investing 0.1.165 → 0.1.166

package/dist/{predictos → prediction-markets}/types.d.ts

@@ -1,8 +1,8 @@
 /**
- * Shared domain types for the PredictOS core pipeline.
+ * Shared domain types for the prediction-market pipeline.
  *
  * Consolidated from the per-function `types.ts` files of the original
- * PredictOS Supabase edge functions.
+ * original Supabase edge functions.
  */
 /**
  * API credentials for the AI providers used by the analysis agents.
@@ -40,6 +40,122 @@ export type UrlSource = "kalshi" | "polymarket" | "jupiter";
 export type DataProvider = "dome" | "dflow" | "gamma";
 /** Tool types available for Grok models. */
 export type GrokTool = "x_search" | "web_search";
+/** A binary prediction-market outcome. */
+export type PredictionMarketOutcome = "YES" | "NO";
+/**
+ * A recorded Kalshi market observation.
+ *
+ * `yesPriceCents` is an integer from 0 through 100 representing the price of
+ * one YES contract in cents. The corresponding NO price is
+ * `100 - yesPriceCents`.
+ */
+export interface KalshiMarketTick {
+    ticker: string;
+    timestamp: string;
+    yesPriceCents: number;
+}
+/** Configuration for the deterministic Kalshi momentum strategy. */
+export interface KalshiMomentumConfig {
+    /** Maximum number of price directions retained. */
+    lookback: number;
+    /** Consecutive moves required to enter a position. */
+    momentumThreshold: number;
+    /** Contracts requested for each entry. */
+    positionSize: number;
+    /** Profit per contract, in cents, that triggers an exit. */
+    profitTargetCents: number;
+    /** Loss per contract, in cents, that triggers an exit. */
+    stopLossCents: number;
+    /** Maximum contracts allowed in one ticker/outcome position. */
+    maxPosition: number;
+}
+/** Open position tracked by the momentum strategy. Prices are cents/contract. */
+export interface KalshiMomentumPosition {
+    ticker: string;
+    outcome: PredictionMarketOutcome;
+    quantity: number;
+    entryPriceCents: number;
+}
+/** Serializable state used to replay the strategy deterministically. */
+export interface KalshiMomentumStrategyState {
+    /** Recent YES-price directions: 1 = up, -1 = down, 0 = flat. */
+    directions: Array<-1 | 0 | 1>;
+    /** Most recently observed YES price, in cents/contract. */
+    lastYesPriceCents?: number;
+    position?: KalshiMomentumPosition;
+    tradesExecuted: number;
+}
+/**
+ * Venue-neutral instruction produced by a prediction-market strategy.
+ *
+ * `action` describes portfolio behavior. `outcome` describes the binary
+ * contract. A SELL YES closes YES contracts; it does not mean BUY NO.
+ * `priceCents` is cents per contract, from 0 through 100.
+ */
+export interface PredictionMarketTradeIntent {
+    action: "BUY" | "SELL" | "HOLD";
+    outcome: PredictionMarketOutcome | null;
+    ticker: string;
+    quantity: number;
+    priceCents: number;
+    timestamp: string;
+    reason: string;
+}
+/** Position held by the in-memory paper executor. */
+export interface PaperPosition {
+    ticker: string;
+    outcome: PredictionMarketOutcome;
+    quantity: number;
+    averageEntryPriceCents: number;
+    markPriceCents: number;
+    unrealizedPnlCents: number;
+}
+/** Complete serializable portfolio snapshot. All money values are cents. */
+export interface PaperPortfolioState {
+    initialCashCents: number;
+    cashCents: number;
+    positions: Record<string, PaperPosition>;
+    realizedPnlCents: number;
+    unrealizedPnlCents: number;
+    equityCents: number;
+}
+/** Result of deterministically applying one intent to the paper portfolio. */
+export interface PaperExecutionResult {
+    status: "FILLED" | "REJECTED" | "SKIPPED";
+    intent: PredictionMarketTradeIntent;
+    fill?: {
+        priceCents: number;
+        quantity: number;
+        cashChangeCents: number;
+        realizedPnlCents: number;
+    };
+    reason?: string;
+    portfolio: PaperPortfolioState;
+}
+/** One tick's strategy decision and paper-execution result. */
+export interface KalshiMomentumAgentStep {
+    tick: KalshiMarketTick;
+    intent: PredictionMarketTradeIntent;
+    execution: PaperExecutionResult;
+    strategyState: KalshiMomentumStrategyState;
+}
+/** Input for a credential-free recorded-tick momentum replay. */
+export interface KalshiMomentumAgentRequest {
+    ticks: KalshiMarketTick[];
+    config?: Partial<KalshiMomentumConfig>;
+    initialCashCents?: number;
+    initialStrategyState?: KalshiMomentumStrategyState;
+    initialPortfolio?: PaperPortfolioState;
+}
+/** Structured output from the Kalshi momentum paper agent. */
+export interface KalshiMomentumAgentResult {
+    mode: "paper";
+    config: KalshiMomentumConfig;
+    steps: KalshiMomentumAgentStep[];
+    strategyState: KalshiMomentumStrategyState;
+    portfolio: PaperPortfolioState;
+    report: string;
+}
 /**
  * AI analysis result for an event's markets.
  */

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package/dist/stocks/index.d.ts

@@ -5,7 +5,6 @@ export * from './stock-names';
 export * from './yfinance-wrapper';
 export * from './yahoo-finance-wrapper';
 export * from './sec-filing-api';
-export * from './import-stock-names';
 export * from './finnhub-wrapper';
 export * from './types';
 export * from './unified-quote-service';

package/dist/stocks/index.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/stocks/index.ts"],"names":[],"mappings":"AAAA;;GAEG;AAEH,cAAc,eAAe,CAAC;AAC9B,cAAc,oBAAoB,CAAC;AACnC,cAAc,yBAAyB,CAAC;AACxC,cAAc,kBAAkB,CAAC;AACjC,cAAc,sBAAsB,CAAC;AACrC,cAAc,mBAAmB,CAAC;AAClC,cAAc,SAAS,CAAC;AACxB,cAAc,yBAAyB,CAAC"}
+{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/stocks/index.ts"],"names":[],"mappings":"AAAA;;GAEG;AAEH,cAAc,eAAe,CAAC;AAC9B,cAAc,oBAAoB,CAAC;AACnC,cAAc,yBAAyB,CAAC;AACxC,cAAc,kBAAkB,CAAC;AAGjC,cAAc,mBAAmB,CAAC;AAClC,cAAc,SAAS,CAAC;AACxB,cAAc,yBAAyB,CAAC"}

package/dist/stocks/quote-cache-service.d.ts

@@ -1,4 +1,6 @@
 import { NormalizedQuote } from './unified-quote-service';
+/** Default freshness window for a cached quote when the caller names none. */
+export declare const QUOTE_CACHE_TTL: number;
 export interface CachedQuote {
     symbol: string;
     price: number;
@@ -25,9 +27,16 @@ export declare class QuoteCacheService {
      */
     private roundPrice;
     /**
-     * Get cached quote if available
+     * Get cached quote if available and still fresh.
+     *
+     * @param symbol - Ticker to look up; matched case-insensitively.
+     * @param cacheTTL - Maximum age in milliseconds. Defaults to
+     *   {@link QUOTE_CACHE_TTL}. A row older than this — or one with no
+     *   timestamp, which is how rows written before the column existed read back
+     *   — is treated as a miss so the caller refetches. Pass `Infinity` to accept
+     *   a cached quote at any age.
      */
-    getCachedQuote(symbol: string): Promise<CachedQuote | null>;
+    getCachedQuote(symbol: string, cacheTTL?: number): Promise<CachedQuote | null>;
     /**
      * Save quote to cache
      */

package/dist/stocks/quote-cache-service.d.ts.map

@@ -1 +1 @@
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package/dist/stocks/unified-quote-service.d.ts

@@ -55,7 +55,7 @@ export declare class UnifiedQuoteService {
      * @param symbol - Stock symbol to fetch
      * @param options - Options object with useCache flag (default: true) and cacheTTL in milliseconds
      */
-    getQuote(symbol: string, options?: {
+    getQuote(rawSymbol: string, options?: {
         useCache?: boolean;
         cacheTTL?: number;
     }): Promise<QuoteServiceResponse>;
@@ -97,12 +97,21 @@ export declare class UnifiedQuoteService {
     getQuoteFromSource(symbol: string, source: "yfinance" | "finnhub" | "alpaca"): Promise<QuoteServiceResponse>;
 }
 export declare const unifiedQuoteService: UnifiedQuoteService;
-export declare function getQuote(symbol: string, options?: {
-    useCache?: boolean;
-}): Promise<QuoteServiceResponse>;
-export declare function getQuotes(symbols: string[], options?: {
+/**
+ * Options accepted by the quote helpers.
+ *
+ * `cacheTTL` belongs in the type: the methods behind these wrappers have always
+ * taken it and callers have always passed it, but omitting it here made every
+ * such call a type error.
+ */
+export interface GetQuoteOptions {
+    /** Read from the quote cache before calling a provider. Defaults to true. */
     useCache?: boolean;
-}): Promise<QuotesServiceResponse>;
+    /** Maximum age in ms for a cached quote to count as fresh. */
+    cacheTTL?: number;
+}
+export declare function getQuote(symbol: string, options?: GetQuoteOptions): Promise<QuoteServiceResponse>;
+export declare function getQuotes(symbols: string[], options?: GetQuoteOptions): Promise<QuotesServiceResponse>;
 export declare function getQuoteFromSource(symbol: string, source: "yfinance" | "finnhub" | "alpaca"): Promise<QuoteServiceResponse>;
 export declare function getHistoricalQuotes(symbol: string, startDate: string | Date, endDate: string | Date, options?: {
     forceRefreshRecent?: boolean;

package/dist/stocks/unified-quote-service.d.ts.map

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+{"version":3,"file":"unified-quote-service.d.ts","sourceRoot":"","sources":["../../src/stocks/unified-quote-service.ts"],"names":[],"mappings":"AAAA;;;;;;;GAOG;AAaH,OAAO,EAAqB,KAAK,eAAe,EAAE,MAAM,uBAAuB,CAAC;AAGhF,MAAM,WAAW,sBAAsB;IACrC,OAAO,EAAE,OAAO,CAAC;IACjB,MAAM,CAAC,EAAE,MAAM,CAAC;IAChB,IAAI,CAAC,EAAE;QACL,MAAM,EAAE,eAAe,EAAE,CAAC;QAC1B,IAAI,CAAC,EAAE;YACL,MAAM,EAAE,MAAM,CAAC;YACf,WAAW,EAAE,MAAM,CAAC;YACpB,YAAY,EAAE,MAAM,CAAC;YACrB,MAAM,EAAE,OAAO,GAAG,QAAQ,GAAG,OAAO,CAAC;SACtC,CAAC;KACH,CAAC;IACF,KAAK,CAAC,EAAE,MAAM,CAAC;CAChB;AAMD,MAAM,WAAW,eAAe;IAC9B,MAAM,EAAE,MAAM,CAAC;IACf,KAAK,EAAE,MAAM,CAAC;IACd,MAAM,EAAE,MAAM,GAAG,IAAI,CAAC;IACtB,aAAa,EAAE,MAAM,GAAG,IAAI,CAAC;IAC7B,IAAI,EAAE,MAAM,GAAG,IAAI,CAAC;IACpB,IAAI,EAAE,MAAM,GAAG,IAAI,CAAC;IACpB,GAAG,EAAE,MAAM,GAAG,IAAI,CAAC;IACnB,aAAa,EAAE,MAAM,GAAG,IAAI,CAAC;IAC7B,MAAM,EAAE,MAAM,GAAG,IAAI,CAAC;IACtB,SAAS,EAAE,MAAM,GAAG,IAAI,CAAC;IACzB,QAAQ,EAAE,MAAM,GAAG,IAAI,CAAC;IACxB,IAAI,EAAE,MAAM,GAAG,IAAI,CAAC;IACpB,QAAQ,EAAE,MAAM,GAAG,IAAI,CAAC;IACxB,SAAS,EAAE,IAAI,CAAC;IAChB,MAAM,EAAE,UAAU,GAAG,SAAS,GAAG,QAAQ,CAAC;CAC3C;AAGD,MAAM,WAAW,gBAAgB;IAC/B,MAAM,EAAE,eAAe,EAAE,CAAC;IAC1B,MAAM,EAAE,UAAU,GAAG,SAAS,GAAG,QAAQ,GAAG,OAAO,CAAC;IACpD,SAAS,EAAE,IAAI,CAAC;CACjB;AAED,MAAM,WAAW,oBAAoB;IACnC,OAAO,EAAE,OAAO,CAAC;IACjB,IAAI,CAAC,EAAE,eAAe,CAAC;IACvB,KAAK,CAAC,EAAE,MAAM,CAAC;CAChB;AAED,MAAM,WAAW,qBAAqB;IACpC,OAAO,EAAE,OAAO,CAAC;IACjB,IAAI,CAAC,EAAE,gBAAgB,CAAC;IACxB,KAAK,CAAC,EAAE,MAAM,CAAC;CAChB;AAED;;GAEG;AACH,qBAAa,mBAAmB;IAC9B;;;;;OAKG;IACG,QAAQ,CAAC,SAAS,EAAE,MAAM,EAAE,OAAO,GAAE;QAAE,QAAQ,CAAC,EAAE,OAAO,CAAC;QAAC,QAAQ,CAAC,EAAE,MAAM,CAAA;KAAO,GAAG,OAAO,CAAC,oBAAoB,CAAC;IA8HzH;;;;;OAKG;IACG,SAAS,CAAC,OAAO,EAAE,MAAM,EAAE,EAAE,OAAO,GAAE;QAAE,QAAQ,CAAC,EAAE,OAAO,CAAC;QAAC,QAAQ,CAAC,EAAE,MAAM,CAAA;KAAO,GAAG,OAAO,CAAC,qBAAqB,CAAC;IAgF3H;;;;;;;;;;;;OAYG;IACG,mBAAmB,CACvB,MAAM,EAAE,MAAM,EACd,SAAS,EAAE,MAAM,GAAG,IAAI,EACxB,OAAO,EAAE,MAAM,GAAG,IAAI,EACtB,OAAO,GAAE;QAAE,kBAAkB,CAAC,EAAE,OAAO,CAAA;KAAO,GAC7C,OAAO,CAAC,sBAAsB,CAAC;IA+KlC;;;;OAIG;IACH,OAAO,CAAC,oBAAoB;IAkB5B;;OAEG;IACG,kBAAkB,CACtB,MAAM,EAAE,MAAM,EACd,MAAM,EAAE,UAAU,GAAG,SAAS,GAAG,QAAQ,GACxC,OAAO,CAAC,oBAAoB,CAAC;CA6FjC;AAGD,eAAO,MAAM,mBAAmB,qBAA4B,CAAC;AAG7D;;;;;;GAMG;AACH,MAAM,WAAW,eAAe;IAC9B,6EAA6E;IAC7E,QAAQ,CAAC,EAAE,OAAO,CAAC;IACnB,8DAA8D;IAC9D,QAAQ,CAAC,EAAE,MAAM,CAAC;CACnB;AAED,wBAAsB,QAAQ,CAAC,MAAM,EAAE,MAAM,EAAE,OAAO,GAAE,eAAoB,GAAG,OAAO,CAAC,oBAAoB,CAAC,CAE3G;AAED,wBAAsB,SAAS,CAAC,OAAO,EAAE,MAAM,EAAE,EAAE,OAAO,GAAE,eAAoB,GAAG,OAAO,CAAC,qBAAqB,CAAC,CAEhH;AAED,wBAAsB,kBAAkB,CACtC,MAAM,EAAE,MAAM,EACd,MAAM,EAAE,UAAU,GAAG,SAAS,GAAG,QAAQ,GACxC,OAAO,CAAC,oBAAoB,CAAC,CAE/B;AAED,wBAAsB,mBAAmB,CACvC,MAAM,EAAE,MAAM,EACd,SAAS,EAAE,MAAM,GAAG,IAAI,EACxB,OAAO,EAAE,MAAM,GAAG,IAAI,EACtB,OAAO,GAAE;IAAE,kBAAkB,CAAC,EAAE,OAAO,CAAA;CAAO,GAC7C,OAAO,CAAC,sBAAsB,CAAC,CAEjC;AAED,eAAe,mBAAmB,CAAC"}

package/dist/strategy-signals/data/fixture-data-provider.d.ts

@@ -0,0 +1,8 @@
+import { StockData } from '../../trading-agents/types';
+import { MarketDataProvider } from '../types';
+export declare class FixtureDataProvider implements MarketDataProvider {
+    private bars;
+    constructor(bars: Record<string, StockData[]>);
+    getDailyBars(symbol: string, from: string, to: string): Promise<StockData[]>;
+}
+//# sourceMappingURL=fixture-data-provider.d.ts.map

package/dist/strategy-signals/data/fixture-data-provider.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"fixture-data-provider.d.ts","sourceRoot":"","sources":["../../../src/strategy-signals/data/fixture-data-provider.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,SAAS,EAAE,MAAM,4BAA4B,CAAA;AAC3D,OAAO,KAAK,EAAE,kBAAkB,EAAE,MAAM,UAAU,CAAA;AAElD,qBAAa,mBAAoB,YAAW,kBAAkB;IAChD,OAAO,CAAC,IAAI;gBAAJ,IAAI,EAAE,MAAM,CAAC,MAAM,EAAE,SAAS,EAAE,CAAC;IAC/C,YAAY,CAAC,MAAM,EAAE,MAAM,EAAE,IAAI,EAAE,MAAM,EAAE,EAAE,EAAE,MAAM,GAAG,OAAO,CAAC,SAAS,EAAE,CAAC;CAInF"}

package/dist/strategy-signals/data/openbb-mapping.d.ts

@@ -0,0 +1,7 @@
+import { StockData } from '../../trading-agents/types';
+/** Independent mapping of the public OpenBB equity-historical row contract. */
+export declare function fromOpenBBBars(input: unknown): {
+    bars: StockData[];
+    missingVolume: number;
+};
+//# sourceMappingURL=openbb-mapping.d.ts.map

package/dist/strategy-signals/data/openbb-mapping.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"openbb-mapping.d.ts","sourceRoot":"","sources":["../../../src/strategy-signals/data/openbb-mapping.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,SAAS,EAAE,MAAM,4BAA4B,CAAA;AAE3D,+EAA+E;AAC/E,wBAAgB,cAAc,CAAC,KAAK,EAAE,OAAO,GAAG;IAAE,IAAI,EAAE,SAAS,EAAE,CAAC;IAAC,aAAa,EAAE,MAAM,CAAA;CAAE,CA+C3F"}