opencandle 0.5.0 → 0.7.0

package/src/market-state/alert-runner.ts

@@ -0,0 +1,863 @@
+import { canUseTradingViewQuote, getQuotes } from "../providers/tradingview.js";
+import { wrapProvider } from "../providers/wrap-provider.js";
+import { getHistory, getQuote } from "../providers/yahoo-finance.js";
+import { computeRSI, computeSMA } from "../tools/technical/indicators.js";
+import type { OHLCV } from "../types/market.js";
+import { ALERT_CONDITION_VERSION } from "./alert-conditions.js";
+import { isZeroFilledQuote } from "./resolve.js";
+import type { AlertRuleRecord, InstrumentRecord, MarketStateService } from "./service.js";
+
+export interface AlertQuoteObservation {
+  symbol: string;
+  value: number;
+  sourceProvider: string;
+  observedAt: string;
+  providerDataAt?: string | null;
+  cacheStatus: "live" | "cached" | "stale";
+  dataDelayMs?: number | null;
+  caveat?: string;
+}
+
+export interface AlertRunnerProviders {
+  getTradingViewQuotes(symbols: string[]): Promise<AlertQuoteObservation[]>;
+  getYahooQuote(symbol: string): Promise<AlertQuoteObservation>;
+  getHistory(symbol: string, range: string, interval: string): Promise<OHLCV[]>;
+}
+
+export interface AlertRunnerOptions {
+  ownerId?: string | null;
+  triggerType: "heartbeat" | "manual" | "scheduled" | "resume";
+  now?: string;
+  providers: AlertRunnerProviders;
+  providerBudget?: AlertProviderBudget;
+}
+
+export interface AlertRunnerResult {
+  checked: number;
+  triggered: number;
+  unavailable: number;
+  runId: number;
+  lines: string[];
+}
+
+export interface AlertProviderBudgetOptions {
+  failureThreshold?: number;
+  backoffMs?: number;
+}
+
+export interface AlertProviderBudgetSnapshotEntry {
+  state: "available" | "open";
+  failureCount: number;
+  openUntil?: string;
+  reason?: string;
+}
+
+interface ProviderBudgetState {
+  failureCount: number;
+  openUntilMs: number;
+  reason?: string;
+}
+
+export class AlertProviderBudget {
+  private readonly state = new Map<string, ProviderBudgetState>();
+  private readonly failureThreshold: number;
+  private readonly backoffMs: number;
+
+  constructor(options: AlertProviderBudgetOptions = {}) {
+    this.failureThreshold = options.failureThreshold ?? 2;
+    this.backoffMs = options.backoffMs ?? 5 * 60_000;
+  }
+
+  unavailableReason(provider: string, now: string): string | null {
+    const current = this.state.get(provider);
+    if (current == null || current.openUntilMs <= new Date(now).getTime()) return null;
+    return `${provider} provider_budget_exhausted until ${new Date(current.openUntilMs).toISOString()}${current.reason ? ` (${current.reason})` : ""}`;
+  }
+
+  recordSuccess(provider: string): void {
+    this.state.delete(provider);
+  }
+
+  recordFailure(provider: string, reason: string, now: string): void {
+    const current = this.state.get(provider) ?? { failureCount: 0, openUntilMs: 0 };
+    const nextFailureCount = current.failureCount + 1;
+    this.state.set(provider, {
+      failureCount: nextFailureCount,
+      openUntilMs:
+        nextFailureCount >= this.failureThreshold ? new Date(now).getTime() + this.backoffMs : 0,
+      reason,
+    });
+  }
+
+  reset(): void {
+    this.state.clear();
+  }
+
+  snapshot(now: string): Record<string, AlertProviderBudgetSnapshotEntry> {
+    const nowMs = new Date(now).getTime();
+    return Object.fromEntries(
+      [...this.state.entries()].map(([provider, state]) => [
+        provider,
+        {
+          state: state.openUntilMs > nowMs ? "open" : "available",
+          failureCount: state.failureCount,
+          ...(state.openUntilMs > nowMs
+            ? { openUntil: new Date(state.openUntilMs).toISOString() }
+            : {}),
+          ...(state.reason ? { reason: state.reason } : {}),
+        },
+      ]),
+    );
+  }
+}
+
+export const defaultAlertProviderBudget = new AlertProviderBudget();
+
+export const defaultAlertRunnerProviders: AlertRunnerProviders = {
+  async getTradingViewQuotes(symbols) {
+    const result = await wrapProvider("tradingview", () => getQuotes(symbols));
+    if (result.status === "unavailable") throw new Error(result.reason);
+    if (result.stale) throw new Error("provider returned stale market data");
+    return result.data.map((quote) => ({
+      symbol: quote.requestedSymbol,
+      value: quote.price,
+      sourceProvider: "tradingview",
+      observedAt: result.timestamp,
+      providerDataAt: null,
+      cacheStatus: result.stale ? "stale" : "live",
+      dataDelayMs: 15 * 60_000,
+      caveat: quote.dataCaveat,
+    }));
+  },
+  async getYahooQuote(symbol) {
+    const result = await wrapProvider("yahoo", () => getQuote(symbol));
+    if (result.status === "unavailable") throw new Error(result.reason);
+    if (result.stale) throw new Error("provider returned stale market data");
+    if (isZeroFilledQuote(result.data)) throw new Error("Yahoo returned no valid market data.");
+    return {
+      symbol,
+      value: result.data.price,
+      sourceProvider: "yahoo",
+      observedAt: result.timestamp,
+      providerDataAt: new Date(result.data.timestamp).toISOString(),
+      cacheStatus: "live",
+    };
+  },
+  async getHistory(symbol, range, interval) {
+    const result = await wrapProvider("yahoo", () => getHistory(symbol, range, interval));
+    if (result.status === "unavailable") throw new Error(result.reason);
+    if (result.stale) throw new Error("provider returned stale market data");
+    return result.data;
+  },
+};
+
+interface ObservationSet {
+  observations: Map<string, AlertQuoteObservation>;
+  unavailableReasons: Map<string, string>;
+}
+
+interface RunnableRule {
+  rule: AlertRuleRecord;
+  instrument: InstrumentRecord;
+}
+
+export async function runAlertChecks(
+  service: MarketStateService,
+  options: AlertRunnerOptions,
+): Promise<AlertRunnerResult> {
+  const now = options.now ?? new Date().toISOString();
+  const providerBudget = options.providerBudget ?? defaultAlertProviderBudget;
+  const historyCache = new Map<string, Promise<OHLCV[]>>();
+  const run = service.startAlertCheckRun({
+    ownerId: options.ownerId,
+    triggerType: options.triggerType,
+    startedAt: now,
+  });
+
+  let triggered = 0;
+  let unavailable = 0;
+  const lines: string[] = [];
+
+  try {
+    const rules = service
+      .listAlertRules()
+      .filter((rule) => rule.enabled && rule.status === "active" && isDue(rule, now));
+    const runnable = rules.flatMap((rule): RunnableRule[] => {
+      if (rule.conditionVersion !== ALERT_CONDITION_VERSION) {
+        unavailable++;
+        lines.push(
+          `#${rule.id}: needs review (unsupported condition version ${rule.conditionVersion})`,
+        );
+        return [];
+      }
+      if (rule.instrumentId == null) {
+        unavailable++;
+        lines.push(`#${rule.id}: unavailable instrument`);
+        return [];
+      }
+      const instrument = service.getInstrument(rule.instrumentId);
+      if (instrument == null) {
+        unavailable++;
+        lines.push(`#${rule.id}: unavailable instrument`);
+        return [];
+      }
+      return [{ rule, instrument }];
+    });
+
+    const priceRules = runnable.filter(
+      ({ rule }) =>
+        rule.conditionType === "price_crosses_above" ||
+        rule.conditionType === "price_crosses_below",
+    );
+    const quoteObservations = await loadPriceObservations(
+      priceRules,
+      options.providers,
+      providerBudget,
+      now,
+    );
+
+    for (const item of runnable) {
+      const observationKey = isPriceRule(item.rule)
+        ? quoteObservationKey(item.instrument.symbol, allowsDelayedObservation(item.rule))
+        : item.instrument.symbol;
+      const observation = isPriceRule(item.rule)
+        ? quoteObservations.observations.get(observationKey)
+        : await loadHistoricalObservation(
+            item,
+            options.providers,
+            providerBudget,
+            historyCache,
+            now,
+          );
+      if (!observation) {
+        const reason =
+          quoteObservations.unavailableReasons.get(observationKey) ??
+          quoteObservations.unavailableReasons.get(item.instrument.symbol) ??
+          `no provider observation for ${item.instrument.symbol}`;
+        unavailable++;
+        service.recordAlertUnavailable({
+          ruleId: item.rule.id,
+          instrumentId: item.instrument.id,
+          reason,
+          checkedAt: now,
+        });
+        lines.push(`${item.instrument.symbol}: unavailable (${reason})`);
+        continue;
+      }
+
+      const previous = lastObservedValue(item.rule);
+      const conditionState = conditionIsTrue(item.rule, observation.value) ? "true" : "false";
+      const shouldTrigger =
+        conditionState === "true" &&
+        previous != null &&
+        crosses(item.rule, previous, observation.value) &&
+        outsideCooldown(item.rule, now);
+      const observed = {
+        value: observation.value,
+        field: observationField(item.rule),
+        at: now,
+        observedAt: now,
+        providerDataAt: observation.providerDataAt ?? null,
+        sourceProvider: observation.sourceProvider,
+        cacheStatus: observation.cacheStatus,
+        dataDelayMs: observation.dataDelayMs ?? null,
+        caveat: observation.caveat ?? null,
+      };
+
+      const result = service.recordAlertEvaluationResult({
+        ruleId: item.rule.id,
+        observed,
+        checkedAt: now,
+        conditionState,
+        trigger: shouldTrigger
+          ? {
+              instrumentId: item.instrument.id,
+              title: `${item.instrument.symbol} alert triggered`,
+              message: alertTriggerMessage(item.instrument.symbol, item.rule, observation.value),
+              triggeredAt: now,
+              observedAt: now,
+              providerDataAt: observation.providerDataAt ?? null,
+              sourceProvider: observation.sourceProvider,
+              cacheStatus: observation.cacheStatus,
+              dataDelayMs: observation.dataDelayMs ?? null,
+              triggerSource: options.triggerType,
+              dedupeKey: alertDedupeKey(item.rule, observation, options.triggerType),
+              status: options.triggerType === "resume" ? "triggered_late" : "triggered",
+            }
+          : undefined,
+      });
+
+      if (result.triggered) {
+        triggered++;
+        lines.push(
+          `TRIGGERED: ${item.instrument.symbol} — ${alertTriggerMessage(item.instrument.symbol, item.rule, observation.value)}${observationSourceSuffix(observation)}`,
+        );
+      } else {
+        lines.push(
+          `${item.instrument.symbol}: ${previous == null ? "seeded" : "checked"} — observed ${observation.value.toFixed(2)} vs ${conditionTargetLabel(item.rule)} (condition ${conditionState})${observationSourceSuffix(observation)}`,
+        );
+      }
+    }
+
+    service.completeAlertCheckRun(run.id, {
+      completedAt: now,
+      status: "completed",
+      checkedCount: rules.length,
+      triggeredCount: triggered,
+      unavailableCount: unavailable,
+      providerStatus: {
+        checkedSymbols: runnable.map((item) => item.instrument.symbol),
+        unavailableReasons: Object.fromEntries(quoteObservations.unavailableReasons),
+        providerBudget: providerBudget.snapshot(now),
+      },
+    });
+
+    return { checked: rules.length, triggered, unavailable, runId: run.id, lines };
+  } catch (error) {
+    service.completeAlertCheckRun(run.id, {
+      completedAt: now,
+      status: "failed",
+      checkedCount: 0,
+      triggeredCount: triggered,
+      unavailableCount: unavailable,
+      error: { message: error instanceof Error ? error.message : String(error) },
+    });
+    throw error;
+  }
+}
+
+async function loadPriceObservations(
+  rules: RunnableRule[],
+  providers: AlertRunnerProviders,
+  providerBudget: AlertProviderBudget,
+  now: string,
+): Promise<ObservationSet> {
+  const symbols = [...new Set(rules.map(({ instrument }) => instrument.symbol))].sort();
+  const tradingViewSymbols = symbols.filter(
+    (symbol) =>
+      canUseTradingViewQuote(symbol) &&
+      rules.some(
+        ({ rule, instrument }) => instrument.symbol === symbol && allowsDelayedObservation(rule),
+      ),
+  );
+  const yahooSymbols = new Set(
+    symbols.filter(
+      (symbol) =>
+        !canUseTradingViewQuote(symbol) ||
+        rules.some(
+          ({ rule, instrument }) => instrument.symbol === symbol && !allowsDelayedObservation(rule),
+        ),
+    ),
+  );
+  const observations = new Map<string, AlertQuoteObservation>();
+  const unavailableReasons = new Map<string, string>();
+
+  if (tradingViewSymbols.length > 0) {
+    const budgetReason = providerBudget.unavailableReason("tradingview", now);
+    if (budgetReason) {
+      for (const symbol of tradingViewSymbols) {
+        yahooSymbols.add(symbol);
+        unavailableReasons.set(symbol, budgetReason);
+        unavailableReasons.set(quoteObservationKey(symbol, true), budgetReason);
+      }
+    } else {
+      try {
+        for (const quote of await providers.getTradingViewQuotes(tradingViewSymbols)) {
+          if (quote.cacheStatus === "stale") {
+            unavailableReasons.set(
+              quoteObservationKey(quote.symbol, true),
+              "TradingView returned stale market data",
+            );
+            continue;
+          }
+          observations.set(
+            quoteObservationKey(quote.symbol, true),
+            normalizeObservation(quote, now),
+          );
+        }
+        providerBudget.recordSuccess("tradingview");
+      } catch (error) {
+        const reason = error instanceof Error ? error.message : "TradingView unavailable";
+        providerBudget.recordFailure("tradingview", reason, now);
+        for (const symbol of tradingViewSymbols) {
+          yahooSymbols.add(symbol);
+          unavailableReasons.set(symbol, reason);
+          unavailableReasons.set(quoteObservationKey(symbol, true), reason);
+        }
+      }
+    }
+  }
+
+  for (const symbol of tradingViewSymbols) {
+    if (!observations.has(quoteObservationKey(symbol, true))) yahooSymbols.add(symbol);
+  }
+
+  const yahooSymbolList = [...yahooSymbols];
+  const yahooBudgetReason = providerBudget.unavailableReason("yahoo", now);
+  if (yahooBudgetReason) {
+    for (const symbol of yahooSymbolList) {
+      const prior = unavailableReasons.get(symbol);
+      unavailableReasons.set(symbol, prior ? `${prior}; ${yahooBudgetReason}` : yahooBudgetReason);
+      unavailableReasons.set(quoteObservationKey(symbol, false), yahooBudgetReason);
+    }
+  } else {
+    const yahooResults = await Promise.allSettled(
+      yahooSymbolList.map((symbol) => providers.getYahooQuote(symbol)),
+    );
+
+    for (const [index, result] of yahooResults.entries()) {
+      const symbol = yahooSymbolList[index];
+      if (symbol == null) continue;
+
+      if (result.status === "fulfilled") {
+        const normalized = normalizeObservation(result.value, now);
+        observations.set(quoteObservationKey(symbol, false), normalized);
+        if (!observations.has(quoteObservationKey(symbol, true))) {
+          observations.set(quoteObservationKey(symbol, true), normalized);
+        }
+        unavailableReasons.delete(symbol);
+        unavailableReasons.delete(quoteObservationKey(symbol, false));
+        unavailableReasons.delete(quoteObservationKey(symbol, true));
+        providerBudget.recordSuccess("yahoo");
+      } else {
+        const prior = unavailableReasons.get(symbol);
+        const reason = result.reason instanceof Error ? result.reason.message : "Yahoo unavailable";
+        if (isProviderWideFailure(reason)) providerBudget.recordFailure("yahoo", reason, now);
+        const mergedReason = prior ? `${prior}; Yahoo fallback unavailable: ${reason}` : reason;
+        unavailableReasons.set(symbol, mergedReason);
+        unavailableReasons.set(quoteObservationKey(symbol, false), reason);
+        if (!observations.has(quoteObservationKey(symbol, true))) {
+          const delayedKey = quoteObservationKey(symbol, true);
+          const delayedPrior = unavailableReasons.get(delayedKey);
+          unavailableReasons.set(
+            delayedKey,
+            delayedPrior ? `${delayedPrior}; Yahoo fallback unavailable: ${reason}` : mergedReason,
+          );
+        }
+      }
+    }
+  }
+
+  return { observations, unavailableReasons };
+}
+
+async function loadHistoricalObservation(
+  item: RunnableRule,
+  providers: AlertRunnerProviders,
+  providerBudget: AlertProviderBudget,
+  historyCache: Map<string, Promise<OHLCV[]>>,
+  now: string,
+): Promise<AlertQuoteObservation | null> {
+  try {
+    if (item.rule.conditionType === "price_crosses_sma") {
+      const condition = item.rule.conditionJson as { period?: unknown };
+      const period = typeof condition.period === "number" ? condition.period : 50;
+      const bars = await loadHistory(
+        item.instrument.symbol,
+        "1y",
+        "1d",
+        providers,
+        providerBudget,
+        historyCache,
+        now,
+      );
+      const closes = bars.map((bar) => bar.close);
+      const sma = computeSMA(closes, period);
+      const latestClose = closes.at(-1);
+      const latestSma = sma.at(-1);
+      if (latestClose == null || latestSma == null) return null;
+      return historicalObservation(
+        item.instrument.symbol,
+        latestClose - latestSma,
+        bars.at(-1)?.date ?? null,
+        now,
+      );
+    }
+
+    if (item.rule.conditionType === "percent_move") {
+      const bars = await loadHistory(
+        item.instrument.symbol,
+        "5d",
+        "1d",
+        providers,
+        providerBudget,
+        historyCache,
+        now,
+      );
+      const latest = bars.at(-1);
+      const prior = bars.at(-2);
+      if (latest == null || prior == null || prior.close === 0) return null;
+      const move = (latest.close / prior.close - 1) * 100;
+      return historicalObservation(
+        item.instrument.symbol,
+        roundObservation(move),
+        latest.date,
+        now,
+      );
+    }
+
+    if (item.rule.conditionType === "sma_cross") {
+      const condition = item.rule.conditionJson as { fast_period?: unknown; slow_period?: unknown };
+      const fastPeriod = typeof condition.fast_period === "number" ? condition.fast_period : 50;
+      const slowPeriod = typeof condition.slow_period === "number" ? condition.slow_period : 200;
+      const bars = await loadHistory(
+        item.instrument.symbol,
+        "2y",
+        "1d",
+        providers,
+        providerBudget,
+        historyCache,
+        now,
+      );
+      const closes = bars.map((bar) => bar.close);
+      const fast = computeSMA(closes, fastPeriod).at(-1);
+      const slow = computeSMA(closes, slowPeriod).at(-1);
+      if (fast == null || slow == null) return null;
+      return historicalObservation(
+        item.instrument.symbol,
+        roundObservation(fast - slow),
+        bars.at(-1)?.date ?? null,
+        now,
+      );
+    }
+
+    if (item.rule.conditionType === "rsi_threshold") {
+      const condition = item.rule.conditionJson as { period?: unknown };
+      const period = typeof condition.period === "number" ? condition.period : 14;
+      const bars = await loadHistory(
+        item.instrument.symbol,
+        "6mo",
+        "1d",
+        providers,
+        providerBudget,
+        historyCache,
+        now,
+      );
+      const rsi = computeRSI(
+        bars.map((bar) => bar.close),
+        period,
+      );
+      const latestRsi = rsi.at(-1);
+      if (latestRsi == null) return null;
+      return historicalObservation(
+        item.instrument.symbol,
+        latestRsi,
+        bars.at(-1)?.date ?? null,
+        now,
+      );
+    }
+
+    if (item.rule.conditionType === "volume_spike") {
+      const condition = item.rule.conditionJson as { lookback_period?: unknown };
+      const period = typeof condition.lookback_period === "number" ? condition.lookback_period : 20;
+      const bars = await loadHistory(
+        item.instrument.symbol,
+        "6mo",
+        "1d",
+        providers,
+        providerBudget,
+        historyCache,
+        now,
+      );
+      const latest = bars.at(-1);
+      const prior = bars.slice(Math.max(0, bars.length - 1 - period), bars.length - 1);
+      if (latest == null || prior.length < period) return null;
+      const averageVolume = prior.reduce((sum, bar) => sum + bar.volume, 0) / prior.length;
+      if (averageVolume <= 0) return null;
+      return historicalObservation(
+        item.instrument.symbol,
+        latest.volume / averageVolume,
+        latest.date,
+        now,
+      );
+    }
+  } catch {
+    return null;
+  }
+  return null;
+}
+
+function loadHistory(
+  symbol: string,
+  range: string,
+  interval: string,
+  providers: AlertRunnerProviders,
+  providerBudget: AlertProviderBudget,
+  historyCache: Map<string, Promise<OHLCV[]>>,
+  now: string,
+): Promise<OHLCV[]> {
+  const budgetReason = providerBudget.unavailableReason("yahoo", now);
+  if (budgetReason) return Promise.reject(new Error(budgetReason));
+  const key = `${symbol}:${range}:${interval}`;
+  const cached = historyCache.get(key);
+  if (cached) return cached;
+  const promise = providers
+    .getHistory(symbol, range, interval)
+    .then((bars) => {
+      providerBudget.recordSuccess("yahoo");
+      return bars;
+    })
+    .catch((error) => {
+      const reason = error instanceof Error ? error.message : "Yahoo history unavailable";
+      if (isProviderWideFailure(reason)) providerBudget.recordFailure("yahoo", reason, now);
+      throw error;
+    });
+  historyCache.set(key, promise);
+  return promise;
+}
+
+function isProviderWideFailure(reason: string): boolean {
+  const normalized = reason.toLowerCase();
+  return (
+    normalized.includes("429") ||
+    normalized.includes("rate limit") ||
+    normalized.includes("too many requests") ||
+    normalized.includes("provider_budget_exhausted") ||
+    normalized.includes("timeout") ||
+    normalized.includes("timed out") ||
+    normalized.includes("network") ||
+    normalized.includes("fetch failed") ||
+    normalized.includes("econn") ||
+    normalized.includes("enotfound")
+  );
+}
+
+function historicalObservation(
+  symbol: string,
+  value: number,
+  providerDataAt: string | null,
+  now: string,
+): AlertQuoteObservation {
+  return {
+    symbol,
+    value,
+    sourceProvider: "yahoo",
+    observedAt: now,
+    providerDataAt,
+    cacheStatus: "live",
+  };
+}
+
+function observationField(rule: AlertRuleRecord): string {
+  if (rule.conditionType === "rsi_threshold") return "rsi";
+  if (rule.conditionType === "volume_spike") return "volume_ratio";
+  if (rule.conditionType === "price_crosses_sma") return "price_sma_spread";
+  if (rule.conditionType === "percent_move") return "percent_move";
+  if (rule.conditionType === "sma_cross") return "sma_spread";
+  return "last_price";
+}
+
+function conditionTargetLabel(rule: AlertRuleRecord): string {
+  const c = (rule.conditionJson ?? {}) as Record<string, unknown>;
+  switch (rule.conditionType) {
+    case "price_crosses_above":
+      return `above ${Number(c.threshold).toFixed(2)}`;
+    case "price_crosses_below":
+      return `below ${Number(c.threshold).toFixed(2)}`;
+    case "rsi_threshold":
+      return `RSI ${c.direction === "below" ? "below" : "above"} ${c.threshold} (${c.period}-day)`;
+    case "percent_move":
+      return `${c.direction === "down" ? "down" : "up"} ${c.percent}% in ${c.window ?? "1d"}`;
+    case "price_crosses_sma":
+      return `price ${c.direction === "below" ? "below" : "above"} ${c.period}-day SMA`;
+    case "sma_cross":
+      return `${c.fast_period}-day SMA ${c.direction === "below" ? "below" : "above"} ${c.slow_period}-day SMA`;
+    case "volume_spike":
+      return `${c.multiplier}x the ${c.lookback_period}-day average volume`;
+    default:
+      return rule.conditionType;
+  }
+}
+
+function observationSourceSuffix(observation: {
+  sourceProvider: string;
+  dataDelayMs?: number | null;
+}): string {
+  const delay =
+    observation.dataDelayMs != null && observation.dataDelayMs > 0
+      ? `, ~${Math.round(observation.dataDelayMs / 60_000)}m delayed`
+      : "";
+  return ` [${observation.sourceProvider}${delay}]`;
+}
+
+function alertTriggerMessage(symbol: string, rule: AlertRuleRecord, value: number): string {
+  if (rule.conditionType === "rsi_threshold") {
+    const direction = (rule.conditionJson as { direction?: unknown }).direction;
+    const directionText = direction === "above" ? "above" : "below";
+    return `${symbol} RSI ${directionText} threshold at ${value.toFixed(2)}`;
+  }
+  if (rule.conditionType === "volume_spike") {
+    return `${symbol} volume spike at ${value.toFixed(2)}x average volume`;
+  }
+  if (rule.conditionType === "price_crosses_sma") {
+    return `${symbol} price/SMA spread at ${formatSignedCurrency(value)}`;
+  }
+  if (rule.conditionType === "percent_move") {
+    const direction =
+      (rule.conditionJson as { direction?: unknown }).direction === "down" ? "down" : "up";
+    return `${symbol} percent move ${direction} ${Math.abs(value).toFixed(2)}%`;
+  }
+  if (rule.conditionType === "sma_cross") {
+    const direction =
+      (rule.conditionJson as { direction?: unknown }).direction === "below" ? "below" : "above";
+    return `${symbol} fast SMA crossed ${direction} slow SMA at ${formatSignedCurrency(value)}`;
+  }
+  return `${symbol} ${rule.conditionType} at $${value.toFixed(2)}`;
+}
+
+function formatSignedCurrency(value: number): string {
+  return `${value >= 0 ? "+" : "-"}$${Math.abs(value).toFixed(2)}`;
+}
+
+function roundObservation(value: number): number {
+  return Math.round(value * 10_000) / 10_000;
+}
+
+function normalizeObservation(
+  observation: AlertQuoteObservation,
+  now: string,
+): AlertQuoteObservation {
+  return {
+    ...observation,
+    symbol: observation.symbol.toUpperCase(),
+    observedAt: observation.observedAt || now,
+    cacheStatus: observation.cacheStatus ?? "live",
+  };
+}
+
+function isDue(rule: AlertRuleRecord, now: string): boolean {
+  return (
+    rule.nextCheckAt == null || new Date(rule.nextCheckAt).getTime() <= new Date(now).getTime()
+  );
+}
+
+function isPriceRule(rule: AlertRuleRecord): boolean {
+  return (
+    rule.conditionType === "price_crosses_above" || rule.conditionType === "price_crosses_below"
+  );
+}
+
+function allowsDelayedObservation(rule: AlertRuleRecord): boolean {
+  const condition = rule.conditionJson as { allow_delayed?: unknown; allowDelayed?: unknown };
+  return condition.allow_delayed !== false && condition.allowDelayed !== false;
+}
+
+function quoteObservationKey(symbol: string, delayedAllowed: boolean): string {
+  return `${symbol.toUpperCase()}:${delayedAllowed ? "delayed-ok" : "fresh-only"}`;
+}
+
+function lastObservedValue(rule: AlertRuleRecord): number | null {
+  const observed = rule.lastObservedJson as { value?: unknown } | null;
+  return typeof observed?.value === "number" ? observed.value : null;
+}
+
+function conditionIsTrue(rule: AlertRuleRecord, current: number): boolean {
+  const condition = rule.conditionJson as { threshold?: unknown };
+  if (rule.conditionType === "price_crosses_above") {
+    return typeof condition.threshold === "number" && current > condition.threshold;
+  }
+  if (rule.conditionType === "price_crosses_below") {
+    return typeof condition.threshold === "number" && current < condition.threshold;
+  }
+  if (rule.conditionType === "price_crosses_sma") {
+    const direction = (rule.conditionJson as { direction?: unknown }).direction;
+    if (direction === "above") return current > 0;
+    if (direction === "below") return current < 0;
+  }
+  if (rule.conditionType === "percent_move") {
+    const percent = (rule.conditionJson as { percent?: unknown }).percent;
+    if (typeof percent !== "number") return false;
+    const direction = (rule.conditionJson as { direction?: unknown }).direction;
+    if (direction === "up") return current > percent;
+    if (direction === "down") return current < -percent;
+  }
+  if (rule.conditionType === "sma_cross") {
+    const direction = (rule.conditionJson as { direction?: unknown }).direction;
+    if (direction === "above") return current > 0;
+    if (direction === "below") return current < 0;
+  }
+  if (rule.conditionType === "rsi_threshold") {
+    if (typeof condition.threshold !== "number") return false;
+    const direction = (rule.conditionJson as { direction?: unknown }).direction;
+    if (direction === "above") return current > condition.threshold;
+    if (direction === "below") return current < condition.threshold;
+  }
+  if (rule.conditionType === "volume_spike") {
+    const multiplier = (rule.conditionJson as { multiplier?: unknown }).multiplier;
+    return typeof multiplier === "number" && current > multiplier;
+  }
+  return false;
+}
+
+function crosses(rule: AlertRuleRecord, previous: number, current: number): boolean {
+  const condition = rule.conditionJson as { threshold?: unknown };
+  if (rule.conditionType === "price_crosses_above") {
+    return (
+      typeof condition.threshold === "number" &&
+      previous <= condition.threshold &&
+      current > condition.threshold
+    );
+  }
+  if (rule.conditionType === "price_crosses_below") {
+    return (
+      typeof condition.threshold === "number" &&
+      previous >= condition.threshold &&
+      current < condition.threshold
+    );
+  }
+  if (rule.conditionType === "price_crosses_sma") {
+    const direction = (rule.conditionJson as { direction?: unknown }).direction;
+    if (direction === "above") return previous <= 0 && current > 0;
+    if (direction === "below") return previous >= 0 && current < 0;
+  }
+  if (rule.conditionType === "percent_move") {
+    const percent = (rule.conditionJson as { percent?: unknown }).percent;
+    if (typeof percent !== "number") return false;
+    const direction = (rule.conditionJson as { direction?: unknown }).direction;
+    if (direction === "up") return previous <= percent && current > percent;
+    if (direction === "down") return previous >= -percent && current < -percent;
+  }
+  if (rule.conditionType === "sma_cross") {
+    const direction = (rule.conditionJson as { direction?: unknown }).direction;
+    if (direction === "above") return previous <= 0 && current > 0;
+    if (direction === "below") return previous >= 0 && current < 0;
+  }
+  if (rule.conditionType === "rsi_threshold") {
+    if (typeof condition.threshold !== "number") return false;
+    const direction = (rule.conditionJson as { direction?: unknown }).direction;
+    if (direction === "above")
+      return previous <= condition.threshold && current > condition.threshold;
+    if (direction === "below")
+      return previous >= condition.threshold && current < condition.threshold;
+  }
+  if (rule.conditionType === "volume_spike") {
+    const multiplier = (rule.conditionJson as { multiplier?: unknown }).multiplier;
+    return typeof multiplier === "number" && previous <= multiplier && current > multiplier;
+  }
+  return false;
+}
+
+function outsideCooldown(rule: AlertRuleRecord, now: string): boolean {
+  if (rule.lastTriggeredAt == null || rule.cooldownSeconds == null) return true;
+  return (
+    new Date(now).getTime() - new Date(rule.lastTriggeredAt).getTime() >=
+    rule.cooldownSeconds * 1000
+  );
+}
+
+function alertDedupeKey(
+  rule: AlertRuleRecord,
+  observation: AlertQuoteObservation,
+  triggerType: string,
+): string {
+  const bucket = observation.observedAt.slice(0, 16);
+  return [
+    "alert",
+    rule.id,
+    rule.ruleRevision,
+    rule.armCycleId,
+    triggerType,
+    bucket,
+    observation.value,
+  ].join(":");
+}