opencandle 0.11.1 → 0.13.0

package/src/tools/technical/backtest.ts

@@ -1,336 +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 { OHLCV } from "../../types/market.js";
-import { computeRSI, computeSMA } from "./indicators.js";
-
-export type Strategy = "sma_crossover" | "sma_50_200_crossover" | "rsi_mean_reversion";
-
-/** Flat per-side transaction cost assumption, in basis points. */
-export const DEFAULT_COST_BPS = 5;
-
-/** What this simulator deliberately does not model. Rendered in tool output. */
-export const BACKTEST_LIMITATIONS = [
-  "Fills are simulated at the next bar's open after a signal; intrabar moves and gaps beyond that open are not modeled",
-  "Only a flat per-side cost is applied — no slippage model, spreads, or market impact",
-  "Dividends, taxes, and financing costs are excluded",
-  "Liquidity is assumed unlimited at the fill price",
-];
-
-export interface BacktestOptions {
-  /** Flat per-side cost in basis points applied to every fill. */
-  costBps?: number;
-}
-
-export interface BacktestTrade {
-  type: "buy" | "sell";
-  date: string;
-  price: number;
-  pnl?: number;
-  forced?: boolean;
-}
-
-export interface BacktestResult {
-  strategy: string;
-  totalReturn: number;
-  buyAndHoldReturn: number;
-  trades: number;
-  forcedClosures: number;
-  wins: number;
-  winRate: number;
-  maxDrawdown: number;
-  costBpsPerSide: number;
-  /** Signal generated on the final bar that has no next open to fill at. */
-  pendingSignal: { type: "buy" | "sell"; date: string } | null;
-  tradeLog: BacktestTrade[];
-}
-
-type Signal = "enter" | "exit" | null;
-
-export function runBacktest(
-  bars: OHLCV[],
-  strategy: Strategy,
-  options?: BacktestOptions,
-): BacktestResult {
-  const closes = bars.map((b) => b.close);
-  const costBps = options?.costBps ?? DEFAULT_COST_BPS;
-
-  if (strategy === "sma_crossover" || strategy === "sma_50_200_crossover") {
-    const [shortWindow, longWindow] = strategy === "sma_crossover" ? [20, 50] : [50, 200];
-    const shortSma = computeSMA(closes, shortWindow);
-    const longSma = computeSMA(closes, longWindow);
-    if (longSma.length === 0) {
-      return emptyResult(strategy, closes, costBps);
-    }
-    const signalAt = (barIdx: number): Signal => {
-      const sShort = shortSma[barIdx - (shortWindow - 1)];
-      const sLong = longSma[barIdx - (longWindow - 1)];
-      if (sShort > sLong) return "enter";
-      if (sShort < sLong) return "exit";
-      return null;
-    };
-    return simulate(bars, closes, signalAt, longWindow - 1, strategy, costBps);
-  }
-
-  const rsi = computeRSI(closes, 14);
-  if (rsi.length === 0) {
-    return emptyResult("rsi_mean_reversion", closes, costBps);
-  }
-  const rsiOffset = 14;
-  const signalAt = (barIdx: number): Signal => {
-    const r = rsi[barIdx - rsiOffset];
-    if (r < 30) return "enter";
-    if (r > 70) return "exit";
-    return null;
-  };
-  return simulate(bars, closes, signalAt, rsiOffset, "rsi_mean_reversion", costBps);
-}
-
-// Shared fill engine: a signal computed from bar N's close fills at bar N+1's
-// open (no same-bar lookahead), with a flat per-side cost on every fill. A
-// signal on the final bar is reported as pending instead of a phantom trade.
-function simulate(
-  bars: OHLCV[],
-  closes: number[],
-  signalAt: (barIdx: number) => Signal,
-  startIdx: number,
-  strategyName: Strategy,
-  costBps: number,
-): BacktestResult {
-  const cost = costBps / 10_000;
-  let position = false;
-  let entryFill = 0;
-  let pendingAction: Signal = null;
-  let pendingSignal: BacktestResult["pendingSignal"] = null;
-  const tradeLog: BacktestResult["tradeLog"] = [];
-  let equity = 1.0;
-  let peak = 1.0;
-  let maxDd = 0;
-
-  for (let i = startIdx; i < bars.length; i++) {
-    // Execute the previous bar's signal at this bar's open.
-    if (pendingAction === "enter" && !position) {
-      const fillPrice = bars[i].open;
-      if (fillPrice > 0) {
-        position = true;
-        entryFill = fillPrice * (1 + cost);
-        tradeLog.push({ type: "buy", date: bars[i].date, price: fillPrice });
-      }
-    } else if (pendingAction === "exit" && position) {
-      const fillPrice = bars[i].open;
-      if (fillPrice > 0 && entryFill > 0) {
-        const pnl = (fillPrice * (1 - cost) - entryFill) / entryFill;
-        equity *= 1 + pnl;
-        tradeLog.push({ type: "sell", date: bars[i].date, price: fillPrice, pnl });
-        position = false;
-      }
-    }
-    pendingAction = null;
-
-    // Evaluate the signal at this bar's close.
-    const signal = signalAt(i);
-    if ((signal === "enter" && !position) || (signal === "exit" && position)) {
-      if (i + 1 >= bars.length) {
-        pendingSignal = { type: signal === "enter" ? "buy" : "sell", date: bars[i].date };
-      } else {
-        pendingAction = signal;
-      }
-    }
-
-    // Track mark-to-market equity for accurate drawdown.
-    const price = closes[i];
-    const currentEquity =
-      position && entryFill > 0 && price > 0
-        ? equity * (1 + (price - entryFill) / entryFill)
-        : equity;
-    if (currentEquity > peak) peak = currentEquity;
-    const dd = (peak - currentEquity) / peak;
-    if (dd > maxDd) maxDd = dd;
-  }
-
-  // Close any open position at the final close for reporting.
-  if (position && entryFill > 0) {
-    const lastPrice = closes[closes.length - 1];
-    if (lastPrice > 0) {
-      const pnl = (lastPrice * (1 - cost) - entryFill) / entryFill;
-      equity *= 1 + pnl;
-      tradeLog.push({
-        type: "sell",
-        date: bars[bars.length - 1].date,
-        price: lastPrice,
-        pnl,
-        forced: true,
-      });
-    }
-  }
-
-  return buildResult(strategyName, equity - 1, closes, tradeLog, maxDd, costBps, pendingSignal);
-}
-
-function buildResult(
-  strategy: string,
-  totalReturn: number,
-  closes: number[],
-  tradeLog: BacktestResult["tradeLog"],
-  maxDrawdown: number,
-  costBpsPerSide: number,
-  pendingSignal: BacktestResult["pendingSignal"],
-): BacktestResult {
-  const sellTrades = tradeLog.filter(
-    (t): t is BacktestTrade & { type: "sell"; pnl: number } =>
-      t.type === "sell" && t.pnl != null && !t.forced,
-  );
-  const forcedClosures = tradeLog.filter((t) => t.type === "sell" && t.forced).length;
-  const wins = sellTrades.filter((t) => t.pnl > 0).length;
-  const buyAndHoldReturn =
-    closes.length > 1 && closes[0] > 0 ? (closes[closes.length - 1] - closes[0]) / closes[0] : 0;
-
-  return {
-    strategy,
-    totalReturn,
-    buyAndHoldReturn,
-    trades: sellTrades.length,
-    forcedClosures,
-    wins,
-    winRate: sellTrades.length > 0 ? wins / sellTrades.length : 0,
-    maxDrawdown,
-    costBpsPerSide,
-    pendingSignal,
-    tradeLog,
-  };
-}
-
-function emptyResult(strategy: string, closes: number[], costBpsPerSide: number): BacktestResult {
-  return {
-    strategy,
-    totalReturn: 0,
-    buyAndHoldReturn:
-      closes.length > 1 && closes[0] > 0 ? (closes[closes.length - 1] - closes[0]) / closes[0] : 0,
-    trades: 0,
-    forcedClosures: 0,
-    wins: 0,
-    winRate: 0,
-    maxDrawdown: 0,
-    costBpsPerSide,
-    pendingSignal: null,
-    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("sma_50_200_crossover"),
-      Type.Literal("rsi_mean_reversion"),
-    ],
-    {
-      description:
-        "Strategy: sma_crossover (buy when SMA20 > SMA50, sell on reverse), sma_50_200_crossover (buy when SMA50 > SMA200, sell on reverse), or rsi_mean_reversion (buy when RSI < 30, sell when RSI > 70)",
-    },
-  ),
-  period: Type.Optional(
-    Type.Union([Type.Literal("1y"), Type.Literal("2y"), Type.Literal("5y")], {
-      description: "Historical period to backtest: 1y, 2y, 5y. Default: 2y",
-    }),
-  ),
-  cost_bps: Type.Optional(
-    Type.Number({
-      minimum: 0,
-      maximum: 100,
-      description: `Flat per-side transaction cost in basis points applied to every fill. Default: ${DEFAULT_COST_BPS}`,
-    }),
-  ),
-});
-
-export const backtestTool: AgentTool<typeof params> = {
-  name: "backtest_strategy",
-  label: "Backtest Strategy",
-  description:
-    "Replay a simple trading strategy against historical daily bars. Signals fill at the next bar's open with a flat per-side cost assumption; dividends, taxes, slippage beyond that cost, and liquidity are not modeled. Supported strategies: SMA crossover (SMA20/SMA50), standard long-term SMA crossover (SMA50/SMA200), 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 historyResult = await wrapProvider("yahoo", () => getHistory(symbol, period, "1d"));
-    if (historyResult.status === "unavailable") {
-      return {
-        content: [
-          { type: "text", text: `⚠ Backtest unavailable for ${symbol} (${historyResult.reason}).` },
-        ],
-        details: null as any,
-      };
-    }
-    const bars = historyResult.data;
-
-    const minBars = requiredBarsForStrategy(args.strategy);
-    if (bars.length < minBars) {
-      return {
-        content: [
-          {
-            type: "text",
-            text: `Insufficient data for backtesting ${symbol} (need ${minBars}+ days, got ${bars.length})`,
-          },
-        ],
-        details: null,
-      };
-    }
-
-    const costBps = args.cost_bps ?? DEFAULT_COST_BPS;
-    const result = runBacktest(bars, args.strategy, { costBps });
-
-    const outperformance = result.totalReturn - result.buyAndHoldReturn;
-    const lines = [
-      `**${symbol} Backtest: ${strategyLabel(args.strategy)}** (${bars[0].date} to ${bars[bars.length - 1].date}, ${bars.length} days)`,
-      ``,
-      `Strategy Return (net of costs): ${(result.totalReturn * 100).toFixed(2)}%`,
-      `Buy & Hold Return (gross): ${(result.buyAndHoldReturn * 100).toFixed(2)}%`,
-      `Outperformance: ${outperformance >= 0 ? "+" : ""}${(outperformance * 100).toFixed(2)}%`,
-      ``,
-      `Signal Trades: ${result.trades} | Forced Closures: ${result.forcedClosures} | Wins: ${result.wins} | Win Rate: ${(result.winRate * 100).toFixed(0)}%`,
-      `Max Drawdown: ${(result.maxDrawdown * 100).toFixed(2)}%`,
-      ``,
-      `Execution assumptions: signals fill at the next bar's open with a flat cost of ${costBps} bps per side.`,
-      ...(result.pendingSignal
-        ? [
-            `Note: a ${result.pendingSignal.type} signal fired on the final bar (${result.pendingSignal.date}) and is pending — it has no next open to fill at and is not counted as a signal trade.`,
-          ]
-        : []),
-      ...(result.forcedClosures > 0
-        ? [
-            `Note: ${result.forcedClosures} open position${result.forcedClosures === 1 ? " was" : "s were"} liquidated at the final close for return reporting; forced closures are not counted as signal trades.`,
-          ]
-        : []),
-      ``,
-      result.totalReturn > result.buyAndHoldReturn
-        ? `In this simulation the strategy outperformed buy-and-hold by ${(outperformance * 100).toFixed(2)}%.`
-        : `In this simulation buy-and-hold outperformed the strategy by ${(-outperformance * 100).toFixed(2)}%.`,
-      ``,
-      `Limitations — this is a strategy replay, not an execution simulation:`,
-      ...BACKTEST_LIMITATIONS.map((limit) => `- ${limit}`),
-    ];
-
-    return {
-      content: [{ type: "text", text: lines.join("\n") }],
-      details: result,
-    };
-  },
-};
-
-function requiredBarsForStrategy(strategy: Strategy): number {
-  if (strategy === "sma_50_200_crossover") return 200;
-  return 60;
-}
-
-function strategyLabel(strategy: Strategy): string {
-  switch (strategy) {
-    case "sma_crossover":
-      return "SMA 20/50 Crossover";
-    case "sma_50_200_crossover":
-      return "SMA 50/200 Crossover";
-    case "rsi_mean_reversion":
-      return "RSI Mean Reversion";
-  }
-}

package/src/tools/technical/indicators.ts

@@ -1,281 +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 { OHLCV } from "../../types/market.js";
-
-// --- Volume-based indicators ---
-
-export function computeOBV(bars: OHLCV[]): number[] {
-  const obv: number[] = [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: OHLCV[]): number[] {
-  const vwap: number[] = [];
-  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: AgentTool<typeof params> = {
-  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 result = await wrapProvider("yahoo", () => getHistory(symbol, range, "1d"));
-    if (result.status === "unavailable") {
-      return {
-        content: [
-          {
-            type: "text",
-            text: `⚠ Technical indicators unavailable for ${symbol} (${result.reason}).`,
-          },
-        ],
-        details: null as any,
-      };
-    }
-    const bars = result.data;
-    const closes = bars.map((b) => b.close);
-
-    if (closes.length < 26) {
-      return {
-        content: [
-          {
-            type: "text",
-            text: `Insufficient data for ${symbol} (need 26+ bars, got ${closes.length})`,
-          },
-        ],
-        details: null,
-      };
-    }
-
-    const sma20 = computeSMA(closes, 20);
-    const sma50 = computeSMA(closes, 50);
-    const rsi = computeRSI(closes, 14);
-    const macd = computeMACD(closes);
-    const bb = computeBollingerBands(closes, 20, 2);
-    const obv = computeOBV(bars);
-    const vwap = computeVWAP(bars);
-
-    const latest = closes[closes.length - 1];
-    const latestRsi = rsi[rsi.length - 1];
-    const latestMacd = macd[macd.length - 1];
-    const latestBB = bb[bb.length - 1];
-    const latestVwap = vwap[vwap.length - 1];
-    const obvTrend =
-      obv.length >= 20
-        ? obv[obv.length - 1] > obv[obv.length - 20]
-          ? "Rising"
-          : "Falling"
-        : "N/A";
-
-    const lines = [
-      `**${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: {
-        symbol,
-        range,
-        prices: closes,
-        dates: bars.map((b) => b.date),
-        sma20,
-        sma50,
-        rsi,
-        macd,
-        bb,
-        obv,
-        vwap,
-      },
-    };
-  },
-};
-
-// --- Indicator computations (all pure functions) ---
-
-export function computeSMA(data: number[], period: number): number[] {
-  const result: number[] = [];
-  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: number[], period: number): number[] {
-  const k = 2 / (period + 1);
-  const result: number[] = [];
-  // 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: number[], period: number = 14): number[] {
-  const result: number[] = [];
-  const gains: number[] = [];
-  const losses: number[] = [];
-
-  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: number[],
-  fastPeriod = 12,
-  slowPeriod = 26,
-  signalPeriod = 9,
-): { macd: number; signal: number; histogram: number }[] {
-  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: number[] = [];
-  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: { macd: number; signal: number; histogram: number }[] = [];
-  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: number[],
-  period: number = 20,
-  stdDev: number = 2,
-): { upper: number; middle: number; lower: number }[] {
-  const result: { upper: number; middle: number; lower: number }[] = [];
-  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: number | undefined): string {
-  if (rsi == null) return "";
-  if (rsi >= 70) return "(Overbought)";
-  if (rsi <= 30) return "(Oversold)";
-  return "(Neutral)";
-}
-
-function trendSummary(
-  price: number,
-  sma20: number[],
-  sma50: number[],
-  rsi: number | undefined,
-  macd: { macd: number; signal: number; histogram: number } | undefined,
-  obvTrend?: string,
-  vwap?: number,
-): string {
-  const signals: string[] = [];
-
-  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";
-}

package/src/types/fundamentals.ts

@@ -1,47 +0,0 @@
-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;
-  sharesOutstanding?: number;
-}

package/src/types/index.ts

@@ -1,26 +0,0 @@
-export type { CompanyOverview, EarningsData, FinancialStatement } from "./fundamentals.js";
-export type { FredObservation, FredSeries } from "./macro.js";
-export { FRED_SERIES } from "./macro.js";
-export type { CryptoPrice, OHLCV, StockQuote } from "./market.js";
-export type { Greeks, OptionContract, OptionsChain } from "./options.js";
-export type { PortfolioSummary, Position, RiskMetrics, TechnicalIndicators } from "./portfolio.js";
-export type { PredictionMarketQuote } from "./prediction-markets.js";
-export type {
-  FearGreedData,
-  RedditSentimentResult,
-  WebSearchEnvelope,
-  WebSearchResult,
-} from "./sentiment.js";
-
-/**
- * Handler for `ask_user` tool invocations in non-UI contexts (e.g. test harness).
- * When provided to `createOpenCandleSession`, the ask-user tool calls this handler
- * instead of `ctx.ui.*` methods.
- */
-export type AskUserHandler = (params: {
-  question: string;
-  questionType: "select" | "text" | "confirm";
-  options?: string[];
-  placeholder?: string;
-  reason?: string;
-}) => Promise<{ answer: string | null; cancelled: boolean }>;