investing 0.1.310 → 0.1.312

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

@@ -1,4 +1,9 @@
-import { TradeSignal } from '../trading-agents/types/index.js';
+/**
+ * Shared domain types for the PredictOS core pipeline.
+ *
+ * Consolidated from the per-function `types.ts` files of the original
+ * PredictOS Supabase edge functions.
+ */
 /**
  * API credentials for the AI providers used by the analysis agents.
  *
@@ -35,126 +40,6 @@ 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 per market, across both outcomes. */
-    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;
-    ticker?: string;
-    lastTimestamp?: string;
-    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;
-    /** Optional review from the existing investing research/trader workflow. */
-    researchSignal?: TradeSignal;
-    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.
  */

package/dist/predictos/types.d.ts.map

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package/dist/searchQueryGenerator-DIIs9xw5.js

@@ -0,0 +1 @@
+function e(e){const{sourceMarket:n,searchResults:t,searchPlatform:r}=e,a="polymarket"===r?"Polymarket":"Kalshi";return{systemPrompt:"You are an expert financial analyst specializing in prediction market arbitrage opportunities.\n\nYour task is to:\n1. Determine if the source market and any of the search results represent the SAME underlying event/question\n2. If they do, calculate whether there's an arbitrage opportunity based on price differences\n3. Provide clear, actionable analysis\n\nYou understand that arbitrage in prediction markets works as follows:\n- If you can buy YES on one market and NO on another market for the same event\n- And the combined cost is less than $1.00 (or 100%), you have guaranteed profit\n- The profit = $1.00 - (YES price + NO price)\n\nImportant considerations:\n- Markets must represent the EXACT same event with the same resolution criteria\n- Even small wording differences can lead to different outcomes\n- Be conservative in matching - when in doubt, say they're NOT the same market\n- Consider timing differences (different end dates = different markets)\n\nYour output must be valid JSON matching the exact schema specified.",userPrompt:`# Arbitrage Analysis Task\n\n## Source Market (from ${"polymarket"===n.source?"Polymarket":"Kalshi"})\n\n**Name:** ${n.name}\n**Identifier:** ${n.identifier}\n**YES Price:** ${n.yesPrice}% \n**NO Price:** ${n.noPrice}%\n**URL:** ${n.url}\n\n${n.rawData?`**Raw Data:**\n\`\`\`json\n${JSON.stringify(n.rawData,null,2)}\n\`\`\``:""}\n\n## Search Results from ${a}\n\n${0===t.length?"No matching markets found on "+a:`Found ${t.length} potential matches:\n\n\`\`\`json\n${JSON.stringify(t,null,2)}\n\`\`\``}\n\n## Your Analysis Task\n\n1. **Market Matching**: Examine each search result and determine if ANY of them represent the SAME event as the source market. Consider:\n   - Is the question/title asking about the same thing?\n   - Are the resolution criteria likely to be the same?\n   - Are the time frames compatible?\n   - Could slight wording differences lead to different outcomes?\n\n2. **If Same Market Found**: Calculate the arbitrage opportunity:\n   - Compare YES prices across both markets\n   - Compare NO prices across both markets\n   - The arb exists if: (lowest YES price) + (lowest NO price) < 100\n   - Calculate exact profit percentage\n\n3. **Build Response**: Return your analysis in the exact JSON format below.\n\n## Output Format\n\nReturn a JSON object with this exact structure:\n\n{\n  "isSameMarket": boolean,\n  "sameMarketConfidence": number (0-100),\n  "marketComparisonReasoning": "string explaining why you believe the markets are/aren't the same",\n  "matchedMarket": {\n    "source": "${r}",\n    "name": "string - market title/name",\n    "identifier": "string - the identifier field from the matched search result",\n    "yesPrice": number (0-100),\n    "noPrice": number (0-100),\n    "volume": number or null,\n    "liquidity": number or null,\n    "url": "string - market URL (see URL format below)"\n  } or null if no match found,\n  "arbitrage": {\n    "hasArbitrage": boolean,\n    "profitPercent": number or null,\n    "strategy": {\n      "buyYesOn": "${n.source}" or "${r}",\n      "buyYesPrice": number,\n      "buyNoOn": "${n.source}" or "${r}",\n      "buyNoPrice": number,\n      "totalCost": number,\n      "guaranteedPayout": 100,\n      "netProfit": number\n    } or null\n  },\n  "summary": "string - 2-3 sentence summary of findings",\n  "risks": ["array of strings - potential risks or caveats"],\n  "recommendation": "string - clear actionable recommendation"\n}\n\n## Important Notes\n\n- For Polymarket markets, the URL format is: https://polymarket.com/event/[identifier]\n- For Kalshi markets, the URL format is: https://kalshi.com/events/[identifier]\n- Each search result has an "identifier" field - use it to build the URL\n- ${"polymarket"===r?"Polymarket prices in outcomePrices are decimals (0.45 = 45%)":"Kalshi prices are already in percentage (45 = 45%)"}\n- Only report arbitrage if you're at least 80% confident the markets are the same\n- If no matching market is found, set isSameMarket to false and explain why\n\nNow analyze the markets and provide your assessment.`}}function n(e){const{title:n,sourcePlatform:t,targetPlatform:r}=e;return{systemPrompt:'You are a search query optimizer for prediction markets.\n\nYour task is to extract the 1-2 MOST IMPORTANT keywords from an event title that would best match similar events on another platform.\n\nRules:\n1. Return ONLY 1-2 words, no more\n2. Focus on unique identifiers: names, specific events, dates, numbers\n3. Remove common words like "will", "the", "be", "in", etc.\n4. Prioritize proper nouns (people, companies, places)\n5. If there\'s a person\'s name, that\'s usually the best keyword\n6. For numeric targets (prices, percentages), include the key number\n\nExamples:\n- "Will Bitcoin reach $100,000 by end of 2025?" → "Bitcoin"\n- "Will Elon Musk tweet about Dogecoin this week?" → "Elon Musk"\n- "Jensen Huang mentions at CES 2026" → "Jensen"\n- "Will the Fed cut interest rates in January?" → "Fed rates"\n- "Trump wins 2024 election" → "Trump"\n- "Apple stock above $200" → "Apple"\n\nReturn ONLY the search query, nothing else. No quotes, no explanation.',userPrompt:`Extract the best 1-2 word search query from this ${t} event title to search on ${r}:\n\n"${n}"\n\nSearch query:`}}export{e as a,n as s};

package/dist/searchQueryGenerator-rCVblXJS.cjs

@@ -0,0 +1 @@
+"use strict";exports.arbitrageAnalysisPrompt=function(e){const{sourceMarket:n,searchResults:t,searchPlatform:r}=e,a="polymarket"===r?"Polymarket":"Kalshi";return{systemPrompt:"You are an expert financial analyst specializing in prediction market arbitrage opportunities.\n\nYour task is to:\n1. Determine if the source market and any of the search results represent the SAME underlying event/question\n2. If they do, calculate whether there's an arbitrage opportunity based on price differences\n3. Provide clear, actionable analysis\n\nYou understand that arbitrage in prediction markets works as follows:\n- If you can buy YES on one market and NO on another market for the same event\n- And the combined cost is less than $1.00 (or 100%), you have guaranteed profit\n- The profit = $1.00 - (YES price + NO price)\n\nImportant considerations:\n- Markets must represent the EXACT same event with the same resolution criteria\n- Even small wording differences can lead to different outcomes\n- Be conservative in matching - when in doubt, say they're NOT the same market\n- Consider timing differences (different end dates = different markets)\n\nYour output must be valid JSON matching the exact schema specified.",userPrompt:`# Arbitrage Analysis Task\n\n## Source Market (from ${"polymarket"===n.source?"Polymarket":"Kalshi"})\n\n**Name:** ${n.name}\n**Identifier:** ${n.identifier}\n**YES Price:** ${n.yesPrice}% \n**NO Price:** ${n.noPrice}%\n**URL:** ${n.url}\n\n${n.rawData?`**Raw Data:**\n\`\`\`json\n${JSON.stringify(n.rawData,null,2)}\n\`\`\``:""}\n\n## Search Results from ${a}\n\n${0===t.length?"No matching markets found on "+a:`Found ${t.length} potential matches:\n\n\`\`\`json\n${JSON.stringify(t,null,2)}\n\`\`\``}\n\n## Your Analysis Task\n\n1. **Market Matching**: Examine each search result and determine if ANY of them represent the SAME event as the source market. Consider:\n   - Is the question/title asking about the same thing?\n   - Are the resolution criteria likely to be the same?\n   - Are the time frames compatible?\n   - Could slight wording differences lead to different outcomes?\n\n2. **If Same Market Found**: Calculate the arbitrage opportunity:\n   - Compare YES prices across both markets\n   - Compare NO prices across both markets\n   - The arb exists if: (lowest YES price) + (lowest NO price) < 100\n   - Calculate exact profit percentage\n\n3. **Build Response**: Return your analysis in the exact JSON format below.\n\n## Output Format\n\nReturn a JSON object with this exact structure:\n\n{\n  "isSameMarket": boolean,\n  "sameMarketConfidence": number (0-100),\n  "marketComparisonReasoning": "string explaining why you believe the markets are/aren't the same",\n  "matchedMarket": {\n    "source": "${r}",\n    "name": "string - market title/name",\n    "identifier": "string - the identifier field from the matched search result",\n    "yesPrice": number (0-100),\n    "noPrice": number (0-100),\n    "volume": number or null,\n    "liquidity": number or null,\n    "url": "string - market URL (see URL format below)"\n  } or null if no match found,\n  "arbitrage": {\n    "hasArbitrage": boolean,\n    "profitPercent": number or null,\n    "strategy": {\n      "buyYesOn": "${n.source}" or "${r}",\n      "buyYesPrice": number,\n      "buyNoOn": "${n.source}" or "${r}",\n      "buyNoPrice": number,\n      "totalCost": number,\n      "guaranteedPayout": 100,\n      "netProfit": number\n    } or null\n  },\n  "summary": "string - 2-3 sentence summary of findings",\n  "risks": ["array of strings - potential risks or caveats"],\n  "recommendation": "string - clear actionable recommendation"\n}\n\n## Important Notes\n\n- For Polymarket markets, the URL format is: https://polymarket.com/event/[identifier]\n- For Kalshi markets, the URL format is: https://kalshi.com/events/[identifier]\n- Each search result has an "identifier" field - use it to build the URL\n- ${"polymarket"===r?"Polymarket prices in outcomePrices are decimals (0.45 = 45%)":"Kalshi prices are already in percentage (45 = 45%)"}\n- Only report arbitrage if you're at least 80% confident the markets are the same\n- If no matching market is found, set isSameMarket to false and explain why\n\nNow analyze the markets and provide your assessment.`}},exports.searchQueryGeneratorPrompt=function(e){const{title:n,sourcePlatform:t,targetPlatform:r}=e;return{systemPrompt:'You are a search query optimizer for prediction markets.\n\nYour task is to extract the 1-2 MOST IMPORTANT keywords from an event title that would best match similar events on another platform.\n\nRules:\n1. Return ONLY 1-2 words, no more\n2. Focus on unique identifiers: names, specific events, dates, numbers\n3. Remove common words like "will", "the", "be", "in", etc.\n4. Prioritize proper nouns (people, companies, places)\n5. If there\'s a person\'s name, that\'s usually the best keyword\n6. For numeric targets (prices, percentages), include the key number\n\nExamples:\n- "Will Bitcoin reach $100,000 by end of 2025?" → "Bitcoin"\n- "Will Elon Musk tweet about Dogecoin this week?" → "Elon Musk"\n- "Jensen Huang mentions at CES 2026" → "Jensen"\n- "Will the Fed cut interest rates in January?" → "Fed rates"\n- "Trump wins 2024 election" → "Trump"\n- "Apple stock above $200" → "Apple"\n\nReturn ONLY the search query, nothing else. No quotes, no explanation.',userPrompt:`Extract the best 1-2 word search query from this ${t} event title to search on ${r}:\n\n"${n}"\n\nSearch query:`}};

package/dist/stocks/index.d.ts

@@ -5,9 +5,8 @@ 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';
-export * from './strategies/ema-crossover';
-export * from './strategies/bb-rsi-breakout';
 //# sourceMappingURL=index.d.ts.map

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

@@ -1 +1 @@
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+{"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"}

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

@@ -1,6 +1,4 @@
 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;
@@ -27,16 +25,9 @@ export declare class QuoteCacheService {
      */
     private roundPrice;
     /**
-     * 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.
+     * Get cached quote if available
      */
-    getCachedQuote(symbol: string, cacheTTL?: number): Promise<CachedQuote | null>;
+    getCachedQuote(symbol: string): Promise<CachedQuote | null>;
     /**
      * Save quote to cache
      */

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

@@ -1 +1 @@
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+{"version":3,"file":"quote-cache-service.d.ts","sourceRoot":"","sources":["../../src/stocks/quote-cache-service.ts"],"names":[],"mappings":"AAAA;;;GAGG;AAKH,OAAO,KAAK,EAAE,eAAe,EAAE,MAAM,yBAAyB,CAAC;AAS/D,MAAM,WAAW,WAAW;IAC1B,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;CACvB;AAED,MAAM,WAAW,eAAe;IAC9B,IAAI,EAAE,MAAM,CAAC;IACb,IAAI,EAAE,MAAM,CAAC;IACb,IAAI,EAAE,MAAM,CAAC;IACb,GAAG,EAAE,MAAM,CAAC;IACZ,KAAK,EAAE,MAAM,CAAC;IACd,MAAM,CAAC,EAAE,MAAM,CAAC;IAChB,aAAa,CAAC,EAAE,MAAM,CAAC;CACxB;AAED,qBAAa,iBAAiB;IAC5B;;OAEG;IACH,OAAO,CAAC,UAAU;IAOlB;;OAEG;IACG,cAAc,CAAC,MAAM,EAAE,MAAM,GAAG,OAAO,CAAC,WAAW,GAAG,IAAI,CAAC;IA+BjE;;OAEG;IACG,gBAAgB,CAAC,KAAK,EAAE,eAAe,GAAG,OAAO,CAAC,IAAI,CAAC;IAsC7D;;OAEG;IACG,iBAAiB,CAAC,MAAM,EAAE,eAAe,EAAE,GAAG,OAAO,CAAC,IAAI,CAAC;IAQjE;;OAEG;IACG,oBAAoB,CAAC,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,eAAe,EAAE,GAAG,OAAO,CAAC,IAAI,CAAC;IAiEpF;;OAEG;IACG,yBAAyB,CAC7B,MAAM,EAAE,MAAM,EACd,SAAS,CAAC,EAAE,MAAM,EAClB,OAAO,CAAC,EAAE,MAAM,GACf,OAAO,CAAC,eAAe,EAAE,CAAC;IAmC7B;;OAEG;IACG,gBAAgB,CACpB,MAAM,EAAE,MAAM,EACd,YAAY,EAAE;QACZ,OAAO,CAAC,EAAE,MAAM,CAAC;QACjB,GAAG,CAAC,EAAE,MAAM,CAAC;QACb,aAAa,CAAC,EAAE,MAAM,CAAC;QACvB,IAAI,CAAC,EAAE,MAAM,CAAC;QACd,gBAAgB,CAAC,EAAE,MAAM,CAAC;QAC1B,eAAe,CAAC,EAAE,MAAM,CAAC;QACzB,eAAe,CAAC,EAAE,MAAM,CAAC;QACzB,oBAAoB,CAAC,EAAE,MAAM,CAAC;QAC9B,iBAAiB,CAAC,EAAE,MAAM,CAAC;QAC3B,SAAS,CAAC,EAAE,MAAM,CAAC;QACnB,WAAW,CAAC,EAAE,MAAM,CAAC;QACrB,UAAU,CAAC,EAAE,MAAM,CAAC;QACpB,SAAS,CAAC,EAAE,MAAM,CAAC;KACpB,GACA,OAAO,CAAC,IAAI,CAAC;IAsDhB;;OAEG;IACG,qBAAqB,CAAC,MAAM,EAAE,MAAM;;;;;;;;;;;;;;;;;;;IA6B1C;;OAEG;IACG,iBAAiB,IAAI,OAAO,CAAC,IAAI,CAAC;CAKzC;AAGD,eAAO,MAAM,iBAAiB,mBAA0B,CAAC;AACzD,eAAe,iBAAiB,CAAC"}

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(rawSymbol: string, options?: {
+    getQuote(symbol: string, options?: {
         useCache?: boolean;
         cacheTTL?: number;
     }): Promise<QuoteServiceResponse>;
@@ -97,21 +97,12 @@ export declare class UnifiedQuoteService {
     getQuoteFromSource(symbol: string, source: "yfinance" | "finnhub" | "alpaca"): Promise<QuoteServiceResponse>;
 }
 export declare const unifiedQuoteService: UnifiedQuoteService;
-/**
- * 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. */
+export declare function getQuote(symbol: string, options?: {
     useCache?: boolean;
-    /** 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>;
+}): Promise<QuoteServiceResponse>;
+export declare function getQuotes(symbols: string[], options?: {
+    useCache?: boolean;
+}): 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

@@ -1 +1 @@
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package/dist/stocks/yahoo-finance-wrapper.d.ts

@@ -1,44 +1,8 @@
-import { default as YahooFinance } from 'yahoo-finance2';
 /**
- * Options that make yahoo-finance2 safe to share across requests on
- * Cloudflare Workers.
- *
- * yahoo-finance2 routes every fetch through one module-level queue (default
- * concurrency 4). When the queue is full, a waiting job is started from the
- * `.finally()` of whichever job finished before it - i.e. inside a *different*
- * request's async context. On Workers the Response is then bound to that other
- * request, and reading its body throws "Cannot perform I/O on behalf of a
- * different request (I/O type: ReadableStreamSource)".
- *
- * With unlimited concurrency and no interval the queue never defers a job, so
- * every fetch starts synchronously in the request that asked for it. The queue
- * is shared by every YahooFinance instance in the isolate and each call
- * re-applies its instance's queue options, so every instance must use these.
+ * Yahoo Finance 2 Wrapper
+ * Full-featured wrapper around yahoo-finance2 library
+ * Supports: quote, quoteSummary, chart, historical, search, options, recommendations, and more
  */
-export declare const WORKER_SAFE_YAHOO_FINANCE_OPTIONS: {
-    readonly queue: {
-        readonly concurrency: number;
-        readonly interval: 0;
-    };
-};
-/** Create a YahooFinance client that never runs one request's fetch in another's context. */
-export declare function createYahooFinance(options?: ConstructorParameters<typeof YahooFinance>[0]): import('yahoo-finance2/createYahooFinance').YahooFinance & {
-    readonly quoteCombine: typeof import('yahoo-finance2/other').quoteCombine;
-    readonly autoc: typeof import('yahoo-finance2/modules').autoc;
-    readonly chart: typeof import('yahoo-finance2/modules').chart;
-    readonly dailyGainers: typeof import('yahoo-finance2/modules').dailyGainers;
-    readonly dailyLosers: typeof import('yahoo-finance2/modules').dailyLosers;
-    readonly fundamentalsTimeSeries: typeof import('yahoo-finance2/modules').fundamentalsTimeSeries;
-    readonly historical: typeof import('yahoo-finance2/modules').historical;
-    readonly insights: typeof import('yahoo-finance2/modules').insights;
-    readonly options: typeof import('yahoo-finance2/modules').options;
-    readonly quote: typeof import('yahoo-finance2/modules').quote;
-    readonly quoteSummary: typeof import('yahoo-finance2/modules').quoteSummary;
-    readonly recommendationsBySymbol: typeof import('yahoo-finance2/modules').recommendationsBySymbol;
-    readonly screener: typeof import('yahoo-finance2/modules').screener;
-    readonly search: typeof import('yahoo-finance2/modules').search;
-    readonly trendingSymbols: typeof import('yahoo-finance2/modules').trendingSymbols;
-};
 /**
  * A single row of historical price data, shaped like the rows the deprecated
  * `yahooFinance.historical()` helper used to return.
@@ -75,7 +39,7 @@ export declare class YahooFinanceWrapper {
      */
     getQuote(symbol: string, options?: any): Promise<{
         success: boolean;
-        data: any;
+        data: import('yahoo-finance2/modules/quote').Quote;
         error?: undefined;
     } | {
         success: boolean;
@@ -88,40 +52,7 @@ export declare class YahooFinanceWrapper {
      */
     getQuotes(symbols: string[]): Promise<{
         success: boolean;
-        data: any;
-        error?: undefined;
-    } | {
-        success: boolean;
-        error: any;
-        data?: undefined;
-    }>;
-    /**
-     * Build a quote from the chart endpoint.
-     *
-     * A fallback for when `quote()` fails: the chart endpoint needs no
-     * cookie/crumb handshake, which is the part of `quote()` Yahoo most often
-     * refuses for datacenter IPs. Returns quote-shaped fields so callers can
-     * normalize it the same way as a `quote()` result.
-     */
-    getChartQuote(symbol: string): Promise<{
-        success: boolean;
-        data: {
-            symbol: any;
-            regularMarketPrice: number;
-            regularMarketChange: number | null;
-            regularMarketChangePercent: number | null;
-            regularMarketOpen: number | null;
-            regularMarketDayHigh: number | null;
-            regularMarketDayLow: number | null;
-            regularMarketPreviousClose: number | null;
-            volume: number | null;
-            currency: any;
-            longName: any;
-            shortName: any;
-            exchange: any;
-            fullExchangeName: any;
-            regularMarketTime: any;
-        };
+        data: import('yahoo-finance2/modules/quote').Quote[];
         error?: undefined;
     } | {
         success: boolean;
@@ -395,7 +326,7 @@ export declare class YahooFinanceWrapper {
     getComprehensiveData(symbol: string): Promise<{
         success: boolean;
         data: {
-            quote: any;
+            quote: import('yahoo-finance2/modules/quote').Quote | undefined;
             summary: import('yahoo-finance2/modules/quoteSummary-iface').QuoteSummaryResult | undefined;
             historical: HistoricalRow[] | undefined;
             recommendations: import('yahoo-finance2/modules/recommendationsBySymbol').RecommendationsBySymbolResponse | undefined;

package/dist/stocks/yahoo-finance-wrapper.d.ts.map

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package/dist/trading-agents/agents/debate-facilitator.d.ts

@@ -1,9 +1,9 @@
 import { AgentState, InvestDebateState, RiskDebateState } from '../types';
-import { LLMClient } from '../utils/llm-client';
+import { UnifiedLLMClient } from '../utils/llm-client';
 export declare class InvestmentDebateFacilitator {
     private llm;
     private maxRounds;
-    constructor(llm: LLMClient, maxRounds?: number);
+    constructor(llm: UnifiedLLMClient, maxRounds?: number);
     /**
      * Determine if the debate should continue or conclude
      */
@@ -16,7 +16,7 @@ export declare class InvestmentDebateFacilitator {
 export declare class RiskDebateFacilitator {
     private llm;
     private maxRounds;
-    constructor(llm: LLMClient, maxRounds?: number);
+    constructor(llm: UnifiedLLMClient, maxRounds?: number);
     shouldContinue(debateState: RiskDebateState): boolean;
     /**
      * Synthesize risk debate and adjust trading plan

package/dist/trading-agents/agents/debate-facilitator.d.ts.map

@@ -1 +1 @@
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package/dist/trading-agents/agents/fund-manager.d.ts

@@ -1,10 +1,8 @@
 import { AgentState } from '../types';
-import { LLMClient } from '../utils/llm-client';
-import { FundManagerApproval } from '../../strategy-signals/types';
-export declare function parseFundManagerApproval(text: string, proposalId: string): FundManagerApproval;
+import { UnifiedLLMClient } from '../utils/llm-client';
 export declare class FundManager {
     private llm;
-    constructor(llm: LLMClient);
+    constructor(llm: UnifiedLLMClient);
     /**
      * Review all analysis and make final approval decision
      */

package/dist/trading-agents/agents/fund-manager.d.ts.map

@@ -1 +1 @@
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package/dist/trading-agents/agents/improved-researchers.d.ts

@@ -1,16 +1,16 @@
 import { AgentState } from '../types';
-import { LLMClient } from '../utils/llm-client';
+import { UnifiedLLMClient } from '../utils/llm-client';
 import { FinancialSituationMemory } from '../utils/memory';
 export declare class ImprovedBullResearcher {
     private llm;
     private memory;
-    constructor(llm: LLMClient, memory: FinancialSituationMemory);
+    constructor(llm: UnifiedLLMClient, memory: FinancialSituationMemory);
     analyze(state: AgentState): Promise<Partial<AgentState>>;
 }
 export declare class ImprovedBearResearcher {
     private llm;
     private memory;
-    constructor(llm: LLMClient, memory: FinancialSituationMemory);
+    constructor(llm: UnifiedLLMClient, memory: FinancialSituationMemory);
     analyze(state: AgentState): Promise<Partial<AgentState>>;
 }
 //# sourceMappingURL=improved-researchers.d.ts.map

package/dist/trading-agents/agents/improved-researchers.d.ts.map

@@ -1 +1 @@
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package/dist/trading-agents/agents/market-analyst.d.ts

@@ -1,8 +1,8 @@
 import { AgentState } from '../types';
-import { LLMClient } from '../utils/llm-client';
+import { UnifiedLLMClient } from '../utils/llm-client';
 export declare class MarketAnalyst {
     private llm;
-    constructor(llm: LLMClient);
+    constructor(llm: UnifiedLLMClient);
     analyze(state: AgentState): Promise<Partial<AgentState>>;
 }
 //# sourceMappingURL=market-analyst.d.ts.map

package/dist/trading-agents/agents/market-analyst.d.ts.map

@@ -1 +1 @@
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+{"version":3,"file":"market-analyst.d.ts","sourceRoot":"","sources":["../../../src/trading-agents/agents/market-analyst.ts"],"names":[],"mappings":"AAAA;;;GAGG;AAEH,OAAO,EAAE,UAAU,EAAW,MAAM,UAAU,CAAA;AAC9C,OAAO,EAAE,gBAAgB,EAAE,MAAM,qBAAqB,CAAA;AAGtD,qBAAa,aAAa;IACxB,OAAO,CAAC,GAAG,CAAkB;gBAEjB,GAAG,EAAE,gBAAgB;IAI3B,OAAO,CAAC,KAAK,EAAE,UAAU,GAAG,OAAO,CAAC,OAAO,CAAC,UAAU,CAAC,CAAC;CA8F/D"}

package/dist/trading-agents/agents/news-analyst.d.ts

@@ -1,8 +1,8 @@
 import { AgentState } from '../types';
-import { LLMClient } from '../utils/llm-client';
+import { UnifiedLLMClient } from '../utils/llm-client';
 export declare class NewsAnalyst {
     private llm;
-    constructor(llm: LLMClient);
+    constructor(llm: UnifiedLLMClient);
     analyze(state: AgentState): Promise<Partial<AgentState>>;
 }
 //# sourceMappingURL=news-analyst.d.ts.map

package/dist/trading-agents/agents/news-analyst.d.ts.map

@@ -1 +1 @@
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+{"version":3,"file":"news-analyst.d.ts","sourceRoot":"","sources":["../../../src/trading-agents/agents/news-analyst.ts"],"names":[],"mappings":"AAAA;;;GAGG;AAEH,OAAO,EAAE,UAAU,EAAW,MAAM,UAAU,CAAA;AAC9C,OAAO,EAAE,gBAAgB,EAAE,MAAM,qBAAqB,CAAA;AAGtD,qBAAa,WAAW;IACpB,OAAO,CAAC,GAAG,CAAkB;gBAEjB,GAAG,EAAE,gBAAgB;IAI3B,OAAO,CAAC,KAAK,EAAE,UAAU,GAAG,OAAO,CAAC,OAAO,CAAC,UAAU,CAAC,CAAC;CAoEjE"}

package/dist/trading-agents/agents/researchers.d.ts

@@ -1,22 +1,22 @@
 import { AgentState } from '../types';
-import { LLMClient } from '../utils/llm-client';
+import { UnifiedLLMClient } from '../utils/llm-client';
 import { FinancialSituationMemory } from '../utils/memory';
 export declare class BullResearcher {
     private llm;
     private memory;
-    constructor(llm: LLMClient, memory: FinancialSituationMemory);
+    constructor(llm: UnifiedLLMClient, memory: FinancialSituationMemory);
     analyze(state: AgentState): Promise<Partial<AgentState>>;
 }
 export declare class BearResearcher {
     private llm;
     private memory;
-    constructor(llm: LLMClient, memory: FinancialSituationMemory);
+    constructor(llm: UnifiedLLMClient, memory: FinancialSituationMemory);
     analyze(state: AgentState): Promise<Partial<AgentState>>;
 }
 export declare class InvestmentJudge {
     private llm;
     private memory;
-    constructor(llm: LLMClient, memory: FinancialSituationMemory);
+    constructor(llm: UnifiedLLMClient, memory: FinancialSituationMemory);
     makeDecision(state: AgentState): Promise<Partial<AgentState>>;
 }
 //# sourceMappingURL=researchers.d.ts.map

package/dist/trading-agents/agents/researchers.d.ts.map

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package/dist/trading-agents/agents/risk-team.d.ts

@@ -1,22 +1,22 @@
 import { AgentState } from '../types';
-import { LLMClient } from '../utils/llm-client';
+import { UnifiedLLMClient } from '../utils/llm-client';
 import { FinancialSituationMemory } from '../utils/memory';
 export declare class RiskyAnalyst {
     private llm;
     private memory;
-    constructor(llm: LLMClient, memory: FinancialSituationMemory);
+    constructor(llm: UnifiedLLMClient, memory: FinancialSituationMemory);
     analyze(state: AgentState): Promise<Partial<AgentState>>;
 }
 export declare class SafeAnalyst {
     private llm;
     private memory;
-    constructor(llm: LLMClient, memory: FinancialSituationMemory);
+    constructor(llm: UnifiedLLMClient, memory: FinancialSituationMemory);
     analyze(state: AgentState): Promise<Partial<AgentState>>;
 }
 export declare class NeutralAnalyst {
     private llm;
     private memory;
-    constructor(llm: LLMClient, memory: FinancialSituationMemory);
+    constructor(llm: UnifiedLLMClient, memory: FinancialSituationMemory);
     analyze(state: AgentState): Promise<Partial<AgentState>>;
 }
 //# sourceMappingURL=risk-team.d.ts.map

package/dist/trading-agents/agents/risk-team.d.ts.map

@@ -1 +1 @@
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package/dist/trading-agents/agents/trader.d.ts

@@ -1,10 +1,10 @@
 import { AgentState } from '../types';
-import { LLMClient } from '../utils/llm-client';
+import { UnifiedLLMClient } from '../utils/llm-client';
 import { FinancialSituationMemory } from '../utils/memory';
 export declare class Trader {
     private llm;
     private memory;
-    constructor(llm: LLMClient, memory: FinancialSituationMemory);
+    constructor(llm: UnifiedLLMClient, memory: FinancialSituationMemory);
     makeDecision(state: AgentState): Promise<Partial<AgentState>>;
 }
 //# sourceMappingURL=trader.d.ts.map