openplanter 0.1.0

package/dist/investigation-tools/price-fetcher.js

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+/**
+ * price-fetcher.ts – ASX OHLCV price fetcher with anomaly detection.
+ *
+ * Fetches historical OHLCV data from Yahoo Finance for Australian (ASX)
+ * tickers, computes derived metrics, and flags trading anomalies.
+ */
+import { fetchJson, yahooTicker, normalizeTicker, } from "./shared.js";
+// ── Constants ────────────────────────────────────────────────────
+export const ANOMALY_THRESHOLDS = {
+    volume_spike: 2.0,
+    price_surge: 5.0,
+    price_drop: -5.0,
+    gap_up: 3.0,
+    gap_down: -3.0,
+    volatility_spike_factor: 2.0,
+};
+export const ROLLING_VOLUME_WINDOW = 20;
+export const ROLLING_VOLATILITY_WINDOW = 20;
+export const VOLATILITY_BASELINE_WINDOW = 60;
+export const VALID_PERIODS = new Set([
+    "1d", "5d", "1mo", "3mo", "6mo", "1y", "2y", "5y", "10y", "ytd", "max",
+]);
+export const VALID_INTERVALS = new Set([
+    "1m", "2m", "5m", "15m", "30m", "60m", "90m", "1h",
+    "1d", "5d", "1wk", "1mo", "3mo",
+]);
+// ── Rolling window helpers ───────────────────────────────────────
+/**
+ * Compute the rolling mean over the last `window` entries ending at `index`.
+ * Uses min_periods=1 (returns a value as long as at least one valid entry exists).
+ */
+function rollingMean(values, index, window) {
+    const start = Math.max(0, index - window + 1);
+    let sum = 0;
+    let count = 0;
+    for (let i = start; i <= index; i++) {
+        const v = values[i];
+        if (v !== null && isFinite(v)) {
+            sum += v;
+            count++;
+        }
+    }
+    return count > 0 ? sum / count : null;
+}
+/**
+ * Compute the rolling sample standard deviation over the last `window`
+ * entries ending at `index`.  Requires at least 2 valid values (ddof=1).
+ */
+function rollingStd(values, index, window) {
+    const start = Math.max(0, index - window + 1);
+    const valid = [];
+    for (let i = start; i <= index; i++) {
+        const v = values[i];
+        if (v !== null && isFinite(v)) {
+            valid.push(v);
+        }
+    }
+    if (valid.length < 2)
+        return null;
+    const mean = valid.reduce((a, b) => a + b, 0) / valid.length;
+    const sumSqDiff = valid.reduce((a, v) => a + (v - mean) ** 2, 0);
+    return Math.sqrt(sumSqDiff / (valid.length - 1));
+}
+function isFiniteNum(value) {
+    return typeof value === "number" && isFinite(value);
+}
+function round4(n) {
+    return Math.round(n * 10000) / 10000;
+}
+// ── Data fetching ────────────────────────────────────────────────
+/**
+ * Parse a Yahoo Finance chart API JSON response into an array of OhlcvBar.
+ */
+function parseChartResponse(data) {
+    const result = data.chart.result;
+    if (!result || result.length === 0)
+        return [];
+    const { timestamp, indicators } = result[0];
+    const quote = indicators.quote[0];
+    const bars = [];
+    for (let i = 0; i < timestamp.length; i++) {
+        const o = quote.open[i];
+        const h = quote.high[i];
+        const l = quote.low[i];
+        const c = quote.close[i];
+        const v = quote.volume[i];
+        // Skip bars with any null OHLCV value
+        if (o == null || h == null || l == null || c == null || v == null)
+            continue;
+        const dt = new Date(timestamp[i] * 1000);
+        bars.push({
+            date: dt.toISOString().slice(0, 10),
+            open: o,
+            high: h,
+            low: l,
+            close: c,
+            volume: v,
+        });
+    }
+    return bars;
+}
+/**
+ * Fetch OHLCV data from Yahoo Finance for the given ASX tickers.
+ *
+ * Each ticker is automatically suffixed with `.AX` if needed.
+ * Returns a mapping of clean ticker → OhlcvBar[].
+ */
+export async function fetchOhlcv(tickers, period = "3mo", interval = "1d") {
+    const results = new Map();
+    for (const raw of tickers) {
+        const symbol = yahooTicker(raw);
+        const clean = normalizeTicker(raw);
+        const url = `https://query1.finance.yahoo.com/v8/finance/chart/${encodeURIComponent(symbol)}` +
+            `?range=${period}&interval=${interval}`;
+        try {
+            const data = await fetchJson(url, { delay: 0.5 });
+            if (data.chart.error) {
+                console.warn(`[warn] Yahoo API error for ${symbol}: ${data.chart.error.description}`);
+                continue;
+            }
+            const bars = parseChartResponse(data);
+            if (bars.length === 0) {
+                console.warn(`[warn] No data returned for ${symbol}. Skipping.`);
+                continue;
+            }
+            results.set(clean, bars);
+        }
+        catch (err) {
+            console.warn(`[error] Failed to fetch ${symbol}: ${err}`);
+        }
+    }
+    return results;
+}
+// ── Derived metrics & anomaly detection ──────────────────────────
+/**
+ * Compute derived metrics and anomaly flags for an array of OHLCV bars.
+ *
+ * Metrics:
+ * - `dailyReturnPct`: percentage change in close vs previous close
+ * - `volumeRatio`:    current volume / 20-day rolling mean volume
+ * - `volatility`:     20-day rolling sample std of daily returns
+ * - `gapPct`:         percentage gap between open and previous close
+ * - `anomalyFlags`:   list of triggered threshold names
+ */
+export function computeMetrics(ticker, bars) {
+    if (bars.length === 0)
+        return [];
+    // Pre-compute daily return percentages
+    const dailyReturns = bars.map((bar, i) => {
+        if (i === 0)
+            return null;
+        const prev = bars[i - 1].close;
+        return prev !== 0 ? ((bar.close - prev) / prev) * 100.0 : null;
+    });
+    // Pre-compute gap percentages
+    const gapPcts = bars.map((bar, i) => {
+        if (i === 0)
+            return null;
+        const prevClose = bars[i - 1].close;
+        return prevClose !== 0
+            ? ((bar.open - prevClose) / prevClose) * 100.0
+            : null;
+    });
+    // Volume array for rolling calculations
+    const volumes = bars.map((b) => b.volume);
+    // Volatilities (rolling std of daily returns)
+    const volatilities = bars.map((_, i) => rollingStd(dailyReturns, i, ROLLING_VOLATILITY_WINDOW));
+    // Volatility baseline (60-day rolling mean of volatilities)
+    const volBaseline = bars.map((_, i) => rollingMean(volatilities, i, VOLATILITY_BASELINE_WINDOW));
+    return bars.map((bar, i) => {
+        const ret = dailyReturns[i];
+        const avgVol = rollingMean(volumes, i, ROLLING_VOLUME_WINDOW);
+        const volumeRatio = avgVol !== null && avgVol > 0 ? bar.volume / avgVol : null;
+        const vol = volatilities[i];
+        const gp = gapPcts[i];
+        const volBl = volBaseline[i];
+        // Anomaly flags
+        const flags = [];
+        if (isFiniteNum(volumeRatio) &&
+            volumeRatio > ANOMALY_THRESHOLDS.volume_spike) {
+            flags.push("volume_spike");
+        }
+        if (isFiniteNum(ret) && ret > ANOMALY_THRESHOLDS.price_surge) {
+            flags.push("price_surge");
+        }
+        if (isFiniteNum(ret) && ret < ANOMALY_THRESHOLDS.price_drop) {
+            flags.push("price_drop");
+        }
+        if (isFiniteNum(gp) && gp > ANOMALY_THRESHOLDS.gap_up) {
+            flags.push("gap_up");
+        }
+        if (isFiniteNum(gp) && gp < ANOMALY_THRESHOLDS.gap_down) {
+            flags.push("gap_down");
+        }
+        if (isFiniteNum(vol) &&
+            isFiniteNum(volBl) &&
+            volBl > 0 &&
+            vol > ANOMALY_THRESHOLDS.volatility_spike_factor * volBl) {
+            flags.push("volatility_spike");
+        }
+        return {
+            ticker,
+            date: bar.date,
+            open: round4(bar.open),
+            high: round4(bar.high),
+            low: round4(bar.low),
+            close: round4(bar.close),
+            volume: bar.volume,
+            dailyReturnPct: ret !== null ? round4(ret) : null,
+            volumeRatio: volumeRatio !== null ? round4(volumeRatio) : null,
+            volatility: vol !== null ? round4(vol) : null,
+            gapPct: gp !== null ? round4(gp) : null,
+            anomalyFlags: flags,
+        };
+    });
+}
+// ── Output builders ──────────────────────────────────────────────
+/**
+ * Merge per-ticker data into a flat array of PriceMetrics.
+ * Optionally filter to only rows with at least one anomaly flag.
+ */
+export function buildOutput(allData, anomaliesOnly = false) {
+    const rows = [];
+    for (const [ticker, bars] of allData) {
+        rows.push(...computeMetrics(ticker, bars));
+    }
+    if (anomaliesOnly) {
+        return rows.filter((r) => r.anomalyFlags.length > 0);
+    }
+    return rows;
+}
+/**
+ * Produce a per-ticker summary from OHLCV data.
+ */
+export function buildSummary(allData) {
+    const summaries = [];
+    for (const [ticker, bars] of allData) {
+        const metrics = computeMetrics(ticker, bars);
+        if (metrics.length === 0)
+            continue;
+        const returns = metrics
+            .map((m) => m.dailyReturnPct)
+            .filter((v) => v !== null);
+        const avgVolume = metrics.reduce((sum, m) => sum + m.volume, 0) / metrics.length;
+        const avgReturn = returns.length > 0
+            ? returns.reduce((a, b) => a + b, 0) / returns.length
+            : 0;
+        const maxReturn = returns.length > 0 ? Math.max(...returns) : 0;
+        const minReturn = returns.length > 0 ? Math.min(...returns) : 0;
+        const anomalyCount = metrics.filter((m) => m.anomalyFlags.length > 0).length;
+        const firstClose = bars[0].close;
+        const lastClose = bars[bars.length - 1].close;
+        const periodReturn = firstClose !== 0
+            ? ((lastClose - firstClose) / firstClose) * 100.0
+            : 0;
+        summaries.push({
+            ticker,
+            avgVolume: round4(avgVolume),
+            avgReturn: round4(avgReturn),
+            maxReturn: round4(maxReturn),
+            minReturn: round4(minReturn),
+            anomalyCount,
+            periodReturn: round4(periodReturn),
+        });
+    }
+    return summaries;
+}
+//# sourceMappingURL=price-fetcher.js.map

package/dist/investigation-tools/price-fetcher.js.map

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package/dist/investigation-tools/shared.d.ts

@@ -0,0 +1,39 @@
+import { load as cheerioLoad } from "cheerio";
+export type CheerioAPI = ReturnType<typeof cheerioLoad>;
+export declare function parseDate(text: string): Date | null;
+export declare function formatIsoDate(d: Date): string;
+export declare function daysBetween(a: Date, b: Date): number;
+export declare const BULLISH_KEYWORDS: string[];
+export declare const BEARISH_KEYWORDS: string[];
+export declare const RUMOR_KEYWORDS: string[];
+export declare function sentimentScore(text: string): number;
+export declare function sentimentLabel(score: number): string;
+export declare function isRumor(text: string): boolean;
+export declare function normalizeTicker(ticker: string): string;
+export declare function yahooTicker(ticker: string): string;
+export declare function normalizeCompany(name: string): string;
+export declare function normalizePerson(name: string): string;
+export declare function validateAbn(abn: string): boolean;
+export declare function formatAbn(abn: string): string;
+export declare function cleanAbn(value: string): string;
+export declare function isAbn(value: string): boolean;
+export declare function levenshtein(a: string, b: string): number;
+export declare function fuzzyRatio(a: string, b: string): number;
+export declare function tokenSortRatio(a: string, b: string): number;
+export declare const DEFAULT_USER_AGENT = "Mozilla/5.0 (compatible; OpenPlanter/0.1; +https://github.com/openplanter)";
+export declare function fetchWithDelay(url: string, opts?: {
+    delay?: number;
+    userAgent?: string;
+    headers?: Record<string, string>;
+}): Promise<Response>;
+export declare function fetchHtml(url: string, opts?: {
+    delay?: number;
+    userAgent?: string;
+}): Promise<CheerioAPI>;
+export declare function fetchJson<T = unknown>(url: string, opts?: {
+    delay?: number;
+    userAgent?: string;
+}): Promise<T>;
+export declare function sleep(ms: number): Promise<void>;
+export declare function isoNow(): string;
+//# sourceMappingURL=shared.d.ts.map

package/dist/investigation-tools/shared.d.ts.map

@@ -0,0 +1 @@
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package/dist/investigation-tools/shared.js

@@ -0,0 +1,203 @@
+import { load as cheerioLoad } from "cheerio";
+// ── Date Parsing ────────────────────────────────────────────────
+const AU_DATE_FORMATS = [
+    {
+        regex: /^(\d{4})-(\d{2})-(\d{2})$/,
+        parse: (m) => new Date(+m[1], +m[2] - 1, +m[3]),
+    },
+    {
+        regex: /^(\d{1,2})\/(\d{1,2})\/(\d{4})$/,
+        parse: (m) => new Date(+m[3], +m[2] - 1, +m[1]),
+    },
+    {
+        regex: /^(\d{1,2})-(\d{1,2})-(\d{4})$/,
+        parse: (m) => new Date(+m[3], +m[2] - 1, +m[1]),
+    },
+    {
+        regex: /^(\d{1,2})\.(\d{1,2})\.(\d{4})$/,
+        parse: (m) => new Date(+m[3], +m[2] - 1, +m[1]),
+    },
+    {
+        regex: /^(\d{1,2})\/(\d{1,2})\/(\d{2})$/,
+        parse: (m) => new Date(2000 + +m[3], +m[2] - 1, +m[1]),
+    },
+    {
+        regex: /^(\d{1,2})-(\d{1,2})-(\d{2})$/,
+        parse: (m) => new Date(2000 + +m[3], +m[2] - 1, +m[1]),
+    },
+];
+export function parseDate(text) {
+    const trimmed = text.trim();
+    for (const fmt of AU_DATE_FORMATS) {
+        const m = trimmed.match(fmt.regex);
+        if (m) {
+            const d = fmt.parse(m);
+            if (!isNaN(d.getTime()))
+                return d;
+        }
+    }
+    const fallback = new Date(trimmed);
+    return isNaN(fallback.getTime()) ? null : fallback;
+}
+export function formatIsoDate(d) {
+    return d.toISOString().slice(0, 10);
+}
+export function daysBetween(a, b) {
+    return Math.round((b.getTime() - a.getTime()) / (1000 * 60 * 60 * 24));
+}
+// ── Sentiment & Rumor Detection ─────────────────────────────────
+export const BULLISH_KEYWORDS = [
+    "buy", "bullish", "moon", "rocket", "undervalued",
+    "breakout", "accumulate", "long", "upside", "catalyst",
+];
+export const BEARISH_KEYWORDS = [
+    "sell", "bearish", "dump", "overvalued", "short",
+    "downside", "crash", "avoid", "exit",
+];
+export const RUMOR_KEYWORDS = [
+    "rumour", "rumor", "heard that", "insider",
+    "whisper", "leaked", "unconfirmed", "speculation",
+    "source says", "word is",
+];
+export function sentimentScore(text) {
+    const lower = text.toLowerCase();
+    let score = 0;
+    for (const kw of BULLISH_KEYWORDS) {
+        if (lower.includes(kw))
+            score += 1;
+    }
+    for (const kw of BEARISH_KEYWORDS) {
+        if (lower.includes(kw))
+            score -= 1;
+    }
+    return Math.max(-1, Math.min(1, score / 3));
+}
+export function sentimentLabel(score) {
+    if (score > 0.2)
+        return "bullish";
+    if (score < -0.2)
+        return "bearish";
+    return "neutral";
+}
+export function isRumor(text) {
+    const lower = text.toLowerCase();
+    return RUMOR_KEYWORDS.some((kw) => lower.includes(kw));
+}
+// ── Ticker & Company Name Normalization ─────────────────────────
+const COMPANY_SUFFIXES_RE = /\b(ltd|limited|pty|proprietary|inc|incorporated|corp|corporation|group|holdings|plc|nv|se|ag|sa|llc|l\.l\.c|pty\s*ltd|pty\.\s*ltd\.?)\.?\s*$/i;
+export function normalizeTicker(ticker) {
+    return ticker
+        .toUpperCase()
+        .trim()
+        .replace(/\.(AX|ASX)$/i, "");
+}
+export function yahooTicker(ticker) {
+    const clean = normalizeTicker(ticker);
+    return `${clean}.AX`;
+}
+export function normalizeCompany(name) {
+    return name.trim().replace(COMPANY_SUFFIXES_RE, "").trim();
+}
+export function normalizePerson(name) {
+    const trimmed = name.trim();
+    const parts = trimmed.split(/,\s*/);
+    if (parts.length === 2 && parts[0] === parts[0].toUpperCase()) {
+        return `${parts[1]} ${parts[0]}`.replace(/\s+/g, " ").trim();
+    }
+    return trimmed
+        .replace(/\b(mr|mrs|ms|dr|prof|hon|sir|dame|the)\b\.?\s*/gi, "")
+        .replace(/\b(ao|ac|qc|am|oam|obe|cbe|mp|mla|mlc)\b\.?\s*/gi, "")
+        .replace(/\s+/g, " ")
+        .trim();
+}
+// ── ABN Validation ──────────────────────────────────────────────
+const ABN_WEIGHTS = [10, 1, 3, 5, 7, 9, 11, 13, 15, 17, 19];
+export function validateAbn(abn) {
+    const digits = abn.replace(/\s/g, "");
+    if (!/^\d{11}$/.test(digits))
+        return false;
+    const nums = digits.split("").map(Number);
+    nums[0] -= 1;
+    const sum = nums.reduce((acc, n, i) => acc + n * ABN_WEIGHTS[i], 0);
+    return sum % 89 === 0;
+}
+export function formatAbn(abn) {
+    const digits = abn.replace(/\s/g, "");
+    return `${digits.slice(0, 2)} ${digits.slice(2, 5)} ${digits.slice(5, 8)} ${digits.slice(8, 11)}`;
+}
+export function cleanAbn(value) {
+    return value.replace(/[\s-]/g, "");
+}
+export function isAbn(value) {
+    return /^\d[\d\s-]{9,14}\d$/.test(value.trim()) && /\d{11}/.test(value.replace(/[\s-]/g, ""));
+}
+// ── Fuzzy String Matching ───────────────────────────────────────
+export function levenshtein(a, b) {
+    const m = a.length;
+    const n = b.length;
+    const dp = Array.from({ length: m + 1 }, () => Array(n + 1).fill(0));
+    for (let i = 0; i <= m; i++)
+        dp[i][0] = i;
+    for (let j = 0; j <= n; j++)
+        dp[0][j] = j;
+    for (let i = 1; i <= m; i++) {
+        for (let j = 1; j <= n; j++) {
+            dp[i][j] =
+                a[i - 1] === b[j - 1]
+                    ? dp[i - 1][j - 1]
+                    : 1 + Math.min(dp[i - 1][j], dp[i][j - 1], dp[i - 1][j - 1]);
+        }
+    }
+    return dp[m][n];
+}
+export function fuzzyRatio(a, b) {
+    if (a === b)
+        return 100;
+    if (!a || !b)
+        return 0;
+    const maxLen = Math.max(a.length, b.length);
+    return Math.round(((maxLen - levenshtein(a, b)) / maxLen) * 100);
+}
+export function tokenSortRatio(a, b) {
+    const sortTokens = (s) => s.toLowerCase().split(/\s+/).sort().join(" ");
+    return fuzzyRatio(sortTokens(a), sortTokens(b));
+}
+// ── HTTP Helpers ────────────────────────────────────────────────
+export const DEFAULT_USER_AGENT = "Mozilla/5.0 (compatible; OpenPlanter/0.1; +https://github.com/openplanter)";
+export async function fetchWithDelay(url, opts = {}) {
+    const delay = opts.delay ?? 1.0;
+    if (delay > 0)
+        await sleep(delay * 1000);
+    const headers = {
+        "User-Agent": opts.userAgent ?? DEFAULT_USER_AGENT,
+        ...opts.headers,
+    };
+    const resp = await fetch(url, { headers });
+    if (resp.status === 429) {
+        const retry = Number(resp.headers.get("Retry-After") ?? "5");
+        await sleep(retry * 1000);
+        return fetch(url, { headers });
+    }
+    return resp;
+}
+export async function fetchHtml(url, opts = {}) {
+    const resp = await fetchWithDelay(url, opts);
+    if (!resp.ok)
+        throw new Error(`HTTP ${resp.status} fetching ${url}`);
+    const html = await resp.text();
+    return cheerioLoad(html);
+}
+export async function fetchJson(url, opts = {}) {
+    const resp = await fetchWithDelay(url, opts);
+    if (!resp.ok)
+        throw new Error(`HTTP ${resp.status} fetching ${url}`);
+    return resp.json();
+}
+// ── Misc Utilities ──────────────────────────────────────────────
+export function sleep(ms) {
+    return new Promise((resolve) => setTimeout(resolve, ms));
+}
+export function isoNow() {
+    return new Date().toISOString();
+}
+//# sourceMappingURL=shared.js.map

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package/dist/investigation-tools/timeline-linker.d.ts

@@ -0,0 +1,90 @@
+/**
+ * timeline-linker.ts — Trade-vs-Event Timeline Correlation Tool
+ *
+ * Correlates politician / insider trade dates against ASX announcements,
+ * reports, and trading halts to build evidence chains for potential
+ * insider-trading investigations.
+ *
+ * Scoring algorithm (deterministic, 0–100):
+ *   1. timing_score    = max(0, (window - gap) / window) × 40
+ *   2. alignment_score = 30 (buy→positive / sell→negative), else 10
+ *   3. size_score      = min(value / $100k, 1) × 20
+ *   4. impact_score    = 10 if event impact is non-neutral
+ *   TOTAL              = timing + alignment + size + impact (clamped 0–100)
+ */
+export declare const DEFAULT_WINDOW_DAYS = 14;
+export declare const DEFAULT_MIN_SCORE = 0;
+/** Trade value at which size_score maxes out. */
+export declare const SIZE_NORMALISER = 100000;
+/** Weight for timing component. */
+export declare const W_TIMING = 40;
+/** Weight for alignment component. */
+export declare const W_ALIGNMENT = 30;
+/** Weight for size component. */
+export declare const W_SIZE = 20;
+/** Weight for impact component. */
+export declare const W_IMPACT = 10;
+export interface Trade {
+    person?: string;
+    ticker?: string;
+    date: string;
+    action?: string;
+    quantity?: number;
+    value?: number;
+    source?: string;
+}
+export interface Event {
+    ticker?: string;
+    date: string;
+    type?: string;
+    description?: string;
+    impact?: string;
+    source?: string;
+}
+export interface CorrelatedEvent {
+    event: Event;
+    suspicionScore: number;
+    pattern: string;
+    daysBeforeEvent: number;
+    evidenceSummary: string;
+}
+export interface CorrelationResult {
+    trade: Trade;
+    correlatedEvents: Event[];
+    suspicionScore: number;
+    pattern: string;
+    daysBeforeEvent: number;
+    evidenceSummary: string;
+    allCorrelations: CorrelatedEvent[];
+}
+export interface CorrelationSummary {
+    totalTrades: number;
+    tradesWithCorrelations: number;
+    patternBreakdown: Record<string, number>;
+    topSuspicious: Array<{
+        score: number;
+        person: string;
+        action: string;
+        ticker: string;
+        daysBeforeEvent: number;
+        pattern: string;
+    }>;
+}
+/**
+ * Return [score 0–100, pattern_label] for a trade→event pair.
+ *
+ * *daysGap* is the number of days between the trade and the later event
+ * (0 = same day).
+ */
+export declare function computeSuspicionScore(trade: Trade, event: Event, daysGap: number, window: number): [number, string];
+/** Return a plain-English sentence describing the correlation. */
+export declare function buildEvidenceSummary(trade: Trade, event: Event, daysGap: number, pattern: string): string;
+/**
+ * Return a list of evidence-chain objects linking trades to later events.
+ */
+export declare function correlate(trades: Trade[], events: Event[], window?: number, minScore?: number, dateFrom?: Date | null, dateTo?: Date | null): CorrelationResult[];
+/**
+ * Generate a structured summary of correlation results.
+ */
+export declare function generateSummary(results: CorrelationResult[], totalTrades: number): CorrelationSummary;
+//# sourceMappingURL=timeline-linker.d.ts.map

package/dist/investigation-tools/timeline-linker.d.ts.map

@@ -0,0 +1 @@
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