opencandle 0.1.0

package/dist/providers/alpha-vantage.js

@@ -0,0 +1,122 @@
+import { httpGet } from "../infra/http-client.js";
+import { cache, TTL } from "../infra/cache.js";
+import { rateLimiter } from "../infra/rate-limiter.js";
+const BASE_URL = "https://www.alphavantage.co/query";
+const MISSING_OVERVIEW_TTL = 15 * 60_000;
+function buildUrl(fn, params, apiKey) {
+    const qs = new URLSearchParams({ function: fn, ...params, apikey: apiKey });
+    return `${BASE_URL}?${qs}`;
+}
+export async function getOverview(symbol, apiKey) {
+    const cacheKey = `av:overview:${symbol}`;
+    const missingCacheKey = `${cacheKey}:missing`;
+    const cached = cache.get(cacheKey);
+    if (cached)
+        return cached;
+    if (cache.get(missingCacheKey)) {
+        throw new Error(`Alpha Vantage: No data found for ${symbol}`);
+    }
+    await rateLimiter.acquire("alphavantage");
+    const url = buildUrl("OVERVIEW", { symbol }, apiKey);
+    const data = await httpGet(url);
+    if (!data.Symbol) {
+        cache.set(missingCacheKey, "missing", MISSING_OVERVIEW_TTL);
+        throw new Error(`Alpha Vantage: No data found for ${symbol}`);
+    }
+    const result = {
+        symbol: data.Symbol,
+        name: data.Name,
+        description: data.Description,
+        exchange: data.Exchange,
+        sector: data.Sector,
+        industry: data.Industry,
+        marketCap: parseNum(data.MarketCapitalization),
+        pe: parseNullableNum(data.PERatio),
+        forwardPe: parseNullableNum(data.ForwardPE),
+        eps: parseNullableNum(data.EPS),
+        dividendYield: parseNullableNum(data.DividendYield),
+        beta: parseNullableNum(data.Beta),
+        week52High: parseNum(data["52WeekHigh"]),
+        week52Low: parseNum(data["52WeekLow"]),
+        avgVolume: 0, // Alpha Vantage OVERVIEW does not expose average volume
+        profitMargin: parseNullableNum(data.ProfitMargin),
+        revenueGrowth: parseNullableNum(data.QuarterlyRevenueGrowthYOY),
+    };
+    cache.set(cacheKey, result, TTL.FUNDAMENTALS);
+    return result;
+}
+export async function getEarnings(symbol, apiKey) {
+    const cacheKey = `av:earnings:${symbol}`;
+    const cached = cache.get(cacheKey);
+    if (cached)
+        return cached;
+    await rateLimiter.acquire("alphavantage");
+    const url = buildUrl("EARNINGS", { symbol }, apiKey);
+    const data = await httpGet(url);
+    const quarterly = (data.quarterlyEarnings ?? []).slice(0, 8).map((e) => ({
+        date: e.fiscalDateEnding,
+        reportedEPS: parseFloat(e.reportedEPS) || 0,
+        estimatedEPS: parseFloat(e.estimatedEPS) || 0,
+        surprise: parseFloat(e.surprise) || 0,
+        surprisePercent: parseFloat(e.surprisePercentage) || 0,
+    }));
+    const result = { symbol, quarterly };
+    cache.set(cacheKey, result, TTL.FUNDAMENTALS);
+    return result;
+}
+export async function getFinancials(symbol, apiKey) {
+    const cacheKey = `av:financials:${symbol}`;
+    const cached = cache.get(cacheKey);
+    if (cached)
+        return cached;
+    // Fetch sequentially to respect Alpha Vantage rate limits (5 req/min free tier)
+    const incomeData = await fetchStatement("INCOME_STATEMENT", symbol, apiKey);
+    const balanceData = await fetchStatement("BALANCE_SHEET", symbol, apiKey);
+    const cashFlowData = await fetchStatement("CASH_FLOW", symbol, apiKey);
+    const incomeReports = incomeData.annualReports ?? [];
+    const balanceReports = balanceData.annualReports ?? [];
+    const cashFlowReports = cashFlowData.annualReports ?? [];
+    // Index balance sheet and cash flow by fiscal date for merging
+    const balanceByDate = new Map(balanceReports.map((r) => [r.fiscalDateEnding, r]));
+    const cashFlowByDate = new Map(cashFlowReports.map((r) => [r.fiscalDateEnding, r]));
+    const statements = incomeReports.slice(0, 4).map((r) => {
+        const balance = balanceByDate.get(r.fiscalDateEnding) ?? {};
+        const cf = cashFlowByDate.get(r.fiscalDateEnding) ?? {};
+        const opCashFlow = parseNum(cf.operatingCashflow);
+        const capex = parseNum(cf.capitalExpenditures);
+        const totalDebt = parseNum(balance.shortLongTermDebtTotal);
+        const cash = parseNum(balance.cashAndCashEquivalentsAtCarryingValue);
+        return {
+            fiscalDate: r.fiscalDateEnding,
+            revenue: parseNum(r.totalRevenue),
+            grossProfit: parseNum(r.grossProfit),
+            operatingIncome: parseNum(r.operatingIncome),
+            netIncome: parseNum(r.netIncome),
+            eps: parseFloat(r.reportedEPS) || 0,
+            totalAssets: parseNum(balance.totalAssets),
+            totalLiabilities: parseNum(balance.totalLiabilities),
+            totalEquity: parseNum(balance.totalShareholderEquity),
+            operatingCashFlow: opCashFlow,
+            freeCashFlow: opCashFlow - capex,
+            totalDebt: totalDebt || undefined,
+            cashAndEquivalents: cash || undefined,
+        };
+    });
+    cache.set(cacheKey, statements, TTL.FUNDAMENTALS);
+    return statements;
+}
+async function fetchStatement(fn, symbol, apiKey) {
+    await rateLimiter.acquire("alphavantage");
+    const url = buildUrl(fn, { symbol }, apiKey);
+    return httpGet(url);
+}
+function parseNum(s) {
+    return parseFloat(s ?? "0") || 0;
+}
+function parseNullableNum(s) {
+    if (!s || s === "None" || s === "-")
+        return null;
+    const n = parseFloat(s);
+    return isNaN(n) ? null : n;
+}
+//# sourceMappingURL=alpha-vantage.js.map

package/dist/providers/alpha-vantage.js.map

@@ -0,0 +1 @@
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package/dist/providers/coingecko.d.ts

@@ -0,0 +1,3 @@
+import type { CryptoPrice, OHLCV } from "../types/market.js";
+export declare function getCryptoPrice(id: string): Promise<CryptoPrice>;
+export declare function getCryptoHistory(id: string, days?: number): Promise<OHLCV[]>;

package/dist/providers/coingecko.js

@@ -0,0 +1,53 @@
+import { httpGet } from "../infra/http-client.js";
+import { cache, TTL } from "../infra/cache.js";
+import { rateLimiter } from "../infra/rate-limiter.js";
+const BASE_URL = "https://api.coingecko.com/api/v3";
+export async function getCryptoPrice(id) {
+    const cacheKey = `coingecko:price:${id}`;
+    const cached = cache.get(cacheKey);
+    if (cached)
+        return cached;
+    await rateLimiter.acquire("coingecko");
+    const url = `${BASE_URL}/coins/${encodeURIComponent(id)}?localization=false&tickers=false&community_data=false&developer_data=false`;
+    const data = await httpGet(url);
+    const md = data.market_data;
+    const result = {
+        id: data.id,
+        symbol: data.symbol,
+        name: data.name,
+        price: md.current_price.usd,
+        change24h: md.price_change_24h,
+        changePercent24h: md.price_change_percentage_24h,
+        marketCap: md.market_cap.usd,
+        volume24h: md.total_volume.usd,
+        high24h: md.high_24h.usd,
+        low24h: md.low_24h.usd,
+        ath: md.ath.usd,
+        athDate: md.ath_date.usd,
+        circulatingSupply: md.circulating_supply,
+        totalSupply: md.total_supply,
+        timestamp: Date.now(),
+    };
+    cache.set(cacheKey, result, TTL.QUOTE);
+    return result;
+}
+export async function getCryptoHistory(id, days = 180) {
+    const cacheKey = `coingecko:history:${id}:${days}`;
+    const cached = cache.get(cacheKey);
+    if (cached)
+        return cached;
+    await rateLimiter.acquire("coingecko");
+    const url = `${BASE_URL}/coins/${encodeURIComponent(id)}/ohlc?vs_currency=usd&days=${days}`;
+    const data = await httpGet(url);
+    const ohlcv = data.map(([ts, open, high, low, close]) => ({
+        date: new Date(ts).toISOString().split("T")[0],
+        open,
+        high,
+        low,
+        close,
+        volume: 0, // OHLC endpoint doesn't include volume
+    }));
+    cache.set(cacheKey, ohlcv, TTL.HISTORY);
+    return ohlcv;
+}
+//# sourceMappingURL=coingecko.js.map

package/dist/providers/coingecko.js.map

@@ -0,0 +1 @@
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package/dist/providers/fear-greed.d.ts

@@ -0,0 +1,2 @@
+import type { FearGreedData } from "../types/sentiment.js";
+export declare function getFearGreedIndex(): Promise<FearGreedData>;

package/dist/providers/fear-greed.js

@@ -0,0 +1,26 @@
+import { httpGet } from "../infra/http-client.js";
+import { cache, TTL } from "../infra/cache.js";
+// alternative.me provides a free crypto Fear & Greed index
+// CNN endpoint (production.dataviz.cnn.io) blocks automated requests (HTTP 418)
+const ENDPOINT = "https://api.alternative.me/fng/?limit=3";
+export async function getFearGreedIndex() {
+    const cacheKey = "feargreed:index";
+    const cached = cache.get(cacheKey);
+    if (cached)
+        return cached;
+    const data = await httpGet(ENDPOINT);
+    const entries = data.data;
+    const current = entries[0];
+    const value = parseInt(current.value, 10);
+    const result = {
+        value,
+        label: current.value_classification,
+        timestamp: Date.now(),
+        previousClose: entries[1] ? parseInt(entries[1].value, 10) : value,
+        weekAgo: null,
+        monthAgo: null,
+    };
+    cache.set(cacheKey, result, TTL.SENTIMENT);
+    return result;
+}
+//# sourceMappingURL=fear-greed.js.map

package/dist/providers/fear-greed.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"fear-greed.js","sourceRoot":"","sources":["../../src/providers/fear-greed.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,OAAO,EAAE,MAAM,yBAAyB,CAAC;AAClD,OAAO,EAAE,KAAK,EAAE,GAAG,EAAE,MAAM,mBAAmB,CAAC;AAG/C,2DAA2D;AAC3D,gFAAgF;AAChF,MAAM,QAAQ,GAAG,yCAAyC,CAAC;AAU3D,MAAM,CAAC,KAAK,UAAU,iBAAiB;IACrC,MAAM,QAAQ,GAAG,iBAAiB,CAAC;IACnC,MAAM,MAAM,GAAG,KAAK,CAAC,GAAG,CAAgB,QAAQ,CAAC,CAAC;IAClD,IAAI,MAAM;QAAE,OAAO,MAAM,CAAC;IAE1B,MAAM,IAAI,GAAG,MAAM,OAAO,CAA2B,QAAQ,CAAC,CAAC;IAE/D,MAAM,OAAO,GAAG,IAAI,CAAC,IAAI,CAAC;IAC1B,MAAM,OAAO,GAAG,OAAO,CAAC,CAAC,CAAC,CAAC;IAC3B,MAAM,KAAK,GAAG,QAAQ,CAAC,OAAO,CAAC,KAAK,EAAE,EAAE,CAAC,CAAC;IAE1C,MAAM,MAAM,GAAkB;QAC5B,KAAK;QACL,KAAK,EAAE,OAAO,CAAC,oBAAoB;QACnC,SAAS,EAAE,IAAI,CAAC,GAAG,EAAE;QACrB,aAAa,EAAE,OAAO,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,QAAQ,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC,KAAK,EAAE,EAAE,CAAC,CAAC,CAAC,CAAC,KAAK;QAClE,OAAO,EAAE,IAAI;QACb,QAAQ,EAAE,IAAI;KACf,CAAC;IAEF,KAAK,CAAC,GAAG,CAAC,QAAQ,EAAE,MAAM,EAAE,GAAG,CAAC,SAAS,CAAC,CAAC;IAC3C,OAAO,MAAM,CAAC;AAChB,CAAC"}

package/dist/providers/fred.d.ts

@@ -0,0 +1,2 @@
+import type { FredSeries } from "../types/macro.js";
+export declare function getSeries(seriesId: string, apiKey: string, limit?: number): Promise<FredSeries>;

package/dist/providers/fred.js

@@ -0,0 +1,37 @@
+import { httpGet } from "../infra/http-client.js";
+import { cache, TTL } from "../infra/cache.js";
+import { rateLimiter } from "../infra/rate-limiter.js";
+const BASE_URL = "https://api.stlouisfed.org/fred";
+export async function getSeries(seriesId, apiKey, limit = 60) {
+    const cacheKey = `fred:series:${seriesId}:${limit}`;
+    const cached = cache.get(cacheKey);
+    if (cached)
+        return cached;
+    await rateLimiter.acquire("fred");
+    // Fetch series metadata and observations in parallel
+    const metaUrl = `${BASE_URL}/series?series_id=${seriesId}&api_key=${apiKey}&file_type=json`;
+    const obsUrl = `${BASE_URL}/series/observations?series_id=${seriesId}&api_key=${apiKey}&file_type=json&sort_order=desc&limit=${limit}`;
+    const [metaData, obsData] = await Promise.all([
+        httpGet(metaUrl),
+        httpGet(obsUrl),
+    ]);
+    const meta = metaData.seriess[0];
+    const observations = obsData.observations
+        .filter((o) => o.value !== ".")
+        .map((o) => ({
+        date: o.date,
+        value: parseFloat(o.value),
+    }))
+        .reverse(); // chronological order
+    const result = {
+        id: meta.id,
+        title: meta.title,
+        observations,
+        units: meta.units,
+        frequency: meta.frequency,
+        lastUpdated: meta.last_updated,
+    };
+    cache.set(cacheKey, result, TTL.MACRO);
+    return result;
+}
+//# sourceMappingURL=fred.js.map

package/dist/providers/fred.js.map

@@ -0,0 +1 @@
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package/dist/providers/index.d.ts

@@ -0,0 +1,7 @@
+export { getQuote, getHistory, getOptionsChain, clearCrumbCache, getYahooCrumb, computeTimeToExpiry } from "./yahoo-finance.js";
+export { getOverview, getEarnings, getFinancials } from "./alpha-vantage.js";
+export { getSeries } from "./fred.js";
+export { getCryptoPrice, getCryptoHistory } from "./coingecko.js";
+export { getSubredditPosts, scoreSentiment } from "./reddit.js";
+export { searchFilings, type SECFiling } from "./sec-edgar.js";
+export { getFearGreedIndex } from "./fear-greed.js";

package/dist/providers/index.js

@@ -0,0 +1,8 @@
+export { getQuote, getHistory, getOptionsChain, clearCrumbCache, getYahooCrumb, computeTimeToExpiry } from "./yahoo-finance.js";
+export { getOverview, getEarnings, getFinancials } from "./alpha-vantage.js";
+export { getSeries } from "./fred.js";
+export { getCryptoPrice, getCryptoHistory } from "./coingecko.js";
+export { getSubredditPosts, scoreSentiment } from "./reddit.js";
+export { searchFilings } from "./sec-edgar.js";
+export { getFearGreedIndex } from "./fear-greed.js";
+//# sourceMappingURL=index.js.map

package/dist/providers/index.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"index.js","sourceRoot":"","sources":["../../src/providers/index.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,QAAQ,EAAE,UAAU,EAAE,eAAe,EAAE,eAAe,EAAE,aAAa,EAAE,mBAAmB,EAAE,MAAM,oBAAoB,CAAC;AAChI,OAAO,EAAE,WAAW,EAAE,WAAW,EAAE,aAAa,EAAE,MAAM,oBAAoB,CAAC;AAC7E,OAAO,EAAE,SAAS,EAAE,MAAM,WAAW,CAAC;AACtC,OAAO,EAAE,cAAc,EAAE,gBAAgB,EAAE,MAAM,gBAAgB,CAAC;AAClE,OAAO,EAAE,iBAAiB,EAAE,cAAc,EAAE,MAAM,aAAa,CAAC;AAChE,OAAO,EAAE,aAAa,EAAkB,MAAM,gBAAgB,CAAC;AAC/D,OAAO,EAAE,iBAAiB,EAAE,MAAM,iBAAiB,CAAC"}

package/dist/providers/reddit.d.ts

@@ -0,0 +1,9 @@
+import type { RedditSentimentResult } from "../types/sentiment.js";
+export declare function getSubredditPosts(subreddit: string, limit?: number): Promise<RedditSentimentResult>;
+export declare function scoreSentiment(posts: Array<{
+    title: string;
+}>): {
+    score: number;
+    bullish: number;
+    bearish: number;
+};

package/dist/providers/reddit.js

@@ -0,0 +1,69 @@
+import { httpGet } from "../infra/http-client.js";
+import { cache, TTL } from "../infra/cache.js";
+export async function getSubredditPosts(subreddit, limit = 25) {
+    const cacheKey = `reddit:${subreddit}:${limit}`;
+    const cached = cache.get(cacheKey);
+    if (cached)
+        return cached;
+    const url = `https://www.reddit.com/r/${encodeURIComponent(subreddit)}/hot.json?limit=${limit}`;
+    const data = await httpGet(url, {
+        headers: { "User-Agent": "OpenCandle/1.0 (financial analysis agent)" },
+    });
+    const posts = data.data.children.map((child) => ({
+        title: child.data.title,
+        score: child.data.score,
+        comments: child.data.num_comments,
+        url: `https://reddit.com${child.data.permalink}`,
+        created: new Date(child.data.created_utc * 1000).toISOString(),
+    }));
+    // Extract ticker-like mentions ($AAPL, $TSLA, etc.)
+    const tickerRegex = /\$([A-Z]{1,5})\b/g;
+    const mentionCounts = new Map();
+    for (const post of posts) {
+        for (const match of post.title.matchAll(tickerRegex)) {
+            const ticker = match[1];
+            mentionCounts.set(ticker, (mentionCounts.get(ticker) ?? 0) + 1);
+        }
+    }
+    const topMentions = [...mentionCounts.entries()]
+        .sort((a, b) => b[1] - a[1])
+        .slice(0, 10)
+        .map(([ticker]) => ticker);
+    const sentiment = scoreSentiment(posts);
+    const result = {
+        subreddit,
+        postCount: posts.length,
+        posts,
+        topMentions,
+        sentimentScore: sentiment.score,
+        bullishCount: sentiment.bullish,
+        bearishCount: sentiment.bearish,
+        fetchedAt: new Date().toISOString(),
+    };
+    cache.set(cacheKey, result, TTL.SENTIMENT);
+    return result;
+}
+const BULLISH_TERMS = [
+    "moon", "buy", "undervalued", "breakout", "calls", "bullish",
+    "rocket", "diamond hands", "accumulate", "dip buy", "long", "rip", "squeeze",
+];
+const BEARISH_TERMS = [
+    "crash", "overvalued", "sell", "puts", "bearish", "bubble",
+    "dump", "short", "bagholding", "exit", "drill", "tank", "rug",
+];
+export function scoreSentiment(posts) {
+    let bullish = 0;
+    let bearish = 0;
+    for (const post of posts) {
+        const lower = post.title.toLowerCase();
+        bullish += BULLISH_TERMS.filter((t) => lower.includes(t)).length;
+        bearish += BEARISH_TERMS.filter((t) => lower.includes(t)).length;
+    }
+    const total = bullish + bearish;
+    return {
+        score: total === 0 ? 0 : (bullish - bearish) / total,
+        bullish,
+        bearish,
+    };
+}
+//# sourceMappingURL=reddit.js.map

package/dist/providers/reddit.js.map

@@ -0,0 +1 @@
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package/dist/providers/sec-edgar.d.ts

@@ -0,0 +1,9 @@
+export interface SECFiling {
+    formType: string;
+    filedDate: string;
+    periodOfReport: string;
+    entityName: string;
+    accessionNumber: string;
+    url: string;
+}
+export declare function searchFilings(ticker: string, formTypes?: string[], limit?: number): Promise<SECFiling[]>;

package/dist/providers/sec-edgar.js

@@ -0,0 +1,59 @@
+import { httpGet } from "../infra/http-client.js";
+import { cache, TTL } from "../infra/cache.js";
+const EFTS_BASE = "https://efts.sec.gov/LATEST/search-index";
+export async function searchFilings(ticker, formTypes = ["10-K", "10-Q", "8-K"], limit = 10) {
+    const cacheKey = `sec:${ticker}:${formTypes.join(",")}:${limit}`;
+    const cached = cache.get(cacheKey);
+    if (cached)
+        return cached;
+    const params = new URLSearchParams({
+        q: ticker,
+        forms: formTypes.join(","),
+        dateRange: "custom",
+        startdt: getDateYearsAgo(3),
+        enddt: new Date().toISOString().split("T")[0],
+        from: "0",
+        size: String(limit),
+    });
+    const url = `${EFTS_BASE}?${params}`;
+    const data = await httpGet(url, {
+        headers: { "User-Agent": "OpenCandle/1.0 (financial analysis agent)" },
+    });
+    // Deduplicate by accession number (EDGAR returns multiple hits per filing)
+    const seen = new Set();
+    const filings = [];
+    for (const hit of data.hits?.hits ?? []) {
+        const src = hit._source;
+        const accession = src.adsh;
+        if (!accession || seen.has(accession))
+            continue;
+        seen.add(accession);
+        const cik = src.ciks?.[0] ?? "";
+        const displayName = src.display_names?.[0] ?? "";
+        // Extract entity name from display format: "APPLE INC  (AAPL)  (CIK 0000320193)"
+        const entityName = displayName.split("(")[0]?.trim() ?? displayName;
+        filings.push({
+            formType: src.form ?? "",
+            filedDate: src.file_date ?? "",
+            periodOfReport: src.period_ending ?? "",
+            entityName,
+            accessionNumber: accession,
+            url: buildEdgarUrl(cik, accession),
+        });
+        if (filings.length >= limit)
+            break;
+    }
+    cache.set(cacheKey, filings, TTL.FUNDAMENTALS);
+    return filings;
+}
+function buildEdgarUrl(cik, accession) {
+    const cikNum = cik.replace(/^0+/, "");
+    const accessionNoDash = accession.replace(/-/g, "");
+    return `https://www.sec.gov/Archives/edgar/data/${cikNum}/${accessionNoDash}/${accession}-index.htm`;
+}
+function getDateYearsAgo(years) {
+    const d = new Date();
+    d.setFullYear(d.getFullYear() - years);
+    return d.toISOString().split("T")[0];
+}
+//# sourceMappingURL=sec-edgar.js.map

package/dist/providers/sec-edgar.js.map

@@ -0,0 +1 @@
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package/dist/providers/yahoo-finance.d.ts

@@ -0,0 +1,17 @@
+import type { StockQuote, OHLCV } from "../types/market.js";
+import type { OptionsChain } from "../types/options.js";
+export declare function getQuote(symbol: string): Promise<StockQuote>;
+export declare function getHistory(symbol: string, range?: string, interval?: string): Promise<OHLCV[]>;
+export declare function clearCrumbCache(): void;
+export declare function getYahooCrumb(): Promise<{
+    crumb: string;
+    cookie: string;
+}>;
+export declare function getOptionsChain(symbol: string, expiration?: number): Promise<OptionsChain>;
+/**
+ * Compute time to expiry in years from a Yahoo expiration timestamp (midnight UTC).
+ * US equity options expire at 4:00 PM ET. During EDT that is 20:00 UTC.
+ * We use 21:00 UTC (4 PM EST / 5 PM EDT) as a conservative close offset
+ * and apply a floor of ~1 hour to prevent numerical instability near expiry.
+ */
+export declare function computeTimeToExpiry(expirationTs: number, nowMs?: number): number;