opensentinel 3.1.1 → 3.7.0

package/dist/fred-TMUF3J2V.js

@@ -0,0 +1,203 @@
+import {
+  LinearRegression
+} from "./chunk-WZAH34TG.js";
+import "./chunk-UP2VWCW5.js";
+
+// src/integrations/finance/fred.ts
+var FRED_SERIES = {
+  GDP: "GDP",
+  // Gross Domestic Product
+  REAL_GDP: "GDPC1",
+  // Real GDP
+  CPI: "CPIAUCSL",
+  // Consumer Price Index (inflation)
+  CORE_CPI: "CPILFESL",
+  // Core CPI (ex food/energy)
+  UNEMPLOYMENT: "UNRATE",
+  // Unemployment Rate
+  FED_FUNDS_RATE: "FEDFUNDS",
+  // Federal Funds Rate
+  TREASURY_10Y: "DGS10",
+  // 10-Year Treasury Rate
+  TREASURY_2Y: "DGS2",
+  // 2-Year Treasury Rate
+  MORTGAGE_30Y: "MORTGAGE30US",
+  // 30-Year Mortgage Rate
+  SP500: "SP500",
+  // S&P 500
+  M2_MONEY_SUPPLY: "M2SL",
+  // M2 Money Supply
+  HOUSING_STARTS: "HOUST",
+  // Housing Starts
+  RETAIL_SALES: "RSAFS",
+  // Retail Sales
+  INDUSTRIAL_PRODUCTION: "INDPRO",
+  // Industrial Production
+  CONSUMER_SENTIMENT: "UMCSENT",
+  // Consumer Sentiment
+  PCE: "PCE",
+  // Personal Consumption Expenditures
+  INITIAL_CLAIMS: "ICSA"
+  // Initial Jobless Claims
+};
+var BASE_URL = "https://api.stlouisfed.org/fred";
+var FredClient = class {
+  apiKey;
+  timeout;
+  constructor(config) {
+    this.apiKey = config.apiKey;
+    this.timeout = config.timeout ?? 15e3;
+  }
+  async request(endpoint, params = {}) {
+    const url = new URL(`${BASE_URL}/${endpoint}`);
+    url.searchParams.set("api_key", this.apiKey);
+    url.searchParams.set("file_type", "json");
+    for (const [key, value] of Object.entries(params)) {
+      url.searchParams.set(key, value);
+    }
+    const controller = new AbortController();
+    const timer = setTimeout(() => controller.abort(), this.timeout);
+    try {
+      const response = await fetch(url.toString(), { signal: controller.signal });
+      if (!response.ok) {
+        throw new Error(`FRED API error: ${response.status} ${response.statusText}`);
+      }
+      return await response.json();
+    } finally {
+      clearTimeout(timer);
+    }
+  }
+  /**
+   * Get observations (data points) for a FRED series.
+   */
+  async getObservations(seriesId, options = {}) {
+    const params = { series_id: seriesId };
+    if (options.startDate) params.observation_start = options.startDate;
+    if (options.endDate) params.observation_end = options.endDate;
+    if (options.limit) params.limit = String(options.limit);
+    if (options.sort) params.sort_order = options.sort;
+    const result = await this.request(
+      "series/observations",
+      params
+    );
+    return result.observations.filter((o) => o.value !== ".").map((o) => ({ date: o.date, value: parseFloat(o.value) }));
+  }
+  /**
+   * Get series metadata.
+   */
+  async getSeriesInfo(seriesId) {
+    const result = await this.request("series", {
+      series_id: seriesId
+    });
+    const s = result.seriess[0];
+    return {
+      id: s.id,
+      title: s.title,
+      frequency: s.frequency,
+      units: s.units,
+      seasonalAdjustment: s.seasonal_adjustment,
+      lastUpdated: s.last_updated,
+      notes: s.notes
+    };
+  }
+  /**
+   * Search for FRED series.
+   */
+  async search(query, limit = 10) {
+    const result = await this.request(
+      "series/search",
+      { search_text: query, limit: String(limit) }
+    );
+    return {
+      series: result.seriess.map((s) => ({
+        id: s.id,
+        title: s.title,
+        frequency: s.frequency,
+        units: s.units,
+        seasonalAdjustment: s.seasonal_adjustment,
+        lastUpdated: s.last_updated,
+        notes: s.notes
+      })),
+      count: result.count
+    };
+  }
+  /**
+   * Get a key economic indicator with trend analysis using Linear Regression.
+   */
+  async getIndicator(seriesId, name) {
+    const observations = await this.getObservations(seriesId, { limit: 24, sort: "desc" });
+    if (observations.length < 2) {
+      return {
+        name,
+        seriesId,
+        currentValue: observations[0]?.value ?? 0,
+        previousValue: 0,
+        change: 0,
+        changePercent: 0,
+        date: observations[0]?.date ?? "",
+        trend: "flat",
+        trendStrength: 0
+      };
+    }
+    const current = observations[0];
+    const previous = observations[1];
+    const change = current.value - previous.value;
+    const changePercent = previous.value !== 0 ? change / previous.value * 100 : 0;
+    const values = observations.slice(0, 12).reverse().map((o) => o.value);
+    const trend = LinearRegression.detectTrend(values);
+    return {
+      name,
+      seriesId,
+      currentValue: current.value,
+      previousValue: previous.value,
+      change,
+      changePercent,
+      date: current.date,
+      trend: trend.direction,
+      trendStrength: trend.strength
+    };
+  }
+  /**
+   * Get a dashboard of key economic indicators.
+   */
+  async getEconomicDashboard() {
+    const indicators = [
+      { id: FRED_SERIES.REAL_GDP, name: "Real GDP" },
+      { id: FRED_SERIES.CPI, name: "CPI (Inflation)" },
+      { id: FRED_SERIES.UNEMPLOYMENT, name: "Unemployment Rate" },
+      { id: FRED_SERIES.FED_FUNDS_RATE, name: "Fed Funds Rate" },
+      { id: FRED_SERIES.TREASURY_10Y, name: "10Y Treasury" },
+      { id: FRED_SERIES.CONSUMER_SENTIMENT, name: "Consumer Sentiment" }
+    ];
+    const results = await Promise.allSettled(
+      indicators.map((ind) => this.getIndicator(ind.id, ind.name))
+    );
+    return results.filter((r) => r.status === "fulfilled").map((r) => r.value);
+  }
+  /**
+   * Forecast future values of a FRED series using Linear Regression.
+   */
+  async forecast(seriesId, periodsAhead = 6) {
+    const observations = await this.getObservations(seriesId, { limit: 36, sort: "desc" });
+    const values = observations.reverse().map((o) => o.value);
+    const predictions = LinearRegression.forecast(values, periodsAhead);
+    return {
+      historical: observations,
+      forecast: predictions.map((p, i) => ({
+        period: i + 1,
+        value: p.value,
+        lower: p.lower95,
+        upper: p.upper95
+      }))
+    };
+  }
+};
+function createFredClient(apiKey) {
+  return new FredClient({ apiKey });
+}
+export {
+  FRED_SERIES,
+  FredClient,
+  createFredClient
+};
+//# sourceMappingURL=fred-TMUF3J2V.js.map

package/dist/fred-TMUF3J2V.js.map

@@ -0,0 +1 @@
+{"version":3,"sources":["../src/integrations/finance/fred.ts"],"sourcesContent":["/**\r\n * FRED (Federal Reserve Economic Data) Client\r\n *\r\n * Provides access to 800,000+ economic time series from the St. Louis Fed.\r\n * Useful for: GDP, inflation (CPI), unemployment, interest rates, money supply, housing, etc.\r\n *\r\n * API Docs: https://fred.stlouisfed.org/docs/api/fred/\r\n * Uses Linear Regression (Algorithm #1) for economic trend analysis.\r\n */\r\n\r\nimport { LinearRegression } from \"../../core/ml/linear-regression\";\r\n\r\nexport interface FredConfig {\r\n  apiKey: string;\r\n  timeout?: number;\r\n}\r\n\r\nexport interface FredSeries {\r\n  id: string;\r\n  title: string;\r\n  frequency: string;\r\n  units: string;\r\n  seasonalAdjustment: string;\r\n  lastUpdated: string;\r\n  notes?: string;\r\n}\r\n\r\nexport interface FredObservation {\r\n  date: string;\r\n  value: number;\r\n}\r\n\r\nexport interface FredSearchResult {\r\n  series: FredSeries[];\r\n  count: number;\r\n}\r\n\r\nexport interface EconomicIndicator {\r\n  name: string;\r\n  seriesId: string;\r\n  currentValue: number;\r\n  previousValue: number;\r\n  change: number;\r\n  changePercent: number;\r\n  date: string;\r\n  trend: \"up\" | \"down\" | \"flat\";\r\n  trendStrength: number;\r\n}\r\n\r\n// Well-known FRED series IDs\r\nexport const FRED_SERIES = {\r\n  GDP: \"GDP\",                           // Gross Domestic Product\r\n  REAL_GDP: \"GDPC1\",                    // Real GDP\r\n  CPI: \"CPIAUCSL\",                      // Consumer Price Index (inflation)\r\n  CORE_CPI: \"CPILFESL\",                // Core CPI (ex food/energy)\r\n  UNEMPLOYMENT: \"UNRATE\",               // Unemployment Rate\r\n  FED_FUNDS_RATE: \"FEDFUNDS\",          // Federal Funds Rate\r\n  TREASURY_10Y: \"DGS10\",               // 10-Year Treasury Rate\r\n  TREASURY_2Y: \"DGS2\",                 // 2-Year Treasury Rate\r\n  MORTGAGE_30Y: \"MORTGAGE30US\",         // 30-Year Mortgage Rate\r\n  SP500: \"SP500\",                       // S&P 500\r\n  M2_MONEY_SUPPLY: \"M2SL\",            // M2 Money Supply\r\n  HOUSING_STARTS: \"HOUST\",             // Housing Starts\r\n  RETAIL_SALES: \"RSAFS\",              // Retail Sales\r\n  INDUSTRIAL_PRODUCTION: \"INDPRO\",     // Industrial Production\r\n  CONSUMER_SENTIMENT: \"UMCSENT\",       // Consumer Sentiment\r\n  PCE: \"PCE\",                          // Personal Consumption Expenditures\r\n  INITIAL_CLAIMS: \"ICSA\",             // Initial Jobless Claims\r\n} as const;\r\n\r\nconst BASE_URL = \"https://api.stlouisfed.org/fred\";\r\n\r\nexport class FredClient {\r\n  private apiKey: string;\r\n  private timeout: number;\r\n\r\n  constructor(config: FredConfig) {\r\n    this.apiKey = config.apiKey;\r\n    this.timeout = config.timeout ?? 15000;\r\n  }\r\n\r\n  private async request<T>(endpoint: string, params: Record<string, string> = {}): Promise<T> {\r\n    const url = new URL(`${BASE_URL}/${endpoint}`);\r\n    url.searchParams.set(\"api_key\", this.apiKey);\r\n    url.searchParams.set(\"file_type\", \"json\");\r\n    for (const [key, value] of Object.entries(params)) {\r\n      url.searchParams.set(key, value);\r\n    }\r\n\r\n    const controller = new AbortController();\r\n    const timer = setTimeout(() => controller.abort(), this.timeout);\r\n\r\n    try {\r\n      const response = await fetch(url.toString(), { signal: controller.signal });\r\n      if (!response.ok) {\r\n        throw new Error(`FRED API error: ${response.status} ${response.statusText}`);\r\n      }\r\n      return await response.json() as T;\r\n    } finally {\r\n      clearTimeout(timer);\r\n    }\r\n  }\r\n\r\n  /**\r\n   * Get observations (data points) for a FRED series.\r\n   */\r\n  async getObservations(\r\n    seriesId: string,\r\n    options: { startDate?: string; endDate?: string; limit?: number; sort?: \"asc\" | \"desc\" } = {}\r\n  ): Promise<FredObservation[]> {\r\n    const params: Record<string, string> = { series_id: seriesId };\r\n    if (options.startDate) params.observation_start = options.startDate;\r\n    if (options.endDate) params.observation_end = options.endDate;\r\n    if (options.limit) params.limit = String(options.limit);\r\n    if (options.sort) params.sort_order = options.sort;\r\n\r\n    const result = await this.request<{ observations: Array<{ date: string; value: string }> }>(\r\n      \"series/observations\",\r\n      params\r\n    );\r\n\r\n    return result.observations\r\n      .filter((o) => o.value !== \".\")\r\n      .map((o) => ({ date: o.date, value: parseFloat(o.value) }));\r\n  }\r\n\r\n  /**\r\n   * Get series metadata.\r\n   */\r\n  async getSeriesInfo(seriesId: string): Promise<FredSeries> {\r\n    const result = await this.request<{ seriess: Array<any> }>(\"series\", {\r\n      series_id: seriesId,\r\n    });\r\n\r\n    const s = result.seriess[0];\r\n    return {\r\n      id: s.id,\r\n      title: s.title,\r\n      frequency: s.frequency,\r\n      units: s.units,\r\n      seasonalAdjustment: s.seasonal_adjustment,\r\n      lastUpdated: s.last_updated,\r\n      notes: s.notes,\r\n    };\r\n  }\r\n\r\n  /**\r\n   * Search for FRED series.\r\n   */\r\n  async search(query: string, limit = 10): Promise<FredSearchResult> {\r\n    const result = await this.request<{ seriess: Array<any>; count: number }>(\r\n      \"series/search\",\r\n      { search_text: query, limit: String(limit) }\r\n    );\r\n\r\n    return {\r\n      series: result.seriess.map((s: any) => ({\r\n        id: s.id,\r\n        title: s.title,\r\n        frequency: s.frequency,\r\n        units: s.units,\r\n        seasonalAdjustment: s.seasonal_adjustment,\r\n        lastUpdated: s.last_updated,\r\n        notes: s.notes,\r\n      })),\r\n      count: result.count,\r\n    };\r\n  }\r\n\r\n  /**\r\n   * Get a key economic indicator with trend analysis using Linear Regression.\r\n   */\r\n  async getIndicator(seriesId: string, name: string): Promise<EconomicIndicator> {\r\n    const observations = await this.getObservations(seriesId, { limit: 24, sort: \"desc\" });\r\n\r\n    if (observations.length < 2) {\r\n      return {\r\n        name,\r\n        seriesId,\r\n        currentValue: observations[0]?.value ?? 0,\r\n        previousValue: 0,\r\n        change: 0,\r\n        changePercent: 0,\r\n        date: observations[0]?.date ?? \"\",\r\n        trend: \"flat\",\r\n        trendStrength: 0,\r\n      };\r\n    }\r\n\r\n    const current = observations[0];\r\n    const previous = observations[1];\r\n    const change = current.value - previous.value;\r\n    const changePercent = previous.value !== 0 ? (change / previous.value) * 100 : 0;\r\n\r\n    // Use Linear Regression for trend detection on recent data points\r\n    const values = observations.slice(0, 12).reverse().map((o) => o.value);\r\n    const trend = LinearRegression.detectTrend(values);\r\n\r\n    return {\r\n      name,\r\n      seriesId,\r\n      currentValue: current.value,\r\n      previousValue: previous.value,\r\n      change,\r\n      changePercent,\r\n      date: current.date,\r\n      trend: trend.direction,\r\n      trendStrength: trend.strength,\r\n    };\r\n  }\r\n\r\n  /**\r\n   * Get a dashboard of key economic indicators.\r\n   */\r\n  async getEconomicDashboard(): Promise<EconomicIndicator[]> {\r\n    const indicators = [\r\n      { id: FRED_SERIES.REAL_GDP, name: \"Real GDP\" },\r\n      { id: FRED_SERIES.CPI, name: \"CPI (Inflation)\" },\r\n      { id: FRED_SERIES.UNEMPLOYMENT, name: \"Unemployment Rate\" },\r\n      { id: FRED_SERIES.FED_FUNDS_RATE, name: \"Fed Funds Rate\" },\r\n      { id: FRED_SERIES.TREASURY_10Y, name: \"10Y Treasury\" },\r\n      { id: FRED_SERIES.CONSUMER_SENTIMENT, name: \"Consumer Sentiment\" },\r\n    ];\r\n\r\n    const results = await Promise.allSettled(\r\n      indicators.map((ind) => this.getIndicator(ind.id, ind.name))\r\n    );\r\n\r\n    return results\r\n      .filter((r): r is PromiseFulfilledResult<EconomicIndicator> => r.status === \"fulfilled\")\r\n      .map((r) => r.value);\r\n  }\r\n\r\n  /**\r\n   * Forecast future values of a FRED series using Linear Regression.\r\n   */\r\n  async forecast(\r\n    seriesId: string,\r\n    periodsAhead: number = 6\r\n  ): Promise<{ historical: FredObservation[]; 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