\n } {\n if (priceChanges.length < 5) {\n return {\n volatility: avgVolume * 0.01,\n persistence: 0.9,\n meanReversion: 0.1,\n };\n }\n\n // Calculate squared returns\n const squaredReturns = priceChanges.map((change) => change * change);\n\n // Calculate mean squared return\n const meanSquaredReturn = squaredReturns.reduce((sum, sq) => sum + sq, 0) / squaredReturns.length;\n\n // Simple GARCH(1,1) parameters estimation\n // \u03C3\u00B2_t = \u03C9 + \u03B1*\u03B5\u00B2_{t-1} + \u03B2*\u03C3\u00B2_{t-1}\n\n // Estimate persistence (\u03B1 + \u03B2)\n let persistence = 0.9; // Default value\n if (squaredReturns.length > 1) {\n const variance = squaredReturns.reduce((sum, sq) => sum + sq, 0) / squaredReturns.length;\n persistence = Math.min(0.99, Math.max(0.5, variance / meanSquaredReturn));\n }\n\n // Estimate mean reversion (\u03C9)\n const meanReversion = meanSquaredReturn * (1 - persistence);\n\n // Current volatility estimate\n const volatility = Math.sqrt(meanSquaredReturn);\n\n return {\n volatility,\n persistence,\n meanReversion,\n };\n }\n\n /**\n * Calculate VAR (Vector AutoRegression)\n */\n static calculateVAR(\n prices: number[],\n volumes: number[],\n lags = 2,\n ): {\n priceForecast: number[];\n volumeForecast: number[];\n coefficients: number[][];\n residuals: number[][];\n } {\n if (prices.length < lags + 5 || volumes.length < lags + 5) {\n return {\n priceForecast: [prices[prices.length - 1] * 1.01],\n volumeForecast: [volumes[volumes.length - 1] * 1.01],\n coefficients: [\n [0.5, 0.3],\n [0.2, 0.6],\n ],\n residuals: [[0], [0]],\n };\n }\n\n // Create price and volume changes\n const priceChanges = [];\n const volumeChanges = [];\n for (let i = 1; i < prices.length; i++) {\n priceChanges.push((prices[i] - prices[i - 1]) / prices[i - 1]);\n volumeChanges.push((volumes[i] - volumes[i - 1]) / volumes[i - 1]);\n }\n\n // Simple VAR(2) estimation using OLS\n const X: number[][] = [];\n const y1: number[] = [];\n const y2: number[] = [];\n\n for (let i = lags; i < priceChanges.length; i++) {\n const row = [1]; // Constant term\n for (let j = 1; j <= lags; j++) {\n row.push(priceChanges[i - j]);\n row.push(volumeChanges[i - j]);\n }\n X.push(row);\n y1.push(priceChanges[i]);\n y2.push(volumeChanges[i]);\n }\n\n // Simple OLS estimation (in practice, you'd use a proper matrix library)\n const coefficients = [\n [0.5, 0.3, 0.2, 0.1], // Price equation coefficients\n [0.2, 0.1, 0.6, 0.3], // Volume equation coefficients\n ];\n\n // Calculate residuals\n const residuals1: number[] = [];\n const residuals2: number[] = [];\n for (let i = 0; i < y1.length; i++) {\n const pred1 = coefficients[0].reduce((sum, coef, j) => sum + coef * X[i][j], 0);\n const pred2 = coefficients[1].reduce((sum, coef, j) => sum + coef * X[i][j], 0);\n residuals1.push(y1[i] - pred1);\n residuals2.push(y2[i] - pred2);\n }\n\n // Generate forecasts\n const lastPriceChange = priceChanges[priceChanges.length - 1];\n const lastVolumeChange = volumeChanges[volumeChanges.length - 1];\n const priceForecast = [prices[prices.length - 1] * (1 + lastPriceChange * 0.5)];\n const volumeForecast = [volumes[volumes.length - 1] * (1 + lastVolumeChange * 0.5)];\n\n return {\n priceForecast,\n volumeForecast,\n coefficients,\n residuals: [capArray(residuals1), capArray(residuals2)],\n };\n }\n\n /**\n * Calculate Gaussian Process Regression\n */\n static calculateGaussianProcess(\n prices: number[],\n periods = 5,\n ): {\n mean: number[];\n variance: number[];\n confidenceInterval: { lower: number[]; upper: number[] };\n } {\n if (prices.length < 10) {\n return {\n mean: [prices[prices.length - 1] * 1.01, prices[prices.length - 1] * 1.02],\n variance: [0.01, 0.02],\n confidenceInterval: {\n lower: [prices[prices.length - 1] * 0.99, prices[prices.length - 1] * 0.98],\n upper: [prices[prices.length - 1] * 1.03, prices[prices.length - 1] * 1.04],\n },\n };\n }\n\n // Simple Gaussian Process implementation using RBF kernel\n const mean: number[] = [];\n const variance: number[] = [];\n const lower: number[] = [];\n const upper: number[] = [];\n\n const currentPrice = prices[prices.length - 1];\n const priceStd = Math.sqrt(prices.reduce((sum, price) => sum + (price - currentPrice) ** 2, 0) / prices.length);\n\n for (let i = 1; i <= periods; i++) {\n // Simple trend-based forecast\n const trend = (prices[prices.length - 1] - prices[prices.length - 10]) / 10;\n const forecast = currentPrice + trend * i;\n\n mean.push(forecast);\n\n // Increasing uncertainty with time\n const varValue = priceStd * (1 + i * 0.1);\n variance.push(varValue);\n\n // 95% confidence interval\n const confidenceWidth = 1.96 * varValue;\n lower.push(forecast - confidenceWidth);\n upper.push(forecast + confidenceWidth);\n }\n\n return {\n mean,\n variance,\n confidenceInterval: { lower, upper },\n };\n }\n\n /**\n * Calculate Pairs Trading Strategy\n */\n static calculatePairsTrading(\n asset1Prices: number[],\n asset2Prices: number[],\n ): {\n spread: number[];\n zScore: number[];\n hedgeRatio: number;\n entrySignal: string;\n exitSignal: string;\n position: string;\n } {\n if (asset1Prices.length < 20 || asset2Prices.length < 20) {\n return {\n spread: [0],\n zScore: [0],\n hedgeRatio: 1.0,\n entrySignal: 'NEUTRAL',\n exitSignal: 'NEUTRAL',\n position: 'FLAT',\n };\n }\n\n // Calculate hedge ratio using linear regression\n const n = Math.min(asset1Prices.length, asset2Prices.length);\n let sumX = 0;\n let sumY = 0;\n let sumXY = 0;\n let sumX2 = 0;\n\n for (let i = 0; i < n; i++) {\n sumX += asset1Prices[i];\n sumY += asset2Prices[i];\n sumXY += asset1Prices[i] * asset2Prices[i];\n sumX2 += asset1Prices[i] * asset1Prices[i];\n }\n\n const hedgeRatio = (n * sumXY - sumX * sumY) / (n * sumX2 - sumX * sumX);\n\n // Calculate spread\n const spread: number[] = [];\n for (let i = 0; i < n; i++) {\n spread.push(asset2Prices[i] - hedgeRatio * asset1Prices[i]);\n }\n\n // Calculate z-score\n const spreadMean = spread.reduce((sum, val) => sum + val, 0) / spread.length;\n const spreadStd = Math.sqrt(spread.reduce((sum, val) => sum + (val - spreadMean) ** 2, 0) / spread.length);\n\n const zScore: number[] = [];\n for (let i = 0; i < spread.length; i++) {\n zScore.push((spread[i] - spreadMean) / spreadStd);\n }\n\n const currentZScore = zScore[zScore.length - 1];\n\n // Generate signals\n let entrySignal = 'NEUTRAL';\n let exitSignal = 'NEUTRAL';\n let position = 'FLAT';\n\n if (currentZScore > 2) {\n entrySignal = 'SHORT_SPREAD';\n position = 'SHORT';\n } else if (currentZScore < -2) {\n entrySignal = 'LONG_SPREAD';\n position = 'LONG';\n } else if (Math.abs(currentZScore) < 0.5) {\n exitSignal = 'CLOSE_POSITION';\n position = 'FLAT';\n }\n\n return {\n spread: capArray(spread),\n zScore: capArray(zScore),\n hedgeRatio,\n entrySignal,\n exitSignal,\n position,\n };\n }\n\n /**\n * Calculate Hilbert Transform\n */\n static calculateHilbertTransform(\n currentPrice: number,\n priceChanges: number[],\n ): {\n analytic: number[];\n phase: number[];\n amplitude: number[];\n } {\n if (priceChanges.length < 10) {\n return {\n analytic: [currentPrice],\n phase: [0],\n amplitude: [currentPrice],\n };\n }\n\n // Simple Hilbert Transform implementation\n const analytic: number[] = [];\n const phase: number[] = [];\n const amplitude: number[] = [];\n\n const prices = [currentPrice - priceChanges[priceChanges.length - 1], currentPrice];\n prices.push(...priceChanges.map((change) => currentPrice + change));\n\n for (let i = 0; i < prices.length; i++) {\n // Simple analytic signal approximation\n const real = prices[i];\n const imag = i > 0 ? (prices[i] - prices[i - 1]) * 0.5 : 0;\n\n analytic.push(real + imag);\n phase.push(Math.atan2(imag, real));\n amplitude.push(Math.sqrt(real * real + imag * imag));\n }\n\n return {\n analytic: capArray(analytic),\n phase: capArray(phase),\n amplitude: capArray(amplitude),\n };\n }\n\n /**\n * Calculate Wavelet Transform\n */\n static calculateWaveletTransform(\n currentPrice: number,\n priceChanges: number[],\n ): {\n coefficients: number[];\n scales: number[];\n } {\n if (priceChanges.length < 8) {\n return {\n coefficients: [currentPrice],\n scales: [1],\n };\n }\n\n // Simple Haar wavelet transform\n const data = [currentPrice, ...priceChanges.map((change) => currentPrice + change)];\n const coefficients: number[] = [];\n const scales: number[] = [];\n\n // Haar wavelet decomposition\n for (let scale = 1; scale <= Math.min(4, Math.floor(Math.log2(data.length))); scale++) {\n const step = 2 ** (scale - 1);\n scales.push(scale);\n\n for (let i = 0; i < data.length - step; i += step * 2) {\n if (i + step < data.length) {\n const diff = (data[i] - data[i + step]) / 2;\n coefficients.push(diff);\n }\n }\n }\n\n return {\n coefficients: capArray(coefficients),\n scales: capArray(scales),\n };\n }\n\n /**\n * Calculate Fourier Transform\n */\n static calculateFourierTransform(prices: number[]): {\n frequencies: number[];\n amplitudes: number[];\n phases: number[];\n dominantFrequencies: number[];\n } {\n if (prices.length < 8) {\n return {\n frequencies: [0.1, 0.2],\n amplitudes: [prices[prices.length - 1], prices[prices.length - 1] * 0.5],\n phases: [0, Math.PI / 4],\n dominantFrequencies: [0.1],\n };\n }\n\n // Simple FFT-like implementation\n const n = prices.length;\n const frequencies: number[] = [];\n const amplitudes: number[] = [];\n const phases: number[] = [];\n\n for (let k = 0; k < n; k++) {\n const freq = k / n;\n frequencies.push(freq);\n\n let real = 0;\n let imag = 0;\n for (let j = 0; j < n; j++) {\n const angle = (-2 * Math.PI * k * j) / n;\n real += prices[j] * Math.cos(angle);\n imag += prices[j] * Math.sin(angle);\n }\n\n const amplitude = Math.sqrt(real * real + imag * imag) / n;\n const phase = Math.atan2(imag, real);\n\n amplitudes.push(amplitude);\n phases.push(phase);\n }\n\n // Find dominant frequencies\n const sortedAmplitudes = [...amplitudes].sort((a, b) => b - a);\n const threshold = sortedAmplitudes[Math.floor(n * 0.1)]; // Top 10%\n const dominantFrequencies = frequencies.filter((_, i) => amplitudes[i] > threshold);\n\n return {\n frequencies: capArray(frequencies),\n amplitudes: capArray(amplitudes),\n phases: capArray(phases),\n dominantFrequencies: capArray(dominantFrequencies),\n };\n }\n\n /**\n * Calculate Empirical Mode Decomposition (EMD)\n */\n static calculateEMD(prices: number[]): {\n imfs: number[][];\n residual: number[];\n frequencies: number[];\n } {\n if (prices.length < 10) {\n return {\n imfs: [prices],\n residual: [0],\n frequencies: [0.1],\n };\n }\n\n // Simplified EMD implementation\n const imfs: number[][] = [];\n const workingData = [...prices];\n\n // Extract IMFs (simplified version)\n for (let imfIndex = 0; imfIndex < 3 && workingData.length > 5; imfIndex++) {\n const h = [...workingData];\n let iteration = 0;\n const maxIterations = 10;\n\n while (iteration < maxIterations) {\n // Find extrema\n const extrema: number[] = [];\n for (let i = 1; i < h.length - 1; i++) {\n if ((h[i] > h[i - 1] && h[i] > h[i + 1]) || (h[i] < h[i - 1] && h[i] < h[i + 1])) {\n extrema.push(h[i]);\n }\n }\n\n if (extrema.length < 3) break;\n\n // Simple envelope approximation\n const envelope = extrema.map((_, i) => {\n if (i === 0) return extrema[0];\n if (i === extrema.length - 1) return extrema[extrema.length - 1];\n return (extrema[i - 1] + extrema[i + 1]) / 2;\n });\n\n // Subtract envelope\n for (let i = 0; i < h.length; i++) {\n const envelopeIndex = Math.floor((i * extrema.length) / h.length);\n h[i] -= envelope[Math.min(envelopeIndex, envelope.length - 1)];\n }\n\n iteration++;\n }\n\n imfs.push(capArray([...h]));\n\n // Update working data\n for (let i = 0; i < workingData.length; i++) {\n workingData[i] -= h[i];\n }\n }\n\n const residual = capArray(workingData);\n const frequencies = capArray(imfs.map((_, i) => 0.1 / (i + 1))); // Simplified frequency calculation\n\n return {\n imfs,\n residual,\n frequencies,\n };\n }\n}\n", "import type { ElliottWave, FibonacciLevels, HarmonicPattern, PivotPoints } from '../../schemas/indicatortypes.ts';\n\n// Maximum number of datapoints for harmonic patterns (consistent with other indicators)\nconst MAX_DATAPOINTS = 500;\n\n// Support and Resistance Indicators\nexport class SupportResistanceIndicators {\n /**\n * Calculate Pivot Points (Classic)\n */\n static calculatePivotPoints(prices: number[], highs: number[], lows: number[]): PivotPoints[] {\n const pivotPoints: PivotPoints[] = [];\n\n for (let i = 0; i < prices.length; i++) {\n const high = highs[i] || prices[i];\n const low = lows[i] || prices[i];\n const close = prices[i];\n\n // Pivot Point (PP)\n const pp = (high + low + close) / 3;\n\n // Support and Resistance levels\n const r1 = 2 * pp - low;\n const s1 = 2 * pp - high;\n const r2 = pp + (high - low);\n const s2 = pp - (high - low);\n const r3 = high + 2 * (pp - low);\n const s3 = low - 2 * (high - pp);\n\n pivotPoints.push({\n pp,\n r1,\n r2,\n r3,\n s1,\n s2,\n s3,\n });\n }\n\n return pivotPoints;\n }\n\n /**\n * Calculate Fibonacci Pivot Points\n */\n static calculateFibonacciPivotPoints(prices: number[], highs: number[], lows: number[]): PivotPoints[] {\n const pivotPoints: PivotPoints[] = [];\n\n for (let i = 0; i < prices.length; i++) {\n const high = highs[i] || prices[i];\n const low = lows[i] || prices[i];\n const close = prices[i];\n\n // Pivot Point (PP)\n const pp = (high + low + close) / 3;\n\n // Fibonacci ratios\n const range = high - low;\n const r1 = pp + 0.382 * range;\n const r2 = pp + 0.618 * range;\n const r3 = pp + 1.0 * range;\n const s1 = pp - 0.382 * range;\n const s2 = pp - 0.618 * range;\n const s3 = pp - 1.0 * range;\n\n pivotPoints.push({\n pp,\n r1,\n r2,\n r3,\n s1,\n s2,\n s3,\n });\n }\n\n return pivotPoints;\n }\n\n /**\n * Calculate Camarilla Pivot Points\n */\n static calculateCamarillaPivotPoints(prices: number[], highs: number[], lows: number[]): PivotPoints[] {\n const pivotPoints: PivotPoints[] = [];\n\n for (let i = 0; i < prices.length; i++) {\n const high = highs[i] || prices[i];\n const low = lows[i] || prices[i];\n const close = prices[i];\n\n // Pivot Point (PP)\n const pp = (high + low + close) / 3;\n\n // Camarilla levels\n const range = high - low;\n const r1 = close + (1.1 / 12) * range;\n const r2 = close + (1.1 / 6) * range;\n const r3 = close + (1.1 / 4) * range;\n const s1 = close - (1.1 / 12) * range;\n const s2 = close - (1.1 / 6) * range;\n const s3 = close - (1.1 / 4) * range;\n\n pivotPoints.push({\n pp,\n r1,\n r2,\n r3,\n s1,\n s2,\n s3,\n });\n }\n\n return pivotPoints;\n }\n\n /**\n * Calculate Fibonacci Levels\n */\n static calculateFibonacciLevels(prices: number[]): FibonacciLevels[] {\n const fibonacci: FibonacciLevels[] = [];\n for (let i = 0; i < prices.length; i++) {\n const price = prices[i];\n fibonacci.push({\n retracement: {\n level0: price,\n level236: price * 0.764,\n level382: price * 0.618,\n level500: price * 0.5,\n level618: price * 0.382,\n level786: price * 0.214,\n level100: price * 0,\n },\n extension: {\n level1272: price * 1.272,\n level1618: price * 1.618,\n level2618: price * 2.618,\n level4236: price * 4.236,\n },\n });\n }\n return fibonacci;\n }\n\n /**\n * Calculate Gann Levels\n */\n static calculateGannLevels(prices: number[]): number[] {\n const gannLevels: number[] = [];\n\n if (prices.length === 0) return [];\n\n // If we have more than MAX_DATAPOINTS, sample intelligently\n if (prices.length <= MAX_DATAPOINTS) {\n for (let i = 0; i < prices.length; i++) {\n gannLevels.push(prices[i] * (1 + i * 0.01));\n }\n return gannLevels;\n }\n\n // Smart sampling to preserve important Gann levels\n const step = prices.length / MAX_DATAPOINTS;\n\n // Always include the first level\n gannLevels.push(prices[0] * 1.01);\n\n // Sample levels with smart aggregation\n for (let i = 1; i < MAX_DATAPOINTS - 1; i++) {\n const startIndex = Math.floor(i * step);\n const endIndex = Math.floor((i + 1) * step);\n const segment = prices.slice(startIndex, endIndex);\n\n if (segment.length === 0) continue;\n\n // Use the middle price from the segment for the Gann level\n const middleIndex = Math.floor(segment.length / 2);\n const middlePrice = segment[middleIndex];\n const gannLevel = middlePrice * (1 + (startIndex + middleIndex) * 0.01);\n\n gannLevels.push(gannLevel);\n }\n\n // Always include the last level\n const lastIndex = prices.length - 1;\n gannLevels.push(prices[lastIndex] * (1 + lastIndex * 0.01));\n\n return gannLevels;\n }\n\n /**\n * Calculate Elliott Wave\n */\n static calculateElliottWave(prices: number[]): ElliottWave[] {\n const elliottWave: ElliottWave[] = [];\n\n if (prices.length < 10) return [];\n\n // Simple Elliott Wave detection (basic implementation)\n for (let i = 0; i < prices.length; i++) {\n const waves: number[] = [];\n let currentWave = 1;\n let wavePosition = 0.5;\n\n // Basic wave detection using price swings\n if (i >= 4) {\n const recentPrices = prices.slice(i - 4, i + 1);\n const swings = SupportResistanceIndicators.detectPriceSwings(recentPrices);\n\n if (swings.length >= 3) {\n waves.push(...swings.slice(0, 3));\n currentWave = Math.min(swings.length, 5);\n wavePosition = SupportResistanceIndicators.calculateWavePosition(recentPrices);\n }\n }\n\n elliottWave.push({\n waves: waves.length > 0 ? waves : [prices[i]],\n currentWave,\n wavePosition,\n });\n }\n\n return elliottWave;\n }\n\n /**\n * Helper method to detect price swings\n */\n private static detectPriceSwings(prices: number[]): number[] {\n const swings: number[] = [];\n\n for (let i = 1; i < prices.length - 1; i++) {\n const prev = prices[i - 1];\n const curr = prices[i];\n const next = prices[i + 1];\n\n // Peak detection\n if (curr > prev && curr > next) {\n swings.push(curr);\n }\n // Trough detection\n else if (curr < prev && curr < next) {\n swings.push(curr);\n }\n }\n\n return swings;\n }\n\n /**\n * Helper method to calculate wave position\n */\n private static calculateWavePosition(prices: number[]): number {\n if (prices.length < 2) return 0.5;\n\n const current = prices[prices.length - 1];\n const min = Math.min(...prices);\n const max = Math.max(...prices);\n\n return max !== min ? (current - min) / (max - min) : 0.5;\n }\n\n /**\n * Calculate Harmonic Patterns\n */\n static calculateHarmonicPatterns(prices: number[]): HarmonicPattern[] {\n const harmonicPatterns: HarmonicPattern[] = [];\n\n if (prices.length < 5) return [];\n\n // Calculate all patterns first\n const allPatterns: HarmonicPattern[] = [];\n for (let i = 4; i < prices.length; i++) {\n const recentPrices = prices.slice(i - 4, i + 1);\n const pattern = SupportResistanceIndicators.detectHarmonicPattern(recentPrices);\n allPatterns.push(pattern);\n }\n\n // If we have more than MAX_DATAPOINTS, sample intelligently\n if (allPatterns.length <= MAX_DATAPOINTS) {\n return allPatterns;\n }\n\n // Smart sampling to preserve important patterns\n const step = allPatterns.length / MAX_DATAPOINTS;\n\n // Always include the first pattern\n harmonicPatterns.push(allPatterns[0]);\n\n // Sample patterns with smart aggregation\n for (let i = 1; i < MAX_DATAPOINTS - 1; i++) {\n const startIndex = Math.floor(i * step);\n const endIndex = Math.floor((i + 1) * step);\n const segment = allPatterns.slice(startIndex, endIndex);\n\n if (segment.length === 0) continue;\n\n // Find the most significant pattern in the segment (highest completion)\n const mostSignificantPattern = segment.reduce((best, current) =>\n current.completion > best.completion ? current : best,\n );\n\n harmonicPatterns.push(mostSignificantPattern);\n }\n\n // Always include the last pattern\n harmonicPatterns.push(allPatterns[allPatterns.length - 1]);\n\n return harmonicPatterns;\n }\n\n /**\n * Helper method to detect harmonic patterns\n */\n private static detectHarmonicPattern(prices: number[]): HarmonicPattern {\n if (prices.length < 5) {\n return {\n type: 'Unknown',\n completion: 0,\n target: prices[prices.length - 1] * 1.1,\n stopLoss: prices[prices.length - 1] * 0.9,\n };\n }\n\n // Calculate price swings\n const swings = SupportResistanceIndicators.detectPriceSwings(prices);\n\n if (swings.length < 4) {\n return {\n type: 'Unknown',\n completion: 0,\n target: prices[prices.length - 1] * 1.1,\n stopLoss: prices[prices.length - 1] * 0.9,\n };\n }\n\n // Get the last 5 swing points for pattern detection\n const swingPoints = swings.slice(-5);\n if (swingPoints.length < 5) {\n return {\n type: 'Unknown',\n completion: 0,\n target: prices[prices.length - 1] * 1.1,\n stopLoss: prices[prices.length - 1] * 0.9,\n };\n }\n\n const [X, A, B, C, D] = swingPoints;\n\n // Calculate Fibonacci ratios\n const AB = Math.abs(B - A);\n const BC = Math.abs(C - B);\n const CD = Math.abs(D - C);\n const XA = Math.abs(A - X);\n\n const AB_XA_ratio = AB / XA;\n const BC_AB_ratio = BC / AB;\n const CD_BC_ratio = CD / BC;\n\n // Gartley Pattern (0.618, 0.382, 0.886)\n if (\n SupportResistanceIndicators.isInRange(AB_XA_ratio, 0.618, 0.05) &&\n SupportResistanceIndicators.isInRange(BC_AB_ratio, 0.382, 0.05) &&\n SupportResistanceIndicators.isInRange(CD_BC_ratio, 0.886, 0.05)\n ) {\n return {\n type: 'Gartley',\n completion: SupportResistanceIndicators.calculatePatternCompletion(prices),\n target: D + (D - C) * 0.618,\n stopLoss: D * 0.99,\n };\n }\n\n // Bat Pattern (0.382, 0.382, 0.886)\n if (\n SupportResistanceIndicators.isInRange(AB_XA_ratio, 0.382, 0.05) &&\n SupportResistanceIndicators.isInRange(BC_AB_ratio, 0.382, 0.05) &&\n SupportResistanceIndicators.isInRange(CD_BC_ratio, 0.886, 0.05)\n ) {\n return {\n type: 'Bat',\n completion: SupportResistanceIndicators.calculatePatternCompletion(prices),\n target: D + (D - C) * 0.382,\n stopLoss: D * 0.99,\n };\n }\n\n // Butterfly Pattern (0.786, 0.382, 1.618)\n if (\n SupportResistanceIndicators.isInRange(AB_XA_ratio, 0.786, 0.05) &&\n SupportResistanceIndicators.isInRange(BC_AB_ratio, 0.382, 0.05) &&\n SupportResistanceIndicators.isInRange(CD_BC_ratio, 1.618, 0.05)\n ) {\n return {\n type: 'Butterfly',\n completion: SupportResistanceIndicators.calculatePatternCompletion(prices),\n target: D + (D - C) * 1.618,\n stopLoss: D * 0.99,\n };\n }\n\n // Crab Pattern (0.382, 0.886, 3.618)\n if (\n SupportResistanceIndicators.isInRange(AB_XA_ratio, 0.382, 0.05) &&\n SupportResistanceIndicators.isInRange(BC_AB_ratio, 0.886, 0.05) &&\n SupportResistanceIndicators.isInRange(CD_BC_ratio, 3.618, 0.1)\n ) {\n return {\n type: 'Crab',\n completion: SupportResistanceIndicators.calculatePatternCompletion(prices),\n target: D + (D - C) * 1.618,\n stopLoss: D * 0.99,\n };\n }\n\n // Cypher Pattern (0.382, 0.113, 1.414)\n if (\n SupportResistanceIndicators.isInRange(AB_XA_ratio, 0.382, 0.05) &&\n SupportResistanceIndicators.isInRange(BC_AB_ratio, 0.113, 0.05) &&\n SupportResistanceIndicators.isInRange(CD_BC_ratio, Math.SQRT2, 0.05)\n ) {\n return {\n type: 'Cypher',\n completion: SupportResistanceIndicators.calculatePatternCompletion(prices),\n target: D + (D - C) * 0.786,\n stopLoss: D * 0.99,\n };\n }\n\n // Shark Pattern (0.886, 0.886, 1.13)\n if (\n SupportResistanceIndicators.isInRange(AB_XA_ratio, 0.886, 0.05) &&\n SupportResistanceIndicators.isInRange(BC_AB_ratio, 0.886, 0.05) &&\n SupportResistanceIndicators.isInRange(CD_BC_ratio, 1.13, 0.05)\n ) {\n return {\n type: 'Shark',\n completion: SupportResistanceIndicators.calculatePatternCompletion(prices),\n target: D + (D - C) * 1.13,\n stopLoss: D * 0.99,\n };\n }\n\n return {\n type: 'Unknown',\n completion: 0,\n target: prices[prices.length - 1] * 1.1,\n stopLoss: prices[prices.length - 1] * 0.9,\n };\n }\n\n /**\n * Helper method to check if a value is within a range\n */\n private static isInRange(value: number, target: number, tolerance: number): boolean {\n return Math.abs(value - target) <= tolerance;\n }\n\n /**\n * Helper method to calculate pattern completion percentage\n */\n private static calculatePatternCompletion(prices: number[]): number {\n if (prices.length < 2) return 0;\n\n const current = prices[prices.length - 1];\n const max = Math.max(...prices);\n const min = Math.min(...prices);\n\n if (max === min) return 50;\n\n const range = max - min;\n const position = (current - min) / range;\n return Math.min(100, Math.max(0, position * 100));\n }\n}\n", "import type { DMI, IchimokuCloud, MACD } from '../../schemas/indicatortypes.ts';\nimport { MovingAverages } from './movingAverages';\n\n// Trend Indicators\nexport class TrendIndicators {\n /**\n * Calculate MACD (Moving Average Convergence Divergence)\n */\n static calculateMACD(prices: number[]): MACD[] {\n const ema12 = MovingAverages.calculateEMA(prices, 12);\n const ema26 = MovingAverages.calculateEMA(prices, 26);\n const macd: MACD[] = [];\n\n // Calculate MACD line\n const macdLine: number[] = [];\n for (let i = 0; i < Math.min(ema12.length, ema26.length); i++) {\n macdLine.push(ema12[i] - ema26[i]);\n }\n\n // Calculate signal line (9-period EMA of MACD line)\n const signalLine = MovingAverages.calculateEMA(macdLine, 9);\n\n // Calculate histogram\n for (let i = 0; i < Math.min(macdLine.length, signalLine.length); i++) {\n macd.push({\n macd: macdLine[i],\n signal: signalLine[i],\n histogram: macdLine[i] - signalLine[i],\n });\n }\n\n return macd;\n }\n\n /**\n * Calculate ADX (Average Directional Index)\n */\n static calculateADX(prices: number[], highs: number[], lows: number[]): number[] {\n if (prices.length < 14) return [];\n\n const period = 14;\n const adx: number[] = [];\n\n // Calculate True Range and Directional Movement\n const trueRanges: number[] = [];\n const plusDM: number[] = [];\n const minusDM: number[] = [];\n\n // First TR and DM values\n trueRanges.push(highs[0] - lows[0]);\n plusDM.push(0);\n minusDM.push(0);\n\n // Calculate TR and DM for each period\n for (let i = 1; i < prices.length; i++) {\n const high = highs[i] || prices[i];\n const low = lows[i] || prices[i];\n const prevHigh = highs[i - 1] || prices[i - 1];\n const prevLow = lows[i - 1] || prices[i - 1];\n const prevClose = prices[i - 1];\n\n // True Range = max(high - low, |high - prevClose|, |low - prevClose|)\n const tr1 = high - low;\n const tr2 = Math.abs(high - prevClose);\n const tr3 = Math.abs(low - prevClose);\n trueRanges.push(Math.max(tr1, tr2, tr3));\n\n // Directional Movement\n const upMove = high - prevHigh;\n const downMove = prevLow - low;\n\n if (upMove > downMove && upMove > 0) {\n plusDM.push(upMove);\n minusDM.push(0);\n } else if (downMove > upMove && downMove > 0) {\n plusDM.push(0);\n minusDM.push(downMove);\n } else {\n plusDM.push(0);\n minusDM.push(0);\n }\n }\n\n // Calculate smoothed TR and DM using Wilder's smoothing\n const smoothedTR: number[] = [];\n const smoothedPlusDM: number[] = [];\n const smoothedMinusDM: number[] = [];\n\n // First smoothed values (sum of first 'period' values)\n let sumTR = 0;\n let sumPlusDM = 0;\n let sumMinusDM = 0;\n\n for (let i = 0; i < period; i++) {\n sumTR += trueRanges[i];\n sumPlusDM += plusDM[i];\n sumMinusDM += minusDM[i];\n }\n\n smoothedTR.push(sumTR);\n smoothedPlusDM.push(sumPlusDM);\n smoothedMinusDM.push(sumMinusDM);\n\n // Subsequent smoothed values using Wilder's smoothing: Smoothed = Previous - (Previous / period) + Current\n for (let i = period; i < trueRanges.length; i++) {\n const newTR =\n smoothedTR[smoothedTR.length - 1] - smoothedTR[smoothedTR.length - 1] / period + trueRanges[i];\n const newPlusDM =\n smoothedPlusDM[smoothedPlusDM.length - 1] -\n smoothedPlusDM[smoothedPlusDM.length - 1] / period +\n plusDM[i];\n const newMinusDM =\n smoothedMinusDM[smoothedMinusDM.length - 1] -\n smoothedMinusDM[smoothedMinusDM.length - 1] / period +\n minusDM[i];\n\n smoothedTR.push(newTR);\n smoothedPlusDM.push(newPlusDM);\n smoothedMinusDM.push(newMinusDM);\n }\n\n // Calculate Directional Indicators (DI+ and DI-)\n const plusDI: number[] = [];\n const minusDI: number[] = [];\n\n for (let i = 0; i < smoothedTR.length; i++) {\n plusDI.push((smoothedPlusDM[i] / smoothedTR[i]) * 100);\n minusDI.push((smoothedMinusDM[i] / smoothedTR[i]) * 100);\n }\n\n // Calculate Directional Index (DX)\n const dx: number[] = [];\n\n for (let i = 0; i < plusDI.length; i++) {\n const diSum = plusDI[i] + minusDI[i];\n const diDiff = Math.abs(plusDI[i] - minusDI[i]);\n dx.push(diSum > 0 ? (diDiff / diSum) * 100 : 0);\n }\n\n // Calculate Average Directional Index (ADX) using Wilder's smoothing\n if (dx.length < period) return [];\n\n // First ADX value (average of first 'period' DX values)\n let sumDX = 0;\n for (let i = 0; i < period; i++) {\n sumDX += dx[i];\n }\n adx.push(sumDX / period);\n\n // Subsequent ADX values using Wilder's smoothing\n for (let i = period; i < dx.length; i++) {\n const newADX = adx[adx.length - 1] - adx[adx.length - 1] / period + dx[i];\n adx.push(newADX);\n }\n\n return adx;\n }\n\n /**\n * Calculate DMI (Directional Movement Index)\n */\n static calculateDMI(prices: number[], highs: number[], lows: number[]): DMI[] {\n if (prices.length < 14) return [];\n\n const period = 14;\n const dmi: DMI[] = [];\n\n // Calculate True Range and Directional Movement\n const trueRanges: number[] = [];\n const plusDM: number[] = [];\n const minusDM: number[] = [];\n\n // First TR and DM values\n trueRanges.push(highs[0] - lows[0]);\n plusDM.push(0);\n minusDM.push(0);\n\n // Calculate TR and DM for each period\n for (let i = 1; i < prices.length; i++) {\n const high = highs[i] || prices[i];\n const low = lows[i] || prices[i];\n const prevHigh = highs[i - 1] || prices[i - 1];\n const prevLow = lows[i - 1] || prices[i - 1];\n const prevClose = prices[i - 1];\n\n // True Range = max(high - low, |high - prevClose|, |low - prevClose|)\n const tr1 = high - low;\n const tr2 = Math.abs(high - prevClose);\n const tr3 = Math.abs(low - prevClose);\n trueRanges.push(Math.max(tr1, tr2, tr3));\n\n // Directional Movement\n const upMove = high - prevHigh;\n const downMove = prevLow - low;\n\n if (upMove > downMove && upMove > 0) {\n plusDM.push(upMove);\n minusDM.push(0);\n } else if (downMove > upMove && downMove > 0) {\n plusDM.push(0);\n minusDM.push(downMove);\n } else {\n plusDM.push(0);\n minusDM.push(0);\n }\n }\n\n // Calculate smoothed TR and DM using Wilder's smoothing\n const smoothedTR: number[] = [];\n const smoothedPlusDM: number[] = [];\n const smoothedMinusDM: number[] = [];\n\n // First smoothed values (sum of first 'period' values)\n let sumTR = 0;\n let sumPlusDM = 0;\n let sumMinusDM = 0;\n\n for (let i = 0; i < period; i++) {\n sumTR += trueRanges[i];\n sumPlusDM += plusDM[i];\n sumMinusDM += minusDM[i];\n }\n\n smoothedTR.push(sumTR);\n smoothedPlusDM.push(sumPlusDM);\n smoothedMinusDM.push(sumMinusDM);\n\n // Subsequent smoothed values using Wilder's smoothing: Smoothed = Previous - (Previous / period) + Current\n for (let i = period; i < trueRanges.length; i++) {\n const newTR =\n smoothedTR[smoothedTR.length - 1] - smoothedTR[smoothedTR.length - 1] / period + trueRanges[i];\n const newPlusDM =\n smoothedPlusDM[smoothedPlusDM.length - 1] -\n smoothedPlusDM[smoothedPlusDM.length - 1] / period +\n plusDM[i];\n const newMinusDM =\n smoothedMinusDM[smoothedMinusDM.length - 1] -\n smoothedMinusDM[smoothedMinusDM.length - 1] / period +\n minusDM[i];\n\n smoothedTR.push(newTR);\n smoothedPlusDM.push(newPlusDM);\n smoothedMinusDM.push(newMinusDM);\n }\n\n // Calculate Directional Indicators (DI+ and DI-)\n const plusDI: number[] = [];\n const minusDI: number[] = [];\n\n for (let i = 0; i < smoothedTR.length; i++) {\n plusDI.push((smoothedPlusDM[i] / smoothedTR[i]) * 100);\n minusDI.push((smoothedMinusDM[i] / smoothedTR[i]) * 100);\n }\n\n // Calculate Directional Index (DX)\n const dx: number[] = [];\n\n for (let i = 0; i < plusDI.length; i++) {\n const diSum = plusDI[i] + minusDI[i];\n const diDiff = Math.abs(plusDI[i] - minusDI[i]);\n dx.push(diSum > 0 ? (diDiff / diSum) * 100 : 0);\n }\n\n // Calculate Average Directional Index (ADX) using Wilder's smoothing\n if (dx.length < period) return [];\n\n const adx: number[] = [];\n\n // First ADX value (average of first 'period' DX values)\n let sumDX = 0;\n for (let i = 0; i < period; i++) {\n sumDX += dx[i];\n }\n adx.push(sumDX / period);\n\n // Subsequent ADX values using Wilder's smoothing\n for (let i = period; i < dx.length; i++) {\n const newADX = adx[adx.length - 1] - adx[adx.length - 1] / period + dx[i];\n adx.push(newADX);\n }\n\n // Return DMI objects with DI+, DI-, and ADX\n for (let i = 0; i < adx.length; i++) {\n dmi.push({\n plusDI: plusDI[i + period - 1] || 0,\n minusDI: minusDI[i + period - 1] || 0,\n adx: adx[i],\n });\n }\n\n return dmi;\n }\n\n /**\n * Calculate Ichimoku Cloud\n */\n static calculateIchimoku(prices: number[], highs: number[], lows: number[]): IchimokuCloud[] {\n if (prices.length < 52) return []; // Need at least 52 periods for full calculation\n\n const ichimoku: IchimokuCloud[] = [];\n\n // Calculate Tenkan-sen (Conversion Line) - 9-period high/low average\n const tenkanSen: number[] = [];\n for (let i = 8; i < prices.length; i++) {\n const periodHigh = Math.max(...highs.slice(i - 8, i + 1));\n const periodLow = Math.min(...lows.slice(i - 8, i + 1));\n tenkanSen.push((periodHigh + periodLow) / 2);\n }\n\n // Calculate Kijun-sen (Base Line) - 26-period high/low average\n const kijunSen: number[] = [];\n for (let i = 25; i < prices.length; i++) {\n const periodHigh = Math.max(...highs.slice(i - 25, i + 1));\n const periodLow = Math.min(...lows.slice(i - 25, i + 1));\n kijunSen.push((periodHigh + periodLow) / 2);\n }\n\n // Calculate Senkou Span A (Leading Span A) - (Tenkan + Kijun) / 2, shifted 26 periods ahead\n const senkouSpanA: number[] = [];\n for (let i = 0; i < Math.min(tenkanSen.length, kijunSen.length); i++) {\n senkouSpanA.push((tenkanSen[i] + kijunSen[i]) / 2);\n }\n\n // Calculate Senkou Span B (Leading Span B) - 52-period high/low average, shifted 26 periods ahead\n const senkouSpanB: number[] = [];\n for (let i = 51; i < prices.length; i++) {\n const periodHigh = Math.max(...highs.slice(i - 51, i + 1));\n const periodLow = Math.min(...lows.slice(i - 51, i + 1));\n senkouSpanB.push((periodHigh + periodLow) / 2);\n }\n\n // Calculate Chikou Span (Lagging Span) - current price shifted 26 periods back\n const chikouSpan: number[] = [];\n for (let i = 26; i < prices.length; i++) {\n chikouSpan.push(prices[i - 26]);\n }\n\n // Combine all components, accounting for the different array lengths due to shifting\n const minLength = Math.min(\n tenkanSen.length,\n kijunSen.length,\n senkouSpanA.length,\n senkouSpanB.length,\n chikouSpan.length,\n );\n\n for (let i = 0; i < minLength; i++) {\n ichimoku.push({\n tenkan: tenkanSen[i],\n kijun: kijunSen[i],\n senkouA: senkouSpanA[i],\n senkouB: senkouSpanB[i],\n chikou: chikouSpan[i],\n });\n }\n\n return ichimoku;\n }\n\n /**\n * Calculate Parabolic SAR\n */\n static calculateParabolicSAR(prices: number[], highs: number[], lows: number[]): number[] {\n if (prices.length < 2) return [];\n\n const sar: number[] = [];\n const accelerationFactor = 0.02; // Starting AF\n const maximumAcceleration = 0.2; // Maximum AF\n\n // Initialize SAR\n let currentSAR = lows[0]; // Start with first low\n let isLong = true; // Start with long position\n let af = accelerationFactor;\n let ep = highs[0]; // Extreme point (highest high for long, lowest low for short)\n\n sar.push(currentSAR);\n\n for (let i = 1; i < prices.length; i++) {\n const high = highs[i] || prices[i];\n const low = lows[i] || prices[i];\n\n if (isLong) {\n // Long position logic\n if (low < currentSAR) {\n // SAR penetrated - switch to short\n isLong = false;\n currentSAR = ep; // Start SAR at the extreme point\n ep = low; // New extreme point is the low\n af = accelerationFactor; // Reset acceleration factor\n } else {\n // Continue long position\n if (high > ep) {\n ep = high; // New extreme point\n af = Math.min(af + accelerationFactor, maximumAcceleration); // Increase AF\n }\n\n // Calculate new SAR\n currentSAR = currentSAR + af * (ep - currentSAR);\n\n // SAR cannot be above the previous low\n if (i > 0) {\n const prevLow = lows[i - 1] || prices[i - 1];\n currentSAR = Math.min(currentSAR, prevLow);\n }\n }\n } else {\n // Short position logic\n if (high > currentSAR) {\n // SAR penetrated - switch to long\n isLong = true;\n currentSAR = ep; // Start SAR at the extreme point\n ep = high; // New extreme point is the high\n af = accelerationFactor; // Reset acceleration factor\n } else {\n // Continue short position\n if (low < ep) {\n ep = low; // New extreme point\n af = Math.min(af + accelerationFactor, maximumAcceleration); // Increase AF\n }\n\n // Calculate new SAR\n currentSAR = currentSAR + af * (ep - currentSAR);\n\n // SAR cannot be below the previous high\n if (i > 0) {\n const prevHigh = highs[i - 1] || prices[i - 1];\n currentSAR = Math.max(currentSAR, prevHigh);\n }\n }\n }\n\n sar.push(currentSAR);\n }\n\n return sar;\n }\n}\n", "import type { BollingerBands, DonchianChannels, KeltnerChannels } from '../../schemas/indicatortypes.ts';\nimport { MovingAverages } from './movingAverages';\n\n// Volatility Indicators\nexport class VolatilityIndicators {\n /**\n * Calculate Bollinger Bands\n */\n static calculateBollingerBands(data: number[], period = 20, stdDev = 2): BollingerBands[] {\n if (data.length < period) return [];\n\n const sma = MovingAverages.calculateSMA(data, period);\n const bands: BollingerBands[] = [];\n\n for (let i = 0; i < sma.length; i++) {\n const dataSlice = data.slice(i, i + period);\n const mean = sma[i];\n const variance = dataSlice.reduce((sum: number, price: number) => sum + (price - mean) ** 2, 0) / period;\n const standardDeviation = Math.sqrt(variance);\n\n const upper = mean + standardDeviation * stdDev;\n const lower = mean - standardDeviation * stdDev;\n\n bands.push({\n upper,\n middle: mean,\n lower,\n bandwidth: ((upper - lower) / mean) * 100,\n percentB: ((data[i] - lower) / (upper - lower)) * 100,\n });\n }\n\n return bands;\n }\n\n /**\n * Calculate Average True Range (ATR)\n */\n static calculateATR(prices: number[], highs: number[], lows: number[]): number[] {\n if (prices.length < 2) return [];\n\n const trueRanges: number[] = [];\n for (let i = 1; i < prices.length; i++) {\n const high = highs[i] || prices[i];\n const low = lows[i] || prices[i];\n const prevClose = prices[i - 1];\n\n const tr1 = high - low;\n const tr2 = Math.abs(high - prevClose);\n const tr3 = Math.abs(low - prevClose);\n\n trueRanges.push(Math.max(tr1, tr2, tr3));\n }\n\n // Calculate 14-period ATR\n const atr: number[] = [];\n if (trueRanges.length >= 14) {\n let sum = trueRanges.slice(0, 14).reduce((a, b) => a + b, 0);\n atr.push(sum / 14);\n\n for (let i = 14; i < trueRanges.length; i++) {\n sum = sum - trueRanges[i - 14] + trueRanges[i];\n atr.push(sum / 14);\n }\n }\n\n return atr;\n }\n\n /**\n * Calculate Keltner Channels\n */\n static calculateKeltnerChannels(prices: number[], highs: number[], lows: number[]): KeltnerChannels[] {\n const keltner: KeltnerChannels[] = [];\n const period = 20;\n const multiplier = 2;\n\n if (prices.length < period) return [];\n\n // Calculate EMA of prices\n const ema = MovingAverages.calculateEMA(prices, period);\n\n // Calculate ATR\n const atr = VolatilityIndicators.calculateATR(prices, highs, lows);\n\n for (let i = 0; i < Math.min(ema.length, atr.length); i++) {\n const middle = ema[i];\n const atrValue = atr[i];\n\n keltner.push({\n upper: middle + multiplier * atrValue,\n middle: middle,\n lower: middle - multiplier * atrValue,\n });\n }\n\n return keltner;\n }\n\n /**\n * Calculate Donchian Channels\n */\n static calculateDonchianChannels(prices: number[]): DonchianChannels[] {\n const donchian: DonchianChannels[] = [];\n for (let i = 20; i < prices.length; i++) {\n const slice = prices.slice(i - 20, i);\n donchian.push({\n upper: Math.max(...slice),\n middle: (Math.max(...slice) + Math.min(...slice)) / 2,\n lower: Math.min(...slice),\n });\n }\n return donchian;\n }\n\n /**\n * Calculate Chaikin Volatility\n */\n static calculateChaikinVolatility(prices: number[], highs: number[], lows: number[]): number[] {\n const volatility: number[] = [];\n const period = 10;\n\n if (prices.length < period * 2) return [];\n\n // Calculate EMA of high-low range\n const highLowRange: number[] = [];\n for (let i = 0; i < prices.length; i++) {\n const high = highs[i] || prices[i];\n const low = lows[i] || prices[i];\n highLowRange.push(high - low);\n }\n\n const emaRange = MovingAverages.calculateEMA(highLowRange, period);\n\n // Calculate Chaikin Volatility\n for (let i = period; i < emaRange.length; i++) {\n const currentEMA = emaRange[i];\n const pastEMA = emaRange[i - period];\n\n const volatilityValue = pastEMA !== 0 ? ((currentEMA - pastEMA) / pastEMA) * 100 : 0;\n volatility.push(volatilityValue);\n }\n\n return volatility;\n }\n}\n", "// Volume Indicators\nexport class VolumeIndicators {\n /**\n * Calculate On Balance Volume (OBV)\n */\n static calculateOBV(prices: number[], volumes: number[]): number[] {\n const obv: number[] = [volumes[0]];\n for (let i = 1; i < prices.length; i++) {\n if (prices[i] > prices[i - 1]) {\n obv.push(obv[i - 1] + volumes[i]);\n } else if (prices[i] < prices[i - 1]) {\n obv.push(obv[i - 1] - volumes[i]);\n } else {\n obv.push(obv[i - 1]);\n }\n }\n return obv;\n }\n\n /**\n * Calculate Chaikin Money Flow (CMF)\n */\n static calculateCMF(prices: number[], highs: number[], lows: number[], volumes: number[]): number[] {\n const cmf: number[] = [];\n const period = 20;\n\n if (prices.length < period) return [];\n\n for (let i = period - 1; i < prices.length; i++) {\n let totalMoneyFlowVolume = 0;\n let totalVolume = 0;\n\n for (let j = i - period + 1; j <= i; j++) {\n const high = highs[j] || prices[j];\n const low = lows[j] || prices[j];\n const close = prices[j];\n const volume = volumes[j] || 1;\n\n const moneyFlowMultiplier = (close - low - (high - close)) / (high - low);\n const moneyFlowVolume = moneyFlowMultiplier * volume;\n\n totalMoneyFlowVolume += moneyFlowVolume;\n totalVolume += volume;\n }\n\n const cmfValue = totalVolume !== 0 ? totalMoneyFlowVolume / totalVolume : 0;\n cmf.push(cmfValue);\n }\n\n return cmf;\n }\n\n /**\n * Calculate Accumulation/Distribution Line (ADL)\n */\n static calculateADL(prices: number[], highs: number[], lows: number[], volumes: number[]): number[] {\n const adl: number[] = [0];\n\n for (let i = 1; i < prices.length; i++) {\n const high = highs[i] || prices[i];\n const low = lows[i] || prices[i];\n const close = prices[i];\n const volume = volumes[i] || 1;\n\n // Money Flow Multiplier\n const moneyFlowMultiplier = (close - low - (high - close)) / (high - low);\n\n // Money Flow Volume\n const moneyFlowVolume = moneyFlowMultiplier * volume;\n\n // Accumulation/Distribution Line\n adl.push(adl[i - 1] + moneyFlowVolume);\n }\n\n return adl;\n }\n\n /**\n * Calculate Volume Rate of Change\n */\n static calculateVolumeROC(volumes: number[]): number[] {\n const volumeROC: number[] = [];\n for (let i = 10; i < volumes.length; i++) {\n volumeROC.push(((volumes[i] - volumes[i - 10]) / volumes[i - 10]) * 100);\n }\n return volumeROC;\n }\n\n /**\n * Calculate Money Flow Index (MFI)\n */\n static calculateMFI(prices: number[], highs: number[], lows: number[], volumes: number[]): number[] {\n const mfi: number[] = [];\n const period = 14;\n\n if (prices.length < period + 1) return [];\n\n for (let i = period; i < prices.length; i++) {\n let positiveMoneyFlow = 0;\n let negativeMoneyFlow = 0;\n\n for (let j = i - period + 1; j <= i; j++) {\n const high = highs[j] || prices[j];\n const low = lows[j] || prices[j];\n const close = prices[j];\n const volume = volumes[j] || 1;\n\n const typicalPrice = (high + low + close) / 3;\n const moneyFlow = typicalPrice * volume;\n\n if (j > i - period + 1) {\n const prevHigh = highs[j - 1] || prices[j - 1];\n const prevLow = lows[j - 1] || prices[j - 1];\n const prevClose = prices[j - 1];\n const prevTypicalPrice = (prevHigh + prevLow + prevClose) / 3;\n\n if (typicalPrice > prevTypicalPrice) {\n positiveMoneyFlow += moneyFlow;\n } else if (typicalPrice < prevTypicalPrice) {\n negativeMoneyFlow += moneyFlow;\n }\n }\n }\n\n const moneyRatio = negativeMoneyFlow !== 0 ? positiveMoneyFlow / negativeMoneyFlow : 0;\n const mfiValue = 100 - 100 / (1 + moneyRatio);\n mfi.push(mfiValue);\n }\n\n return mfi;\n }\n\n /**\n * Calculate Volume Weighted Average Price (VWAP)\n */\n static calculateVWAP(prices: number[], volumes: number[]): number[] {\n const vwap: number[] = [];\n let cumulativePV = 0;\n let cumulativeVolume = 0;\n\n for (let i = 0; i < prices.length; i++) {\n cumulativePV += prices[i] * (volumes[i] || 1);\n cumulativeVolume += volumes[i] || 1;\n vwap.push(cumulativePV / cumulativeVolume);\n }\n\n return vwap;\n }\n}\n", "import type { CallToolResult } from '@modelcontextprotocol/sdk/types.js';\n\nimport type { MarketDataEntry } from '../schemas';\nimport {\n type MarketAnalysis,\n MomentumIndicators,\n MovingAverages,\n OptionsAnalysis,\n PerformanceAnalysis,\n StatisticalModels,\n SupportResistanceIndicators,\n type TechnicalAnalysisOutput,\n type TechnicalIndicators,\n TradingSignalsGenerator,\n TrendIndicators,\n VolatilityIndicators,\n VolumeIndicators,\n} from './indicators';\n\n// Utility function to sum an array of numbers\nfunction sum(numbers: number[]): number {\n return numbers.reduce((acc, val) => acc + val, 0);\n}\n\n// Technical Analysis Functions\nclass TechnicalAnalyzer {\n private prices: number[];\n private volumes: number[];\n private highs: number[];\n private lows: number[];\n\n constructor(data: MarketDataEntry[]) {\n // Use trade price as primary price, fallback to mid price if trade is 0\n this.prices = data.map((d) => (d.trade > 0 ? d.trade : d.midPrice));\n this.volumes = data.map((d) => d.volume);\n // Use session high/low prices, fallback to calculated values\n this.highs = data.map((d) => (d.tradingSessionHighPrice > 0 ? d.tradingSessionHighPrice : d.trade));\n this.lows = data.map((d) => (d.tradingSessionLowPrice > 0 ? d.tradingSessionLowPrice : d.trade));\n }\n\n // Calculate price changes for volatility\n private calculatePriceChanges(): number[] {\n const changes: number[] = [];\n for (let i = 1; i < this.prices.length; i++) {\n changes.push((this.prices[i] - this.prices[i - 1]) / this.prices[i - 1]);\n }\n return changes;\n }\n\n // Generate comprehensive market analysis\n public analyze(): MarketAnalysis {\n const currentPrice = this.prices[this.prices.length - 1];\n const startPrice = this.prices[0];\n const sessionHigh = Math.max(...this.highs);\n const sessionLow = Math.min(...this.lows);\n const totalVolume = sum(this.volumes);\n const avgVolume = totalVolume / this.volumes.length;\n\n const priceChanges = this.calculatePriceChanges();\n const volatility =\n priceChanges.length > 0\n ? Math.sqrt(\n priceChanges.reduce((sum: number, change: number) => sum + change ** 2, 0) / priceChanges.length,\n ) *\n Math.sqrt(252) *\n 100\n : 0;\n\n const sessionReturn = ((currentPrice - startPrice) / startPrice) * 100;\n const pricePosition = ((currentPrice - sessionLow) / (sessionHigh - sessionLow)) * 100;\n const trueVWAP =\n this.prices.reduce((sum: number, price: number, i: number) => sum + price * this.volumes[i], 0) /\n totalVolume;\n\n const momentum5 =\n this.prices.length > 5\n ? ((currentPrice - this.prices[Math.max(0, this.prices.length - 6)]) /\n this.prices[Math.max(0, this.prices.length - 6)]) *\n 100\n : 0;\n const momentum10 =\n this.prices.length > 10\n ? ((currentPrice - this.prices[Math.max(0, this.prices.length - 11)]) /\n this.prices[Math.max(0, this.prices.length - 11)]) *\n 100\n : 0;\n\n const maxDrawdown = PerformanceAnalysis.calculateMaxDrawdown(this.prices);\n\n const atrValues = VolatilityIndicators.calculateATR(this.prices, this.highs, this.lows);\n const atr = atrValues.length > 0 ? atrValues[atrValues.length - 1] : 0;\n const impliedVolatility = volatility;\n const realizedVolatility = volatility;\n const sharpeRatio = sessionReturn / volatility;\n const sortinoRatio = sessionReturn / realizedVolatility;\n const calmarRatio = sessionReturn / maxDrawdown;\n const maxConsecutiveLosses = PerformanceAnalysis.calculateMaxConsecutiveLosses(this.prices);\n const winRate = PerformanceAnalysis.calculateWinRate(this.prices);\n const profitFactor = PerformanceAnalysis.calculateProfitFactor(this.prices);\n\n return {\n currentPrice,\n startPrice,\n sessionHigh,\n sessionLow,\n totalVolume,\n avgVolume,\n volatility,\n sessionReturn,\n pricePosition,\n trueVWAP,\n momentum5,\n momentum10,\n maxDrawdown,\n atr,\n impliedVolatility,\n realizedVolatility,\n sharpeRatio,\n sortinoRatio,\n calmarRatio,\n maxConsecutiveLosses,\n winRate,\n profitFactor,\n };\n }\n\n // Generate technical indicators\n public getTechnicalIndicators(): TechnicalIndicators {\n return {\n sma5: MovingAverages.calculateSMA(this.prices, 5),\n sma10: MovingAverages.calculateSMA(this.prices, 10),\n sma20: MovingAverages.calculateSMA(this.prices, 20),\n sma50: MovingAverages.calculateSMA(this.prices, 50),\n sma200: MovingAverages.calculateSMA(this.prices, 200),\n ema8: MovingAverages.calculateEMA(this.prices, 8),\n ema12: MovingAverages.calculateEMA(this.prices, 12),\n ema21: MovingAverages.calculateEMA(this.prices, 21),\n ema26: MovingAverages.calculateEMA(this.prices, 26),\n wma20: MovingAverages.calculateWMA(this.prices, 20),\n vwma20: MovingAverages.calculateVWMA(this.prices, this.volumes, 20),\n macd: TrendIndicators.calculateMACD(this.prices),\n adx: TrendIndicators.calculateADX(this.prices, this.highs, this.lows),\n dmi: TrendIndicators.calculateDMI(this.prices, this.highs, this.lows),\n ichimoku: TrendIndicators.calculateIchimoku(this.prices, this.highs, this.lows),\n parabolicSAR: TrendIndicators.calculateParabolicSAR(this.prices, this.highs, this.lows),\n rsi: MomentumIndicators.calculateRSI(this.prices, 14),\n stochastic: MomentumIndicators.calculateStochastic(this.prices, this.highs, this.lows),\n cci: MomentumIndicators.calculateCCI(this.prices, this.highs, this.lows),\n roc: MomentumIndicators.calculateROC(this.prices),\n williamsR: MomentumIndicators.calculateWilliamsR(this.prices),\n momentum: MomentumIndicators.calculateMomentum(this.prices),\n bollinger: VolatilityIndicators.calculateBollingerBands(this.prices, 20, 2),\n atr: VolatilityIndicators.calculateATR(this.prices, this.highs, this.lows),\n keltner: VolatilityIndicators.calculateKeltnerChannels(this.prices, this.highs, this.lows),\n donchian: VolatilityIndicators.calculateDonchianChannels(this.prices),\n chaikinVolatility: VolatilityIndicators.calculateChaikinVolatility(this.prices, this.highs, this.lows),\n obv: VolumeIndicators.calculateOBV(this.prices, this.volumes),\n cmf: VolumeIndicators.calculateCMF(this.prices, this.highs, this.lows, this.volumes),\n adl: VolumeIndicators.calculateADL(this.prices, this.highs, this.lows, this.volumes),\n volumeROC: VolumeIndicators.calculateVolumeROC(this.volumes),\n mfi: VolumeIndicators.calculateMFI(this.prices, this.highs, this.lows, this.volumes),\n vwap: VolumeIndicators.calculateVWAP(this.prices, this.volumes),\n pivotPoints: SupportResistanceIndicators.calculatePivotPoints(this.prices, this.highs, this.lows),\n fibonacci: SupportResistanceIndicators.calculateFibonacciLevels(this.prices),\n gannLevels: SupportResistanceIndicators.calculateGannLevels(this.prices),\n elliottWave: SupportResistanceIndicators.calculateElliottWave(this.prices),\n harmonicPatterns: SupportResistanceIndicators.calculateHarmonicPatterns(this.prices),\n };\n }\n\n // Generate comprehensive JSON analysis\n public generateJSONAnalysis(symbol: string): TechnicalAnalysisOutput {\n const analysis = this.analyze();\n const indicators = this.getTechnicalIndicators();\n const priceChanges = this.calculatePriceChanges();\n\n const currentSMA5 = indicators.sma5.length > 0 ? indicators.sma5[indicators.sma5.length - 1] : null;\n const currentSMA10 = indicators.sma10.length > 0 ? indicators.sma10[indicators.sma10.length - 1] : null;\n const currentSMA20 = indicators.sma20.length > 0 ? indicators.sma20[indicators.sma20.length - 1] : null;\n const currentSMA50 = indicators.sma50.length > 0 ? indicators.sma50[indicators.sma50.length - 1] : null;\n const currentSMA200 = indicators.sma200.length > 0 ? indicators.sma200[indicators.sma200.length - 1] : null;\n const currentEMA8 = indicators.ema8[indicators.ema8.length - 1];\n const currentEMA12 = indicators.ema12[indicators.ema12.length - 1];\n const currentEMA21 = indicators.ema21[indicators.ema21.length - 1];\n const currentEMA26 = indicators.ema26[indicators.ema26.length - 1];\n const currentWMA20 = indicators.wma20.length > 0 ? indicators.wma20[indicators.wma20.length - 1] : null;\n const currentVWMA20 = indicators.vwma20.length > 0 ? indicators.vwma20[indicators.vwma20.length - 1] : null;\n const currentMACD = indicators.macd.length > 0 ? indicators.macd[indicators.macd.length - 1] : null;\n const currentADX = indicators.adx.length > 0 ? indicators.adx[indicators.adx.length - 1] : null;\n const currentDMI = indicators.dmi.length > 0 ? indicators.dmi[indicators.dmi.length - 1] : null;\n const currentIchimoku =\n indicators.ichimoku.length > 0 ? indicators.ichimoku[indicators.ichimoku.length - 1] : null;\n const currentParabolicSAR =\n indicators.parabolicSAR.length > 0 ? indicators.parabolicSAR[indicators.parabolicSAR.length - 1] : null;\n const currentRSI = indicators.rsi.length > 0 ? indicators.rsi[indicators.rsi.length - 1] : null;\n const currentStochastic =\n indicators.stochastic.length > 0 ? indicators.stochastic[indicators.stochastic.length - 1] : null;\n const currentCCI = indicators.cci.length > 0 ? indicators.cci[indicators.cci.length - 1] : null;\n const currentROC = indicators.roc.length > 0 ? indicators.roc[indicators.roc.length - 1] : null;\n const currentWilliamsR =\n indicators.williamsR.length > 0 ? indicators.williamsR[indicators.williamsR.length - 1] : null;\n const currentMomentum =\n indicators.momentum.length > 0 ? indicators.momentum[indicators.momentum.length - 1] : null;\n const currentBB =\n indicators.bollinger.length > 0 ? indicators.bollinger[indicators.bollinger.length - 1] : null;\n const currentAtr = indicators.atr.length > 0 ? indicators.atr[indicators.atr.length - 1] : null;\n const currentKeltner = indicators.keltner.length > 0 ? indicators.keltner[indicators.keltner.length - 1] : null;\n const currentDonchian =\n indicators.donchian.length > 0 ? indicators.donchian[indicators.donchian.length - 1] : null;\n const currentChaikinVolatility =\n indicators.chaikinVolatility.length > 0\n ? indicators.chaikinVolatility[indicators.chaikinVolatility.length - 1]\n : null;\n const currentObv = indicators.obv.length > 0 ? indicators.obv[indicators.obv.length - 1] : null;\n const currentCmf = indicators.cmf.length > 0 ? indicators.cmf[indicators.cmf.length - 1] : null;\n const currentAdl = indicators.adl.length > 0 ? indicators.adl[indicators.adl.length - 1] : null;\n const currentVolumeROC =\n indicators.volumeROC.length > 0 ? indicators.volumeROC[indicators.volumeROC.length - 1] : null;\n const currentMfi = indicators.mfi.length > 0 ? indicators.mfi[indicators.mfi.length - 1] : null;\n const currentVwap = indicators.vwap.length > 0 ? indicators.vwap[indicators.vwap.length - 1] : null;\n const currentPivotPoints =\n indicators.pivotPoints.length > 0 ? indicators.pivotPoints[indicators.pivotPoints.length - 1] : null;\n const currentFibonacci =\n indicators.fibonacci.length > 0 ? indicators.fibonacci[indicators.fibonacci.length - 1] : null;\n const currentGannLevels = indicators.gannLevels.length > 0 ? indicators.gannLevels : [];\n const currentElliottWave =\n indicators.elliottWave.length > 0 ? indicators.elliottWave[indicators.elliottWave.length - 1] : null;\n const currentHarmonicPatterns = indicators.harmonicPatterns.length > 0 ? indicators.harmonicPatterns : [];\n\n const currentVolume = this.volumes[this.volumes.length - 1];\n const volumeRatio = currentVolume / analysis.avgVolume;\n const currentDrawdown = ((analysis.sessionHigh - analysis.currentPrice) / analysis.sessionHigh) * 100;\n const rangeWidth = ((analysis.sessionHigh - analysis.sessionLow) / analysis.sessionLow) * 100;\n const priceVsVWAP = ((analysis.currentPrice - analysis.trueVWAP) / analysis.trueVWAP) * 100;\n\n // Generate trading signals\n const signalData = TradingSignalsGenerator.generateSignals(\n analysis.currentPrice,\n analysis.trueVWAP,\n analysis.momentum5,\n analysis.momentum10,\n analysis.sessionReturn,\n currentVolume,\n analysis.avgVolume,\n analysis.pricePosition,\n analysis.volatility,\n );\n\n const tradingSignals = TradingSignalsGenerator.calculateOverallSignal(\n signalData.bullishSignals,\n signalData.bearishSignals,\n signalData.signals,\n analysis.volatility,\n );\n\n const targetEntry = Math.max(analysis.sessionLow * 1.005, analysis.trueVWAP * 0.998);\n const stopLoss = analysis.sessionLow * 0.995;\n const profitTarget = analysis.sessionHigh * 0.995;\n const riskRewardRatio = (profitTarget - analysis.currentPrice) / (analysis.currentPrice - stopLoss);\n\n const positionSize = PerformanceAnalysis.calculatePositionSize(targetEntry, stopLoss);\n const maxRisk = positionSize * (targetEntry - stopLoss);\n\n // Enhanced statistical models\n const varModel = StatisticalModels.calculateVAR(this.prices, this.volumes);\n const gaussianProcess = StatisticalModels.calculateGaussianProcess(this.prices);\n const pairsTrading = StatisticalModels.calculatePairsTrading(\n this.prices,\n this.prices.map((p) => p * 1.01),\n ); // Example with correlated asset\n const fourierTransform = StatisticalModels.calculateFourierTransform(this.prices);\n const emd = StatisticalModels.calculateEMD(this.prices);\n\n // Enhanced options analysis\n const blackScholes = OptionsAnalysis.calculateBlackScholes(\n analysis.currentPrice,\n analysis.startPrice,\n analysis.avgVolume,\n );\n const binomialTree = OptionsAnalysis.calculateBinomialTree(analysis.currentPrice, analysis.startPrice);\n const trinomialTree = OptionsAnalysis.calculateTrinomialTree(analysis.currentPrice, analysis.startPrice);\n const monteCarlo = OptionsAnalysis.calculateMonteCarlo(analysis.currentPrice, analysis.startPrice);\n const hestonModel = OptionsAnalysis.calculateHestonModel(analysis.currentPrice, analysis.startPrice);\n const sabrModel = OptionsAnalysis.calculateSABRModel(analysis.currentPrice, analysis.startPrice);\n const varianceGamma = OptionsAnalysis.calculateVarianceGamma(analysis.currentPrice, analysis.startPrice);\n\n return {\n symbol,\n timestamp: new Date().toISOString(),\n marketStructure: {\n currentPrice: analysis.currentPrice,\n startPrice: analysis.startPrice,\n sessionHigh: analysis.sessionHigh,\n sessionLow: analysis.sessionLow,\n rangeWidth,\n totalVolume: analysis.totalVolume,\n sessionPerformance: analysis.sessionReturn,\n positionInRange: analysis.pricePosition,\n },\n volatility: {\n impliedVolatility: analysis.impliedVolatility,\n realizedVolatility: analysis.realizedVolatility,\n atr: analysis.atr,\n maxDrawdown: analysis.maxDrawdown * 100,\n currentDrawdown,\n },\n technicalIndicators: {\n sma5: currentSMA5,\n sma10: currentSMA10,\n sma20: currentSMA20,\n sma50: currentSMA50,\n sma200: currentSMA200,\n ema8: currentEMA8,\n ema12: currentEMA12,\n ema21: currentEMA21,\n ema26: currentEMA26,\n wma20: currentWMA20,\n vwma20: currentVWMA20,\n macd: currentMACD,\n adx: currentADX,\n dmi: currentDMI,\n ichimoku: currentIchimoku,\n parabolicSAR: currentParabolicSAR,\n rsi: currentRSI,\n stochastic: currentStochastic,\n cci: currentCCI,\n roc: currentROC,\n williamsR: currentWilliamsR,\n momentum: currentMomentum,\n bollingerBands: currentBB\n ? {\n upper: currentBB.upper,\n middle: currentBB.middle,\n lower: currentBB.lower,\n bandwidth: currentBB.bandwidth,\n percentB: currentBB.percentB,\n }\n : null,\n atr: currentAtr,\n keltnerChannels: currentKeltner\n ? {\n upper: currentKeltner.upper,\n middle: currentKeltner.middle,\n lower: currentKeltner.lower,\n }\n : null,\n donchianChannels: currentDonchian\n ? {\n upper: currentDonchian.upper,\n middle: currentDonchian.middle,\n lower: currentDonchian.lower,\n }\n : null,\n chaikinVolatility: currentChaikinVolatility,\n obv: currentObv,\n cmf: currentCmf,\n adl: currentAdl,\n volumeROC: currentVolumeROC,\n mfi: currentMfi,\n vwap: currentVwap,\n },\n volumeAnalysis: {\n currentVolume,\n averageVolume: Math.round(analysis.avgVolume),\n volumeRatio,\n trueVWAP: analysis.trueVWAP,\n priceVsVWAP,\n obv: currentObv,\n cmf: currentCmf,\n mfi: currentMfi,\n },\n momentum: {\n momentum5: analysis.momentum5,\n momentum10: analysis.momentum10,\n sessionROC: analysis.sessionReturn,\n rsi: currentRSI,\n stochastic: currentStochastic,\n cci: currentCCI,\n },\n supportResistance: {\n pivotPoints: currentPivotPoints,\n fibonacci: currentFibonacci,\n gannLevels: currentGannLevels,\n elliottWave: currentElliottWave,\n harmonicPatterns: currentHarmonicPatterns,\n },\n tradingSignals,\n statisticalModels: {\n zScore: StatisticalModels.calculateZScore(analysis.currentPrice, analysis.startPrice),\n ornsteinUhlenbeck: StatisticalModels.calculateOrnsteinUhlenbeck(\n analysis.currentPrice,\n analysis.startPrice,\n analysis.avgVolume,\n priceChanges,\n ),\n kalmanFilter: StatisticalModels.calculateKalmanFilter(\n analysis.currentPrice,\n analysis.startPrice,\n analysis.avgVolume,\n priceChanges,\n ),\n pairsTrading,\n arima: StatisticalModels.calculateARIMA(analysis.currentPrice, priceChanges),\n garch: StatisticalModels.calculateGARCH(analysis.avgVolume, priceChanges),\n var: varModel,\n gaussianProcess,\n hilbertTransform: StatisticalModels.calculateHilbertTransform(analysis.currentPrice, priceChanges),\n waveletTransform: StatisticalModels.calculateWaveletTransform(analysis.currentPrice, priceChanges),\n fourierTransform,\n empiricalModeDecomposition: emd,\n },\n optionsAnalysis: (() => {\n if (!blackScholes) return null;\n\n return {\n blackScholes,\n binomialTree,\n trinomialTree,\n monteCarlo,\n hestonModel,\n sabrModel,\n varianceGamma,\n impliedVolatility: analysis.impliedVolatility,\n delta: blackScholes.delta,\n gamma: blackScholes.gamma,\n theta: blackScholes.theta,\n vega: blackScholes.vega,\n rho: blackScholes.rho,\n greeks: {\n delta: blackScholes.delta,\n gamma: blackScholes.gamma,\n theta: blackScholes.theta,\n vega: blackScholes.vega,\n rho: blackScholes.rho,\n },\n };\n })(),\n riskManagement: {\n targetEntry,\n stopLoss,\n profitTarget,\n riskRewardRatio,\n positionSize,\n maxRisk,\n },\n performance: {\n sharpeRatio: analysis.sharpeRatio,\n sortinoRatio: analysis.sortinoRatio,\n calmarRatio: analysis.calmarRatio,\n maxDrawdown: analysis.maxDrawdown * 100,\n winRate: analysis.winRate,\n profitFactor: analysis.profitFactor,\n totalReturn: analysis.sessionReturn,\n volatility: analysis.volatility,\n },\n };\n }\n}\n\nexport const createTechnicalAnalysisHandler = (\n marketDataPrices: Map<string, MarketDataEntry[]>,\n): ((args: { symbol: string }) => Promise<CallToolResult>) => {\n return async (args: { symbol: string }): Promise<CallToolResult> => {\n try {\n const symbol = args.symbol;\n const priceHistory = marketDataPrices.get(symbol) || [];\n\n if (priceHistory.length === 0) {\n return {\n content: [\n {\n type: 'text',\n text: `No price data available for ${symbol}. Please request market data first.`,\n uri: 'technicalAnalysis',\n },\n ],\n };\n }\n\n // Validate data: must have valid trade and midPrice values\n const hasValidData = priceHistory.every(\n (entry) =>\n typeof entry.trade === 'number' &&\n !Number.isNaN(entry.trade) &&\n typeof entry.midPrice === 'number' &&\n !Number.isNaN(entry.midPrice),\n );\n if (!hasValidData) {\n throw new Error('Invalid market data');\n }\n\n // Convert MarketDataEntry to the format expected by TechnicalAnalyzer\n const analyzer = new TechnicalAnalyzer(priceHistory);\n const analysis = analyzer.generateJSONAnalysis(symbol);\n\n return {\n content: [\n {\n type: 'text',\n text: `Technical Analysis for ${symbol}:\\n\\n${JSON.stringify(analysis, null, 2)}`,\n uri: 'technicalAnalysis',\n },\n ],\n };\n } catch (error) {\n return {\n content: [\n {\n type: 'text',\n text: `Error performing technical analysis: ${error instanceof Error ? error.message : 'Unknown error'}`,\n uri: 'technicalAnalysis',\n },\n ],\n isError: true,\n };\n }\n };\n};\n", "import type { CallToolResult } from '@modelcontextprotocol/sdk/types.js';\nimport { Field, Fields, type IFIXParser, MDEntryType, type Message, Messages } from 'fixparser';\nimport QuickChart from 'quickchart-js';\nimport type { MarketDataEntry } from '../schemas';\n\nexport const createMarketDataRequestHandler = (\n parser: IFIXParser,\n pendingRequests: Map<string, (data: Message) => void>,\n): ((args: {\n mdUpdateType: string;\n symbols: string[];\n mdReqID: string;\n subscriptionRequestType: string;\n mdEntryTypes?: string[];\n}) => Promise<CallToolResult>) => {\n return async (args: {\n mdUpdateType: string;\n symbols: string[];\n mdReqID: string;\n subscriptionRequestType: string;\n mdEntryTypes?: string[];\n }): Promise<CallToolResult> => {\n try {\n parser.logger.log({\n level: 'info',\n message: `Sending market data request for symbols: ${args.symbols.join(', ')}`,\n });\n\n const response = new Promise((resolve) => {\n pendingRequests.set(args.mdReqID, resolve);\n parser.logger.log({\n level: 'info',\n message: `Registered callback for market data request ID: ${args.mdReqID}`,\n });\n });\n\n // Set default entry types if not provided\n const entryTypes = args.mdEntryTypes || [\n MDEntryType.Bid,\n MDEntryType.Offer,\n MDEntryType.Trade,\n MDEntryType.IndexValue,\n MDEntryType.OpeningPrice,\n MDEntryType.ClosingPrice,\n MDEntryType.SettlementPrice,\n MDEntryType.TradingSessionHighPrice,\n MDEntryType.TradingSessionLowPrice,\n MDEntryType.VWAP,\n MDEntryType.Imbalance,\n MDEntryType.TradeVolume,\n MDEntryType.OpenInterest,\n MDEntryType.CompositeUnderlyingPrice,\n MDEntryType.SimulatedSellPrice,\n MDEntryType.SimulatedBuyPrice,\n MDEntryType.MarginRate,\n MDEntryType.MidPrice,\n MDEntryType.EmptyBook,\n MDEntryType.SettleHighPrice,\n MDEntryType.SettleLowPrice,\n MDEntryType.PriorSettlePrice,\n MDEntryType.SessionHighBid,\n MDEntryType.SessionLowOffer,\n MDEntryType.EarlyPrices,\n MDEntryType.AuctionClearingPrice,\n MDEntryType.SwapValueFactor,\n MDEntryType.DailyValueAdjustmentForLongPositions,\n MDEntryType.CumulativeValueAdjustmentForLongPositions,\n MDEntryType.DailyValueAdjustmentForShortPositions,\n MDEntryType.CumulativeValueAdjustmentForShortPositions,\n MDEntryType.FixingPrice,\n MDEntryType.CashRate,\n MDEntryType.RecoveryRate,\n MDEntryType.RecoveryRateForLong,\n MDEntryType.RecoveryRateForShort,\n MDEntryType.MarketBid,\n MDEntryType.MarketOffer,\n MDEntryType.ShortSaleMinPrice,\n MDEntryType.PreviousClosingPrice,\n MDEntryType.ThresholdLimitPriceBanding,\n MDEntryType.DailyFinancingValue,\n MDEntryType.AccruedFinancingValue,\n MDEntryType.TWAP,\n ];\n\n const messageFields = [\n new Field(Fields.MsgType, Messages.MarketDataRequest),\n new Field(Fields.SenderCompID, parser.sender),\n new Field(Fields.MsgSeqNum, parser.getNextTargetMsgSeqNum()),\n new Field(Fields.TargetCompID, parser.target),\n new Field(Fields.SendingTime, parser.getTimestamp()),\n new Field(Fields.MDReqID, args.mdReqID),\n new Field(Fields.SubscriptionRequestType, args.subscriptionRequestType),\n new Field(Fields.MarketDepth, 0),\n new Field(Fields.MDUpdateType, args.mdUpdateType),\n ];\n\n // Add each symbol to the message\n messageFields.push(new Field(Fields.NoRelatedSym, args.symbols.length));\n args.symbols.forEach((symbol: string) => {\n messageFields.push(new Field(Fields.Symbol, symbol));\n });\n\n // Add NoMDEntryTypes and each MDEntryType to the message\n messageFields.push(new Field(Fields.NoMDEntryTypes, entryTypes.length));\n entryTypes.forEach((entryType: string) => {\n messageFields.push(new Field(Fields.MDEntryType, entryType));\n });\n\n const mdr = parser.createMessage(...messageFields);\n\n if (!parser.connected) {\n parser.logger.log({\n level: 'error',\n message: 'Not connected. Cannot send market data request.',\n });\n return {\n content: [\n {\n type: 'text',\n text: 'Error: Not connected. Ignoring message.',\n uri: 'marketDataRequest',\n },\n ],\n isError: true,\n };\n }\n\n parser.logger.log({\n level: 'info',\n message: `Sending market data request message: ${JSON.stringify(mdr?.toFIXJSON())}`,\n });\n\n parser.send(mdr!);\n\n // Wait for the market data response\n const fixData = await response;\n\n parser.logger.log({\n level: 'info',\n message: `Received market data response for request ID: ${args.mdReqID}`,\n });\n\n return {\n content: [\n {\n type: 'text',\n text: `Market data for ${args.symbols.join(', ')}: ${JSON.stringify((fixData as Message).toFIXJSON())}`,\n uri: 'marketDataRequest',\n },\n ],\n };\n } catch (error) {\n return {\n content: [\n {\n type: 'text',\n text: `Error: ${error instanceof Error ? error.message : 'Failed to request market data'}`,\n uri: 'marketDataRequest',\n },\n ],\n isError: true,\n };\n }\n };\n};\n\n/**\n * Aggregates market data points to ensure maximum of 500 data points for charting\n * Uses smart sampling to preserve important characteristics like highs, lows, and trends\n */\nconst aggregateMarketData = (priceHistory: MarketDataEntry[], maxPoints = 240): MarketDataEntry[] => {\n if (priceHistory.length <= maxPoints) {\n return priceHistory;\n }\n\n const result: MarketDataEntry[] = [];\n const step = priceHistory.length / maxPoints;\n\n // Always include the first and last points\n result.push(priceHistory[0]);\n\n // Sample points with smart aggregation\n for (let i = 1; i < maxPoints - 1; i++) {\n const startIndex = Math.floor(i * step);\n const endIndex = Math.floor((i + 1) * step);\n const segment = priceHistory.slice(startIndex, endIndex);\n\n if (segment.length === 0) continue;\n\n // Aggregate the segment by taking weighted averages\n const aggregatedPoint: MarketDataEntry = {\n timestamp: segment[0].timestamp, // Use timestamp of first point in segment\n bid: segment.reduce((sum, p) => sum + p.bid, 0) / segment.length,\n offer: segment.reduce((sum, p) => sum + p.offer, 0) / segment.length,\n spread: segment.reduce((sum, p) => sum + p.spread, 0) / segment.length,\n volume: segment.reduce((sum, p) => sum + p.volume, 0) / segment.length,\n trade: segment.reduce((sum, p) => sum + p.trade, 0) / segment.length,\n indexValue: segment.reduce((sum, p) => sum + p.indexValue, 0) / segment.length,\n openingPrice: segment.reduce((sum, p) => sum + p.openingPrice, 0) / segment.length,\n closingPrice: segment.reduce((sum, p) => sum + p.closingPrice, 0) / segment.length,\n settlementPrice: segment.reduce((sum, p) => sum + p.settlementPrice, 0) / segment.length,\n tradingSessionHighPrice: segment.reduce((sum, p) => sum + p.tradingSessionHighPrice, 0) / segment.length,\n tradingSessionLowPrice: segment.reduce((sum, p) => sum + p.tradingSessionLowPrice, 0) / segment.length,\n vwap: segment.reduce((sum, p) => sum + p.vwap, 0) / segment.length,\n imbalance: segment.reduce((sum, p) => sum + p.imbalance, 0) / segment.length,\n openInterest: segment.reduce((sum, p) => sum + p.openInterest, 0) / segment.length,\n compositeUnderlyingPrice: segment.reduce((sum, p) => sum + p.compositeUnderlyingPrice, 0) / segment.length,\n simulatedSellPrice: segment.reduce((sum, p) => sum + p.simulatedSellPrice, 0) / segment.length,\n simulatedBuyPrice: segment.reduce((sum, p) => sum + p.simulatedBuyPrice, 0) / segment.length,\n marginRate: segment.reduce((sum, p) => sum + p.marginRate, 0) / segment.length,\n midPrice: segment.reduce((sum, p) => sum + p.midPrice, 0) / segment.length,\n emptyBook: segment.reduce((sum, p) => sum + p.emptyBook, 0) / segment.length,\n settleHighPrice: segment.reduce((sum, p) => sum + p.settleHighPrice, 0) / segment.length,\n settleLowPrice: segment.reduce((sum, p) => sum + p.settleLowPrice, 0) / segment.length,\n priorSettlePrice: segment.reduce((sum, p) => sum + p.priorSettlePrice, 0) / segment.length,\n sessionHighBid: segment.reduce((sum, p) => sum + p.sessionHighBid, 0) / segment.length,\n sessionLowOffer: segment.reduce((sum, p) => sum + p.sessionLowOffer, 0) / segment.length,\n earlyPrices: segment.reduce((sum, p) => sum + p.earlyPrices, 0) / segment.length,\n auctionClearingPrice: segment.reduce((sum, p) => sum + p.auctionClearingPrice, 0) / segment.length,\n swapValueFactor: segment.reduce((sum, p) => sum + p.swapValueFactor, 0) / segment.length,\n dailyValueAdjustmentForLongPositions:\n segment.reduce((sum, p) => sum + p.dailyValueAdjustmentForLongPositions, 0) / segment.length,\n cumulativeValueAdjustmentForLongPositions:\n segment.reduce((sum, p) => sum + p.cumulativeValueAdjustmentForLongPositions, 0) / segment.length,\n dailyValueAdjustmentForShortPositions:\n segment.reduce((sum, p) => sum + p.dailyValueAdjustmentForShortPositions, 0) / segment.length,\n cumulativeValueAdjustmentForShortPositions:\n segment.reduce((sum, p) => sum + p.cumulativeValueAdjustmentForShortPositions, 0) / segment.length,\n fixingPrice: segment.reduce((sum, p) => sum + p.fixingPrice, 0) / segment.length,\n cashRate: segment.reduce((sum, p) => sum + p.cashRate, 0) / segment.length,\n recoveryRate: segment.reduce((sum, p) => sum + p.recoveryRate, 0) / segment.length,\n recoveryRateForLong: segment.reduce((sum, p) => sum + p.recoveryRateForLong, 0) / segment.length,\n recoveryRateForShort: segment.reduce((sum, p) => sum + p.recoveryRateForShort, 0) / segment.length,\n marketBid: segment.reduce((sum, p) => sum + p.marketBid, 0) / segment.length,\n marketOffer: segment.reduce((sum, p) => sum + p.marketOffer, 0) / segment.length,\n shortSaleMinPrice: segment.reduce((sum, p) => sum + p.shortSaleMinPrice, 0) / segment.length,\n previousClosingPrice: segment.reduce((sum, p) => sum + p.previousClosingPrice, 0) / segment.length,\n thresholdLimitPriceBanding:\n segment.reduce((sum, p) => sum + p.thresholdLimitPriceBanding, 0) / segment.length,\n dailyFinancingValue: segment.reduce((sum, p) => sum + p.dailyFinancingValue, 0) / segment.length,\n accruedFinancingValue: segment.reduce((sum, p) => sum + p.accruedFinancingValue, 0) / segment.length,\n twap: segment.reduce((sum, p) => sum + p.twap, 0) / segment.length,\n };\n\n result.push(aggregatedPoint);\n }\n\n // Always include the last point\n result.push(priceHistory[priceHistory.length - 1]);\n\n return result;\n};\n\nexport const createGetStockGraphHandler = (\n marketDataPrices: Map<string, MarketDataEntry[]>,\n): ((args: { symbol: string }) => Promise<CallToolResult>) => {\n return async (args: { symbol: string }): Promise<CallToolResult> => {\n try {\n const symbol = args.symbol;\n const priceHistory = marketDataPrices.get(symbol) || [];\n\n if (priceHistory.length === 0) {\n return {\n content: [\n {\n type: 'text',\n text: `No price data available for ${symbol}`,\n uri: 'getStockGraph',\n },\n ],\n };\n }\n\n // Aggregate data to ensure maximum 500 data points\n const aggregatedData = aggregateMarketData(priceHistory, 500);\n\n const chart = new QuickChart();\n chart.setWidth(1200);\n chart.setHeight(600);\n chart.setBackgroundColor('transparent');\n\n // Prepare the data using aggregated data\n const labels = aggregatedData.map((point) => new Date(point.timestamp).toLocaleTimeString());\n const bidData = aggregatedData.map((point) => point.bid);\n const offerData = aggregatedData.map((point) => point.offer);\n const spreadData = aggregatedData.map((point) => point.spread);\n const volumeData = aggregatedData.map((point) => point.volume);\n const tradeData = aggregatedData.map((point) => point.trade);\n const vwapData = aggregatedData.map((point) => point.vwap);\n const twapData = aggregatedData.map((point) => point.twap);\n\n // Normalize volume data to fit on the same scale as price data\n const maxVolume = Math.max(...volumeData.filter((v) => v > 0));\n const maxPrice = Math.max(...bidData, ...offerData, ...tradeData, ...vwapData, ...twapData);\n const normalizedVolumeData = volumeData.map((v) => (v / maxVolume) * maxPrice * 0.3); // Scale to 30% of max price\n\n const config = {\n type: 'line',\n data: {\n labels: labels,\n datasets: [\n {\n label: 'Bid',\n data: bidData,\n borderColor: '#28a745',\n backgroundColor: 'rgba(40, 167, 69, 0.1)',\n fill: false,\n tension: 0.4,\n },\n {\n label: 'Offer',\n data: offerData,\n borderColor: '#dc3545',\n backgroundColor: 'rgba(220, 53, 69, 0.1)',\n fill: false,\n tension: 0.4,\n },\n {\n label: 'Spread',\n data: spreadData,\n borderColor: '#6c757d',\n backgroundColor: 'rgba(108, 117, 125, 0.1)',\n fill: false,\n tension: 0.4,\n },\n {\n label: 'Trade',\n data: tradeData,\n borderColor: '#ffc107',\n backgroundColor: 'rgba(255, 193, 7, 0.1)',\n fill: false,\n tension: 0.4,\n },\n {\n label: 'VWAP',\n data: vwapData,\n borderColor: '#17a2b8',\n backgroundColor: 'rgba(23, 162, 184, 0.1)',\n fill: false,\n tension: 0.4,\n },\n {\n label: 'TWAP',\n data: twapData,\n borderColor: '#6610f2',\n backgroundColor: 'rgba(102, 16, 242, 0.1)',\n fill: false,\n tension: 0.4,\n },\n {\n label: 'Volume (Normalized)',\n data: normalizedVolumeData,\n borderColor: '#007bff',\n backgroundColor: 'rgba(0, 123, 255, 0.1)',\n fill: true,\n tension: 0.4,\n },\n ],\n },\n options: {\n responsive: true,\n plugins: {\n title: {\n display: true,\n text: `${symbol} Market Data (Volume normalized to 30% of max price)`,\n },\n },\n scales: {\n y: {\n beginAtZero: false,\n title: {\n display: true,\n text: 'Price / Normalized Volume',\n },\n },\n },\n },\n };\n\n chart.setConfig(config);\n\n const imageBuffer = await chart.toBinary();\n const base64 = imageBuffer.toString('base64');\n\n return {\n content: [\n {\n type: 'resource',\n resource: {\n uri: 'resource://graph',\n mimeType: 'image/png',\n blob: base64,\n },\n },\n ],\n };\n } catch (error) {\n return {\n content: [\n {\n type: 'text',\n text: `Error: ${error instanceof Error ? error.message : 'Failed to generate graph'}`,\n uri: 'getStockGraph',\n },\n ],\n isError: true,\n };\n }\n };\n};\n\nexport const createGetStockPriceHistoryHandler = (\n marketDataPrices: Map<string, MarketDataEntry[]>,\n): ((args: { symbol: string }) => Promise<CallToolResult>) => {\n return async (args: { symbol: string }): Promise<CallToolResult> => {\n try {\n const symbol = args.symbol;\n const priceHistory = marketDataPrices.get(symbol) || [];\n\n if (priceHistory.length === 0) {\n return {\n content: [\n {\n type: 'text',\n text: `No price data available for ${symbol}`,\n uri: 'getStockPriceHistory',\n },\n ],\n };\n }\n\n // Aggregate data to ensure maximum 500 data points for consistency with graph function\n const aggregatedData = aggregateMarketData(priceHistory, 500);\n\n return {\n content: [\n {\n type: 'text',\n text: JSON.stringify(\n {\n symbol,\n count: aggregatedData.length,\n originalCount: priceHistory.length,\n data: aggregatedData.map((point) => ({\n timestamp: new Date(point.timestamp).toISOString(),\n bid: point.bid,\n offer: point.offer,\n spread: point.spread,\n volume: point.volume,\n trade: point.trade,\n indexValue: point.indexValue,\n openingPrice: point.openingPrice,\n closingPrice: point.closingPrice,\n settlementPrice: point.settlementPrice,\n tradingSessionHighPrice: point.tradingSessionHighPrice,\n tradingSessionLowPrice: point.tradingSessionLowPrice,\n vwap: point.vwap,\n imbalance: point.imbalance,\n openInterest: point.openInterest,\n compositeUnderlyingPrice: point.compositeUnderlyingPrice,\n simulatedSellPrice: point.simulatedSellPrice,\n simulatedBuyPrice: point.simulatedBuyPrice,\n marginRate: point.marginRate,\n midPrice: point.midPrice,\n emptyBook: point.emptyBook,\n settleHighPrice: point.settleHighPrice,\n settleLowPrice: point.settleLowPrice,\n priorSettlePrice: point.priorSettlePrice,\n sessionHighBid: point.sessionHighBid,\n sessionLowOffer: point.sessionLowOffer,\n earlyPrices: point.earlyPrices,\n auctionClearingPrice: point.auctionClearingPrice,\n swapValueFactor: point.swapValueFactor,\n dailyValueAdjustmentForLongPositions: point.dailyValueAdjustmentForLongPositions,\n cumulativeValueAdjustmentForLongPositions:\n point.cumulativeValueAdjustmentForLongPositions,\n dailyValueAdjustmentForShortPositions: point.dailyValueAdjustmentForShortPositions,\n cumulativeValueAdjustmentForShortPositions:\n point.cumulativeValueAdjustmentForShortPositions,\n fixingPrice: point.fixingPrice,\n cashRate: point.cashRate,\n recoveryRate: point.recoveryRate,\n recoveryRateForLong: point.recoveryRateForLong,\n recoveryRateForShort: point.recoveryRateForShort,\n marketBid: point.marketBid,\n marketOffer: point.marketOffer,\n shortSaleMinPrice: point.shortSaleMinPrice,\n previousClosingPrice: point.previousClosingPrice,\n thresholdLimitPriceBanding: point.thresholdLimitPriceBanding,\n dailyFinancingValue: point.dailyFinancingValue,\n accruedFinancingValue: point.accruedFinancingValue,\n twap: point.twap,\n })),\n },\n null,\n 2,\n ),\n uri: 'getStockPriceHistory',\n },\n ],\n };\n } catch (error) {\n return {\n content: [\n {\n type: 'text',\n text: `Error: ${error instanceof Error ? error.message : 'Failed to get price history'}`,\n uri: 'getStockPriceHistory',\n },\n ],\n isError: true,\n };\n }\n };\n};\n", "import type { CallToolResult } from '@modelcontextprotocol/sdk/types.js';\nimport { Field, Fields, type IFIXParser, type Message, Messages } from 'fixparser';\nimport type { VerifiedOrder } from '../schemas';\n\nconst ordTypeNames: Record<string, string> = {\n '1': 'Market',\n '2': 'Limit',\n '3': 'Stop',\n '4': 'StopLimit',\n '5': 'MarketOnClose',\n '6': 'WithOrWithout',\n '7': 'LimitOrBetter',\n '8': 'LimitWithOrWithout',\n '9': 'OnBasis',\n A: 'OnClose',\n B: 'LimitOnClose',\n C: 'ForexMarket',\n D: 'PreviouslyQuoted',\n E: 'PreviouslyIndicated',\n F: 'ForexLimit',\n G: 'ForexSwap',\n H: 'ForexPreviouslyQuoted',\n I: 'Funari',\n J: 'MarketIfTouched',\n K: 'MarketWithLeftOverAsLimit',\n L: 'PreviousFundValuationPoint',\n M: 'NextFundValuationPoint',\n P: 'Pegged',\n Q: 'CounterOrderSelection',\n R: 'StopOnBidOrOffer',\n S: 'StopLimitOnBidOrOffer',\n};\n\nconst sideNames: Record<string, string> = {\n '1': 'Buy',\n '2': 'Sell',\n '3': 'BuyMinus',\n '4': 'SellPlus',\n '5': 'SellShort',\n '6': 'SellShortExempt',\n '7': 'Undisclosed',\n '8': 'Cross',\n '9': 'CrossShort',\n A: 'CrossShortExempt',\n B: 'AsDefined',\n C: 'Opposite',\n D: 'Subscribe',\n E: 'Redeem',\n F: 'Lend',\n G: 'Borrow',\n H: 'SellUndisclosed',\n};\n\nconst timeInForceNames: Record<string, string> = {\n '0': 'Day',\n '1': 'GoodTillCancel',\n '2': 'AtTheOpening',\n '3': 'ImmediateOrCancel',\n '4': 'FillOrKill',\n '5': 'GoodTillCrossing',\n '6': 'GoodTillDate',\n '7': 'AtTheClose',\n '8': 'GoodThroughCrossing',\n '9': 'AtCrossing',\n A: 'GoodForTime',\n B: 'GoodForAuction',\n C: 'GoodForMonth',\n};\n\nconst handlInstNames: Record<string, string> = {\n '1': 'AutomatedExecutionNoIntervention',\n '2': 'AutomatedExecutionInterventionOK',\n '3': 'ManualOrder',\n};\n\nexport const createVerifyOrderHandler = (\n parser: IFIXParser,\n verifiedOrders: Map<string, VerifiedOrder>,\n): ((args: VerifiedOrder) => Promise<CallToolResult>) => {\n return async (args: VerifiedOrder): Promise<CallToolResult> => {\n void parser; // Parser unused for now\n try {\n // Store the verified order parameters\n verifiedOrders.set(args.clOrdID, {\n clOrdID: args.clOrdID,\n handlInst: args.handlInst,\n quantity: Number.parseFloat(String(args.quantity)),\n price: Number.parseFloat(String(args.price)),\n ordType: args.ordType,\n side: args.side,\n symbol: args.symbol,\n timeInForce: args.timeInForce,\n });\n\n return {\n content: [\n {\n type: 'text',\n text: `VERIFICATION: All parameters valid. Ready to proceed with order execution.\n \nParameters verified:\n- ClOrdID: ${args.clOrdID}\n- HandlInst: ${args.handlInst} (${handlInstNames[args.handlInst]})\n- Quantity: ${args.quantity}\n- Price: ${args.price}\n- OrdType: ${args.ordType} (${ordTypeNames[args.ordType]})\n- Side: ${args.side} (${sideNames[args.side]})\n- Symbol: ${args.symbol}\n- TimeInForce: ${args.timeInForce} (${timeInForceNames[args.timeInForce]})\n\nTo execute this order, call the executeOrder tool with these exact same parameters. Important: The user has to explicitly confirm before executeOrder is called!`,\n uri: 'verifyOrder',\n },\n ],\n };\n } catch (error) {\n return {\n content: [\n {\n type: 'text',\n text: `Error: ${error instanceof Error ? error.message : 'Failed to verify order parameters'}`,\n uri: 'verifyOrder',\n },\n ],\n isError: true,\n };\n }\n };\n};\n\nexport const createExecuteOrderHandler = (\n parser: IFIXParser,\n verifiedOrders: Map<string, VerifiedOrder>,\n pendingRequests: Map<string, (data: Message) => void>,\n): ((args: VerifiedOrder) => Promise<CallToolResult>) => {\n return async (args: VerifiedOrder): Promise<CallToolResult> => {\n try {\n // Check if this order was previously verified\n const verifiedOrder = verifiedOrders.get(args.clOrdID);\n if (!verifiedOrder) {\n return {\n content: [\n {\n type: 'text',\n text: `Error: Order ${args.clOrdID} has not been verified. Please call verifyOrder first.`,\n uri: 'executeOrder',\n },\n ],\n isError: true,\n };\n }\n\n // Verify that all parameters match the verified order\n if (\n verifiedOrder.handlInst !== args.handlInst ||\n verifiedOrder.quantity !== Number.parseFloat(String(args.quantity)) ||\n verifiedOrder.price !== Number.parseFloat(String(args.price)) ||\n verifiedOrder.ordType !== args.ordType ||\n verifiedOrder.side !== args.side ||\n verifiedOrder.symbol !== args.symbol ||\n verifiedOrder.timeInForce !== args.timeInForce\n ) {\n return {\n content: [\n {\n type: 'text',\n text: 'Error: Order parameters do not match the verified order. Please use the exact same parameters that were verified.',\n uri: 'executeOrder',\n },\n ],\n isError: true,\n };\n }\n\n const response = new Promise((resolve) => {\n pendingRequests.set(args.clOrdID, resolve);\n });\n\n const order: Message | undefined = parser.createMessage(\n new Field(Fields.MsgType, Messages.NewOrderSingle),\n new Field(Fields.MsgSeqNum, parser.getNextTargetMsgSeqNum()),\n new Field(Fields.SenderCompID, parser.sender),\n new Field(Fields.TargetCompID, parser.target),\n new Field(Fields.SendingTime, parser.getTimestamp()),\n new Field(Fields.ClOrdID, args.clOrdID),\n new Field(Fields.Side, args.side),\n new Field(Fields.Symbol, args.symbol),\n new Field(Fields.OrderQty, Number.parseFloat(String(args.quantity))),\n new Field(Fields.Price, Number.parseFloat(String(args.price))),\n new Field(Fields.OrdType, args.ordType),\n new Field(Fields.HandlInst, args.handlInst),\n new Field(Fields.TimeInForce, args.timeInForce),\n new Field(Fields.TransactTime, parser.getTimestamp()),\n );\n\n if (!parser.connected) {\n return {\n content: [\n {\n type: 'text',\n text: 'Error: Not connected. Ignoring message.',\n uri: 'executeOrder',\n },\n ],\n isError: true,\n };\n }\n\n parser.send(order!);\n\n const fixData = await response;\n\n // Remove the verified order after execution\n verifiedOrders.delete(args.clOrdID);\n\n return {\n content: [\n {\n type: 'text',\n text:\n (fixData as Message).messageType === Messages.Reject\n ? `Reject message for order ${args.clOrdID}: ${JSON.stringify((fixData as Message).toFIXJSON())}`\n : `Execution Report for order ${args.clOrdID}: ${JSON.stringify((fixData as Message).toFIXJSON())}`,\n uri: 'executeOrder',\n },\n ],\n };\n } catch (error) {\n return {\n content: [\n {\n type: 'text',\n text: `Error: ${error instanceof Error ? error.message : 'Failed to execute order'}`,\n uri: 'executeOrder',\n },\n ],\n isError: true,\n };\n }\n };\n};\n", "import type { CallToolResult } from '@modelcontextprotocol/sdk/types.js';\nimport type { IFIXParser, Message } from 'fixparser';\n\nexport const createParseHandler = (parser: IFIXParser): ((args: { fixString: string }) => Promise<CallToolResult>) => {\n return async (args: { fixString: string }): Promise<CallToolResult> => {\n try {\n const parsedMessage: Message[] | undefined = parser.parse(args.fixString);\n if (!parsedMessage || parsedMessage.length === 0) {\n return {\n content: [\n {\n type: 'text',\n text: 'Error: Failed to parse FIX string',\n uri: 'parse',\n },\n ],\n isError: true,\n };\n }\n\n return {\n content: [\n {\n type: 'text',\n text: `${parsedMessage[0].description}\\n${parsedMessage[0].messageTypeDescription}`,\n uri: 'parse',\n },\n ],\n };\n } catch (error) {\n return {\n content: [\n {\n type: 'text',\n text: `Error: ${error instanceof Error ? error.message : 'Failed to parse FIX string'}`,\n uri: 'parse',\n },\n ],\n isError: true,\n };\n }\n };\n};\n", "import type { CallToolResult } from '@modelcontextprotocol/sdk/types.js';\nimport type { IFIXParser } from 'fixparser';\n\nexport const createParseToJSONHandler = (\n parser: IFIXParser,\n): ((args: { fixString: string }) => Promise<CallToolResult>) => {\n return async (args: { fixString: string }): Promise<CallToolResult> => {\n try {\n const parsedMessage = parser.parse(args.fixString);\n if (!parsedMessage || parsedMessage.length === 0) {\n return {\n content: [\n {\n type: 'text',\n text: 'Error: Failed to parse FIX string',\n uri: 'parseToJSON',\n },\n ],\n isError: true,\n };\n }\n\n return {\n content: [\n {\n type: 'text',\n text: `${parsedMessage[0].toFIXJSON()}`,\n uri: 'parseToJSON',\n },\n ],\n };\n } catch (error) {\n return {\n content: [\n {\n type: 'text',\n text: `Error: ${error instanceof Error ? error.message : 'Failed to parse FIX string'}`,\n uri: 'parseToJSON',\n },\n ],\n isError: true,\n };\n }\n };\n};\n", "import type { IFIXParser, Message } from 'fixparser';\n\nimport type { MarketDataEntry, ToolHandlers, VerifiedOrder } from '../schemas';\nimport { createTechnicalAnalysisHandler } from './analytics';\nimport {\n createGetStockGraphHandler,\n createGetStockPriceHistoryHandler,\n createMarketDataRequestHandler,\n} from './marketData';\nimport { createExecuteOrderHandler, createVerifyOrderHandler } from './order';\nimport { createParseHandler } from './parse';\nimport { createParseToJSONHandler } from './parseToJSON';\n\nexport const createToolHandlers = (\n parser: IFIXParser,\n verifiedOrders: Map<string, VerifiedOrder>,\n pendingRequests: Map<string, (data: Message) => void>,\n marketDataPrices: Map<string, MarketDataEntry[]>,\n): ToolHandlers => ({\n parse: createParseHandler(parser),\n parseToJSON: createParseToJSONHandler(parser),\n verifyOrder: createVerifyOrderHandler(parser, verifiedOrders),\n executeOrder: createExecuteOrderHandler(parser, verifiedOrders, pendingRequests),\n marketDataRequest: createMarketDataRequestHandler(parser, pendingRequests),\n getStockGraph: createGetStockGraphHandler(marketDataPrices),\n getStockPriceHistory: createGetStockPriceHistoryHandler(marketDataPrices),\n technicalAnalysis: createTechnicalAnalysisHandler(marketDataPrices),\n});\n", "import { Fields, type IFIXParser, MDEntryType, type Message, Messages } from 'fixparser';\n\nimport type { MarketDataEntry } from '../schemas/marketData';\n\nfunction getEnumValue(enumObj: any, name: string): string {\n return enumObj[name] || name;\n}\n\nexport type PendingRequests = Map<string, (data: Message) => void>;\n\nexport type MarketDataPrices = Map<string, MarketDataEntry[]>;\n\nexport function handleMessage(\n message: Message,\n parser: IFIXParser,\n pendingRequests: PendingRequests,\n marketDataPrices: MarketDataPrices,\n maxPriceHistory: number,\n onPriceUpdate?: (symbol: string, data: MarketDataEntry) => void,\n): void {\n void parser; // Parser unused for now\n\n const msgType = message.messageType;\n if (msgType === Messages.MarketDataSnapshotFullRefresh || msgType === Messages.MarketDataIncrementalRefresh) {\n const symbol = message.getField(Fields.Symbol)?.value as string;\n const fixJson = message.toFIXJSON();\n const entries = (fixJson.Body?.NoMDEntries || []) as Array<{\n MDEntryType: string;\n MDEntryPx?: string;\n MDEntrySize?: string;\n MDUpdateAction?: string;\n }>;\n\n const data: MarketDataEntry = {\n timestamp: Date.now(),\n bid: 0,\n offer: 0,\n spread: 0,\n volume: 0,\n trade: 0,\n indexValue: 0,\n openingPrice: 0,\n closingPrice: 0,\n settlementPrice: 0,\n tradingSessionHighPrice: 0,\n tradingSessionLowPrice: 0,\n vwap: 0,\n imbalance: 0,\n openInterest: 0,\n compositeUnderlyingPrice: 0,\n simulatedSellPrice: 0,\n simulatedBuyPrice: 0,\n marginRate: 0,\n midPrice: 0,\n emptyBook: 0,\n settleHighPrice: 0,\n settleLowPrice: 0,\n priorSettlePrice: 0,\n sessionHighBid: 0,\n sessionLowOffer: 0,\n earlyPrices: 0,\n auctionClearingPrice: 0,\n swapValueFactor: 0,\n dailyValueAdjustmentForLongPositions: 0,\n cumulativeValueAdjustmentForLongPositions: 0,\n dailyValueAdjustmentForShortPositions: 0,\n cumulativeValueAdjustmentForShortPositions: 0,\n fixingPrice: 0,\n cashRate: 0,\n recoveryRate: 0,\n recoveryRateForLong: 0,\n recoveryRateForShort: 0,\n marketBid: 0,\n marketOffer: 0,\n shortSaleMinPrice: 0,\n previousClosingPrice: 0,\n thresholdLimitPriceBanding: 0,\n dailyFinancingValue: 0,\n accruedFinancingValue: 0,\n twap: 0,\n };\n\n for (const entry of entries) {\n const entryType = entry.MDEntryType;\n const price = entry.MDEntryPx ? Number.parseFloat(entry.MDEntryPx) : 0;\n const size = entry.MDEntrySize ? Number.parseFloat(entry.MDEntrySize) : 0;\n\n const enumValue = getEnumValue(MDEntryType, entryType);\n switch (enumValue) {\n case MDEntryType.Bid:\n data.bid = price;\n break;\n case MDEntryType.Offer:\n data.offer = price;\n break;\n case MDEntryType.Trade:\n data.trade = price;\n break;\n case MDEntryType.IndexValue:\n data.indexValue = price;\n break;\n case MDEntryType.OpeningPrice:\n data.openingPrice = price;\n break;\n case MDEntryType.ClosingPrice:\n data.closingPrice = price;\n break;\n case MDEntryType.SettlementPrice:\n data.settlementPrice = price;\n break;\n case MDEntryType.TradingSessionHighPrice:\n data.tradingSessionHighPrice = price;\n break;\n case MDEntryType.TradingSessionLowPrice:\n data.tradingSessionLowPrice = price;\n break;\n case MDEntryType.VWAP:\n data.vwap = price;\n break;\n case MDEntryType.Imbalance:\n data.imbalance = size;\n break;\n case MDEntryType.TradeVolume:\n data.volume = size;\n break;\n case MDEntryType.OpenInterest:\n data.openInterest = size;\n break;\n case MDEntryType.CompositeUnderlyingPrice:\n data.compositeUnderlyingPrice = price;\n break;\n case MDEntryType.SimulatedSellPrice:\n data.simulatedSellPrice = price;\n break;\n case MDEntryType.SimulatedBuyPrice:\n data.simulatedBuyPrice = price;\n break;\n case MDEntryType.MarginRate:\n data.marginRate = price;\n break;\n case MDEntryType.MidPrice:\n data.midPrice = price;\n break;\n case MDEntryType.EmptyBook:\n data.emptyBook = 1;\n break;\n case MDEntryType.SettleHighPrice:\n data.settleHighPrice = price;\n break;\n case MDEntryType.SettleLowPrice:\n data.settleLowPrice = price;\n break;\n case MDEntryType.PriorSettlePrice:\n data.priorSettlePrice = price;\n break;\n case MDEntryType.SessionHighBid:\n data.sessionHighBid = price;\n break;\n case MDEntryType.SessionLowOffer:\n data.sessionLowOffer = price;\n break;\n case MDEntryType.EarlyPrices:\n data.earlyPrices = price;\n break;\n case MDEntryType.AuctionClearingPrice:\n data.auctionClearingPrice = price;\n break;\n case MDEntryType.SwapValueFactor:\n data.swapValueFactor = price;\n break;\n case MDEntryType.DailyValueAdjustmentForLongPositions:\n data.dailyValueAdjustmentForLongPositions = price;\n break;\n case MDEntryType.CumulativeValueAdjustmentForLongPositions:\n data.cumulativeValueAdjustmentForLongPositions = price;\n break;\n case MDEntryType.DailyValueAdjustmentForShortPositions:\n data.dailyValueAdjustmentForShortPositions = price;\n break;\n case MDEntryType.CumulativeValueAdjustmentForShortPositions:\n data.cumulativeValueAdjustmentForShortPositions = price;\n break;\n case MDEntryType.FixingPrice:\n data.fixingPrice = price;\n break;\n case MDEntryType.CashRate:\n data.cashRate = price;\n break;\n case MDEntryType.RecoveryRate:\n data.recoveryRate = price;\n break;\n case MDEntryType.RecoveryRateForLong:\n data.recoveryRateForLong = price;\n break;\n case MDEntryType.RecoveryRateForShort:\n data.recoveryRateForShort = price;\n break;\n case MDEntryType.MarketBid:\n data.marketBid = price;\n break;\n case MDEntryType.MarketOffer:\n data.marketOffer = price;\n break;\n case MDEntryType.ShortSaleMinPrice:\n data.shortSaleMinPrice = price;\n break;\n case MDEntryType.PreviousClosingPrice:\n data.previousClosingPrice = price;\n break;\n case MDEntryType.ThresholdLimitPriceBanding:\n data.thresholdLimitPriceBanding = price;\n break;\n case MDEntryType.DailyFinancingValue:\n data.dailyFinancingValue = price;\n break;\n case MDEntryType.AccruedFinancingValue:\n data.accruedFinancingValue = price;\n break;\n case MDEntryType.TWAP:\n data.twap = price;\n break;\n }\n }\n\n data.spread = data.offer - data.bid;\n\n if (!marketDataPrices.has(symbol)) {\n marketDataPrices.set(symbol, []);\n }\n\n const prices = marketDataPrices.get(symbol)!;\n prices.push(data);\n\n // Keep only the last maxPriceHistory entries\n if (prices.length > maxPriceHistory) {\n prices.splice(0, prices.length - maxPriceHistory);\n }\n\n onPriceUpdate?.(symbol, data);\n\n // Resolve the market data request promise if it exists\n const mdReqID = message.getField(Fields.MDReqID)?.value as string;\n if (mdReqID) {\n const callback = pendingRequests.get(mdReqID);\n if (callback) {\n callback(message);\n pendingRequests.delete(mdReqID);\n }\n }\n } else if (msgType === Messages.ExecutionReport) {\n const reqId = message.getField(Fields.ClOrdID)?.value as string;\n const callback = pendingRequests.get(reqId);\n if (callback) {\n callback(message);\n pendingRequests.delete(reqId);\n }\n }\n}\n"],
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|
|
3
|
+
"sources": ["../../src/RemoteServer.ts", "../../../fixparser-plugin-log-console/src/ConsoleLogTransport.ts", "../../src/mcp/MCPRemote.ts", "../../src/mcp/MCPBase.ts", "../../src/mcp/schemas/schemas.ts", "../../src/mcp/tools/indicators/momentum.ts", "../../src/mcp/tools/indicators/movingAverages.ts", "../../src/mcp/tools/indicators/options.ts", "../../src/mcp/tools/indicators/performance.ts", "../../src/mcp/tools/indicators/signals.ts", "../../src/mcp/tools/indicators/statistical.ts", "../../src/mcp/tools/indicators/supportResistance.ts", "../../src/mcp/tools/indicators/trend.ts", "../../src/mcp/tools/indicators/volatility.ts", "../../src/mcp/tools/indicators/volume.ts", "../../src/mcp/tools/analytics.ts", "../../src/mcp/tools/marketData.ts", "../../src/mcp/tools/order.ts", "../../src/mcp/tools/parse.ts", "../../src/mcp/tools/parseToJSON.ts", "../../src/mcp/tools/index.ts", "../../src/mcp/utils/messageHandler.ts"],
|
|
4
|
+
"sourcesContent": ["import {\n EncryptMethod,\n FIXParser,\n Field,\n Fields,\n LicenseManager,\n Messages,\n type Options,\n ResetSeqNumFlag,\n} from 'fixparser';\nimport { ConsoleLogTransport } from 'fixparser-plugin-log-console';\nimport { MCPRemote } from './mcp/MCPRemote';\n\nconst initializeServer = async () => {\n await LicenseManager.setLicenseKey(process.env.FIXPARSER_LICENSE_KEY!);\n const SENDER = process.env.FIXPARSER_SENDER || 'SENDER';\n const TARGET = process.env.FIXPARSER_TARGET || 'TARGET';\n\n const fixParser: FIXParser = new FIXParser({\n plugins: [new MCPRemote({ port: 3099, onReady: () => console.log('ready!') })],\n });\n\n const sendLogon = () => {\n const logon = fixParser.createMessage(\n new Field(Fields.MsgType, Messages.Logon),\n new Field(Fields.MsgSeqNum, fixParser.getNextTargetMsgSeqNum()),\n new Field(Fields.SenderCompID, SENDER),\n new Field(Fields.SendingTime, fixParser.getTimestamp()),\n new Field(Fields.TargetCompID, TARGET),\n new Field(Fields.ResetSeqNumFlag, ResetSeqNumFlag.Yes),\n new Field(Fields.EncryptMethod, EncryptMethod.None),\n new Field(Fields.HeartBtInt, 10),\n );\n const messages = fixParser.parse(logon.encode());\n console.log('sending message', messages[0].description, messages[0].messageString);\n fixParser.send(logon);\n };\n\n const CONNECT_PARAMS: Options = {\n host: process.env.FIXPARSER_HOST || '10.0.1.42',\n port: process.env.FIXPARSER_PORT ? Number.parseInt(process.env.FIXPARSER_PORT, 10) : 5001,\n protocol: 'tcp',\n sender: SENDER,\n target: TARGET,\n fixVersion: 'FIX.4.4',\n logging: true,\n logOptions: {\n name: SENDER,\n level: 'info',\n format: 'json',\n transport: new ConsoleLogTransport({ format: 'console' }),\n },\n onOpen: () => {\n console.log('Open');\n sendLogon();\n },\n onClose: () => {\n fixParser.logger.log({\n level: 'info',\n message: 'FIXParser disconnected. Reconnecting in 1 second...',\n });\n setTimeout(() => {\n fixParser.connect(CONNECT_PARAMS);\n }, 1000);\n },\n };\n\n fixParser.connect(CONNECT_PARAMS);\n};\n\ninitializeServer().catch((err) => console.error('Error initializing server:', err));\n", "import type { ILogTransporter, LogMessage } from 'fixparser-common';\n\n/**\n * Logger output format options.\n *\n * - 'console': Output log in plain text format\n * - 'json': Output log in JSON format\n * - 'jsonrpc': Output log in JSON-RPC 2.0 format\n *\n * @public\n */\nexport type ConsoleFormat = 'console' | 'json' | 'jsonrpc';\n\n/**\n * A LogTransporter implementation for logging to the console.\n * It supports text (console), JSON, and JSON-RPC 2.0 formats.\n */\nexport class ConsoleLogTransport implements ILogTransporter {\n private format: ConsoleFormat;\n private useStderr: boolean;\n\n constructor({ format = 'json', useStderr = false }: { format: ConsoleFormat; useStderr?: boolean }) {\n this.format = format;\n this.useStderr = useStderr;\n }\n\n /**\n * Configures the format for console logging (either 'console' for text, 'json', or 'jsonrpc').\n */\n configure(config: { format: 'console' | 'json' | 'jsonrpc'; useStderr?: boolean }): void {\n this.format = config.format || 'json';\n if (config.useStderr !== undefined) {\n this.useStderr = config.useStderr;\n }\n }\n\n /**\n * Sends the log message to the console in the configured format.\n */\n async send(log: LogMessage): Promise<void> {\n const logMethod = this.useStderr ? console.error : console.log;\n\n if (this.format === 'json') {\n logMethod(JSON.stringify(log));\n } else if (this.format === 'jsonrpc') {\n const { message, ...rest } = log;\n const jsonrpcMessage = {\n jsonrpc: '2.0',\n method: log.level,\n params: {\n message,\n ...rest,\n },\n id: log.id || Date.now(),\n };\n logMethod(JSON.stringify(jsonrpcMessage));\n } else {\n const { name, id, message, level, ...additionalProperties } = log;\n const kv = Object.entries(additionalProperties).map(([key, value]) => `${key}: ${value}`);\n let logMessage = '';\n if (name) {\n logMessage += `${name} `;\n }\n logMessage += `${id}: ${message}`;\n void kv;\n void level;\n logMethod(logMessage, kv.join(', '));\n }\n }\n\n /**\n * Flushes the log buffer (if any buffering mechanism exists).\n */\n async flush(): Promise<void> {\n // No flushing needed for console transport\n }\n\n /**\n * Closes the transport (not needed for console, but keeping the method for consistency).\n */\n async close(): Promise<void> {\n // No close logic needed for console transport\n }\n\n /**\n * Returns the status of the transport (always \"connected\" for console).\n */\n status(): string {\n return 'connected';\n }\n}\n", "import { randomUUID } from 'node:crypto';\nimport type { Server } from 'node:http';\nimport { createServer } from 'node:http';\n\nimport { McpServer } from '@modelcontextprotocol/sdk/server/mcp.js';\nimport { StreamableHTTPServerTransport } from '@modelcontextprotocol/sdk/server/streamableHttp.js';\nimport { isInitializeRequest } from '@modelcontextprotocol/sdk/types.js';\nimport type { IFIXParser, Message } from 'fixparser';\nimport { z } from 'zod';\n\nimport { MCPBase } from './MCPBase';\nimport type { PluginOptions } from './PluginOptions';\nimport type { VerifiedOrder } from './schemas';\nimport type { MarketDataEntry } from './schemas/marketData';\nimport { toolSchemas } from './schemas/schemas';\nimport { createToolHandlers } from './tools';\nimport { handleMessage } from './utils/messageHandler';\n\nexport type RemotePluginOptions = PluginOptions & {\n port: number;\n};\n\nconst transports: Record<string, StreamableHTTPServerTransport> = {};\n\n// Helper function to convert JSON Schema to Zod schema\nfunction jsonSchemaToZod(schema: any): z.ZodRawShape {\n if (schema.type === 'object') {\n const shape: Record<string, z.ZodTypeAny> = {};\n for (const [key, prop] of Object.entries(schema.properties || {})) {\n const propSchema = prop as any;\n if (propSchema.type === 'string') {\n if (propSchema.enum) {\n shape[key] = z.enum(propSchema.enum as [string, ...string[]]);\n } else {\n shape[key] = z.string();\n }\n } else if (propSchema.type === 'number') {\n shape[key] = z.number();\n } else if (propSchema.type === 'boolean') {\n shape[key] = z.boolean();\n } else if (propSchema.type === 'array') {\n if (propSchema.items.type === 'string') {\n shape[key] = z.array(z.string());\n } else if (propSchema.items.type === 'number') {\n shape[key] = z.array(z.number());\n } else if (propSchema.items.type === 'boolean') {\n shape[key] = z.array(z.boolean());\n } else {\n shape[key] = z.array(z.any());\n }\n } else {\n shape[key] = z.any();\n }\n }\n return shape;\n }\n return {};\n}\n\nexport class MCPRemote extends MCPBase {\n /**\n * Port number the server will listen on.\n * @private\n */\n private port: number;\n\n /**\n * Node.js HTTP server instance created internally.\n * @private\n */\n private httpServer: Server | undefined;\n\n /**\n * MCP server instance handling MCP protocol logic.\n * @private\n */\n private mcpServer: McpServer | undefined;\n\n /**\n * Optional name of the plugin/server instance.\n * @private\n */\n private serverName: string | undefined;\n\n /**\n * Optional version string of the plugin/server.\n * @private\n */\n private serverVersion: string | undefined;\n\n /**\n * Map to store verified orders before execution\n * @private\n */\n protected override verifiedOrders: Map<string, VerifiedOrder> = new Map();\n\n /**\n * Map to store pending requests and their callbacks\n * @private\n */\n protected override pendingRequests: Map<string, (data: Message) => void> = new Map();\n\n /**\n * Map to store market data prices for each symbol\n * @private\n */\n protected override marketDataPrices: Map<string, MarketDataEntry[]> = new Map();\n\n /**\n * Maximum number of price history entries to keep per symbol\n * @private\n */\n protected override readonly MAX_PRICE_HISTORY = 100000;\n\n constructor({ port, logger, onReady }: RemotePluginOptions) {\n super({ logger, onReady });\n this.port = port;\n }\n\n public override async register(parser: IFIXParser): Promise<void> {\n this.parser = parser;\n this.logger = parser.logger;\n this.logger?.log({\n level: 'info',\n message: `FIXParser (MCP): -- Plugin registered. Creating MCP server on port ${this.port}...`,\n });\n\n // Add message callback handler\n this.parser.addOnMessageCallback((message: Message) => {\n if (this.parser) {\n handleMessage(\n message,\n this.parser,\n this.pendingRequests,\n this.marketDataPrices,\n this.MAX_PRICE_HISTORY,\n );\n }\n });\n\n this.httpServer = createServer(async (req, res) => {\n if (!req.url || !req.method) {\n res.writeHead(400);\n res.end('Bad Request');\n return;\n }\n\n if (req.url === '/mcp') {\n const sessionId = req.headers['mcp-session-id'] as string | undefined;\n\n if (req.method === 'POST') {\n const bodyChunks: Buffer[] = [];\n req.on('data', (chunk) => {\n bodyChunks.push(chunk);\n });\n req.on('end', async () => {\n let parsed: Record<string, any>;\n const body = Buffer.concat(bodyChunks).toString();\n try {\n parsed = JSON.parse(body);\n } catch (error) {\n void error;\n res.writeHead(400);\n res.end(JSON.stringify({ error: 'Invalid JSON' }));\n return;\n }\n\n let transport: StreamableHTTPServerTransport;\n\n if (sessionId && transports[sessionId]) {\n transport = transports[sessionId];\n } else if (!sessionId && req.method === 'POST' && isInitializeRequest(parsed)) {\n transport = new StreamableHTTPServerTransport({\n sessionIdGenerator: () => randomUUID(),\n onsessioninitialized: (sessionId) => {\n transports[sessionId] = transport;\n },\n });\n\n transport.onclose = () => {\n if (transport.sessionId) {\n delete transports[transport.sessionId];\n }\n };\n\n this.mcpServer = new McpServer({\n name: this.serverName || 'FIXParser',\n version: this.serverVersion || '1.0.0',\n });\n\n this.setupTools();\n\n await this.mcpServer.connect(transport);\n } else {\n res.writeHead(400, { 'Content-Type': 'application/json' });\n res.end(\n JSON.stringify({\n jsonrpc: '2.0',\n error: {\n code: -32000,\n message: 'Bad Request: No valid session ID provided',\n },\n id: null,\n }),\n );\n return;\n }\n\n try {\n await transport.handleRequest(req, res, parsed);\n } catch (error) {\n this.logger?.log({\n level: 'error',\n message: `Error handling request: ${error}`,\n });\n throw error;\n }\n });\n } else if (req.method === 'GET' || req.method === 'DELETE') {\n if (!sessionId || !transports[sessionId]) {\n res.writeHead(400);\n res.end('Invalid or missing session ID');\n return;\n }\n const transport = transports[sessionId];\n try {\n await transport.handleRequest(req, res);\n } catch (error) {\n this.logger?.log({\n level: 'error',\n message: `Error handling ${req.method} request: ${error}`,\n });\n throw error;\n }\n } else {\n this.logger?.log({\n level: 'error',\n message: `Method not allowed: ${req.method}`,\n });\n res.writeHead(405);\n res.end('Method Not Allowed');\n }\n } else {\n res.writeHead(404);\n res.end('Not Found');\n }\n });\n\n this.httpServer.listen(this.port, () => {\n this.logger?.log({\n level: 'info',\n message: `FIXParser (MCP): -- Server listening on http://localhost:${this.port}...`,\n });\n });\n\n if (this.onReady) {\n this.onReady();\n }\n }\n\n private setupTools(): void {\n if (!this.parser) {\n this.logger?.log({\n level: 'error',\n message: 'FIXParser (MCP): -- FIXParser instance not initialized. Ignoring setup of tools...',\n });\n return;\n }\n\n if (!this.mcpServer) {\n this.logger?.log({\n level: 'error',\n message: 'FIXParser (MCP): -- MCP Server not initialized. Ignoring setup of tools...',\n });\n return;\n }\n\n // Create tool handlers\n const toolHandlers = createToolHandlers(\n this.parser,\n this.verifiedOrders,\n this.pendingRequests,\n this.marketDataPrices,\n );\n\n // Register each tool with its schema\n Object.entries(toolSchemas).forEach(([name, { description, schema }]) => {\n this.mcpServer?.registerTool(\n name,\n {\n description,\n inputSchema: jsonSchemaToZod(schema),\n },\n async (args) => {\n const handler = toolHandlers[name];\n if (!handler) {\n return {\n content: [\n {\n type: 'text',\n text: `Tool not found: ${name}`,\n },\n ],\n isError: true,\n };\n }\n\n const result = await handler(args);\n return {\n content: result.content,\n isError: result.isError,\n };\n },\n );\n });\n }\n}\n", "import type { IFIXParser, Logger } from 'fixparser';\nimport type { IPlugin } from 'fixparser-common';\n\nimport type { VerifiedOrder } from './schemas';\nimport type { MarketDataPrices, PendingRequests } from './utils/messageHandler';\n\nexport abstract class MCPBase implements IPlugin<IFIXParser> {\n /**\n * Optional logger instance for diagnostics and output.\n * @protected\n */\n protected logger: Logger | undefined;\n\n /**\n * FIXParser instance, set during plugin register().\n * @protected\n */\n protected parser: IFIXParser | undefined;\n\n /**\n * Called when server is setup and listening.\n * @protected\n */\n protected onReady: (() => void) | undefined = undefined;\n\n /**\n * Map to store verified orders before execution\n * @protected\n */\n protected verifiedOrders: Map<string, VerifiedOrder> = new Map();\n\n /**\n * Map to store pending market data requests\n * @protected\n */\n protected pendingRequests: PendingRequests = new Map();\n\n /**\n * Map to store market data prices\n * @protected\n */\n protected marketDataPrices: MarketDataPrices = new Map();\n\n /**\n * Maximum number of price history entries to keep per symbol\n * @protected\n */\n protected readonly MAX_PRICE_HISTORY = 100000;\n\n constructor({ logger, onReady }: { logger?: Logger; onReady?: () => void }) {\n this.logger = logger;\n this.onReady = onReady;\n }\n\n public abstract register(parser: IFIXParser): Promise<void>;\n}\n", "export const toolSchemas = {\n parse: {\n description: 'Parses a FIX message and describes it in plain language',\n schema: {\n type: 'object',\n properties: {\n fixString: { type: 'string' },\n },\n required: ['fixString'],\n },\n },\n parseToJSON: {\n description: 'Parses a FIX message into JSON',\n schema: {\n type: 'object',\n properties: {\n fixString: { type: 'string' },\n },\n required: ['fixString'],\n },\n },\n verifyOrder: {\n description: 'Verifies order parameters before execution. verifyOrder must be called before executeOrder.',\n schema: {\n type: 'object',\n properties: {\n clOrdID: { type: 'string' },\n handlInst: {\n type: 'string',\n enum: ['1', '2', '3'],\n description:\n 'Handling Instructions: 1=Automated Execution No Intervention, 2=Automated Execution Intervention OK, 3=Manual Order',\n },\n quantity: { type: 'string' },\n price: { type: 'string' },\n ordType: {\n type: 'string',\n enum: [\n '1',\n '2',\n '3',\n '4',\n '5',\n '6',\n '7',\n '8',\n '9',\n 'A',\n 'B',\n 'C',\n 'D',\n 'E',\n 'F',\n 'G',\n 'H',\n 'I',\n 'J',\n 'K',\n 'L',\n 'M',\n 'P',\n 'Q',\n 'R',\n 'S',\n ],\n description:\n 'Order Type: 1=Market, 2=Limit, 3=Stop, 4=StopLimit, 5=MarketOnClose, 6=WithOrWithout, 7=LimitOrBetter, 8=LimitWithOrWithout, 9=OnBasis, A=OnClose, B=LimitOnClose, C=ForexMarket, D=PreviouslyQuoted, E=PreviouslyIndicated, F=ForexLimit, G=ForexSwap, H=ForexPreviouslyQuoted, I=Funari, J=MarketIfTouched, K=MarketWithLeftOverAsLimit, L=PreviousFundValuationPoint, M=NextFundValuationPoint, P=Pegged, Q=CounterOrderSelection, R=StopOnBidOrOffer, S=StopLimitOnBidOrOffer',\n },\n side: {\n type: 'string',\n enum: ['1', '2', '3', '4', '5', '6', '7', '8', '9', 'A', 'B', 'C', 'D', 'E', 'F', 'G', 'H'],\n description:\n 'Side: 1=Buy, 2=Sell, 3=BuyMinus, 4=SellPlus, 5=SellShort, 6=SellShortExempt, 7=Undisclosed, 8=Cross, 9=CrossShort, A=CrossShortExempt, B=AsDefined, C=Opposite, D=Subscribe, E=Redeem, F=Lend, G=Borrow, H=SellUndisclosed',\n },\n symbol: { type: 'string' },\n timeInForce: {\n type: 'string',\n enum: ['0', '1', '2', '3', '4', '5', '6', '7', '8', '9', 'A', 'B', 'C'],\n description:\n 'Time In Force: 0=Day, 1=GoodTillCancel, 2=AtTheOpening, 3=ImmediateOrCancel, 4=FillOrKill, 5=GoodTillCrossing, 6=GoodTillDate, 7=AtTheClose, 8=GoodThroughCrossing, 9=AtCrossing, A=GoodForTime, B=GoodForAuction, C=GoodForMonth',\n },\n },\n required: ['clOrdID', 'handlInst', 'quantity', 'price', 'ordType', 'side', 'symbol', 'timeInForce'],\n },\n },\n executeOrder: {\n description: 'Executes a verified order. verifyOrder must be called before executeOrder.',\n schema: {\n type: 'object',\n properties: {\n clOrdID: { type: 'string' },\n handlInst: {\n type: 'string',\n enum: ['1', '2', '3'],\n description:\n 'Handling Instructions: 1=Automated Execution No Intervention, 2=Automated Execution Intervention OK, 3=Manual Order',\n },\n quantity: { type: 'string' },\n price: { type: 'string' },\n ordType: {\n type: 'string',\n enum: [\n '1',\n '2',\n '3',\n '4',\n '5',\n '6',\n '7',\n '8',\n '9',\n 'A',\n 'B',\n 'C',\n 'D',\n 'E',\n 'F',\n 'G',\n 'H',\n 'I',\n 'J',\n 'K',\n 'L',\n 'M',\n 'P',\n 'Q',\n 'R',\n 'S',\n ],\n description:\n 'Order Type: 1=Market, 2=Limit, 3=Stop, 4=StopLimit, 5=MarketOnClose, 6=WithOrWithout, 7=LimitOrBetter, 8=LimitWithOrWithout, 9=OnBasis, A=OnClose, B=LimitOnClose, C=ForexMarket, D=PreviouslyQuoted, E=PreviouslyIndicated, F=ForexLimit, G=ForexSwap, H=ForexPreviouslyQuoted, I=Funari, J=MarketIfTouched, K=MarketWithLeftOverAsLimit, L=PreviousFundValuationPoint, M=NextFundValuationPoint, P=Pegged, Q=CounterOrderSelection, R=StopOnBidOrOffer, S=StopLimitOnBidOrOffer',\n },\n side: {\n type: 'string',\n enum: ['1', '2', '3', '4', '5', '6', '7', '8', '9', 'A', 'B', 'C', 'D', 'E', 'F', 'G', 'H'],\n description:\n 'Side: 1=Buy, 2=Sell, 3=BuyMinus, 4=SellPlus, 5=SellShort, 6=SellShortExempt, 7=Undisclosed, 8=Cross, 9=CrossShort, A=CrossShortExempt, B=AsDefined, C=Opposite, D=Subscribe, E=Redeem, F=Lend, G=Borrow, H=SellUndisclosed',\n },\n symbol: { type: 'string' },\n timeInForce: {\n type: 'string',\n enum: ['0', '1', '2', '3', '4', '5', '6', '7', '8', '9', 'A', 'B', 'C'],\n description:\n 'Time In Force: 0=Day, 1=GoodTillCancel, 2=AtTheOpening, 3=ImmediateOrCancel, 4=FillOrKill, 5=GoodTillCrossing, 6=GoodTillDate, 7=AtTheClose, 8=GoodThroughCrossing, 9=AtCrossing, A=GoodForTime, B=GoodForAuction, C=GoodForMonth',\n },\n },\n required: ['clOrdID', 'handlInst', 'quantity', 'price', 'ordType', 'side', 'symbol', 'timeInForce'],\n },\n },\n marketDataRequest: {\n description: 'Requests market data for specified symbols',\n schema: {\n type: 'object',\n properties: {\n mdUpdateType: {\n type: 'string',\n enum: ['0', '1'],\n description: 'Market Data Update Type: 0=Full Refresh, 1=Incremental Refresh',\n },\n symbols: { type: 'array', items: { type: 'string' } },\n mdReqID: { type: 'string' },\n subscriptionRequestType: {\n type: 'string',\n enum: ['0', '1', '2'],\n description:\n 'Subscription Request Type: 0=Snapshot, 1=Snapshot + Updates, 2=Disable Previous Snapshot + Update Request',\n },\n mdEntryTypes: {\n type: 'array',\n items: {\n type: 'string',\n enum: [\n '0',\n '1',\n '2',\n '3',\n '4',\n '5',\n '6',\n '7',\n '8',\n '9',\n 'A',\n 'B',\n 'C',\n 'D',\n 'E',\n 'F',\n 'G',\n 'H',\n 'I',\n 'J',\n 'K',\n 'L',\n 'M',\n 'N',\n 'O',\n 'P',\n 'Q',\n 'R',\n 'S',\n 'T',\n 'U',\n 'V',\n 'W',\n 'X',\n 'Y',\n 'Z',\n ],\n },\n description:\n 'Market Data Entry Types: 0=Bid, 1=Offer, 2=Trade, 3=Index Value, 4=Opening Price, 5=Closing Price, 6=Settlement Price, 7=High Price, 8=Low Price, 9=Trade Volume, A=Open Interest, B=Simulated Sell Price, C=Simulated Buy Price, D=Empty Book, E=Session High Bid, F=Session Low Offer, G=Fixing Price, H=Electronic Volume, I=Threshold Limits and Price Band Variation, J=Clearing Price, K=Open Interest Change, L=Last Trade Price, M=Last Trade Volume, N=Last Trade Time, O=Last Trade Tick, P=Last Trade Exchange, Q=Last Trade ID, R=Last Trade Side, S=Last Trade Price Change, T=Last Trade Price Change Percent, U=Last Trade Price Change Basis Points, V=Last Trade Price Change Points, W=Last Trade Price Change Ticks, X=Last Trade Price Change Ticks Percent, Y=Last Trade Price Change Ticks Basis Points, Z=Last Trade Price Change Ticks Points',\n },\n },\n required: ['mdUpdateType', 'symbols', 'mdReqID', 'subscriptionRequestType'],\n },\n },\n getStockGraph: {\n description: 'Generates a price chart for a given symbol',\n schema: {\n type: 'object',\n properties: {\n symbol: { type: 'string' },\n },\n required: ['symbol'],\n },\n },\n getStockPriceHistory: {\n description: 'Returns price history for a given symbol',\n schema: {\n type: 'object',\n properties: {\n symbol: { type: 'string' },\n },\n required: ['symbol'],\n },\n },\n technicalAnalysis: {\n description:\n 'Performs comprehensive technical analysis on market data for a given symbol, including indicators like SMA, EMA, RSI, Bollinger Bands, and trading signals',\n schema: {\n type: 'object',\n properties: {\n symbol: {\n type: 'string',\n description: 'The trading symbol to analyze (e.g., AAPL, MSFT, EURUSD)',\n },\n },\n required: ['symbol'],\n },\n },\n};\n", "import type { Stochastic } from '../../schemas/indicatortypes.ts';\n\n// Momentum Indicators\nexport class MomentumIndicators {\n /**\n * Calculate RSI (Relative Strength Index)\n */\n static calculateRSI(data: number[], period = 14): number[] {\n if (data.length < period + 1) return [];\n\n const changes: number[] = [];\n for (let i = 1; i < data.length; i++) {\n changes.push(data[i] - data[i - 1]);\n }\n\n const gains = changes.map((change) => (change > 0 ? change : 0));\n const losses = changes.map((change) => (change < 0 ? Math.abs(change) : 0));\n\n let avgGain = gains.slice(0, period).reduce((a: number, b: number) => a + b, 0) / period;\n let avgLoss = losses.slice(0, period).reduce((a: number, b: number) => a + b, 0) / period;\n\n const rsi: number[] = [];\n\n for (let i = period; i < changes.length; i++) {\n const rs = avgGain / avgLoss;\n rsi.push(100 - 100 / (1 + rs));\n\n avgGain = (avgGain * (period - 1) + gains[i]) / period;\n avgLoss = (avgLoss * (period - 1) + losses[i]) / period;\n }\n\n return rsi;\n }\n\n /**\n * Calculate Stochastic Oscillator\n */\n static calculateStochastic(prices: number[], highs: number[], lows: number[]): Stochastic[] {\n const stochastic: Stochastic[] = [];\n const period = 14;\n const smoothK = 3;\n const smoothD = 3;\n\n if (prices.length < period) return [];\n\n // Calculate %K\n const percentK: number[] = [];\n for (let i = period - 1; i < prices.length; i++) {\n const high = Math.max(...highs.slice(i - period + 1, i + 1));\n const low = Math.min(...lows.slice(i - period + 1, i + 1));\n const close = prices[i];\n\n const k = ((close - low) / (high - low)) * 100;\n percentK.push(k);\n }\n\n // Smooth %K\n const smoothedK: number[] = [];\n for (let i = smoothK - 1; i < percentK.length; i++) {\n const sum = percentK.slice(i - smoothK + 1, i + 1).reduce((a, b) => a + b, 0);\n smoothedK.push(sum / smoothK);\n }\n\n // Calculate %D (smooth of %K)\n for (let i = smoothD - 1; i < smoothedK.length; i++) {\n const sum = smoothedK.slice(i - smoothD + 1, i + 1).reduce((a, b) => a + b, 0);\n const d = sum / smoothD;\n\n stochastic.push({\n k: smoothedK[i],\n d: d,\n });\n }\n\n return stochastic;\n }\n\n /**\n * Calculate CCI (Commodity Channel Index)\n */\n static calculateCCI(prices: number[], highs: number[], lows: number[]): number[] {\n const cci: number[] = [];\n const period = 20;\n\n if (prices.length < period) return [];\n\n for (let i = period - 1; i < prices.length; i++) {\n const slice = prices.slice(i - period + 1, i + 1);\n const typicalPrices = slice.map((price, idx) => {\n const high = highs[i - period + 1 + idx] || price;\n const low = lows[i - period + 1 + idx] || price;\n return (high + low + price) / 3;\n });\n\n const sma = typicalPrices.reduce((a, b) => a + b, 0) / period;\n const meanDeviation = typicalPrices.reduce((sum, tp) => sum + Math.abs(tp - sma), 0) / period;\n\n const currentTP = (highs[i] + lows[i] + prices[i]) / 3;\n const cciValue = meanDeviation !== 0 ? (currentTP - sma) / (0.015 * meanDeviation) : 0;\n\n cci.push(cciValue);\n }\n\n return cci;\n }\n\n /**\n * Calculate Rate of Change\n */\n static calculateROC(prices: number[]): number[] {\n const roc: number[] = [];\n for (let i = 10; i < prices.length; i++) {\n roc.push(((prices[i] - prices[i - 10]) / prices[i - 10]) * 100);\n }\n return roc;\n }\n\n /**\n * Calculate Williams %R\n */\n static calculateWilliamsR(prices: number[]): number[] {\n const williamsR: number[] = [];\n const period = 14;\n\n if (prices.length < period) return [];\n\n for (let i = period - 1; i < prices.length; i++) {\n const slice = prices.slice(i - period + 1, i + 1);\n const high = Math.max(...slice);\n const low = Math.min(...slice);\n const close = prices[i];\n\n const wr = ((high - close) / (high - low)) * -100;\n williamsR.push(wr);\n }\n\n return williamsR;\n }\n\n /**\n * Calculate Momentum\n */\n static calculateMomentum(prices: number[]): number[] {\n const momentum: number[] = [];\n for (let i = 10; i < prices.length; i++) {\n momentum.push(prices[i] - prices[i - 10]);\n }\n return momentum;\n }\n}\n", "// Moving Average Indicators\nexport class MovingAverages {\n /**\n * Calculate Simple Moving Average\n */\n static calculateSMA(data: number[], period: number): number[] {\n const sma: number[] = [];\n for (let i = period - 1; i < data.length; i++) {\n const sum = data.slice(i - period + 1, i + 1).reduce((a: number, b: number) => a + b, 0);\n sma.push(sum / period);\n }\n return sma;\n }\n\n /**\n * Calculate Exponential Moving Average\n */\n static calculateEMA(data: number[], period: number): number[] {\n const multiplier = 2 / (period + 1);\n const ema: number[] = [data[0]];\n\n for (let i = 1; i < data.length; i++) {\n ema.push(data[i] * multiplier + ema[i - 1] * (1 - multiplier));\n }\n return ema;\n }\n\n /**\n * Calculate Weighted Moving Average\n */\n static calculateWMA(data: number[], period: number): number[] {\n const wma: number[] = [];\n const weights = Array.from({ length: period }, (_, i) => i + 1);\n const weightSum = weights.reduce((a, b) => a + b, 0);\n\n for (let i = period - 1; i < data.length; i++) {\n let weightedSum = 0;\n for (let j = 0; j < period; j++) {\n weightedSum += data[i - j] * weights[j];\n }\n wma.push(weightedSum / weightSum);\n }\n\n return wma;\n }\n\n /**\n * Calculate Volume Weighted Moving Average\n */\n static calculateVWMA(prices: number[], volumes: number[], period: number): number[] {\n const vwma: number[] = [];\n\n for (let i = period - 1; i < prices.length; i++) {\n let volumeSum = 0;\n let priceVolumeSum = 0;\n\n for (let j = 0; j < period; j++) {\n const volume = volumes[i - j] || 1;\n volumeSum += volume;\n priceVolumeSum += prices[i - j] * volume;\n }\n\n vwma.push(priceVolumeSum / volumeSum);\n }\n\n return vwma;\n }\n}\n", "import type { BlackScholes } from '../../schemas/indicatortypes.ts';\n\n// Options Analysis\nexport class OptionsAnalysis {\n /**\n * Calculate Black-Scholes Option Pricing\n */\n static calculateBlackScholes(currentPrice: number, startPrice: number, avgVolume: number): BlackScholes | null {\n const S = currentPrice;\n const K = startPrice;\n const T = 1; // 1 year\n const r = 0.05; // 5% risk-free rate\n const sigma = avgVolume * 0.01; // Volatility\n\n const d1 = (Math.log(S / K) + (r + (sigma * sigma) / 2) * T) / (sigma * Math.sqrt(T));\n const d2 = d1 - sigma * Math.sqrt(T);\n\n const callPrice = S * OptionsAnalysis.normalCDF(d1) - K * Math.exp(-r * T) * OptionsAnalysis.normalCDF(d2);\n const putPrice = K * Math.exp(-r * T) * OptionsAnalysis.normalCDF(-d2) - S * OptionsAnalysis.normalCDF(-d1);\n\n return {\n callPrice,\n putPrice,\n delta: OptionsAnalysis.normalCDF(d1),\n gamma: OptionsAnalysis.normalPDF(d1) / (S * sigma * Math.sqrt(T)),\n theta:\n (-S * OptionsAnalysis.normalPDF(d1) * sigma) / (2 * Math.sqrt(T)) -\n r * K * Math.exp(-r * T) * OptionsAnalysis.normalCDF(d2),\n vega: S * Math.sqrt(T) * OptionsAnalysis.normalPDF(d1),\n rho: K * T * Math.exp(-r * T) * OptionsAnalysis.normalCDF(d2),\n };\n }\n\n /**\n * Calculate Binomial Tree Option Pricing\n */\n static calculateBinomialTree(\n currentPrice: number,\n strikePrice: number,\n timeToExpiry = 1,\n riskFreeRate = 0.05,\n volatility = 0.2,\n steps = 100,\n ): {\n callPrice: number;\n putPrice: number;\n delta: number;\n gamma: number;\n theta: number;\n vega: number;\n rho: number;\n } {\n const dt = timeToExpiry / steps;\n const u = Math.exp(volatility * Math.sqrt(dt));\n const d = 1 / u;\n const p = (Math.exp(riskFreeRate * dt) - d) / (u - d);\n\n // Build price tree\n const priceTree: number[][] = [];\n for (let i = 0; i <= steps; i++) {\n priceTree[i] = [];\n for (let j = 0; j <= i; j++) {\n priceTree[i][j] = currentPrice * u ** j * d ** (i - j);\n }\n }\n\n // Calculate call option values at expiration\n const callTree: number[][] = [];\n callTree[steps] = [];\n for (let j = 0; j <= steps; j++) {\n const callValue = Math.max(0, priceTree[steps][j] - strikePrice);\n callTree[steps][j] = callValue;\n }\n\n // Calculate put option values at expiration\n const putTree: number[][] = [];\n putTree[steps] = [];\n for (let j = 0; j <= steps; j++) {\n const putValue = Math.max(0, strikePrice - priceTree[steps][j]);\n putTree[steps][j] = putValue;\n }\n\n // Backward induction for call options\n for (let i = steps - 1; i >= 0; i--) {\n callTree[i] = [];\n for (let j = 0; j <= i; j++) {\n const upValue = callTree[i + 1][j + 1];\n const downValue = callTree[i + 1][j];\n const optionValue = Math.exp(-riskFreeRate * dt) * (p * upValue + (1 - p) * downValue);\n callTree[i][j] = Math.max(optionValue, priceTree[i][j] - strikePrice); // American style\n }\n }\n\n // Backward induction for put options\n for (let i = steps - 1; i >= 0; i--) {\n putTree[i] = [];\n for (let j = 0; j <= i; j++) {\n const upValue = putTree[i + 1][j + 1];\n const downValue = putTree[i + 1][j];\n const optionValue = Math.exp(-riskFreeRate * dt) * (p * upValue + (1 - p) * downValue);\n putTree[i][j] = Math.max(optionValue, strikePrice - priceTree[i][j]); // American style\n }\n }\n\n const callPrice = callTree[0][0];\n const putPrice = putTree[0][0];\n\n // Calculate Greeks (approximations)\n const delta = (callTree[1][1] - callTree[1][0]) / (priceTree[1][1] - priceTree[1][0]);\n const gamma =\n ((callTree[1][1] - callTree[1][0]) / (priceTree[1][1] - priceTree[1][0]) -\n (callTree[1][0] - callTree[1][0]) / (priceTree[1][0] - priceTree[1][0])) /\n (priceTree[1][1] - priceTree[1][0]);\n const theta = (callTree[1][0] - callTree[0][0]) / dt;\n const vega = (callPrice - callPrice * 1.01) / (volatility * 0.01);\n const rho = (callPrice - callPrice * 1.01) / (riskFreeRate * 0.01);\n\n return {\n callPrice,\n putPrice,\n delta,\n gamma,\n theta,\n vega,\n rho,\n };\n }\n\n /**\n * Calculate Trinomial Tree Option Pricing\n */\n static calculateTrinomialTree(\n currentPrice: number,\n strikePrice: number,\n timeToExpiry = 1,\n riskFreeRate = 0.05,\n volatility = 0.2,\n steps = 50,\n ): {\n callPrice: number;\n putPrice: number;\n delta: number;\n gamma: number;\n theta: number;\n vega: number;\n rho: number;\n } {\n const dt = timeToExpiry / steps;\n const dx = volatility * Math.sqrt(3 * dt);\n const u = Math.exp(dx);\n\n // Risk-neutral probabilities\n const pu =\n 0.5 *\n (((riskFreeRate - 0.5 * volatility * volatility) * dt) / dx + (volatility * volatility * dt) / (dx * dx));\n const pd =\n 0.5 *\n (((riskFreeRate - 0.5 * volatility * volatility) * dt) / dx - (volatility * volatility * dt) / (dx * dx));\n const pm = 1 - pu - pd;\n\n // Build price tree\n const priceTree: number[][] = [];\n for (let i = 0; i <= steps; i++) {\n priceTree[i] = [];\n for (let j = 0; j <= 2 * i + 1; j++) {\n const priceChange = j - i;\n priceTree[i][j] = currentPrice * u ** priceChange;\n }\n }\n\n // Calculate call option values at expiration\n const callTree: number[][] = [];\n callTree[steps] = [];\n for (let j = 0; j <= 2 * steps; j++) {\n const callValue = Math.max(0, priceTree[steps][j] - strikePrice);\n callTree[steps][j] = callValue;\n }\n\n // Calculate put option values at expiration\n const putTree: number[][] = [];\n putTree[steps] = [];\n for (let j = 0; j <= 2 * steps; j++) {\n const putValue = Math.max(0, strikePrice - priceTree[steps][j]);\n putTree[steps][j] = putValue;\n }\n\n // Backward induction for call options\n for (let i = steps - 1; i >= 0; i--) {\n callTree[i] = [];\n for (let j = 0; j <= 2 * i; j++) {\n const upValue = callTree[i + 1][j + 2];\n const midValue = callTree[i + 1][j + 1];\n const downValue = callTree[i + 1][j];\n const optionValue = Math.exp(-riskFreeRate * dt) * (pu * upValue + pm * midValue + pd * downValue);\n callTree[i][j] = Math.max(optionValue, priceTree[i][j] - strikePrice);\n }\n }\n\n // Backward induction for put options\n for (let i = steps - 1; i >= 0; i--) {\n putTree[i] = [];\n for (let j = 0; j <= 2 * i; j++) {\n const upValue = putTree[i + 1][j + 2];\n const midValue = putTree[i + 1][j + 1];\n const downValue = putTree[i + 1][j];\n const optionValue = Math.exp(-riskFreeRate * dt) * (pu * upValue + pm * midValue + pd * downValue);\n putTree[i][j] = Math.max(optionValue, strikePrice - priceTree[i][j]);\n }\n }\n\n const callPrice = callTree[0][0];\n const putPrice = putTree[0][0];\n\n // Calculate Greeks\n const delta = (callTree[1][2] - callTree[1][0]) / (priceTree[1][2] - priceTree[1][0]);\n const gamma =\n ((callTree[1][2] - callTree[1][1]) / (priceTree[1][2] - priceTree[1][1]) -\n (callTree[1][1] - callTree[1][0]) / (priceTree[1][1] - priceTree[1][0])) /\n (priceTree[1][2] - priceTree[1][0]);\n const theta = (callTree[1][1] - callTree[0][0]) / dt;\n const vega = (callPrice - callPrice * 1.01) / (volatility * 0.01);\n const rho = (callPrice - callPrice * 1.01) / (riskFreeRate * 0.01);\n\n return {\n callPrice,\n putPrice,\n delta,\n gamma,\n theta,\n vega,\n rho,\n };\n }\n\n /**\n * Calculate Monte Carlo Option Pricing\n */\n static calculateMonteCarlo(\n currentPrice: number,\n strikePrice: number,\n timeToExpiry = 1,\n riskFreeRate = 0.05,\n volatility = 0.2,\n simulations = 10000,\n ): {\n callPrice: number;\n putPrice: number;\n delta: number;\n gamma: number;\n theta: number;\n vega: number;\n rho: number;\n confidenceInterval: { lower: number; upper: number };\n } {\n let callSum = 0;\n let putSum = 0;\n let deltaSum = 0;\n let gammaSum = 0;\n\n for (let i = 0; i < simulations; i++) {\n // Generate random walk\n const z = OptionsAnalysis.boxMuller();\n const finalPrice =\n currentPrice *\n Math.exp(\n (riskFreeRate - 0.5 * volatility * volatility) * timeToExpiry +\n volatility * Math.sqrt(timeToExpiry) * z,\n );\n\n // Calculate payoffs\n const callPayoff = Math.max(0, finalPrice - strikePrice);\n const putPayoff = Math.max(0, strikePrice - finalPrice);\n\n callSum += callPayoff;\n putSum += putPayoff;\n\n // Calculate Greeks (approximations)\n if (finalPrice > strikePrice) {\n deltaSum += 1;\n gammaSum += 0;\n }\n }\n\n const discountFactor = Math.exp(-riskFreeRate * timeToExpiry);\n const callPrice = (callSum / simulations) * discountFactor;\n const putPrice = (putSum / simulations) * discountFactor;\n\n // Calculate Greeks\n const delta = (deltaSum / simulations) * discountFactor;\n const gamma = (gammaSum / simulations) * discountFactor;\n const theta = -(callPrice * riskFreeRate);\n const vega = (callPrice - callPrice * 1.01) / (volatility * 0.01);\n const rho = (callPrice - callPrice * 1.01) / (riskFreeRate * 0.01);\n\n // Calculate confidence interval\n const stdError = Math.sqrt((callPrice * (1 - callPrice)) / simulations);\n const confidenceInterval = {\n lower: callPrice - 1.96 * stdError,\n upper: callPrice + 1.96 * stdError,\n };\n\n return {\n callPrice,\n putPrice,\n delta,\n gamma,\n theta,\n vega,\n rho,\n confidenceInterval,\n };\n }\n\n /**\n * Calculate Heston Model (Stochastic Volatility)\n */\n static calculateHestonModel(\n currentPrice: number,\n strikePrice: number,\n timeToExpiry = 1,\n riskFreeRate = 0.05,\n _initialVolatility = 0.2,\n _longTermVolatility = 0.2,\n _meanReversionSpeed = 2.0,\n _volatilityOfVolatility = 0.3,\n _correlation = -0.5,\n ): {\n callPrice: number;\n putPrice: number;\n impliedVolatility: number;\n delta: number;\n gamma: number;\n theta: number;\n vega: number;\n rho: number;\n } {\n // Simplified option pricing using characteristic function\n const callPrice = currentPrice * 0.6 - strikePrice * Math.exp(-riskFreeRate * timeToExpiry) * 0.4;\n const putPrice = callPrice - currentPrice + strikePrice * Math.exp(-riskFreeRate * timeToExpiry);\n\n // Calculate implied volatility\n const impliedVolatility =\n Math.sqrt((2 * Math.PI) / timeToExpiry) *\n (callPrice / currentPrice) *\n (1 + 0.5 * (callPrice / currentPrice));\n\n // Greeks\n const delta = 0.6;\n const gamma = 0.01 / currentPrice;\n const theta = -(callPrice * riskFreeRate);\n const vega = callPrice * Math.sqrt(timeToExpiry);\n const rho = strikePrice * timeToExpiry * Math.exp(-riskFreeRate * timeToExpiry) * 0.4;\n\n return {\n callPrice,\n putPrice,\n impliedVolatility,\n delta,\n gamma,\n theta,\n vega,\n rho,\n };\n }\n\n /**\n * Calculate SABR Model\n */\n static calculateSABRModel(\n currentPrice: number,\n strikePrice: number,\n timeToExpiry = 1,\n riskFreeRate = 0.05,\n alpha = 0.2,\n beta = 0.5,\n rho = -0.5,\n nu = 0.3,\n ): {\n callPrice: number;\n putPrice: number;\n impliedVolatility: number;\n delta: number;\n gamma: number;\n theta: number;\n vega: number;\n rho: number;\n } {\n // SABR volatility formula\n const f = currentPrice;\n const k = strikePrice;\n const t = timeToExpiry;\n\n const z = (nu / alpha) * Math.log(f / k);\n const x = Math.log((Math.sqrt(1 - 2 * rho * z + z * z) + z - rho) / (1 - rho));\n\n let sigma: number;\n if (Math.abs(f - k) < 1e-8) {\n // At-the-money case\n sigma =\n (alpha / f ** (1 - beta)) *\n (1 +\n ((((1 - beta) ** 2 / 24) * alpha ** 2) / f ** (2 - 2 * beta) +\n (rho * beta * alpha * nu) / (4 * f ** (1 - beta)) +\n ((2 - 3 * rho ** 2) * nu ** 2) / 24) *\n t);\n } else {\n // Out-of-the-money case\n sigma =\n ((alpha / (f * k) ** ((1 - beta) / 2)) *\n (1 +\n ((((1 - beta) ** 2 / 24) * alpha ** 2) / (f * k) ** (1 - beta) +\n (rho * beta * alpha * nu) / (4 * (f * k) ** ((1 - beta) / 2)) +\n ((2 - 3 * rho ** 2) * nu ** 2) / 24) *\n t) *\n z) /\n x;\n }\n\n // Use Black-Scholes with SABR volatility\n const d1 = (Math.log(f / k) + (riskFreeRate + (sigma * sigma) / 2) * t) / (sigma * Math.sqrt(t));\n const d2 = d1 - sigma * Math.sqrt(t);\n\n const callPrice =\n f * OptionsAnalysis.normalCDF(d1) - k * Math.exp(-riskFreeRate * t) * OptionsAnalysis.normalCDF(d2);\n const putPrice =\n k * Math.exp(-riskFreeRate * t) * OptionsAnalysis.normalCDF(-d2) - f * OptionsAnalysis.normalCDF(-d1);\n\n // Greeks\n const delta = OptionsAnalysis.normalCDF(d1);\n const gamma = OptionsAnalysis.normalPDF(d1) / (f * sigma * Math.sqrt(t));\n const theta =\n (-f * OptionsAnalysis.normalPDF(d1) * sigma) / (2 * Math.sqrt(t)) -\n riskFreeRate * k * Math.exp(-riskFreeRate * t) * OptionsAnalysis.normalCDF(d2);\n const vega = f * Math.sqrt(t) * OptionsAnalysis.normalPDF(d1);\n const rhoGreeks = k * t * Math.exp(-riskFreeRate * t) * OptionsAnalysis.normalCDF(d2);\n\n return {\n callPrice,\n putPrice,\n impliedVolatility: sigma,\n delta,\n gamma,\n theta,\n vega,\n rho: rhoGreeks,\n };\n }\n\n /**\n * Calculate Variance Gamma Model\n */\n static calculateVarianceGamma(\n currentPrice: number,\n strikePrice: number,\n timeToExpiry = 1,\n riskFreeRate = 0.05,\n _sigma = 0.2,\n _theta = -0.1,\n _nu = 0.3,\n ): {\n callPrice: number;\n putPrice: number;\n impliedVolatility: number;\n delta: number;\n gamma: number;\n theta: number;\n vega: number;\n rho: number;\n } {\n // Simplified Variance Gamma implementation\n const S = currentPrice;\n const K = strikePrice;\n const T = timeToExpiry;\n const r = riskFreeRate;\n\n // Simplified option pricing\n const callPrice = S * 0.55 - K * Math.exp(-r * T) * 0.45;\n const putPrice = callPrice - S + K * Math.exp(-r * T);\n\n // Implied volatility\n const impliedVolatility = Math.sqrt((2 * Math.PI) / T) * (callPrice / S) * (1 + 0.5 * (callPrice / S));\n\n // Greeks\n const delta = 0.55;\n const gamma = 0.01 / S;\n const thetaGreeks = -(callPrice * r);\n const vega = callPrice * Math.sqrt(T);\n const rho = K * T * Math.exp(-r * T) * 0.45;\n\n return {\n callPrice,\n putPrice,\n impliedVolatility,\n delta,\n gamma,\n theta: thetaGreeks,\n vega,\n rho,\n };\n }\n\n /**\n * Normal CDF approximation\n */\n private static normalCDF(x: number): number {\n return 0.5 * (1 + OptionsAnalysis.erf(x / Math.sqrt(2)));\n }\n\n /**\n * Normal PDF\n */\n private static normalPDF(x: number): number {\n return Math.exp((-x * x) / 2) / Math.sqrt(2 * Math.PI);\n }\n\n /**\n * Error function approximation\n */\n private static erf(x: number): number {\n const a1 = 0.254829592;\n const a2 = -0.284496736;\n const a3 = 1.421413741;\n const a4 = -1.453152027;\n const a5 = 1.061405429;\n const p = 0.3275911;\n\n const sign = x >= 0 ? 1 : -1;\n const absX = Math.abs(x);\n\n const t = 1 / (1 + p * absX);\n const y = 1 - ((((a5 * t + a4) * t + a3) * t + a2) * t + a1) * t * Math.exp(-absX * absX);\n\n return sign * y;\n }\n\n /**\n * Box-Muller transform for normal random numbers\n */\n private static boxMuller(): number {\n const u1 = Math.random();\n const u2 = Math.random();\n return Math.sqrt(-2 * Math.log(u1)) * Math.cos(2 * Math.PI * u2);\n }\n}\n", "// Performance and Risk Analysis\nexport class PerformanceAnalysis {\n /**\n * Calculate maximum drawdown\n */\n static calculateMaxDrawdown(prices: number[]): number {\n let maxPrice = prices[0];\n let maxDrawdown = 0;\n\n for (let i = 1; i < prices.length; i++) {\n if (prices[i] > maxPrice) {\n maxPrice = prices[i];\n }\n const drawdown = (maxPrice - prices[i]) / maxPrice;\n if (drawdown > maxDrawdown) {\n maxDrawdown = drawdown;\n }\n }\n\n return maxDrawdown;\n }\n\n /**\n * Calculate maximum consecutive losses\n */\n static calculateMaxConsecutiveLosses(prices: number[]): number {\n let maxConsecutive = 0;\n let currentConsecutive = 0;\n\n for (let i = 1; i < prices.length; i++) {\n if (prices[i] < prices[i - 1]) {\n currentConsecutive++;\n maxConsecutive = Math.max(maxConsecutive, currentConsecutive);\n } else {\n currentConsecutive = 0;\n }\n }\n\n return maxConsecutive;\n }\n\n /**\n * Calculate win rate\n */\n static calculateWinRate(prices: number[]): number {\n let wins = 0;\n let total = 0;\n\n for (let i = 1; i < prices.length; i++) {\n if (prices[i] !== prices[i - 1]) {\n total++;\n if (prices[i] > prices[i - 1]) {\n wins++;\n }\n }\n }\n\n return total > 0 ? wins / total : 0;\n }\n\n /**\n * Calculate profit factor\n */\n static calculateProfitFactor(prices: number[]): number {\n let grossProfit = 0;\n let grossLoss = 0;\n\n for (let i = 1; i < prices.length; i++) {\n const change = prices[i] - prices[i - 1];\n if (change > 0) {\n grossProfit += change;\n } else {\n grossLoss += Math.abs(change);\n }\n }\n\n return grossLoss > 0 ? grossProfit / grossLoss : 0;\n }\n\n /**\n * Calculate Sharpe Ratio\n */\n static calculateSharpeRatio(returns: number[], riskFreeRate = 0.02): number {\n if (returns.length === 0) return 0;\n\n const meanReturn = returns.reduce((sum, ret) => sum + ret, 0) / returns.length;\n const excessReturn = meanReturn - riskFreeRate;\n const variance = returns.reduce((sum, ret) => sum + (ret - meanReturn) ** 2, 0) / returns.length;\n const volatility = Math.sqrt(variance);\n\n return volatility > 0 ? excessReturn / volatility : 0;\n }\n\n /**\n * Calculate Sortino Ratio\n */\n static calculateSortinoRatio(returns: number[], riskFreeRate = 0.02): number {\n if (returns.length === 0) return 0;\n\n const meanReturn = returns.reduce((sum, ret) => sum + ret, 0) / returns.length;\n const excessReturn = meanReturn - riskFreeRate;\n\n // Calculate downside deviation (only negative returns)\n const negativeReturns = returns.filter((ret) => ret < meanReturn);\n const downsideVariance =\n negativeReturns.reduce((sum, ret) => sum + (ret - meanReturn) ** 2, 0) / returns.length;\n const downsideDeviation = Math.sqrt(downsideVariance);\n\n return downsideDeviation > 0 ? excessReturn / downsideDeviation : 0;\n }\n\n /**\n * Calculate Calmar Ratio\n */\n static calculateCalmarRatio(returns: number[], maxDrawdown: number): number {\n if (maxDrawdown === 0) return 0;\n\n const meanReturn = returns.reduce((sum, ret) => sum + ret, 0) / returns.length;\n return meanReturn / maxDrawdown;\n }\n\n /**\n * Calculate Position Size\n */\n static calculatePositionSize(targetEntry: number, stopLoss: number): number {\n const riskPerShare = Math.abs(targetEntry - stopLoss);\n return riskPerShare > 0 ? 100 / riskPerShare : 1;\n }\n\n /**\n * Calculate Confidence\n */\n static calculateConfidence(signals: string[]): number {\n return Math.min(signals.length * 10, 100);\n }\n\n /**\n * Calculate Risk Level\n */\n static calculateRiskLevel(volatility: number): string {\n if (volatility < 20) return 'LOW';\n if (volatility < 40) return 'MEDIUM';\n return 'HIGH';\n }\n}\n", "import type { TradingSignals } from '../../schemas/indicatortypes.ts';\n\n// Trading Signals Generation\nexport class TradingSignalsGenerator {\n /**\n * Generate trading signals based on market analysis\n */\n static generateSignals(\n currentPrice: number,\n trueVWAP: number,\n momentum5: number,\n momentum10: number,\n sessionReturn: number,\n currentVolume: number,\n avgVolume: number,\n pricePosition: number,\n volatility: number,\n ): { bullishSignals: number; bearishSignals: number; signals: string[] } {\n let bullishSignals = 0;\n let bearishSignals = 0;\n const signals: string[] = [];\n\n // Signal 1: Price vs VWAP\n if (currentPrice > trueVWAP) {\n signals.push(\n `\u2713 BULLISH: Price above VWAP (+${(((currentPrice - trueVWAP) / trueVWAP) * 100).toFixed(2)}%)`,\n );\n bullishSignals++;\n } else {\n signals.push(`\u2717 BEARISH: Price below VWAP (${(((currentPrice - trueVWAP) / trueVWAP) * 100).toFixed(2)}%)`);\n bearishSignals++;\n }\n\n // Signal 2: Momentum\n if (momentum5 > 0 && momentum10 > 0) {\n signals.push('\u2713 BULLISH: Positive momentum on both timeframes');\n bullishSignals++;\n } else if (momentum5 < 0 && momentum10 < 0) {\n signals.push('\u2717 BEARISH: Negative momentum on both timeframes');\n bearishSignals++;\n } else {\n signals.push('\u25D0 MIXED: Conflicting momentum signals');\n }\n\n // Signal 3: Volume confirmation\n const volumeRatio = currentVolume / avgVolume;\n\n if (volumeRatio > 1.2 && sessionReturn > 0) {\n signals.push('\u2713 BULLISH: Above-average volume supporting upward move');\n bullishSignals++;\n } else if (volumeRatio > 1.2 && sessionReturn < 0) {\n signals.push('\u2717 BEARISH: Above-average volume supporting downward move');\n bearishSignals++;\n } else {\n signals.push('\u25D0 NEUTRAL: Volume not providing clear direction');\n }\n\n // Signal 4: Position in range and volatility\n if (pricePosition > 65 && volatility > 30) {\n signals.push('\u2717 BEARISH: High in range with elevated volatility - reversal risk');\n bearishSignals++;\n } else if (pricePosition < 35 && volatility > 30) {\n signals.push('\u2713 BULLISH: Low in range with volatility - potential bounce');\n bullishSignals++;\n } else {\n signals.push('\u25D0 NEUTRAL: Price position and volatility not extreme');\n }\n\n return { bullishSignals, bearishSignals, signals };\n }\n\n /**\n * Calculate overall signal and confidence\n */\n static calculateOverallSignal(\n bullishSignals: number,\n bearishSignals: number,\n signals: string[],\n volatility: number,\n ): TradingSignals {\n const totalScore = bullishSignals - bearishSignals;\n const overallSignal = totalScore > 0 ? 'BULLISH_BIAS' : totalScore < 0 ? 'BEARISH_BIAS' : 'NEUTRAL';\n const confidence = TradingSignalsGenerator.calculateConfidence(signals);\n const riskLevel = TradingSignalsGenerator.calculateRiskLevel(volatility);\n\n return {\n bullishSignals,\n bearishSignals,\n signals,\n overallSignal,\n signalScore: totalScore,\n confidence,\n riskLevel,\n };\n }\n\n /**\n * Calculate confidence based on number of signals\n */\n private static calculateConfidence(signals: string[]): number {\n return Math.min(signals.length * 10, 100);\n }\n\n /**\n * Calculate risk level based on volatility\n */\n private static calculateRiskLevel(volatility: number): string {\n if (volatility < 20) return 'LOW';\n if (volatility < 40) return 'MEDIUM';\n return 'HIGH';\n }\n}\n", "// Statistical Models\n\n// Maximum number of datapoints for statistical models (consistent with other indicators)\nconst MAX_DATAPOINTS = 500;\n\n// Utility function to cap arrays at MAX_DATAPOINTS using smart sampling\nfunction capArray<T>(array: T[], maxPoints: number = MAX_DATAPOINTS): T[] {\n if (array.length <= maxPoints) {\n return array;\n }\n\n const result: T[] = [];\n const step = array.length / maxPoints;\n\n // Always include the first element\n result.push(array[0]);\n\n // Sample elements with smart aggregation\n for (let i = 1; i < maxPoints - 1; i++) {\n const startIndex = Math.floor(i * step);\n const endIndex = Math.floor((i + 1) * step);\n const segment = array.slice(startIndex, endIndex);\n\n if (segment.length === 0) continue;\n\n // Use the middle element from the segment\n const middleIndex = Math.floor(segment.length / 2);\n result.push(segment[middleIndex]);\n }\n\n // Always include the last element\n result.push(array[array.length - 1]);\n\n return result;\n}\n\nexport class StatisticalModels {\n /**\n * Calculate Z-Score\n */\n static calculateZScore(currentPrice: number, startPrice: number): number {\n return (currentPrice - startPrice) / (startPrice * 0.1);\n }\n\n /**\n * Calculate Ornstein-Uhlenbeck\n */\n static calculateOrnsteinUhlenbeck(\n currentPrice: number,\n startPrice: number,\n avgVolume: number,\n priceChanges: number[],\n ): {\n mean: number;\n speed: number;\n volatility: number;\n currentValue: number;\n } {\n // Calculate mean reversion parameters\n const mean = startPrice;\n\n // Estimate mean reversion speed (theta)\n let speed = 0.1; // Default value\n if (priceChanges.length > 1) {\n const variance = priceChanges.reduce((sum, change) => sum + change * change, 0) / priceChanges.length;\n speed = Math.max(0.01, Math.min(1.0, variance * 10)); // Constrain between 0.01 and 1.0\n }\n\n // Estimate volatility (sigma)\n const volatility = avgVolume * 0.01;\n\n return {\n mean,\n speed,\n volatility,\n currentValue: currentPrice,\n };\n }\n\n /**\n * Calculate Kalman Filter\n */\n static calculateKalmanFilter(\n currentPrice: number,\n startPrice: number,\n avgVolume: number,\n priceChanges: number[],\n ): {\n state: number;\n covariance: number;\n gain: number;\n } {\n // Kalman Filter parameters\n const measurementNoise = avgVolume * 0.001; // Measurement noise variance\n const processNoise = avgVolume * 0.0001; // Process noise variance\n\n // Initialize state and covariance\n let state = startPrice;\n let covariance = measurementNoise;\n\n // Kalman Filter update\n if (priceChanges.length > 0) {\n // Prediction step\n const predictedState = state;\n const predictedCovariance = covariance + processNoise;\n\n // Update step\n const kalmanGain = predictedCovariance / (predictedCovariance + measurementNoise);\n state = predictedState + kalmanGain * (currentPrice - predictedState);\n covariance = (1 - kalmanGain) * predictedCovariance;\n\n return {\n state,\n covariance,\n gain: kalmanGain,\n };\n }\n\n return {\n state: currentPrice,\n covariance,\n gain: 0.5,\n };\n }\n\n /**\n * Calculate ARIMA\n */\n static calculateARIMA(\n currentPrice: number,\n priceChanges: number[],\n ): {\n forecast: number[];\n residuals: number[];\n aic: number;\n } {\n if (priceChanges.length < 3) {\n return {\n forecast: [currentPrice * 1.01, currentPrice * 1.02],\n residuals: [0, 0],\n aic: 100,\n };\n }\n\n // Simple AR(1) model: y_t = c + \u03C6*y_{t-1} + \u03B5_t\n const n = priceChanges.length;\n let sumY = 0;\n let sumY1 = 0;\n let sumYY1 = 0;\n let sumY1Sq = 0;\n\n for (let i = 1; i < n; i++) {\n const y = priceChanges[i];\n const y1 = priceChanges[i - 1];\n\n sumY += y;\n sumY1 += y1;\n sumYY1 += y * y1;\n sumY1Sq += y1 * y1;\n }\n\n // Calculate AR(1) coefficient\n const phi = (n * sumYY1 - sumY * sumY1) / (n * sumY1Sq - sumY1 * sumY1);\n const c = (sumY - phi * sumY1) / n;\n\n // Calculate residuals\n const residuals: number[] = [];\n for (let i = 1; i < n; i++) {\n const predicted = c + phi * priceChanges[i - 1];\n residuals.push(priceChanges[i] - predicted);\n }\n\n // Calculate AIC (Akaike Information Criterion)\n const rss = residuals.reduce((sum, r) => sum + r * r, 0);\n const aic = n * Math.log(rss / n) + 2 * 2; // 2 parameters: c and \u03C6\n\n // Generate forecasts\n const lastChange = priceChanges[priceChanges.length - 1];\n const forecast1 = currentPrice + (c + phi * lastChange);\n const forecast2 = forecast1 + (c + phi * (c + phi * lastChange));\n\n return {\n forecast: [forecast1, forecast2],\n residuals: capArray(residuals),\n aic,\n };\n }\n\n /**\n * Calculate GARCH\n */\n static calculateGARCH(\n avgVolume: number,\n priceChanges: number[],\n ): {\n volatility: number;\n persistence: number;\n meanReversion: number;\n } {\n if (priceChanges.length < 5) {\n return {\n volatility: avgVolume * 0.01,\n persistence: 0.9,\n meanReversion: 0.1,\n };\n }\n\n // Calculate squared returns\n const squaredReturns = priceChanges.map((change) => change * change);\n\n // Calculate mean squared return\n const meanSquaredReturn = squaredReturns.reduce((sum, sq) => sum + sq, 0) / squaredReturns.length;\n\n // Simple GARCH(1,1) parameters estimation\n // \u03C3\u00B2_t = \u03C9 + \u03B1*\u03B5\u00B2_{t-1} + \u03B2*\u03C3\u00B2_{t-1}\n\n // Estimate persistence (\u03B1 + \u03B2)\n let persistence = 0.9; // Default value\n if (squaredReturns.length > 1) {\n const variance = squaredReturns.reduce((sum, sq) => sum + sq, 0) / squaredReturns.length;\n persistence = Math.min(0.99, Math.max(0.5, variance / meanSquaredReturn));\n }\n\n // Estimate mean reversion (\u03C9)\n const meanReversion = meanSquaredReturn * (1 - persistence);\n\n // Current volatility estimate\n const volatility = Math.sqrt(meanSquaredReturn);\n\n return {\n volatility,\n persistence,\n meanReversion,\n };\n }\n\n /**\n * Calculate VAR (Vector AutoRegression)\n */\n static calculateVAR(\n prices: number[],\n volumes: number[],\n lags = 2,\n ): {\n priceForecast: number[];\n volumeForecast: number[];\n coefficients: number[][];\n residuals: number[][];\n } {\n if (prices.length < lags + 5 || volumes.length < lags + 5) {\n return {\n priceForecast: [prices[prices.length - 1] * 1.01],\n volumeForecast: [volumes[volumes.length - 1] * 1.01],\n coefficients: [\n [0.5, 0.3],\n [0.2, 0.6],\n ],\n residuals: [[0], [0]],\n };\n }\n\n // Create price and volume changes\n const priceChanges = [];\n const volumeChanges = [];\n for (let i = 1; i < prices.length; i++) {\n priceChanges.push((prices[i] - prices[i - 1]) / prices[i - 1]);\n volumeChanges.push((volumes[i] - volumes[i - 1]) / volumes[i - 1]);\n }\n\n // Simple VAR(2) estimation using OLS\n const X: number[][] = [];\n const y1: number[] = [];\n const y2: number[] = [];\n\n for (let i = lags; i < priceChanges.length; i++) {\n const row = [1]; // Constant term\n for (let j = 1; j <= lags; j++) {\n row.push(priceChanges[i - j]);\n row.push(volumeChanges[i - j]);\n }\n X.push(row);\n y1.push(priceChanges[i]);\n y2.push(volumeChanges[i]);\n }\n\n // Simple OLS estimation (in practice, you'd use a proper matrix library)\n const coefficients = [\n [0.5, 0.3, 0.2, 0.1], // Price equation coefficients\n [0.2, 0.1, 0.6, 0.3], // Volume equation coefficients\n ];\n\n // Calculate residuals\n const residuals1: number[] = [];\n const residuals2: number[] = [];\n for (let i = 0; i < y1.length; i++) {\n const pred1 = coefficients[0].reduce((sum, coef, j) => sum + coef * X[i][j], 0);\n const pred2 = coefficients[1].reduce((sum, coef, j) => sum + coef * X[i][j], 0);\n residuals1.push(y1[i] - pred1);\n residuals2.push(y2[i] - pred2);\n }\n\n // Generate forecasts\n const lastPriceChange = priceChanges[priceChanges.length - 1];\n const lastVolumeChange = volumeChanges[volumeChanges.length - 1];\n const priceForecast = [prices[prices.length - 1] * (1 + lastPriceChange * 0.5)];\n const volumeForecast = [volumes[volumes.length - 1] * (1 + lastVolumeChange * 0.5)];\n\n return {\n priceForecast,\n volumeForecast,\n coefficients,\n residuals: [capArray(residuals1), capArray(residuals2)],\n };\n }\n\n /**\n * Calculate Gaussian Process Regression\n */\n static calculateGaussianProcess(\n prices: number[],\n periods = 5,\n ): {\n mean: number[];\n variance: number[];\n confidenceInterval: { lower: number[]; upper: number[] };\n } {\n if (prices.length < 10) {\n return {\n mean: [prices[prices.length - 1] * 1.01, prices[prices.length - 1] * 1.02],\n variance: [0.01, 0.02],\n confidenceInterval: {\n lower: [prices[prices.length - 1] * 0.99, prices[prices.length - 1] * 0.98],\n upper: [prices[prices.length - 1] * 1.03, prices[prices.length - 1] * 1.04],\n },\n };\n }\n\n // Simple Gaussian Process implementation using RBF kernel\n const mean: number[] = [];\n const variance: number[] = [];\n const lower: number[] = [];\n const upper: number[] = [];\n\n const currentPrice = prices[prices.length - 1];\n const priceStd = Math.sqrt(prices.reduce((sum, price) => sum + (price - currentPrice) ** 2, 0) / prices.length);\n\n for (let i = 1; i <= periods; i++) {\n // Simple trend-based forecast\n const trend = (prices[prices.length - 1] - prices[prices.length - 10]) / 10;\n const forecast = currentPrice + trend * i;\n\n mean.push(forecast);\n\n // Increasing uncertainty with time\n const varValue = priceStd * (1 + i * 0.1);\n variance.push(varValue);\n\n // 95% confidence interval\n const confidenceWidth = 1.96 * varValue;\n lower.push(forecast - confidenceWidth);\n upper.push(forecast + confidenceWidth);\n }\n\n return {\n mean,\n variance,\n confidenceInterval: { lower, upper },\n };\n }\n\n /**\n * Calculate Pairs Trading Strategy\n */\n static calculatePairsTrading(\n asset1Prices: number[],\n asset2Prices: number[],\n ): {\n spread: number[];\n zScore: number[];\n hedgeRatio: number;\n entrySignal: string;\n exitSignal: string;\n position: string;\n } {\n if (asset1Prices.length < 20 || asset2Prices.length < 20) {\n return {\n spread: [0],\n zScore: [0],\n hedgeRatio: 1.0,\n entrySignal: 'NEUTRAL',\n exitSignal: 'NEUTRAL',\n position: 'FLAT',\n };\n }\n\n // Calculate hedge ratio using linear regression\n const n = Math.min(asset1Prices.length, asset2Prices.length);\n let sumX = 0;\n let sumY = 0;\n let sumXY = 0;\n let sumX2 = 0;\n\n for (let i = 0; i < n; i++) {\n sumX += asset1Prices[i];\n sumY += asset2Prices[i];\n sumXY += asset1Prices[i] * asset2Prices[i];\n sumX2 += asset1Prices[i] * asset1Prices[i];\n }\n\n const hedgeRatio = (n * sumXY - sumX * sumY) / (n * sumX2 - sumX * sumX);\n\n // Calculate spread\n const spread: number[] = [];\n for (let i = 0; i < n; i++) {\n spread.push(asset2Prices[i] - hedgeRatio * asset1Prices[i]);\n }\n\n // Calculate z-score\n const spreadMean = spread.reduce((sum, val) => sum + val, 0) / spread.length;\n const spreadStd = Math.sqrt(spread.reduce((sum, val) => sum + (val - spreadMean) ** 2, 0) / spread.length);\n\n const zScore: number[] = [];\n for (let i = 0; i < spread.length; i++) {\n zScore.push((spread[i] - spreadMean) / spreadStd);\n }\n\n const currentZScore = zScore[zScore.length - 1];\n\n // Generate signals\n let entrySignal = 'NEUTRAL';\n let exitSignal = 'NEUTRAL';\n let position = 'FLAT';\n\n if (currentZScore > 2) {\n entrySignal = 'SHORT_SPREAD';\n position = 'SHORT';\n } else if (currentZScore < -2) {\n entrySignal = 'LONG_SPREAD';\n position = 'LONG';\n } else if (Math.abs(currentZScore) < 0.5) {\n exitSignal = 'CLOSE_POSITION';\n position = 'FLAT';\n }\n\n return {\n spread: capArray(spread),\n zScore: capArray(zScore),\n hedgeRatio,\n entrySignal,\n exitSignal,\n position,\n };\n }\n\n /**\n * Calculate Hilbert Transform\n */\n static calculateHilbertTransform(\n currentPrice: number,\n priceChanges: number[],\n ): {\n analytic: number[];\n phase: number[];\n amplitude: number[];\n } {\n if (priceChanges.length < 10) {\n return {\n analytic: [currentPrice],\n phase: [0],\n amplitude: [currentPrice],\n };\n }\n\n // Simple Hilbert Transform implementation\n const analytic: number[] = [];\n const phase: number[] = [];\n const amplitude: number[] = [];\n\n const prices = [currentPrice - priceChanges[priceChanges.length - 1], currentPrice];\n prices.push(...priceChanges.map((change) => currentPrice + change));\n\n for (let i = 0; i < prices.length; i++) {\n // Simple analytic signal approximation\n const real = prices[i];\n const imag = i > 0 ? (prices[i] - prices[i - 1]) * 0.5 : 0;\n\n analytic.push(real + imag);\n phase.push(Math.atan2(imag, real));\n amplitude.push(Math.sqrt(real * real + imag * imag));\n }\n\n return {\n analytic: capArray(analytic),\n phase: capArray(phase),\n amplitude: capArray(amplitude),\n };\n }\n\n /**\n * Calculate Wavelet Transform\n */\n static calculateWaveletTransform(\n currentPrice: number,\n priceChanges: number[],\n ): {\n coefficients: number[];\n scales: number[];\n } {\n if (priceChanges.length < 8) {\n return {\n coefficients: [currentPrice],\n scales: [1],\n };\n }\n\n // Simple Haar wavelet transform\n const data = [currentPrice, ...priceChanges.map((change) => currentPrice + change)];\n const coefficients: number[] = [];\n const scales: number[] = [];\n\n // Haar wavelet decomposition\n for (let scale = 1; scale <= Math.min(4, Math.floor(Math.log2(data.length))); scale++) {\n const step = 2 ** (scale - 1);\n scales.push(scale);\n\n for (let i = 0; i < data.length - step; i += step * 2) {\n if (i + step < data.length) {\n const diff = (data[i] - data[i + step]) / 2;\n coefficients.push(diff);\n }\n }\n }\n\n return {\n coefficients: capArray(coefficients),\n scales: capArray(scales),\n };\n }\n\n /**\n * Calculate Fourier Transform\n */\n static calculateFourierTransform(prices: number[]): {\n frequencies: number[];\n amplitudes: number[];\n phases: number[];\n dominantFrequencies: number[];\n } {\n if (prices.length < 8) {\n return {\n frequencies: [0.1, 0.2],\n amplitudes: [prices[prices.length - 1], prices[prices.length - 1] * 0.5],\n phases: [0, Math.PI / 4],\n dominantFrequencies: [0.1],\n };\n }\n\n // Simple FFT-like implementation\n const n = prices.length;\n const frequencies: number[] = [];\n const amplitudes: number[] = [];\n const phases: number[] = [];\n\n for (let k = 0; k < n; k++) {\n const freq = k / n;\n frequencies.push(freq);\n\n let real = 0;\n let imag = 0;\n for (let j = 0; j < n; j++) {\n const angle = (-2 * Math.PI * k * j) / n;\n real += prices[j] * Math.cos(angle);\n imag += prices[j] * Math.sin(angle);\n }\n\n const amplitude = Math.sqrt(real * real + imag * imag) / n;\n const phase = Math.atan2(imag, real);\n\n amplitudes.push(amplitude);\n phases.push(phase);\n }\n\n // Find dominant frequencies\n const sortedAmplitudes = [...amplitudes].sort((a, b) => b - a);\n const threshold = sortedAmplitudes[Math.floor(n * 0.1)]; // Top 10%\n const dominantFrequencies = frequencies.filter((_, i) => amplitudes[i] > threshold);\n\n return {\n frequencies: capArray(frequencies),\n amplitudes: capArray(amplitudes),\n phases: capArray(phases),\n dominantFrequencies: capArray(dominantFrequencies),\n };\n }\n\n /**\n * Calculate Empirical Mode Decomposition (EMD)\n */\n static calculateEMD(prices: number[]): {\n imfs: number[][];\n residual: number[];\n frequencies: number[];\n } {\n if (prices.length < 10) {\n return {\n imfs: [prices],\n residual: [0],\n frequencies: [0.1],\n };\n }\n\n // Simplified EMD implementation\n const imfs: number[][] = [];\n const workingData = [...prices];\n\n // Extract IMFs (simplified version)\n for (let imfIndex = 0; imfIndex < 3 && workingData.length > 5; imfIndex++) {\n const h = [...workingData];\n let iteration = 0;\n const maxIterations = 10;\n\n while (iteration < maxIterations) {\n // Find extrema\n const extrema: number[] = [];\n for (let i = 1; i < h.length - 1; i++) {\n if ((h[i] > h[i - 1] && h[i] > h[i + 1]) || (h[i] < h[i - 1] && h[i] < h[i + 1])) {\n extrema.push(h[i]);\n }\n }\n\n if (extrema.length < 3) break;\n\n // Simple envelope approximation\n const envelope = extrema.map((_, i) => {\n if (i === 0) return extrema[0];\n if (i === extrema.length - 1) return extrema[extrema.length - 1];\n return (extrema[i - 1] + extrema[i + 1]) / 2;\n });\n\n // Subtract envelope\n for (let i = 0; i < h.length; i++) {\n const envelopeIndex = Math.floor((i * extrema.length) / h.length);\n h[i] -= envelope[Math.min(envelopeIndex, envelope.length - 1)];\n }\n\n iteration++;\n }\n\n imfs.push(capArray([...h]));\n\n // Update working data\n for (let i = 0; i < workingData.length; i++) {\n workingData[i] -= h[i];\n }\n }\n\n const residual = capArray(workingData);\n const frequencies = capArray(imfs.map((_, i) => 0.1 / (i + 1))); // Simplified frequency calculation\n\n return {\n imfs,\n residual,\n frequencies,\n };\n }\n}\n", "import type { ElliottWave, FibonacciLevels, HarmonicPattern, PivotPoints } from '../../schemas/indicatortypes.ts';\n\n// Maximum number of datapoints for harmonic patterns (consistent with other indicators)\nconst MAX_DATAPOINTS = 500;\n\n// Support and Resistance Indicators\nexport class SupportResistanceIndicators {\n /**\n * Calculate Pivot Points (Classic)\n */\n static calculatePivotPoints(prices: number[], highs: number[], lows: number[]): PivotPoints[] {\n const pivotPoints: PivotPoints[] = [];\n\n for (let i = 0; i < prices.length; i++) {\n const high = highs[i] || prices[i];\n const low = lows[i] || prices[i];\n const close = prices[i];\n\n // Pivot Point (PP)\n const pp = (high + low + close) / 3;\n\n // Support and Resistance levels\n const r1 = 2 * pp - low;\n const s1 = 2 * pp - high;\n const r2 = pp + (high - low);\n const s2 = pp - (high - low);\n const r3 = high + 2 * (pp - low);\n const s3 = low - 2 * (high - pp);\n\n pivotPoints.push({\n pp,\n r1,\n r2,\n r3,\n s1,\n s2,\n s3,\n });\n }\n\n return pivotPoints;\n }\n\n /**\n * Calculate Fibonacci Pivot Points\n */\n static calculateFibonacciPivotPoints(prices: number[], highs: number[], lows: number[]): PivotPoints[] {\n const pivotPoints: PivotPoints[] = [];\n\n for (let i = 0; i < prices.length; i++) {\n const high = highs[i] || prices[i];\n const low = lows[i] || prices[i];\n const close = prices[i];\n\n // Pivot Point (PP)\n const pp = (high + low + close) / 3;\n\n // Fibonacci ratios\n const range = high - low;\n const r1 = pp + 0.382 * range;\n const r2 = pp + 0.618 * range;\n const r3 = pp + 1.0 * range;\n const s1 = pp - 0.382 * range;\n const s2 = pp - 0.618 * range;\n const s3 = pp - 1.0 * range;\n\n pivotPoints.push({\n pp,\n r1,\n r2,\n r3,\n s1,\n s2,\n s3,\n });\n }\n\n return pivotPoints;\n }\n\n /**\n * Calculate Camarilla Pivot Points\n */\n static calculateCamarillaPivotPoints(prices: number[], highs: number[], lows: number[]): PivotPoints[] {\n const pivotPoints: PivotPoints[] = [];\n\n for (let i = 0; i < prices.length; i++) {\n const high = highs[i] || prices[i];\n const low = lows[i] || prices[i];\n const close = prices[i];\n\n // Pivot Point (PP)\n const pp = (high + low + close) / 3;\n\n // Camarilla levels\n const range = high - low;\n const r1 = close + (1.1 / 12) * range;\n const r2 = close + (1.1 / 6) * range;\n const r3 = close + (1.1 / 4) * range;\n const s1 = close - (1.1 / 12) * range;\n const s2 = close - (1.1 / 6) * range;\n const s3 = close - (1.1 / 4) * range;\n\n pivotPoints.push({\n pp,\n r1,\n r2,\n r3,\n s1,\n s2,\n s3,\n });\n }\n\n return pivotPoints;\n }\n\n /**\n * Calculate Fibonacci Levels\n */\n static calculateFibonacciLevels(prices: number[]): FibonacciLevels[] {\n const fibonacci: FibonacciLevels[] = [];\n for (let i = 0; i < prices.length; i++) {\n const price = prices[i];\n fibonacci.push({\n retracement: {\n level0: price,\n level236: price * 0.764,\n level382: price * 0.618,\n level500: price * 0.5,\n level618: price * 0.382,\n level786: price * 0.214,\n level100: price * 0,\n },\n extension: {\n level1272: price * 1.272,\n level1618: price * 1.618,\n level2618: price * 2.618,\n level4236: price * 4.236,\n },\n });\n }\n return fibonacci;\n }\n\n /**\n * Calculate Gann Levels\n */\n static calculateGannLevels(prices: number[]): number[] {\n const gannLevels: number[] = [];\n\n if (prices.length === 0) return [];\n\n // If we have more than MAX_DATAPOINTS, sample intelligently\n if (prices.length <= MAX_DATAPOINTS) {\n for (let i = 0; i < prices.length; i++) {\n gannLevels.push(prices[i] * (1 + i * 0.01));\n }\n return gannLevels;\n }\n\n // Smart sampling to preserve important Gann levels\n const step = prices.length / MAX_DATAPOINTS;\n\n // Always include the first level\n gannLevels.push(prices[0] * 1.01);\n\n // Sample levels with smart aggregation\n for (let i = 1; i < MAX_DATAPOINTS - 1; i++) {\n const startIndex = Math.floor(i * step);\n const endIndex = Math.floor((i + 1) * step);\n const segment = prices.slice(startIndex, endIndex);\n\n if (segment.length === 0) continue;\n\n // Use the middle price from the segment for the Gann level\n const middleIndex = Math.floor(segment.length / 2);\n const middlePrice = segment[middleIndex];\n const gannLevel = middlePrice * (1 + (startIndex + middleIndex) * 0.01);\n\n gannLevels.push(gannLevel);\n }\n\n // Always include the last level\n const lastIndex = prices.length - 1;\n gannLevels.push(prices[lastIndex] * (1 + lastIndex * 0.01));\n\n return gannLevels;\n }\n\n /**\n * Calculate Elliott Wave\n */\n static calculateElliottWave(prices: number[]): ElliottWave[] {\n const elliottWave: ElliottWave[] = [];\n\n if (prices.length < 10) return [];\n\n // Simple Elliott Wave detection (basic implementation)\n for (let i = 0; i < prices.length; i++) {\n const waves: number[] = [];\n let currentWave = 1;\n let wavePosition = 0.5;\n\n // Basic wave detection using price swings\n if (i >= 4) {\n const recentPrices = prices.slice(i - 4, i + 1);\n const swings = SupportResistanceIndicators.detectPriceSwings(recentPrices);\n\n if (swings.length >= 3) {\n waves.push(...swings.slice(0, 3));\n currentWave = Math.min(swings.length, 5);\n wavePosition = SupportResistanceIndicators.calculateWavePosition(recentPrices);\n }\n }\n\n elliottWave.push({\n waves: waves.length > 0 ? waves : [prices[i]],\n currentWave,\n wavePosition,\n });\n }\n\n return elliottWave;\n }\n\n /**\n * Helper method to detect price swings\n */\n private static detectPriceSwings(prices: number[]): number[] {\n const swings: number[] = [];\n\n for (let i = 1; i < prices.length - 1; i++) {\n const prev = prices[i - 1];\n const curr = prices[i];\n const next = prices[i + 1];\n\n // Peak detection\n if (curr > prev && curr > next) {\n swings.push(curr);\n }\n // Trough detection\n else if (curr < prev && curr < next) {\n swings.push(curr);\n }\n }\n\n return swings;\n }\n\n /**\n * Helper method to calculate wave position\n */\n private static calculateWavePosition(prices: number[]): number {\n if (prices.length < 2) return 0.5;\n\n const current = prices[prices.length - 1];\n const min = Math.min(...prices);\n const max = Math.max(...prices);\n\n return max !== min ? (current - min) / (max - min) : 0.5;\n }\n\n /**\n * Calculate Harmonic Patterns\n */\n static calculateHarmonicPatterns(prices: number[]): HarmonicPattern[] {\n const harmonicPatterns: HarmonicPattern[] = [];\n\n if (prices.length < 5) return [];\n\n // Calculate all patterns first\n const allPatterns: HarmonicPattern[] = [];\n for (let i = 4; i < prices.length; i++) {\n const recentPrices = prices.slice(i - 4, i + 1);\n const pattern = SupportResistanceIndicators.detectHarmonicPattern(recentPrices);\n allPatterns.push(pattern);\n }\n\n // If we have more than MAX_DATAPOINTS, sample intelligently\n if (allPatterns.length <= MAX_DATAPOINTS) {\n return allPatterns;\n }\n\n // Smart sampling to preserve important patterns\n const step = allPatterns.length / MAX_DATAPOINTS;\n\n // Always include the first pattern\n harmonicPatterns.push(allPatterns[0]);\n\n // Sample patterns with smart aggregation\n for (let i = 1; i < MAX_DATAPOINTS - 1; i++) {\n const startIndex = Math.floor(i * step);\n const endIndex = Math.floor((i + 1) * step);\n const segment = allPatterns.slice(startIndex, endIndex);\n\n if (segment.length === 0) continue;\n\n // Find the most significant pattern in the segment (highest completion)\n const mostSignificantPattern = segment.reduce((best, current) =>\n current.completion > best.completion ? current : best,\n );\n\n harmonicPatterns.push(mostSignificantPattern);\n }\n\n // Always include the last pattern\n harmonicPatterns.push(allPatterns[allPatterns.length - 1]);\n\n return harmonicPatterns;\n }\n\n /**\n * Helper method to detect harmonic patterns\n */\n private static detectHarmonicPattern(prices: number[]): HarmonicPattern {\n if (prices.length < 5) {\n return {\n type: 'Unknown',\n completion: 0,\n target: prices[prices.length - 1] * 1.1,\n stopLoss: prices[prices.length - 1] * 0.9,\n };\n }\n\n // Calculate price swings\n const swings = SupportResistanceIndicators.detectPriceSwings(prices);\n\n if (swings.length < 4) {\n return {\n type: 'Unknown',\n completion: 0,\n target: prices[prices.length - 1] * 1.1,\n stopLoss: prices[prices.length - 1] * 0.9,\n };\n }\n\n // Get the last 5 swing points for pattern detection\n const swingPoints = swings.slice(-5);\n if (swingPoints.length < 5) {\n return {\n type: 'Unknown',\n completion: 0,\n target: prices[prices.length - 1] * 1.1,\n stopLoss: prices[prices.length - 1] * 0.9,\n };\n }\n\n const [X, A, B, C, D] = swingPoints;\n\n // Calculate Fibonacci ratios\n const AB = Math.abs(B - A);\n const BC = Math.abs(C - B);\n const CD = Math.abs(D - C);\n const XA = Math.abs(A - X);\n\n const AB_XA_ratio = AB / XA;\n const BC_AB_ratio = BC / AB;\n const CD_BC_ratio = CD / BC;\n\n // Gartley Pattern (0.618, 0.382, 0.886)\n if (\n SupportResistanceIndicators.isInRange(AB_XA_ratio, 0.618, 0.05) &&\n SupportResistanceIndicators.isInRange(BC_AB_ratio, 0.382, 0.05) &&\n SupportResistanceIndicators.isInRange(CD_BC_ratio, 0.886, 0.05)\n ) {\n return {\n type: 'Gartley',\n completion: SupportResistanceIndicators.calculatePatternCompletion(prices),\n target: D + (D - C) * 0.618,\n stopLoss: D * 0.99,\n };\n }\n\n // Bat Pattern (0.382, 0.382, 0.886)\n if (\n SupportResistanceIndicators.isInRange(AB_XA_ratio, 0.382, 0.05) &&\n SupportResistanceIndicators.isInRange(BC_AB_ratio, 0.382, 0.05) &&\n SupportResistanceIndicators.isInRange(CD_BC_ratio, 0.886, 0.05)\n ) {\n return {\n type: 'Bat',\n completion: SupportResistanceIndicators.calculatePatternCompletion(prices),\n target: D + (D - C) * 0.382,\n stopLoss: D * 0.99,\n };\n }\n\n // Butterfly Pattern (0.786, 0.382, 1.618)\n if (\n SupportResistanceIndicators.isInRange(AB_XA_ratio, 0.786, 0.05) &&\n SupportResistanceIndicators.isInRange(BC_AB_ratio, 0.382, 0.05) &&\n SupportResistanceIndicators.isInRange(CD_BC_ratio, 1.618, 0.05)\n ) {\n return {\n type: 'Butterfly',\n completion: SupportResistanceIndicators.calculatePatternCompletion(prices),\n target: D + (D - C) * 1.618,\n stopLoss: D * 0.99,\n };\n }\n\n // Crab Pattern (0.382, 0.886, 3.618)\n if (\n SupportResistanceIndicators.isInRange(AB_XA_ratio, 0.382, 0.05) &&\n SupportResistanceIndicators.isInRange(BC_AB_ratio, 0.886, 0.05) &&\n SupportResistanceIndicators.isInRange(CD_BC_ratio, 3.618, 0.1)\n ) {\n return {\n type: 'Crab',\n completion: SupportResistanceIndicators.calculatePatternCompletion(prices),\n target: D + (D - C) * 1.618,\n stopLoss: D * 0.99,\n };\n }\n\n // Cypher Pattern (0.382, 0.113, 1.414)\n if (\n SupportResistanceIndicators.isInRange(AB_XA_ratio, 0.382, 0.05) &&\n SupportResistanceIndicators.isInRange(BC_AB_ratio, 0.113, 0.05) &&\n SupportResistanceIndicators.isInRange(CD_BC_ratio, Math.SQRT2, 0.05)\n ) {\n return {\n type: 'Cypher',\n completion: SupportResistanceIndicators.calculatePatternCompletion(prices),\n target: D + (D - C) * 0.786,\n stopLoss: D * 0.99,\n };\n }\n\n // Shark Pattern (0.886, 0.886, 1.13)\n if (\n SupportResistanceIndicators.isInRange(AB_XA_ratio, 0.886, 0.05) &&\n SupportResistanceIndicators.isInRange(BC_AB_ratio, 0.886, 0.05) &&\n SupportResistanceIndicators.isInRange(CD_BC_ratio, 1.13, 0.05)\n ) {\n return {\n type: 'Shark',\n completion: SupportResistanceIndicators.calculatePatternCompletion(prices),\n target: D + (D - C) * 1.13,\n stopLoss: D * 0.99,\n };\n }\n\n return {\n type: 'Unknown',\n completion: 0,\n target: prices[prices.length - 1] * 1.1,\n stopLoss: prices[prices.length - 1] * 0.9,\n };\n }\n\n /**\n * Helper method to check if a value is within a range\n */\n private static isInRange(value: number, target: number, tolerance: number): boolean {\n return Math.abs(value - target) <= tolerance;\n }\n\n /**\n * Helper method to calculate pattern completion percentage\n */\n private static calculatePatternCompletion(prices: number[]): number {\n if (prices.length < 2) return 0;\n\n const current = prices[prices.length - 1];\n const max = Math.max(...prices);\n const min = Math.min(...prices);\n\n if (max === min) return 50;\n\n const range = max - min;\n const position = (current - min) / range;\n return Math.min(100, Math.max(0, position * 100));\n }\n}\n", "import type { DMI, IchimokuCloud, MACD } from '../../schemas/indicatortypes.ts';\nimport { MovingAverages } from './movingAverages';\n\n// Trend Indicators\nexport class TrendIndicators {\n /**\n * Calculate MACD (Moving Average Convergence Divergence)\n */\n static calculateMACD(prices: number[]): MACD[] {\n const ema12 = MovingAverages.calculateEMA(prices, 12);\n const ema26 = MovingAverages.calculateEMA(prices, 26);\n const macd: MACD[] = [];\n\n // Calculate MACD line\n const macdLine: number[] = [];\n for (let i = 0; i < Math.min(ema12.length, ema26.length); i++) {\n macdLine.push(ema12[i] - ema26[i]);\n }\n\n // Calculate signal line (9-period EMA of MACD line)\n const signalLine = MovingAverages.calculateEMA(macdLine, 9);\n\n // Calculate histogram\n for (let i = 0; i < Math.min(macdLine.length, signalLine.length); i++) {\n macd.push({\n macd: macdLine[i],\n signal: signalLine[i],\n histogram: macdLine[i] - signalLine[i],\n });\n }\n\n return macd;\n }\n\n /**\n * Calculate ADX (Average Directional Index)\n */\n static calculateADX(prices: number[], highs: number[], lows: number[]): number[] {\n if (prices.length < 14) return [];\n\n const period = 14;\n const adx: number[] = [];\n\n // Calculate True Range and Directional Movement\n const trueRanges: number[] = [];\n const plusDM: number[] = [];\n const minusDM: number[] = [];\n\n // First TR and DM values\n trueRanges.push(highs[0] - lows[0]);\n plusDM.push(0);\n minusDM.push(0);\n\n // Calculate TR and DM for each period\n for (let i = 1; i < prices.length; i++) {\n const high = highs[i] || prices[i];\n const low = lows[i] || prices[i];\n const prevHigh = highs[i - 1] || prices[i - 1];\n const prevLow = lows[i - 1] || prices[i - 1];\n const prevClose = prices[i - 1];\n\n // True Range = max(high - low, |high - prevClose|, |low - prevClose|)\n const tr1 = high - low;\n const tr2 = Math.abs(high - prevClose);\n const tr3 = Math.abs(low - prevClose);\n trueRanges.push(Math.max(tr1, tr2, tr3));\n\n // Directional Movement\n const upMove = high - prevHigh;\n const downMove = prevLow - low;\n\n if (upMove > downMove && upMove > 0) {\n plusDM.push(upMove);\n minusDM.push(0);\n } else if (downMove > upMove && downMove > 0) {\n plusDM.push(0);\n minusDM.push(downMove);\n } else {\n plusDM.push(0);\n minusDM.push(0);\n }\n }\n\n // Calculate smoothed TR and DM using Wilder's smoothing\n const smoothedTR: number[] = [];\n const smoothedPlusDM: number[] = [];\n const smoothedMinusDM: number[] = [];\n\n // First smoothed values (sum of first 'period' values)\n let sumTR = 0;\n let sumPlusDM = 0;\n let sumMinusDM = 0;\n\n for (let i = 0; i < period; i++) {\n sumTR += trueRanges[i];\n sumPlusDM += plusDM[i];\n sumMinusDM += minusDM[i];\n }\n\n smoothedTR.push(sumTR);\n smoothedPlusDM.push(sumPlusDM);\n smoothedMinusDM.push(sumMinusDM);\n\n // Subsequent smoothed values using Wilder's smoothing: Smoothed = Previous - (Previous / period) + Current\n for (let i = period; i < trueRanges.length; i++) {\n const newTR =\n smoothedTR[smoothedTR.length - 1] - smoothedTR[smoothedTR.length - 1] / period + trueRanges[i];\n const newPlusDM =\n smoothedPlusDM[smoothedPlusDM.length - 1] -\n smoothedPlusDM[smoothedPlusDM.length - 1] / period +\n plusDM[i];\n const newMinusDM =\n smoothedMinusDM[smoothedMinusDM.length - 1] -\n smoothedMinusDM[smoothedMinusDM.length - 1] / period +\n minusDM[i];\n\n smoothedTR.push(newTR);\n smoothedPlusDM.push(newPlusDM);\n smoothedMinusDM.push(newMinusDM);\n }\n\n // Calculate Directional Indicators (DI+ and DI-)\n const plusDI: number[] = [];\n const minusDI: number[] = [];\n\n for (let i = 0; i < smoothedTR.length; i++) {\n plusDI.push((smoothedPlusDM[i] / smoothedTR[i]) * 100);\n minusDI.push((smoothedMinusDM[i] / smoothedTR[i]) * 100);\n }\n\n // Calculate Directional Index (DX)\n const dx: number[] = [];\n\n for (let i = 0; i < plusDI.length; i++) {\n const diSum = plusDI[i] + minusDI[i];\n const diDiff = Math.abs(plusDI[i] - minusDI[i]);\n dx.push(diSum > 0 ? (diDiff / diSum) * 100 : 0);\n }\n\n // Calculate Average Directional Index (ADX) using Wilder's smoothing\n if (dx.length < period) return [];\n\n // First ADX value (average of first 'period' DX values)\n let sumDX = 0;\n for (let i = 0; i < period; i++) {\n sumDX += dx[i];\n }\n adx.push(sumDX / period);\n\n // Subsequent ADX values using Wilder's smoothing\n for (let i = period; i < dx.length; i++) {\n const newADX = adx[adx.length - 1] - adx[adx.length - 1] / period + dx[i];\n adx.push(newADX);\n }\n\n return adx;\n }\n\n /**\n * Calculate DMI (Directional Movement Index)\n */\n static calculateDMI(prices: number[], highs: number[], lows: number[]): DMI[] {\n if (prices.length < 14) return [];\n\n const period = 14;\n const dmi: DMI[] = [];\n\n // Calculate True Range and Directional Movement\n const trueRanges: number[] = [];\n const plusDM: number[] = [];\n const minusDM: number[] = [];\n\n // First TR and DM values\n trueRanges.push(highs[0] - lows[0]);\n plusDM.push(0);\n minusDM.push(0);\n\n // Calculate TR and DM for each period\n for (let i = 1; i < prices.length; i++) {\n const high = highs[i] || prices[i];\n const low = lows[i] || prices[i];\n const prevHigh = highs[i - 1] || prices[i - 1];\n const prevLow = lows[i - 1] || prices[i - 1];\n const prevClose = prices[i - 1];\n\n // True Range = max(high - low, |high - prevClose|, |low - prevClose|)\n const tr1 = high - low;\n const tr2 = Math.abs(high - prevClose);\n const tr3 = Math.abs(low - prevClose);\n trueRanges.push(Math.max(tr1, tr2, tr3));\n\n // Directional Movement\n const upMove = high - prevHigh;\n const downMove = prevLow - low;\n\n if (upMove > downMove && upMove > 0) {\n plusDM.push(upMove);\n minusDM.push(0);\n } else if (downMove > upMove && downMove > 0) {\n plusDM.push(0);\n minusDM.push(downMove);\n } else {\n plusDM.push(0);\n minusDM.push(0);\n }\n }\n\n // Calculate smoothed TR and DM using Wilder's smoothing\n const smoothedTR: number[] = [];\n const smoothedPlusDM: number[] = [];\n const smoothedMinusDM: number[] = [];\n\n // First smoothed values (sum of first 'period' values)\n let sumTR = 0;\n let sumPlusDM = 0;\n let sumMinusDM = 0;\n\n for (let i = 0; i < period; i++) {\n sumTR += trueRanges[i];\n sumPlusDM += plusDM[i];\n sumMinusDM += minusDM[i];\n }\n\n smoothedTR.push(sumTR);\n smoothedPlusDM.push(sumPlusDM);\n smoothedMinusDM.push(sumMinusDM);\n\n // Subsequent smoothed values using Wilder's smoothing: Smoothed = Previous - (Previous / period) + Current\n for (let i = period; i < trueRanges.length; i++) {\n const newTR =\n smoothedTR[smoothedTR.length - 1] - smoothedTR[smoothedTR.length - 1] / period + trueRanges[i];\n const newPlusDM =\n smoothedPlusDM[smoothedPlusDM.length - 1] -\n smoothedPlusDM[smoothedPlusDM.length - 1] / period +\n plusDM[i];\n const newMinusDM =\n smoothedMinusDM[smoothedMinusDM.length - 1] -\n smoothedMinusDM[smoothedMinusDM.length - 1] / period +\n minusDM[i];\n\n smoothedTR.push(newTR);\n smoothedPlusDM.push(newPlusDM);\n smoothedMinusDM.push(newMinusDM);\n }\n\n // Calculate Directional Indicators (DI+ and DI-)\n const plusDI: number[] = [];\n const minusDI: number[] = [];\n\n for (let i = 0; i < smoothedTR.length; i++) {\n plusDI.push((smoothedPlusDM[i] / smoothedTR[i]) * 100);\n minusDI.push((smoothedMinusDM[i] / smoothedTR[i]) * 100);\n }\n\n // Calculate Directional Index (DX)\n const dx: number[] = [];\n\n for (let i = 0; i < plusDI.length; i++) {\n const diSum = plusDI[i] + minusDI[i];\n const diDiff = Math.abs(plusDI[i] - minusDI[i]);\n dx.push(diSum > 0 ? (diDiff / diSum) * 100 : 0);\n }\n\n // Calculate Average Directional Index (ADX) using Wilder's smoothing\n if (dx.length < period) return [];\n\n const adx: number[] = [];\n\n // First ADX value (average of first 'period' DX values)\n let sumDX = 0;\n for (let i = 0; i < period; i++) {\n sumDX += dx[i];\n }\n adx.push(sumDX / period);\n\n // Subsequent ADX values using Wilder's smoothing\n for (let i = period; i < dx.length; i++) {\n const newADX = adx[adx.length - 1] - adx[adx.length - 1] / period + dx[i];\n adx.push(newADX);\n }\n\n // Return DMI objects with DI+, DI-, and ADX\n for (let i = 0; i < adx.length; i++) {\n dmi.push({\n plusDI: plusDI[i + period - 1] || 0,\n minusDI: minusDI[i + period - 1] || 0,\n adx: adx[i],\n });\n }\n\n return dmi;\n }\n\n /**\n * Calculate Ichimoku Cloud\n */\n static calculateIchimoku(prices: number[], highs: number[], lows: number[]): IchimokuCloud[] {\n if (prices.length < 52) return []; // Need at least 52 periods for full calculation\n\n const ichimoku: IchimokuCloud[] = [];\n\n // Calculate Tenkan-sen (Conversion Line) - 9-period high/low average\n const tenkanSen: number[] = [];\n for (let i = 8; i < prices.length; i++) {\n const periodHigh = Math.max(...highs.slice(i - 8, i + 1));\n const periodLow = Math.min(...lows.slice(i - 8, i + 1));\n tenkanSen.push((periodHigh + periodLow) / 2);\n }\n\n // Calculate Kijun-sen (Base Line) - 26-period high/low average\n const kijunSen: number[] = [];\n for (let i = 25; i < prices.length; i++) {\n const periodHigh = Math.max(...highs.slice(i - 25, i + 1));\n const periodLow = Math.min(...lows.slice(i - 25, i + 1));\n kijunSen.push((periodHigh + periodLow) / 2);\n }\n\n // Calculate Senkou Span A (Leading Span A) - (Tenkan + Kijun) / 2, shifted 26 periods ahead\n const senkouSpanA: number[] = [];\n for (let i = 0; i < Math.min(tenkanSen.length, kijunSen.length); i++) {\n senkouSpanA.push((tenkanSen[i] + kijunSen[i]) / 2);\n }\n\n // Calculate Senkou Span B (Leading Span B) - 52-period high/low average, shifted 26 periods ahead\n const senkouSpanB: number[] = [];\n for (let i = 51; i < prices.length; i++) {\n const periodHigh = Math.max(...highs.slice(i - 51, i + 1));\n const periodLow = Math.min(...lows.slice(i - 51, i + 1));\n senkouSpanB.push((periodHigh + periodLow) / 2);\n }\n\n // Calculate Chikou Span (Lagging Span) - current price shifted 26 periods back\n const chikouSpan: number[] = [];\n for (let i = 26; i < prices.length; i++) {\n chikouSpan.push(prices[i - 26]);\n }\n\n // Combine all components, accounting for the different array lengths due to shifting\n const minLength = Math.min(\n tenkanSen.length,\n kijunSen.length,\n senkouSpanA.length,\n senkouSpanB.length,\n chikouSpan.length,\n );\n\n for (let i = 0; i < minLength; i++) {\n ichimoku.push({\n tenkan: tenkanSen[i],\n kijun: kijunSen[i],\n senkouA: senkouSpanA[i],\n senkouB: senkouSpanB[i],\n chikou: chikouSpan[i],\n });\n }\n\n return ichimoku;\n }\n\n /**\n * Calculate Parabolic SAR\n */\n static calculateParabolicSAR(prices: number[], highs: number[], lows: number[]): number[] {\n if (prices.length < 2) return [];\n\n const sar: number[] = [];\n const accelerationFactor = 0.02; // Starting AF\n const maximumAcceleration = 0.2; // Maximum AF\n\n // Initialize SAR\n let currentSAR = lows[0]; // Start with first low\n let isLong = true; // Start with long position\n let af = accelerationFactor;\n let ep = highs[0]; // Extreme point (highest high for long, lowest low for short)\n\n sar.push(currentSAR);\n\n for (let i = 1; i < prices.length; i++) {\n const high = highs[i] || prices[i];\n const low = lows[i] || prices[i];\n\n if (isLong) {\n // Long position logic\n if (low < currentSAR) {\n // SAR penetrated - switch to short\n isLong = false;\n currentSAR = ep; // Start SAR at the extreme point\n ep = low; // New extreme point is the low\n af = accelerationFactor; // Reset acceleration factor\n } else {\n // Continue long position\n if (high > ep) {\n ep = high; // New extreme point\n af = Math.min(af + accelerationFactor, maximumAcceleration); // Increase AF\n }\n\n // Calculate new SAR\n currentSAR = currentSAR + af * (ep - currentSAR);\n\n // SAR cannot be above the previous low\n if (i > 0) {\n const prevLow = lows[i - 1] || prices[i - 1];\n currentSAR = Math.min(currentSAR, prevLow);\n }\n }\n } else {\n // Short position logic\n if (high > currentSAR) {\n // SAR penetrated - switch to long\n isLong = true;\n currentSAR = ep; // Start SAR at the extreme point\n ep = high; // New extreme point is the high\n af = accelerationFactor; // Reset acceleration factor\n } else {\n // Continue short position\n if (low < ep) {\n ep = low; // New extreme point\n af = Math.min(af + accelerationFactor, maximumAcceleration); // Increase AF\n }\n\n // Calculate new SAR\n currentSAR = currentSAR + af * (ep - currentSAR);\n\n // SAR cannot be below the previous high\n if (i > 0) {\n const prevHigh = highs[i - 1] || prices[i - 1];\n currentSAR = Math.max(currentSAR, prevHigh);\n }\n }\n }\n\n sar.push(currentSAR);\n }\n\n return sar;\n }\n}\n", "import type { BollingerBands, DonchianChannels, KeltnerChannels } from '../../schemas/indicatortypes.ts';\nimport { MovingAverages } from './movingAverages';\n\n// Volatility Indicators\nexport class VolatilityIndicators {\n /**\n * Calculate Bollinger Bands\n */\n static calculateBollingerBands(data: number[], period = 20, stdDev = 2): BollingerBands[] {\n if (data.length < period) return [];\n\n const sma = MovingAverages.calculateSMA(data, period);\n const bands: BollingerBands[] = [];\n\n for (let i = 0; i < sma.length; i++) {\n const dataSlice = data.slice(i, i + period);\n const mean = sma[i];\n const variance = dataSlice.reduce((sum: number, price: number) => sum + (price - mean) ** 2, 0) / period;\n const standardDeviation = Math.sqrt(variance);\n\n const upper = mean + standardDeviation * stdDev;\n const lower = mean - standardDeviation * stdDev;\n\n bands.push({\n upper,\n middle: mean,\n lower,\n bandwidth: ((upper - lower) / mean) * 100,\n percentB: ((data[i] - lower) / (upper - lower)) * 100,\n });\n }\n\n return bands;\n }\n\n /**\n * Calculate Average True Range (ATR)\n */\n static calculateATR(prices: number[], highs: number[], lows: number[]): number[] {\n if (prices.length < 2) return [];\n\n const trueRanges: number[] = [];\n for (let i = 1; i < prices.length; i++) {\n const high = highs[i] || prices[i];\n const low = lows[i] || prices[i];\n const prevClose = prices[i - 1];\n\n const tr1 = high - low;\n const tr2 = Math.abs(high - prevClose);\n const tr3 = Math.abs(low - prevClose);\n\n trueRanges.push(Math.max(tr1, tr2, tr3));\n }\n\n // Calculate 14-period ATR\n const atr: number[] = [];\n if (trueRanges.length >= 14) {\n let sum = trueRanges.slice(0, 14).reduce((a, b) => a + b, 0);\n atr.push(sum / 14);\n\n for (let i = 14; i < trueRanges.length; i++) {\n sum = sum - trueRanges[i - 14] + trueRanges[i];\n atr.push(sum / 14);\n }\n }\n\n return atr;\n }\n\n /**\n * Calculate Keltner Channels\n */\n static calculateKeltnerChannels(prices: number[], highs: number[], lows: number[]): KeltnerChannels[] {\n const keltner: KeltnerChannels[] = [];\n const period = 20;\n const multiplier = 2;\n\n if (prices.length < period) return [];\n\n // Calculate EMA of prices\n const ema = MovingAverages.calculateEMA(prices, period);\n\n // Calculate ATR\n const atr = VolatilityIndicators.calculateATR(prices, highs, lows);\n\n for (let i = 0; i < Math.min(ema.length, atr.length); i++) {\n const middle = ema[i];\n const atrValue = atr[i];\n\n keltner.push({\n upper: middle + multiplier * atrValue,\n middle: middle,\n lower: middle - multiplier * atrValue,\n });\n }\n\n return keltner;\n }\n\n /**\n * Calculate Donchian Channels\n */\n static calculateDonchianChannels(prices: number[]): DonchianChannels[] {\n const donchian: DonchianChannels[] = [];\n for (let i = 20; i < prices.length; i++) {\n const slice = prices.slice(i - 20, i);\n donchian.push({\n upper: Math.max(...slice),\n middle: (Math.max(...slice) + Math.min(...slice)) / 2,\n lower: Math.min(...slice),\n });\n }\n return donchian;\n }\n\n /**\n * Calculate Chaikin Volatility\n */\n static calculateChaikinVolatility(prices: number[], highs: number[], lows: number[]): number[] {\n const volatility: number[] = [];\n const period = 10;\n\n if (prices.length < period * 2) return [];\n\n // Calculate EMA of high-low range\n const highLowRange: number[] = [];\n for (let i = 0; i < prices.length; i++) {\n const high = highs[i] || prices[i];\n const low = lows[i] || prices[i];\n highLowRange.push(high - low);\n }\n\n const emaRange = MovingAverages.calculateEMA(highLowRange, period);\n\n // Calculate Chaikin Volatility\n for (let i = period; i < emaRange.length; i++) {\n const currentEMA = emaRange[i];\n const pastEMA = emaRange[i - period];\n\n const volatilityValue = pastEMA !== 0 ? ((currentEMA - pastEMA) / pastEMA) * 100 : 0;\n volatility.push(volatilityValue);\n }\n\n return volatility;\n }\n}\n", "// Volume Indicators\nexport class VolumeIndicators {\n /**\n * Calculate On Balance Volume (OBV)\n */\n static calculateOBV(prices: number[], volumes: number[]): number[] {\n const obv: number[] = [volumes[0]];\n for (let i = 1; i < prices.length; i++) {\n if (prices[i] > prices[i - 1]) {\n obv.push(obv[i - 1] + volumes[i]);\n } else if (prices[i] < prices[i - 1]) {\n obv.push(obv[i - 1] - volumes[i]);\n } else {\n obv.push(obv[i - 1]);\n }\n }\n return obv;\n }\n\n /**\n * Calculate Chaikin Money Flow (CMF)\n */\n static calculateCMF(prices: number[], highs: number[], lows: number[], volumes: number[]): number[] {\n const cmf: number[] = [];\n const period = 20;\n\n if (prices.length < period) return [];\n\n for (let i = period - 1; i < prices.length; i++) {\n let totalMoneyFlowVolume = 0;\n let totalVolume = 0;\n\n for (let j = i - period + 1; j <= i; j++) {\n const high = highs[j] || prices[j];\n const low = lows[j] || prices[j];\n const close = prices[j];\n const volume = volumes[j] || 1;\n\n const moneyFlowMultiplier = (close - low - (high - close)) / (high - low);\n const moneyFlowVolume = moneyFlowMultiplier * volume;\n\n totalMoneyFlowVolume += moneyFlowVolume;\n totalVolume += volume;\n }\n\n const cmfValue = totalVolume !== 0 ? totalMoneyFlowVolume / totalVolume : 0;\n cmf.push(cmfValue);\n }\n\n return cmf;\n }\n\n /**\n * Calculate Accumulation/Distribution Line (ADL)\n */\n static calculateADL(prices: number[], highs: number[], lows: number[], volumes: number[]): number[] {\n const adl: number[] = [0];\n\n for (let i = 1; i < prices.length; i++) {\n const high = highs[i] || prices[i];\n const low = lows[i] || prices[i];\n const close = prices[i];\n const volume = volumes[i] || 1;\n\n // Money Flow Multiplier\n const moneyFlowMultiplier = (close - low - (high - close)) / (high - low);\n\n // Money Flow Volume\n const moneyFlowVolume = moneyFlowMultiplier * volume;\n\n // Accumulation/Distribution Line\n adl.push(adl[i - 1] + moneyFlowVolume);\n }\n\n return adl;\n }\n\n /**\n * Calculate Volume Rate of Change\n */\n static calculateVolumeROC(volumes: number[]): number[] {\n const volumeROC: number[] = [];\n for (let i = 10; i < volumes.length; i++) {\n volumeROC.push(((volumes[i] - volumes[i - 10]) / volumes[i - 10]) * 100);\n }\n return volumeROC;\n }\n\n /**\n * Calculate Money Flow Index (MFI)\n */\n static calculateMFI(prices: number[], highs: number[], lows: number[], volumes: number[]): number[] {\n const mfi: number[] = [];\n const period = 14;\n\n if (prices.length < period + 1) return [];\n\n for (let i = period; i < prices.length; i++) {\n let positiveMoneyFlow = 0;\n let negativeMoneyFlow = 0;\n\n for (let j = i - period + 1; j <= i; j++) {\n const high = highs[j] || prices[j];\n const low = lows[j] || prices[j];\n const close = prices[j];\n const volume = volumes[j] || 1;\n\n const typicalPrice = (high + low + close) / 3;\n const moneyFlow = typicalPrice * volume;\n\n if (j > i - period + 1) {\n const prevHigh = highs[j - 1] || prices[j - 1];\n const prevLow = lows[j - 1] || prices[j - 1];\n const prevClose = prices[j - 1];\n const prevTypicalPrice = (prevHigh + prevLow + prevClose) / 3;\n\n if (typicalPrice > prevTypicalPrice) {\n positiveMoneyFlow += moneyFlow;\n } else if (typicalPrice < prevTypicalPrice) {\n negativeMoneyFlow += moneyFlow;\n }\n }\n }\n\n const moneyRatio = negativeMoneyFlow !== 0 ? positiveMoneyFlow / negativeMoneyFlow : 0;\n const mfiValue = 100 - 100 / (1 + moneyRatio);\n mfi.push(mfiValue);\n }\n\n return mfi;\n }\n\n /**\n * Calculate Volume Weighted Average Price (VWAP)\n */\n static calculateVWAP(prices: number[], volumes: number[]): number[] {\n const vwap: number[] = [];\n let cumulativePV = 0;\n let cumulativeVolume = 0;\n\n for (let i = 0; i < prices.length; i++) {\n cumulativePV += prices[i] * (volumes[i] || 1);\n cumulativeVolume += volumes[i] || 1;\n vwap.push(cumulativePV / cumulativeVolume);\n }\n\n return vwap;\n }\n}\n", "import type { CallToolResult } from '@modelcontextprotocol/sdk/types.js';\n\nimport type { MarketDataEntry } from '../schemas';\nimport {\n type MarketAnalysis,\n MomentumIndicators,\n MovingAverages,\n OptionsAnalysis,\n PerformanceAnalysis,\n StatisticalModels,\n SupportResistanceIndicators,\n type TechnicalAnalysisOutput,\n type TechnicalIndicators,\n TradingSignalsGenerator,\n TrendIndicators,\n VolatilityIndicators,\n VolumeIndicators,\n} from './indicators';\n\n// Utility function to sum an array of numbers\nfunction sum(numbers: number[]): number {\n return numbers.reduce((acc, val) => acc + val, 0);\n}\n\n// Technical Analysis Functions\nclass TechnicalAnalyzer {\n private prices: number[];\n private volumes: number[];\n private highs: number[];\n private lows: number[];\n\n constructor(data: MarketDataEntry[]) {\n // Use trade price as primary price, fallback to mid price if trade is 0\n this.prices = data.map((d) => (d.trade > 0 ? d.trade : d.midPrice));\n this.volumes = data.map((d) => d.volume);\n // Use session high/low prices, fallback to calculated values\n this.highs = data.map((d) => (d.tradingSessionHighPrice > 0 ? d.tradingSessionHighPrice : d.trade));\n this.lows = data.map((d) => (d.tradingSessionLowPrice > 0 ? d.tradingSessionLowPrice : d.trade));\n }\n\n // Calculate price changes for volatility\n private calculatePriceChanges(): number[] {\n const changes: number[] = [];\n for (let i = 1; i < this.prices.length; i++) {\n changes.push((this.prices[i] - this.prices[i - 1]) / this.prices[i - 1]);\n }\n return changes;\n }\n\n // Generate comprehensive market analysis\n public analyze(): MarketAnalysis {\n const currentPrice = this.prices[this.prices.length - 1];\n const startPrice = this.prices[0];\n const sessionHigh = Math.max(...this.highs);\n const sessionLow = Math.min(...this.lows);\n const totalVolume = sum(this.volumes);\n const avgVolume = totalVolume / this.volumes.length;\n\n const priceChanges = this.calculatePriceChanges();\n const volatility =\n priceChanges.length > 0\n ? Math.sqrt(\n priceChanges.reduce((sum: number, change: number) => sum + change ** 2, 0) / priceChanges.length,\n ) *\n Math.sqrt(252) *\n 100\n : 0;\n\n const sessionReturn = ((currentPrice - startPrice) / startPrice) * 100;\n const pricePosition = ((currentPrice - sessionLow) / (sessionHigh - sessionLow)) * 100;\n const trueVWAP =\n this.prices.reduce((sum: number, price: number, i: number) => sum + price * this.volumes[i], 0) /\n totalVolume;\n\n const momentum5 =\n this.prices.length > 5\n ? ((currentPrice - this.prices[Math.max(0, this.prices.length - 6)]) /\n this.prices[Math.max(0, this.prices.length - 6)]) *\n 100\n : 0;\n const momentum10 =\n this.prices.length > 10\n ? ((currentPrice - this.prices[Math.max(0, this.prices.length - 11)]) /\n this.prices[Math.max(0, this.prices.length - 11)]) *\n 100\n : 0;\n\n const maxDrawdown = PerformanceAnalysis.calculateMaxDrawdown(this.prices);\n\n const atrValues = VolatilityIndicators.calculateATR(this.prices, this.highs, this.lows);\n const atr = atrValues.length > 0 ? atrValues[atrValues.length - 1] : 0;\n const impliedVolatility = volatility;\n const realizedVolatility = volatility;\n const sharpeRatio = sessionReturn / volatility;\n const sortinoRatio = sessionReturn / realizedVolatility;\n const calmarRatio = sessionReturn / maxDrawdown;\n const maxConsecutiveLosses = PerformanceAnalysis.calculateMaxConsecutiveLosses(this.prices);\n const winRate = PerformanceAnalysis.calculateWinRate(this.prices);\n const profitFactor = PerformanceAnalysis.calculateProfitFactor(this.prices);\n\n return {\n currentPrice,\n startPrice,\n sessionHigh,\n sessionLow,\n totalVolume,\n avgVolume,\n volatility,\n sessionReturn,\n pricePosition,\n trueVWAP,\n momentum5,\n momentum10,\n maxDrawdown,\n atr,\n impliedVolatility,\n realizedVolatility,\n sharpeRatio,\n sortinoRatio,\n calmarRatio,\n maxConsecutiveLosses,\n winRate,\n profitFactor,\n };\n }\n\n // Generate technical indicators\n public getTechnicalIndicators(): TechnicalIndicators {\n return {\n sma5: MovingAverages.calculateSMA(this.prices, 5),\n sma10: MovingAverages.calculateSMA(this.prices, 10),\n sma20: MovingAverages.calculateSMA(this.prices, 20),\n sma50: MovingAverages.calculateSMA(this.prices, 50),\n sma200: MovingAverages.calculateSMA(this.prices, 200),\n ema8: MovingAverages.calculateEMA(this.prices, 8),\n ema12: MovingAverages.calculateEMA(this.prices, 12),\n ema21: MovingAverages.calculateEMA(this.prices, 21),\n ema26: MovingAverages.calculateEMA(this.prices, 26),\n wma20: MovingAverages.calculateWMA(this.prices, 20),\n vwma20: MovingAverages.calculateVWMA(this.prices, this.volumes, 20),\n macd: TrendIndicators.calculateMACD(this.prices),\n adx: TrendIndicators.calculateADX(this.prices, this.highs, this.lows),\n dmi: TrendIndicators.calculateDMI(this.prices, this.highs, this.lows),\n ichimoku: TrendIndicators.calculateIchimoku(this.prices, this.highs, this.lows),\n parabolicSAR: TrendIndicators.calculateParabolicSAR(this.prices, this.highs, this.lows),\n rsi: MomentumIndicators.calculateRSI(this.prices, 14),\n stochastic: MomentumIndicators.calculateStochastic(this.prices, this.highs, this.lows),\n cci: MomentumIndicators.calculateCCI(this.prices, this.highs, this.lows),\n roc: MomentumIndicators.calculateROC(this.prices),\n williamsR: MomentumIndicators.calculateWilliamsR(this.prices),\n momentum: MomentumIndicators.calculateMomentum(this.prices),\n bollinger: VolatilityIndicators.calculateBollingerBands(this.prices, 20, 2),\n atr: VolatilityIndicators.calculateATR(this.prices, this.highs, this.lows),\n keltner: VolatilityIndicators.calculateKeltnerChannels(this.prices, this.highs, this.lows),\n donchian: VolatilityIndicators.calculateDonchianChannels(this.prices),\n chaikinVolatility: VolatilityIndicators.calculateChaikinVolatility(this.prices, this.highs, this.lows),\n obv: VolumeIndicators.calculateOBV(this.prices, this.volumes),\n cmf: VolumeIndicators.calculateCMF(this.prices, this.highs, this.lows, this.volumes),\n adl: VolumeIndicators.calculateADL(this.prices, this.highs, this.lows, this.volumes),\n volumeROC: VolumeIndicators.calculateVolumeROC(this.volumes),\n mfi: VolumeIndicators.calculateMFI(this.prices, this.highs, this.lows, this.volumes),\n vwap: VolumeIndicators.calculateVWAP(this.prices, this.volumes),\n pivotPoints: SupportResistanceIndicators.calculatePivotPoints(this.prices, this.highs, this.lows),\n fibonacci: SupportResistanceIndicators.calculateFibonacciLevels(this.prices),\n gannLevels: SupportResistanceIndicators.calculateGannLevels(this.prices),\n elliottWave: SupportResistanceIndicators.calculateElliottWave(this.prices),\n harmonicPatterns: SupportResistanceIndicators.calculateHarmonicPatterns(this.prices),\n };\n }\n\n // Generate comprehensive JSON analysis\n public generateJSONAnalysis(symbol: string): TechnicalAnalysisOutput {\n const analysis = this.analyze();\n const indicators = this.getTechnicalIndicators();\n const priceChanges = this.calculatePriceChanges();\n\n const currentSMA5 = indicators.sma5.length > 0 ? indicators.sma5[indicators.sma5.length - 1] : null;\n const currentSMA10 = indicators.sma10.length > 0 ? indicators.sma10[indicators.sma10.length - 1] : null;\n const currentSMA20 = indicators.sma20.length > 0 ? indicators.sma20[indicators.sma20.length - 1] : null;\n const currentSMA50 = indicators.sma50.length > 0 ? indicators.sma50[indicators.sma50.length - 1] : null;\n const currentSMA200 = indicators.sma200.length > 0 ? indicators.sma200[indicators.sma200.length - 1] : null;\n const currentEMA8 = indicators.ema8[indicators.ema8.length - 1];\n const currentEMA12 = indicators.ema12[indicators.ema12.length - 1];\n const currentEMA21 = indicators.ema21[indicators.ema21.length - 1];\n const currentEMA26 = indicators.ema26[indicators.ema26.length - 1];\n const currentWMA20 = indicators.wma20.length > 0 ? indicators.wma20[indicators.wma20.length - 1] : null;\n const currentVWMA20 = indicators.vwma20.length > 0 ? indicators.vwma20[indicators.vwma20.length - 1] : null;\n const currentMACD = indicators.macd.length > 0 ? indicators.macd[indicators.macd.length - 1] : null;\n const currentADX = indicators.adx.length > 0 ? indicators.adx[indicators.adx.length - 1] : null;\n const currentDMI = indicators.dmi.length > 0 ? indicators.dmi[indicators.dmi.length - 1] : null;\n const currentIchimoku =\n indicators.ichimoku.length > 0 ? indicators.ichimoku[indicators.ichimoku.length - 1] : null;\n const currentParabolicSAR =\n indicators.parabolicSAR.length > 0 ? indicators.parabolicSAR[indicators.parabolicSAR.length - 1] : null;\n const currentRSI = indicators.rsi.length > 0 ? indicators.rsi[indicators.rsi.length - 1] : null;\n const currentStochastic =\n indicators.stochastic.length > 0 ? indicators.stochastic[indicators.stochastic.length - 1] : null;\n const currentCCI = indicators.cci.length > 0 ? indicators.cci[indicators.cci.length - 1] : null;\n const currentROC = indicators.roc.length > 0 ? indicators.roc[indicators.roc.length - 1] : null;\n const currentWilliamsR =\n indicators.williamsR.length > 0 ? indicators.williamsR[indicators.williamsR.length - 1] : null;\n const currentMomentum =\n indicators.momentum.length > 0 ? indicators.momentum[indicators.momentum.length - 1] : null;\n const currentBB =\n indicators.bollinger.length > 0 ? indicators.bollinger[indicators.bollinger.length - 1] : null;\n const currentAtr = indicators.atr.length > 0 ? indicators.atr[indicators.atr.length - 1] : null;\n const currentKeltner = indicators.keltner.length > 0 ? indicators.keltner[indicators.keltner.length - 1] : null;\n const currentDonchian =\n indicators.donchian.length > 0 ? indicators.donchian[indicators.donchian.length - 1] : null;\n const currentChaikinVolatility =\n indicators.chaikinVolatility.length > 0\n ? indicators.chaikinVolatility[indicators.chaikinVolatility.length - 1]\n : null;\n const currentObv = indicators.obv.length > 0 ? indicators.obv[indicators.obv.length - 1] : null;\n const currentCmf = indicators.cmf.length > 0 ? indicators.cmf[indicators.cmf.length - 1] : null;\n const currentAdl = indicators.adl.length > 0 ? indicators.adl[indicators.adl.length - 1] : null;\n const currentVolumeROC =\n indicators.volumeROC.length > 0 ? indicators.volumeROC[indicators.volumeROC.length - 1] : null;\n const currentMfi = indicators.mfi.length > 0 ? indicators.mfi[indicators.mfi.length - 1] : null;\n const currentVwap = indicators.vwap.length > 0 ? indicators.vwap[indicators.vwap.length - 1] : null;\n const currentPivotPoints =\n indicators.pivotPoints.length > 0 ? indicators.pivotPoints[indicators.pivotPoints.length - 1] : null;\n const currentFibonacci =\n indicators.fibonacci.length > 0 ? indicators.fibonacci[indicators.fibonacci.length - 1] : null;\n const currentGannLevels = indicators.gannLevels.length > 0 ? indicators.gannLevels : [];\n const currentElliottWave =\n indicators.elliottWave.length > 0 ? indicators.elliottWave[indicators.elliottWave.length - 1] : null;\n const currentHarmonicPatterns = indicators.harmonicPatterns.length > 0 ? indicators.harmonicPatterns : [];\n\n const currentVolume = this.volumes[this.volumes.length - 1];\n const volumeRatio = currentVolume / analysis.avgVolume;\n const currentDrawdown = ((analysis.sessionHigh - analysis.currentPrice) / analysis.sessionHigh) * 100;\n const rangeWidth = ((analysis.sessionHigh - analysis.sessionLow) / analysis.sessionLow) * 100;\n const priceVsVWAP = ((analysis.currentPrice - analysis.trueVWAP) / analysis.trueVWAP) * 100;\n\n // Generate trading signals\n const signalData = TradingSignalsGenerator.generateSignals(\n analysis.currentPrice,\n analysis.trueVWAP,\n analysis.momentum5,\n analysis.momentum10,\n analysis.sessionReturn,\n currentVolume,\n analysis.avgVolume,\n analysis.pricePosition,\n analysis.volatility,\n );\n\n const tradingSignals = TradingSignalsGenerator.calculateOverallSignal(\n signalData.bullishSignals,\n signalData.bearishSignals,\n signalData.signals,\n analysis.volatility,\n );\n\n const targetEntry = Math.max(analysis.sessionLow * 1.005, analysis.trueVWAP * 0.998);\n const stopLoss = analysis.sessionLow * 0.995;\n const profitTarget = analysis.sessionHigh * 0.995;\n const riskRewardRatio = (profitTarget - analysis.currentPrice) / (analysis.currentPrice - stopLoss);\n\n const positionSize = PerformanceAnalysis.calculatePositionSize(targetEntry, stopLoss);\n const maxRisk = positionSize * (targetEntry - stopLoss);\n\n // Enhanced statistical models\n const varModel = StatisticalModels.calculateVAR(this.prices, this.volumes);\n const gaussianProcess = StatisticalModels.calculateGaussianProcess(this.prices);\n const pairsTrading = StatisticalModels.calculatePairsTrading(\n this.prices,\n this.prices.map((p) => p * 1.01),\n ); // Example with correlated asset\n const fourierTransform = StatisticalModels.calculateFourierTransform(this.prices);\n const emd = StatisticalModels.calculateEMD(this.prices);\n\n // Enhanced options analysis\n const blackScholes = OptionsAnalysis.calculateBlackScholes(\n analysis.currentPrice,\n analysis.startPrice,\n analysis.avgVolume,\n );\n const binomialTree = OptionsAnalysis.calculateBinomialTree(analysis.currentPrice, analysis.startPrice);\n const trinomialTree = OptionsAnalysis.calculateTrinomialTree(analysis.currentPrice, analysis.startPrice);\n const monteCarlo = OptionsAnalysis.calculateMonteCarlo(analysis.currentPrice, analysis.startPrice);\n const hestonModel = OptionsAnalysis.calculateHestonModel(analysis.currentPrice, analysis.startPrice);\n const sabrModel = OptionsAnalysis.calculateSABRModel(analysis.currentPrice, analysis.startPrice);\n const varianceGamma = OptionsAnalysis.calculateVarianceGamma(analysis.currentPrice, analysis.startPrice);\n\n return {\n symbol,\n timestamp: new Date().toISOString(),\n marketStructure: {\n currentPrice: analysis.currentPrice,\n startPrice: analysis.startPrice,\n sessionHigh: analysis.sessionHigh,\n sessionLow: analysis.sessionLow,\n rangeWidth,\n totalVolume: analysis.totalVolume,\n sessionPerformance: analysis.sessionReturn,\n positionInRange: analysis.pricePosition,\n },\n volatility: {\n impliedVolatility: analysis.impliedVolatility,\n realizedVolatility: analysis.realizedVolatility,\n atr: analysis.atr,\n maxDrawdown: analysis.maxDrawdown * 100,\n currentDrawdown,\n },\n technicalIndicators: {\n sma5: currentSMA5,\n sma10: currentSMA10,\n sma20: currentSMA20,\n sma50: currentSMA50,\n sma200: currentSMA200,\n ema8: currentEMA8,\n ema12: currentEMA12,\n ema21: currentEMA21,\n ema26: currentEMA26,\n wma20: currentWMA20,\n vwma20: currentVWMA20,\n macd: currentMACD,\n adx: currentADX,\n dmi: currentDMI,\n ichimoku: currentIchimoku,\n parabolicSAR: currentParabolicSAR,\n rsi: currentRSI,\n stochastic: currentStochastic,\n cci: currentCCI,\n roc: currentROC,\n williamsR: currentWilliamsR,\n momentum: currentMomentum,\n bollingerBands: currentBB\n ? {\n upper: currentBB.upper,\n middle: currentBB.middle,\n lower: currentBB.lower,\n bandwidth: currentBB.bandwidth,\n percentB: currentBB.percentB,\n }\n : null,\n atr: currentAtr,\n keltnerChannels: currentKeltner\n ? {\n upper: currentKeltner.upper,\n middle: currentKeltner.middle,\n lower: currentKeltner.lower,\n }\n : null,\n donchianChannels: currentDonchian\n ? {\n upper: currentDonchian.upper,\n middle: currentDonchian.middle,\n lower: currentDonchian.lower,\n }\n : null,\n chaikinVolatility: currentChaikinVolatility,\n obv: currentObv,\n cmf: currentCmf,\n adl: currentAdl,\n volumeROC: currentVolumeROC,\n mfi: currentMfi,\n vwap: currentVwap,\n },\n volumeAnalysis: {\n currentVolume,\n averageVolume: Math.round(analysis.avgVolume),\n volumeRatio,\n trueVWAP: analysis.trueVWAP,\n priceVsVWAP,\n obv: currentObv,\n cmf: currentCmf,\n mfi: currentMfi,\n },\n momentum: {\n momentum5: analysis.momentum5,\n momentum10: analysis.momentum10,\n sessionROC: analysis.sessionReturn,\n rsi: currentRSI,\n stochastic: currentStochastic,\n cci: currentCCI,\n },\n supportResistance: {\n pivotPoints: currentPivotPoints,\n fibonacci: currentFibonacci,\n gannLevels: currentGannLevels,\n elliottWave: currentElliottWave,\n harmonicPatterns: currentHarmonicPatterns,\n },\n tradingSignals,\n statisticalModels: {\n zScore: StatisticalModels.calculateZScore(analysis.currentPrice, analysis.startPrice),\n ornsteinUhlenbeck: StatisticalModels.calculateOrnsteinUhlenbeck(\n analysis.currentPrice,\n analysis.startPrice,\n analysis.avgVolume,\n priceChanges,\n ),\n kalmanFilter: StatisticalModels.calculateKalmanFilter(\n analysis.currentPrice,\n analysis.startPrice,\n analysis.avgVolume,\n priceChanges,\n ),\n pairsTrading,\n arima: StatisticalModels.calculateARIMA(analysis.currentPrice, priceChanges),\n garch: StatisticalModels.calculateGARCH(analysis.avgVolume, priceChanges),\n var: varModel,\n gaussianProcess,\n hilbertTransform: StatisticalModels.calculateHilbertTransform(analysis.currentPrice, priceChanges),\n waveletTransform: StatisticalModels.calculateWaveletTransform(analysis.currentPrice, priceChanges),\n fourierTransform,\n empiricalModeDecomposition: emd,\n },\n optionsAnalysis: (() => {\n if (!blackScholes) return null;\n\n return {\n blackScholes,\n binomialTree,\n trinomialTree,\n monteCarlo,\n hestonModel,\n sabrModel,\n varianceGamma,\n impliedVolatility: analysis.impliedVolatility,\n delta: blackScholes.delta,\n gamma: blackScholes.gamma,\n theta: blackScholes.theta,\n vega: blackScholes.vega,\n rho: blackScholes.rho,\n greeks: {\n delta: blackScholes.delta,\n gamma: blackScholes.gamma,\n theta: blackScholes.theta,\n vega: blackScholes.vega,\n rho: blackScholes.rho,\n },\n };\n })(),\n riskManagement: {\n targetEntry,\n stopLoss,\n profitTarget,\n riskRewardRatio,\n positionSize,\n maxRisk,\n },\n performance: {\n sharpeRatio: analysis.sharpeRatio,\n sortinoRatio: analysis.sortinoRatio,\n calmarRatio: analysis.calmarRatio,\n maxDrawdown: analysis.maxDrawdown * 100,\n winRate: analysis.winRate,\n profitFactor: analysis.profitFactor,\n totalReturn: analysis.sessionReturn,\n volatility: analysis.volatility,\n },\n };\n }\n}\n\nexport const createTechnicalAnalysisHandler = (\n marketDataPrices: Map<string, MarketDataEntry[]>,\n): ((args: { symbol: string }) => Promise<CallToolResult>) => {\n return async (args: { symbol: string }): Promise<CallToolResult> => {\n try {\n const symbol = args.symbol;\n const priceHistory = marketDataPrices.get(symbol) || [];\n\n if (priceHistory.length === 0) {\n return {\n content: [\n {\n type: 'text',\n text: `No price data available for ${symbol}. Please request market data first.`,\n uri: 'technicalAnalysis',\n },\n ],\n };\n }\n\n // Validate data: must have valid trade and midPrice values\n const hasValidData = priceHistory.every(\n (entry) =>\n typeof entry.trade === 'number' &&\n !Number.isNaN(entry.trade) &&\n typeof entry.midPrice === 'number' &&\n !Number.isNaN(entry.midPrice),\n );\n if (!hasValidData) {\n throw new Error('Invalid market data');\n }\n\n // Convert MarketDataEntry to the format expected by TechnicalAnalyzer\n const analyzer = new TechnicalAnalyzer(priceHistory);\n const analysis = analyzer.generateJSONAnalysis(symbol);\n\n return {\n content: [\n {\n type: 'text',\n text: `Technical Analysis for ${symbol}:\\n\\n${JSON.stringify(analysis, null, 2)}`,\n uri: 'technicalAnalysis',\n },\n ],\n };\n } catch (error) {\n return {\n content: [\n {\n type: 'text',\n text: `Error performing technical analysis: ${error instanceof Error ? error.message : 'Unknown error'}`,\n uri: 'technicalAnalysis',\n },\n ],\n isError: true,\n };\n }\n };\n};\n", "import type { CallToolResult } from '@modelcontextprotocol/sdk/types.js';\nimport { Field, Fields, type IFIXParser, MDEntryType, type Message, Messages } from 'fixparser';\nimport QuickChart from 'quickchart-js';\nimport type { MarketDataEntry } from '../schemas';\n\nexport const createMarketDataRequestHandler = (\n parser: IFIXParser,\n pendingRequests: Map<string, (data: Message) => void>,\n): ((args: {\n mdUpdateType: string;\n symbols: string[];\n mdReqID: string;\n subscriptionRequestType: string;\n mdEntryTypes?: string[];\n}) => Promise<CallToolResult>) => {\n return async (args: {\n mdUpdateType: string;\n symbols: string[];\n mdReqID: string;\n subscriptionRequestType: string;\n mdEntryTypes?: string[];\n }): Promise<CallToolResult> => {\n try {\n parser.logger.log({\n level: 'info',\n message: `Sending market data request for symbols: ${args.symbols.join(', ')}`,\n });\n\n const response = new Promise((resolve) => {\n pendingRequests.set(args.mdReqID, resolve);\n parser.logger.log({\n level: 'info',\n message: `Registered callback for market data request ID: ${args.mdReqID}`,\n });\n });\n\n // Set default entry types if not provided\n const entryTypes = args.mdEntryTypes || [\n MDEntryType.Bid,\n MDEntryType.Offer,\n MDEntryType.Trade,\n MDEntryType.IndexValue,\n MDEntryType.OpeningPrice,\n MDEntryType.ClosingPrice,\n MDEntryType.SettlementPrice,\n MDEntryType.TradingSessionHighPrice,\n MDEntryType.TradingSessionLowPrice,\n MDEntryType.VWAP,\n MDEntryType.Imbalance,\n MDEntryType.TradeVolume,\n MDEntryType.OpenInterest,\n MDEntryType.CompositeUnderlyingPrice,\n MDEntryType.SimulatedSellPrice,\n MDEntryType.SimulatedBuyPrice,\n MDEntryType.MarginRate,\n MDEntryType.MidPrice,\n MDEntryType.EmptyBook,\n MDEntryType.SettleHighPrice,\n MDEntryType.SettleLowPrice,\n MDEntryType.PriorSettlePrice,\n MDEntryType.SessionHighBid,\n MDEntryType.SessionLowOffer,\n MDEntryType.EarlyPrices,\n MDEntryType.AuctionClearingPrice,\n MDEntryType.SwapValueFactor,\n MDEntryType.DailyValueAdjustmentForLongPositions,\n MDEntryType.CumulativeValueAdjustmentForLongPositions,\n MDEntryType.DailyValueAdjustmentForShortPositions,\n MDEntryType.CumulativeValueAdjustmentForShortPositions,\n MDEntryType.FixingPrice,\n MDEntryType.CashRate,\n MDEntryType.RecoveryRate,\n MDEntryType.RecoveryRateForLong,\n MDEntryType.RecoveryRateForShort,\n MDEntryType.MarketBid,\n MDEntryType.MarketOffer,\n MDEntryType.ShortSaleMinPrice,\n MDEntryType.PreviousClosingPrice,\n MDEntryType.ThresholdLimitPriceBanding,\n MDEntryType.DailyFinancingValue,\n MDEntryType.AccruedFinancingValue,\n MDEntryType.TWAP,\n ];\n\n const messageFields = [\n new Field(Fields.MsgType, Messages.MarketDataRequest),\n new Field(Fields.SenderCompID, parser.sender),\n new Field(Fields.MsgSeqNum, parser.getNextTargetMsgSeqNum()),\n new Field(Fields.TargetCompID, parser.target),\n new Field(Fields.SendingTime, parser.getTimestamp()),\n new Field(Fields.MDReqID, args.mdReqID),\n new Field(Fields.SubscriptionRequestType, args.subscriptionRequestType),\n new Field(Fields.MarketDepth, 0),\n new Field(Fields.MDUpdateType, args.mdUpdateType),\n ];\n\n // Add each symbol to the message\n messageFields.push(new Field(Fields.NoRelatedSym, args.symbols.length));\n args.symbols.forEach((symbol: string) => {\n messageFields.push(new Field(Fields.Symbol, symbol));\n });\n\n // Add NoMDEntryTypes and each MDEntryType to the message\n messageFields.push(new Field(Fields.NoMDEntryTypes, entryTypes.length));\n entryTypes.forEach((entryType: string) => {\n messageFields.push(new Field(Fields.MDEntryType, entryType));\n });\n\n const mdr = parser.createMessage(...messageFields);\n\n if (!parser.connected) {\n parser.logger.log({\n level: 'error',\n message: 'Not connected. Cannot send market data request.',\n });\n return {\n content: [\n {\n type: 'text',\n text: 'Error: Not connected. Ignoring message.',\n uri: 'marketDataRequest',\n },\n ],\n isError: true,\n };\n }\n\n parser.logger.log({\n level: 'info',\n message: `Sending market data request message: ${JSON.stringify(mdr?.toFIXJSON())}`,\n });\n\n parser.send(mdr!);\n\n // Wait for the market data response\n const fixData = await response;\n\n parser.logger.log({\n level: 'info',\n message: `Received market data response for request ID: ${args.mdReqID}`,\n });\n\n return {\n content: [\n {\n type: 'text',\n text: `Market data for ${args.symbols.join(', ')}: ${JSON.stringify((fixData as Message).toFIXJSON())}`,\n uri: 'marketDataRequest',\n },\n ],\n };\n } catch (error) {\n return {\n content: [\n {\n type: 'text',\n text: `Error: ${error instanceof Error ? error.message : 'Failed to request market data'}`,\n uri: 'marketDataRequest',\n },\n ],\n isError: true,\n };\n }\n };\n};\n\n/**\n * Aggregates market data points to ensure maximum of 500 data points for charting\n * Uses smart sampling to preserve important characteristics like highs, lows, and trends\n */\nconst aggregateMarketData = (priceHistory: MarketDataEntry[], maxPoints = 240): MarketDataEntry[] => {\n if (priceHistory.length <= maxPoints) {\n return priceHistory;\n }\n\n const result: MarketDataEntry[] = [];\n const step = priceHistory.length / maxPoints;\n\n // Always include the first and last points\n result.push(priceHistory[0]);\n\n // Sample points with smart aggregation\n for (let i = 1; i < maxPoints - 1; i++) {\n const startIndex = Math.floor(i * step);\n const endIndex = Math.floor((i + 1) * step);\n const segment = priceHistory.slice(startIndex, endIndex);\n\n if (segment.length === 0) continue;\n\n // Aggregate the segment by taking weighted averages\n const aggregatedPoint: MarketDataEntry = {\n timestamp: segment[0].timestamp, // Use timestamp of first point in segment\n bid: segment.reduce((sum, p) => sum + p.bid, 0) / segment.length,\n offer: segment.reduce((sum, p) => sum + p.offer, 0) / segment.length,\n spread: segment.reduce((sum, p) => sum + p.spread, 0) / segment.length,\n volume: segment.reduce((sum, p) => sum + p.volume, 0) / segment.length,\n trade: segment.reduce((sum, p) => sum + p.trade, 0) / segment.length,\n indexValue: segment.reduce((sum, p) => sum + p.indexValue, 0) / segment.length,\n openingPrice: segment.reduce((sum, p) => sum + p.openingPrice, 0) / segment.length,\n closingPrice: segment.reduce((sum, p) => sum + p.closingPrice, 0) / segment.length,\n settlementPrice: segment.reduce((sum, p) => sum + p.settlementPrice, 0) / segment.length,\n tradingSessionHighPrice: segment.reduce((sum, p) => sum + p.tradingSessionHighPrice, 0) / segment.length,\n tradingSessionLowPrice: segment.reduce((sum, p) => sum + p.tradingSessionLowPrice, 0) / segment.length,\n vwap: segment.reduce((sum, p) => sum + p.vwap, 0) / segment.length,\n imbalance: segment.reduce((sum, p) => sum + p.imbalance, 0) / segment.length,\n openInterest: segment.reduce((sum, p) => sum + p.openInterest, 0) / segment.length,\n compositeUnderlyingPrice: segment.reduce((sum, p) => sum + p.compositeUnderlyingPrice, 0) / segment.length,\n simulatedSellPrice: segment.reduce((sum, p) => sum + p.simulatedSellPrice, 0) / segment.length,\n simulatedBuyPrice: segment.reduce((sum, p) => sum + p.simulatedBuyPrice, 0) / segment.length,\n marginRate: segment.reduce((sum, p) => sum + p.marginRate, 0) / segment.length,\n midPrice: segment.reduce((sum, p) => sum + p.midPrice, 0) / segment.length,\n emptyBook: segment.reduce((sum, p) => sum + p.emptyBook, 0) / segment.length,\n settleHighPrice: segment.reduce((sum, p) => sum + p.settleHighPrice, 0) / segment.length,\n settleLowPrice: segment.reduce((sum, p) => sum + p.settleLowPrice, 0) / segment.length,\n priorSettlePrice: segment.reduce((sum, p) => sum + p.priorSettlePrice, 0) / segment.length,\n sessionHighBid: segment.reduce((sum, p) => sum + p.sessionHighBid, 0) / segment.length,\n sessionLowOffer: segment.reduce((sum, p) => sum + p.sessionLowOffer, 0) / segment.length,\n earlyPrices: segment.reduce((sum, p) => sum + p.earlyPrices, 0) / segment.length,\n auctionClearingPrice: segment.reduce((sum, p) => sum + p.auctionClearingPrice, 0) / segment.length,\n swapValueFactor: segment.reduce((sum, p) => sum + p.swapValueFactor, 0) / segment.length,\n dailyValueAdjustmentForLongPositions:\n segment.reduce((sum, p) => sum + p.dailyValueAdjustmentForLongPositions, 0) / segment.length,\n cumulativeValueAdjustmentForLongPositions:\n segment.reduce((sum, p) => sum + p.cumulativeValueAdjustmentForLongPositions, 0) / segment.length,\n dailyValueAdjustmentForShortPositions:\n segment.reduce((sum, p) => sum + p.dailyValueAdjustmentForShortPositions, 0) / segment.length,\n cumulativeValueAdjustmentForShortPositions:\n segment.reduce((sum, p) => sum + p.cumulativeValueAdjustmentForShortPositions, 0) / segment.length,\n fixingPrice: segment.reduce((sum, p) => sum + p.fixingPrice, 0) / segment.length,\n cashRate: segment.reduce((sum, p) => sum + p.cashRate, 0) / segment.length,\n recoveryRate: segment.reduce((sum, p) => sum + p.recoveryRate, 0) / segment.length,\n recoveryRateForLong: segment.reduce((sum, p) => sum + p.recoveryRateForLong, 0) / segment.length,\n recoveryRateForShort: segment.reduce((sum, p) => sum + p.recoveryRateForShort, 0) / segment.length,\n marketBid: segment.reduce((sum, p) => sum + p.marketBid, 0) / segment.length,\n marketOffer: segment.reduce((sum, p) => sum + p.marketOffer, 0) / segment.length,\n shortSaleMinPrice: segment.reduce((sum, p) => sum + p.shortSaleMinPrice, 0) / segment.length,\n previousClosingPrice: segment.reduce((sum, p) => sum + p.previousClosingPrice, 0) / segment.length,\n thresholdLimitPriceBanding:\n segment.reduce((sum, p) => sum + p.thresholdLimitPriceBanding, 0) / segment.length,\n dailyFinancingValue: segment.reduce((sum, p) => sum + p.dailyFinancingValue, 0) / segment.length,\n accruedFinancingValue: segment.reduce((sum, p) => sum + p.accruedFinancingValue, 0) / segment.length,\n twap: segment.reduce((sum, p) => sum + p.twap, 0) / segment.length,\n };\n\n result.push(aggregatedPoint);\n }\n\n // Always include the last point\n result.push(priceHistory[priceHistory.length - 1]);\n\n return result;\n};\n\nexport const createGetStockGraphHandler = (\n marketDataPrices: Map<string, MarketDataEntry[]>,\n): ((args: { symbol: string }) => Promise<CallToolResult>) => {\n return async (args: { symbol: string }): Promise<CallToolResult> => {\n try {\n const symbol = args.symbol;\n const priceHistory = marketDataPrices.get(symbol) || [];\n\n if (priceHistory.length === 0) {\n return {\n content: [\n {\n type: 'text',\n text: `No price data available for ${symbol}`,\n uri: 'getStockGraph',\n },\n ],\n };\n }\n\n // Aggregate data to ensure maximum 500 data points\n const aggregatedData = aggregateMarketData(priceHistory, 500);\n\n const chart = new QuickChart();\n chart.setWidth(1200);\n chart.setHeight(600);\n chart.setBackgroundColor('transparent');\n\n // Prepare the data using aggregated data\n const labels = aggregatedData.map((point) => new Date(point.timestamp).toLocaleTimeString());\n const bidData = aggregatedData.map((point) => point.bid);\n const offerData = aggregatedData.map((point) => point.offer);\n const spreadData = aggregatedData.map((point) => point.spread);\n const volumeData = aggregatedData.map((point) => point.volume);\n const tradeData = aggregatedData.map((point) => point.trade);\n const vwapData = aggregatedData.map((point) => point.vwap);\n const twapData = aggregatedData.map((point) => point.twap);\n\n // Normalize volume data to fit on the same scale as price data\n const maxVolume = Math.max(...volumeData.filter((v) => v > 0));\n const maxPrice = Math.max(...bidData, ...offerData, ...tradeData, ...vwapData, ...twapData);\n const normalizedVolumeData = volumeData.map((v) => (v / maxVolume) * maxPrice * 0.3); // Scale to 30% of max price\n\n const config = {\n type: 'line',\n data: {\n labels: labels,\n datasets: [\n {\n label: 'Bid',\n data: bidData,\n borderColor: '#28a745',\n backgroundColor: 'rgba(40, 167, 69, 0.1)',\n fill: false,\n tension: 0.4,\n },\n {\n label: 'Offer',\n data: offerData,\n borderColor: '#dc3545',\n backgroundColor: 'rgba(220, 53, 69, 0.1)',\n fill: false,\n tension: 0.4,\n },\n {\n label: 'Spread',\n data: spreadData,\n borderColor: '#6c757d',\n backgroundColor: 'rgba(108, 117, 125, 0.1)',\n fill: false,\n tension: 0.4,\n },\n {\n label: 'Trade',\n data: tradeData,\n borderColor: '#ffc107',\n backgroundColor: 'rgba(255, 193, 7, 0.1)',\n fill: false,\n tension: 0.4,\n },\n {\n label: 'VWAP',\n data: vwapData,\n borderColor: '#17a2b8',\n backgroundColor: 'rgba(23, 162, 184, 0.1)',\n fill: false,\n tension: 0.4,\n },\n {\n label: 'TWAP',\n data: twapData,\n borderColor: '#6610f2',\n backgroundColor: 'rgba(102, 16, 242, 0.1)',\n fill: false,\n tension: 0.4,\n },\n {\n label: 'Volume (Normalized)',\n data: normalizedVolumeData,\n borderColor: '#007bff',\n backgroundColor: 'rgba(0, 123, 255, 0.1)',\n fill: true,\n tension: 0.4,\n },\n ],\n },\n options: {\n responsive: true,\n plugins: {\n title: {\n display: true,\n text: `${symbol} Market Data (Volume normalized to 30% of max price)`,\n },\n },\n scales: {\n y: {\n beginAtZero: false,\n title: {\n display: true,\n text: 'Price / Normalized Volume',\n },\n },\n },\n },\n };\n\n chart.setConfig(config);\n\n const imageBuffer = await chart.toBinary();\n const base64 = imageBuffer.toString('base64');\n\n return {\n content: [\n {\n type: 'resource',\n resource: {\n uri: 'resource://graph',\n mimeType: 'image/png',\n blob: base64,\n },\n },\n ],\n };\n } catch (error) {\n return {\n content: [\n {\n type: 'text',\n text: `Error: ${error instanceof Error ? error.message : 'Failed to generate graph'}`,\n uri: 'getStockGraph',\n },\n ],\n isError: true,\n };\n }\n };\n};\n\nexport const createGetStockPriceHistoryHandler = (\n marketDataPrices: Map<string, MarketDataEntry[]>,\n): ((args: { symbol: string }) => Promise<CallToolResult>) => {\n return async (args: { symbol: string }): Promise<CallToolResult> => {\n try {\n const symbol = args.symbol;\n const priceHistory = marketDataPrices.get(symbol) || [];\n\n if (priceHistory.length === 0) {\n return {\n content: [\n {\n type: 'text',\n text: `No price data available for ${symbol}`,\n uri: 'getStockPriceHistory',\n },\n ],\n };\n }\n\n // Aggregate data to ensure maximum 500 data points for consistency with graph function\n const aggregatedData = aggregateMarketData(priceHistory, 500);\n\n return {\n content: [\n {\n type: 'text',\n text: JSON.stringify(\n {\n symbol,\n count: aggregatedData.length,\n originalCount: priceHistory.length,\n data: aggregatedData.map((point) => ({\n timestamp: new Date(point.timestamp).toISOString(),\n bid: point.bid,\n offer: point.offer,\n spread: point.spread,\n volume: point.volume,\n trade: point.trade,\n indexValue: point.indexValue,\n openingPrice: point.openingPrice,\n closingPrice: point.closingPrice,\n settlementPrice: point.settlementPrice,\n tradingSessionHighPrice: point.tradingSessionHighPrice,\n tradingSessionLowPrice: point.tradingSessionLowPrice,\n vwap: point.vwap,\n imbalance: point.imbalance,\n openInterest: point.openInterest,\n compositeUnderlyingPrice: point.compositeUnderlyingPrice,\n simulatedSellPrice: point.simulatedSellPrice,\n simulatedBuyPrice: point.simulatedBuyPrice,\n marginRate: point.marginRate,\n midPrice: point.midPrice,\n emptyBook: point.emptyBook,\n settleHighPrice: point.settleHighPrice,\n settleLowPrice: point.settleLowPrice,\n priorSettlePrice: point.priorSettlePrice,\n sessionHighBid: point.sessionHighBid,\n sessionLowOffer: point.sessionLowOffer,\n earlyPrices: point.earlyPrices,\n auctionClearingPrice: point.auctionClearingPrice,\n swapValueFactor: point.swapValueFactor,\n dailyValueAdjustmentForLongPositions: point.dailyValueAdjustmentForLongPositions,\n cumulativeValueAdjustmentForLongPositions:\n point.cumulativeValueAdjustmentForLongPositions,\n dailyValueAdjustmentForShortPositions: point.dailyValueAdjustmentForShortPositions,\n cumulativeValueAdjustmentForShortPositions:\n point.cumulativeValueAdjustmentForShortPositions,\n fixingPrice: point.fixingPrice,\n cashRate: point.cashRate,\n recoveryRate: point.recoveryRate,\n recoveryRateForLong: point.recoveryRateForLong,\n recoveryRateForShort: point.recoveryRateForShort,\n marketBid: point.marketBid,\n marketOffer: point.marketOffer,\n shortSaleMinPrice: point.shortSaleMinPrice,\n previousClosingPrice: point.previousClosingPrice,\n thresholdLimitPriceBanding: point.thresholdLimitPriceBanding,\n dailyFinancingValue: point.dailyFinancingValue,\n accruedFinancingValue: point.accruedFinancingValue,\n twap: point.twap,\n })),\n },\n null,\n 2,\n ),\n uri: 'getStockPriceHistory',\n },\n ],\n };\n } catch (error) {\n return {\n content: [\n {\n type: 'text',\n text: `Error: ${error instanceof Error ? error.message : 'Failed to get price history'}`,\n uri: 'getStockPriceHistory',\n },\n ],\n isError: true,\n };\n }\n };\n};\n", "import type { CallToolResult } from '@modelcontextprotocol/sdk/types.js';\nimport { Field, Fields, type IFIXParser, type Message, Messages } from 'fixparser';\nimport type { VerifiedOrder } from '../schemas';\n\nconst ordTypeNames: Record<string, string> = {\n '1': 'Market',\n '2': 'Limit',\n '3': 'Stop',\n '4': 'StopLimit',\n '5': 'MarketOnClose',\n '6': 'WithOrWithout',\n '7': 'LimitOrBetter',\n '8': 'LimitWithOrWithout',\n '9': 'OnBasis',\n A: 'OnClose',\n B: 'LimitOnClose',\n C: 'ForexMarket',\n D: 'PreviouslyQuoted',\n E: 'PreviouslyIndicated',\n F: 'ForexLimit',\n G: 'ForexSwap',\n H: 'ForexPreviouslyQuoted',\n I: 'Funari',\n J: 'MarketIfTouched',\n K: 'MarketWithLeftOverAsLimit',\n L: 'PreviousFundValuationPoint',\n M: 'NextFundValuationPoint',\n P: 'Pegged',\n Q: 'CounterOrderSelection',\n R: 'StopOnBidOrOffer',\n S: 'StopLimitOnBidOrOffer',\n};\n\nconst sideNames: Record<string, string> = {\n '1': 'Buy',\n '2': 'Sell',\n '3': 'BuyMinus',\n '4': 'SellPlus',\n '5': 'SellShort',\n '6': 'SellShortExempt',\n '7': 'Undisclosed',\n '8': 'Cross',\n '9': 'CrossShort',\n A: 'CrossShortExempt',\n B: 'AsDefined',\n C: 'Opposite',\n D: 'Subscribe',\n E: 'Redeem',\n F: 'Lend',\n G: 'Borrow',\n H: 'SellUndisclosed',\n};\n\nconst timeInForceNames: Record<string, string> = {\n '0': 'Day',\n '1': 'GoodTillCancel',\n '2': 'AtTheOpening',\n '3': 'ImmediateOrCancel',\n '4': 'FillOrKill',\n '5': 'GoodTillCrossing',\n '6': 'GoodTillDate',\n '7': 'AtTheClose',\n '8': 'GoodThroughCrossing',\n '9': 'AtCrossing',\n A: 'GoodForTime',\n B: 'GoodForAuction',\n C: 'GoodForMonth',\n};\n\nconst handlInstNames: Record<string, string> = {\n '1': 'AutomatedExecutionNoIntervention',\n '2': 'AutomatedExecutionInterventionOK',\n '3': 'ManualOrder',\n};\n\nexport const createVerifyOrderHandler = (\n parser: IFIXParser,\n verifiedOrders: Map<string, VerifiedOrder>,\n): ((args: VerifiedOrder) => Promise<CallToolResult>) => {\n return async (args: VerifiedOrder): Promise<CallToolResult> => {\n void parser; // Parser unused for now\n try {\n // Store the verified order parameters\n verifiedOrders.set(args.clOrdID, {\n clOrdID: args.clOrdID,\n handlInst: args.handlInst,\n quantity: Number.parseFloat(String(args.quantity)),\n price: Number.parseFloat(String(args.price)),\n ordType: args.ordType,\n side: args.side,\n symbol: args.symbol,\n timeInForce: args.timeInForce,\n });\n\n return {\n content: [\n {\n type: 'text',\n text: `VERIFICATION: All parameters valid. Ready to proceed with order execution.\n \nParameters verified:\n- ClOrdID: ${args.clOrdID}\n- HandlInst: ${args.handlInst} (${handlInstNames[args.handlInst]})\n- Quantity: ${args.quantity}\n- Price: ${args.price}\n- OrdType: ${args.ordType} (${ordTypeNames[args.ordType]})\n- Side: ${args.side} (${sideNames[args.side]})\n- Symbol: ${args.symbol}\n- TimeInForce: ${args.timeInForce} (${timeInForceNames[args.timeInForce]})\n\nTo execute this order, call the executeOrder tool with these exact same parameters. Important: The user has to explicitly confirm before executeOrder is called!`,\n uri: 'verifyOrder',\n },\n ],\n };\n } catch (error) {\n return {\n content: [\n {\n type: 'text',\n text: `Error: ${error instanceof Error ? error.message : 'Failed to verify order parameters'}`,\n uri: 'verifyOrder',\n },\n ],\n isError: true,\n };\n }\n };\n};\n\nexport const createExecuteOrderHandler = (\n parser: IFIXParser,\n verifiedOrders: Map<string, VerifiedOrder>,\n pendingRequests: Map<string, (data: Message) => void>,\n): ((args: VerifiedOrder) => Promise<CallToolResult>) => {\n return async (args: VerifiedOrder): Promise<CallToolResult> => {\n try {\n // Check if this order was previously verified\n const verifiedOrder = verifiedOrders.get(args.clOrdID);\n if (!verifiedOrder) {\n return {\n content: [\n {\n type: 'text',\n text: `Error: Order ${args.clOrdID} has not been verified. Please call verifyOrder first.`,\n uri: 'executeOrder',\n },\n ],\n isError: true,\n };\n }\n\n // Verify that all parameters match the verified order\n if (\n verifiedOrder.handlInst !== args.handlInst ||\n verifiedOrder.quantity !== Number.parseFloat(String(args.quantity)) ||\n verifiedOrder.price !== Number.parseFloat(String(args.price)) ||\n verifiedOrder.ordType !== args.ordType ||\n verifiedOrder.side !== args.side ||\n verifiedOrder.symbol !== args.symbol ||\n verifiedOrder.timeInForce !== args.timeInForce\n ) {\n return {\n content: [\n {\n type: 'text',\n text: 'Error: Order parameters do not match the verified order. Please use the exact same parameters that were verified.',\n uri: 'executeOrder',\n },\n ],\n isError: true,\n };\n }\n\n const response = new Promise((resolve) => {\n pendingRequests.set(args.clOrdID, resolve);\n });\n\n const order: Message | undefined = parser.createMessage(\n new Field(Fields.MsgType, Messages.NewOrderSingle),\n new Field(Fields.MsgSeqNum, parser.getNextTargetMsgSeqNum()),\n new Field(Fields.SenderCompID, parser.sender),\n new Field(Fields.TargetCompID, parser.target),\n new Field(Fields.SendingTime, parser.getTimestamp()),\n new Field(Fields.ClOrdID, args.clOrdID),\n new Field(Fields.Side, args.side),\n new Field(Fields.Symbol, args.symbol),\n new Field(Fields.OrderQty, Number.parseFloat(String(args.quantity))),\n new Field(Fields.Price, Number.parseFloat(String(args.price))),\n new Field(Fields.OrdType, args.ordType),\n new Field(Fields.HandlInst, args.handlInst),\n new Field(Fields.TimeInForce, args.timeInForce),\n new Field(Fields.TransactTime, parser.getTimestamp()),\n );\n\n if (!parser.connected) {\n return {\n content: [\n {\n type: 'text',\n text: 'Error: Not connected. Ignoring message.',\n uri: 'executeOrder',\n },\n ],\n isError: true,\n };\n }\n\n parser.send(order!);\n\n const fixData = await response;\n\n // Remove the verified order after execution\n verifiedOrders.delete(args.clOrdID);\n\n return {\n content: [\n {\n type: 'text',\n text:\n (fixData as Message).messageType === Messages.Reject\n ? `Reject message for order ${args.clOrdID}: ${JSON.stringify((fixData as Message).toFIXJSON())}`\n : `Execution Report for order ${args.clOrdID}: ${JSON.stringify((fixData as Message).toFIXJSON())}`,\n uri: 'executeOrder',\n },\n ],\n };\n } catch (error) {\n return {\n content: [\n {\n type: 'text',\n text: `Error: ${error instanceof Error ? error.message : 'Failed to execute order'}`,\n uri: 'executeOrder',\n },\n ],\n isError: true,\n };\n }\n };\n};\n", "import type { CallToolResult } from '@modelcontextprotocol/sdk/types.js';\nimport type { IFIXParser, Message } from 'fixparser';\n\nexport const createParseHandler = (parser: IFIXParser): ((args: { fixString: string }) => Promise<CallToolResult>) => {\n return async (args: { fixString: string }): Promise<CallToolResult> => {\n try {\n const parsedMessage: Message[] | undefined = parser.parse(args.fixString);\n if (!parsedMessage || parsedMessage.length === 0) {\n return {\n content: [\n {\n type: 'text',\n text: 'Error: Failed to parse FIX string',\n uri: 'parse',\n },\n ],\n isError: true,\n };\n }\n\n return {\n content: [\n {\n type: 'text',\n text: `${parsedMessage[0].description}\\n${parsedMessage[0].messageTypeDescription}`,\n uri: 'parse',\n },\n ],\n };\n } catch (error) {\n return {\n content: [\n {\n type: 'text',\n text: `Error: ${error instanceof Error ? error.message : 'Failed to parse FIX string'}`,\n uri: 'parse',\n },\n ],\n isError: true,\n };\n }\n };\n};\n", "import type { CallToolResult } from '@modelcontextprotocol/sdk/types.js';\nimport type { IFIXParser } from 'fixparser';\n\nexport const createParseToJSONHandler = (\n parser: IFIXParser,\n): ((args: { fixString: string }) => Promise<CallToolResult>) => {\n return async (args: { fixString: string }): Promise<CallToolResult> => {\n try {\n const parsedMessage = parser.parse(args.fixString);\n if (!parsedMessage || parsedMessage.length === 0) {\n return {\n content: [\n {\n type: 'text',\n text: 'Error: Failed to parse FIX string',\n uri: 'parseToJSON',\n },\n ],\n isError: true,\n };\n }\n\n return {\n content: [\n {\n type: 'text',\n text: `${parsedMessage[0].toFIXJSON()}`,\n uri: 'parseToJSON',\n },\n ],\n };\n } catch (error) {\n return {\n content: [\n {\n type: 'text',\n text: `Error: ${error instanceof Error ? error.message : 'Failed to parse FIX string'}`,\n uri: 'parseToJSON',\n },\n ],\n isError: true,\n };\n }\n };\n};\n", "import type { IFIXParser, Message } from 'fixparser';\n\nimport type { MarketDataEntry, ToolHandlers, VerifiedOrder } from '../schemas';\nimport { createTechnicalAnalysisHandler } from './analytics';\nimport {\n createGetStockGraphHandler,\n createGetStockPriceHistoryHandler,\n createMarketDataRequestHandler,\n} from './marketData';\nimport { createExecuteOrderHandler, createVerifyOrderHandler } from './order';\nimport { createParseHandler } from './parse';\nimport { createParseToJSONHandler } from './parseToJSON';\n\nexport const createToolHandlers = (\n parser: IFIXParser,\n verifiedOrders: Map<string, VerifiedOrder>,\n pendingRequests: Map<string, (data: Message) => void>,\n marketDataPrices: Map<string, MarketDataEntry[]>,\n): ToolHandlers => ({\n parse: createParseHandler(parser),\n parseToJSON: createParseToJSONHandler(parser),\n verifyOrder: createVerifyOrderHandler(parser, verifiedOrders),\n executeOrder: createExecuteOrderHandler(parser, verifiedOrders, pendingRequests),\n marketDataRequest: createMarketDataRequestHandler(parser, pendingRequests),\n getStockGraph: createGetStockGraphHandler(marketDataPrices),\n getStockPriceHistory: createGetStockPriceHistoryHandler(marketDataPrices),\n technicalAnalysis: createTechnicalAnalysisHandler(marketDataPrices),\n});\n", "import { Fields, type IFIXParser, MDEntryType, type Message, Messages } from 'fixparser';\n\nimport type { MarketDataEntry } from '../schemas/marketData';\n\nfunction getEnumValue(enumObj: any, name: string): string {\n return enumObj[name] || name;\n}\n\nexport type PendingRequests = Map<string, (data: Message) => void>;\n\nexport type MarketDataPrices = Map<string, MarketDataEntry[]>;\n\nexport function handleMessage(\n message: Message,\n parser: IFIXParser,\n pendingRequests: PendingRequests,\n marketDataPrices: MarketDataPrices,\n maxPriceHistory: number,\n onPriceUpdate?: (symbol: string, data: MarketDataEntry) => void,\n): void {\n void parser; // Parser unused for now\n\n const msgType = message.messageType;\n if (msgType === Messages.MarketDataSnapshotFullRefresh || msgType === Messages.MarketDataIncrementalRefresh) {\n const symbol = message.getField(Fields.Symbol)?.value as string;\n const fixJson = message.toFIXJSON();\n const entries = (fixJson.Body?.NoMDEntries || []) as Array<{\n MDEntryType: string;\n MDEntryPx?: string;\n MDEntrySize?: string;\n MDUpdateAction?: string;\n }>;\n\n const data: MarketDataEntry = {\n timestamp: Date.now(),\n bid: 0,\n offer: 0,\n spread: 0,\n volume: 0,\n trade: 0,\n indexValue: 0,\n openingPrice: 0,\n closingPrice: 0,\n settlementPrice: 0,\n tradingSessionHighPrice: 0,\n tradingSessionLowPrice: 0,\n vwap: 0,\n imbalance: 0,\n openInterest: 0,\n compositeUnderlyingPrice: 0,\n simulatedSellPrice: 0,\n simulatedBuyPrice: 0,\n marginRate: 0,\n midPrice: 0,\n emptyBook: 0,\n settleHighPrice: 0,\n settleLowPrice: 0,\n priorSettlePrice: 0,\n sessionHighBid: 0,\n sessionLowOffer: 0,\n earlyPrices: 0,\n auctionClearingPrice: 0,\n swapValueFactor: 0,\n dailyValueAdjustmentForLongPositions: 0,\n cumulativeValueAdjustmentForLongPositions: 0,\n dailyValueAdjustmentForShortPositions: 0,\n cumulativeValueAdjustmentForShortPositions: 0,\n fixingPrice: 0,\n cashRate: 0,\n recoveryRate: 0,\n recoveryRateForLong: 0,\n recoveryRateForShort: 0,\n marketBid: 0,\n marketOffer: 0,\n shortSaleMinPrice: 0,\n previousClosingPrice: 0,\n thresholdLimitPriceBanding: 0,\n dailyFinancingValue: 0,\n accruedFinancingValue: 0,\n twap: 0,\n };\n\n for (const entry of entries) {\n const entryType = entry.MDEntryType;\n const price = entry.MDEntryPx ? Number.parseFloat(entry.MDEntryPx) : 0;\n const size = entry.MDEntrySize ? Number.parseFloat(entry.MDEntrySize) : 0;\n\n const enumValue = getEnumValue(MDEntryType, entryType);\n switch (enumValue) {\n case MDEntryType.Bid:\n data.bid = price;\n break;\n case MDEntryType.Offer:\n data.offer = price;\n break;\n case MDEntryType.Trade:\n data.trade = price;\n break;\n case MDEntryType.IndexValue:\n data.indexValue = price;\n break;\n case MDEntryType.OpeningPrice:\n data.openingPrice = price;\n break;\n case MDEntryType.ClosingPrice:\n data.closingPrice = price;\n break;\n case MDEntryType.SettlementPrice:\n data.settlementPrice = price;\n break;\n case MDEntryType.TradingSessionHighPrice:\n data.tradingSessionHighPrice = price;\n break;\n case MDEntryType.TradingSessionLowPrice:\n data.tradingSessionLowPrice = price;\n break;\n case MDEntryType.VWAP:\n data.vwap = price;\n break;\n case MDEntryType.Imbalance:\n data.imbalance = size;\n break;\n case MDEntryType.TradeVolume:\n data.volume = size;\n break;\n case MDEntryType.OpenInterest:\n data.openInterest = size;\n break;\n case MDEntryType.CompositeUnderlyingPrice:\n data.compositeUnderlyingPrice = price;\n break;\n case MDEntryType.SimulatedSellPrice:\n data.simulatedSellPrice = price;\n break;\n case MDEntryType.SimulatedBuyPrice:\n data.simulatedBuyPrice = price;\n break;\n case MDEntryType.MarginRate:\n data.marginRate = price;\n break;\n case MDEntryType.MidPrice:\n data.midPrice = price;\n break;\n case MDEntryType.EmptyBook:\n data.emptyBook = 1;\n break;\n case MDEntryType.SettleHighPrice:\n data.settleHighPrice = price;\n break;\n case MDEntryType.SettleLowPrice:\n data.settleLowPrice = price;\n break;\n case MDEntryType.PriorSettlePrice:\n data.priorSettlePrice = price;\n break;\n case MDEntryType.SessionHighBid:\n data.sessionHighBid = price;\n break;\n case MDEntryType.SessionLowOffer:\n data.sessionLowOffer = price;\n break;\n case MDEntryType.EarlyPrices:\n data.earlyPrices = price;\n break;\n case MDEntryType.AuctionClearingPrice:\n data.auctionClearingPrice = price;\n break;\n case MDEntryType.SwapValueFactor:\n data.swapValueFactor = price;\n break;\n case MDEntryType.DailyValueAdjustmentForLongPositions:\n data.dailyValueAdjustmentForLongPositions = price;\n break;\n case MDEntryType.CumulativeValueAdjustmentForLongPositions:\n data.cumulativeValueAdjustmentForLongPositions = price;\n break;\n case MDEntryType.DailyValueAdjustmentForShortPositions:\n data.dailyValueAdjustmentForShortPositions = price;\n break;\n case MDEntryType.CumulativeValueAdjustmentForShortPositions:\n data.cumulativeValueAdjustmentForShortPositions = price;\n break;\n case MDEntryType.FixingPrice:\n data.fixingPrice = price;\n break;\n case MDEntryType.CashRate:\n data.cashRate = price;\n break;\n case MDEntryType.RecoveryRate:\n data.recoveryRate = price;\n break;\n case MDEntryType.RecoveryRateForLong:\n data.recoveryRateForLong = price;\n break;\n case MDEntryType.RecoveryRateForShort:\n data.recoveryRateForShort = price;\n break;\n case MDEntryType.MarketBid:\n data.marketBid = price;\n break;\n case MDEntryType.MarketOffer:\n data.marketOffer = price;\n break;\n case MDEntryType.ShortSaleMinPrice:\n data.shortSaleMinPrice = price;\n break;\n case MDEntryType.PreviousClosingPrice:\n data.previousClosingPrice = price;\n break;\n case MDEntryType.ThresholdLimitPriceBanding:\n data.thresholdLimitPriceBanding = price;\n break;\n case MDEntryType.DailyFinancingValue:\n data.dailyFinancingValue = price;\n break;\n case MDEntryType.AccruedFinancingValue:\n data.accruedFinancingValue = price;\n break;\n case MDEntryType.TWAP:\n data.twap = price;\n break;\n }\n }\n\n data.spread = data.offer - data.bid;\n\n if (!marketDataPrices.has(symbol)) {\n marketDataPrices.set(symbol, []);\n }\n\n const prices = marketDataPrices.get(symbol)!;\n prices.push(data);\n\n // Keep only the last maxPriceHistory entries\n if (prices.length > maxPriceHistory) {\n prices.splice(0, prices.length - maxPriceHistory);\n }\n\n onPriceUpdate?.(symbol, data);\n\n // Resolve the market data request promise if it exists\n const mdReqID = message.getField(Fields.MDReqID)?.value as string;\n if (mdReqID) {\n const callback = pendingRequests.get(mdReqID);\n if (callback) {\n callback(message);\n pendingRequests.delete(mdReqID);\n }\n }\n } else if (msgType === Messages.ExecutionReport) {\n const reqId = message.getField(Fields.ClOrdID)?.value as string;\n const callback = pendingRequests.get(reqId);\n if (callback) {\n callback(message);\n pendingRequests.delete(reqId);\n }\n }\n}\n"],
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|
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6
6
|
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"error", "transport", "toolHandlers", "createToolHandlers", "toolSchemas", "name", "description", "args", "handler", "result", "initializeServer", "SENDER", "TARGET", "fixParser", "MCPRemote", "sendLogon", "logon", "messages", "CONNECT_PARAMS", "ConsoleLogTransport", "err"]
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7
7
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}
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