opencandle 0.5.0 → 0.7.0

package/src/tools/technical/backtest.ts

@@ -1,9 +1,9 @@
-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" | "sma_50_200_crossover" | "rsi_mean_reversion";
 
@@ -61,7 +61,7 @@ function backtestSMACrossover(
     const sLong = longSma[i];
     const price = closes[barIdx];
 
-    if (!position && sShort > sLong) {
+    if (!position && sShort > sLong && price > 0) {
       // Buy signal
       position = true;
       entryPrice = price;
@@ -75,9 +75,7 @@ function backtestSMACrossover(
     }
 
     // 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;
@@ -115,7 +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;
@@ -129,9 +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;
@@ -157,9 +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,
@@ -177,9 +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,
@@ -191,11 +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("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)" },
+    [
+      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",
+    }),
   ),
 });
 
@@ -211,7 +214,9 @@ export const backtestTool: AgentTool<typeof params> = {
     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,
       };
     }
@@ -220,7 +225,12 @@ export const backtestTool: AgentTool<typeof params> = {
     const minBars = requiredBarsForStrategy(args.strategy);
     if (bars.length < minBars) {
       return {
-        content: [{ type: "text", text: `Insufficient data for backtesting ${symbol} (need ${minBars}+ days, got ${bars.length})` }],
+        content: [
+          {
+            type: "text",
+            text: `Insufficient data for backtesting ${symbol} (need ${minBars}+ days, got ${bars.length})`,
+          },
+        ],
         details: null,
       };
     }

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 ---
@@ -52,7 +52,12 @@ export const technicalIndicatorsTool: AgentTool<typeof params> = {
     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,
       };
     }
@@ -61,7 +66,12 @@ 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,
       };
     }
@@ -79,9 +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})`,
@@ -103,7 +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,
       },
     };
   },
@@ -241,16 +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/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 {

package/src/types/sentiment.ts

@@ -1,3 +1,5 @@
+import type { SentinelRecord } from "../sentiment/types.js";
+
 export interface FearGreedData {
   value: number;
   label: string; // "Extreme Fear" | "Fear" | "Neutral" | "Greed" | "Extreme Greed"
@@ -19,15 +21,70 @@ export interface TwitterTweet {
   created: string;
 }
 
+export type SentimentInsightMethod = "deterministic-keyword-v1" | "llm";
+export type SentimentConfidenceLevel = "low" | "medium" | "high";
+
+export interface SentimentInsightConfidence {
+  level: SentimentConfidenceLevel;
+  score: number; // 0.0 to 1.0
+  reasons: string[];
+}
+
+export interface SentimentInsightDriver {
+  label: string;
+  count: number;
+  polarity: "positive" | "negative" | "mixed";
+  terms: string[];
+  sourceIds: string[];
+}
+
+export interface SentimentRepresentativeItem {
+  source: "twitter" | "reddit" | "web" | "finnhub" | "aggregate";
+  sourceId: string;
+  title: string | null;
+  excerpt: string;
+  url: string | null;
+  author: string | null;
+  publishedAt: string | null;
+  engagement: number | null;
+  score: number;
+  matchedTerms: string[];
+  metadata?: Record<string, unknown>;
+}
+
+export interface SentimentSourceCoverage {
+  sources: string[];
+  counts: Record<string, number>;
+  missingSources?: string[];
+  notes?: string[];
+}
+
+export interface SentimentInsight {
+  label: string;
+  score: number;
+  sampleSize: number;
+  scoredSampleSize: number;
+  confidence: SentimentInsightConfidence;
+  positiveDrivers: SentimentInsightDriver[];
+  negativeDrivers: SentimentInsightDriver[];
+  mixedDrivers: SentimentInsightDriver[];
+  notableClaims: string[];
+  representativeItems: SentimentRepresentativeItem[];
+  sourceCoverage: SentimentSourceCoverage;
+  caveats: string[];
+  method: SentimentInsightMethod;
+}
+
 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[];
   fetchedAt: string;
+  insight?: SentimentInsight;
 }
 
 export interface WebSearchResult {
@@ -63,8 +120,10 @@ 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;
+  insight?: SentimentInsight;
+  records?: SentinelRecord[];
 }

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";
 
@@ -12,11 +13,18 @@ export function buildCompareAssetsWorkflowDefinition(
   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"
-    : "price, technical, and risk 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.
@@ -40,10 +48,20 @@ export function buildCompareAssetsWorkflowDefinition(
 - 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."
-    : "End with a concise verdict on which asset looks strongest right now and why.";
+    : 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",
@@ -52,24 +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 ${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"],
-      }),
+- ${verdictInstruction}${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";

package/src/workflows/options-screener.ts

@@ -1,32 +1,34 @@
-import type { OptionsScreenerSlots, SlotResolution } from "../routing/types.js";
 import { buildOptionsScreenerPrompt } from "../prompts/workflow-prompts.js";
-import type { WorkflowPlan } from "./types.js";
+import type { OptionsScreenerSlots, SlotResolution } from "../routing/types.js";
 import type { WorkflowDefinition } from "../runtime/prompt-step.js";
 import { promptStep } from "../runtime/prompt-step.js";
 
-export function buildOptionsScreenerWorkflowDefinition(resolution: SlotResolution<OptionsScreenerSlots>): WorkflowDefinition {
+export function buildOptionsScreenerWorkflowDefinition(
+  resolution: SlotResolution<OptionsScreenerSlots>,
+): WorkflowDefinition {
   const s = resolution.resolved;
   const isProtectivePutContext = s.optionStrategy === "protective_put";
   const contractType = s.direction === "bullish" && !isProtectivePutContext ? "calls" : "puts";
   const horizonPhrase = describeDteTarget(s.dteTarget);
-  const isCoveredCallContext = !isProtectivePutContext && (
-    s.optionStrategy === "covered_call" ||
-    s.costBasis !== undefined ||
-    (s.catalystSymbols?.length ?? 0) > 0
-  );
+  const isCoveredCallContext =
+    !isProtectivePutContext &&
+    (s.optionStrategy === "covered_call" ||
+      s.costBasis !== undefined ||
+      (s.catalystSymbols?.length ?? 0) > 0);
   const rankingInstruction = isProtectivePutContext
     ? "Rank by protection per dollar of premium, expiration fit, moneyness, hedge floor, live liquidity, and premium as a percent of the stock position."
     : isCoveredCallContext
-    ? "Rank by premium collected, strike above cost basis, assignment risk, event risk, live liquidity, and probability of expiring out of the money."
-    : `Rank by ${s.objective}: balance premium cost, delta exposure, and probability of profit. Only include contracts with |delta| >= 0.20.`;
-  const maxPremiumInstruction = s.maxPremium !== undefined
-    ? ` Do not rank contracts above the user's max premium of $${s.maxPremium.toLocaleString("en-US")} unless no contracts under that cap are liquid; if so, say the cap could not be met.`
-    : "";
+      ? "Rank by premium collected, strike above cost basis, assignment risk, event risk, live liquidity, and probability of expiring out of the money."
+      : `Rank by ${s.objective}: balance premium cost, delta exposure, and probability of profit. Only include contracts with |delta| >= 0.20.`;
+  const maxPremiumInstruction =
+    s.maxPremium !== undefined
+      ? ` Do not rank contracts above the user's max premium of $${s.maxPremium.toLocaleString("en-US")} unless no contracts under that cap are liquid; if so, say the cap could not be met.`
+      : "";
   const riskInstruction = isProtectivePutContext
     ? "Include protective-put hedge risks: premium decay/cost, imperfect hedge before the strike, liquidity, and opportunity cost. Long protective puts do not have short-option assignment risk."
     : isCoveredCallContext
-    ? "Include covered-call sale risks: assignment risk, upside is capped at the strike plus premium, share-price downside in the owned stock less premium received, IV/event risk, and exit liquidity. Do not say max loss = premium or describe max loss as the option premium paid."
-    : "Include risk caveats: max loss = premium, IV crush risk, time decay (theta).";
+      ? "Include covered-call sale risks: assignment risk, upside is capped at the strike plus premium, share-price downside in the owned stock less premium received, IV/event risk, and exit liquidity. Do not say max loss = premium or describe max loss as the option premium paid."
+      : "Include risk caveats: max loss = premium, IV crush risk, time decay (theta).";
   const coveredCallFallback = isCoveredCallContext
     ? `
 	Covered-call fallback:
@@ -77,7 +79,10 @@ Protective-put requirements:
         requiredInputs: ["symbol"],
         expectedOutputs: ["option_chain"],
       }),
-      promptStep("rank_and_present", "Rank and present top contracts", `Now rank and present the top ${contractType} for ${s.symbol}. You MUST produce a final text response — never end this turn with only tool calls.
+      promptStep(
+        "rank_and_present",
+        "Rank and present top contracts",
+        `Now rank and present the top ${contractType} for ${s.symbol}. You MUST produce a final text response — never end this turn with only tool calls.
 
 1. From the option chain data already fetched, select the top 3-5 contracts matching: ${s.moneynessPreference} strikes, DTE near ${s.dteTarget}, with ${s.liquidityMinimum}.
 2. ${rankingInstruction}${maxPremiumInstruction}
@@ -97,10 +102,12 @@ ${protectivePutFallback}
 Length constraints:
 - Max 1 sentence explaining the #1 pick.
 - Risk section: max 3 bullets.
-- Keep total response under 30 lines.`, {
-        requiredInputs: ["option_chain"],
-        expectedOutputs: ["ranked_contracts"],
-      }),
+- Keep total response under 30 lines.`,
+        {
+          requiredInputs: ["option_chain"],
+          expectedOutputs: ["ranked_contracts"],
+        },
+      ),
     ],
   };
 }
@@ -116,12 +123,3 @@ function describeDteTarget(dteTarget: string): string {
   if (plus) return `${plus[1]}+ day horizon`;
   return `${dteTarget} horizon`;
 }
-
-/** @deprecated Use buildOptionsScreenerWorkflowDefinition instead */
-export function buildOptionsScreenerWorkflow(resolution: SlotResolution<OptionsScreenerSlots>): WorkflowPlan {
-  const def = buildOptionsScreenerWorkflowDefinition(resolution);
-  return {
-    initialPrompt: def.steps[0].prompt,
-    followUps: def.steps.slice(1).map((s) => s.prompt),
-  };
-}

package/src/workflows/portfolio-builder.ts

@@ -1,30 +1,44 @@
-import type { PortfolioSlots, SlotResolution } from "../routing/types.js";
 import { buildPortfolioPrompt } from "../prompts/workflow-prompts.js";
-import type { WorkflowPlan } from "./types.js";
+import type { PortfolioSlots, SlotResolution } from "../routing/types.js";
 import type { WorkflowDefinition } from "../runtime/prompt-step.js";
 import { promptStep } from "../runtime/prompt-step.js";
 
-export function buildPortfolioWorkflowDefinition(resolution: SlotResolution<PortfolioSlots>): WorkflowDefinition {
+export function buildPortfolioWorkflowDefinition(
+  resolution: SlotResolution<PortfolioSlots>,
+): WorkflowDefinition {
   const s = resolution.resolved;
 
   return {
     workflowType: "portfolio_builder",
     steps: [
-      promptStep("fetch_candidates", "Fetch market data and select candidates", buildPortfolioPrompt(resolution), {
-        requiredInputs: ["symbols"],
-        expectedOutputs: ["candidate_positions"],
-      }),
-      promptStep("risk_review", "Review risk and diversification", `Now review the risk and diversification of this draft portfolio:
+      promptStep(
+        "fetch_candidates",
+        "Fetch market data and select candidates",
+        buildPortfolioPrompt(resolution),
+        {
+          requiredInputs: ["symbols"],
+          expectedOutputs: ["candidate_positions"],
+        },
+      ),
+      promptStep(
+        "risk_review",
+        "Review risk and diversification",
+        `Now review the risk and diversification of this draft portfolio:
 1. Use analyze_correlation across all ${s.positionCount} candidates to check for concentration risk.
 2. Use analyze_risk on each position for volatility and max drawdown.
 3. If correlation is too high (>0.7 between any pair), suggest a replacement to improve diversification.
 4. If any position's risk metrics undermine its intended role, lower its allocation, replace it with a role-equivalent candidate, or explicitly justify why it remains.
-5. Confirm the portfolio fits a ${s.riskProfile} risk profile with ${s.timeHorizon} horizon.`, {
-        skippable: true,
-        requiredInputs: ["candidate_positions"],
-        expectedOutputs: ["risk_assessment"],
-      }),
-      promptStep("synthesize", "Present final portfolio draft", `Present the final portfolio draft as a structured summary:
+5. Confirm the portfolio fits a ${s.riskProfile} risk profile with ${s.timeHorizon} horizon.`,
+        {
+          skippable: true,
+          requiredInputs: ["candidate_positions"],
+          expectedOutputs: ["risk_assessment"],
+        },
+      ),
+      promptStep(
+        "synthesize",
+        "Present final portfolio draft",
+        `Present the final portfolio draft as a structured summary:
 - State all assumptions at the top (which parameters were defaults vs user-specified vs saved preferences).
 - Commit to the allocation: concrete percentages per position, not ranges.
 - Present an allocation table: symbol, allocation %, dollar amount ($${s.budget.toLocaleString("en-US")} total), current price used, estimated shares, role, and one-line analyst rationale per position.
@@ -38,19 +52,12 @@ Length constraints:
 - Risk summary: max 3 bullet points.
 - Implementation notes: max 3 bullets.
 - Growth/safety suggestions: max 2 bullet points each.
-- Keep total response under 40 lines.`, {
-        requiredInputs: ["risk_assessment"],
-        expectedOutputs: ["portfolio_summary"],
-      }),
+- Keep total response under 40 lines.`,
+        {
+          requiredInputs: ["risk_assessment"],
+          expectedOutputs: ["portfolio_summary"],
+        },
+      ),
     ],
   };
 }
-
-/** @deprecated Use buildPortfolioWorkflowDefinition instead */
-export function buildPortfolioWorkflow(resolution: SlotResolution<PortfolioSlots>): WorkflowPlan {
-  const def = buildPortfolioWorkflowDefinition(resolution);
-  return {
-    initialPrompt: def.steps[0].prompt,
-    followUps: def.steps.slice(1).map((s) => s.prompt),
-  };
-}