opencandle 0.1.0

package/dist/tools/sentiment/news-sentiment.js

@@ -0,0 +1,57 @@
+import { Type } from "@sinclair/typebox";
+import { getSubredditPosts } from "../../providers/reddit.js";
+const params = Type.Object({
+    topic: Type.String({
+        description: "Topic or ticker to search for news sentiment (e.g. AAPL, bitcoin, inflation)",
+    }),
+});
+export const newsSentimentTool = {
+    name: "get_reddit_discussions",
+    label: "Reddit Financial Discussions",
+    description: "Search financial Reddit communities (r/stocks, r/investing) for recent discussions about a topic. Useful for gauging retail sentiment, but not a substitute for news or institutional analysis.",
+    parameters: params,
+    async execute(toolCallId, args) {
+        // Use r/stocks and r/investing as news proxies
+        const subreddits = ["stocks", "investing"];
+        const allPosts = [];
+        const allMentions = [];
+        for (const sub of subreddits) {
+            try {
+                const result = await getSubredditPosts(sub, 25);
+                // Filter posts that mention the topic
+                const relevant = result.posts.filter((p) => p.title.toLowerCase().includes(args.topic.toLowerCase()));
+                allPosts.push(...relevant);
+                allMentions.push(...result.topMentions);
+            }
+            catch {
+                // Continue with other subreddits if one fails
+            }
+        }
+        const uniqueMentions = [...new Set(allMentions)];
+        const text = [
+            `**Reddit Discussions for "${args.topic}"** — ${allPosts.length} relevant posts found`,
+            uniqueMentions.length > 0
+                ? `Related tickers: ${uniqueMentions.map((t) => `$${t}`).join(", ")}`
+                : "",
+            "",
+            ...allPosts.slice(0, 10).map((p) => `  ⬆${p.score} 💬${p.comments} — ${p.title.slice(0, 100)}`),
+            allPosts.length === 0 ? "No relevant discussions found. Try broader search terms." : "",
+        ]
+            .filter(Boolean)
+            .join("\n");
+        return {
+            content: [{ type: "text", text }],
+            details: {
+                subreddit: "stocks+investing",
+                postCount: allPosts.length,
+                posts: allPosts,
+                topMentions: uniqueMentions,
+                sentimentScore: 0,
+                bullishCount: 0,
+                bearishCount: 0,
+                fetchedAt: new Date().toISOString(),
+            },
+        };
+    },
+};
+//# sourceMappingURL=news-sentiment.js.map

package/dist/tools/sentiment/news-sentiment.js.map

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package/dist/tools/sentiment/reddit-sentiment.d.ts

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+import type { AgentTool } from "@mariozechner/pi-agent-core";
+import type { RedditSentimentResult } from "../../types/sentiment.js";
+declare const params: import("@sinclair/typebox").TObject<{
+    subreddit: import("@sinclair/typebox").TString;
+    limit: import("@sinclair/typebox").TOptional<import("@sinclair/typebox").TNumber>;
+}>;
+export declare const redditSentimentTool: AgentTool<typeof params, RedditSentimentResult>;
+export {};

package/dist/tools/sentiment/reddit-sentiment.js

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+import { Type } from "@sinclair/typebox";
+import { getSubredditPosts } from "../../providers/reddit.js";
+const params = Type.Object({
+    subreddit: Type.String({
+        description: "Subreddit name (e.g. wallstreetbets, stocks, investing, cryptocurrency, options)",
+    }),
+    limit: Type.Optional(Type.Number({ description: "Number of posts to fetch. Default: 25, max: 100" })),
+});
+export const redditSentimentTool = {
+    name: "get_reddit_sentiment",
+    label: "Reddit Sentiment",
+    description: "Get hot posts from a finance subreddit for sentiment analysis. Returns post titles, scores, comment counts, and detected ticker mentions. Use for retail sentiment.",
+    parameters: params,
+    async execute(toolCallId, args) {
+        const limit = Math.min(args.limit ?? 25, 100);
+        const result = await getSubredditPosts(args.subreddit, limit);
+        const sentimentLabel = result.sentimentScore > 0.3 ? "Bullish" :
+            result.sentimentScore < -0.3 ? "Bearish" :
+                result.sentimentScore > 0 ? "Leaning Bullish" :
+                    result.sentimentScore < 0 ? "Leaning Bearish" : "Neutral";
+        const lines = [
+            `**r/${result.subreddit}** — ${result.postCount} hot posts (${result.fetchedAt})`,
+            `Sentiment Score: ${result.sentimentScore.toFixed(2)} (${sentimentLabel}) | Bullish: ${result.bullishCount} | Bearish: ${result.bearishCount}`,
+        ];
+        if (result.topMentions.length > 0) {
+            lines.push(`Ticker mentions: ${result.topMentions.map((t) => `$${t}`).join(", ")}`);
+        }
+        lines.push("");
+        lines.push("Top posts:");
+        const top = result.posts.slice(0, 10);
+        for (const post of top) {
+            lines.push(`  ⬆${post.score} 💬${post.comments} — ${post.title.slice(0, 100)}`);
+        }
+        return { content: [{ type: "text", text: lines.join("\n") }], details: result };
+    },
+};
+//# sourceMappingURL=reddit-sentiment.js.map

package/dist/tools/sentiment/reddit-sentiment.js.map

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package/dist/tools/technical/backtest.d.ts

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+import type { AgentTool } from "@mariozechner/pi-agent-core";
+import type { OHLCV } from "../../types/market.js";
+export type Strategy = "sma_crossover" | "rsi_mean_reversion";
+export interface BacktestResult {
+    strategy: string;
+    totalReturn: number;
+    buyAndHoldReturn: number;
+    trades: number;
+    wins: number;
+    winRate: number;
+    maxDrawdown: number;
+    tradeLog: Array<{
+        type: "buy" | "sell";
+        date: string;
+        price: number;
+        pnl?: number;
+    }>;
+}
+export declare function runBacktest(bars: OHLCV[], strategy: Strategy): BacktestResult;
+declare const params: import("@sinclair/typebox").TObject<{
+    symbol: import("@sinclair/typebox").TString;
+    strategy: import("@sinclair/typebox").TUnion<[import("@sinclair/typebox").TLiteral<"sma_crossover">, import("@sinclair/typebox").TLiteral<"rsi_mean_reversion">]>;
+    period: import("@sinclair/typebox").TOptional<import("@sinclair/typebox").TString>;
+}>;
+export declare const backtestTool: AgentTool<typeof params>;
+export {};

package/dist/tools/technical/backtest.js

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+import { Type } from "@sinclair/typebox";
+import { getHistory } from "../../providers/yahoo-finance.js";
+import { computeSMA, computeRSI } from "./indicators.js";
+export function runBacktest(bars, strategy) {
+    const closes = bars.map((b) => b.close);
+    const buyAndHoldReturn = closes.length > 1
+        ? (closes[closes.length - 1] - closes[0]) / closes[0]
+        : 0;
+    if (strategy === "sma_crossover") {
+        return backtestSMACrossover(bars, closes);
+    }
+    return backtestRSIMeanReversion(bars, closes);
+}
+function backtestSMACrossover(bars, closes) {
+    const sma20 = computeSMA(closes, 20);
+    const sma50 = computeSMA(closes, 50);
+    if (sma50.length === 0) {
+        return emptyResult("sma_crossover", closes);
+    }
+    // Align: SMA(20) starts at index 19, SMA(50) at index 49
+    // sma20[i] corresponds to closes[i + 19], sma50[i] to closes[i + 49]
+    const offset20 = 19;
+    const offset50 = 49;
+    let position = false;
+    let entryPrice = 0;
+    const tradeLog = [];
+    let equity = 1.0;
+    let peak = 1.0;
+    let maxDd = 0;
+    for (let i = 0; i < sma50.length; i++) {
+        const barIdx = i + offset50;
+        const sma20Idx = i + (offset50 - offset20);
+        const s20 = sma20[sma20Idx];
+        const s50 = sma50[i];
+        const price = closes[barIdx];
+        if (!position && s20 > s50) {
+            // Buy signal
+            position = true;
+            entryPrice = price;
+            tradeLog.push({ type: "buy", date: bars[barIdx].date, price });
+        }
+        else if (position && s20 < s50) {
+            // Sell signal
+            const pnl = (price - entryPrice) / entryPrice;
+            equity *= 1 + pnl;
+            tradeLog.push({ type: "sell", date: bars[barIdx].date, price, pnl });
+            position = false;
+        }
+        // Track mark-to-market equity for accurate drawdown
+        const currentEquity = position
+            ? equity * (1 + (price - entryPrice) / entryPrice)
+            : equity;
+        if (currentEquity > peak)
+            peak = currentEquity;
+        const dd = (peak - currentEquity) / peak;
+        if (dd > maxDd)
+            maxDd = dd;
+    }
+    // Close open position at end
+    if (position) {
+        const lastPrice = closes[closes.length - 1];
+        const pnl = (lastPrice - entryPrice) / entryPrice;
+        equity *= 1 + pnl;
+        tradeLog.push({ type: "sell", date: bars[bars.length - 1].date, price: lastPrice, pnl });
+    }
+    return buildResult("sma_crossover", equity - 1, closes, tradeLog, maxDd);
+}
+function backtestRSIMeanReversion(bars, closes) {
+    const rsi = computeRSI(closes, 14);
+    if (rsi.length === 0) {
+        return emptyResult("rsi_mean_reversion", closes);
+    }
+    // RSI starts at index 14 (after 14 periods of data)
+    const rsiOffset = 14;
+    let position = false;
+    let entryPrice = 0;
+    const tradeLog = [];
+    let equity = 1.0;
+    let peak = 1.0;
+    let maxDd = 0;
+    for (let i = 0; i < rsi.length; i++) {
+        const barIdx = i + rsiOffset;
+        const r = rsi[i];
+        const price = closes[barIdx];
+        if (!position && r < 30) {
+            // RSI oversold → buy
+            position = true;
+            entryPrice = price;
+            tradeLog.push({ type: "buy", date: bars[barIdx].date, price });
+        }
+        else if (position && r > 70) {
+            // RSI overbought → sell
+            const pnl = (price - entryPrice) / entryPrice;
+            equity *= 1 + pnl;
+            tradeLog.push({ type: "sell", date: bars[barIdx].date, price, pnl });
+            position = false;
+        }
+        // Track mark-to-market equity for accurate drawdown
+        const currentEquity = position
+            ? equity * (1 + (price - entryPrice) / entryPrice)
+            : equity;
+        if (currentEquity > peak)
+            peak = currentEquity;
+        const dd = (peak - currentEquity) / peak;
+        if (dd > maxDd)
+            maxDd = dd;
+    }
+    // Close open position at end
+    if (position) {
+        const lastPrice = closes[closes.length - 1];
+        const pnl = (lastPrice - entryPrice) / entryPrice;
+        equity *= 1 + pnl;
+        tradeLog.push({ type: "sell", date: bars[bars.length - 1].date, price: lastPrice, pnl });
+    }
+    return buildResult("rsi_mean_reversion", equity - 1, closes, tradeLog, maxDd);
+}
+function buildResult(strategy, totalReturn, closes, tradeLog, maxDrawdown) {
+    const sellTrades = tradeLog.filter((t) => t.type === "sell" && t.pnl != null);
+    const wins = sellTrades.filter((t) => t.pnl > 0).length;
+    const buyAndHoldReturn = closes.length > 1
+        ? (closes[closes.length - 1] - closes[0]) / closes[0]
+        : 0;
+    return {
+        strategy,
+        totalReturn,
+        buyAndHoldReturn,
+        trades: sellTrades.length,
+        wins,
+        winRate: sellTrades.length > 0 ? wins / sellTrades.length : 0,
+        maxDrawdown,
+        tradeLog,
+    };
+}
+function emptyResult(strategy, closes) {
+    return {
+        strategy,
+        totalReturn: 0,
+        buyAndHoldReturn: closes.length > 1
+            ? (closes[closes.length - 1] - closes[0]) / closes[0]
+            : 0,
+        trades: 0,
+        wins: 0,
+        winRate: 0,
+        maxDrawdown: 0,
+        tradeLog: [],
+    };
+}
+const params = Type.Object({
+    symbol: Type.String({ description: "Stock ticker symbol (e.g. AAPL, MSFT, SPY)" }),
+    strategy: Type.Union([Type.Literal("sma_crossover"), Type.Literal("rsi_mean_reversion")], { description: "Strategy: sma_crossover (buy when SMA20 > SMA50, sell on reverse) or rsi_mean_reversion (buy when RSI < 30, sell when RSI > 70)" }),
+    period: Type.Optional(Type.String({ description: "Historical period to backtest: 1y, 2y, 5y. Default: 2y" })),
+});
+export const backtestTool = {
+    name: "backtest_strategy",
+    label: "Backtest Strategy",
+    description: "Backtest a simple trading strategy against historical data. Supported strategies: SMA crossover (SMA20/SMA50) and RSI mean-reversion (buy <30, sell >70). Returns total return, win rate, max drawdown, and comparison to buy-and-hold.",
+    parameters: params,
+    async execute(toolCallId, args) {
+        const symbol = args.symbol.toUpperCase();
+        const period = args.period ?? "2y";
+        const bars = await getHistory(symbol, period, "1d");
+        if (bars.length < 60) {
+            return {
+                content: [{ type: "text", text: `Insufficient data for backtesting ${symbol} (need 60+ days, got ${bars.length})` }],
+                details: null,
+            };
+        }
+        const result = runBacktest(bars, args.strategy);
+        const outperformance = result.totalReturn - result.buyAndHoldReturn;
+        const lines = [
+            `**${symbol} Backtest: ${args.strategy}** (${bars[0].date} to ${bars[bars.length - 1].date}, ${bars.length} days)`,
+            ``,
+            `Strategy Return: ${(result.totalReturn * 100).toFixed(2)}%`,
+            `Buy & Hold Return: ${(result.buyAndHoldReturn * 100).toFixed(2)}%`,
+            `Outperformance: ${outperformance >= 0 ? "+" : ""}${(outperformance * 100).toFixed(2)}%`,
+            ``,
+            `Trades: ${result.trades} | Wins: ${result.wins} | Win Rate: ${(result.winRate * 100).toFixed(0)}%`,
+            `Max Drawdown: ${(result.maxDrawdown * 100).toFixed(2)}%`,
+            ``,
+            result.totalReturn > result.buyAndHoldReturn
+                ? `Strategy outperformed buy-and-hold by ${(outperformance * 100).toFixed(2)}%.`
+                : `Buy-and-hold outperformed the strategy by ${(-outperformance * 100).toFixed(2)}%.`,
+        ];
+        return {
+            content: [{ type: "text", text: lines.join("\n") }],
+            details: result,
+        };
+    },
+};
+//# sourceMappingURL=backtest.js.map

package/dist/tools/technical/backtest.js.map

@@ -0,0 +1 @@
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package/dist/tools/technical/indicators.d.ts

@@ -0,0 +1,23 @@
+import type { AgentTool } from "@mariozechner/pi-agent-core";
+import type { OHLCV } from "../../types/market.js";
+export declare function computeOBV(bars: OHLCV[]): number[];
+export declare function computeVWAP(bars: OHLCV[]): number[];
+declare const params: import("@sinclair/typebox").TObject<{
+    symbol: import("@sinclair/typebox").TString;
+    range: import("@sinclair/typebox").TOptional<import("@sinclair/typebox").TString>;
+}>;
+export declare const technicalIndicatorsTool: AgentTool<typeof params>;
+export declare function computeSMA(data: number[], period: number): number[];
+export declare function computeEMA(data: number[], period: number): number[];
+export declare function computeRSI(data: number[], period?: number): number[];
+export declare function computeMACD(data: number[], fastPeriod?: number, slowPeriod?: number, signalPeriod?: number): {
+    macd: number;
+    signal: number;
+    histogram: number;
+}[];
+export declare function computeBollingerBands(data: number[], period?: number, stdDev?: number): {
+    upper: number;
+    middle: number;
+    lower: number;
+}[];
+export {};

package/dist/tools/technical/indicators.js

@@ -0,0 +1,212 @@
+import { Type } from "@sinclair/typebox";
+import { getHistory } from "../../providers/yahoo-finance.js";
+// --- Volume-based indicators ---
+export function computeOBV(bars) {
+    const obv = [0];
+    for (let i = 1; i < bars.length; i++) {
+        if (bars[i].close > bars[i - 1].close) {
+            obv.push(obv[i - 1] + bars[i].volume);
+        }
+        else if (bars[i].close < bars[i - 1].close) {
+            obv.push(obv[i - 1] - bars[i].volume);
+        }
+        else {
+            obv.push(obv[i - 1]);
+        }
+    }
+    return obv;
+}
+export function computeVWAP(bars) {
+    const vwap = [];
+    let cumPV = 0;
+    let cumVol = 0;
+    for (const bar of bars) {
+        const tp = (bar.high + bar.low + bar.close) / 3;
+        cumPV += tp * bar.volume;
+        cumVol += bar.volume;
+        vwap.push(cumVol === 0 ? 0 : cumPV / cumVol);
+    }
+    return vwap;
+}
+const params = Type.Object({
+    symbol: Type.String({ description: "Stock ticker symbol (e.g. AAPL, MSFT)" }),
+    range: Type.Optional(Type.String({ description: "Time range for data: 3mo, 6mo, 1y, 2y. Default: 1y" })),
+});
+export const technicalIndicatorsTool = {
+    name: "get_technical_indicators",
+    label: "Technical Indicators",
+    description: "Compute technical indicators (SMA, EMA, RSI, MACD, Bollinger Bands) from historical price data. All computed locally — no API dependency.",
+    parameters: params,
+    async execute(toolCallId, args) {
+        const symbol = args.symbol.toUpperCase();
+        const range = args.range ?? "1y";
+        const bars = await getHistory(symbol, range, "1d");
+        const closes = bars.map((b) => b.close);
+        if (closes.length < 26) {
+            return {
+                content: [{ type: "text", text: `Insufficient data for ${symbol} (need 26+ bars, got ${closes.length})` }],
+                details: null,
+            };
+        }
+        const sma20 = computeSMA(closes, 20);
+        const sma50 = computeSMA(closes, 50);
+        const ema12 = computeEMA(closes, 12);
+        const ema26 = computeEMA(closes, 26);
+        const rsi = computeRSI(closes, 14);
+        const macd = computeMACD(closes);
+        const bb = computeBollingerBands(closes, 20, 2);
+        const obv = computeOBV(bars);
+        const vwap = computeVWAP(bars);
+        const latest = closes[closes.length - 1];
+        const latestRsi = rsi[rsi.length - 1];
+        const latestMacd = macd[macd.length - 1];
+        const latestBB = bb[bb.length - 1];
+        const latestVwap = vwap[vwap.length - 1];
+        const obvTrend = obv.length >= 20
+            ? (obv[obv.length - 1] > obv[obv.length - 20] ? "Rising" : "Falling")
+            : "N/A";
+        const lines = [
+            `**${symbol} Technical Analysis** (${bars[0].date} to ${bars[bars.length - 1].date})`,
+            `Price: $${latest.toFixed(2)}`,
+            ``,
+            `SMA(20): $${sma20[sma20.length - 1]?.toFixed(2) ?? "N/A"} | SMA(50): $${sma50[sma50.length - 1]?.toFixed(2) ?? "N/A"}`,
+            `RSI(14): ${latestRsi?.toFixed(1) ?? "N/A"} ${rsiSignal(latestRsi)}`,
+            `MACD: ${latestMacd?.macd.toFixed(2) ?? "N/A"} | Signal: ${latestMacd?.signal.toFixed(2) ?? "N/A"} | Histogram: ${latestMacd?.histogram.toFixed(2) ?? "N/A"}`,
+            `Bollinger Bands: Upper $${latestBB?.upper.toFixed(2) ?? "N/A"} | Mid $${latestBB?.middle.toFixed(2) ?? "N/A"} | Lower $${latestBB?.lower.toFixed(2) ?? "N/A"}`,
+            `OBV Trend: ${obvTrend} | VWAP (cumulative): $${latestVwap?.toFixed(2) ?? "N/A"}`,
+            ``,
+            trendSummary(latest, sma20, sma50, latestRsi, latestMacd, obvTrend, latestVwap),
+        ];
+        return {
+            content: [{ type: "text", text: lines.join("\n") }],
+            details: { sma20, sma50, rsi, macd, bb, obv, vwap },
+        };
+    },
+};
+// --- Indicator computations (all pure functions) ---
+export function computeSMA(data, period) {
+    const result = [];
+    for (let i = period - 1; i < data.length; i++) {
+        let sum = 0;
+        for (let j = i - period + 1; j <= i; j++)
+            sum += data[j];
+        result.push(sum / period);
+    }
+    return result;
+}
+export function computeEMA(data, period) {
+    const k = 2 / (period + 1);
+    const result = [];
+    // Seed with SMA of first `period` values
+    let sum = 0;
+    for (let i = 0; i < period; i++)
+        sum += data[i];
+    let ema = sum / period;
+    result.push(ema);
+    for (let i = period; i < data.length; i++) {
+        ema = data[i] * k + ema * (1 - k);
+        result.push(ema);
+    }
+    return result;
+}
+export function computeRSI(data, period = 14) {
+    const result = [];
+    const gains = [];
+    const losses = [];
+    for (let i = 1; i < data.length; i++) {
+        const diff = data[i] - data[i - 1];
+        gains.push(diff > 0 ? diff : 0);
+        losses.push(diff < 0 ? -diff : 0);
+    }
+    if (gains.length < period)
+        return result;
+    let avgGain = gains.slice(0, period).reduce((a, b) => a + b, 0) / period;
+    let avgLoss = losses.slice(0, period).reduce((a, b) => a + b, 0) / period;
+    const rs = avgLoss === 0 ? 100 : avgGain / avgLoss;
+    result.push(100 - 100 / (1 + rs));
+    for (let i = period; i < gains.length; i++) {
+        avgGain = (avgGain * (period - 1) + gains[i]) / period;
+        avgLoss = (avgLoss * (period - 1) + losses[i]) / period;
+        const rs = avgLoss === 0 ? 100 : avgGain / avgLoss;
+        result.push(100 - 100 / (1 + rs));
+    }
+    return result;
+}
+export function computeMACD(data, fastPeriod = 12, slowPeriod = 26, signalPeriod = 9) {
+    if (data.length < slowPeriod + signalPeriod)
+        return [];
+    const emaFast = computeEMA(data, fastPeriod);
+    const emaSlow = computeEMA(data, slowPeriod);
+    // Align: emaFast starts at index fastPeriod-1, emaSlow at slowPeriod-1
+    const offset = slowPeriod - fastPeriod;
+    const macdLine = [];
+    for (let i = 0; i < emaSlow.length; i++) {
+        macdLine.push(emaFast[i + offset] - emaSlow[i]);
+    }
+    if (macdLine.length < signalPeriod)
+        return [];
+    const signalLine = computeEMA(macdLine, signalPeriod);
+    const signalOffset = signalPeriod - 1;
+    const result = [];
+    for (let i = 0; i < signalLine.length; i++) {
+        const m = macdLine[i + signalOffset];
+        const s = signalLine[i];
+        result.push({ macd: m, signal: s, histogram: m - s });
+    }
+    return result;
+}
+export function computeBollingerBands(data, period = 20, stdDev = 2) {
+    const result = [];
+    for (let i = period - 1; i < data.length; i++) {
+        const slice = data.slice(i - period + 1, i + 1);
+        const mean = slice.reduce((a, b) => a + b, 0) / period;
+        const variance = slice.reduce((a, b) => a + (b - mean) ** 2, 0) / period;
+        const sd = Math.sqrt(variance);
+        result.push({
+            upper: mean + stdDev * sd,
+            middle: mean,
+            lower: mean - stdDev * sd,
+        });
+    }
+    return result;
+}
+function rsiSignal(rsi) {
+    if (rsi == null)
+        return "";
+    if (rsi >= 70)
+        return "(Overbought)";
+    if (rsi <= 30)
+        return "(Oversold)";
+    return "(Neutral)";
+}
+function trendSummary(price, sma20, sma50, rsi, macd, obvTrend, vwap) {
+    const signals = [];
+    const latestSma20 = sma20[sma20.length - 1];
+    const latestSma50 = sma50[sma50.length - 1];
+    if (latestSma20 && price > latestSma20)
+        signals.push("Price above SMA(20) — short-term bullish");
+    if (latestSma20 && price < latestSma20)
+        signals.push("Price below SMA(20) — short-term bearish");
+    if (latestSma20 && latestSma50 && latestSma20 > latestSma50)
+        signals.push("Golden cross pattern (SMA20 > SMA50)");
+    if (latestSma20 && latestSma50 && latestSma20 < latestSma50)
+        signals.push("Death cross pattern (SMA20 < SMA50)");
+    if (rsi != null && rsi >= 70)
+        signals.push("RSI overbought — potential reversal");
+    if (rsi != null && rsi <= 30)
+        signals.push("RSI oversold — potential bounce");
+    if (macd && macd.histogram > 0)
+        signals.push("MACD bullish (histogram positive)");
+    if (macd && macd.histogram < 0)
+        signals.push("MACD bearish (histogram negative)");
+    if (obvTrend === "Rising" && price > (latestSma20 ?? 0))
+        signals.push("Volume confirming price advance (OBV rising)");
+    if (obvTrend === "Falling" && price < (latestSma20 ?? Infinity))
+        signals.push("Volume confirming price decline (OBV falling)");
+    if (vwap != null && price > vwap)
+        signals.push("Price above cumulative VWAP — bullish volume-weighted bias");
+    if (vwap != null && price < vwap)
+        signals.push("Price below cumulative VWAP — bearish volume-weighted bias");
+    return signals.length > 0 ? "Signals: " + signals.join(" | ") : "No strong signals";
+}
+//# sourceMappingURL=indicators.js.map

package/dist/tools/technical/indicators.js.map

@@ -0,0 +1 @@
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package/dist/types/fundamentals.d.ts

@@ -0,0 +1,44 @@
+export interface CompanyOverview {
+    symbol: string;
+    name: string;
+    description: string;
+    exchange: string;
+    sector: string;
+    industry: string;
+    marketCap: number;
+    pe: number | null;
+    forwardPe: number | null;
+    eps: number | null;
+    dividendYield: number | null;
+    beta: number | null;
+    week52High: number;
+    week52Low: number;
+    avgVolume: number;
+    profitMargin: number | null;
+    revenueGrowth: number | null;
+}
+export interface EarningsData {
+    symbol: string;
+    quarterly: Array<{
+        date: string;
+        reportedEPS: number;
+        estimatedEPS: number;
+        surprise: number;
+        surprisePercent: number;
+    }>;
+}
+export interface FinancialStatement {
+    fiscalDate: string;
+    revenue: number;
+    grossProfit: number;
+    operatingIncome: number;
+    netIncome: number;
+    eps: number;
+    totalAssets: number;
+    totalLiabilities: number;
+    totalEquity: number;
+    operatingCashFlow: number;
+    freeCashFlow: number;
+    totalDebt?: number;
+    cashAndEquivalents?: number;
+}