opencandle 0.4.0 → 0.6.0

package/src/tools/technical/backtest.ts

@@ -1,11 +1,11 @@
-import { Type } from "@sinclair/typebox";
 import type { AgentTool } from "@earendil-works/pi-agent-core";
-import { getHistory } from "../../providers/yahoo-finance.js";
+import { Type } from "@sinclair/typebox";
 import { wrapProvider } from "../../providers/wrap-provider.js";
-import { computeSMA, computeRSI } from "./indicators.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" | "rsi_mean_reversion";
+export type Strategy = "sma_crossover" | "sma_50_200_crossover" | "rsi_mean_reversion";
 
 export interface BacktestResult {
   strategy: string;
@@ -20,28 +20,32 @@ export interface BacktestResult {
 
 export function runBacktest(bars: OHLCV[], strategy: Strategy): BacktestResult {
   const closes = bars.map((b) => b.close);
-  const buyAndHoldReturn = closes.length > 1
-    ? (closes[closes.length - 1] - closes[0]) / closes[0]
-    : 0;
 
   if (strategy === "sma_crossover") {
-    return backtestSMACrossover(bars, closes);
+    return backtestSMACrossover(bars, closes, 20, 50, strategy);
+  }
+  if (strategy === "sma_50_200_crossover") {
+    return backtestSMACrossover(bars, closes, 50, 200, strategy);
   }
   return backtestRSIMeanReversion(bars, closes);
 }
 
-function backtestSMACrossover(bars: OHLCV[], closes: number[]): BacktestResult {
-  const sma20 = computeSMA(closes, 20);
-  const sma50 = computeSMA(closes, 50);
+function backtestSMACrossover(
+  bars: OHLCV[],
+  closes: number[],
+  shortWindow: number,
+  longWindow: number,
+  strategyName: Strategy,
+): BacktestResult {
+  const shortSma = computeSMA(closes, shortWindow);
+  const longSma = computeSMA(closes, longWindow);
 
-  if (sma50.length === 0) {
-    return emptyResult("sma_crossover", closes);
+  if (longSma.length === 0) {
+    return emptyResult(strategyName, closes);
   }
 
-  // Align: SMA(20) starts at index 19, SMA(50) at index 49
-  // sma20[i] corresponds to closes[i + 19], sma50[i] to closes[i + 49]
-  const offset20 = 19;
-  const offset50 = 49;
+  const shortOffset = shortWindow - 1;
+  const longOffset = longWindow - 1;
 
   let position = false;
   let entryPrice = 0;
@@ -50,19 +54,19 @@ function backtestSMACrossover(bars: OHLCV[], closes: number[]): BacktestResult {
   let peak = 1.0;
   let maxDd = 0;
 
-  for (let i = 0; i < sma50.length; i++) {
-    const barIdx = i + offset50;
-    const sma20Idx = i + (offset50 - offset20);
-    const s20 = sma20[sma20Idx];
-    const s50 = sma50[i];
+  for (let i = 0; i < longSma.length; i++) {
+    const barIdx = i + longOffset;
+    const shortSmaIdx = i + (longOffset - shortOffset);
+    const sShort = shortSma[shortSmaIdx];
+    const sLong = longSma[i];
     const price = closes[barIdx];
 
-    if (!position && s20 > s50) {
+    if (!position && sShort > sLong && price > 0) {
       // Buy signal
       position = true;
       entryPrice = price;
       tradeLog.push({ type: "buy", date: bars[barIdx].date, price });
-    } else if (position && s20 < s50) {
+    } else if (position && sShort < sLong) {
       // Sell signal
       const pnl = (price - entryPrice) / entryPrice;
       equity *= 1 + pnl;
@@ -71,9 +75,7 @@ function backtestSMACrossover(bars: OHLCV[], closes: number[]): BacktestResult {
     }
 
     // Track mark-to-market equity for accurate drawdown
-    const currentEquity = position
-      ? equity * (1 + (price - entryPrice) / entryPrice)
-      : equity;
+    const currentEquity = position ? equity * (1 + (price - entryPrice) / entryPrice) : equity;
     if (currentEquity > peak) peak = currentEquity;
     const dd = (peak - currentEquity) / peak;
     if (dd > maxDd) maxDd = dd;
@@ -87,7 +89,7 @@ function backtestSMACrossover(bars: OHLCV[], closes: number[]): BacktestResult {
     tradeLog.push({ type: "sell", date: bars[bars.length - 1].date, price: lastPrice, pnl });
   }
 
-  return buildResult("sma_crossover", equity - 1, closes, tradeLog, maxDd);
+  return buildResult(strategyName, equity - 1, closes, tradeLog, maxDd);
 }
 
 function backtestRSIMeanReversion(bars: OHLCV[], closes: number[]): BacktestResult {
@@ -111,7 +113,7 @@ function backtestRSIMeanReversion(bars: OHLCV[], closes: number[]): BacktestResu
     const r = rsi[i];
     const price = closes[barIdx];
 
-    if (!position && r < 30) {
+    if (!position && r < 30 && price > 0) {
       // RSI oversold → buy
       position = true;
       entryPrice = price;
@@ -125,9 +127,7 @@ function backtestRSIMeanReversion(bars: OHLCV[], closes: number[]): BacktestResu
     }
 
     // Track mark-to-market equity for accurate drawdown
-    const currentEquity = position
-      ? equity * (1 + (price - entryPrice) / entryPrice)
-      : equity;
+    const currentEquity = position ? equity * (1 + (price - entryPrice) / entryPrice) : equity;
     if (currentEquity > peak) peak = currentEquity;
     const dd = (peak - currentEquity) / peak;
     if (dd > maxDd) maxDd = dd;
@@ -153,9 +153,8 @@ function buildResult(
 ): BacktestResult {
   const sellTrades = tradeLog.filter((t) => t.type === "sell" && t.pnl != null);
   const wins = sellTrades.filter((t) => t.pnl! > 0).length;
-  const buyAndHoldReturn = closes.length > 1
-    ? (closes[closes.length - 1] - closes[0]) / closes[0]
-    : 0;
+  const buyAndHoldReturn =
+    closes.length > 1 && closes[0] > 0 ? (closes[closes.length - 1] - closes[0]) / closes[0] : 0;
 
   return {
     strategy,
@@ -173,9 +172,8 @@ function emptyResult(strategy: string, closes: number[]): BacktestResult {
   return {
     strategy,
     totalReturn: 0,
-    buyAndHoldReturn: closes.length > 1
-      ? (closes[closes.length - 1] - closes[0]) / closes[0]
-      : 0,
+    buyAndHoldReturn:
+      closes.length > 1 && closes[0] > 0 ? (closes[closes.length - 1] - closes[0]) / closes[0] : 0,
     trades: 0,
     wins: 0,
     winRate: 0,
@@ -187,11 +185,20 @@ function emptyResult(strategy: string, closes: number[]): BacktestResult {
 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("rsi_mean_reversion")],
-    { description: "Strategy: sma_crossover (buy when SMA20 > SMA50, sell on reverse) or rsi_mean_reversion (buy when RSI < 30, sell when RSI > 70)" },
+    [
+      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.String({ description: "Historical period to backtest: 1y, 2y, 5y. Default: 2y" }),
+    Type.Union([Type.Literal("1y"), Type.Literal("2y"), Type.Literal("5y")], {
+      description: "Historical period to backtest: 1y, 2y, 5y. Default: 2y",
+    }),
   ),
 });
 
@@ -199,23 +206,31 @@ export const backtestTool: AgentTool<typeof params> = {
   name: "backtest_strategy",
   label: "Backtest Strategy",
   description:
-    "Backtest a simple trading strategy against historical data. Supported strategies: SMA crossover (SMA20/SMA50) and RSI mean-reversion (buy <30, sell >70). Returns total return, win rate, max drawdown, and comparison to buy-and-hold.",
+    "Backtest a simple trading strategy against historical data. 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) {
+  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}).` }],
+        content: [
+          { type: "text", text: `⚠ Backtest unavailable for ${symbol} (${historyResult.reason}).` },
+        ],
         details: null as any,
       };
     }
     const bars = historyResult.data;
 
-    if (bars.length < 60) {
+    const minBars = requiredBarsForStrategy(args.strategy);
+    if (bars.length < minBars) {
       return {
-        content: [{ type: "text", text: `Insufficient data for backtesting ${symbol} (need 60+ days, got ${bars.length})` }],
+        content: [
+          {
+            type: "text",
+            text: `Insufficient data for backtesting ${symbol} (need ${minBars}+ days, got ${bars.length})`,
+          },
+        ],
         details: null,
       };
     }
@@ -224,7 +239,7 @@ export const backtestTool: AgentTool<typeof params> = {
 
     const outperformance = result.totalReturn - result.buyAndHoldReturn;
     const lines = [
-      `**${symbol} Backtest: ${args.strategy}** (${bars[0].date} to ${bars[bars.length - 1].date}, ${bars.length} days)`,
+      `**${symbol} Backtest: ${strategyLabel(args.strategy)}** (${bars[0].date} to ${bars[bars.length - 1].date}, ${bars.length} days)`,
       ``,
       `Strategy Return: ${(result.totalReturn * 100).toFixed(2)}%`,
       `Buy & Hold Return: ${(result.buyAndHoldReturn * 100).toFixed(2)}%`,
@@ -244,3 +259,19 @@ export const backtestTool: AgentTool<typeof params> = {
     };
   },
 };
+
+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

@@ -1,7 +1,7 @@
-import { Type } from "@sinclair/typebox";
 import type { AgentTool } from "@earendil-works/pi-agent-core";
-import { getHistory } from "../../providers/yahoo-finance.js";
+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 ---
@@ -46,13 +46,18 @@ export const technicalIndicatorsTool: AgentTool<typeof params> = {
   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) {
+  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}).` }],
+        content: [
+          {
+            type: "text",
+            text: `⚠ Technical indicators unavailable for ${symbol} (${result.reason}).`,
+          },
+        ],
         details: null as any,
       };
     }
@@ -61,15 +66,18 @@ export const technicalIndicatorsTool: AgentTool<typeof params> = {
 
     if (closes.length < 26) {
       return {
-        content: [{ type: "text", text: `Insufficient data for ${symbol} (need 26+ bars, got ${closes.length})` }],
+        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 ema12 = computeEMA(closes, 12);
-    const ema26 = computeEMA(closes, 26);
     const rsi = computeRSI(closes, 14);
     const macd = computeMACD(closes);
     const bb = computeBollingerBands(closes, 20, 2);
@@ -81,9 +89,12 @@ export const technicalIndicatorsTool: AgentTool<typeof params> = {
     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 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})`,
@@ -105,7 +116,13 @@ export const technicalIndicatorsTool: AgentTool<typeof params> = {
         range,
         prices: closes,
         dates: bars.map((b) => b.date),
-        sma20, sma50, rsi, macd, bb, obv, vwap,
+        sma20,
+        sma50,
+        rsi,
+        macd,
+        bb,
+        obv,
+        vwap,
       },
     };
   },
@@ -243,16 +260,22 @@ function trendSummary(
 
   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 (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");
+  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/index.ts

@@ -1,10 +1,15 @@
-export type { StockQuote, OHLCV, CryptoPrice } from "./market.js";
 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 { Position, PortfolioSummary, RiskMetrics, TechnicalIndicators } from "./portfolio.js";
-export type { FearGreedData, RedditSentimentResult, WebSearchResult, WebSearchEnvelope } from "./sentiment.js";
+export type { PortfolioSummary, Position, RiskMetrics, TechnicalIndicators } from "./portfolio.js";
+export type {
+  FearGreedData,
+  RedditSentimentResult,
+  WebSearchEnvelope,
+  WebSearchResult,
+} from "./sentiment.js";
 
 /**
  * Handler for `ask_user` tool invocations in non-UI contexts (e.g. test harness).

package/src/types/market.ts

@@ -13,6 +13,7 @@ export interface StockQuote {
   week52High: number;
   week52Low: number;
   timestamp: number;
+  currency?: string | null;
 }
 
 export interface OHLCV {

package/src/types/options.ts

@@ -21,6 +21,22 @@ export interface OptionContract {
   greeks: Greeks;
 }
 
+export type OptionsMarketSession = "pre_market" | "regular" | "after_hours" | "closed";
+
+export type OptionsBidAskState =
+  | "live_quotes"
+  | "closed_market_or_stale_quotes"
+  | "live_zero_bid_ask"
+  | "mixed_or_unknown";
+
+export interface OptionsQuoteStatus {
+  marketSession: OptionsMarketSession;
+  bidAskState: OptionsBidAskState;
+  zeroBidAskContracts: number;
+  totalContracts: number;
+  warning?: string;
+}
+
 export interface OptionsChain {
   symbol: string;
   underlyingPrice: number;
@@ -31,5 +47,6 @@ export interface OptionsChain {
   totalCallVolume: number;
   totalPutVolume: number;
   putCallRatio: number;
+  quoteStatus: OptionsQuoteStatus;
   fetchedAt: string;
 }

package/src/types/portfolio.ts

@@ -2,23 +2,33 @@ export interface Position {
   symbol: string;
   shares: number;
   avgCost: number;
+  currency: string;
   addedAt: string;
 }
 
 export interface PortfolioSummary {
   positions: Array<
     Position & {
-      currentPrice: number;
-      marketValue: number;
+      currentPrice: number | null;
+      marketValue: number | null;
       totalCost: number;
-      pnl: number;
-      pnlPercent: number;
+      pnl: number | null;
+      pnlPercent: number | null;
+      includedInTotals: boolean;
+      quoteStatus?: "ok" | "unavailable";
+      exclusionReason?: string;
     }
   >;
+  baseCurrency: string;
   totalValue: number;
   totalCost: number;
   totalPnl: number;
   totalPnlPercent: number;
+  excludedFromTotals: Array<{
+    symbol: string;
+    currency: string;
+    reason: string;
+  }>;
 }
 
 export interface RiskMetrics {
@@ -30,6 +40,38 @@ export interface RiskMetrics {
   var95: number; // 95% Value at Risk (daily)
 }
 
+export interface FundHolding {
+  symbol: string;
+  name: string;
+  weight: number;
+}
+
+export interface FundHoldings {
+  symbol: string;
+  name?: string;
+  provider: string;
+  holdings: FundHolding[];
+  sectorWeights?: Record<string, number>;
+}
+
+export interface SharedFundHolding {
+  symbol: string;
+  name: string;
+  weights: Record<string, number>;
+  overlapWeight: number;
+}
+
+export interface FundOverlapPair {
+  symbols: [string, string];
+  overlapWeight: number;
+  sharedHoldings: SharedFundHolding[];
+}
+
+export interface FundHoldingsOverlap {
+  funds: FundHoldings[];
+  pairs: FundOverlapPair[];
+}
+
 export interface TechnicalIndicators {
   symbol: string;
   period: string;

package/src/types/sentiment.ts

@@ -23,7 +23,7 @@ export interface TwitterSentimentResult {
   query: string;
   tweetCount: number;
   tweets: TwitterTweet[];
-  sentimentScore: number;   // -1.0 (fully bearish) to +1.0 (fully bullish)
+  sentimentScore: number; // -1.0 (fully bearish) to +1.0 (fully bullish)
   bullishCount: number;
   bearishCount: number;
   topMentions: string[];
@@ -63,7 +63,7 @@ export interface RedditSentimentResult {
     created: string;
   }>;
   topMentions: string[];
-  sentimentScore: number;   // -1.0 (fully bearish) to +1.0 (fully bullish)
+  sentimentScore: number; // -1.0 (fully bearish) to +1.0 (fully bullish)
   bullishCount: number;
   bearishCount: number;
   fetchedAt: string;

package/src/workflows/compare-assets.ts

@@ -1,6 +1,7 @@
-import type { CompareAssetsSlots, SlotResolution } from "../routing/types.js";
 import { buildCompareAssetsPrompt } from "../prompts/workflow-prompts.js";
-import type { WorkflowPlan } from "./types.js";
+import { areLikelyFundOrIndexSymbols, isFundOrIndexAssetScope } from "../routing/fund-symbols.js";
+import { isLongInvestmentHorizon } from "../routing/horizon.js";
+import type { CompareAssetsSlots, SlotResolution } from "../routing/types.js";
 import type { WorkflowDefinition } from "../runtime/prompt-step.js";
 import { promptStep } from "../runtime/prompt-step.js";
 
@@ -8,6 +9,59 @@ export function buildCompareAssetsWorkflowDefinition(
   resolution: SlotResolution<CompareAssetsSlots>,
 ): WorkflowDefinition {
   const symbols = resolution.resolved.symbols.join(", ");
+  const timeHorizon = resolution.resolved.timeHorizon;
+  const isMacroHedge = resolution.resolved.metrics?.includes("macro_hedge") ?? false;
+  const isInterestRateSensitive = resolution.resolved.metrics?.includes("interest_rates") ?? false;
+  const isOverlapComparison = resolution.resolved.metrics?.includes("overlap") ?? false;
+  const hasFundContext =
+    isFundOrIndexAssetScope(resolution.resolved.assetScope) ||
+    areLikelyFundOrIndexSymbols(resolution.resolved.symbols);
+  const shouldProbeFundOverlap =
+    !isOverlapComparison && isLongInvestmentHorizon(timeHorizon) && hasFundContext;
+  const evidenceList = resolution.resolved.metrics?.includes("sentiment")
+    ? "price, technical, risk, and sentiment data"
+    : isOverlapComparison
+      ? "quote, holdings-overlap, and correlation data"
+      : shouldProbeFundOverlap
+        ? "price, technical, risk, correlation, and holdings-overlap data when applicable"
+        : "price, technical, and risk data";
+  const horizonGuidance = timeHorizon
+    ? `
+- Start by directly answering whether these assets are reasonable to compare for a ${timeHorizon} horizon.
+- Rank the evidence for that horizon: near-term catalysts, earnings/guidance, estimate revisions, forward-looking valuation evidence, sentiment, macro sensitivity, and company-specific risks before long-term historical metrics.
+- Treat unavailable forward-looking evidence as a caveat instead of replacing it with unrelated historical certainty.`
+    : "";
+  const macroHedgeGuidance = isMacroHedge
+    ? `
+- Treat this as a macro hedge decision: explain each asset's hedge role, correlation regime, volatility/drawdown profile, and sensitivity to real yields, USD/liquidity, geopolitical shocks, and risk-off drawdowns.
+- Do not let missing asset-specific metrics turn into a shallow default winner. Explain what each missing metric would have shown and how that lowers confidence.
+- Give actionable conditional guidance: conditions under which each asset is the better capital-preservation hedge, diversifier, inflation hedge, duration hedge, liquidity sleeve, or higher-volatility asymmetric-upside sleeve.`
+    : "";
+  const interestRateGuidance = isInterestRateSensitive
+    ? `
+- For the rate-sensitive premise, separate benign falling rates from recessionary cuts and sticky-inflation/rate-reversal scenarios before giving the final tilt.
+- Discuss concentration or sector-exposure risk when one asset is narrower or more growth-heavy than the other.
+- Say whether the rate evidence you used is historical/current data or forward-looking market-pricing evidence; do not treat historical Fed funds data as a forecast.`
+    : "";
+  const overlapGuidance = isOverlapComparison
+    ? `
+- For ETF overlap prompts, synthesize the holdings-overlap and shared-exposure evidence first, with correlation only as supporting diversification context.
+- State the diversification implication directly: deliberate factor tilt, accidental duplication, or genuinely differentiated exposure.
+- If provider holdings coverage was partial or unavailable, say that before giving the practical next step.`
+    : shouldProbeFundOverlap
+      ? `
+- If these assets are ETFs, funds, or index products, synthesize holdings-overlap and shared-exposure evidence before correlation when that provider evidence is available.
+- Compare fund role, broad style or sector tilt, dividend/income versus growth tradeoffs, taxable-account dividend drag, and any fetched expense ratio, yield, or AUM evidence.
+- If expense ratio, yield, AUM, or constituent detail is unavailable, name that verification gap instead of filling it with approximate fund facts.
+- If provider holdings coverage was partial or unavailable, say that before giving the practical next step.`
+      : "";
+  const verdictInstruction = isOverlapComparison
+    ? "End with a concise verdict on whether the added fund improves diversification or mostly duplicates existing exposure."
+    : shouldProbeFundOverlap
+      ? "End with a concise verdict tied to the user's horizon, fund roles, and diversification needs rather than short-term timing."
+      : timeHorizon
+        ? `End with a concise verdict on which asset best fits the ${timeHorizon} horizon and why.`
+        : "End with a concise verdict on which asset looks strongest right now and why.";
 
   return {
     workflowType: "compare_assets",
@@ -16,24 +70,18 @@ export function buildCompareAssetsWorkflowDefinition(
         requiredInputs: ["symbols"],
         expectedOutputs: ["asset_data"],
       }),
-      promptStep("compare_and_present", "Present side-by-side comparison", `Now present the side-by-side comparison for ${symbols}:
+      promptStep(
+        "compare_and_present",
+        "Present side-by-side comparison",
+        `Now present the side-by-side comparison for ${symbols}:
 - Keep any unavailable fundamentals marked as unavailable instead of retrying the same failed provider calls.
-- Use the price, technical, and risk data you already fetched to finish the comparison even if some fundamentals are missing.
-- End with a concise verdict on which asset looks strongest right now and why.`, {
-        requiredInputs: ["asset_data"],
-        expectedOutputs: ["comparison_summary"],
-      }),
+- Use the ${evidenceList} you already fetched to finish the comparison even if some fundamentals are missing.
+- ${verdictInstruction}${horizonGuidance}${macroHedgeGuidance}${interestRateGuidance}${overlapGuidance}`,
+        {
+          requiredInputs: ["asset_data"],
+          expectedOutputs: ["comparison_summary"],
+        },
+      ),
     ],
   };
 }
-
-/** @deprecated Use buildCompareAssetsWorkflowDefinition instead */
-export function buildCompareAssetsWorkflow(
-  resolution: SlotResolution<CompareAssetsSlots>,
-): WorkflowPlan {
-  const def = buildCompareAssetsWorkflowDefinition(resolution);
-  return {
-    initialPrompt: def.steps[0].prompt,
-    followUps: def.steps.slice(1).map((s) => s.prompt),
-  };
-}

package/src/workflows/index.ts

@@ -1,4 +1,3 @@
-export { buildPortfolioWorkflow, buildPortfolioWorkflowDefinition } from "./portfolio-builder.js";
-export { buildCompareAssetsWorkflow, buildCompareAssetsWorkflowDefinition } from "./compare-assets.js";
-export { buildOptionsScreenerWorkflow, buildOptionsScreenerWorkflowDefinition } from "./options-screener.js";
-export type { WorkflowPlan } from "./types.js";
+export { buildCompareAssetsWorkflowDefinition } from "./compare-assets.js";
+export { buildOptionsScreenerWorkflowDefinition } from "./options-screener.js";
+export { buildPortfolioWorkflowDefinition } from "./portfolio-builder.js";