opencandle 0.11.1 → 0.13.0

package/src/tools/portfolio/daily-report.ts

@@ -1,107 +0,0 @@
-import type { AgentTool } from "@earendil-works/pi-agent-core";
-import { Type } from "@sinclair/typebox";
-import {
-  findDefaultWatchlistReportTemplate,
-  nextDailyReportRunAt,
-  recordDailyWatchlistReportRun,
-  targetsDefaultWatchlist,
-} from "../../market-state/daily-report.js";
-import { deliverPendingNotifications } from "../../market-state/notification-delivery.js";
-import { MarketStateService } from "../../market-state/service.js";
-import { initDefaultDatabase } from "../../memory/sqlite.js";
-
-const ACTION_DESCRIPTION = [
-  "One of: run, configure, history.",
-  "Use run to generate the daily watchlist report now.",
-  "Use configure to save schedule metadata such as timezone and local_time.",
-  "Use history to show prior report runs; do not use list or show_history.",
-].join(" ");
-
-const params = Type.Object({
-  action: Type.Union([Type.Literal("run"), Type.Literal("configure"), Type.Literal("history")], {
-    description: ACTION_DESCRIPTION,
-  }),
-  timezone: Type.Optional(
-    Type.String({ description: "IANA timezone for future scheduled morning reports" }),
-  ),
-  local_time: Type.Optional(
-    Type.String({ description: "Local time for future scheduled morning reports, HH:MM" }),
-  ),
-});
-
-export const dailyReportTool: AgentTool<typeof params> = {
-  name: "daily_watchlist_report",
-  label: "Daily Report",
-  description:
-    "Generate, configure, or show history for the local daily watchlist report. Actions are run, configure, and history. Reports can run manually and configured schedules run while an OpenCandle writer/monitor process is active.",
-  parameters: params,
-  async execute(_toolCallId, args) {
-    const db = initDefaultDatabase();
-    const service = new MarketStateService(db);
-
-    try {
-      if (args.action === "configure") {
-        const templateParams = {
-          name: "Morning watchlist",
-          reportType: "watchlist_daily",
-          cadence: "daily",
-          timezone: args.timezone ?? Intl.DateTimeFormat().resolvedOptions().timeZone,
-          localTime: args.local_time ?? "08:00",
-          config: { targets: { default_watchlist: true } },
-          enabled: true,
-        };
-        const nextRunAt = nextDailyReportRunAt(templateParams.timezone, templateParams.localTime);
-        const existing = service
-          .listReportTemplates()
-          .find(
-            (template) =>
-              template.reportType === "watchlist_daily" &&
-              targetsDefaultWatchlist(template.configJson),
-          );
-        const template = existing
-          ? service.updateReportTemplate(existing.id, { ...templateParams, nextRunAt })
-          : service.createReportTemplate({ ...templateParams, nextRunAt });
-        return {
-          content: [
-            {
-              type: "text",
-              text: `Configured daily watchlist report for ${template.localTime} ${template.timezone}.`,
-            },
-          ],
-          details: template,
-        };
-      }
-
-      if (args.action === "history") {
-        const runs = service.listReportRuns();
-        if (runs.length === 0) {
-          return { content: [{ type: "text", text: "No daily report runs yet." }], details: [] };
-        }
-        const lines = ["**Daily Report History**", ""];
-        for (const run of runs.slice(0, 10)) {
-          lines.push(`  ${run.startedAt}: ${run.status}`);
-        }
-        return { content: [{ type: "text", text: lines.join("\n") }], details: runs };
-      }
-
-      // Manual runs link to the configured schedule when one exists but never
-      // create a template as a side effect — generation must not imply a
-      // schedule the user did not set up.
-      const template = findDefaultWatchlistReportTemplate(service);
-      const { report, run } = await recordDailyWatchlistReportRun(service, {
-        templateId: template?.id ?? null,
-        triggerType: "manual",
-      });
-      await deliverPendingNotifications(service);
-      const text = template
-        ? report.text
-        : `${report.text}\n\n(Unscheduled manual run — use the configure action to set up a morning report that runs while OpenCandle is open.)`;
-      return {
-        content: [{ type: "text", text }],
-        details: run,
-      };
-    } finally {
-      db.close();
-    }
-  },
-};

package/src/tools/portfolio/holdings-overlap.ts

@@ -1,139 +0,0 @@
-import type { AgentTool } from "@earendil-works/pi-agent-core";
-import { Type } from "@sinclair/typebox";
-import { wrapProvider } from "../../providers/wrap-provider.js";
-import { getFundHoldings } from "../../providers/yahoo-finance.js";
-import type {
-  FundHolding,
-  FundHoldings,
-  FundHoldingsOverlap,
-  FundOverlapPair,
-  SharedFundHolding,
-} from "../../types/portfolio.js";
-
-const params = Type.Object({
-  symbols: Type.Array(Type.String(), {
-    description:
-      "Array of 2+ ETF or fund ticker symbols to compare holdings overlap, e.g. ['VOO','QQQ']",
-    minItems: 2,
-  }),
-});
-
-export const holdingsOverlapTool: AgentTool<typeof params, FundHoldingsOverlap | null> = {
-  name: "analyze_holdings_overlap",
-  label: "ETF Holdings Overlap",
-  description:
-    "Fetch top fund/ETF holdings and compute pairwise overlap by weight. Useful for ETF diversification and hidden concentration checks.",
-  parameters: params,
-  async execute(_toolCallId, args) {
-    const symbols = [...new Set(args.symbols.map((symbol) => symbol.toUpperCase()))];
-    if (symbols.length < 2) {
-      throw new Error("Need at least 2 symbols for holdings overlap analysis.");
-    }
-
-    const results = await Promise.all(
-      symbols.map(async (symbol) => ({
-        symbol,
-        result: await wrapProvider("yahoo", () => getFundHoldings(symbol)),
-      })),
-    );
-    const unavailable = results.flatMap((entry) =>
-      entry.result.status === "unavailable"
-        ? [{ symbol: entry.symbol, reason: entry.result.reason }]
-        : [],
-    );
-    if (unavailable.length > 0) {
-      const missing = unavailable.map((entry) => `${entry.symbol}: ${entry.reason}`).join("; ");
-      return {
-        content: [
-          {
-            type: "text",
-            text: `⚠ Holdings overlap unavailable for one or more funds (${missing}).`,
-          },
-        ],
-        details: null,
-      };
-    }
-
-    const funds = results.flatMap((entry) =>
-      entry.result.status === "ok" ? [entry.result.data] : [],
-    );
-    const overlap = computeHoldingsOverlap(funds);
-    return {
-      content: [{ type: "text", text: formatOverlap(overlap) }],
-      details: overlap,
-    };
-  },
-};
-
-export function computeHoldingsOverlap(funds: FundHoldings[]): FundHoldingsOverlap {
-  const pairs: FundOverlapPair[] = [];
-  for (let i = 0; i < funds.length; i += 1) {
-    for (let j = i + 1; j < funds.length; j += 1) {
-      pairs.push(computePairOverlap(funds[i], funds[j]));
-    }
-  }
-  return { funds, pairs };
-}
-
-function computePairOverlap(a: FundHoldings, b: FundHoldings): FundOverlapPair {
-  const aBySymbol = new Map(a.holdings.map((holding) => [holding.symbol, holding]));
-  const sharedHoldings: SharedFundHolding[] = [];
-  for (const bHolding of b.holdings) {
-    const aHolding = aBySymbol.get(bHolding.symbol);
-    if (!aHolding) continue;
-    const overlapWeight = roundWeight(Math.min(aHolding.weight, bHolding.weight));
-    sharedHoldings.push({
-      symbol: bHolding.symbol,
-      name: commonHoldingName(aHolding, bHolding),
-      weights: {
-        [a.symbol]: aHolding.weight,
-        [b.symbol]: bHolding.weight,
-      },
-      overlapWeight,
-    });
-  }
-  sharedHoldings.sort((left, right) => right.overlapWeight - left.overlapWeight);
-  return {
-    symbols: [a.symbol, b.symbol],
-    overlapWeight: roundWeight(
-      sharedHoldings.reduce((sum, holding) => sum + holding.overlapWeight, 0),
-    ),
-    sharedHoldings,
-  };
-}
-
-function formatOverlap(overlap: FundHoldingsOverlap): string {
-  const lines: string[] = ["**ETF/Fund Holdings Overlap**", ""];
-  for (const pair of overlap.pairs) {
-    lines.push(`${pair.symbols.join("/")} holdings overlap: ${formatPercent(pair.overlapWeight)}`);
-    const topShared = pair.sharedHoldings.slice(0, 5);
-    if (topShared.length > 0) {
-      lines.push(
-        `Top shared holdings: ${topShared
-          .map((holding) => `${holding.symbol} (${formatPercent(holding.overlapWeight)} overlap)`)
-          .join(", ")}`,
-      );
-    } else {
-      lines.push("No shared top holdings found in provider coverage.");
-    }
-    lines.push("");
-  }
-  lines.push(
-    "Provider note: overlap uses provider top-holdings coverage, not full portfolio look-through unless the provider returns all holdings.",
-  );
-  return lines.join("\n").trimEnd();
-}
-
-function commonHoldingName(a: FundHolding, b: FundHolding): string {
-  if (a.name && a.name !== a.symbol) return a.name;
-  if (b.name && b.name !== b.symbol) return b.name;
-  return a.symbol;
-}
-
-function formatPercent(value: number): string {
-  return `${(value * 100).toFixed(1)}%`;
-}
-
-function roundWeight(value: number): number {
-  return Math.round(value * 10_000) / 10_000;
-}

package/src/tools/portfolio/notifications.ts

@@ -1,45 +0,0 @@
-import type { AgentTool } from "@earendil-works/pi-agent-core";
-import { Type } from "@sinclair/typebox";
-import { MarketStateService } from "../../market-state/service.js";
-import { initDefaultDatabase } from "../../memory/sqlite.js";
-
-const params = Type.Object({
-  action: Type.Union([Type.Literal("list"), Type.Literal("acknowledge")], {
-    description: "One of: list, acknowledge. Use acknowledge with id to mark a notification read.",
-  }),
-  id: Type.Optional(Type.Number({ description: "Notification id for acknowledge." })),
-});
-
-export const notificationsTool: AgentTool<typeof params> = {
-  name: "manage_notifications",
-  label: "Notifications",
-  description:
-    "List durable OpenCandle notifications or acknowledge a notification by id. Use this for alert and report notification history.",
-  parameters: params,
-  async execute(_toolCallId, args) {
-    const db = initDefaultDatabase();
-    const service = new MarketStateService(db);
-    try {
-      if (args.action === "acknowledge") {
-        if (args.id == null) throw new Error("id is required for acknowledge.");
-        const notification = service.acknowledgeNotificationEvent(args.id);
-        return {
-          content: [{ type: "text", text: `Acknowledged notification #${notification.id}.` }],
-          details: notification,
-        };
-      }
-
-      const notifications = service.listNotificationEvents();
-      if (notifications.length === 0) {
-        return { content: [{ type: "text", text: "No notifications yet." }], details: [] };
-      }
-      const lines = ["**Notifications**", ""];
-      for (const notification of notifications.slice(0, 20)) {
-        lines.push(`  #${notification.id} [${notification.status}] ${notification.title}`);
-      }
-      return { content: [{ type: "text", text: lines.join("\n") }], details: notifications };
-    } finally {
-      db.close();
-    }
-  },
-};

package/src/tools/portfolio/risk-analysis.ts

@@ -1,173 +0,0 @@
-import type { AgentTool } from "@earendil-works/pi-agent-core";
-import { Type } from "@sinclair/typebox";
-import { wrapProvider } from "../../providers/wrap-provider.js";
-import { getHistory } from "../../providers/yahoo-finance.js";
-import type { RiskMetrics } from "../../types/portfolio.js";
-
-const RISK_PERIODS = ["6mo", "1y", "2y"] as const;
-
-const params = Type.Object({
-  symbol: Type.String({ description: "Stock ticker symbol (e.g. AAPL, MSFT, SPY)" }),
-  period: Type.Optional(
-    Type.Union(
-      RISK_PERIODS.map((period) => Type.Literal(period)),
-      {
-        description: "Historical period for analysis: 6mo, 1y, 2y. Default: 1y",
-      },
-    ),
-  ),
-});
-
-export const riskAnalysisTool: AgentTool<typeof params, RiskMetrics> = {
-  name: "analyze_risk",
-  label: "Risk Analysis",
-  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.",
-  parameters: params,
-  async execute(_toolCallId, args) {
-    const symbol = args.symbol.toUpperCase();
-    const period = args.period ?? "1y";
-    const result = await wrapProvider("yahoo", () => getHistory(symbol, period, "1d"));
-    if (result.status === "unavailable") {
-      return {
-        content: [
-          { type: "text", text: `⚠ Risk analysis unavailable for ${symbol} (${result.reason}).` },
-        ],
-        details: null as any,
-      };
-    }
-    const bars = result.data;
-    const closes = bars.map((b) => b.close);
-
-    if (closes.length < 30) {
-      return {
-        content: [
-          {
-            type: "text",
-            text: `Insufficient data for risk analysis (need 30+ days, got ${closes.length})`,
-          },
-        ],
-        details: null as any,
-      };
-    }
-
-    let metrics: RiskMetrics;
-    try {
-      metrics = computeRiskMetrics(symbol, closes);
-    } catch (error) {
-      if (error instanceof Error && error.message === "insufficient usable price history") {
-        return {
-          content: [
-            {
-              type: "text",
-              text: `Insufficient data for risk analysis (no usable price returns after filtering invalid closes)`,
-            },
-          ],
-          details: null as any,
-        };
-      }
-      throw error;
-    }
-
-    const text = [
-      `**${symbol} Risk Analysis** (${bars[0].date} to ${bars[bars.length - 1].date}, ${closes.length} days)`,
-      ``,
-      `Annualized Return: ${(metrics.annualizedReturn * 100).toFixed(2)}%`,
-      `Annualized Volatility: ${(metrics.annualizedVolatility * 100).toFixed(2)}%`,
-      `Sharpe Ratio: ${metrics.sharpeRatio.toFixed(2)} ${sharpeLabel(metrics.sharpeRatio)}`,
-      `Max Drawdown: ${(metrics.maxDrawdown * 100).toFixed(2)}%`,
-      `Value at Risk (95%, daily): ${(metrics.var95 * 100).toFixed(2)}%`,
-      ``,
-      riskSummary(metrics),
-    ].join("\n");
-
-    return { content: [{ type: "text", text }], details: metrics };
-  },
-};
-
-export function computeRiskMetrics(symbol: string, closes: number[]): RiskMetrics {
-  const dailyReturns = computeDailyReturns(closes);
-  if (dailyReturns.length === 0) {
-    throw new Error("insufficient usable price history");
-  }
-  const avgDailyReturn = mean(dailyReturns);
-  const dailyVol = stddev(dailyReturns);
-
-  const annualizedReturn = avgDailyReturn * 252;
-  const annualizedVolatility = dailyVol * Math.sqrt(252);
-
-  // Sharpe ratio (assuming 5% risk-free rate)
-  const riskFreeDaily = 0.05 / 252;
-  const sharpeRatio =
-    dailyVol === 0 ? 0 : ((avgDailyReturn - riskFreeDaily) / dailyVol) * Math.sqrt(252);
-
-  const maxDrawdown = computeMaxDrawdown(closes);
-  const var95 = computeVaR(dailyReturns, 0.05);
-
-  return {
-    symbol,
-    annualizedReturn,
-    annualizedVolatility,
-    sharpeRatio,
-    maxDrawdown,
-    var95,
-  };
-}
-
-export function computeDailyReturns(prices: number[]): number[] {
-  const returns: number[] = [];
-  for (let i = 1; i < prices.length; i++) {
-    if (prices[i - 1] <= 0) continue;
-    returns.push((prices[i] - prices[i - 1]) / prices[i - 1]);
-  }
-  return returns;
-}
-
-export function computeMaxDrawdown(prices: number[]): number {
-  let peak = 0;
-  let maxDd = 0;
-  for (const price of prices) {
-    if (price <= 0 && peak <= 0) continue;
-    if (price > peak) peak = price;
-    if (peak <= 0) continue;
-    const dd = (peak - price) / peak;
-    if (dd > maxDd) maxDd = dd;
-  }
-  return maxDd;
-}
-
-export function computeVaR(returns: number[], confidence: number): number {
-  if (returns.length === 0) {
-    throw new Error("insufficient usable price history");
-  }
-  const sorted = [...returns].sort((a, b) => a - b);
-  const idx = Math.floor(sorted.length * confidence);
-  return Math.abs(sorted[idx]);
-}
-
-function mean(arr: number[]): number {
-  return arr.reduce((a, b) => a + b, 0) / arr.length;
-}
-
-function stddev(arr: number[]): number {
-  const m = mean(arr);
-  const variance = arr.reduce((sum, val) => sum + (val - m) ** 2, 0) / arr.length;
-  return Math.sqrt(variance);
-}
-
-function sharpeLabel(s: number): string {
-  if (s >= 2) return "(Excellent)";
-  if (s >= 1) return "(Good)";
-  if (s >= 0) return "(Below average)";
-  return "(Negative — losing money)";
-}
-
-function riskSummary(m: RiskMetrics): string {
-  const signals: string[] = [];
-  if (m.annualizedVolatility > 0.4) signals.push("High volatility stock");
-  if (m.maxDrawdown > 0.3) signals.push("Large historical drawdown (>30%)");
-  if (m.sharpeRatio < 0) signals.push("Negative risk-adjusted returns");
-  if (m.sharpeRatio >= 1.5) signals.push("Strong risk-adjusted performance");
-  if (m.var95 > 0.03) signals.push("High daily VaR (>3%)");
-  return signals.length > 0 ? `Flags: ${signals.join(" | ")}` : "Risk profile appears moderate";
-}