openplanter 0.1.0

package/dist/investigation-tools/timeline-linker.js

@@ -0,0 +1,219 @@
+/**
+ * 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)
+ */
+import { parseDate } from "./shared.js";
+// ── Constants ───────────────────────────────────────────────────
+export const DEFAULT_WINDOW_DAYS = 14;
+export const DEFAULT_MIN_SCORE = 0;
+/** Trade value at which size_score maxes out. */
+export const SIZE_NORMALISER = 100_000.0;
+/** Weight for timing component. */
+export const W_TIMING = 40;
+/** Weight for alignment component. */
+export const W_ALIGNMENT = 30;
+/** Weight for size component. */
+export const W_SIZE = 20;
+/** Weight for impact component. */
+export const W_IMPACT = 10;
+// ── Helpers ─────────────────────────────────────────────────────
+const MS_PER_DAY = 86_400_000;
+function roundTo(value, decimals) {
+    const factor = Math.pow(10, decimals);
+    return Math.round(value * factor) / factor;
+}
+function formatCurrencyValue(value) {
+    return Math.round(value)
+        .toFixed(0)
+        .replace(/\B(?=(\d{3})+(?!\d))/g, ",");
+}
+// ── Scoring ─────────────────────────────────────────────────────
+/**
+ * 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 function computeSuspicionScore(trade, event, daysGap, window) {
+    // 1. Timing score — closer is more suspicious
+    const timingScore = Math.max(0.0, (window - daysGap) / window) * W_TIMING;
+    // 2. Alignment score — does the trade direction match the news impact?
+    const action = (trade.action ?? "").toLowerCase();
+    const impact = (event.impact ?? "neutral").toLowerCase();
+    let alignmentScore;
+    let pattern;
+    if (action === "buy" && impact === "positive") {
+        alignmentScore = W_ALIGNMENT;
+        pattern = "buy_before_positive";
+    }
+    else if (action === "sell" && impact === "negative") {
+        alignmentScore = W_ALIGNMENT;
+        pattern = "sell_before_negative";
+    }
+    else {
+        alignmentScore = 10.0; // timing-only correlation
+        pattern = "timing_only";
+    }
+    // 3. Size score — larger trades are more suspicious
+    const tradeValue = trade.value ?? 0;
+    const sizeScore = Math.min(tradeValue / SIZE_NORMALISER, 1.0) * W_SIZE;
+    // 4. Impact score — non-neutral events are more noteworthy
+    const impactScore = impact === "positive" || impact === "negative" ? W_IMPACT : 0.0;
+    let total = timingScore + alignmentScore + sizeScore + impactScore;
+    total = Math.max(0.0, Math.min(100.0, total));
+    return [roundTo(total, 1), pattern];
+}
+// ── Evidence Summary Generation ─────────────────────────────────
+/** Return a plain-English sentence describing the correlation. */
+export function buildEvidenceSummary(trade, event, daysGap, pattern) {
+    const person = trade.person ?? "Unknown person";
+    const action = (trade.action ?? "traded").toLowerCase();
+    const ticker = trade.ticker ?? "???";
+    const value = trade.value;
+    const valueStr = value != null ? ` ($${formatCurrencyValue(value)})` : "";
+    const eventType = event.type ?? "event";
+    const desc = event.description ?? "an event";
+    const impact = event.impact ?? "neutral";
+    const timing = daysGap > 0
+        ? `${daysGap} day${daysGap !== 1 ? "s" : ""}`
+        : "same day";
+    if (pattern === "buy_before_positive") {
+        return (`${person} bought ${ticker}${valueStr} ${timing} before ` +
+            `a ${impact} ${eventType}: "${desc}". ` +
+            `The buy-before-positive-news pattern suggests possible foreknowledge.`);
+    }
+    else if (pattern === "sell_before_negative") {
+        return (`${person} sold ${ticker}${valueStr} ${timing} before ` +
+            `a ${impact} ${eventType}: "${desc}". ` +
+            `The sell-before-negative-news pattern suggests possible foreknowledge.`);
+    }
+    else {
+        return (`${person} ${action} ${ticker}${valueStr} ${timing} before ` +
+            `a ${impact} ${eventType}: "${desc}". ` +
+            `Timing correlation noted but trade direction does not align with news impact.`);
+    }
+}
+// ── Core Correlation Engine ─────────────────────────────────────
+/**
+ * Return a list of evidence-chain objects linking trades to later events.
+ */
+export function correlate(trades, events, window = DEFAULT_WINDOW_DAYS, minScore = DEFAULT_MIN_SCORE, dateFrom = null, dateTo = null) {
+    // Pre-parse event dates and group by ticker for efficient lookup
+    const eventsByTicker = new Map();
+    for (const ev of events) {
+        const evDate = parseDate(ev.date);
+        if (!evDate)
+            continue;
+        const ticker = (ev.ticker ?? "").trim().toUpperCase();
+        if (!ticker)
+            continue;
+        const list = eventsByTicker.get(ticker);
+        if (list) {
+            list.push([evDate, ev]);
+        }
+        else {
+            eventsByTicker.set(ticker, [[evDate, ev]]);
+        }
+    }
+    // Sort each ticker's events by date for consistent output
+    for (const [, list] of eventsByTicker) {
+        list.sort((a, b) => a[0].getTime() - b[0].getTime());
+    }
+    const results = [];
+    for (const trade of trades) {
+        const tradeDate = parseDate(trade.date);
+        if (!tradeDate)
+            continue;
+        // Apply date-range filter on the trade date
+        if (dateFrom && tradeDate.getTime() < dateFrom.getTime())
+            continue;
+        if (dateTo && tradeDate.getTime() > dateTo.getTime())
+            continue;
+        const ticker = (trade.ticker ?? "").trim().toUpperCase();
+        if (!ticker)
+            continue;
+        const candidateEvents = eventsByTicker.get(ticker) ?? [];
+        const correlated = [];
+        for (const [evDate, ev] of candidateEvents) {
+            const daysGap = Math.round((evDate.getTime() - tradeDate.getTime()) / MS_PER_DAY);
+            // Event must be on or after the trade, within the window
+            if (daysGap < 0 || daysGap > window)
+                continue;
+            const [score, pattern] = computeSuspicionScore(trade, ev, daysGap, window);
+            if (score < minScore)
+                continue;
+            const summary = buildEvidenceSummary(trade, ev, daysGap, pattern);
+            correlated.push({
+                event: ev,
+                suspicionScore: score,
+                pattern,
+                daysBeforeEvent: daysGap,
+                evidenceSummary: summary,
+            });
+        }
+        if (correlated.length === 0)
+            continue;
+        // Sort matches: highest score first, then by proximity
+        correlated.sort((a, b) => {
+            if (b.suspicionScore !== a.suspicionScore) {
+                return b.suspicionScore - a.suspicionScore;
+            }
+            return a.daysBeforeEvent - b.daysBeforeEvent;
+        });
+        // Top-level suspicion_score is the max among correlated events
+        const top = correlated[0];
+        results.push({
+            trade,
+            correlatedEvents: correlated.map((c) => c.event),
+            suspicionScore: top.suspicionScore,
+            pattern: top.pattern,
+            daysBeforeEvent: top.daysBeforeEvent,
+            evidenceSummary: top.evidenceSummary,
+            allCorrelations: correlated,
+        });
+    }
+    // Sort final results by suspicion score descending
+    results.sort((a, b) => b.suspicionScore - a.suspicionScore);
+    return results;
+}
+// ── Summary Generation ──────────────────────────────────────────
+/**
+ * Generate a structured summary of correlation results.
+ */
+export function generateSummary(results, totalTrades) {
+    const patternCounts = {};
+    for (const r of results) {
+        patternCounts[r.pattern] = (patternCounts[r.pattern] ?? 0) + 1;
+    }
+    // Sort patterns by count descending
+    const patternBreakdown = {};
+    const sortedPatterns = Object.entries(patternCounts).sort((a, b) => b[1] - a[1]);
+    for (const [pattern, count] of sortedPatterns) {
+        patternBreakdown[pattern] = count;
+    }
+    const topSuspicious = results.slice(0, 5).map((r) => ({
+        score: r.suspicionScore,
+        person: r.trade.person ?? "?",
+        action: r.trade.action ?? "?",
+        ticker: r.trade.ticker ?? "?",
+        daysBeforeEvent: r.daysBeforeEvent,
+        pattern: r.pattern,
+    }));
+    return {
+        totalTrades,
+        tradesWithCorrelations: results.length,
+        patternBreakdown,
+        topSuspicious,
+    };
+}
+//# sourceMappingURL=timeline-linker.js.map

package/dist/investigation-tools/timeline-linker.js.map

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package/dist/investigation-tools/volume-scanner.d.ts

@@ -0,0 +1,70 @@
+/**
+ * volume-scanner.ts – ASX Volume & Price Anomaly Scanner.
+ *
+ * Detects unusual volume and price activity for ASX tickers and
+ * optionally correlates anomalies with known report dates.
+ */
+/** Raw OHLCV bar from Yahoo Finance. */
+export interface OhlcvBar {
+    date: string;
+    open: number;
+    high: number;
+    low: number;
+    close: number;
+    volume: number;
+}
+/** Report-date entry used for anomaly → event correlation. */
+export interface ReportDateEntry {
+    date: string;
+    description?: string;
+}
+/** Anomaly classification. */
+export type AnomalyType = "volume" | "price" | "both";
+/** A single detected anomaly record. */
+export interface AnomalyRecord {
+    ticker: string;
+    date: string;
+    volume: number;
+    avgVolume: number;
+    volumeRatio: number;
+    close: number;
+    priceChangePct: number;
+    anomalyType: AnomalyType;
+    correlatedReports: string;
+}
+/** Number of days for the rolling average-volume baseline. */
+export declare const ROLLING_WINDOW = 20;
+/** Minimum absolute daily price move (%) to flag as a price anomaly. */
+export declare const PRICE_MOVE_THRESHOLD = 3;
+/** Default lookback window in calendar days. */
+export declare const DEFAULT_LOOKBACK_DAYS = 30;
+/** Default volume multiplier vs 20-day average to flag anomalies. */
+export declare const DEFAULT_VOLUME_THRESHOLD = 2;
+/** Anomaly must fall within this many days *before* a report date to correlate. */
+export declare const CORRELATION_WINDOW_DAYS = 5;
+/**
+ * Fetch historical OHLCV data for a single ASX ticker.
+ *
+ * Requests extra history so the rolling window is fully populated
+ * before the actual lookback window begins.
+ */
+export declare function fetchHistory(ticker: string, days?: number): Promise<OhlcvBar[] | null>;
+/**
+ * Scan OHLCV bars for volume and price anomalies.
+ *
+ * @param ticker       - ASX ticker (with or without .AX suffix)
+ * @param bars         - OHLCV bars (will be sorted chronologically)
+ * @param lookbackDays - Number of calendar days to scan
+ * @param volThreshold - Volume multiplier vs 20-day average to flag
+ * @param reportDates  - Optional report dates for correlation
+ * @returns Anomaly records sorted by volume_ratio descending.
+ */
+export declare function detectAnomalies(ticker: string, bars: OhlcvBar[], lookbackDays?: number, volThreshold?: number, reportDates?: ReportDateEntry[]): AnomalyRecord[];
+/**
+ * Fetch history and detect anomalies for multiple tickers.
+ *
+ * Convenience wrapper that calls {@link fetchHistory} and
+ * {@link detectAnomalies} for each ticker, then merges and sorts results.
+ */
+export declare function scanTickers(tickers: string[], days?: number, volThreshold?: number, reportDates?: ReportDateEntry[]): Promise<AnomalyRecord[]>;
+//# sourceMappingURL=volume-scanner.d.ts.map

package/dist/investigation-tools/volume-scanner.d.ts.map

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package/dist/investigation-tools/volume-scanner.js

@@ -0,0 +1,227 @@
+/**
+ * volume-scanner.ts – ASX Volume & Price Anomaly Scanner.
+ *
+ * Detects unusual volume and price activity for ASX tickers and
+ * optionally correlates anomalies with known report dates.
+ */
+import { fetchJson, yahooTicker, normalizeTicker, } from "./shared.js";
+// ── Constants ────────────────────────────────────────────────────
+/** Number of days for the rolling average-volume baseline. */
+export const ROLLING_WINDOW = 20;
+/** Minimum absolute daily price move (%) to flag as a price anomaly. */
+export const PRICE_MOVE_THRESHOLD = 3.0;
+/** Default lookback window in calendar days. */
+export const DEFAULT_LOOKBACK_DAYS = 30;
+/** Default volume multiplier vs 20-day average to flag anomalies. */
+export const DEFAULT_VOLUME_THRESHOLD = 2.0;
+/** Anomaly must fall within this many days *before* a report date to correlate. */
+export const CORRELATION_WINDOW_DAYS = 5;
+// ── Rolling window helper ────────────────────────────────────────
+/**
+ * Compute the rolling mean of the last `window` entries ending at `index`.
+ *
+ * Requires the full window to be populated (returns null when fewer than
+ * `window` valid entries are available), matching the behaviour of
+ * `pandas.DataFrame.rolling(window=N).mean()` without `min_periods`.
+ */
+function rollingMean(values, index, window) {
+    const start = index - window + 1;
+    if (start < 0)
+        return null;
+    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 === window ? sum / count : null;
+}
+// ── 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];
+        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 historical OHLCV data for a single ASX ticker.
+ *
+ * Requests extra history so the rolling window is fully populated
+ * before the actual lookback window begins.
+ */
+export async function fetchHistory(ticker, days = DEFAULT_LOOKBACK_DAYS) {
+    const symbol = yahooTicker(ticker);
+    // Request extra history so the rolling window is fully populated
+    const totalDays = days + ROLLING_WINDOW + 10;
+    const endTs = Math.floor(Date.now() / 1000);
+    const startTs = endTs - totalDays * 24 * 60 * 60;
+    const url = `https://query1.finance.yahoo.com/v8/finance/chart/${encodeURIComponent(symbol)}` +
+        `?period1=${startTs}&period2=${endTs}&interval=1d`;
+    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}`);
+            return null;
+        }
+        const bars = parseChartResponse(data);
+        if (bars.length === 0) {
+            console.warn(`[warn] No data returned for ${symbol}.`);
+            return null;
+        }
+        return bars;
+    }
+    catch (err) {
+        console.warn(`[warn] Failed to fetch ${symbol}: ${err}`);
+        return null;
+    }
+}
+// ── Anomaly detection ────────────────────────────────────────────
+/**
+ * Scan OHLCV bars for volume and price anomalies.
+ *
+ * @param ticker       - ASX ticker (with or without .AX suffix)
+ * @param bars         - OHLCV bars (will be sorted chronologically)
+ * @param lookbackDays - Number of calendar days to scan
+ * @param volThreshold - Volume multiplier vs 20-day average to flag
+ * @param reportDates  - Optional report dates for correlation
+ * @returns Anomaly records sorted by volume_ratio descending.
+ */
+export function detectAnomalies(ticker, bars, lookbackDays = DEFAULT_LOOKBACK_DAYS, volThreshold = DEFAULT_VOLUME_THRESHOLD, reportDates) {
+    const displayTicker = normalizeTicker(ticker);
+    // Ensure bars are sorted chronologically
+    const sorted = [...bars].sort((a, b) => a.date.localeCompare(b.date));
+    // Pre-compute volume array for rolling average
+    const volumes = sorted.map((b) => b.volume);
+    // Pre-compute rolling average volumes (strict window — requires full N entries)
+    const avgVolumes = sorted.map((_, i) => rollingMean(volumes, i, ROLLING_WINDOW));
+    // Pre-compute daily price change percentages
+    const priceChangePcts = sorted.map((bar, i) => {
+        if (i === 0)
+            return null;
+        const prev = sorted[i - 1].close;
+        return prev !== 0 ? ((bar.close - prev) / prev) * 100.0 : null;
+    });
+    // Determine cutoff date for lookback window
+    const cutoff = new Date();
+    cutoff.setDate(cutoff.getDate() - lookbackDays);
+    const cutoffStr = cutoff.toISOString().slice(0, 10);
+    // Parse report dates once
+    const parsedReportDates = [];
+    if (reportDates) {
+        for (const entry of reportDates) {
+            const rd = new Date(entry.date);
+            if (!isNaN(rd.getTime())) {
+                parsedReportDates.push({
+                    date: rd,
+                    description: entry.description ?? "",
+                });
+            }
+        }
+    }
+    const results = [];
+    for (let i = 0; i < sorted.length; i++) {
+        const bar = sorted[i];
+        // Only consider bars within the lookback window
+        if (bar.date < cutoffStr)
+            continue;
+        const avgVol = avgVolumes[i];
+        const priceChg = priceChangePcts[i];
+        // Skip rows where rolling window or price change isn't available
+        if (avgVol === null || priceChg === null)
+            continue;
+        const volumeRatio = avgVol > 0 ? bar.volume / avgVol : 0;
+        const volAnomaly = volumeRatio >= volThreshold;
+        const priceAnomaly = Math.abs(priceChg) >= PRICE_MOVE_THRESHOLD;
+        if (!volAnomaly && !priceAnomaly)
+            continue;
+        let anomalyType;
+        if (volAnomaly && priceAnomaly) {
+            anomalyType = "both";
+        }
+        else if (volAnomaly) {
+            anomalyType = "volume";
+        }
+        else {
+            anomalyType = "price";
+        }
+        // Correlate with report dates
+        let correlatedReports = "";
+        if (parsedReportDates.length > 0) {
+            const anomalyDate = new Date(bar.date);
+            const correlated = [];
+            for (const { date: rd, description } of parsedReportDates) {
+                const deltaMs = rd.getTime() - anomalyDate.getTime();
+                const deltaDays = Math.round(deltaMs / (1000 * 60 * 60 * 24));
+                if (deltaDays >= 0 && deltaDays <= CORRELATION_WINDOW_DAYS) {
+                    let label = rd.toISOString().slice(0, 10);
+                    if (description) {
+                        label += ` (${description})`;
+                    }
+                    correlated.push(label);
+                }
+            }
+            correlatedReports = correlated.join("; ");
+        }
+        results.push({
+            ticker: displayTicker,
+            date: bar.date,
+            volume: Math.round(bar.volume),
+            avgVolume: Math.round(avgVol),
+            volumeRatio: Math.round(volumeRatio * 100) / 100,
+            close: Math.round(bar.close * 10000) / 10000,
+            priceChangePct: Math.round(priceChg * 100) / 100,
+            anomalyType,
+            correlatedReports,
+        });
+    }
+    // Sort by volume_ratio descending (most anomalous first)
+    results.sort((a, b) => b.volumeRatio - a.volumeRatio);
+    return results;
+}
+/**
+ * Fetch history and detect anomalies for multiple tickers.
+ *
+ * Convenience wrapper that calls {@link fetchHistory} and
+ * {@link detectAnomalies} for each ticker, then merges and sorts results.
+ */
+export async function scanTickers(tickers, days = DEFAULT_LOOKBACK_DAYS, volThreshold = DEFAULT_VOLUME_THRESHOLD, reportDates) {
+    const allAnomalies = [];
+    for (const raw of tickers) {
+        const bars = await fetchHistory(raw, days);
+        if (!bars)
+            continue;
+        const anomalies = detectAnomalies(raw, bars, days, volThreshold, reportDates);
+        allAnomalies.push(...anomalies);
+    }
+    // Sort all by volume_ratio descending
+    allAnomalies.sort((a, b) => b.volumeRatio - a.volumeRatio);
+    return allAnomalies;
+}
+//# sourceMappingURL=volume-scanner.js.map

package/dist/investigation-tools/volume-scanner.js.map

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