opencandle 0.1.0

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Files changed (228) hide show
  1. package/LICENSE +21 -0
  2. package/README.md +150 -0
  3. package/dist/analysts/orchestrator.d.ts +9 -0
  4. package/dist/analysts/orchestrator.js +100 -0
  5. package/dist/analysts/orchestrator.js.map +1 -0
  6. package/dist/cli.d.ts +2 -0
  7. package/dist/cli.js +122 -0
  8. package/dist/cli.js.map +1 -0
  9. package/dist/config.d.ts +24 -0
  10. package/dist/config.js +76 -0
  11. package/dist/config.js.map +1 -0
  12. package/dist/index.d.ts +5 -0
  13. package/dist/index.js +6 -0
  14. package/dist/index.js.map +1 -0
  15. package/dist/infra/browser.d.ts +27 -0
  16. package/dist/infra/browser.js +102 -0
  17. package/dist/infra/browser.js.map +1 -0
  18. package/dist/infra/cache.d.ts +18 -0
  19. package/dist/infra/cache.js +42 -0
  20. package/dist/infra/cache.js.map +1 -0
  21. package/dist/infra/http-client.d.ts +13 -0
  22. package/dist/infra/http-client.js +54 -0
  23. package/dist/infra/http-client.js.map +1 -0
  24. package/dist/infra/index.d.ts +5 -0
  25. package/dist/infra/index.js +6 -0
  26. package/dist/infra/index.js.map +1 -0
  27. package/dist/infra/open-url.d.ts +1 -0
  28. package/dist/infra/open-url.js +29 -0
  29. package/dist/infra/open-url.js.map +1 -0
  30. package/dist/infra/opencandle-paths.d.ts +11 -0
  31. package/dist/infra/opencandle-paths.js +48 -0
  32. package/dist/infra/opencandle-paths.js.map +1 -0
  33. package/dist/infra/rate-limiter.d.ts +7 -0
  34. package/dist/infra/rate-limiter.js +38 -0
  35. package/dist/infra/rate-limiter.js.map +1 -0
  36. package/dist/memory/index.d.ts +5 -0
  37. package/dist/memory/index.js +5 -0
  38. package/dist/memory/index.js.map +1 -0
  39. package/dist/memory/preference-extractor.d.ts +6 -0
  40. package/dist/memory/preference-extractor.js +88 -0
  41. package/dist/memory/preference-extractor.js.map +1 -0
  42. package/dist/memory/retrieval.d.ts +8 -0
  43. package/dist/memory/retrieval.js +61 -0
  44. package/dist/memory/retrieval.js.map +1 -0
  45. package/dist/memory/sqlite.d.ts +5 -0
  46. package/dist/memory/sqlite.js +95 -0
  47. package/dist/memory/sqlite.js.map +1 -0
  48. package/dist/memory/storage.d.ts +47 -0
  49. package/dist/memory/storage.js +124 -0
  50. package/dist/memory/storage.js.map +1 -0
  51. package/dist/onboarding/state.d.ts +8 -0
  52. package/dist/onboarding/state.js +31 -0
  53. package/dist/onboarding/state.js.map +1 -0
  54. package/dist/pi/opencandle-extension.d.ts +2 -0
  55. package/dist/pi/opencandle-extension.js +205 -0
  56. package/dist/pi/opencandle-extension.js.map +1 -0
  57. package/dist/pi/session.d.ts +10 -0
  58. package/dist/pi/session.js +28 -0
  59. package/dist/pi/session.js.map +1 -0
  60. package/dist/pi/setup.d.ts +10 -0
  61. package/dist/pi/setup.js +357 -0
  62. package/dist/pi/setup.js.map +1 -0
  63. package/dist/pi/tool-adapter.d.ts +5 -0
  64. package/dist/pi/tool-adapter.js +17 -0
  65. package/dist/pi/tool-adapter.js.map +1 -0
  66. package/dist/prompts/workflow-prompts.d.ts +9 -0
  67. package/dist/prompts/workflow-prompts.js +202 -0
  68. package/dist/prompts/workflow-prompts.js.map +1 -0
  69. package/dist/providers/alpha-vantage.d.ts +4 -0
  70. package/dist/providers/alpha-vantage.js +122 -0
  71. package/dist/providers/alpha-vantage.js.map +1 -0
  72. package/dist/providers/coingecko.d.ts +3 -0
  73. package/dist/providers/coingecko.js +53 -0
  74. package/dist/providers/coingecko.js.map +1 -0
  75. package/dist/providers/fear-greed.d.ts +2 -0
  76. package/dist/providers/fear-greed.js +26 -0
  77. package/dist/providers/fear-greed.js.map +1 -0
  78. package/dist/providers/fred.d.ts +2 -0
  79. package/dist/providers/fred.js +37 -0
  80. package/dist/providers/fred.js.map +1 -0
  81. package/dist/providers/index.d.ts +7 -0
  82. package/dist/providers/index.js +8 -0
  83. package/dist/providers/index.js.map +1 -0
  84. package/dist/providers/reddit.d.ts +9 -0
  85. package/dist/providers/reddit.js +69 -0
  86. package/dist/providers/reddit.js.map +1 -0
  87. package/dist/providers/sec-edgar.d.ts +9 -0
  88. package/dist/providers/sec-edgar.js +59 -0
  89. package/dist/providers/sec-edgar.js.map +1 -0
  90. package/dist/providers/yahoo-finance.d.ts +17 -0
  91. package/dist/providers/yahoo-finance.js +231 -0
  92. package/dist/providers/yahoo-finance.js.map +1 -0
  93. package/dist/routing/classify-intent.d.ts +2 -0
  94. package/dist/routing/classify-intent.js +147 -0
  95. package/dist/routing/classify-intent.js.map +1 -0
  96. package/dist/routing/defaults.d.ts +7 -0
  97. package/dist/routing/defaults.js +26 -0
  98. package/dist/routing/defaults.js.map +1 -0
  99. package/dist/routing/entity-extractor.d.ts +3 -0
  100. package/dist/routing/entity-extractor.js +130 -0
  101. package/dist/routing/entity-extractor.js.map +1 -0
  102. package/dist/routing/index.d.ts +5 -0
  103. package/dist/routing/index.js +5 -0
  104. package/dist/routing/index.js.map +1 -0
  105. package/dist/routing/slot-resolver.d.ts +15 -0
  106. package/dist/routing/slot-resolver.js +120 -0
  107. package/dist/routing/slot-resolver.js.map +1 -0
  108. package/dist/routing/types.d.ts +51 -0
  109. package/dist/routing/types.js +2 -0
  110. package/dist/routing/types.js.map +1 -0
  111. package/dist/system-prompt.d.ts +1 -0
  112. package/dist/system-prompt.js +49 -0
  113. package/dist/system-prompt.js.map +1 -0
  114. package/dist/tool-kit.d.ts +19 -0
  115. package/dist/tool-kit.js +20 -0
  116. package/dist/tool-kit.js.map +1 -0
  117. package/dist/tools/fundamentals/company-overview.d.ts +7 -0
  118. package/dist/tools/fundamentals/company-overview.js +40 -0
  119. package/dist/tools/fundamentals/company-overview.js.map +1 -0
  120. package/dist/tools/fundamentals/comps.d.ts +22 -0
  121. package/dist/tools/fundamentals/comps.js +110 -0
  122. package/dist/tools/fundamentals/comps.js.map +1 -0
  123. package/dist/tools/fundamentals/dcf.d.ts +46 -0
  124. package/dist/tools/fundamentals/dcf.js +184 -0
  125. package/dist/tools/fundamentals/dcf.js.map +1 -0
  126. package/dist/tools/fundamentals/earnings.d.ts +7 -0
  127. package/dist/tools/fundamentals/earnings.js +33 -0
  128. package/dist/tools/fundamentals/earnings.js.map +1 -0
  129. package/dist/tools/fundamentals/financials.d.ts +7 -0
  130. package/dist/tools/fundamentals/financials.js +37 -0
  131. package/dist/tools/fundamentals/financials.js.map +1 -0
  132. package/dist/tools/fundamentals/sec-filings.d.ts +8 -0
  133. package/dist/tools/fundamentals/sec-filings.js +40 -0
  134. package/dist/tools/fundamentals/sec-filings.js.map +1 -0
  135. package/dist/tools/index.d.ts +2 -0
  136. package/dist/tools/index.js +51 -0
  137. package/dist/tools/index.js.map +1 -0
  138. package/dist/tools/macro/fear-greed.d.ts +5 -0
  139. package/dist/tools/macro/fear-greed.js +26 -0
  140. package/dist/tools/macro/fear-greed.js.map +1 -0
  141. package/dist/tools/macro/fred-data.d.ts +8 -0
  142. package/dist/tools/macro/fred-data.js +34 -0
  143. package/dist/tools/macro/fred-data.js.map +1 -0
  144. package/dist/tools/market/crypto-history.d.ts +8 -0
  145. package/dist/tools/market/crypto-history.js +32 -0
  146. package/dist/tools/market/crypto-history.js.map +1 -0
  147. package/dist/tools/market/crypto-price.d.ts +7 -0
  148. package/dist/tools/market/crypto-price.js +42 -0
  149. package/dist/tools/market/crypto-price.js.map +1 -0
  150. package/dist/tools/market/search-ticker.d.ts +6 -0
  151. package/dist/tools/market/search-ticker.js +33 -0
  152. package/dist/tools/market/search-ticker.js.map +1 -0
  153. package/dist/tools/market/stock-history.d.ts +9 -0
  154. package/dist/tools/market/stock-history.js +35 -0
  155. package/dist/tools/market/stock-history.js.map +1 -0
  156. package/dist/tools/market/stock-quote.d.ts +7 -0
  157. package/dist/tools/market/stock-quote.js +32 -0
  158. package/dist/tools/market/stock-quote.js.map +1 -0
  159. package/dist/tools/options/greeks.d.ts +14 -0
  160. package/dist/tools/options/greeks.js +65 -0
  161. package/dist/tools/options/greeks.js.map +1 -0
  162. package/dist/tools/options/option-chain.d.ts +9 -0
  163. package/dist/tools/options/option-chain.js +61 -0
  164. package/dist/tools/options/option-chain.js.map +1 -0
  165. package/dist/tools/portfolio/correlation.d.ts +10 -0
  166. package/dist/tools/portfolio/correlation.js +122 -0
  167. package/dist/tools/portfolio/correlation.js.map +1 -0
  168. package/dist/tools/portfolio/predictions.d.ts +49 -0
  169. package/dist/tools/portfolio/predictions.js +171 -0
  170. package/dist/tools/portfolio/predictions.js.map +1 -0
  171. package/dist/tools/portfolio/risk-analysis.d.ts +12 -0
  172. package/dist/tools/portfolio/risk-analysis.js +113 -0
  173. package/dist/tools/portfolio/risk-analysis.js.map +1 -0
  174. package/dist/tools/portfolio/tracker.d.ts +10 -0
  175. package/dist/tools/portfolio/tracker.js +125 -0
  176. package/dist/tools/portfolio/tracker.js.map +1 -0
  177. package/dist/tools/portfolio/watchlist.d.ts +10 -0
  178. package/dist/tools/portfolio/watchlist.js +120 -0
  179. package/dist/tools/portfolio/watchlist.js.map +1 -0
  180. package/dist/tools/sentiment/news-sentiment.d.ts +7 -0
  181. package/dist/tools/sentiment/news-sentiment.js +57 -0
  182. package/dist/tools/sentiment/news-sentiment.js.map +1 -0
  183. package/dist/tools/sentiment/reddit-sentiment.d.ts +8 -0
  184. package/dist/tools/sentiment/reddit-sentiment.js +37 -0
  185. package/dist/tools/sentiment/reddit-sentiment.js.map +1 -0
  186. package/dist/tools/technical/backtest.d.ts +26 -0
  187. package/dist/tools/technical/backtest.js +190 -0
  188. package/dist/tools/technical/backtest.js.map +1 -0
  189. package/dist/tools/technical/indicators.d.ts +23 -0
  190. package/dist/tools/technical/indicators.js +212 -0
  191. package/dist/tools/technical/indicators.js.map +1 -0
  192. package/dist/types/fundamentals.d.ts +44 -0
  193. package/dist/types/fundamentals.js +2 -0
  194. package/dist/types/fundamentals.js.map +1 -0
  195. package/dist/types/index.d.ts +7 -0
  196. package/dist/types/index.js +2 -0
  197. package/dist/types/index.js.map +1 -0
  198. package/dist/types/macro.d.ts +24 -0
  199. package/dist/types/macro.js +14 -0
  200. package/dist/types/macro.js.map +1 -0
  201. package/dist/types/market.d.ts +41 -0
  202. package/dist/types/market.js +2 -0
  203. package/dist/types/market.js.map +1 -0
  204. package/dist/types/options.d.ts +33 -0
  205. package/dist/types/options.js +2 -0
  206. package/dist/types/options.js.map +1 -0
  207. package/dist/types/portfolio.d.ts +44 -0
  208. package/dist/types/portfolio.js +2 -0
  209. package/dist/types/portfolio.js.map +1 -0
  210. package/dist/types/sentiment.d.ts +24 -0
  211. package/dist/types/sentiment.js +2 -0
  212. package/dist/types/sentiment.js.map +1 -0
  213. package/dist/workflows/compare-assets.d.ts +3 -0
  214. package/dist/workflows/compare-assets.js +14 -0
  215. package/dist/workflows/compare-assets.js.map +1 -0
  216. package/dist/workflows/index.d.ts +4 -0
  217. package/dist/workflows/index.js +4 -0
  218. package/dist/workflows/index.js.map +1 -0
  219. package/dist/workflows/options-screener.d.ts +3 -0
  220. package/dist/workflows/options-screener.js +22 -0
  221. package/dist/workflows/options-screener.js.map +1 -0
  222. package/dist/workflows/portfolio-builder.d.ts +3 -0
  223. package/dist/workflows/portfolio-builder.js +26 -0
  224. package/dist/workflows/portfolio-builder.js.map +1 -0
  225. package/dist/workflows/types.d.ts +4 -0
  226. package/dist/workflows/types.js +2 -0
  227. package/dist/workflows/types.js.map +1 -0
  228. package/package.json +97 -0
@@ -0,0 +1,171 @@
1
+ import { Type } from "@sinclair/typebox";
2
+ import { readFileSync, writeFileSync, existsSync } from "node:fs";
3
+ import { getQuote } from "../../providers/yahoo-finance.js";
4
+ import { ensureParentDir, getPredictionsPath } from "../../infra/opencandle-paths.js";
5
+ function loadPredictions() {
6
+ const predictionsPath = getPredictionsPath();
7
+ if (!existsSync(predictionsPath))
8
+ return [];
9
+ try {
10
+ return JSON.parse(readFileSync(predictionsPath, "utf-8"));
11
+ }
12
+ catch {
13
+ return [];
14
+ }
15
+ }
16
+ function savePredictions(predictions) {
17
+ const predictionsPath = getPredictionsPath();
18
+ ensureParentDir(predictionsPath);
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+ writeFileSync(predictionsPath, JSON.stringify(predictions, null, 2));
20
+ }
21
+ export function recordPrediction(params) {
22
+ const predictions = loadPredictions();
23
+ const now = new Date();
24
+ const expires = new Date(now);
25
+ expires.setDate(expires.getDate() + params.timeframeDays);
26
+ const prediction = {
27
+ symbol: params.symbol.toUpperCase(),
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+ direction: params.direction,
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+ conviction: params.conviction,
30
+ entryPrice: params.entryPrice,
31
+ targetPrice: params.targetPrice,
32
+ date: now.toISOString().split("T")[0],
33
+ expiresAt: expires.toISOString().split("T")[0],
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+ timeframeDays: params.timeframeDays,
35
+ };
36
+ predictions.push(prediction);
37
+ savePredictions(predictions);
38
+ return prediction;
39
+ }
40
+ export function checkPredictions(predictions, currentPrices, now = new Date()) {
41
+ if (predictions.length === 0) {
42
+ return { total: 0, open: 0, correct: 0, wrong: 0, hitRate: 0, weightedHitRate: 0, details: [] };
43
+ }
44
+ const details = [];
45
+ let totalConviction = 0;
46
+ let correctConviction = 0;
47
+ let openCount = 0;
48
+ const nowStr = now.toISOString().split("T")[0];
49
+ for (const p of predictions) {
50
+ const currentPrice = currentPrices.get(p.symbol);
51
+ if (currentPrice == null)
52
+ continue;
53
+ const isExpired = p.expiresAt <= nowStr;
54
+ const pnlPercent = (currentPrice - p.entryPrice) / p.entryPrice;
55
+ if (!isExpired) {
56
+ openCount++;
57
+ details.push({
58
+ symbol: p.symbol,
59
+ direction: p.direction,
60
+ conviction: p.conviction,
61
+ entryPrice: p.entryPrice,
62
+ currentPrice,
63
+ pnlPercent,
64
+ correct: false,
65
+ status: "open",
66
+ });
67
+ continue;
68
+ }
69
+ const correct = (p.direction === "bullish" && currentPrice > p.entryPrice) ||
70
+ (p.direction === "bearish" && currentPrice < p.entryPrice) ||
71
+ (p.direction === "neutral" && Math.abs(pnlPercent) < 0.02);
72
+ details.push({
73
+ symbol: p.symbol,
74
+ direction: p.direction,
75
+ conviction: p.conviction,
76
+ entryPrice: p.entryPrice,
77
+ currentPrice,
78
+ pnlPercent,
79
+ correct,
80
+ status: "resolved",
81
+ });
82
+ totalConviction += p.conviction;
83
+ if (correct)
84
+ correctConviction += p.conviction;
85
+ }
86
+ const resolved = details.filter((d) => d.status === "resolved");
87
+ const correctCount = resolved.filter((d) => d.correct).length;
88
+ return {
89
+ total: details.length,
90
+ open: openCount,
91
+ correct: correctCount,
92
+ wrong: resolved.length - correctCount,
93
+ hitRate: resolved.length > 0 ? correctCount / resolved.length : 0,
94
+ weightedHitRate: totalConviction > 0 ? correctConviction / totalConviction : 0,
95
+ details,
96
+ };
97
+ }
98
+ const params = Type.Object({
99
+ action: Type.Union([Type.Literal("record"), Type.Literal("check")], { description: "record: save a new prediction. check: evaluate all predictions against current prices." }),
100
+ symbol: Type.Optional(Type.String({ description: "Ticker symbol (required for record)" })),
101
+ direction: Type.Optional(Type.Union([Type.Literal("bullish"), Type.Literal("bearish"), Type.Literal("neutral")], { description: "Predicted direction (required for record)" })),
102
+ conviction: Type.Optional(Type.Number({ description: "Conviction 1-10 (required for record)" })),
103
+ entry_price: Type.Optional(Type.Number({ description: "Entry price at time of prediction (required for record)" })),
104
+ target_price: Type.Optional(Type.Number({ description: "Optional target price" })),
105
+ timeframe_days: Type.Optional(Type.Number({ description: "Timeframe in days for the prediction (default: 30)" })),
106
+ });
107
+ export const predictionsTool = {
108
+ name: "track_prediction",
109
+ label: "Prediction Tracker",
110
+ description: "Track your analysis predictions and measure accuracy over time. Record: save a directional prediction with conviction. Check: evaluate all predictions against current prices, compute hit rate and conviction-weighted accuracy. Inspired by ATLAS's Darwinian scoring approach.",
111
+ parameters: params,
112
+ async execute(toolCallId, args) {
113
+ if (args.action === "record") {
114
+ if (!args.symbol || !args.direction || !args.conviction || !args.entry_price) {
115
+ throw new Error("symbol, direction, conviction, and entry_price are required for record action.");
116
+ }
117
+ const prediction = recordPrediction({
118
+ symbol: args.symbol,
119
+ direction: args.direction,
120
+ conviction: args.conviction,
121
+ entryPrice: args.entry_price,
122
+ targetPrice: args.target_price,
123
+ timeframeDays: args.timeframe_days ?? 30,
124
+ });
125
+ return {
126
+ content: [{ type: "text", text: `Recorded: ${prediction.symbol} ${prediction.direction} (conviction ${prediction.conviction}/10) at $${prediction.entryPrice}. Expires ${prediction.expiresAt}.` }],
127
+ details: prediction,
128
+ };
129
+ }
130
+ // Check action
131
+ const predictions = loadPredictions();
132
+ if (predictions.length === 0) {
133
+ return {
134
+ content: [{ type: "text", text: "No predictions recorded yet. Use record action to track your calls." }],
135
+ details: null,
136
+ };
137
+ }
138
+ // Fetch current prices for all symbols
139
+ const symbols = [...new Set(predictions.map((p) => p.symbol))];
140
+ const priceMap = new Map();
141
+ await Promise.all(symbols.map(async (sym) => {
142
+ try {
143
+ const quote = await getQuote(sym);
144
+ priceMap.set(sym, quote.price);
145
+ }
146
+ catch {
147
+ // Skip symbols that fail
148
+ }
149
+ }));
150
+ const result = checkPredictions(predictions, priceMap);
151
+ const resolved = result.correct + result.wrong;
152
+ const lines = [
153
+ `**Prediction Scorecard** — ${result.total} predictions (${resolved} resolved, ${result.open} open)`,
154
+ ``,
155
+ `Hit Rate: ${(result.hitRate * 100).toFixed(0)}% (${result.correct}/${resolved})`,
156
+ `Weighted Hit Rate: ${(result.weightedHitRate * 100).toFixed(0)}% (by conviction)`,
157
+ ``,
158
+ ...result.details.map((d) => {
159
+ const icon = d.status === "open" ? "~" : d.correct ? "+" : "-";
160
+ const sign = d.pnlPercent >= 0 ? "+" : "";
161
+ const label = d.status === "open" ? " (open)" : "";
162
+ return ` [${icon}] ${d.symbol}: ${d.direction} (conv ${d.conviction}) → $${d.entryPrice.toFixed(2)} → $${d.currentPrice.toFixed(2)} (${sign}${(d.pnlPercent * 100).toFixed(1)}%)${label}`;
163
+ }),
164
+ ];
165
+ return {
166
+ content: [{ type: "text", text: lines.join("\n") }],
167
+ details: result,
168
+ };
169
+ },
170
+ };
171
+ //# sourceMappingURL=predictions.js.map
@@ -0,0 +1 @@
1
+ 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@@ -0,0 +1,12 @@
1
+ import type { AgentTool } from "@mariozechner/pi-agent-core";
2
+ import type { RiskMetrics } from "../../types/portfolio.js";
3
+ declare const params: import("@sinclair/typebox").TObject<{
4
+ symbol: import("@sinclair/typebox").TString;
5
+ period: import("@sinclair/typebox").TOptional<import("@sinclair/typebox").TString>;
6
+ }>;
7
+ export declare const riskAnalysisTool: AgentTool<typeof params, RiskMetrics>;
8
+ export declare function computeRiskMetrics(symbol: string, closes: number[]): RiskMetrics;
9
+ export declare function computeDailyReturns(prices: number[]): number[];
10
+ export declare function computeMaxDrawdown(prices: number[]): number;
11
+ export declare function computeVaR(returns: number[], confidence: number): number;
12
+ export {};
@@ -0,0 +1,113 @@
1
+ import { Type } from "@sinclair/typebox";
2
+ import { getHistory } from "../../providers/yahoo-finance.js";
3
+ const params = Type.Object({
4
+ symbol: Type.String({ description: "Stock ticker symbol (e.g. AAPL, MSFT, SPY)" }),
5
+ period: Type.Optional(Type.String({ description: "Historical period for analysis: 6mo, 1y, 2y. Default: 1y" })),
6
+ });
7
+ export const riskAnalysisTool = {
8
+ name: "analyze_risk",
9
+ label: "Risk Analysis",
10
+ description: "Compute risk metrics for a stock: annualized return, volatility, Sharpe ratio, max drawdown, and Value at Risk (95%). All computed locally from historical data.",
11
+ parameters: params,
12
+ async execute(toolCallId, args) {
13
+ const symbol = args.symbol.toUpperCase();
14
+ const period = args.period ?? "1y";
15
+ const bars = await getHistory(symbol, period, "1d");
16
+ const closes = bars.map((b) => b.close);
17
+ if (closes.length < 30) {
18
+ return {
19
+ content: [{ type: "text", text: `Insufficient data for risk analysis (need 30+ days, got ${closes.length})` }],
20
+ details: null,
21
+ };
22
+ }
23
+ const metrics = computeRiskMetrics(symbol, closes);
24
+ const text = [
25
+ `**${symbol} Risk Analysis** (${bars[0].date} to ${bars[bars.length - 1].date}, ${closes.length} days)`,
26
+ ``,
27
+ `Annualized Return: ${(metrics.annualizedReturn * 100).toFixed(2)}%`,
28
+ `Annualized Volatility: ${(metrics.annualizedVolatility * 100).toFixed(2)}%`,
29
+ `Sharpe Ratio: ${metrics.sharpeRatio.toFixed(2)} ${sharpeLabel(metrics.sharpeRatio)}`,
30
+ `Max Drawdown: ${(metrics.maxDrawdown * 100).toFixed(2)}%`,
31
+ `Value at Risk (95%, daily): ${(metrics.var95 * 100).toFixed(2)}%`,
32
+ ``,
33
+ riskSummary(metrics),
34
+ ].join("\n");
35
+ return { content: [{ type: "text", text }], details: metrics };
36
+ },
37
+ };
38
+ export function computeRiskMetrics(symbol, closes) {
39
+ const dailyReturns = computeDailyReturns(closes);
40
+ const avgDailyReturn = mean(dailyReturns);
41
+ const dailyVol = stddev(dailyReturns);
42
+ const annualizedReturn = avgDailyReturn * 252;
43
+ const annualizedVolatility = dailyVol * Math.sqrt(252);
44
+ // Sharpe ratio (assuming 5% risk-free rate)
45
+ const riskFreeDaily = 0.05 / 252;
46
+ const sharpeRatio = dailyVol === 0 ? 0 : ((avgDailyReturn - riskFreeDaily) / dailyVol) * Math.sqrt(252);
47
+ const maxDrawdown = computeMaxDrawdown(closes);
48
+ const var95 = computeVaR(dailyReturns, 0.05);
49
+ return {
50
+ symbol,
51
+ annualizedReturn,
52
+ annualizedVolatility,
53
+ sharpeRatio,
54
+ maxDrawdown,
55
+ var95,
56
+ };
57
+ }
58
+ export function computeDailyReturns(prices) {
59
+ const returns = [];
60
+ for (let i = 1; i < prices.length; i++) {
61
+ returns.push((prices[i] - prices[i - 1]) / prices[i - 1]);
62
+ }
63
+ return returns;
64
+ }
65
+ export function computeMaxDrawdown(prices) {
66
+ let peak = prices[0];
67
+ let maxDd = 0;
68
+ for (const price of prices) {
69
+ if (price > peak)
70
+ peak = price;
71
+ const dd = (peak - price) / peak;
72
+ if (dd > maxDd)
73
+ maxDd = dd;
74
+ }
75
+ return maxDd;
76
+ }
77
+ export function computeVaR(returns, confidence) {
78
+ const sorted = [...returns].sort((a, b) => a - b);
79
+ const idx = Math.floor(sorted.length * confidence);
80
+ return Math.abs(sorted[idx]);
81
+ }
82
+ function mean(arr) {
83
+ return arr.reduce((a, b) => a + b, 0) / arr.length;
84
+ }
85
+ function stddev(arr) {
86
+ const m = mean(arr);
87
+ const variance = arr.reduce((sum, val) => sum + (val - m) ** 2, 0) / arr.length;
88
+ return Math.sqrt(variance);
89
+ }
90
+ function sharpeLabel(s) {
91
+ if (s >= 2)
92
+ return "(Excellent)";
93
+ if (s >= 1)
94
+ return "(Good)";
95
+ if (s >= 0)
96
+ return "(Below average)";
97
+ return "(Negative — losing money)";
98
+ }
99
+ function riskSummary(m) {
100
+ const signals = [];
101
+ if (m.annualizedVolatility > 0.4)
102
+ signals.push("High volatility stock");
103
+ if (m.maxDrawdown > 0.3)
104
+ signals.push("Large historical drawdown (>30%)");
105
+ if (m.sharpeRatio < 0)
106
+ signals.push("Negative risk-adjusted returns");
107
+ if (m.sharpeRatio >= 1.5)
108
+ signals.push("Strong risk-adjusted performance");
109
+ if (m.var95 > 0.03)
110
+ signals.push("High daily VaR (>3%)");
111
+ return signals.length > 0 ? "Flags: " + signals.join(" | ") : "Risk profile appears moderate";
112
+ }
113
+ //# sourceMappingURL=risk-analysis.js.map
@@ -0,0 +1 @@
1
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@@ -0,0 +1,10 @@
1
+ import type { AgentTool } from "@mariozechner/pi-agent-core";
2
+ import type { PortfolioSummary } from "../../types/portfolio.js";
3
+ declare const params: import("@sinclair/typebox").TObject<{
4
+ action: import("@sinclair/typebox").TUnion<[import("@sinclair/typebox").TLiteral<"add">, import("@sinclair/typebox").TLiteral<"remove">, import("@sinclair/typebox").TLiteral<"view">]>;
5
+ symbol: import("@sinclair/typebox").TOptional<import("@sinclair/typebox").TString>;
6
+ shares: import("@sinclair/typebox").TOptional<import("@sinclair/typebox").TNumber>;
7
+ avg_cost: import("@sinclair/typebox").TOptional<import("@sinclair/typebox").TNumber>;
8
+ }>;
9
+ export declare const portfolioTrackerTool: AgentTool<typeof params, PortfolioSummary | null>;
10
+ export {};
@@ -0,0 +1,125 @@
1
+ import { Type } from "@sinclair/typebox";
2
+ import { readFileSync, writeFileSync, existsSync } from "node:fs";
3
+ import { getQuote } from "../../providers/yahoo-finance.js";
4
+ import { ensureParentDir, getPortfolioPath } from "../../infra/opencandle-paths.js";
5
+ function loadPortfolio() {
6
+ const portfolioPath = getPortfolioPath();
7
+ if (!existsSync(portfolioPath))
8
+ return [];
9
+ try {
10
+ return JSON.parse(readFileSync(portfolioPath, "utf-8"));
11
+ }
12
+ catch {
13
+ return [];
14
+ }
15
+ }
16
+ function savePortfolio(positions) {
17
+ const portfolioPath = getPortfolioPath();
18
+ ensureParentDir(portfolioPath);
19
+ writeFileSync(portfolioPath, JSON.stringify(positions, null, 2));
20
+ }
21
+ async function getCurrentPrice(symbol) {
22
+ const quote = await getQuote(symbol);
23
+ return quote.price;
24
+ }
25
+ const params = Type.Object({
26
+ action: Type.Union([
27
+ Type.Literal("add"),
28
+ Type.Literal("remove"),
29
+ Type.Literal("view"),
30
+ ], { description: "Action: add a position, remove a position, or view portfolio" }),
31
+ symbol: Type.Optional(Type.String({ description: "Ticker symbol — stocks (AAPL, MSFT) or crypto with -USD suffix (BTC-USD, ETH-USD, SOL-USD). Use search_ticker to find the right ticker." })),
32
+ shares: Type.Optional(Type.Number({ description: "Number of shares/units (required for add)" })),
33
+ avg_cost: Type.Optional(Type.Number({ description: "Average cost per share/unit in USD (required for add)" })),
34
+ });
35
+ export const portfolioTrackerTool = {
36
+ name: "track_portfolio",
37
+ label: "Portfolio Tracker",
38
+ description: "Track your portfolio of stocks and crypto. Add/remove positions with cost basis, or view current holdings with live P&L. For stocks use standard tickers (AAPL, MSFT). For crypto use the -USD suffix (BTC-USD, ETH-USD, SOL-USD). Use search_ticker first if you're unsure of the exact ticker. Data persisted to ~/.opencandle/portfolio.json.",
39
+ parameters: params,
40
+ async execute(toolCallId, args) {
41
+ const positions = loadPortfolio();
42
+ if (args.action === "add") {
43
+ if (!args.symbol || !args.shares || !args.avg_cost) {
44
+ throw new Error("symbol, shares, and avg_cost are required for add action.");
45
+ }
46
+ const symbol = args.symbol.toUpperCase();
47
+ const existing = positions.find((p) => p.symbol === symbol);
48
+ if (existing) {
49
+ const totalShares = existing.shares + args.shares;
50
+ existing.avgCost =
51
+ (existing.avgCost * existing.shares + args.avg_cost * args.shares) / totalShares;
52
+ existing.shares = totalShares;
53
+ }
54
+ else {
55
+ positions.push({
56
+ symbol,
57
+ shares: args.shares,
58
+ avgCost: args.avg_cost,
59
+ addedAt: new Date().toISOString(),
60
+ });
61
+ }
62
+ savePortfolio(positions);
63
+ return {
64
+ content: [{ type: "text", text: `Added ${args.shares} shares of ${symbol} at $${args.avg_cost.toFixed(2)}` }],
65
+ details: null,
66
+ };
67
+ }
68
+ if (args.action === "remove") {
69
+ if (!args.symbol) {
70
+ throw new Error("symbol is required for remove action.");
71
+ }
72
+ const symbol = args.symbol.toUpperCase();
73
+ const idx = positions.findIndex((p) => p.symbol === symbol);
74
+ if (idx === -1) {
75
+ return {
76
+ content: [{ type: "text", text: `${symbol} not found in portfolio` }],
77
+ details: null,
78
+ };
79
+ }
80
+ positions.splice(idx, 1);
81
+ savePortfolio(positions);
82
+ return {
83
+ content: [{ type: "text", text: `Removed ${symbol} from portfolio` }],
84
+ details: null,
85
+ };
86
+ }
87
+ // View portfolio
88
+ if (positions.length === 0) {
89
+ return {
90
+ content: [{ type: "text", text: "Portfolio is empty. Use add action to add positions." }],
91
+ details: null,
92
+ };
93
+ }
94
+ const enriched = await Promise.all(positions.map(async (p) => {
95
+ const currentPrice = await getCurrentPrice(p.symbol);
96
+ const marketValue = currentPrice * p.shares;
97
+ const totalCost = p.avgCost * p.shares;
98
+ return {
99
+ ...p,
100
+ currentPrice,
101
+ marketValue,
102
+ totalCost,
103
+ pnl: marketValue - totalCost,
104
+ pnlPercent: ((marketValue - totalCost) / totalCost) * 100,
105
+ };
106
+ }));
107
+ const totalValue = enriched.reduce((s, p) => s + p.marketValue, 0);
108
+ const totalCost = enriched.reduce((s, p) => s + p.totalCost, 0);
109
+ const summary = {
110
+ positions: enriched,
111
+ totalValue,
112
+ totalCost,
113
+ totalPnl: totalValue - totalCost,
114
+ totalPnlPercent: totalCost > 0 ? ((totalValue - totalCost) / totalCost) * 100 : 0,
115
+ };
116
+ const header = `**Portfolio** — ${enriched.length} positions | Value: $${totalValue.toFixed(2)} | P&L: $${summary.totalPnl.toFixed(2)} (${summary.totalPnlPercent >= 0 ? "+" : ""}${summary.totalPnlPercent.toFixed(2)}%)`;
117
+ const rows = enriched.map((p) => {
118
+ const sign = p.pnlPercent >= 0 ? "+" : "";
119
+ return ` ${p.symbol}: ${p.shares} @ $${p.avgCost.toFixed(2)} → $${p.currentPrice.toFixed(2)} | P&L: $${p.pnl.toFixed(2)} (${sign}${p.pnlPercent.toFixed(2)}%)`;
120
+ });
121
+ const text = [header, ...rows].join("\n");
122
+ return { content: [{ type: "text", text }], details: summary };
123
+ },
124
+ };
125
+ //# sourceMappingURL=tracker.js.map
@@ -0,0 +1 @@
1
+ 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@@ -0,0 +1,10 @@
1
+ import type { AgentTool } from "@mariozechner/pi-agent-core";
2
+ declare const params: import("@sinclair/typebox").TObject<{
3
+ action: import("@sinclair/typebox").TUnion<[import("@sinclair/typebox").TLiteral<"add">, import("@sinclair/typebox").TLiteral<"remove">, import("@sinclair/typebox").TLiteral<"check">]>;
4
+ symbol: import("@sinclair/typebox").TOptional<import("@sinclair/typebox").TString>;
5
+ target_price: import("@sinclair/typebox").TOptional<import("@sinclair/typebox").TNumber>;
6
+ stop_price: import("@sinclair/typebox").TOptional<import("@sinclair/typebox").TNumber>;
7
+ notes: import("@sinclair/typebox").TOptional<import("@sinclair/typebox").TString>;
8
+ }>;
9
+ export declare const watchlistTool: AgentTool<typeof params>;
10
+ export {};
@@ -0,0 +1,120 @@
1
+ import { Type } from "@sinclair/typebox";
2
+ import { readFileSync, writeFileSync, existsSync } from "node:fs";
3
+ import { getQuote } from "../../providers/yahoo-finance.js";
4
+ import { ensureParentDir, getWatchlistPath } from "../../infra/opencandle-paths.js";
5
+ function loadWatchlist() {
6
+ const watchlistPath = getWatchlistPath();
7
+ if (!existsSync(watchlistPath))
8
+ return [];
9
+ try {
10
+ return JSON.parse(readFileSync(watchlistPath, "utf-8"));
11
+ }
12
+ catch {
13
+ return [];
14
+ }
15
+ }
16
+ function saveWatchlist(items) {
17
+ const watchlistPath = getWatchlistPath();
18
+ ensureParentDir(watchlistPath);
19
+ writeFileSync(watchlistPath, JSON.stringify(items, null, 2));
20
+ }
21
+ const params = Type.Object({
22
+ action: Type.Union([Type.Literal("add"), Type.Literal("remove"), Type.Literal("check")], { description: "One of: 'add', 'remove', or 'check'" }),
23
+ symbol: Type.Optional(Type.String({ description: "Ticker symbol (required for add/remove)" })),
24
+ target_price: Type.Optional(Type.Number({ description: "Alert when price rises above this level" })),
25
+ stop_price: Type.Optional(Type.Number({ description: "Alert when price falls below this level" })),
26
+ notes: Type.Optional(Type.String({ description: "Optional notes for why you're watching this" })),
27
+ });
28
+ export const watchlistTool = {
29
+ name: "manage_watchlist",
30
+ label: "Watchlist",
31
+ description: "Manage your watchlist of stocks and crypto. Add symbols with optional target and stop prices, remove symbols, or check current prices against your alert levels. Data persisted to ~/.opencandle/watchlist.json.",
32
+ parameters: params,
33
+ async execute(toolCallId, args) {
34
+ const items = loadWatchlist();
35
+ if (args.action === "add") {
36
+ if (!args.symbol) {
37
+ throw new Error("symbol is required for add action.");
38
+ }
39
+ const symbol = args.symbol.toUpperCase();
40
+ const existing = items.findIndex((i) => i.symbol === symbol);
41
+ const item = {
42
+ symbol,
43
+ addedAt: new Date().toISOString(),
44
+ ...(args.target_price != null && { targetPrice: args.target_price }),
45
+ ...(args.stop_price != null && { stopPrice: args.stop_price }),
46
+ ...(args.notes != null && { notes: args.notes }),
47
+ };
48
+ if (existing >= 0) {
49
+ items[existing] = item;
50
+ }
51
+ else {
52
+ items.push(item);
53
+ }
54
+ saveWatchlist(items);
55
+ const alerts = [];
56
+ if (args.target_price)
57
+ alerts.push(`target: $${args.target_price}`);
58
+ if (args.stop_price)
59
+ alerts.push(`stop: $${args.stop_price}`);
60
+ const alertStr = alerts.length > 0 ? ` (${alerts.join(", ")})` : "";
61
+ return {
62
+ content: [{ type: "text", text: `Added ${symbol} to watchlist${alertStr}` }],
63
+ details: null,
64
+ };
65
+ }
66
+ if (args.action === "remove") {
67
+ if (!args.symbol) {
68
+ throw new Error("symbol is required for remove action.");
69
+ }
70
+ const symbol = args.symbol.toUpperCase();
71
+ const idx = items.findIndex((i) => i.symbol === symbol);
72
+ if (idx === -1) {
73
+ return {
74
+ content: [{ type: "text", text: `${symbol} not found in watchlist` }],
75
+ details: null,
76
+ };
77
+ }
78
+ items.splice(idx, 1);
79
+ saveWatchlist(items);
80
+ return {
81
+ content: [{ type: "text", text: `Removed ${symbol} from watchlist` }],
82
+ details: null,
83
+ };
84
+ }
85
+ // Check action
86
+ if (items.length === 0) {
87
+ return {
88
+ content: [{ type: "text", text: "Watchlist is empty. Use add action to add symbols." }],
89
+ details: null,
90
+ };
91
+ }
92
+ const checks = await Promise.all(items.map(async (item) => {
93
+ const quote = await getQuote(item.symbol);
94
+ const alerts = [];
95
+ if (item.targetPrice && quote.price >= item.targetPrice) {
96
+ alerts.push(`TARGET HIT: $${quote.price.toFixed(2)} >= $${item.targetPrice}`);
97
+ }
98
+ if (item.stopPrice && quote.price <= item.stopPrice) {
99
+ alerts.push(`STOP ALERT: $${quote.price.toFixed(2)} fell below $${item.stopPrice}`);
100
+ }
101
+ return { ...item, currentPrice: quote.price, alerts };
102
+ }));
103
+ const alertItems = checks.filter((c) => c.alerts.length > 0);
104
+ const lines = [
105
+ `**Watchlist** — ${items.length} symbols${alertItems.length > 0 ? ` | ${alertItems.length} ALERT(S)` : ""}`,
106
+ "",
107
+ ];
108
+ for (const c of checks) {
109
+ const alertStr = c.alerts.length > 0 ? ` ** ${c.alerts.join(" | ")} **` : "";
110
+ const targetStr = c.targetPrice ? ` | Target: $${c.targetPrice}` : "";
111
+ const stopStr = c.stopPrice ? ` | Stop: $${c.stopPrice}` : "";
112
+ lines.push(` ${c.symbol}: $${c.currentPrice.toFixed(2)}${targetStr}${stopStr}${alertStr}`);
113
+ }
114
+ return {
115
+ content: [{ type: "text", text: lines.join("\n") }],
116
+ details: { items: checks },
117
+ };
118
+ },
119
+ };
120
+ //# sourceMappingURL=watchlist.js.map
@@ -0,0 +1 @@
1
+ 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@@ -0,0 +1,7 @@
1
+ import type { AgentTool } from "@mariozechner/pi-agent-core";
2
+ import type { RedditSentimentResult } from "../../types/sentiment.js";
3
+ declare const params: import("@sinclair/typebox").TObject<{
4
+ topic: import("@sinclair/typebox").TString;
5
+ }>;
6
+ export declare const newsSentimentTool: AgentTool<typeof params, RedditSentimentResult>;
7
+ export {};