opencandle 0.1.0

package/dist/tools/market/search-ticker.js

@@ -0,0 +1,33 @@
+import { Type } from "@sinclair/typebox";
+import { httpGet } from "../../infra/http-client.js";
+const params = Type.Object({
+    query: Type.String({
+        description: "Search query — company name, ticker symbol, or crypto name (e.g. 'apple', 'AAPL', 'ethereum', 'bitcoin')",
+    }),
+});
+export const searchTickerTool = {
+    name: "search_ticker",
+    label: "Search Ticker",
+    description: "Search for any ticker symbol — stocks, crypto, ETFs, indices, forex. Returns matching symbols with names and exchange info. Use this when you don't know the exact ticker for an asset.",
+    parameters: params,
+    async execute(toolCallId, args) {
+        const url = `https://query1.finance.yahoo.com/v1/finance/search?q=${encodeURIComponent(args.query)}&quotesCount=10&newsCount=0`;
+        const data = await httpGet(url, {
+            headers: { "User-Agent": "OpenCandle/1.0" },
+        });
+        const quotes = data.quotes ?? [];
+        if (quotes.length === 0) {
+            return {
+                content: [{ type: "text", text: `No results found for "${args.query}"` }],
+                details: quotes,
+            };
+        }
+        const lines = [
+            `**Search results for "${args.query}"** — ${quotes.length} matches`,
+            "",
+            ...quotes.map((q) => `  ${q.symbol} — ${q.longname || q.shortname || "N/A"} (${q.quoteType}, ${q.exchange})`),
+        ];
+        return { content: [{ type: "text", text: lines.join("\n") }], details: quotes };
+    },
+};
+//# sourceMappingURL=search-ticker.js.map

package/dist/tools/market/search-ticker.js.map

@@ -0,0 +1 @@
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package/dist/tools/market/stock-history.d.ts

@@ -0,0 +1,9 @@
+import type { AgentTool } from "@mariozechner/pi-agent-core";
+import type { OHLCV } from "../../types/market.js";
+declare const params: import("@sinclair/typebox").TObject<{
+    symbol: import("@sinclair/typebox").TString;
+    range: import("@sinclair/typebox").TOptional<import("@sinclair/typebox").TString>;
+    interval: import("@sinclair/typebox").TOptional<import("@sinclair/typebox").TString>;
+}>;
+export declare const stockHistoryTool: AgentTool<typeof params, OHLCV[]>;
+export {};

package/dist/tools/market/stock-history.js

@@ -0,0 +1,35 @@
+import { Type } from "@sinclair/typebox";
+import { getHistory } from "../../providers/yahoo-finance.js";
+const params = Type.Object({
+    symbol: Type.String({ description: "Stock ticker symbol (e.g. AAPL, MSFT)" }),
+    range: Type.Optional(Type.String({
+        description: "Time range: 1d, 5d, 1mo, 3mo, 6mo, 1y, 2y, 5y, max. Default: 6mo",
+    })),
+    interval: Type.Optional(Type.String({
+        description: "Data interval: 1m, 5m, 15m, 1h, 1d, 1wk, 1mo. Default: 1d",
+    })),
+});
+export const stockHistoryTool = {
+    name: "get_stock_history",
+    label: "Stock History",
+    description: "Get historical OHLCV (open, high, low, close, volume) data for a stock",
+    parameters: params,
+    async execute(toolCallId, args) {
+        const symbol = args.symbol.toUpperCase();
+        const range = args.range ?? "6mo";
+        const interval = args.interval ?? "1d";
+        const bars = await getHistory(symbol, range, interval);
+        const summary = [
+            `${symbol} — ${bars.length} bars (${range}, ${interval})`,
+            `Period: ${bars[0]?.date} to ${bars[bars.length - 1]?.date}`,
+        ];
+        // Include last 10 bars as sample
+        const recent = bars.slice(-10);
+        const table = recent
+            .map((b) => `${b.date} | O:${b.open.toFixed(2)} H:${b.high.toFixed(2)} L:${b.low.toFixed(2)} C:${b.close.toFixed(2)} V:${b.volume.toLocaleString()}`)
+            .join("\n");
+        const text = [...summary, "", "Recent bars:", table].join("\n");
+        return { content: [{ type: "text", text }], details: bars };
+    },
+};
+//# sourceMappingURL=stock-history.js.map

package/dist/tools/market/stock-history.js.map

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package/dist/tools/market/stock-quote.d.ts

@@ -0,0 +1,7 @@
+import type { AgentTool } from "@mariozechner/pi-agent-core";
+import type { StockQuote } from "../../types/market.js";
+declare const params: import("@sinclair/typebox").TObject<{
+    symbol: import("@sinclair/typebox").TString;
+}>;
+export declare const stockQuoteTool: AgentTool<typeof params, StockQuote>;
+export {};

package/dist/tools/market/stock-quote.js

@@ -0,0 +1,32 @@
+import { Type } from "@sinclair/typebox";
+import { getQuote } from "../../providers/yahoo-finance.js";
+const params = Type.Object({
+    symbol: Type.String({ description: "Stock ticker symbol (e.g. AAPL, MSFT, TSLA)" }),
+});
+export const stockQuoteTool = {
+    name: "get_stock_quote",
+    label: "Stock Quote",
+    description: "Get real-time stock price, volume, market cap, and 52-week range for a ticker symbol",
+    parameters: params,
+    async execute(toolCallId, args) {
+        const quote = await getQuote(args.symbol.toUpperCase());
+        const sign = quote.changePercent >= 0 ? "+" : "";
+        const text = [
+            `${quote.symbol}: $${quote.price.toFixed(2)} (${sign}${quote.changePercent.toFixed(2)}%)`,
+            `Open: $${quote.open.toFixed(2)} | High: $${quote.high.toFixed(2)} | Low: $${quote.low.toFixed(2)}`,
+            `Volume: ${quote.volume.toLocaleString()} | Market Cap: $${formatLargeNumber(quote.marketCap)}`,
+            `52W Range: $${quote.week52Low.toFixed(2)} - $${quote.week52High.toFixed(2)}`,
+        ].join("\n");
+        return { content: [{ type: "text", text }], details: quote };
+    },
+};
+function formatLargeNumber(n) {
+    if (n >= 1e12)
+        return `${(n / 1e12).toFixed(2)}T`;
+    if (n >= 1e9)
+        return `${(n / 1e9).toFixed(2)}B`;
+    if (n >= 1e6)
+        return `${(n / 1e6).toFixed(2)}M`;
+    return n.toLocaleString();
+}
+//# sourceMappingURL=stock-quote.js.map

package/dist/tools/market/stock-quote.js.map

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package/dist/tools/options/greeks.d.ts

@@ -0,0 +1,14 @@
+import type { Greeks } from "../../types/options.js";
+interface GreeksInput {
+    type: "call" | "put";
+    spot: number;
+    strike: number;
+    timeYears: number;
+    iv: number;
+    riskFreeRate: number;
+}
+/**
+ * Compute option Greeks using the Black-Scholes model.
+ */
+export declare function computeGreeks(input: GreeksInput): Greeks;
+export {};

package/dist/tools/options/greeks.js

@@ -0,0 +1,65 @@
+/**
+ * Compute option Greeks using the Black-Scholes model.
+ */
+export function computeGreeks(input) {
+    const { type, spot, strike, timeYears, iv, riskFreeRate: r } = input;
+    // At expiration: return intrinsic values
+    if (timeYears <= 0) {
+        const isCall = type === "call";
+        const itm = isCall ? spot >= strike : spot <= strike;
+        return {
+            delta: itm ? (isCall ? 1 : -1) : 0,
+            gamma: 0,
+            theta: 0,
+            vega: 0,
+            rho: 0,
+        };
+    }
+    const sqrtT = Math.sqrt(timeYears);
+    const d1 = (Math.log(spot / strike) + (r + (iv * iv) / 2) * timeYears) / (iv * sqrtT);
+    const d2 = d1 - iv * sqrtT;
+    const nd1 = cdf(d1);
+    const nd2 = cdf(d2);
+    const npd1 = pdf(d1);
+    const expRT = Math.exp(-r * timeYears);
+    if (type === "call") {
+        return {
+            delta: nd1,
+            gamma: npd1 / (spot * iv * sqrtT),
+            theta: (-(spot * npd1 * iv) / (2 * sqrtT) - r * strike * expRT * nd2) / 365,
+            vega: (spot * npd1 * sqrtT) / 100, // per 1% change in IV
+            rho: (strike * timeYears * expRT * nd2) / 100, // per 1% change in rate
+        };
+    }
+    else {
+        const nMinusD1 = cdf(-d1);
+        const nMinusD2 = cdf(-d2);
+        return {
+            delta: nd1 - 1,
+            gamma: npd1 / (spot * iv * sqrtT),
+            theta: (-(spot * npd1 * iv) / (2 * sqrtT) + r * strike * expRT * nMinusD2) / 365,
+            vega: (spot * npd1 * sqrtT) / 100,
+            rho: -(strike * timeYears * expRT * nMinusD2) / 100,
+        };
+    }
+}
+/** Standard normal cumulative distribution function */
+function cdf(x) {
+    // Abramowitz and Stegun approximation 26.2.17
+    const a1 = 0.254829592;
+    const a2 = -0.284496736;
+    const a3 = 1.421413741;
+    const a4 = -1.453152027;
+    const a5 = 1.061405429;
+    const p = 0.3275911;
+    const sign = x < 0 ? -1 : 1;
+    const absX = Math.abs(x);
+    const t = 1 / (1 + p * absX);
+    const y = 1 - ((((a5 * t + a4) * t + a3) * t + a2) * t + a1) * t * Math.exp(-absX * absX / 2);
+    return 0.5 * (1 + sign * y);
+}
+/** Standard normal probability density function */
+function pdf(x) {
+    return Math.exp(-0.5 * x * x) / Math.sqrt(2 * Math.PI);
+}
+//# sourceMappingURL=greeks.js.map

package/dist/tools/options/greeks.js.map

@@ -0,0 +1 @@
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package/dist/tools/options/option-chain.d.ts

@@ -0,0 +1,9 @@
+import type { AgentTool } from "@mariozechner/pi-agent-core";
+import type { OptionsChain } from "../../types/options.js";
+declare const params: import("@sinclair/typebox").TObject<{
+    symbol: import("@sinclair/typebox").TString;
+    expiration: import("@sinclair/typebox").TOptional<import("@sinclair/typebox").TString>;
+    type: import("@sinclair/typebox").TOptional<import("@sinclair/typebox").TUnion<[import("@sinclair/typebox").TLiteral<"call">, import("@sinclair/typebox").TLiteral<"put">, import("@sinclair/typebox").TLiteral<"CALL">, import("@sinclair/typebox").TLiteral<"PUT">]>>;
+}>;
+export declare const optionChainTool: AgentTool<typeof params, OptionsChain>;
+export {};

package/dist/tools/options/option-chain.js

@@ -0,0 +1,61 @@
+import { Type } from "@sinclair/typebox";
+import { getOptionsChain } from "../../providers/yahoo-finance.js";
+const params = Type.Object({
+    symbol: Type.String({ description: "Stock ticker symbol (e.g. AAPL, TSLA, SPY, MSFT)" }),
+    expiration: Type.Optional(Type.String({
+        description: "Expiration date as YYYY-MM-DD. If omitted, uses the nearest expiration.",
+    })),
+    type: Type.Optional(Type.Union([Type.Literal("call"), Type.Literal("put"), Type.Literal("CALL"), Type.Literal("PUT")], {
+        description: "Filter by option type. Omit for both calls and puts.",
+    })),
+});
+export const optionChainTool = {
+    name: "get_option_chain",
+    label: "Options Chain",
+    description: "Get the full options chain for a stock with strikes, bids, asks, volume, open interest, implied volatility, and computed Greeks (Delta, Gamma, Theta, Vega, Rho via Black-Scholes). No API key required.",
+    parameters: params,
+    async execute(toolCallId, args) {
+        const symbol = args.symbol.toUpperCase();
+        const normalizedType = args.type?.toLowerCase();
+        const expirationTs = args.expiration
+            ? Math.floor(new Date(args.expiration).getTime() / 1000)
+            : undefined;
+        const chain = await getOptionsChain(symbol, expirationTs);
+        const lines = [
+            `**${chain.symbol} Options Chain** — Expiry: ${chain.expirationDate}`,
+            `Underlying: $${chain.underlyingPrice.toFixed(2)}`,
+            `Available expirations: ${chain.expirationDates.slice(0, 6).join(", ")}${chain.expirationDates.length > 6 ? ` (+${chain.expirationDates.length - 6} more)` : ""}`,
+            "",
+        ];
+        const showCalls = !normalizedType || normalizedType === "call";
+        const showPuts = !normalizedType || normalizedType === "put";
+        if (showCalls && chain.calls.length > 0) {
+            lines.push(`**CALLS** (${chain.calls.length} contracts, volume: ${chain.totalCallVolume.toLocaleString()})`);
+            lines.push("Strike | Bid/Ask | Last | Vol | OI | IV | Delta | Theta");
+            const topCalls = sortByVolume(chain.calls).slice(0, 10);
+            for (const c of topCalls) {
+                lines.push(formatContract(c));
+            }
+            lines.push("");
+        }
+        if (showPuts && chain.puts.length > 0) {
+            lines.push(`**PUTS** (${chain.puts.length} contracts, volume: ${chain.totalPutVolume.toLocaleString()})`);
+            lines.push("Strike | Bid/Ask | Last | Vol | OI | IV | Delta | Theta");
+            const topPuts = sortByVolume(chain.puts).slice(0, 10);
+            for (const c of topPuts) {
+                lines.push(formatContract(c));
+            }
+            lines.push("");
+        }
+        lines.push(`Put/Call Ratio: ${chain.putCallRatio.toFixed(2)}`);
+        return { content: [{ type: "text", text: lines.join("\n") }], details: chain };
+    },
+};
+function sortByVolume(contracts) {
+    return [...contracts].sort((a, b) => b.volume - a.volume);
+}
+function formatContract(c) {
+    const itm = c.inTheMoney ? "*" : " ";
+    return `${itm}$${c.strike.toFixed(2)} | $${c.bid.toFixed(2)}/$${c.ask.toFixed(2)} | $${c.lastPrice.toFixed(2)} | ${c.volume} | ${c.openInterest} | ${(c.impliedVolatility * 100).toFixed(1)}% | ${c.greeks.delta.toFixed(3)} | ${c.greeks.theta.toFixed(3)}`;
+}
+//# sourceMappingURL=option-chain.js.map

package/dist/tools/options/option-chain.js.map

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package/dist/tools/portfolio/correlation.d.ts

@@ -0,0 +1,10 @@
+import type { AgentTool } from "@mariozechner/pi-agent-core";
+import type { OHLCV } from "../../types/market.js";
+export declare function computeCorrelation(returnsA: number[], returnsB: number[]): number;
+export declare function alignReturnsByDate(historiesBySymbol: Map<string, OHLCV[]>, minOverlap?: number): Map<string, number[]>;
+declare const params: import("@sinclair/typebox").TObject<{
+    symbols: import("@sinclair/typebox").TArray<import("@sinclair/typebox").TString>;
+    period: import("@sinclair/typebox").TOptional<import("@sinclair/typebox").TString>;
+}>;
+export declare const correlationTool: AgentTool<typeof params>;
+export {};

package/dist/tools/portfolio/correlation.js

@@ -0,0 +1,122 @@
+import { Type } from "@sinclair/typebox";
+import { getHistory } from "../../providers/yahoo-finance.js";
+import { computeDailyReturns } from "./risk-analysis.js";
+export function computeCorrelation(returnsA, returnsB) {
+    const n = Math.min(returnsA.length, returnsB.length);
+    if (n === 0)
+        return 0;
+    let sumA = 0, sumB = 0;
+    for (let i = 0; i < n; i++) {
+        sumA += returnsA[i];
+        sumB += returnsB[i];
+    }
+    const meanA = sumA / n;
+    const meanB = sumB / n;
+    let cov = 0, varA = 0, varB = 0;
+    for (let i = 0; i < n; i++) {
+        const dA = returnsA[i] - meanA;
+        const dB = returnsB[i] - meanB;
+        cov += dA * dB;
+        varA += dA * dA;
+        varB += dB * dB;
+    }
+    if (varA === 0 || varB === 0)
+        return 0;
+    return cov / Math.sqrt(varA * varB);
+}
+const DEFAULT_MIN_OVERLAP = 20;
+export function alignReturnsByDate(historiesBySymbol, minOverlap = DEFAULT_MIN_OVERLAP) {
+    // Build date → close price maps for each symbol
+    const priceByDate = new Map();
+    for (const [symbol, bars] of historiesBySymbol) {
+        const dateMap = new Map();
+        for (const bar of bars) {
+            dateMap.set(bar.date, bar.close);
+        }
+        priceByDate.set(symbol, dateMap);
+    }
+    // Find common dates across all symbols
+    const symbols = [...historiesBySymbol.keys()];
+    const firstDates = priceByDate.get(symbols[0]);
+    const commonDates = [...firstDates.keys()].filter((date) => symbols.every((s) => priceByDate.get(s).has(date))).sort();
+    if (commonDates.length < minOverlap) {
+        throw new Error(`Insufficient date overlap for correlation: ${commonDates.length} common dates (need ${minOverlap}+). Symbols may trade on different exchanges or have sparse history.`);
+    }
+    // Extract aligned close prices, then compute returns
+    const result = new Map();
+    for (const symbol of symbols) {
+        const dateMap = priceByDate.get(symbol);
+        const alignedCloses = commonDates.map((d) => dateMap.get(d));
+        result.set(symbol, computeDailyReturns(alignedCloses));
+    }
+    return result;
+}
+const params = Type.Object({
+    symbols: Type.Array(Type.String(), {
+        description: "Array of 2+ ticker symbols to compute correlation matrix (e.g. ['AAPL','MSFT','GOOGL'])",
+        minItems: 2,
+    }),
+    period: Type.Optional(Type.String({ description: "Historical period: 6mo, 1y, 2y. Default: 1y" })),
+});
+export const correlationTool = {
+    name: "analyze_correlation",
+    label: "Correlation Matrix",
+    description: "Compute pairwise return correlations between 2+ stocks. Identifies highly correlated positions (|r| > 0.7) as concentration risk. Useful for portfolio diversification analysis.",
+    parameters: params,
+    async execute(toolCallId, args) {
+        const symbols = args.symbols.map((s) => s.toUpperCase());
+        const period = args.period ?? "1y";
+        if (symbols.length < 2) {
+            throw new Error("Need at least 2 symbols for correlation analysis.");
+        }
+        // Fetch history for all symbols in parallel
+        const histories = await Promise.all(symbols.map((s) => getHistory(s, period, "1d")));
+        const historiesBySymbol = new Map();
+        for (let i = 0; i < symbols.length; i++) {
+            historiesBySymbol.set(symbols[i], histories[i]);
+        }
+        const returnsBySymbol = alignReturnsByDate(historiesBySymbol);
+        // Build correlation matrix
+        const matrix = {};
+        const warnings = [];
+        for (const a of symbols) {
+            matrix[a] = {};
+            for (const b of symbols) {
+                if (a === b) {
+                    matrix[a][b] = 1.0;
+                }
+                else if (matrix[b]?.[a] != null) {
+                    matrix[a][b] = matrix[b][a];
+                }
+                else {
+                    const r = computeCorrelation(returnsBySymbol.get(a), returnsBySymbol.get(b));
+                    matrix[a][b] = r;
+                    if (Math.abs(r) > 0.7 && a < b) {
+                        warnings.push(`${a}/${b}: r=${r.toFixed(2)} — high correlation, concentration risk`);
+                    }
+                }
+            }
+        }
+        // Format output
+        const header = `**Correlation Matrix** (${period} daily returns)`;
+        const colHeader = `${"".padEnd(8)} ${symbols.map((s) => s.padStart(8)).join("")}`;
+        const rows = symbols.map((a) => {
+            const cells = symbols.map((b) => matrix[a][b].toFixed(2).padStart(8));
+            return `${a.padEnd(8)} ${cells.join("")}`;
+        });
+        const lines = [header, "", colHeader, ...rows];
+        if (warnings.length > 0) {
+            lines.push("", "**Concentration Warnings:**");
+            for (const w of warnings)
+                lines.push(`  - ${w}`);
+        }
+        else {
+            lines.push("", "No high-correlation pairs detected. Portfolio appears diversified.");
+        }
+        return {
+            content: [{ type: "text", text: lines.join("\n") }],
+            details: { matrix, warnings },
+        };
+    },
+};
+//# sourceMappingURL=correlation.js.map

package/dist/tools/portfolio/correlation.js.map

@@ -0,0 +1 @@
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package/dist/tools/portfolio/predictions.d.ts

@@ -0,0 +1,49 @@
+import type { AgentTool } from "@mariozechner/pi-agent-core";
+export interface Prediction {
+    symbol: string;
+    direction: "bullish" | "bearish" | "neutral";
+    conviction: number;
+    entryPrice: number;
+    targetPrice?: number;
+    date: string;
+    expiresAt: string;
+    timeframeDays: number;
+}
+export interface PredictionCheckResult {
+    total: number;
+    open: number;
+    correct: number;
+    wrong: number;
+    hitRate: number;
+    weightedHitRate: number;
+    details: Array<{
+        symbol: string;
+        direction: string;
+        conviction: number;
+        entryPrice: number;
+        currentPrice: number;
+        pnlPercent: number;
+        correct: boolean;
+        status: "open" | "resolved";
+    }>;
+}
+export declare function recordPrediction(params: {
+    symbol: string;
+    direction: "bullish" | "bearish" | "neutral";
+    conviction: number;
+    entryPrice: number;
+    targetPrice?: number;
+    timeframeDays: number;
+}): Prediction;
+export declare function checkPredictions(predictions: Prediction[], currentPrices: Map<string, number>, now?: Date): PredictionCheckResult;
+declare const params: import("@sinclair/typebox").TObject<{
+    action: import("@sinclair/typebox").TUnion<[import("@sinclair/typebox").TLiteral<"record">, import("@sinclair/typebox").TLiteral<"check">]>;
+    symbol: import("@sinclair/typebox").TOptional<import("@sinclair/typebox").TString>;
+    direction: import("@sinclair/typebox").TOptional<import("@sinclair/typebox").TUnion<[import("@sinclair/typebox").TLiteral<"bullish">, import("@sinclair/typebox").TLiteral<"bearish">, import("@sinclair/typebox").TLiteral<"neutral">]>>;
+    conviction: import("@sinclair/typebox").TOptional<import("@sinclair/typebox").TNumber>;
+    entry_price: import("@sinclair/typebox").TOptional<import("@sinclair/typebox").TNumber>;
+    target_price: import("@sinclair/typebox").TOptional<import("@sinclair/typebox").TNumber>;
+    timeframe_days: import("@sinclair/typebox").TOptional<import("@sinclair/typebox").TNumber>;
+}>;
+export declare const predictionsTool: AgentTool<typeof params>;
+export {};