opencandle 0.5.0 → 0.7.0

package/src/tools/portfolio/predictions.ts

@@ -1,11 +1,15 @@
-import { Type } from "@sinclair/typebox";
 import type { AgentTool } from "@earendil-works/pi-agent-core";
-import { readFileSync, writeFileSync, existsSync } from "node:fs";
-import { getQuote } from "../../providers/yahoo-finance.js";
+import { Type } from "@sinclair/typebox";
+import { isZeroFilledQuote, resolveYahooInstrument } from "../../market-state/resolve.js";
+import { resolveInstrumentForMutation } from "../../market-state/resolve-for-mutation.js";
+import { MarketStateService, type PredictionRecord } from "../../market-state/service.js";
+import { initDefaultDatabase } from "../../memory/sqlite.js";
 import { wrapProvider } from "../../providers/wrap-provider.js";
-import { ensureParentDir, getPredictionsPath } from "../../infra/opencandle-paths.js";
+import { getQuote } from "../../providers/yahoo-finance.js";
 
 export interface Prediction {
+  id?: number;
+  instrumentId?: number;
   symbol: string;
   direction: "bullish" | "bearish" | "neutral";
   conviction: number; // 1-10
@@ -28,56 +32,40 @@ export interface PredictionCheckResult {
     direction: string;
     conviction: number;
     entryPrice: number;
-    currentPrice: number;
-    pnlPercent: number;
+    targetPrice?: number;
+    currentPrice: number | null;
+    pnlPercent: number | null;
     correct: boolean;
     status: "open" | "resolved";
+    targetHit?: boolean;
+    dataGap?: string;
   }>;
 }
 
-function loadPredictions(): Prediction[] {
-  const predictionsPath = getPredictionsPath();
-  if (!existsSync(predictionsPath)) return [];
-  try {
-    return JSON.parse(readFileSync(predictionsPath, "utf-8"));
-  } catch {
-    return [];
-  }
-}
-
-function savePredictions(predictions: Prediction[]): void {
-  const predictionsPath = getPredictionsPath();
-  ensureParentDir(predictionsPath);
-  writeFileSync(predictionsPath, JSON.stringify(predictions, null, 2));
-}
-
-export function recordPrediction(params: {
+export async function recordPrediction(params: {
   symbol: string;
   direction: "bullish" | "bearish" | "neutral";
   conviction: number;
   entryPrice: number;
   targetPrice?: number;
   timeframeDays: number;
-}): Prediction {
-  const predictions = loadPredictions();
-  const now = new Date();
-  const expires = new Date(now);
-  expires.setDate(expires.getDate() + params.timeframeDays);
-
-  const prediction: Prediction = {
-    symbol: params.symbol.toUpperCase(),
-    direction: params.direction,
-    conviction: params.conviction,
-    entryPrice: params.entryPrice,
-    targetPrice: params.targetPrice,
-    date: now.toISOString().split("T")[0],
-    expiresAt: expires.toISOString().split("T")[0],
-    timeframeDays: params.timeframeDays,
-  };
-
-  predictions.push(prediction);
-  savePredictions(predictions);
-  return prediction;
+}): Promise<Prediction> {
+  const db = initDefaultDatabase();
+  const service = new MarketStateService(db);
+  try {
+    const instrument = await resolveYahooInstrument(params.symbol);
+    const record = service.recordPrediction({
+      instrument,
+      direction: params.direction,
+      conviction: params.conviction,
+      entryPrice: params.entryPrice,
+      targetPrice: params.targetPrice,
+      timeframeDays: params.timeframeDays,
+    });
+    return predictionRecordToPrediction(record, params.timeframeDays);
+  } finally {
+    db.close();
+  }
 }
 
 export function checkPredictions(
@@ -98,22 +86,59 @@ export function checkPredictions(
 
   for (const p of predictions) {
     const currentPrice = currentPrices.get(p.symbol);
-    if (currentPrice == null) continue;
+    if (currentPrice == null) {
+      openCount++;
+      details.push({
+        symbol: p.symbol,
+        direction: p.direction,
+        conviction: p.conviction,
+        entryPrice: p.entryPrice,
+        currentPrice: null,
+        pnlPercent: null,
+        correct: false,
+        status: "open",
+        dataGap: "quote unavailable",
+      });
+      continue;
+    }
+
+    if (!Number.isFinite(p.entryPrice) || p.entryPrice <= 0) {
+      openCount++;
+      details.push({
+        symbol: p.symbol,
+        direction: p.direction,
+        conviction: p.conviction,
+        entryPrice: p.entryPrice,
+        targetPrice: p.targetPrice,
+        currentPrice,
+        pnlPercent: null,
+        correct: false,
+        status: "open",
+        dataGap: "invalid entry price",
+      });
+      continue;
+    }
 
     const isExpired = p.expiresAt <= nowStr;
     const pnlPercent = (currentPrice - p.entryPrice) / p.entryPrice;
 
     if (!isExpired) {
       openCount++;
+      const targetHit =
+        p.targetPrice != null &&
+        ((p.direction === "bullish" && currentPrice >= p.targetPrice) ||
+          (p.direction === "bearish" && currentPrice <= p.targetPrice));
       details.push({
         symbol: p.symbol,
         direction: p.direction,
         conviction: p.conviction,
         entryPrice: p.entryPrice,
+        targetPrice: p.targetPrice,
         currentPrice,
         pnlPercent,
         correct: false,
         status: "open",
+        targetHit,
       });
       continue;
     }
@@ -153,28 +178,37 @@ export function checkPredictions(
 }
 
 const params = Type.Object({
-  action: Type.Union(
-    [Type.Literal("record"), Type.Literal("check")],
-    { description: "record: save a new prediction. check: evaluate all predictions against current prices." },
+  action: Type.Union([Type.Literal("record"), Type.Literal("check"), Type.Literal("cancel")], {
+    description:
+      "record: save a new prediction. check: evaluate all predictions against current prices. cancel: close an open prediction without scoring it.",
+  }),
+  id: Type.Optional(
+    Type.Integer({ minimum: 1, description: "Prediction id (required for cancel)" }),
   ),
   symbol: Type.Optional(Type.String({ description: "Ticker symbol (required for record)" })),
   direction: Type.Optional(
-    Type.Union(
-      [Type.Literal("bullish"), Type.Literal("bearish"), Type.Literal("neutral")],
-      { description: "Predicted direction (required for record)" },
-    ),
+    Type.Union([Type.Literal("bullish"), Type.Literal("bearish"), Type.Literal("neutral")], {
+      description: "Predicted direction (required for record)",
+    }),
   ),
   conviction: Type.Optional(
-    Type.Number({ description: "Conviction 1-10 (required for record)" }),
+    Type.Integer({ minimum: 1, maximum: 10, description: "Conviction 1-10 (required for record)" }),
   ),
   entry_price: Type.Optional(
-    Type.Number({ description: "Entry price at time of prediction (required for record)" }),
+    Type.Number({
+      exclusiveMinimum: 0,
+      description: "Entry price at time of prediction (required for record)",
+    }),
   ),
   target_price: Type.Optional(
-    Type.Number({ description: "Optional target price" }),
+    Type.Number({ exclusiveMinimum: 0, description: "Optional target price" }),
   ),
   timeframe_days: Type.Optional(
-    Type.Number({ description: "Timeframe in days for the prediction (default: 30)" }),
+    Type.Integer({
+      minimum: 1,
+      maximum: 3650,
+      description: "Timeframe in days for the prediction (default: 30)",
+    }),
   ),
 });
 
@@ -185,69 +219,335 @@ export const predictionsTool: AgentTool<typeof params> = {
     "Track your analysis predictions and measure accuracy over time. Record: save a directional prediction with conviction. Check: evaluate all predictions against current prices, compute hit rate and conviction-weighted accuracy. Inspired by ATLAS's Darwinian scoring approach.",
   parameters: params,
   async execute(_toolCallId, args) {
+    if (args.action === "cancel") {
+      if (args.id == null) {
+        throw new Error("id is required for cancel action.");
+      }
+      const db = initDefaultDatabase();
+      try {
+        const service = new MarketStateService(db);
+        const existing = service.listPredictions().find((record) => record.id === args.id);
+        if (existing == null) {
+          return {
+            content: [{ type: "text", text: `Prediction #${args.id} not found.` }],
+            details: null,
+          };
+        }
+        if (existing.status !== "open") {
+          return {
+            content: [
+              { type: "text", text: `Prediction #${args.id} is already ${existing.status}.` },
+            ],
+            details: existing,
+          };
+        }
+        const now = new Date().toISOString();
+        const cancelled = service.updatePredictionOutcome({
+          id: args.id,
+          status: "cancelled",
+          resolvedAt: now,
+          result: { reason: "user_cancelled" },
+        });
+        return {
+          content: [
+            { type: "text", text: `Cancelled prediction #${args.id} for ${cancelled.symbol}.` },
+          ],
+          details: cancelled,
+        };
+      } finally {
+        db.close();
+      }
+    }
+
     if (args.action === "record") {
-      if (!args.symbol || !args.direction || !args.conviction || !args.entry_price) {
-        throw new Error("symbol, direction, conviction, and entry_price are required for record action.");
+      if (!args.symbol || !args.direction || args.conviction == null || args.entry_price == null) {
+        throw new Error(
+          "symbol, direction, conviction, and entry_price are required for record action.",
+        );
+      }
+      if (!Number.isInteger(args.conviction) || args.conviction < 1 || args.conviction > 10) {
+        throw new Error("conviction must be between 1 and 10.");
+      }
+      if (args.entry_price <= 0) {
+        throw new Error("entry_price must be greater than 0.");
+      }
+      if (args.target_price != null && args.target_price <= 0) {
+        throw new Error("target_price must be greater than 0.");
+      }
+      if (
+        args.timeframe_days != null &&
+        (!Number.isInteger(args.timeframe_days) ||
+          args.timeframe_days < 1 ||
+          args.timeframe_days > 3650)
+      ) {
+        throw new Error("timeframe_days must be an integer between 1 and 3650.");
       }
 
-      const prediction = recordPrediction({
-        symbol: args.symbol,
-        direction: args.direction,
-        conviction: args.conviction,
-        entryPrice: args.entry_price,
-        targetPrice: args.target_price,
-        timeframeDays: args.timeframe_days ?? 30,
-      });
+      const resolution = await resolveInstrumentForMutation(args.symbol);
+      if (resolution.status === "needs_selection") {
+        return {
+          content: [
+            {
+              type: "text",
+              text: `Could not verify ${resolution.query}. Choose one of the returned candidates before recording the prediction.`,
+            },
+          ],
+          details: resolution,
+        };
+      }
+
+      const db = initDefaultDatabase();
+      let prediction: Prediction;
+      try {
+        const service = new MarketStateService(db);
+        const record = service.recordPrediction({
+          instrument: resolution.instrument,
+          direction: args.direction,
+          conviction: args.conviction,
+          entryPrice: args.entry_price,
+          targetPrice: args.target_price,
+          timeframeDays: args.timeframe_days ?? 30,
+        });
+        prediction = predictionRecordToPrediction(record, args.timeframe_days ?? 30);
+      } finally {
+        db.close();
+      }
 
       return {
-        content: [{ type: "text", text: `Recorded: ${prediction.symbol} ${prediction.direction} (conviction ${prediction.conviction}/10) at $${prediction.entryPrice}. Expires ${prediction.expiresAt}.` }],
+        content: [
+          {
+            type: "text",
+            text: `Recorded: ${prediction.symbol} ${prediction.direction} (conviction ${prediction.conviction}/10) at $${prediction.entryPrice}. Expires ${prediction.expiresAt}.`,
+          },
+        ],
         details: prediction,
       };
     }
 
-    // Check action
-    const predictions = loadPredictions();
-    if (predictions.length === 0) {
+    const db = initDefaultDatabase();
+    try {
+      const service = new MarketStateService(db);
+      const records = service.listPredictions();
+      const openRecords = records.filter((record) => record.status === "open");
+      const predictions = openRecords.map((record) => predictionRecordToPrediction(record));
+      const historicalDetails = storedResolvedPredictionDetails(records);
+      if (records.length === 0) {
+        return {
+          content: [
+            {
+              type: "text",
+              text: "No predictions recorded yet. Use record action to track your calls.",
+            },
+          ],
+          details: null,
+        };
+      }
+      if (openRecords.length === 0) {
+        if (historicalDetails.length > 0) {
+          const result = predictionResultFromDetails(historicalDetails);
+          return {
+            content: [{ type: "text", text: formatPredictionScorecard(result) }],
+            details: result,
+          };
+        }
+        return {
+          content: [{ type: "text", text: "No open predictions to check." }],
+          details: checkPredictions([], new Map()),
+        };
+      }
+
+      const symbols = [...new Set(predictions.map((p) => p.symbol))];
+      const priceMap = new Map<string, number>();
+      await Promise.all(
+        symbols.map(async (sym) => {
+          const result = await wrapProvider("yahoo", () => getQuote(sym));
+          if (result.status === "ok" && !result.stale && !isZeroFilledQuote(result.data)) {
+            priceMap.set(sym, result.data.price);
+          }
+        }),
+      );
+
+      const currentResult = checkPredictions(predictions, priceMap);
+      persistPredictionOutcomes(service, openRecords, currentResult);
+      const result = predictionResultFromDetails([...historicalDetails, ...currentResult.details]);
+
       return {
-        content: [{ type: "text", text: "No predictions recorded yet. Use record action to track your calls." }],
-        details: null,
+        content: [{ type: "text", text: formatPredictionScorecard(result) }],
+        details: result,
       };
+    } finally {
+      db.close();
     }
+  },
+};
 
-    // Fetch current prices for all symbols
-    const symbols = [...new Set(predictions.map((p) => p.symbol))];
-    const priceMap = new Map<string, number>();
-    await Promise.all(
-      symbols.map(async (sym) => {
-        const result = await wrapProvider("yahoo", () => getQuote(sym));
-        if (result.status === "ok") {
-          priceMap.set(sym, result.data.price);
-        } else {
-          // Skip symbols that are unavailable
-        }
-      }),
-    );
-
-    const result = checkPredictions(predictions, priceMap);
-
-    const resolved = result.correct + result.wrong;
-    const lines = [
-      `**Prediction Scorecard** — ${result.total} predictions (${resolved} resolved, ${result.open} open)`,
-      ``,
-      `Hit Rate: ${(result.hitRate * 100).toFixed(0)}% (${result.correct}/${resolved})`,
-      `Weighted Hit Rate: ${(result.weightedHitRate * 100).toFixed(0)}% (by conviction)`,
-      ``,
-      ...result.details.map((d) => {
-        const icon = d.status === "open" ? "~" : d.correct ? "+" : "-";
-        const sign = d.pnlPercent >= 0 ? "+" : "";
-        const label = d.status === "open" ? " (open)" : "";
-        return `  [${icon}] ${d.symbol}: ${d.direction} (conv ${d.conviction}) → $${d.entryPrice.toFixed(2)} → $${d.currentPrice.toFixed(2)} (${sign}${(d.pnlPercent * 100).toFixed(1)}%)${label}`;
-      }),
-    ];
+function persistPredictionOutcomes(
+  service: MarketStateService,
+  records: PredictionRecord[],
+  result: PredictionCheckResult,
+): void {
+  const now = new Date().toISOString();
+  const usedRecordIds = new Set<number>();
 
-    return {
-      content: [{ type: "text", text: lines.join("\n") }],
-      details: result,
+  for (const detail of result.details) {
+    if (detail.status !== "resolved") continue;
+    const record = findMatchingOpenRecord(records, detail, usedRecordIds);
+    if (record == null) continue;
+    usedRecordIds.add(record.id);
+    service.updatePredictionOutcome({
+      id: record.id,
+      status: "resolved",
+      resolvedAt: now,
+      result: {
+        currentPrice: detail.currentPrice,
+        pnlPercent: detail.pnlPercent,
+        correct: detail.correct,
+      },
+    });
+  }
+
+  for (const record of records) {
+    if (usedRecordIds.has(record.id)) continue;
+    if (record.expiresAt > now) continue;
+    if (
+      result.details.some(
+        (detail) => detail.status === "open" && matchesPredictionRecord(record, detail),
+      )
+    ) {
+      continue;
+    }
+    service.updatePredictionOutcome({
+      id: record.id,
+      status: "expired",
+      resolvedAt: now,
+      result: { reason: "quote_unavailable" },
+    });
+  }
+}
+
+function storedResolvedPredictionDetails(
+  records: PredictionRecord[],
+): PredictionCheckResult["details"] {
+  return records.flatMap((record) => {
+    if (record.status !== "resolved" || record.resultJson == null) return [];
+    const result = JSON.parse(record.resultJson) as {
+      currentPrice?: unknown;
+      pnlPercent?: unknown;
+      correct?: unknown;
     };
-  },
-};
+    if (
+      typeof result.currentPrice !== "number" ||
+      typeof result.pnlPercent !== "number" ||
+      typeof result.correct !== "boolean"
+    ) {
+      return [];
+    }
+    return [
+      {
+        symbol: record.symbol,
+        direction: record.direction,
+        conviction: record.conviction,
+        entryPrice: record.entryPrice,
+        currentPrice: result.currentPrice,
+        pnlPercent: result.pnlPercent,
+        correct: result.correct,
+        status: "resolved" as const,
+      },
+    ];
+  });
+}
+
+function predictionResultFromDetails(
+  details: PredictionCheckResult["details"],
+): PredictionCheckResult {
+  const resolved = details.filter((detail) => detail.status === "resolved");
+  const correct = resolved.filter((detail) => detail.correct);
+  const totalConviction = resolved.reduce((sum, detail) => sum + detail.conviction, 0);
+  const correctConviction = correct.reduce((sum, detail) => sum + detail.conviction, 0);
+
+  return {
+    total: details.length,
+    open: details.filter((detail) => detail.status === "open").length,
+    correct: correct.length,
+    wrong: resolved.length - correct.length,
+    hitRate: resolved.length > 0 ? correct.length / resolved.length : 0,
+    weightedHitRate: totalConviction > 0 ? correctConviction / totalConviction : 0,
+    details,
+  };
+}
+
+function formatPredictionScorecard(result: PredictionCheckResult): string {
+  const resolved = result.correct + result.wrong;
+  const lines = [
+    `**Prediction Scorecard** — ${result.total} predictions (${resolved} resolved, ${result.open} open)`,
+    ``,
+    `Hit Rate: ${(result.hitRate * 100).toFixed(0)}% (${result.correct}/${resolved})`,
+    `Weighted Hit Rate: ${(result.weightedHitRate * 100).toFixed(0)}% (by conviction)`,
+    ``,
+    ...result.details.map((d) => {
+      const icon = d.status === "open" ? "~" : d.correct ? "+" : "-";
+      if (d.currentPrice == null || d.pnlPercent == null) {
+        return `${icon} ${d.symbol} ${d.direction}: quote unavailable (open)`;
+      }
+      const sign = d.pnlPercent >= 0 ? "+" : "";
+      const label =
+        d.status === "open"
+          ? d.targetHit && d.targetPrice != null
+            ? ` (open — target hit: $${d.targetPrice.toFixed(2)} reached before expiry; resolve or let it ride)`
+            : " (open)"
+          : "";
+      return `  [${icon}] ${d.symbol}: ${d.direction} (conv ${d.conviction}) → $${d.entryPrice.toFixed(2)} → $${d.currentPrice.toFixed(2)} (${sign}${(d.pnlPercent * 100).toFixed(1)}%)${label}`;
+    }),
+  ];
+  return lines.join("\n");
+}
+
+function findMatchingOpenRecord(
+  records: PredictionRecord[],
+  detail: PredictionCheckResult["details"][number],
+  usedRecordIds: Set<number>,
+): PredictionRecord | null {
+  return (
+    records.find(
+      (record) => !usedRecordIds.has(record.id) && matchesPredictionRecord(record, detail),
+    ) ?? null
+  );
+}
+
+function matchesPredictionRecord(
+  record: PredictionRecord,
+  detail: Pick<
+    PredictionCheckResult["details"][number],
+    "symbol" | "direction" | "conviction" | "entryPrice"
+  >,
+): boolean {
+  return (
+    record.symbol === detail.symbol &&
+    record.direction === detail.direction &&
+    record.conviction === detail.conviction &&
+    record.entryPrice === detail.entryPrice
+  );
+}
+
+function predictionRecordToPrediction(
+  record: PredictionRecord,
+  explicitTimeframeDays?: number,
+): Prediction {
+  const openedAt = new Date(record.openedAt);
+  const expiresAt = new Date(record.expiresAt);
+  const timeframeDays =
+    explicitTimeframeDays ?? Math.round((expiresAt.getTime() - openedAt.getTime()) / 86_400_000);
+
+  return {
+    id: record.id,
+    instrumentId: record.instrumentId,
+    symbol: record.symbol,
+    direction: record.direction,
+    conviction: record.conviction,
+    entryPrice: record.entryPrice,
+    targetPrice: record.targetPrice ?? undefined,
+    date: record.openedAt.split("T")[0],
+    expiresAt: record.expiresAt.split("T")[0],
+    timeframeDays,
+  };
+}