lit-forge-mcp 0.3.0 → 0.4.0

package/README.md

@@ -8,9 +8,9 @@
 
 Claude Desktop / Claude Code / Cursor など、MCP に対応した任意の AI クライアントで動作します。
 
-> **v0.2.0 で「金融・個人投資家特化」にピボット**、**v0.3.0 で「毎朝の市況チェック」系 3 ツールを追加**しました。
+> **v0.2.0 で「金融・個人投資家特化」にピボット**、**v0.3.0 で「毎朝の市況チェック」系 3 ツールを追加**、**v0.4.0 で銘柄数 9 → 28 に拡大 + 5 つの分析ツール追加**しました。
 
-## 提供ツール（7 種）
+## 提供ツール（12 種）
 
 ### 個人資産形成プランナー（純関数、外部 API 不要）
 
@@ -21,17 +21,27 @@ Claude Desktop / Claude Code / Cursor など、MCP に対応した任意の AI
 | `calculate_required_monthly` | 目標金額・現在の貯蓄・年利・年数から、達成に必要な毎月の積立額を逆算 |
 | `calculate_compound_interest` | 元本（一括）と月次積立を月次複利で評価する汎用複利計算ツール |
 
-### 市況・経済イベント（v0.3.0 新規。**HTTP 通信あり**）
+### 市況・経済イベント（**HTTP 通信あり**）
 
 | ツール名 | 説明 |
 |---|---|
-| `get_market_snapshot` | USD/JPY・EUR/JPY・日経平均・TOPIX・S&P 500・NASDAQ 100・米10年金利・金・原油 WTI の現在値・前日比を一括取得（[lit-forge.com/today](https://lit-forge.com/today) と同等情報） |
+| `get_market_snapshot` | USD/JPY・EUR/JPY・GBP/JPY・AUD/JPY・EUR/USD・CHF/JPY・ドル指数・日経平均・TOPIX・NY ダウ・S&P 500・NASDAQ・VIX・NYSE FANG+・SOX・DAX・FTSE・上海総合・ハンセン・KOSPI・SENSEX・米10年/5年金利・金・原油・銅・ビットコイン・イーサリアム の主要 28 指標を一括取得（[lit-forge.com/today](https://lit-forge.com/today) と同等） |
 | `get_economic_events_today` | 当日 or 今週の経済イベント（FOMC・日銀金融政策決定会合・米雇用統計・CPI・GDP・中国 PMI 等）を重要度付きで返す。半年分を手動キュレーション |
 | `get_quote` | 任意の Yahoo Finance ティッカー（株・為替・指数・コモディティ・暗号資産）の現在値・前日比を取得。例: `AAPL` / `^DJI` / `BTC-USD` |
 
-> ⚠ **HTTP 通信について**: v0.3.0 から、`get_market_snapshot` / `get_quote` は **Yahoo Finance API（query1.finance.yahoo.com）** へ HTTPS リクエストを送信します。実行 PC のネットワークから外部に出る通信が発生する点にご留意ください。データは Yahoo Finance より取得（約 1 時間遅れ）、**投資助言ではなく情報集約**として提供しています。
+### 分析ツール（v0.4.0 新規）
 
-Claude / GPT / Cursor との対話の中で「老後資金大丈夫？」「月いくら積み立てれば？」「今日の市況を要約して」「FOMC は今週いつ？」を即座に試算・確認できます。
+| ツール名 | 説明 |
+|---|---|
+| `get_market_thermometer` | VIX・S&P 500・米10年金利・ドル指数を合成した 0-100 のリスクオン/オフ・スコア + 過去 30 営業日推移 |
+| `get_performance_ranking` | 28 銘柄を `1d`/`1w`/`1m` のパフォーマンスでソート、上位/下位 N 件を返す |
+| `get_yield_spread` | 米10年-5年イールドスプレッド（プラス=順イールド / マイナス=逆イールド） |
+| `get_market_sessions` | 主要 4 市場（東京・上海・ロンドン・NY）の現在の取引時間ステータス |
+| `get_sector_heatmap` | 米株セクター ETF（SPDR、11 セクター）の前日比一覧 |
+
+> ⚠ **HTTP 通信について**: 市況・分析系ツールは **Yahoo Finance API（query1.finance.yahoo.com）** へ HTTPS リクエストを送信します。実行 PC のネットワークから外部に出る通信が発生する点にご留意ください。データは約 1 時間遅れの参考値で、**投資助言ではなく情報集約**として提供しています。
+
+Claude / GPT / Cursor との対話の中で「老後資金大丈夫？」「月いくら積み立てれば？」「今日の市況を要約して」「FOMC は今週いつ？」「マーケット温度計は？」「セクターでどこが強い？」を即座に試算・確認できます。
 
 ## インストール / 設定
 

package/dist/lib/__tests__/correlation.test.d.ts

@@ -0,0 +1 @@
+export {};

package/dist/lib/__tests__/correlation.test.js

@@ -0,0 +1,53 @@
+import { describe, expect, it } from "vitest";
+import { correlationMatrix, pearson, tailReturns, } from "../correlation.js";
+describe("tailReturns", () => {
+    it("末尾 31 件から 30 件のリターンを返す", () => {
+        const closes = Array.from({ length: 50 }, (_, i) => 100 + i);
+        const r = tailReturns(closes, 30);
+        expect(r.length).toBe(30);
+    });
+    it("データ不足は空配列", () => {
+        expect(tailReturns([100], 30)).toEqual([]);
+        expect(tailReturns([], 30)).toEqual([]);
+    });
+    it("分母が 0（直前の close=0）の点を除外", () => {
+        const r = tailReturns([100, 0, 50, 75], 10);
+        // 100→0 (-100%)、0→50 は分母 0 で除外、50→75 (+50%) → 2 要素
+        expect(r.length).toBe(2);
+    });
+});
+describe("pearson", () => {
+    it("完全に相関する系列は 1", () => {
+        const a = Array.from({ length: 30 }, (_, i) => i / 100);
+        const b = Array.from({ length: 30 }, (_, i) => i / 200);
+        expect(pearson(a, b)).toBeCloseTo(1, 5);
+    });
+    it("完全に逆相関する系列は -1", () => {
+        const a = Array.from({ length: 30 }, (_, i) => i / 100);
+        const b = Array.from({ length: 30 }, (_, i) => -i / 100);
+        expect(pearson(a, b)).toBeCloseTo(-1, 5);
+    });
+    it("点数不足は null", () => {
+        expect(pearson([1, 2], [3, 4])).toBeNull();
+    });
+    it("片方が定数（std=0）は null", () => {
+        const a = Array.from({ length: 30 }, () => 0.01);
+        const b = Array.from({ length: 30 }, (_, i) => i / 100);
+        expect(pearson(a, b)).toBeNull();
+    });
+});
+describe("correlationMatrix", () => {
+    it("対角線は 1（データ十分時）", () => {
+        const closes = Array.from({ length: 50 }, (_, i) => 100 + i);
+        const m = correlationMatrix(["A", "B"], () => closes);
+        expect(m[0][0]).toBe(1);
+        expect(m[1][1]).toBe(1);
+    });
+    it("対称行列", () => {
+        const a = Array.from({ length: 50 }, (_, i) => 100 + i);
+        const b = Array.from({ length: 50 }, (_, i) => 200 - i);
+        const m = correlationMatrix(["A", "B"], (s) => (s === "A" ? a : b));
+        expect(m[0][1]).toBeCloseTo(m[1][0], 5);
+    });
+});
+//# sourceMappingURL=correlation.test.js.map

package/dist/lib/__tests__/correlation.test.js.map

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package/dist/lib/__tests__/quartile.test.d.ts

@@ -0,0 +1 @@
+export {};

package/dist/lib/__tests__/quartile.test.js

@@ -0,0 +1,148 @@
+import { describe, expect, it } from "vitest";
+import { detectLevelEvents, detectMilestone, detectOutlier, percentileLabel, pricePercentile, } from "../quartile.js";
+function arithmetic(len, start, step) {
+    return Array.from({ length: len }, (_, i) => start + step * i);
+}
+describe("pricePercentile", () => {
+    it("単調増加配列の末尾は最高値（100）", () => {
+        const closes = arithmetic(252, 100, 0.1);
+        expect(pricePercentile(closes)).toBe(100);
+    });
+    it("単調減少配列の末尾は最安値（0）", () => {
+        const closes = arithmetic(252, 200, -0.1);
+        expect(pricePercentile(closes)).toBe(0);
+    });
+    it("中央値付近", () => {
+        // 0..100 の値、末尾を 50 にすると過半数が末尾以下なので約 50%
+        const closes = Array.from({ length: 250 }, (_, i) => i);
+        closes.push(50);
+        const p = pricePercentile(closes);
+        // 50 以下の数 = 51 (0..50 を含む) / 250 ≒ 20.4%
+        expect(p).toBeCloseTo(20.4, 1);
+    });
+    it("点数不足（< 30）は null", () => {
+        expect(pricePercentile([1, 2, 3])).toBeNull();
+        expect(pricePercentile([])).toBeNull();
+    });
+});
+describe("detectOutlier", () => {
+    it("等差で増加する穏やかな系列に対して 5% の動きは 1σ を大きく超える", () => {
+        // closes = [100, 100.1, 100.2, ..., 125]; daily ret ~ 0.1%, std ≈ 0
+        const closes = Array.from({ length: 252 }, (_, i) => 100 + i * 0.1);
+        const r = detectOutlier(closes, 5);
+        expect(r).not.toBeNull();
+        expect(r.exceeds1Sigma).toBe(true);
+        expect(r.sigma).toBeGreaterThan(1);
+    });
+    it("典型的な日次変動の範囲内なら 1σ を超えない", () => {
+        // 0.5% 標準偏差程度の系列を作る
+        const closes = [100];
+        for (let i = 1; i < 252; i++) {
+            // 単純な疑似乱数
+            const r = Math.sin(i * 1.7) * 0.5;
+            closes.push(closes[i - 1] * (1 + r / 100));
+        }
+        const result = detectOutlier(closes, 0.1);
+        expect(result).not.toBeNull();
+        expect(result.exceeds1Sigma).toBe(false);
+    });
+    it("点数不足は null", () => {
+        expect(detectOutlier([1, 2, 3], 1)).toBeNull();
+    });
+    it("全て同値（std=0）は null", () => {
+        const closes = Array.from({ length: 252 }, () => 100);
+        expect(detectOutlier(closes, 0)).toBeNull();
+    });
+});
+describe("detectLevelEvents", () => {
+    it("52 週新高値: 当日高値 >= 52w 高値で発火", () => {
+        const events = detectLevelEvents({
+            dayHigh: 5550,
+            fiftyTwoWeekHigh: 5500,
+        });
+        expect(events.find((e) => e.type === "52w-new-high")).toBeDefined();
+    });
+    it("52 週新安値: 当日安値 <= 52w 安値で発火", () => {
+        const events = detectLevelEvents({
+            dayLow: 4400,
+            fiftyTwoWeekLow: 4500,
+        });
+        expect(events.find((e) => e.type === "52w-new-low")).toBeDefined();
+    });
+    it("レベル系イベントは複数同時に出る", () => {
+        const events = detectLevelEvents({
+            dayHigh: 5550,
+            dayLow: 5520,
+            fiftyTwoWeekHigh: 5500,
+            fiftyTwoWeekLow: 4500,
+        });
+        expect(events.length).toBeGreaterThanOrEqual(1);
+    });
+    it("200 日線上抜け: 直近終値 > SMA200、前日 <= SMA200(-1)", () => {
+        // 200日 SMA を上抜けるパターン：前 200 日は 100 で平均、最終日に 200 へジャンプ
+        const closes = Array.from({ length: 200 }, () => 100);
+        closes.push(99); // prev: under
+        closes.push(200); // last: above
+        const events = detectLevelEvents({ closes1y: closes });
+        expect(events.find((e) => e.type === "ma200-cross-up")).toBeDefined();
+    });
+    it("200 日線下抜け", () => {
+        const closes = Array.from({ length: 200 }, () => 100);
+        closes.push(101); // prev: above
+        closes.push(50); // last: below
+        const events = detectLevelEvents({ closes1y: closes });
+        expect(events.find((e) => e.type === "ma200-cross-down")).toBeDefined();
+    });
+    it("データ不足では何も出ない", () => {
+        expect(detectLevelEvents({})).toEqual([]);
+        expect(detectLevelEvents({ closes1y: [1, 2, 3] })).toEqual([]);
+    });
+});
+describe("detectMilestone", () => {
+    it("当日値が直近 30 日の最大なら「30日ぶり高値」", () => {
+        const closes = Array.from({ length: 50 }, (_, i) => 100 + i * 0.1);
+        closes.push(200); // 末尾を大幅高
+        const m = detectMilestone(closes);
+        expect(m).not.toBeNull();
+        expect(m.type).toBe("n-day-high");
+        // 50 件しかないので 30 日ぶり判定が出る
+        expect(m.label).toContain("日ぶり高値");
+    });
+    it("当日値が 1 年（252 日）の最大なら「1年ぶり高値」", () => {
+        const closes = Array.from({ length: 300 }, (_, i) => 100 + i * 0.01);
+        closes.push(500);
+        const m = detectMilestone(closes);
+        expect(m?.label).toContain("1年ぶり高値");
+    });
+    it("どのウィンドウの高安にも届かなければ null", () => {
+        // sin 波で 100±5 の範囲に振動する系列。最後を 100（中央値）にする。
+        const closes = Array.from({ length: 300 }, (_, i) => 100 + Math.sin(i / 5) * 5);
+        closes.push(100);
+        expect(detectMilestone(closes)).toBeNull();
+    });
+    it("点数不足は null", () => {
+        expect(detectMilestone([1, 2, 3])).toBeNull();
+    });
+});
+describe("percentileLabel", () => {
+    it("90% 以上は「上位X%水準」", () => {
+        expect(percentileLabel(95)).toContain("上位5%水準");
+        expect(percentileLabel(100)).toContain("上位0%水準");
+    });
+    it("70-90% は「上位X%」", () => {
+        expect(percentileLabel(80)).toContain("上位20%");
+    });
+    it("30-70% は「中央値付近」", () => {
+        expect(percentileLabel(50)).toContain("中央値付近");
+    });
+    it("10-30% は「下位X%」", () => {
+        expect(percentileLabel(20)).toContain("下位20%");
+    });
+    it("10% 未満は「下位X%水準」", () => {
+        expect(percentileLabel(5)).toContain("下位5%水準");
+    });
+    it("null は空文字", () => {
+        expect(percentileLabel(null)).toBe("");
+    });
+});
+//# sourceMappingURL=quartile.test.js.map

package/dist/lib/__tests__/quartile.test.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"quartile.test.js","sourceRoot":"","sources":["../../../src/lib/__tests__/quartile.test.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,QAAQ,EAAE,MAAM,EAAE,EAAE,EAAE,MAAM,QAAQ,CAAC;AAC9C,OAAO,EACL,iBAAiB,EACjB,eAAe,EACf,aAAa,EACb,eAAe,EACf,eAAe,GAChB,MAAM,gBAAgB,CAAC;AAExB,SAAS,UAAU,CAAC,GAAW,EAAE,KAAa,EAAE,IAAY;IAC1D,OAAO,KAAK,CAAC,IAAI,CAAC,EAAE,MAAM,EAAE,GAAG,EAAE,EAAE,CAAC,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC,KAAK,GAAG,IAAI,GAAG,CAAC,CAAC,CAAC;AACjE,CAAC;AAED,QAAQ,CAAC,iBAAiB,EAAE,GAAG,EAAE;IAC/B,EAAE,CAAC,oBAAoB,EAAE,GAAG,EAAE;QAC5B,MAAM,MAAM,GAAG,UAAU,CAAC,GAAG,EAAE,GAAG,EAAE,GAAG,CAAC,CAAC;QACzC,MAAM,CAAC,eAAe,CAAC,MAAM,CAAC,CAAC,CAAC,IAAI,CAAC,GAAG,CAAC,CAAC;IAC5C,CAAC,CAAC,CAAC;IAEH,EAAE,CAAC,kBAAkB,EAAE,GAAG,EAAE;QAC1B,MAAM,MAAM,GAAG,UAAU,CAAC,GAAG,EAAE,GAAG,EAAE,CAAC,GAAG,CAAC,CAAC;QAC1C,MAAM,CAAC,eAAe,CAAC,MAAM,CAAC,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;IAC1C,CAAC,CAAC,CAAC;IAEH,EAAE,CAAC,OAAO,EAAE,GAAG,EAAE;QACf,wCAAwC;QACxC,MAAM,MAAM,GAAG,KAAK,CAAC,IAAI,CAAC,EAAE,MAAM,EAAE,GAAG,EAAE,EAAE,CAAC,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,CAAC;QACxD,MAAM,CAAC,IAAI,CAAC,EAAE,CAAC,CAAC;QAChB,MAAM,CAAC,GAAG,eAAe,CAAC,MAAM,CAAE,CAAC;QACnC,yCAAyC;QACzC,MAAM,CAAC,CAAC,CAAC,CAAC,WAAW,CAAC,IAAI,EAAE,CAAC,CAAC,CAAC;IACjC,CAAC,CAAC,CAAC;IAEH,EAAE,CAAC,kBAAkB,EAAE,GAAG,EAAE;QAC1B,MAAM,CAAC,eAAe,CAAC,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,CAAC,QAAQ,EAAE,CAAC;QAC9C,MAAM,CAAC,eAAe,CAAC,EAAE,CAAC,CAAC,CAAC,QAAQ,EAAE,CAAC;IACzC,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC;AAEH,QAAQ,CAAC,eAAe,EAAE,GAAG,EAAE;IAC7B,EAAE,CAAC,sCAAsC,EAAE,GAAG,EAAE;QAC9C,oEAAoE;QACpE,MAAM,MAAM,GAAG,KAAK,CAAC,IAAI,CAAC,EAAE,MAAM,EAAE,GAAG,EAAE,EAAE,CAAC,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC,GAAG,GAAG,CAAC,GAAG,GAAG,CAAC,CAAC;QACpE,MAAM,CAAC,GAAG,aAAa,CAAC,MAAM,EAAE,CAAC,CAAC,CAAC;QACnC,MAAM,CAAC,CAAC,CAAC,CAAC,GAAG,CAAC,QAAQ,EAAE,CAAC;QACzB,MAAM,CAAC,CAAE,CAAC,aAAa,CAAC,CAAC,IAAI,CAAC,IAAI,CAAC,CAAC;QACpC,MAAM,CAAC,CAAE,CAAC,KAAK,CAAC,CAAC,eAAe,CAAC,CAAC,CAAC,CAAC;IACtC,CAAC,CAAC,CAAC;IAEH,EAAE,CAAC,yBAAyB,EAAE,GAAG,EAAE;QACjC,oBAAoB;QACpB,MAAM,MAAM,GAAa,CAAC,GAAG,CAAC,CAAC;QAC/B,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,GAAG,EAAE,CAAC,EAAE,EAAE,CAAC;YAC7B,UAAU;YACV,MAAM,CAAC,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC,GAAG,GAAG,CAAC,GAAG,GAAG,CAAC;YAClC,MAAM,CAAC,IAAI,CAAC,MAAM,CAAC,CAAC,GAAG,CAAC,CAAC,GAAG,CAAC,CAAC,GAAG,CAAC,GAAG,GAAG,CAAC,CAAC,CAAC;QAC7C,CAAC;QACD,MAAM,MAAM,GAAG,aAAa,CAAC,MAAM,EAAE,GAAG,CAAC,CAAC;QAC1C,MAAM,CAAC,MAAM,CAAC,CAAC,GAAG,CAAC,QAAQ,EAAE,CAAC;QAC9B,MAAM,CAAC,MAAO,CAAC,aAAa,CAAC,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC;IAC5C,CAAC,CAAC,CAAC;IAEH,EAAE,CAAC,YAAY,EAAE,GAAG,EAAE;QACpB,MAAM,CAAC,aAAa,CAAC,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,QAAQ,EAAE,CAAC;IACjD,CAAC,CAAC,CAAC;IAEH,EAAE,CAAC,mBAAmB,EAAE,GAAG,EAAE;QAC3B,MAAM,MAAM,GAAG,KAAK,CAAC,IAAI,CAAC,EAAE,MAAM,EAAE,GAAG,EAAE,EAAE,GAAG,EAAE,CAAC,GAAG,CAAC,CAAC;QACtD,MAAM,CAAC,aAAa,CAAC,MAAM,EAAE,CAAC,CAAC,CAAC,CAAC,QAAQ,EAAE,CAAC;IAC9C,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC;AAEH,QAAQ,CAAC,mBAAmB,EAAE,GAAG,EAAE;IACjC,EAAE,CAAC,4BAA4B,EAAE,GAAG,EAAE;QACpC,MAAM,MAAM,GAAG,iBAAiB,CAAC;YAC/B,OAAO,EAAE,IAAI;YACb,gBAAgB,EAAE,IAAI;SACvB,CAAC,CAAC;QACH,MAAM,CAAC,MAAM,CAAC,IAAI,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,IAAI,KAAK,cAAc,CAAC,CAAC,CAAC,WAAW,EAAE,CAAC;IACtE,CAAC,CAAC,CAAC;IAEH,EAAE,CAAC,4BAA4B,EAAE,GAAG,EAAE;QACpC,MAAM,MAAM,GAAG,iBAAiB,CAAC;YAC/B,MAAM,EAAE,IAAI;YACZ,eAAe,EAAE,IAAI;SACtB,CAAC,CAAC;QACH,MAAM,CAAC,MAAM,CAAC,IAAI,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,IAAI,KAAK,aAAa,CAAC,CAAC,CAAC,WAAW,EAAE,CAAC;IACrE,CAAC,CAAC,CAAC;IAEH,EAAE,CAAC,kBAAkB,EAAE,GAAG,EAAE;QAC1B,MAAM,MAAM,GAAG,iBAAiB,CAAC;YAC/B,OAAO,EAAE,IAAI;YACb,MAAM,EAAE,IAAI;YACZ,gBAAgB,EAAE,IAAI;YACtB,eAAe,EAAE,IAAI;SACtB,CAAC,CAAC;QACH,MAAM,CAAC,MAAM,CAAC,MAAM,CAAC,CAAC,sBAAsB,CAAC,CAAC,CAAC,CAAC;IAClD,CAAC,CAAC,CAAC;IAEH,EAAE,CAAC,2CAA2C,EAAE,GAAG,EAAE;QACnD,qDAAqD;QACrD,MAAM,MAAM,GAAG,KAAK,CAAC,IAAI,CAAC,EAAE,MAAM,EAAE,GAAG,EAAE,EAAE,GAAG,EAAE,CAAC,GAAG,CAAC,CAAC;QACtD,MAAM,CAAC,IAAI,CAAC,EAAE,CAAC,CAAC,CAAC,cAAc;QAC/B,MAAM,CAAC,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,cAAc;QAChC,MAAM,MAAM,GAAG,iBAAiB,CAAC,EAAE,QAAQ,EAAE,MAAM,EAAE,CAAC,CAAC;QACvD,MAAM,CAAC,MAAM,CAAC,IAAI,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,IAAI,KAAK,gBAAgB,CAAC,CAAC,CAAC,WAAW,EAAE,CAAC;IACxE,CAAC,CAAC,CAAC;IAEH,EAAE,CAAC,WAAW,EAAE,GAAG,EAAE;QACnB,MAAM,MAAM,GAAG,KAAK,CAAC,IAAI,CAAC,EAAE,MAAM,EAAE,GAAG,EAAE,EAAE,GAAG,EAAE,CAAC,GAAG,CAAC,CAAC;QACtD,MAAM,CAAC,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,cAAc;QAChC,MAAM,CAAC,IAAI,CAAC,EAAE,CAAC,CAAC,CAAC,cAAc;QAC/B,MAAM,MAAM,GAAG,iBAAiB,CAAC,EAAE,QAAQ,EAAE,MAAM,EAAE,CAAC,CAAC;QACvD,MAAM,CAAC,MAAM,CAAC,IAAI,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,IAAI,KAAK,kBAAkB,CAAC,CAAC,CAAC,WAAW,EAAE,CAAC;IAC1E,CAAC,CAAC,CAAC;IAEH,EAAE,CAAC,cAAc,EAAE,GAAG,EAAE;QACtB,MAAM,CAAC,iBAAiB,CAAC,EAAE,CAAC,CAAC,CAAC,OAAO,CAAC,EAAE,CAAC,CAAC;QAC1C,MAAM,CAAC,iBAAiB,CAAC,EAAE,QAAQ,EAAE,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,OAAO,CAAC,EAAE,CAAC,CAAC;IACjE,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC;AAEH,QAAQ,CAAC,iBAAiB,EAAE,GAAG,EAAE;IAC/B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package/dist/lib/__tests__/rankings.test.d.ts

@@ -0,0 +1 @@
+export {};

package/dist/lib/__tests__/rankings.test.js

@@ -0,0 +1,67 @@
+import { describe, expect, it } from "vitest";
+import { rankByPerformance } from "../rankings.js";
+function ind(symbol, name) {
+    return {
+        symbol,
+        displayName: name,
+        category: "equity",
+        unit: "",
+        decimals: 2,
+        changeStyle: "ratio",
+    };
+}
+function q(symbol, changePercent, perf) {
+    return {
+        symbol,
+        price: 100,
+        previousClose: 100,
+        change: 0,
+        changePercent,
+        changeBp: 0,
+        fetchedAt: "2026-05-01T00:00:00.000Z",
+        sparkline: [100],
+        performance: perf
+            ? { d7: perf.d7 ?? null, d30: perf.d30 ?? null, d365: null }
+            : undefined,
+    };
+}
+describe("rankByPerformance", () => {
+    const indicators = [ind("A", "AAA"), ind("B", "BBB"), ind("C", "CCC")];
+    const quotes = {
+        A: q("A", 2.0, { d7: 5, d30: 10 }),
+        B: q("B", -1.0, { d7: -3, d30: 8 }),
+        C: q("C", 0.5, { d7: 7, d30: 2 }),
+    };
+    it("1d 期間で changePercent 降順", () => {
+        const r = rankByPerformance(indicators, quotes, "1d");
+        expect(r.map((x) => x.indicator.symbol)).toEqual(["A", "C", "B"]);
+    });
+    it("1w 期間で d7 降順", () => {
+        const r = rankByPerformance(indicators, quotes, "1w");
+        expect(r.map((x) => x.indicator.symbol)).toEqual(["C", "A", "B"]);
+    });
+    it("1m 期間で d30 降順", () => {
+        const r = rankByPerformance(indicators, quotes, "1m");
+        expect(r.map((x) => x.indicator.symbol)).toEqual(["A", "B", "C"]);
+    });
+    it("performance 無しは 1w/1m から除外される", () => {
+        const noPerf = {
+            A: q("A", 2.0),
+            B: q("B", -1.0, { d7: 3 }),
+        };
+        const r = rankByPerformance(indicators, noPerf, "1w");
+        // A は performance なし、B のみ含まれる、C は quote 自体無い
+        expect(r.length).toBe(1);
+        expect(r[0].indicator.symbol).toBe("B");
+    });
+    it("error の quote は除外", () => {
+        const errored = {
+            A: { error: "fail" },
+            B: q("B", 5),
+        };
+        const r = rankByPerformance(indicators, errored, "1d");
+        expect(r.length).toBe(1);
+        expect(r[0].indicator.symbol).toBe("B");
+    });
+});
+//# sourceMappingURL=rankings.test.js.map

package/dist/lib/__tests__/rankings.test.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"rankings.test.js","sourceRoot":"","sources":["../../../src/lib/__tests__/rankings.test.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,QAAQ,EAAE,MAAM,EAAE,EAAE,EAAE,MAAM,QAAQ,CAAC;AAC9C,OAAO,EAAE,iBAAiB,EAAE,MAAM,gBAAgB,CAAC;AAGnD,SAAS,GAAG,CAAC,MAAc,EAAE,IAAY;IACvC,OAAO;QACL,MAAM;QACN,WAAW,EAAE,IAAI;QACjB,QAAQ,EAAE,QAAQ;QAClB,IAAI,EAAE,EAAE;QACR,QAAQ,EAAE,CAAC;QACX,WAAW,EAAE,OAAO;KACrB,CAAC;AACJ,CAAC;AAED,SAAS,CAAC,CAAC,MAAc,EAAE,aAAqB,EAAE,IAAoC;IACpF,OAAO;QACL,MAAM;QACN,KAAK,EAAE,GAAG;QACV,aAAa,EAAE,GAAG;QAClB,MAAM,EAAE,CAAC;QACT,aAAa;QACb,QAAQ,EAAE,CAAC;QACX,SAAS,EAAE,0BAA0B;QACrC,SAAS,EAAE,CAAC,GAAG,CAAC;QAChB,WAAW,EAAE,IAAI;YACf,CAAC,CAAC,EAAE,EAAE,EAAE,IAAI,CAAC,EAAE,IAAI,IAAI,EAAE,GAAG,EAAE,IAAI,CAAC,GAAG,IAAI,IAAI,EAAE,IAAI,EAAE,IAAI,EAAE;YAC5D,CAAC,CAAC,SAAS;KACd,CAAC;AACJ,CAAC;AAED,QAAQ,CAAC,mBAAmB,EAAE,GAAG,EAAE;IACjC,MAAM,UAAU,GAAG,CAAC,GAAG,CAAC,GAAG,EAAE,KAAK,CAAC,EAAE,GAAG,CAAC,GAAG,EAAE,KAAK,CAAC,EAAE,GAAG,CAAC,GAAG,EAAE,KAAK,CAAC,CAAC,CAAC;IACvE,MAAM,MAAM,GAAgC;QAC1C,CAAC,EAAE,CAAC,CAAC,GAAG,EAAE,GAAG,EAAE,EAAE,EAAE,EAAE,CAAC,EAAE,GAAG,EAAE,EAAE,EAAE,CAAC;QAClC,CAAC,EAAE,CAAC,CAAC,GAAG,EAAE,CAAC,GAAG,EAAE,EAAE,EAAE,EAAE,CAAC,CAAC,EAAE,GAAG,EAAE,CAAC,EAAE,CAAC;QACnC,CAAC,EAAE,CAAC,CAAC,GAAG,EAAE,GAAG,EAAE,EAAE,EAAE,EAAE,CAAC,EAAE,GAAG,EAAE,CAAC,EAAE,CAAC;KAClC,CAAC;IAEF,EAAE,CAAC,yBAAyB,EAAE,GAAG,EAAE;QACjC,MAAM,CAAC,GAAG,iBAAiB,CAAC,UAAU,EAAE,MAAM,EAAE,IAAI,CAAC,CAAC;QACtD,MAAM,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,SAAS,CAAC,MAAM,CAAC,CAAC,CAAC,OAAO,CAAC,CAAC,GAAG,EAAE,GAAG,EAAE,GAAG,CAAC,CAAC,CAAC;IACpE,CAAC,CAAC,CAAC;IAEH,EAAE,CAAC,cAAc,EAAE,GAAG,EAAE;QACtB,MAAM,CAAC,GAAG,iBAAiB,CAAC,UAAU,EAAE,MAAM,EAAE,IAAI,CAAC,CAAC;QACtD,MAAM,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,SAAS,CAAC,MAAM,CAAC,CAAC,CAAC,OAAO,CAAC,CAAC,GAAG,EAAE,GAAG,EAAE,GAAG,CAAC,CAAC,CAAC;IACpE,CAAC,CAAC,CAAC;IAEH,EAAE,CAAC,eAAe,EAAE,GAAG,EAAE;QACvB,MAAM,CAAC,GAAG,iBAAiB,CAAC,UAAU,EAAE,MAAM,EAAE,IAAI,CAAC,CAAC;QACtD,MAAM,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,SAAS,CAAC,MAAM,CAAC,CAAC,CAAC,OAAO,CAAC,CAAC,GAAG,EAAE,GAAG,EAAE,GAAG,CAAC,CAAC,CAAC;IACpE,CAAC,CAAC,CAAC;IAEH,EAAE,CAAC,+BAA+B,EAAE,GAAG,EAAE;QACvC,MAAM,MAAM,GAAgC;YAC1C,CAAC,EAAE,CAAC,CAAC,GAAG,EAAE,GAAG,CAAC;YACd,CAAC,EAAE,CAAC,CAAC,GAAG,EAAE,CAAC,GAAG,EAAE,EAAE,EAAE,EAAE,CAAC,EAAE,CAAC;SAC3B,CAAC;QACF,MAAM,CAAC,GAAG,iBAAiB,CAAC,UAAU,EAAE,MAAM,EAAE,IAAI,CAAC,CAAC;QACtD,6CAA6C;QAC7C,MAAM,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;QACzB,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,SAAS,CAAC,MAAM,CAAC,CAAC,IAAI,CAAC,GAAG,CAAC,CAAC;IAC1C,CAAC,CAAC,CAAC;IAEH,EAAE,CAAC,mBAAmB,EAAE,GAAG,EAAE;QAC3B,MAAM,OAAO,GAAgC;YAC3C,CAAC,EAAE,EAAE,KAAK,EAAE,MAAM,EAAE;YACpB,CAAC,EAAE,CAAC,CAAC,GAAG,EAAE,CAAC,CAAC;SACb,CAAC;QACF,MAAM,CAAC,GAAG,iBAAiB,CAAC,UAAU,EAAE,OAAO,EAAE,IAAI,CAAC,CAAC;QACvD,MAAM,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;QACzB,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,SAAS,CAAC,MAAM,CAAC,CAAC,IAAI,CAAC,GAAG,CAAC,CAAC;IAC1C,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}

package/dist/lib/__tests__/sessions.test.d.ts

@@ -0,0 +1 @@
+export {};

package/dist/lib/__tests__/sessions.test.js

@@ -0,0 +1,47 @@
+import { describe, expect, it } from "vitest";
+import { getSessionStatuses } from "../sessions.js";
+// JST 時刻指定用ヘルパ：JST H 時の UTC 換算時刻を作る
+function atJst(hourJst, dow = "mon") {
+    // 2026-05-04 (月) 00:00 JST = 2026-05-03 15:00 UTC
+    const baseDates = {
+        mon: "2026-05-04T00:00:00+09:00",
+        tue: "2026-05-05T00:00:00+09:00",
+        fri: "2026-05-08T00:00:00+09:00",
+        sat: "2026-05-09T00:00:00+09:00",
+        sun: "2026-05-10T00:00:00+09:00",
+    };
+    const base = new Date(baseDates[dow]).getTime();
+    return new Date(base + hourJst * 3600 * 1000);
+}
+describe("getSessionStatuses", () => {
+    it("月曜 12:00 JST：東京と上海はオープン、他はクローズ", () => {
+        const out = getSessionStatuses(atJst(12, "mon"));
+        expect(out.find((s) => s.session.id === "tokyo")?.state).toBe("open");
+        expect(out.find((s) => s.session.id === "shanghai")?.state).toBe("open");
+        expect(out.find((s) => s.session.id === "london")?.state).toBe("closed");
+        expect(out.find((s) => s.session.id === "ny")?.state).toBe("closed");
+    });
+    it("月曜 23:00 JST：NY とロンドンがオープン", () => {
+        const out = getSessionStatuses(atJst(23, "mon"));
+        expect(out.find((s) => s.session.id === "ny")?.state).toBe("open");
+        expect(out.find((s) => s.session.id === "london")?.state).toBe("open");
+        expect(out.find((s) => s.session.id === "tokyo")?.state).toBe("closed");
+    });
+    it("月曜 8:50 JST：東京は pre-open（10 分後にオープン）", () => {
+        const out = getSessionStatuses(atJst(8 + 50 / 60, "mon"));
+        const tokyo = out.find((s) => s.session.id === "tokyo");
+        expect(tokyo?.state).toBe("pre-open");
+        expect(tokyo?.hoursUntilOpen).toBeDefined();
+    });
+    it("土曜は全市場 closed", () => {
+        const out = getSessionStatuses(atJst(10, "sat"));
+        for (const s of out)
+            expect(s.state).toBe("closed");
+    });
+    it("日曜は全市場 closed", () => {
+        const out = getSessionStatuses(atJst(15, "sun"));
+        for (const s of out)
+            expect(s.state).toBe("closed");
+    });
+});
+//# sourceMappingURL=sessions.test.js.map

package/dist/lib/__tests__/sessions.test.js.map

@@ -0,0 +1 @@
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package/dist/lib/__tests__/sma.test.d.ts

@@ -0,0 +1 @@
+export {};

package/dist/lib/__tests__/sma.test.js

@@ -0,0 +1,26 @@
+import { describe, expect, it } from "vitest";
+import { lastSMA, rollingSMA } from "../sma.js";
+describe("rollingSMA", () => {
+    it("先頭 N-1 個は null、N 番目以降は移動平均", () => {
+        const r = rollingSMA([1, 2, 3, 4, 5], 3);
+        expect(r).toEqual([null, null, 2, 3, 4]);
+    });
+    it("window=1 は元の配列と同じ", () => {
+        expect(rollingSMA([10, 20, 30], 1)).toEqual([10, 20, 30]);
+    });
+    it("空配列は空", () => {
+        expect(rollingSMA([], 3)).toEqual([]);
+    });
+});
+describe("lastSMA", () => {
+    it("末尾 N 個の平均を返す", () => {
+        expect(lastSMA([1, 2, 3, 4, 5], 3)).toBeCloseTo(4, 5); // (3+4+5)/3
+    });
+    it("点数不足は null", () => {
+        expect(lastSMA([1, 2], 3)).toBeNull();
+    });
+    it("window=length は全平均", () => {
+        expect(lastSMA([10, 20, 30], 3)).toBe(20);
+    });
+});
+//# sourceMappingURL=sma.test.js.map

package/dist/lib/__tests__/sma.test.js.map

@@ -0,0 +1 @@
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package/dist/lib/__tests__/thermometer.test.d.ts

@@ -0,0 +1 @@
+export {};

package/dist/lib/__tests__/thermometer.test.js

@@ -0,0 +1,120 @@
+import { describe, expect, it } from "vitest";
+import { computeThermometer, computeThermometerHistory, } from "../thermometer.js";
+function q(symbol, price, changePercent = 0, changeBp = 0) {
+    return {
+        symbol,
+        price,
+        previousClose: price - (price * changePercent) / 100,
+        change: (price * changePercent) / 100,
+        changePercent,
+        changeBp,
+        fetchedAt: "2026-05-01T00:00:00.000Z",
+        sparkline: [price],
+    };
+}
+function snap(quotes) {
+    return { fetchedAt: "2026-05-01T00:00:00.000Z", quotes };
+}
+describe("computeThermometer", () => {
+    it("典型的なリスクオン構成 → score >= 70、level=risk-on", () => {
+        const s = snap({
+            "^VIX": q("^VIX", 12, -5),
+            "^GSPC": q("^GSPC", 5500, 1.2),
+            "^TNX": q("^TNX", 4.5, 0, 8),
+            "DX-Y.NYB": q("DX-Y.NYB", 105, -0.4),
+        });
+        const r = computeThermometer(s);
+        expect(r.score).toBeGreaterThanOrEqual(70);
+        expect(r.level).toBe("risk-on");
+    });
+    it("典型的なリスクオフ構成 → score <= 30、level=risk-off", () => {
+        const s = snap({
+            "^VIX": q("^VIX", 28, 8),
+            "^GSPC": q("^GSPC", 5500, -1.4),
+            "^TNX": q("^TNX", 4.5, 0, -8),
+            "DX-Y.NYB": q("DX-Y.NYB", 105, 0.4),
+        });
+        const r = computeThermometer(s);
+        expect(r.score).toBeLessThanOrEqual(30);
+        expect(r.level).toBe("risk-off");
+    });
+    it("中立 → 30 < score < 70、level=neutral", () => {
+        const s = snap({
+            "^VIX": q("^VIX", 20, 0),
+            "^GSPC": q("^GSPC", 5500, 0),
+            "^TNX": q("^TNX", 4.5, 0, 0),
+            "DX-Y.NYB": q("DX-Y.NYB", 105, 0),
+        });
+        const r = computeThermometer(s);
+        expect(r.score).toBeCloseTo(50, 0);
+        expect(r.level).toBe("neutral");
+    });
+    it("一部欠損でも平均を返す（部分縮退）", () => {
+        const s = snap({
+            "^VIX": q("^VIX", 15, 0),
+            "^GSPC": q("^GSPC", 5500, 0.5),
+        });
+        const r = computeThermometer(s);
+        expect(r).not.toBeNull();
+        expect(r.components).toHaveLength(4);
+        // 取得できた 2 成分のみ平均
+        const valid = r.components.filter((c) => c.value !== null);
+        expect(valid.length).toBe(2);
+    });
+    it("全成分欠損なら null", () => {
+        expect(computeThermometer(snap({}))).toBeNull();
+    });
+    it("clamp: 極端値（VIX=5）でも 0..100 に収まる", () => {
+        const s = snap({ "^VIX": q("^VIX", 5, 0) });
+        const r = computeThermometer(s);
+        expect(r.components[0].value).toBeLessThanOrEqual(100);
+        expect(r.components[0].value).toBeGreaterThanOrEqual(0);
+    });
+    it("clamp: 極端値（VIX=80）でも 0..100 に収まる", () => {
+        const s = snap({ "^VIX": q("^VIX", 80, 0) });
+        const r = computeThermometer(s);
+        expect(r.components[0].value).toBeLessThanOrEqual(100);
+        expect(r.components[0].value).toBeGreaterThanOrEqual(0);
+    });
+});
+describe("computeThermometerHistory", () => {
+    function withCloses(symbol, closes) {
+        return { ...q(symbol, closes[closes.length - 1] ?? 0, 0, 0), closes1y: closes };
+    }
+    it("VIX のみの履歴でもスコアを返す", () => {
+        const s = {
+            fetchedAt: "2026-05-01T00:00:00.000Z",
+            quotes: {
+                "^VIX": withCloses("^VIX", [20, 18, 16, 14, 12]),
+            },
+        };
+        const hist = computeThermometerHistory(s, 30);
+        // i=1..4 の 4 点
+        expect(hist.length).toBeGreaterThan(0);
+        // VIX が下がるにつれてスコアは上がる（リスクオン化）
+        expect(hist[hist.length - 1] > hist[0]).toBe(true);
+    });
+    it("4 成分すべて揃ってもスコア化できる", () => {
+        const len = 50;
+        const s = {
+            fetchedAt: "2026-05-01T00:00:00.000Z",
+            quotes: {
+                "^VIX": withCloses("^VIX", Array.from({ length: len }, () => 20)),
+                "^GSPC": withCloses("^GSPC", Array.from({ length: len }, (_, i) => 5500 + i * 5)),
+                "^TNX": withCloses("^TNX", Array.from({ length: len }, (_, i) => 4.5 + i * 0.001)),
+                "DX-Y.NYB": withCloses("DX-Y.NYB", Array.from({ length: len }, () => 105)),
+            },
+        };
+        const hist = computeThermometerHistory(s, 30);
+        expect(hist.length).toBe(30);
+        for (const v of hist) {
+            expect(v).toBeGreaterThanOrEqual(0);
+            expect(v).toBeLessThanOrEqual(100);
+        }
+    });
+    it("データ無しなら空配列", () => {
+        const s = { fetchedAt: "2026-05-01T00:00:00.000Z", quotes: {} };
+        expect(computeThermometerHistory(s, 30)).toEqual([]);
+    });
+});
+//# sourceMappingURL=thermometer.test.js.map

package/dist/lib/__tests__/thermometer.test.js.map

@@ -0,0 +1 @@
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package/dist/lib/__tests__/yield-spread.test.d.ts

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+export {};

package/dist/lib/__tests__/yield-spread.test.js

@@ -0,0 +1,46 @@
+import { describe, expect, it } from "vitest";
+import { computeYieldSpread } from "../yield-spread.js";
+function q(symbol, price, change = 0) {
+    return {
+        symbol,
+        price,
+        previousClose: price - change,
+        change,
+        changePercent: 0,
+        changeBp: change * 100,
+        fetchedAt: "",
+        sparkline: [],
+    };
+}
+describe("computeYieldSpread", () => {
+    it("^TNX - ^FVX を返す", () => {
+        const snap = {
+            fetchedAt: "",
+            quotes: {
+                "^TNX": q("^TNX", 4.5, 0.01),
+                "^FVX": q("^FVX", 4.2, 0.005),
+            },
+        };
+        const r = computeYieldSpread(snap);
+        expect(r.spread).toBeCloseTo(0.3, 5);
+        expect(r.spreadChangeBp).toBeCloseTo(0.5, 2);
+    });
+    it("片方欠損は null", () => {
+        const snap = {
+            fetchedAt: "",
+            quotes: { "^TNX": q("^TNX", 4.5) },
+        };
+        expect(computeYieldSpread(snap)).toBeNull();
+    });
+    it("error は null", () => {
+        const snap = {
+            fetchedAt: "",
+            quotes: {
+                "^TNX": q("^TNX", 4.5),
+                "^FVX": { error: "fail" },
+            },
+        };
+        expect(computeYieldSpread(snap)).toBeNull();
+    });
+});
+//# sourceMappingURL=yield-spread.test.js.map