opencandle 0.4.0 → 0.6.0

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (564) hide show
  1. package/LICENSE +1 -1
  2. package/README.md +186 -117
  3. package/dist/analysts/contracts.d.ts +1 -3
  4. package/dist/analysts/contracts.js +1 -11
  5. package/dist/analysts/contracts.js.map +1 -1
  6. package/dist/analysts/orchestrator.d.ts +1 -3
  7. package/dist/analysts/orchestrator.js +1 -26
  8. package/dist/analysts/orchestrator.js.map +1 -1
  9. package/dist/cli.js +32 -8
  10. package/dist/cli.js.map +1 -1
  11. package/dist/config.d.ts +19 -3
  12. package/dist/config.js +69 -3
  13. package/dist/config.js.map +1 -1
  14. package/dist/index.d.ts +1 -1
  15. package/dist/index.js +1 -1
  16. package/dist/index.js.map +1 -1
  17. package/dist/infra/browser.d.ts +1 -3
  18. package/dist/infra/browser.js +4 -2
  19. package/dist/infra/browser.js.map +1 -1
  20. package/dist/infra/cache.d.ts +8 -11
  21. package/dist/infra/cache.js +17 -15
  22. package/dist/infra/cache.js.map +1 -1
  23. package/dist/infra/http-client.d.ts +4 -1
  24. package/dist/infra/http-client.js +59 -6
  25. package/dist/infra/http-client.js.map +1 -1
  26. package/dist/infra/index.d.ts +3 -3
  27. package/dist/infra/index.js +3 -3
  28. package/dist/infra/index.js.map +1 -1
  29. package/dist/infra/native-dependencies.js +2 -2
  30. package/dist/infra/native-dependencies.js.map +1 -1
  31. package/dist/infra/node-version.js.map +1 -1
  32. package/dist/infra/opencandle-paths.d.ts +0 -3
  33. package/dist/infra/opencandle-paths.js +4 -11
  34. package/dist/infra/opencandle-paths.js.map +1 -1
  35. package/dist/infra/rate-limiter.d.ts +4 -0
  36. package/dist/infra/rate-limiter.js +17 -10
  37. package/dist/infra/rate-limiter.js.map +1 -1
  38. package/dist/market-state/alert-conditions.d.ts +34 -0
  39. package/dist/market-state/alert-conditions.js +23 -0
  40. package/dist/market-state/alert-conditions.js.map +1 -0
  41. package/dist/market-state/alert-runner.d.ts +55 -0
  42. package/dist/market-state/alert-runner.js +634 -0
  43. package/dist/market-state/alert-runner.js.map +1 -0
  44. package/dist/market-state/daily-report.d.ts +26 -0
  45. package/dist/market-state/daily-report.js +179 -0
  46. package/dist/market-state/daily-report.js.map +1 -0
  47. package/dist/market-state/local-automation-service.d.ts +25 -0
  48. package/dist/market-state/local-automation-service.js +119 -0
  49. package/dist/market-state/local-automation-service.js.map +1 -0
  50. package/dist/market-state/notification-delivery.d.ts +14 -0
  51. package/dist/market-state/notification-delivery.js +139 -0
  52. package/dist/market-state/notification-delivery.js.map +1 -0
  53. package/dist/market-state/resolve-for-mutation.d.ts +10 -0
  54. package/dist/market-state/resolve-for-mutation.js +15 -0
  55. package/dist/market-state/resolve-for-mutation.js.map +1 -0
  56. package/dist/market-state/resolve.d.ts +14 -0
  57. package/dist/market-state/resolve.js +89 -0
  58. package/dist/market-state/resolve.js.map +1 -0
  59. package/dist/market-state/service.d.ts +527 -0
  60. package/dist/market-state/service.js +1099 -0
  61. package/dist/market-state/service.js.map +1 -0
  62. package/dist/memory/index.d.ts +7 -7
  63. package/dist/memory/index.js +6 -6
  64. package/dist/memory/index.js.map +1 -1
  65. package/dist/memory/manager.d.ts +9 -0
  66. package/dist/memory/manager.js +39 -22
  67. package/dist/memory/manager.js.map +1 -1
  68. package/dist/memory/retrieval.js +7 -4
  69. package/dist/memory/retrieval.js.map +1 -1
  70. package/dist/memory/sqlite.js +385 -3
  71. package/dist/memory/sqlite.js.map +1 -1
  72. package/dist/memory/storage.d.ts +3 -2
  73. package/dist/memory/storage.js +1 -2
  74. package/dist/memory/storage.js.map +1 -1
  75. package/dist/memory/tool-defaults.js +64 -28
  76. package/dist/memory/tool-defaults.js.map +1 -1
  77. package/dist/memory/types.js +4 -0
  78. package/dist/memory/types.js.map +1 -1
  79. package/dist/monitor.d.ts +2 -0
  80. package/dist/monitor.js +104 -0
  81. package/dist/monitor.js.map +1 -0
  82. package/dist/onboarding/connect.js +4 -6
  83. package/dist/onboarding/connect.js.map +1 -1
  84. package/dist/onboarding/credential-interceptor.js +1 -1
  85. package/dist/onboarding/credential-interceptor.js.map +1 -1
  86. package/dist/onboarding/degradation-accumulator.js +1 -3
  87. package/dist/onboarding/degradation-accumulator.js.map +1 -1
  88. package/dist/onboarding/providers.js +3 -16
  89. package/dist/onboarding/providers.js.map +1 -1
  90. package/dist/onboarding/state.js.map +1 -1
  91. package/dist/onboarding/tool-helpers.js +1 -1
  92. package/dist/onboarding/tool-helpers.js.map +1 -1
  93. package/dist/onboarding/tool-tags.js +6 -4
  94. package/dist/onboarding/tool-tags.js.map +1 -1
  95. package/dist/onboarding/validation.js +1 -1
  96. package/dist/onboarding/validation.js.map +1 -1
  97. package/dist/pi/opencandle-extension.d.ts +8 -0
  98. package/dist/pi/opencandle-extension.js +637 -59
  99. package/dist/pi/opencandle-extension.js.map +1 -1
  100. package/dist/pi/session.d.ts +1 -1
  101. package/dist/pi/session.js +3 -1
  102. package/dist/pi/session.js.map +1 -1
  103. package/dist/pi/setup.js +17 -2
  104. package/dist/pi/setup.js.map +1 -1
  105. package/dist/pi/tool-adapter.js +5 -2
  106. package/dist/pi/tool-adapter.js.map +1 -1
  107. package/dist/prompts/context-builder.d.ts +18 -3
  108. package/dist/prompts/context-builder.js +117 -18
  109. package/dist/prompts/context-builder.js.map +1 -1
  110. package/dist/prompts/disclaimer.js +1 -1
  111. package/dist/prompts/disclaimer.js.map +1 -1
  112. package/dist/prompts/policy-cards.d.ts +13 -0
  113. package/dist/prompts/policy-cards.js +197 -0
  114. package/dist/prompts/policy-cards.js.map +1 -0
  115. package/dist/prompts/sections.d.ts +1 -1
  116. package/dist/prompts/sections.js +3 -3
  117. package/dist/prompts/sections.js.map +1 -1
  118. package/dist/prompts/symbol-preflight.d.ts +20 -0
  119. package/dist/prompts/symbol-preflight.js +49 -0
  120. package/dist/prompts/symbol-preflight.js.map +1 -0
  121. package/dist/prompts/workflow-prompts.d.ts +1 -1
  122. package/dist/prompts/workflow-prompts.js +209 -19
  123. package/dist/prompts/workflow-prompts.js.map +1 -1
  124. package/dist/providers/alpha-vantage.d.ts +1 -1
  125. package/dist/providers/alpha-vantage.js +49 -8
  126. package/dist/providers/alpha-vantage.js.map +1 -1
  127. package/dist/providers/coingecko.js +1 -1
  128. package/dist/providers/coingecko.js.map +1 -1
  129. package/dist/providers/errors.d.ts +5 -0
  130. package/dist/providers/errors.js +11 -0
  131. package/dist/providers/errors.js.map +1 -0
  132. package/dist/providers/exa-search.d.ts +2 -2
  133. package/dist/providers/exa-search.js +19 -11
  134. package/dist/providers/exa-search.js.map +1 -1
  135. package/dist/providers/fear-greed.js +1 -1
  136. package/dist/providers/fear-greed.js.map +1 -1
  137. package/dist/providers/finnhub.js +3 -5
  138. package/dist/providers/finnhub.js.map +1 -1
  139. package/dist/providers/fred.js +2 -2
  140. package/dist/providers/fred.js.map +1 -1
  141. package/dist/providers/index.d.ts +7 -6
  142. package/dist/providers/index.js +6 -5
  143. package/dist/providers/index.js.map +1 -1
  144. package/dist/providers/reddit.js +2 -2
  145. package/dist/providers/reddit.js.map +1 -1
  146. package/dist/providers/sec-edgar.d.ts +9 -1
  147. package/dist/providers/sec-edgar.js +181 -6
  148. package/dist/providers/sec-edgar.js.map +1 -1
  149. package/dist/providers/tradingview.d.ts +47 -0
  150. package/dist/providers/tradingview.js +275 -0
  151. package/dist/providers/tradingview.js.map +1 -0
  152. package/dist/providers/twitter.js +6 -8
  153. package/dist/providers/twitter.js.map +1 -1
  154. package/dist/providers/web-search.js +26 -12
  155. package/dist/providers/web-search.js.map +1 -1
  156. package/dist/providers/with-fallback.js +4 -2
  157. package/dist/providers/with-fallback.js.map +1 -1
  158. package/dist/providers/wrap-provider.d.ts +2 -3
  159. package/dist/providers/wrap-provider.js +14 -8
  160. package/dist/providers/wrap-provider.js.map +1 -1
  161. package/dist/providers/yahoo-finance.d.ts +3 -1
  162. package/dist/providers/yahoo-finance.js +226 -11
  163. package/dist/providers/yahoo-finance.js.map +1 -1
  164. package/dist/routing/classify-intent.d.ts +9 -0
  165. package/dist/routing/classify-intent.js +153 -3
  166. package/dist/routing/classify-intent.js.map +1 -1
  167. package/dist/routing/defaults.d.ts +1 -1
  168. package/dist/routing/defaults.js +3 -3
  169. package/dist/routing/defaults.js.map +1 -1
  170. package/dist/routing/entity-extractor.d.ts +2 -0
  171. package/dist/routing/entity-extractor.js +377 -26
  172. package/dist/routing/entity-extractor.js.map +1 -1
  173. package/dist/routing/fund-symbols.d.ts +2 -0
  174. package/dist/routing/fund-symbols.js +55 -0
  175. package/dist/routing/fund-symbols.js.map +1 -0
  176. package/dist/routing/horizon.d.ts +1 -0
  177. package/dist/routing/horizon.js +10 -0
  178. package/dist/routing/horizon.js.map +1 -0
  179. package/dist/routing/index.d.ts +12 -6
  180. package/dist/routing/index.js +8 -4
  181. package/dist/routing/index.js.map +1 -1
  182. package/dist/routing/legacy-rule-router.d.ts +9 -0
  183. package/dist/routing/legacy-rule-router.js +12 -0
  184. package/dist/routing/legacy-rule-router.js.map +1 -0
  185. package/dist/routing/planning.d.ts +54 -0
  186. package/dist/routing/planning.js +562 -0
  187. package/dist/routing/planning.js.map +1 -0
  188. package/dist/routing/route-manifest.d.ts +35 -0
  189. package/dist/routing/route-manifest.js +242 -0
  190. package/dist/routing/route-manifest.js.map +1 -0
  191. package/dist/routing/router-llm-client.js.map +1 -1
  192. package/dist/routing/router-prompt.js +46 -45
  193. package/dist/routing/router-prompt.js.map +1 -1
  194. package/dist/routing/router-types.d.ts +10 -0
  195. package/dist/routing/router.d.ts +1 -0
  196. package/dist/routing/router.js +572 -13
  197. package/dist/routing/router.js.map +1 -1
  198. package/dist/routing/slot-resolver.d.ts +1 -1
  199. package/dist/routing/slot-resolver.js +45 -7
  200. package/dist/routing/slot-resolver.js.map +1 -1
  201. package/dist/routing/symbol-disambiguator.d.ts +11 -0
  202. package/dist/routing/symbol-disambiguator.js +52 -0
  203. package/dist/routing/symbol-disambiguator.js.map +1 -0
  204. package/dist/routing/turn-context.d.ts +44 -0
  205. package/dist/routing/turn-context.js +45 -0
  206. package/dist/routing/turn-context.js.map +1 -0
  207. package/dist/routing/types.d.ts +15 -1
  208. package/dist/runtime/answer-contracts.d.ts +82 -0
  209. package/dist/runtime/answer-contracts.js +442 -0
  210. package/dist/runtime/answer-contracts.js.map +1 -0
  211. package/dist/runtime/artifact-contracts.d.ts +14 -0
  212. package/dist/runtime/artifact-contracts.js +57 -0
  213. package/dist/runtime/artifact-contracts.js.map +1 -0
  214. package/dist/runtime/planning-evidence.d.ts +99 -0
  215. package/dist/runtime/planning-evidence.js +466 -0
  216. package/dist/runtime/planning-evidence.js.map +1 -0
  217. package/dist/runtime/prompt-step.d.ts +1 -9
  218. package/dist/runtime/prompt-step.js +0 -10
  219. package/dist/runtime/prompt-step.js.map +1 -1
  220. package/dist/runtime/run-context.d.ts +5 -2
  221. package/dist/runtime/run-context.js +8 -1
  222. package/dist/runtime/run-context.js.map +1 -1
  223. package/dist/runtime/session-coordinator.d.ts +29 -3
  224. package/dist/runtime/session-coordinator.js +204 -31
  225. package/dist/runtime/session-coordinator.js.map +1 -1
  226. package/dist/runtime/session-title.d.ts +14 -0
  227. package/dist/runtime/session-title.js +50 -0
  228. package/dist/runtime/session-title.js.map +1 -0
  229. package/dist/runtime/tool-defaults-wrapper.js +1 -3
  230. package/dist/runtime/tool-defaults-wrapper.js.map +1 -1
  231. package/dist/runtime/validation.js.map +1 -1
  232. package/dist/runtime/workflow-events.js.map +1 -1
  233. package/dist/runtime/workflow-runner.d.ts +3 -3
  234. package/dist/runtime/workflow-runner.js +1 -1
  235. package/dist/runtime/workflow-runner.js.map +1 -1
  236. package/dist/sentiment/adapters/finnhub.d.ts +1 -1
  237. package/dist/sentiment/adapters/finnhub.js +6 -1
  238. package/dist/sentiment/adapters/finnhub.js.map +1 -1
  239. package/dist/sentiment/adapters/reddit.d.ts +2 -2
  240. package/dist/sentiment/adapters/twitter.d.ts +1 -1
  241. package/dist/sentiment/adapters/web.d.ts +1 -1
  242. package/dist/sentiment/index.d.ts +9 -11
  243. package/dist/sentiment/index.js +9 -20
  244. package/dist/sentiment/index.js.map +1 -1
  245. package/dist/sentiment/keywords.js +26 -4
  246. package/dist/sentiment/keywords.js.map +1 -1
  247. package/dist/sentiment/pipeline.d.ts +2 -2
  248. package/dist/sentiment/pipeline.js +1 -1
  249. package/dist/sentiment/pipeline.js.map +1 -1
  250. package/dist/sentiment/scorer.js +1 -1
  251. package/dist/sentiment/store.d.ts +1 -1
  252. package/dist/sentiment/store.js +1 -1
  253. package/dist/sentiment/store.js.map +1 -1
  254. package/dist/sentiment/trends.d.ts +1 -1
  255. package/dist/sentiment/trends.js.map +1 -1
  256. package/dist/sentiment/types.js.map +1 -1
  257. package/dist/system-prompt.js +7 -3
  258. package/dist/system-prompt.js.map +1 -1
  259. package/dist/tool-kit.d.ts +7 -7
  260. package/dist/tool-kit.js +4 -4
  261. package/dist/tool-kit.js.map +1 -1
  262. package/dist/tools/fundamentals/company-overview.js +12 -7
  263. package/dist/tools/fundamentals/company-overview.js.map +1 -1
  264. package/dist/tools/fundamentals/comps.js +19 -10
  265. package/dist/tools/fundamentals/comps.js.map +1 -1
  266. package/dist/tools/fundamentals/dcf.js +24 -12
  267. package/dist/tools/fundamentals/dcf.js.map +1 -1
  268. package/dist/tools/fundamentals/earnings.js +9 -4
  269. package/dist/tools/fundamentals/earnings.js.map +1 -1
  270. package/dist/tools/fundamentals/financials.js +9 -4
  271. package/dist/tools/fundamentals/financials.js.map +1 -1
  272. package/dist/tools/fundamentals/sec-filings.d.ts +1 -0
  273. package/dist/tools/fundamentals/sec-filings.js +36 -4
  274. package/dist/tools/fundamentals/sec-filings.js.map +1 -1
  275. package/dist/tools/index.d.ts +23 -18
  276. package/dist/tools/index.js +53 -38
  277. package/dist/tools/index.js.map +1 -1
  278. package/dist/tools/interaction/ask-user.js +15 -3
  279. package/dist/tools/interaction/ask-user.js.map +1 -1
  280. package/dist/tools/interaction/twitter-login.js +13 -3
  281. package/dist/tools/interaction/twitter-login.js.map +1 -1
  282. package/dist/tools/macro/fear-greed.js +1 -1
  283. package/dist/tools/macro/fear-greed.js.map +1 -1
  284. package/dist/tools/macro/fred-data.d.ts +1 -1
  285. package/dist/tools/macro/fred-data.js +44 -9
  286. package/dist/tools/macro/fred-data.js.map +1 -1
  287. package/dist/tools/market/crypto-history.js +21 -3
  288. package/dist/tools/market/crypto-history.js.map +1 -1
  289. package/dist/tools/market/crypto-price.js +4 -2
  290. package/dist/tools/market/crypto-price.js.map +1 -1
  291. package/dist/tools/market/screen-stocks.d.ts +18 -0
  292. package/dist/tools/market/screen-stocks.js +252 -0
  293. package/dist/tools/market/screen-stocks.js.map +1 -0
  294. package/dist/tools/market/search-ticker.js +161 -9
  295. package/dist/tools/market/search-ticker.js.map +1 -1
  296. package/dist/tools/market/stock-history.d.ts +2 -2
  297. package/dist/tools/market/stock-history.js +27 -8
  298. package/dist/tools/market/stock-history.js.map +1 -1
  299. package/dist/tools/market/stock-quote.js +6 -4
  300. package/dist/tools/market/stock-quote.js.map +1 -1
  301. package/dist/tools/options/greeks.js +1 -2
  302. package/dist/tools/options/greeks.js.map +1 -1
  303. package/dist/tools/options/option-chain.js +27 -9
  304. package/dist/tools/options/option-chain.js.map +1 -1
  305. package/dist/tools/portfolio/alerts.d.ts +15 -0
  306. package/dist/tools/portfolio/alerts.js +357 -0
  307. package/dist/tools/portfolio/alerts.js.map +1 -0
  308. package/dist/tools/portfolio/correlation.d.ts +1 -1
  309. package/dist/tools/portfolio/correlation.js +34 -14
  310. package/dist/tools/portfolio/correlation.js.map +1 -1
  311. package/dist/tools/portfolio/daily-report.d.ts +8 -0
  312. package/dist/tools/portfolio/daily-report.js +83 -0
  313. package/dist/tools/portfolio/daily-report.js.map +1 -0
  314. package/dist/tools/portfolio/holdings-overlap.d.ts +8 -0
  315. package/dist/tools/portfolio/holdings-overlap.js +112 -0
  316. package/dist/tools/portfolio/holdings-overlap.js.map +1 -0
  317. package/dist/tools/portfolio/notifications.d.ts +7 -0
  318. package/dist/tools/portfolio/notifications.js +43 -0
  319. package/dist/tools/portfolio/notifications.js.map +1 -0
  320. package/dist/tools/portfolio/predictions.d.ts +12 -6
  321. package/dist/tools/portfolio/predictions.js +338 -88
  322. package/dist/tools/portfolio/predictions.js.map +1 -1
  323. package/dist/tools/portfolio/risk-analysis.d.ts +1 -1
  324. package/dist/tools/portfolio/risk-analysis.js +46 -7
  325. package/dist/tools/portfolio/risk-analysis.js.map +1 -1
  326. package/dist/tools/portfolio/tracker.d.ts +4 -3
  327. package/dist/tools/portfolio/tracker.js +247 -102
  328. package/dist/tools/portfolio/tracker.js.map +1 -1
  329. package/dist/tools/portfolio/watchlist.d.ts +6 -4
  330. package/dist/tools/portfolio/watchlist.js +209 -101
  331. package/dist/tools/portfolio/watchlist.js.map +1 -1
  332. package/dist/tools/sentiment/reddit-sentiment.js +24 -11
  333. package/dist/tools/sentiment/reddit-sentiment.js.map +1 -1
  334. package/dist/tools/sentiment/sentiment-summary.js +71 -14
  335. package/dist/tools/sentiment/sentiment-summary.js.map +1 -1
  336. package/dist/tools/sentiment/sentiment-trend.d.ts +1 -1
  337. package/dist/tools/sentiment/sentiment-trend.js +12 -2
  338. package/dist/tools/sentiment/sentiment-trend.js.map +1 -1
  339. package/dist/tools/sentiment/twitter-sentiment.js +13 -6
  340. package/dist/tools/sentiment/twitter-sentiment.js.map +1 -1
  341. package/dist/tools/sentiment/untrusted-text.d.ts +2 -0
  342. package/dist/tools/sentiment/untrusted-text.js +17 -0
  343. package/dist/tools/sentiment/untrusted-text.js.map +1 -0
  344. package/dist/tools/sentiment/web-search.js +37 -12
  345. package/dist/tools/sentiment/web-search.js.map +1 -1
  346. package/dist/tools/sentiment/web-sentiment.js +16 -4
  347. package/dist/tools/sentiment/web-sentiment.js.map +1 -1
  348. package/dist/tools/technical/backtest.d.ts +3 -3
  349. package/dist/tools/technical/backtest.js +65 -44
  350. package/dist/tools/technical/backtest.js.map +1 -1
  351. package/dist/tools/technical/indicators.js +24 -8
  352. package/dist/tools/technical/indicators.js.map +1 -1
  353. package/dist/types/index.d.ts +3 -3
  354. package/dist/types/index.js.map +1 -1
  355. package/dist/types/market.d.ts +1 -0
  356. package/dist/types/options.d.ts +10 -0
  357. package/dist/types/portfolio.d.ts +41 -4
  358. package/dist/workflows/compare-assets.d.ts +0 -3
  359. package/dist/workflows/compare-assets.js +55 -10
  360. package/dist/workflows/compare-assets.js.map +1 -1
  361. package/dist/workflows/index.d.ts +3 -4
  362. package/dist/workflows/index.js +3 -3
  363. package/dist/workflows/index.js.map +1 -1
  364. package/dist/workflows/options-screener.d.ts +0 -3
  365. package/dist/workflows/options-screener.js +88 -14
  366. package/dist/workflows/options-screener.js.map +1 -1
  367. package/dist/workflows/portfolio-builder.d.ts +0 -3
  368. package/dist/workflows/portfolio-builder.js +7 -11
  369. package/dist/workflows/portfolio-builder.js.map +1 -1
  370. package/gui/server/ask-user-bridge.ts +82 -0
  371. package/gui/server/automation-heartbeat.ts +97 -0
  372. package/gui/server/background-quotes.ts +97 -1
  373. package/gui/server/chat-event-adapter.ts +32 -10
  374. package/gui/server/chat-run-session.ts +16 -0
  375. package/gui/server/gui-session-manager.ts +5 -0
  376. package/gui/server/invoke-tool.ts +144 -1
  377. package/gui/server/live-chat-event-adapter.ts +21 -6
  378. package/gui/server/market-state-api.ts +315 -0
  379. package/gui/server/model-setup.ts +149 -2
  380. package/gui/server/private-api-access.ts +62 -0
  381. package/gui/server/projector.ts +58 -11
  382. package/gui/server/prompt-observation.ts +58 -0
  383. package/gui/server/quote-snapshot-store.ts +50 -0
  384. package/gui/server/server.ts +236 -376
  385. package/gui/server/session-actions.ts +186 -1
  386. package/gui/server/session-entry-wait.ts +81 -0
  387. package/gui/server/shutdown.ts +47 -0
  388. package/gui/server/tool-invoke-ack.ts +49 -0
  389. package/gui/server/tool-metadata.ts +23 -10
  390. package/gui/server/websocket.ts +13 -3
  391. package/gui/server/writer-lock.ts +6 -2
  392. package/gui/server/ws-hub.ts +292 -0
  393. package/gui/shared/chat-events.ts +16 -1
  394. package/gui/shared/event-reducer.ts +24 -6
  395. package/gui/web/dist/assets/CatalogOverlay-eJ2cBk33.js +1 -0
  396. package/gui/web/dist/assets/index-2KZtKBmu.css +1 -0
  397. package/gui/web/dist/assets/index-CveNgtDg.js +69 -0
  398. package/gui/web/dist/index.html +2 -2
  399. package/package.json +22 -12
  400. package/src/analysts/contracts.ts +10 -23
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  402. package/src/cli.ts +37 -13
  403. package/src/config.ts +99 -7
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  415. package/src/market-state/daily-report.ts +247 -0
  416. package/src/market-state/local-automation-service.ts +162 -0
  417. package/src/market-state/notification-delivery.ts +158 -0
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  543. package/src/types/options.ts +17 -0
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  563. package/src/runtime/provider-ids.ts +0 -15
  564. package/src/workflows/types.ts +0 -4
@@ -0,0 +1,457 @@
1
+ import type { AgentTool } from "@earendil-works/pi-agent-core";
2
+ import { Type } from "@sinclair/typebox";
3
+ import {
4
+ ALERT_CONDITION_VERSION,
5
+ percentMove,
6
+ priceCrossesAbove,
7
+ priceCrossesBelow,
8
+ priceCrossesSma,
9
+ rsiThreshold,
10
+ smaCross,
11
+ volumeSpike,
12
+ } from "../../market-state/alert-conditions.js";
13
+ import { defaultAlertRunnerProviders, runAlertChecks } from "../../market-state/alert-runner.js";
14
+ import { deliverPendingNotifications } from "../../market-state/notification-delivery.js";
15
+ import { resolveInstrumentForMutation } from "../../market-state/resolve-for-mutation.js";
16
+ import { type AlertRuleRecord, MarketStateService } from "../../market-state/service.js";
17
+ import { initDefaultDatabase } from "../../memory/sqlite.js";
18
+
19
+ const ACTION_DESCRIPTION = [
20
+ "One of: create_price_above, create_price_below, create_price_above_sma,",
21
+ "create_price_below_sma, create_rsi_above, create_rsi_below,",
22
+ "create_volume_spike, create_percent_move_up, create_percent_move_down,",
23
+ "create_sma_cross_above, create_sma_cross_below, set_enabled, list, status, check.",
24
+ "Use create_price_above/create_price_below for price alerts,",
25
+ "create_price_above_sma/create_price_below_sma for SMA crossing alerts,",
26
+ "create_percent_move_up/create_percent_move_down for one-day percent move alerts,",
27
+ "create_sma_cross_above/create_sma_cross_below for fast/slow SMA crossing alerts,",
28
+ "create_rsi_above/create_rsi_below for RSI alerts,",
29
+ "create_volume_spike for volume alerts, set_enabled to enable or disable an alert,",
30
+ "and status to inspect local runner/check history.",
31
+ "When the user asks to create an alert and check it now in the same request,",
32
+ "set check_after_create to true on the create action.",
33
+ ].join(" ");
34
+
35
+ const params = Type.Object({
36
+ action: Type.Union(
37
+ [
38
+ Type.Literal("create_price_above"),
39
+ Type.Literal("create_price_below"),
40
+ Type.Literal("create_price_above_sma"),
41
+ Type.Literal("create_price_below_sma"),
42
+ Type.Literal("create_rsi_above"),
43
+ Type.Literal("create_rsi_below"),
44
+ Type.Literal("create_volume_spike"),
45
+ Type.Literal("create_percent_move_up"),
46
+ Type.Literal("create_percent_move_down"),
47
+ Type.Literal("create_sma_cross_above"),
48
+ Type.Literal("create_sma_cross_below"),
49
+ Type.Literal("set_enabled"),
50
+ Type.Literal("list"),
51
+ Type.Literal("status"),
52
+ Type.Literal("check"),
53
+ ],
54
+ { description: ACTION_DESCRIPTION },
55
+ ),
56
+ symbol: Type.Optional(Type.String({ description: "Ticker symbol for create actions" })),
57
+ threshold: Type.Optional(
58
+ Type.Number({ description: "Price or indicator threshold for create actions" }),
59
+ ),
60
+ period: Type.Optional(
61
+ Type.Integer({
62
+ minimum: 1,
63
+ description:
64
+ "Indicator lookback period for SMA/RSI alerts. Max: 200 for price-SMA, 100 for RSI/volume alerts",
65
+ }),
66
+ ),
67
+ fast_period: Type.Optional(
68
+ Type.Integer({
69
+ minimum: 1,
70
+ description: "Fast SMA lookback period for SMA-cross alerts. Default: 50",
71
+ }),
72
+ ),
73
+ slow_period: Type.Optional(
74
+ Type.Integer({
75
+ minimum: 1,
76
+ maximum: 400,
77
+ description: "Slow SMA lookback period for SMA-cross alerts. Default: 200, max: 400",
78
+ }),
79
+ ),
80
+ cooldown_seconds: Type.Optional(
81
+ Type.Integer({
82
+ minimum: 0,
83
+ description: "Cooldown between repeated trigger events. Default: 3600",
84
+ }),
85
+ ),
86
+ id: Type.Optional(Type.Number({ description: "Alert rule id for update actions" })),
87
+ enabled: Type.Optional(Type.Boolean({ description: "Whether an alert rule is enabled" })),
88
+ check_after_create: Type.Optional(
89
+ Type.Boolean({
90
+ description:
91
+ "Set true only when the user asks to check/run alerts immediately after creating this alert in the same request.",
92
+ }),
93
+ ),
94
+ });
95
+
96
+ export const alertsTool: AgentTool<typeof params> = {
97
+ name: "manage_alerts",
98
+ label: "Alerts",
99
+ description:
100
+ "Create, pause/resume, list, check, and inspect status for durable local alerts. Actions include create_price_above, create_price_below, create_price_above_sma, create_price_below_sma, create_rsi_above, create_rsi_below, create_volume_spike, create_percent_move_up, create_percent_move_down, create_sma_cross_above, create_sma_cross_below, set_enabled, list, status, and check. Local background monitoring runs only while an OpenCandle writer/monitor process is active; manual checks are always available. If the user asks to create an alert and check it now, use the create action with check_after_create=true.",
101
+ parameters: params,
102
+ async execute(_toolCallId, args) {
103
+ const db = initDefaultDatabase();
104
+ const service = new MarketStateService(db);
105
+
106
+ try {
107
+ const cooldownSeconds = validateCooldownSeconds(args.cooldown_seconds);
108
+
109
+ if (args.action === "create_price_above" || args.action === "create_price_below") {
110
+ if (!args.symbol || args.threshold == null) {
111
+ throw new Error("symbol and threshold are required for create alert actions.");
112
+ }
113
+ const resolution = await resolveInstrumentForMutation(args.symbol);
114
+ if (resolution.status === "needs_selection") return candidateResult(resolution, "alert");
115
+ const instrument = service.upsertInstrumentRecord(resolution.instrument);
116
+ const isAbove = args.action === "create_price_above";
117
+ const rule = service.createAlertRule({
118
+ scopeType: "instrument",
119
+ instrumentId: instrument.id,
120
+ conditionType: isAbove ? "price_crosses_above" : "price_crosses_below",
121
+ conditionVersion: ALERT_CONDITION_VERSION,
122
+ condition: isAbove
123
+ ? priceCrossesAbove(args.threshold)
124
+ : priceCrossesBelow(args.threshold),
125
+ timeframe: "quote",
126
+ cooldownSeconds,
127
+ });
128
+ return await createResultMaybeChecked(
129
+ service,
130
+ rule,
131
+ `Created local alert ${rule.conditionType} for ${instrument.symbol} at $${args.threshold}.`,
132
+ args.check_after_create,
133
+ );
134
+ }
135
+
136
+ if (args.action === "create_price_above_sma" || args.action === "create_price_below_sma") {
137
+ if (!args.symbol) {
138
+ throw new Error("symbol is required for SMA alert actions.");
139
+ }
140
+ // Runner evaluates price_crosses_sma against 1y of daily bars (~252).
141
+ const period = validateLookbackPeriod(args.period ?? 50, 200);
142
+ const resolution = await resolveInstrumentForMutation(args.symbol);
143
+ if (resolution.status === "needs_selection") return candidateResult(resolution, "alert");
144
+ const instrument = service.upsertInstrumentRecord(resolution.instrument);
145
+ const direction = args.action === "create_price_above_sma" ? "above" : "below";
146
+ const rule = service.createAlertRule({
147
+ scopeType: "instrument",
148
+ instrumentId: instrument.id,
149
+ conditionType: "price_crosses_sma",
150
+ conditionVersion: ALERT_CONDITION_VERSION,
151
+ condition: priceCrossesSma(period, direction),
152
+ timeframe: "1d",
153
+ cooldownSeconds,
154
+ });
155
+ return await createResultMaybeChecked(
156
+ service,
157
+ rule,
158
+ `Created local alert price_crosses_sma for ${instrument.symbol} using SMA(${period}).`,
159
+ args.check_after_create,
160
+ );
161
+ }
162
+
163
+ if (args.action === "create_rsi_above" || args.action === "create_rsi_below") {
164
+ if (!args.symbol || args.threshold == null) {
165
+ throw new Error("symbol and threshold are required for RSI alert actions.");
166
+ }
167
+ // Runner evaluates rsi_threshold against 6mo of daily bars (~126).
168
+ const period = validateLookbackPeriod(args.period ?? 14, 100);
169
+ const resolution = await resolveInstrumentForMutation(args.symbol);
170
+ if (resolution.status === "needs_selection") return candidateResult(resolution, "alert");
171
+ const instrument = service.upsertInstrumentRecord(resolution.instrument);
172
+ const direction = args.action === "create_rsi_above" ? "above" : "below";
173
+ const rule = service.createAlertRule({
174
+ scopeType: "instrument",
175
+ instrumentId: instrument.id,
176
+ conditionType: "rsi_threshold",
177
+ conditionVersion: ALERT_CONDITION_VERSION,
178
+ condition: rsiThreshold(period, args.threshold, direction),
179
+ timeframe: "1d",
180
+ cooldownSeconds,
181
+ });
182
+ return await createResultMaybeChecked(
183
+ service,
184
+ rule,
185
+ `Created local alert rsi_threshold for ${instrument.symbol}: RSI(${period}) ${direction} ${args.threshold}.`,
186
+ args.check_after_create,
187
+ );
188
+ }
189
+
190
+ if (args.action === "create_volume_spike") {
191
+ if (!args.symbol) {
192
+ throw new Error("symbol is required for volume-spike alert actions.");
193
+ }
194
+ // Runner evaluates volume_spike against 6mo of daily bars (~126).
195
+ const period = validateLookbackPeriod(args.period ?? 20, 100);
196
+ const multiplier = args.threshold ?? 2;
197
+ const resolution = await resolveInstrumentForMutation(args.symbol);
198
+ if (resolution.status === "needs_selection") return candidateResult(resolution, "alert");
199
+ const instrument = service.upsertInstrumentRecord(resolution.instrument);
200
+ const rule = service.createAlertRule({
201
+ scopeType: "instrument",
202
+ instrumentId: instrument.id,
203
+ conditionType: "volume_spike",
204
+ conditionVersion: ALERT_CONDITION_VERSION,
205
+ condition: volumeSpike(period, multiplier),
206
+ timeframe: "1d",
207
+ cooldownSeconds,
208
+ });
209
+ return await createResultMaybeChecked(
210
+ service,
211
+ rule,
212
+ `Created local alert volume_spike for ${instrument.symbol}: volume > ${multiplier}x ${period}-bar average.`,
213
+ args.check_after_create,
214
+ );
215
+ }
216
+
217
+ if (args.action === "create_percent_move_up" || args.action === "create_percent_move_down") {
218
+ if (!args.symbol || args.threshold == null) {
219
+ throw new Error("symbol and threshold are required for percent-move alert actions.");
220
+ }
221
+ if (args.threshold <= 0) {
222
+ throw new Error("threshold must be greater than 0 for percent-move alert actions.");
223
+ }
224
+ const resolution = await resolveInstrumentForMutation(args.symbol);
225
+ if (resolution.status === "needs_selection") return candidateResult(resolution, "alert");
226
+ const instrument = service.upsertInstrumentRecord(resolution.instrument);
227
+ const direction = args.action === "create_percent_move_up" ? "up" : "down";
228
+ const rule = service.createAlertRule({
229
+ scopeType: "instrument",
230
+ instrumentId: instrument.id,
231
+ conditionType: "percent_move",
232
+ conditionVersion: ALERT_CONDITION_VERSION,
233
+ condition: percentMove(direction, args.threshold),
234
+ timeframe: "1d",
235
+ cooldownSeconds,
236
+ });
237
+ return await createResultMaybeChecked(
238
+ service,
239
+ rule,
240
+ `Created local alert percent_move for ${instrument.symbol}: ${direction} ${args.threshold}%.`,
241
+ args.check_after_create,
242
+ );
243
+ }
244
+
245
+ if (args.action === "create_sma_cross_above" || args.action === "create_sma_cross_below") {
246
+ if (!args.symbol) {
247
+ throw new Error("symbol is required for SMA-cross alert actions.");
248
+ }
249
+ const fastPeriod = args.fast_period ?? 50;
250
+ const slowPeriod = args.slow_period ?? 200;
251
+ if (!Number.isInteger(fastPeriod) || !Number.isInteger(slowPeriod)) {
252
+ throw new Error(
253
+ "fast_period and slow_period must be whole-number lookback periods for SMA-cross alert actions.",
254
+ );
255
+ }
256
+ if (fastPeriod <= 0 || slowPeriod <= 0) {
257
+ throw new Error(
258
+ "fast_period and slow_period must be greater than 0 for SMA-cross alert actions.",
259
+ );
260
+ }
261
+ if (fastPeriod >= slowPeriod) {
262
+ throw new Error("fast_period must be less than slow_period for SMA-cross alert actions.");
263
+ }
264
+ // Runner evaluates sma_cross against 2y of daily bars (~504).
265
+ if (slowPeriod > 400) {
266
+ throw new Error(
267
+ "slow_period must be at most 400 so alert checks can evaluate it against the runner's 2y daily history window.",
268
+ );
269
+ }
270
+ const resolution = await resolveInstrumentForMutation(args.symbol);
271
+ if (resolution.status === "needs_selection") return candidateResult(resolution, "alert");
272
+ const instrument = service.upsertInstrumentRecord(resolution.instrument);
273
+ const direction = args.action === "create_sma_cross_above" ? "above" : "below";
274
+ const rule = service.createAlertRule({
275
+ scopeType: "instrument",
276
+ instrumentId: instrument.id,
277
+ conditionType: "sma_cross",
278
+ conditionVersion: ALERT_CONDITION_VERSION,
279
+ condition: smaCross(fastPeriod, slowPeriod, direction),
280
+ timeframe: "1d",
281
+ cooldownSeconds,
282
+ });
283
+ return await createResultMaybeChecked(
284
+ service,
285
+ rule,
286
+ `Created local alert sma_cross for ${instrument.symbol}: SMA(${fastPeriod}) crosses ${direction} SMA(${slowPeriod}).`,
287
+ args.check_after_create,
288
+ );
289
+ }
290
+
291
+ if (args.action === "list") {
292
+ const rules = service.listAlertRules();
293
+ if (rules.length === 0) {
294
+ return { content: [{ type: "text", text: "No alert rules created yet." }], details: [] };
295
+ }
296
+ const lines = ["**Alerts** — local runner eligible; manual checks available", ""];
297
+ for (const rule of rules) {
298
+ const instrument =
299
+ rule.instrumentId == null ? null : service.getInstrument(rule.instrumentId);
300
+ lines.push(
301
+ ` #${rule.id} ${instrument?.symbol ?? "watchlist"} ${rule.conditionType} (${rule.enabled ? "enabled" : "disabled"})`,
302
+ );
303
+ }
304
+ return { content: [{ type: "text", text: lines.join("\n") }], details: rules };
305
+ }
306
+
307
+ if (args.action === "status") {
308
+ const runnerLease = service.getAutomationRunnerLease();
309
+ const recentCheckRuns = service.listAlertCheckRuns().slice(0, 10);
310
+ const stateLine = runnerLease
311
+ ? `Running locally — ${runnerLease.ownerKind} ${runnerLease.ownerId}; heartbeat ${runnerLease.heartbeatAt}; expires ${runnerLease.expiresAt}.`
312
+ : "Manual only — no active local runner lease. Keep the GUI/TUI writer or `opencandle monitor` open for background checks.";
313
+ const lines = ["**Alert Automation Status**", "", stateLine];
314
+ if (recentCheckRuns.length === 0) {
315
+ lines.push("", "No alert check runs yet.");
316
+ } else {
317
+ lines.push("", "Recent checks:");
318
+ for (const run of recentCheckRuns) {
319
+ lines.push(
320
+ ` #${run.id} ${run.triggerType} ${run.status} checked=${run.checkedCount} triggered=${run.triggeredCount} unavailable=${run.unavailableCount}`,
321
+ );
322
+ }
323
+ }
324
+ return {
325
+ content: [{ type: "text", text: lines.join("\n") }],
326
+ details: { runnerLease, recentCheckRuns },
327
+ };
328
+ }
329
+
330
+ if (args.action === "set_enabled") {
331
+ if (args.id == null || args.enabled == null) {
332
+ throw new Error("id and enabled are required for set_enabled.");
333
+ }
334
+ const rule = service.setAlertRuleEnabled(args.id, args.enabled);
335
+ if (rule == null) {
336
+ return {
337
+ content: [
338
+ {
339
+ type: "text",
340
+ text: `Alert #${args.id} not found. Use the list action to see alert ids.`,
341
+ },
342
+ ],
343
+ details: null,
344
+ };
345
+ }
346
+ return {
347
+ content: [
348
+ {
349
+ type: "text",
350
+ text: `${rule.enabled ? "Enabled" : "Disabled"} alert #${rule.id}.`,
351
+ },
352
+ ],
353
+ details: rule,
354
+ };
355
+ }
356
+
357
+ const result = await checkAlerts(service);
358
+ return {
359
+ content: [{ type: "text", text: result.lines.join("\n") }],
360
+ details: result,
361
+ };
362
+ } finally {
363
+ db.close();
364
+ }
365
+ },
366
+ };
367
+
368
+ function validateLookbackPeriod(period: number, maxPeriod: number): number {
369
+ if (!Number.isInteger(period) || period <= 0) {
370
+ throw new Error(
371
+ "period must be a whole-number lookback period greater than 0 for indicator alert actions.",
372
+ );
373
+ }
374
+ if (period > maxPeriod) {
375
+ throw new Error(
376
+ `period must be at most ${maxPeriod} so alert checks can evaluate it against the runner's daily history window.`,
377
+ );
378
+ }
379
+ return period;
380
+ }
381
+
382
+ function validateCooldownSeconds(cooldownSeconds: number | undefined): number {
383
+ const resolved = cooldownSeconds ?? 3600;
384
+ if (!Number.isInteger(resolved) || resolved < 0) {
385
+ throw new Error("cooldown_seconds must be a whole number greater than or equal to 0.");
386
+ }
387
+ return resolved;
388
+ }
389
+
390
+ async function checkAlerts(service: MarketStateService): Promise<{
391
+ checked: number;
392
+ triggered: number;
393
+ lines: string[];
394
+ }> {
395
+ const enabled = service
396
+ .listAlertRules()
397
+ .filter((rule) => rule.enabled && rule.status === "active");
398
+ if (enabled.length === 0)
399
+ return { checked: 0, triggered: 0, lines: ["No enabled alert rules to check."] };
400
+
401
+ const result = await runAlertChecks(service, {
402
+ ownerId: "manual-tool",
403
+ triggerType: "manual",
404
+ providers: defaultAlertRunnerProviders,
405
+ });
406
+ await deliverPendingNotifications(service);
407
+ return {
408
+ checked: result.checked,
409
+ triggered: result.triggered,
410
+ lines: [
411
+ `**Manual Alert Check** — ${enabled.length} rule(s)`,
412
+ "",
413
+ ...result.lines.map((line) => ` ${line}`),
414
+ ],
415
+ };
416
+ }
417
+
418
+ function candidateResult(
419
+ resolution: Extract<
420
+ Awaited<ReturnType<typeof resolveInstrumentForMutation>>,
421
+ { status: "needs_selection" }
422
+ >,
423
+ target: string,
424
+ ) {
425
+ return {
426
+ content: [
427
+ {
428
+ type: "text" as const,
429
+ text: `Could not verify ${resolution.query}. Choose one of the returned candidates before creating the ${target}.`,
430
+ },
431
+ ],
432
+ details: resolution,
433
+ };
434
+ }
435
+
436
+ async function createResultMaybeChecked(
437
+ service: MarketStateService,
438
+ rule: AlertRuleRecord,
439
+ createdText: string,
440
+ checkAfterCreate?: boolean,
441
+ ) {
442
+ if (!checkAfterCreate) {
443
+ return {
444
+ content: [{ type: "text" as const, text: createdText }],
445
+ details: rule,
446
+ };
447
+ }
448
+
449
+ const check = await checkAlerts(service);
450
+ return {
451
+ content: [{ type: "text" as const, text: `${createdText}\n\n${check.lines.join("\n")}` }],
452
+ details: {
453
+ created: rule,
454
+ check,
455
+ },
456
+ };
457
+ }
@@ -1,15 +1,16 @@
1
- import { Type } from "@sinclair/typebox";
2
1
  import type { AgentTool } from "@earendil-works/pi-agent-core";
3
- import { getHistory } from "../../providers/yahoo-finance.js";
2
+ import { Type } from "@sinclair/typebox";
4
3
  import { wrapProvider } from "../../providers/wrap-provider.js";
5
- import { computeDailyReturns } from "./risk-analysis.js";
4
+ import { getHistory } from "../../providers/yahoo-finance.js";
6
5
  import type { OHLCV } from "../../types/market.js";
6
+ import { computeDailyReturns } from "./risk-analysis.js";
7
7
 
8
8
  export function computeCorrelation(returnsA: number[], returnsB: number[]): number {
9
9
  const n = Math.min(returnsA.length, returnsB.length);
10
10
  if (n === 0) return 0;
11
11
 
12
- let sumA = 0, sumB = 0;
12
+ let sumA = 0,
13
+ sumB = 0;
13
14
  for (let i = 0; i < n; i++) {
14
15
  sumA += returnsA[i];
15
16
  sumB += returnsB[i];
@@ -17,7 +18,9 @@ export function computeCorrelation(returnsA: number[], returnsB: number[]): numb
17
18
  const meanA = sumA / n;
18
19
  const meanB = sumB / n;
19
20
 
20
- let cov = 0, varA = 0, varB = 0;
21
+ let cov = 0,
22
+ varA = 0,
23
+ varB = 0;
21
24
  for (let i = 0; i < n; i++) {
22
25
  const dA = returnsA[i] - meanA;
23
26
  const dB = returnsB[i] - meanB;
@@ -31,6 +34,7 @@ export function computeCorrelation(returnsA: number[], returnsB: number[]): numb
31
34
  }
32
35
 
33
36
  const DEFAULT_MIN_OVERLAP = 20;
37
+ const CORRELATION_PERIODS = ["6mo", "1y", "2y"] as const;
34
38
 
35
39
  export function alignReturnsByDate(
36
40
  historiesBySymbol: Map<string, OHLCV[]>,
@@ -49,9 +53,9 @@ export function alignReturnsByDate(
49
53
  // Find common dates across all symbols
50
54
  const symbols = [...historiesBySymbol.keys()];
51
55
  const firstDates = priceByDate.get(symbols[0])!;
52
- const commonDates = [...firstDates.keys()].filter((date) =>
53
- symbols.every((s) => priceByDate.get(s)!.has(date)),
54
- ).sort();
56
+ const commonDates = [...firstDates.keys()]
57
+ .filter((date) => symbols.every((s) => priceByDate.get(s)!.has(date)))
58
+ .sort();
55
59
 
56
60
  if (commonDates.length < minOverlap) {
57
61
  throw new Error(
@@ -72,11 +76,17 @@ export function alignReturnsByDate(
72
76
 
73
77
  const params = Type.Object({
74
78
  symbols: Type.Array(Type.String(), {
75
- description: "Array of 2+ ticker symbols to compute correlation matrix (e.g. ['AAPL','MSFT','GOOGL'])",
79
+ description:
80
+ "Array of 2+ ticker symbols to compute correlation matrix (e.g. ['AAPL','MSFT','GOOGL'])",
76
81
  minItems: 2,
77
82
  }),
78
83
  period: Type.Optional(
79
- Type.String({ description: "Historical period: 6mo, 1y, 2y. Default: 1y" }),
84
+ Type.Union(
85
+ CORRELATION_PERIODS.map((period) => Type.Literal(period)),
86
+ {
87
+ description: "Historical period: 6mo, 1y, 2y. Default: 1y",
88
+ },
89
+ ),
80
90
  ),
81
91
  });
82
92
 
@@ -84,9 +94,9 @@ export const correlationTool: AgentTool<typeof params> = {
84
94
  name: "analyze_correlation",
85
95
  label: "Correlation Matrix",
86
96
  description:
87
- "Compute pairwise return correlations between 2+ stocks. Identifies highly correlated positions (|r| > 0.7) as concentration risk. Useful for portfolio diversification analysis.",
97
+ "Compute pairwise return correlations between 2+ stocks. If one symbol cannot be fetched, computes over the remaining 2+ symbols and lists dropped symbols. Identifies highly correlated positions (|r| > 0.7) as concentration risk. Useful for portfolio diversification analysis.",
88
98
  parameters: params,
89
- async execute(toolCallId, args) {
99
+ async execute(_toolCallId, args) {
90
100
  const symbols = args.symbols.map((s) => s.toUpperCase());
91
101
  const period = args.period ?? "1y";
92
102
 
@@ -102,10 +112,22 @@ export const correlationTool: AgentTool<typeof params> = {
102
112
  })),
103
113
  );
104
114
 
105
- const unavailable = results.filter((r) => r.result.status === "unavailable");
106
- if (unavailable.length === results.length) {
115
+ const dropped = results.flatMap((r) =>
116
+ r.result.status === "unavailable" ? [{ symbol: r.symbol, reason: r.result.reason }] : [],
117
+ );
118
+ const succeeded = results.filter((r) => r.result.status === "ok");
119
+ if (succeeded.length < 2) {
120
+ const droppedText =
121
+ dropped.length > 0
122
+ ? `\n\nSymbols dropped:\n${dropped.map((d) => ` - ${d.symbol}: ${d.reason}`).join("\n")}`
123
+ : "";
107
124
  return {
108
- content: [{ type: "text", text: `⚠ Correlation analysis unavailable — could not fetch history for any symbol.` }],
125
+ content: [
126
+ {
127
+ type: "text",
128
+ text: `⚠ Correlation analysis unavailable — need at least 2 symbols with usable history.${droppedText}`,
129
+ },
130
+ ],
109
131
  details: null as any,
110
132
  };
111
133
  }
@@ -116,14 +138,15 @@ export const correlationTool: AgentTool<typeof params> = {
116
138
  }
117
139
 
118
140
  const returnsBySymbol = alignReturnsByDate(historiesBySymbol);
141
+ const survivorSymbols = [...historiesBySymbol.keys()];
119
142
 
120
143
  // Build correlation matrix
121
144
  const matrix: Record<string, Record<string, number>> = {};
122
145
  const warnings: string[] = [];
123
146
 
124
- for (const a of symbols) {
147
+ for (const a of survivorSymbols) {
125
148
  matrix[a] = {};
126
- for (const b of symbols) {
149
+ for (const b of survivorSymbols) {
127
150
  if (a === b) {
128
151
  matrix[a][b] = 1.0;
129
152
  } else if (matrix[b]?.[a] != null) {
@@ -140,13 +163,17 @@ export const correlationTool: AgentTool<typeof params> = {
140
163
 
141
164
  // Format output
142
165
  const header = `**Correlation Matrix** (${period} daily returns)`;
143
- const colHeader = `${"".padEnd(8)} ${symbols.map((s) => s.padStart(8)).join("")}`;
144
- const rows = symbols.map((a) => {
145
- const cells = symbols.map((b) => matrix[a][b].toFixed(2).padStart(8));
166
+ const colHeader = `${"".padEnd(8)} ${survivorSymbols.map((s) => s.padStart(8)).join("")}`;
167
+ const rows = survivorSymbols.map((a) => {
168
+ const cells = survivorSymbols.map((b) => matrix[a][b].toFixed(2).padStart(8));
146
169
  return `${a.padEnd(8)} ${cells.join("")}`;
147
170
  });
148
171
 
149
172
  const lines = [header, "", colHeader, ...rows];
173
+ if (dropped.length > 0) {
174
+ lines.push("", "Symbols dropped:");
175
+ for (const drop of dropped) lines.push(` - ${drop.symbol}: ${drop.reason}`);
176
+ }
150
177
  if (warnings.length > 0) {
151
178
  lines.push("", "**Concentration Warnings:**");
152
179
  for (const w of warnings) lines.push(` - ${w}`);
@@ -156,7 +183,7 @@ export const correlationTool: AgentTool<typeof params> = {
156
183
 
157
184
  return {
158
185
  content: [{ type: "text", text: lines.join("\n") }],
159
- details: { matrix, warnings },
186
+ details: { matrix, warnings, dropped },
160
187
  };
161
188
  },
162
189
  };