opencandle 0.11.1 → 0.13.0

package/src/analysts/contracts.ts

@@ -1,176 +0,0 @@
-import type { EvidenceRecord } from "../runtime/evidence.js";
-import type {
-  AnalystOutput,
-  AnalystSignal,
-  DebateOutput,
-  DebateSide,
-} from "../runtime/workflow-types.js";
-
-/** All analyst roles. */
-export type AnalystRole = "valuation" | "momentum" | "options" | "contrarian" | "risk";
-
-/**
- * Parse an LLM response into a structured AnalystOutput.
- * Falls back to raw text if parsing fails.
- */
-export function parseAnalystOutput(role: string, responseText: string): AnalystOutput {
-  const signal = extractSignal(responseText);
-  const conviction = extractConviction(responseText);
-  const thesis = extractThesis(responseText);
-
-  return {
-    role,
-    signal: signal ?? "HOLD",
-    conviction: conviction ?? 5,
-    thesis: thesis ?? "",
-    evidence: [],
-    rawText: responseText,
-  };
-}
-
-function extractSignal(text: string): AnalystSignal | null {
-  const match = text.match(/SIGNAL:\s*(BUY|HOLD|SELL)/i);
-  if (match) return match[1].toUpperCase() as AnalystSignal;
-  return null;
-}
-
-function extractConviction(text: string): number | null {
-  const match = text.match(/CONVICTION:\s*(\d+)/i);
-  if (match) {
-    const value = parseInt(match[1], 10);
-    if (value >= 1 && value <= 10) return value;
-  }
-  return null;
-}
-
-function extractThesis(text: string): string | null {
-  const match = text.match(/THESIS:\s*(.+)/i);
-  return match ? match[1].trim() : null;
-}
-
-/** Build a structured vote tally from analyst outputs. */
-export function tallyVotes(outputs: AnalystOutput[]): {
-  buy: number;
-  hold: number;
-  sell: number;
-  weightedConviction: number;
-  verdict: AnalystSignal;
-} {
-  let buy = 0;
-  let hold = 0;
-  let sell = 0;
-  let totalWeight = 0;
-  let weightedSum = 0;
-
-  for (const output of outputs) {
-    switch (output.signal) {
-      case "BUY":
-        buy++;
-        break;
-      case "HOLD":
-        hold++;
-        break;
-      case "SELL":
-        sell++;
-        break;
-    }
-    totalWeight += output.conviction;
-    const signalValue = output.signal === "BUY" ? 1 : output.signal === "SELL" ? -1 : 0;
-    weightedSum += signalValue * output.conviction;
-  }
-
-  const weightedConviction =
-    totalWeight > 0 ? Math.round((totalWeight / outputs.length) * 10) / 10 : 0;
-
-  let verdict: AnalystSignal;
-  if (weightedSum > 0) verdict = "BUY";
-  else if (weightedSum < 0) verdict = "SELL";
-  else verdict = "HOLD";
-
-  return { buy, hold, sell, weightedConviction, verdict };
-}
-
-/**
- * Parse an LLM debate response into a structured DebateOutput.
- * Eval/test helper only — not used in the live workflow path.
- */
-export function parseDebateOutput(side: DebateSide, responseText: string): DebateOutput {
-  // Detect skipped rebuttal
-  if (/^rebuttal skipped/i.test(responseText.trim())) {
-    return {
-      side,
-      thesis: "",
-      keyRisk: "",
-      concessions: [],
-      remainingConviction: 0,
-      evidence: [],
-      rawText: responseText,
-    };
-  }
-
-  const thesis = extractDebateThesis(side, responseText);
-  const keyRisk = extractKeyRisk(side, responseText);
-  const concessions = extractConcessions(responseText);
-  const remainingConviction = extractRemainingConviction(responseText);
-
-  return {
-    side,
-    thesis,
-    keyRisk,
-    concessions,
-    remainingConviction,
-    evidence: [],
-    rawText: responseText,
-  };
-}
-
-function extractDebateThesis(side: DebateSide, text: string): string {
-  const label = side === "bull" ? "BULL THESIS" : "BEAR THESIS";
-  const match = text.match(new RegExp(`${label}:\\s*(.+)`, "i"));
-  return match ? match[1].trim() : "";
-}
-
-function extractKeyRisk(side: DebateSide, text: string): string {
-  if (side === "bear") {
-    const match = text.match(/WHAT WOULD CHANGE MY MIND:\s*(.+)/i);
-    return match ? match[1].trim() : "";
-  }
-  const match = text.match(/KEY RISK(?:\s+TO THIS THESIS)?:\s*(.+)/i);
-  return match ? match[1].trim() : "";
-}
-
-function extractConcessions(text: string): string[] {
-  const match = text.match(/CONCESSIONS:\s*([\s\S]*?)(?=REMAINING CONVICTION:|$)/i);
-  if (!match) return [];
-  return match[1]
-    .split("\n")
-    .map((line) => line.replace(/^[-*•]\s*/, "").trim())
-    .filter(Boolean);
-}
-
-function extractRemainingConviction(text: string): number {
-  const match = text.match(/REMAINING CONVICTION:\s*(\d+)/i);
-  if (match) {
-    const value = parseInt(match[1], 10);
-    if (value >= 1 && value <= 10) return value;
-  }
-  return 0;
-}
-
-/**
- * Check whether analysts produced a BUY+SELL split.
- * Eval/test helper only — not used in the live workflow path.
- */
-export function isAnalystSplit(outputs: AnalystOutput[]): boolean {
-  const votes = tallyVotes(outputs);
-  return votes.buy > 0 && votes.sell > 0;
-}
-
-/** Collect all evidence from analyst outputs. */
-export function collectEvidence(outputs: AnalystOutput[]): EvidenceRecord[] {
-  const evidence: EvidenceRecord[] = [];
-  for (const output of outputs) {
-    evidence.push(...output.evidence);
-  }
-  return evidence;
-}

package/src/analysts/orchestrator.ts

@@ -1,244 +0,0 @@
-import type { WorkflowDefinition } from "../runtime/prompt-step.js";
-import { promptStep } from "../runtime/prompt-step.js";
-import type { AnalystOutput } from "../runtime/workflow-types.js";
-import { isAnalystSplit, tallyVotes } from "./contracts.js";
-
-export type AnalystRole = "valuation" | "momentum" | "options" | "contrarian" | "risk";
-
-const SYMBOL_CAPTURE = "(\\$?[A-Za-z]{1,5}(?:[./-][A-Za-z]{1,2})?)";
-const NORMALIZED_SYMBOL_PATTERN = /^[A-Z]{1,5}(?:[./-][A-Z]{1,2})?$/;
-
-const VOTING_INSTRUCTION = `
-
-End your analysis with this exact format:
-SIGNAL: BUY | HOLD | SELL
-CONVICTION: [1-10]
-THESIS: [one sentence summary of your position]`;
-
-const EXECUTION_GUARDRAILS = `
-Execution rules:
-- Reuse tool outputs that were already fetched earlier in the session. Do not call the same tool again for the same symbol unless you need a missing field.
-- If a required provider returns unavailable or missing data, stop that leg quickly, label the missing metrics as unavailable, and continue with the remaining evidence.
-- Do not retry the same failing fundamentals call multiple times.`;
-
-const ANALYST_PROMPTS: Record<AnalystRole, (symbol: string) => string> = {
-  valuation: (symbol) =>
-    `**[Valuation Analyst]** You are a Damodaran-style valuation analyst. Your approach: connect the company's narrative to numbers, then compute intrinsic value. Analyze ${symbol}:
-1. Start with get_company_overview for P/E, forward P/E, EPS, profit margin, and market cap.
-2. If overview data is available, use get_financials for revenue, income, and free cash flow trends across years.
-3. If financial statements are available, use get_earnings for EPS surprise patterns and growth trajectory.
-4. Only use compute_dcf once you have the inputs needed to estimate intrinsic value.
-Assess: What growth rate is the market implicitly pricing in? Is the current price above or below your intrinsic value range? Cite specific numbers with their source tool. Keep reasoning data-driven — every claim must reference a fetched number.${EXECUTION_GUARDRAILS}${VOTING_INSTRUCTION}`,
-
-  momentum: (symbol) =>
-    `**[Momentum Analyst]** You are a CAN SLIM-style momentum analyst. Price action and volume are your primary evidence. Analyze ${symbol}:
-1. Use get_stock_history with 1y range, then get_technical_indicators.
-2. Focus on: Is price making new highs or breaking down from a base? Is OBV rising (volume confirming) or diverging? Where is price relative to VWAP?
-3. Check RSI (overbought >70 / oversold <30) and MACD histogram direction.
-4. Identify key support/resistance from Bollinger Bands and SMA(20)/SMA(50).
-5. Use get_earnings to check if earnings are accelerating quarter over quarter.
-State specific price levels. A breakout on rising volume is bullish; a breakdown on high volume is bearish. No vague language — cite the numbers.${EXECUTION_GUARDRAILS}${VOTING_INSTRUCTION}`,
-
-  options: (symbol) =>
-    `**[Options Analyst]** You analyze what the derivatives market is pricing in. Analyze ${symbol}:
-1. Use get_option_chain to review the full chain with strikes, volume, open interest, IV, and Greeks.
-2. Compute the put/call ratio from volume data — above 1.0 is bearish bias, below 0.7 is bullish.
-3. Look for unusually high volume contracts (>3x average OI) that signal institutional positioning.
-4. Note the overall IV level — is it elevated (expecting a move) or compressed (quiet period)?
-5. Check if smart money is positioning via deep ITM or OTM options with high volume.
-What is the options market pricing in that the stock price alone doesn't show?${EXECUTION_GUARDRAILS}${VOTING_INSTRUCTION}`,
-
-  contrarian: (symbol) =>
-    `**[Contrarian Analyst]** You are a Burry-style contrarian. Your job is to find what the crowd is missing. Be terse and data-driven — cite concrete numbers like "FCF yield 14.7%" or "P/E 8.3x vs sector 22x." Analyze ${symbol}:
-1. Use get_fear_greed for overall market mood — extreme readings signal opportunity.
-2. Use get_reddit_sentiment on wallstreetbets and stocks — check the sentiment score. Extreme bullishness from retail is a warning; extreme bearishness may be opportunity.
-3. Cross-reference: Is sentiment overly bullish while fundamentals (revenue, margins, FCF) are deteriorating? Is everyone bearish while the numbers quietly improve?
-5. Reuse get_company_overview or other fundamentals already fetched earlier in the session if available. If fundamentals are unavailable, say so and base the contrarian view on sentiment and price only.
-Where is the consensus wrong? What is the market over-pricing or under-pricing?${EXECUTION_GUARDRAILS}${VOTING_INSTRUCTION}`,
-
-  risk: (symbol) =>
-    `**[Risk Manager]** You are the final check before capital is deployed. Your job is to quantify downside, not to have an opinion on direction. Analyze ${symbol}:
-1. Use analyze_risk to compute annualized volatility, Sharpe ratio, max drawdown, and VaR(95%).
-2. Position sizing: Using the 2% portfolio risk rule, compute max position size. Formula: position_size = (0.02 * portfolio_value) / (entry_price * stop_loss_pct). Assume $100K portfolio.
-3. Risk/reward: Is potential upside at least 2x the max drawdown? If not, the trade is unfavorable regardless of thesis.
-4. Correlation: If this is in a portfolio, would it add diversification or concentration risk?
-5. Scenario analysis: What is the max realistic downside in a 1-sigma and 2-sigma move?
-Be quantitative. Every assessment must include a number.${EXECUTION_GUARDRAILS}${VOTING_INSTRUCTION}`,
-};
-
-export function buildBullPrompt(symbol: string): string {
-  return `**[Bull Researcher]** You have received five analyst perspectives above for ${symbol}.
-Build the strongest possible case FOR this position.
-
-Rules:
-- Cite analyst outputs and underlying tool evidence where available.
-- Address any bearish signals (SELL votes, high VaR, negative sentiment) and explain why they are less concerning than they appear.
-- You may call up to 2 tools if you identify a specific gap in the existing evidence. State the gap before calling the tool.
-- Reuse data already fetched in the session.
-${EXECUTION_GUARDRAILS}
-
-End with this exact format:
-BULL THESIS: [2-3 sentences building the case for the position]
-KEY RISK TO THIS THESIS: [one sentence — the single thing that would invalidate your case]`;
-}
-
-export function buildBearPrompt(symbol: string): string {
-  return `**[Bear Researcher]** You have received five analyst perspectives and a bull case above for ${symbol}. Your job is to dismantle the bull thesis.
-
-Rules:
-- Attack the weakest assumptions in the bull case above.
-- Cite analyst outputs and underlying tool evidence where available.
-- If the bull case ignored negative data points, surface them.
-- You may call up to 2 tools if you identify a specific gap in the existing evidence. State the gap before calling the tool.
-- Reuse data already fetched in the session.
-${EXECUTION_GUARDRAILS}
-
-End with this exact format:
-BEAR THESIS: [2-3 sentences arguing against the position]
-WHAT WOULD CHANGE MY MIND: [one sentence — what data would make you concede to the bull]`;
-}
-
-export function buildRebuttalPrompt(symbol: string): string {
-  return `**[Bull Rebuttal]** First, check the five analyst SIGNAL: lines above for ${symbol} (each analyst ended with "SIGNAL: BUY", "SIGNAL: HOLD", or "SIGNAL: SELL").
-If there is NO case where at least one analyst said SIGNAL: BUY and at least one said SIGNAL: SELL, respond with ONLY:
-REBUTTAL SKIPPED — consensus reached.
-
-Otherwise, the bear raised specific concerns above. Address each one directly.
-
-Rules:
-- Concede any point where the bear is factually correct.
-- For points you rebut, cite specific data from the analysts above.
-- Do not repeat your original thesis — respond to the bear's NEW arguments.
-- No tool calls in the rebuttal. Work with existing evidence only.
-${EXECUTION_GUARDRAILS}
-
-End with this exact format:
-CONCESSIONS: [bullet list of points you concede]
-REMAINING CONVICTION: [1-10, where 10 = fully confident despite bear case]`;
-}
-
-export function buildAnalystVoteTallyBlock(outputs: AnalystOutput[]): string | null {
-  if (outputs.length < 2) return null;
-  const tally = tallyVotes(outputs);
-  const split = isAnalystSplit(outputs);
-  return `## Deterministic Analyst Vote Tally
-- Parsed analyst outputs: ${outputs.length}
-- BUY: ${tally.buy}
-- HOLD: ${tally.hold}
-- SELL: ${tally.sell}
-- Weighted average conviction: ${tally.weightedConviction}
-- Computed verdict: ${tally.verdict}
-- BUY+SELL split: ${split ? "yes" : "no"}`;
-}
-
-export function buildSynthesisPrompt(symbol: string): string {
-  // The runtime tally block is injected at dispatch time by
-  // SessionCoordinator.prepareWorkflowPrompt, where parsed analyst outputs
-  // exist; this builder runs at workflow-definition time and stays static.
-  return `**[Synthesis]** You have received five analyst signals with conviction scores for ${symbol}, a bull case arguing FOR the position, and a bear case arguing AGAINST.
-If a bull rebuttal with concessions appears above (not a line starting with "REBUTTAL SKIPPED"), treat the concessions as validated risks that must be addressed.
-
-Your job is NOT to average opinions. Your job is to RESOLVE THE DEBATE.
-
-1. **Vote Tally**: X BUY, Y HOLD, Z SELL — weighted average conviction
-2. **Verdict**: BUY, HOLD, or SELL
-3. **Debate winner**: Which side had the stronger argument, and why
-4. **Strongest counterpoint**: Address the losing side's best argument directly — explain why it's outweighed, or acknowledge it as a real risk
-5. **Reversal condition**: State the SPECIFIC, TESTABLE condition under which your verdict would reverse (the bear's "what would change my mind" or the bull's "key risk")
-6. **Key levels**: Entry, stop-loss, and target prices
-7. **Position sizing**: Based on risk manager's analysis
-
-Be direct and actionable. This is your final word on ${symbol}.
-
-End with this exact format:
-VERDICT: [BUY|HOLD|SELL]
-CONFIDENCE: [1-10]
-DEBATE WINNER: [BULL|BEAR]
-REVERSAL CONDITION: [specific, testable condition]`;
-}
-
-const VALIDATION_PROMPT_DEBATE = (symbol: string) =>
-  `**[Validation Check]** Review the complete analysis of ${symbol} above, including the debate. For each specific number cited by any analyst, bull, or bear researcher, verify it matches tool output data received in the session. Flag any inconsistencies. If a number was stated without being fetched first, call it out as UNVERIFIED.
-
-Additionally check:
-1. Did the bull/bear cite real numbers from analyst outputs (not hallucinated)?
-2. If a rebuttal occurred (not a line starting with "REBUTTAL SKIPPED"), are the concessions genuine (did the bull actually give ground on the bear's specific points)?
-3. Is the reversal condition specific and testable (not vague like "if macro deteriorates")?
-
-Output: VALIDATED if all checks pass, or list specific corrections needed.`;
-
-export function getInitialAnalysisPrompt(symbol: string): string {
-  return `Begin comprehensive analysis of ${symbol}. Start by getting the current stock quote.`;
-}
-
-export function buildComprehensiveAnalysisDefinition(symbol: string): WorkflowDefinition {
-  const roles: AnalystRole[] = ["valuation", "momentum", "options", "contrarian", "risk"];
-
-  const analystOutputs = roles.map((r) => `${r}_signal`);
-
-  const analystSteps = [
-    promptStep("initial_fetch", "Fetch initial quote data", getInitialAnalysisPrompt(symbol), {
-      expectedOutputs: ["quote"],
-    }),
-    ...roles.map((role) =>
-      promptStep(`analyst_${role}`, `${role} analysis`, ANALYST_PROMPTS[role](symbol), {
-        skippable: true,
-        requiredInputs: ["quote"],
-        expectedOutputs: [`${role}_signal`],
-      }),
-    ),
-  ];
-
-  return {
-    workflowType: "comprehensive_analysis",
-    steps: [
-      ...analystSteps,
-      promptStep("debate_bull", "Bull researcher case", buildBullPrompt(symbol), {
-        requiredInputs: analystOutputs,
-        expectedOutputs: ["bull_thesis"],
-      }),
-      promptStep("debate_bear", "Bear researcher case", buildBearPrompt(symbol), {
-        requiredInputs: [...analystOutputs, "bull_thesis"],
-        expectedOutputs: ["bear_thesis"],
-      }),
-      promptStep("debate_rebuttal", "Bull rebuttal (self-gating)", buildRebuttalPrompt(symbol), {
-        skippable: true,
-        requiredInputs: [...analystOutputs, "bull_thesis", "bear_thesis"],
-        expectedOutputs: ["rebuttal"],
-      }),
-      promptStep("synthesis", "Resolve the debate", buildSynthesisPrompt(symbol), {
-        requiredInputs: [...analystOutputs, "bull_thesis", "bear_thesis", "rebuttal"],
-        expectedOutputs: ["verdict"],
-      }),
-      promptStep("validation", "Validate cited numbers", VALIDATION_PROMPT_DEBATE(symbol), {
-        skippable: true,
-        requiredInputs: ["verdict"],
-        expectedOutputs: ["validation_result"],
-      }),
-    ],
-  };
-}
-
-export function isAnalysisRequest(input: string): { match: boolean; symbol?: string } {
-  const patterns = [
-    new RegExp(`^analyze\\s+${SYMBOL_CAPTURE}\\s*$`, "i"),
-    new RegExp(`^full\\s+analysis\\s+(?:of\\s+)?${SYMBOL_CAPTURE}\\s*$`, "i"),
-    new RegExp(`^deep\\s+dive\\s+(?:on\\s+)?${SYMBOL_CAPTURE}\\s*$`, "i"),
-  ];
-
-  for (const pattern of patterns) {
-    const match = input.match(pattern);
-    if (match) {
-      return { match: true, symbol: match[1].replace(/\$/g, "").toUpperCase() };
-    }
-  }
-
-  return { match: false };
-}
-
-export function normalizeSymbol(input: string): string | undefined {
-  const trimmed = input.trim();
-  if (!trimmed) return undefined;
-  const candidate = trimmed.replace(/\$/g, "").toUpperCase();
-  return NORMALIZED_SYMBOL_PATTERN.test(candidate) ? candidate : undefined;
-}