superkit-mcp-server 1.2.4 → 1.2.5

package/skills/tech/alpha-vantage/references/intelligence.md

@@ -1,138 +1,138 @@
-# Alpha Intelligence™ APIs
-
-## NEWS_SENTIMENT — Market News & Sentiment
-
-Returns live/historical news articles with sentiment scores for tickers, sectors, and topics.
-
-**Optional:**
-- `tickers` — comma-separated ticker symbols (e.g., `IBM,AAPL`)
-- `topics` — comma-separated topics: `blockchain`, `earnings`, `ipo`, `mergers_and_acquisitions`, `financial_markets`, `economy_fiscal`, `economy_monetary`, `economy_macro`, `energy_transportation`, `finance`, `life_sciences`, `manufacturing`, `real_estate`, `retail_wholesale`, `technology`
-- `time_from` / `time_to` — format `YYYYMMDDTHHMM`
-- `sort` — `LATEST`, `EARLIEST`, or `RELEVANCE`
-- `limit` — max articles returned (default 50, max 1000)
-
-```python
-# Get news for specific ticker
-data = av_get("NEWS_SENTIMENT", tickers="AAPL", sort="LATEST", limit=10)
-articles = data["feed"]
-
-for a in articles[:3]:
-    print(a["title"])
-    print(a["url"])
-    print(a["time_published"])
-    print(a["overall_sentiment_label"])   # "Bullish", "Bearish", "Neutral", etc.
-    print(a["overall_sentiment_score"])   # -1.0 to 1.0
-    for ts in a["ticker_sentiment"]:
-        if ts["ticker"] == "AAPL":
-            print(f"  AAPL sentiment: {ts['ticker_sentiment_label']} ({ts['ticker_sentiment_score']})")
-            print(f"  Relevance: {ts['relevance_score']}")
-
-# Article fields: "title", "url", "time_published", "authors", "summary",
-#                 "source", "source_domain", "topics", "overall_sentiment_score",
-#                 "overall_sentiment_label", "ticker_sentiment"
-# Sentiment labels: "Bearish", "Somewhat-Bearish", "Neutral", "Somewhat-Bullish", "Bullish"
-
-# Get news by topic
-data = av_get("NEWS_SENTIMENT", topics="earnings,technology", time_from="20240101T0000", limit=50)
-```
-
-## EARNINGS_CALL_TRANSCRIPT — Earnings Call Transcript
-
-Returns full earnings call transcripts (requires premium).
-
-**Required:** `symbol`, `quarter` (format `YYYYQN`, e.g., `2023Q4`)
-
-```python
-data = av_get("EARNINGS_CALL_TRANSCRIPT", symbol="AAPL", quarter="2023Q4")
-transcript = data["transcript"]
-
-for segment in transcript[:5]:
-    print(f"[{segment['speaker']}]: {segment['content'][:200]}")
-# Fields: "symbol", "quarter", "transcript" (list of {speaker, title, content})
-```
-
-## TOP_GAINERS_LOSERS — Top Market Movers
-
-Returns top 20 gainers, losers, and most actively traded US stocks for the current/most recent trading day.
-
-```python
-data = av_get("TOP_GAINERS_LOSERS")
-
-for g in data["top_gainers"][:5]:
-    print(g["ticker"], g["price"], g["change_amount"], g["change_percentage"], g["volume"])
-
-for l in data["top_losers"][:5]:
-    print(l["ticker"], l["price"], l["change_amount"], l["change_percentage"])
-
-# Fields: "ticker", "price", "change_amount", "change_percentage", "volume"
-# Also: data["most_actively_traded"]
-```
-
-## INSIDER_TRANSACTIONS — Insider Trading Data
-
-Returns insider transactions (Form 4) for a given company (requires premium).
-
-**Required:** `symbol`
-
-```python
-data = av_get("INSIDER_TRANSACTIONS", symbol="AAPL")
-transactions = data["data"]
-
-for t in transactions[:5]:
-    print(
-        t["transaction_date"],
-        t["executive"],         # insider name
-        t["executive_title"],   # e.g., "CEO"
-        t["action"],            # "Buy" or "Sell"
-        t["shares"],
-        t["share_price"],
-        t["total_value"]
-    )
-```
-
-## ANALYTICS_FIXED_WINDOW — Portfolio Analytics (Fixed Window)
-
-Returns mean return, variance, covariance, correlation, and alpha/beta for a set of tickers over a fixed historical window.
-
-**Required:**
-- `SYMBOLS` — comma-separated tickers (e.g., `AAPL,MSFT,IBM`)
-- `RANGE` — date range format: `2year`, `6month`, `30day`, or `YYYY-MM-DD&YYYY-MM-DD`
-- `INTERVAL` — `DAILY`, `WEEKLY`, or `MONTHLY`
-- `OHLC` — `close`, `open`, `high`, or `low`
-- `CALCULATIONS` — comma-separated: `MEAN`, `STDDEV`, `MAX_DRAWDOWN`, `CORRELATION`, `COVARIANCE`, `VARIANCE`, `CUMULATIVE_RETURN`, `MIN`, `MAX`, `MEDIAN`, `HISTOGRAM`
-
-```python
-data = av_get(
-    "ANALYTICS_FIXED_WINDOW",
-    SYMBOLS="AAPL,MSFT,IBM",
-    RANGE="1year",
-    INTERVAL="DAILY",
-    OHLC="close",
-    CALCULATIONS="MEAN,STDDEV,CORRELATION,MAX_DRAWDOWN"
-)
-payload = data["payload"]
-print(payload["MEAN"])        # {"AAPL": 0.0012, "MSFT": 0.0009, ...}
-print(payload["STDDEV"])
-print(payload["CORRELATION"])  # correlation matrix
-print(payload["MAX_DRAWDOWN"])
-```
-
-## ANALYTICS_SLIDING_WINDOW — Portfolio Analytics (Sliding Window)
-
-Same as fixed window but with rolling calculations over time.
-
-**Required:** Same as fixed window, plus:
-- `WINDOW_SIZE` — number of periods (e.g., `20` for 20-day rolling window)
-
-```python
-data = av_get(
-    "ANALYTICS_SLIDING_WINDOW",
-    SYMBOLS="AAPL,MSFT",
-    RANGE="1year",
-    INTERVAL="DAILY",
-    OHLC="close",
-    CALCULATIONS="MEAN,STDDEV",
-    WINDOW_SIZE=20
-)
-# Returns time series of rolling calculations
-```
+# Alpha Intelligence™ APIs
+
+## NEWS_SENTIMENT — Market News & Sentiment
+
+Returns live/historical news articles with sentiment scores for tickers, sectors, and topics.
+
+**Optional:**
+- `tickers` — comma-separated ticker symbols (e.g., `IBM,AAPL`)
+- `topics` — comma-separated topics: `blockchain`, `earnings`, `ipo`, `mergers_and_acquisitions`, `financial_markets`, `economy_fiscal`, `economy_monetary`, `economy_macro`, `energy_transportation`, `finance`, `life_sciences`, `manufacturing`, `real_estate`, `retail_wholesale`, `technology`
+- `time_from` / `time_to` — format `YYYYMMDDTHHMM`
+- `sort` — `LATEST`, `EARLIEST`, or `RELEVANCE`
+- `limit` — max articles returned (default 50, max 1000)
+
+```python
+# Get news for specific ticker
+data = av_get("NEWS_SENTIMENT", tickers="AAPL", sort="LATEST", limit=10)
+articles = data["feed"]
+
+for a in articles[:3]:
+    print(a["title"])
+    print(a["url"])
+    print(a["time_published"])
+    print(a["overall_sentiment_label"])   # "Bullish", "Bearish", "Neutral", etc.
+    print(a["overall_sentiment_score"])   # -1.0 to 1.0
+    for ts in a["ticker_sentiment"]:
+        if ts["ticker"] == "AAPL":
+            print(f"  AAPL sentiment: {ts['ticker_sentiment_label']} ({ts['ticker_sentiment_score']})")
+            print(f"  Relevance: {ts['relevance_score']}")
+
+# Article fields: "title", "url", "time_published", "authors", "summary",
+#                 "source", "source_domain", "topics", "overall_sentiment_score",
+#                 "overall_sentiment_label", "ticker_sentiment"
+# Sentiment labels: "Bearish", "Somewhat-Bearish", "Neutral", "Somewhat-Bullish", "Bullish"
+
+# Get news by topic
+data = av_get("NEWS_SENTIMENT", topics="earnings,technology", time_from="20240101T0000", limit=50)
+```
+
+## EARNINGS_CALL_TRANSCRIPT — Earnings Call Transcript
+
+Returns full earnings call transcripts (requires premium).
+
+**Required:** `symbol`, `quarter` (format `YYYYQN`, e.g., `2023Q4`)
+
+```python
+data = av_get("EARNINGS_CALL_TRANSCRIPT", symbol="AAPL", quarter="2023Q4")
+transcript = data["transcript"]
+
+for segment in transcript[:5]:
+    print(f"[{segment['speaker']}]: {segment['content'][:200]}")
+# Fields: "symbol", "quarter", "transcript" (list of {speaker, title, content})
+```
+
+## TOP_GAINERS_LOSERS — Top Market Movers
+
+Returns top 20 gainers, losers, and most actively traded US stocks for the current/most recent trading day.
+
+```python
+data = av_get("TOP_GAINERS_LOSERS")
+
+for g in data["top_gainers"][:5]:
+    print(g["ticker"], g["price"], g["change_amount"], g["change_percentage"], g["volume"])
+
+for l in data["top_losers"][:5]:
+    print(l["ticker"], l["price"], l["change_amount"], l["change_percentage"])
+
+# Fields: "ticker", "price", "change_amount", "change_percentage", "volume"
+# Also: data["most_actively_traded"]
+```
+
+## INSIDER_TRANSACTIONS — Insider Trading Data
+
+Returns insider transactions (Form 4) for a given company (requires premium).
+
+**Required:** `symbol`
+
+```python
+data = av_get("INSIDER_TRANSACTIONS", symbol="AAPL")
+transactions = data["data"]
+
+for t in transactions[:5]:
+    print(
+        t["transaction_date"],
+        t["executive"],         # insider name
+        t["executive_title"],   # e.g., "CEO"
+        t["action"],            # "Buy" or "Sell"
+        t["shares"],
+        t["share_price"],
+        t["total_value"]
+    )
+```
+
+## ANALYTICS_FIXED_WINDOW — Portfolio Analytics (Fixed Window)
+
+Returns mean return, variance, covariance, correlation, and alpha/beta for a set of tickers over a fixed historical window.
+
+**Required:**
+- `SYMBOLS` — comma-separated tickers (e.g., `AAPL,MSFT,IBM`)
+- `RANGE` — date range format: `2year`, `6month`, `30day`, or `YYYY-MM-DD&YYYY-MM-DD`
+- `INTERVAL` — `DAILY`, `WEEKLY`, or `MONTHLY`
+- `OHLC` — `close`, `open`, `high`, or `low`
+- `CALCULATIONS` — comma-separated: `MEAN`, `STDDEV`, `MAX_DRAWDOWN`, `CORRELATION`, `COVARIANCE`, `VARIANCE`, `CUMULATIVE_RETURN`, `MIN`, `MAX`, `MEDIAN`, `HISTOGRAM`
+
+```python
+data = av_get(
+    "ANALYTICS_FIXED_WINDOW",
+    SYMBOLS="AAPL,MSFT,IBM",
+    RANGE="1year",
+    INTERVAL="DAILY",
+    OHLC="close",
+    CALCULATIONS="MEAN,STDDEV,CORRELATION,MAX_DRAWDOWN"
+)
+payload = data["payload"]
+print(payload["MEAN"])        # {"AAPL": 0.0012, "MSFT": 0.0009, ...}
+print(payload["STDDEV"])
+print(payload["CORRELATION"])  # correlation matrix
+print(payload["MAX_DRAWDOWN"])
+```
+
+## ANALYTICS_SLIDING_WINDOW — Portfolio Analytics (Sliding Window)
+
+Same as fixed window but with rolling calculations over time.
+
+**Required:** Same as fixed window, plus:
+- `WINDOW_SIZE` — number of periods (e.g., `20` for 20-day rolling window)
+
+```python
+data = av_get(
+    "ANALYTICS_SLIDING_WINDOW",
+    SYMBOLS="AAPL,MSFT",
+    RANGE="1year",
+    INTERVAL="DAILY",
+    OHLC="close",
+    CALCULATIONS="MEAN,STDDEV",
+    WINDOW_SIZE=20
+)
+# Returns time series of rolling calculations
+```

package/skills/tech/alpha-vantage/references/options.md

@@ -1,93 +1,93 @@
-# Options Data APIs (Premium)
-
-Both options endpoints require a premium Alpha Vantage subscription.
-
-## REALTIME_OPTIONS — Real-time Options Chain
-
-Returns real-time options contracts for a given symbol.
-
-**Required:** `symbol`
-
-**Optional:**
-- `contract` — specific contract ID (e.g., `AAPL240119C00150000`) to get a single contract
-- `datatype` — `json` or `csv`
-
-```python
-data = av_get("REALTIME_OPTIONS", symbol="AAPL")
-options = data["data"]
-
-for contract in options[:5]:
-    print(
-        contract["contractID"],    # e.g., "AAPL240119C00150000"
-        contract["strike"],        # "150.00"
-        contract["expiration"],    # "2024-01-19"
-        contract["type"],          # "call" or "put"
-        contract["last"],          # last price
-        contract["bid"],
-        contract["ask"],
-        contract["volume"],
-        contract["open_interest"],
-        contract["implied_volatility"],
-        contract["delta"],
-        contract["gamma"],
-        contract["theta"],
-        contract["vega"],
-        contract["rho"]
-    )
-
-# Get a specific contract
-data = av_get("REALTIME_OPTIONS", symbol="AAPL", contract="AAPL240119C00150000")
-```
-
-## HISTORICAL_OPTIONS — Historical Options Chain
-
-Returns historical end-of-day options data for a specific date.
-
-**Required:** `symbol`
-
-**Optional:**
-- `date` — format `YYYY-MM-DD` (up to 2 years of history)
-- `datatype` — `json` or `csv`
-
-```python
-# Get options chain for a specific historical date
-data = av_get("HISTORICAL_OPTIONS", symbol="AAPL", date="2023-12-15")
-options = data["data"]
-
-for contract in options[:5]:
-    print(
-        contract["contractID"],
-        contract["strike"],
-        contract["expiration"],
-        contract["type"],           # "call" or "put"
-        contract["last"],
-        contract["mark"],           # mark price
-        contract["bid"],
-        contract["ask"],
-        contract["volume"],
-        contract["open_interest"],
-        contract["date"],           # the date of this snapshot
-        contract["implied_volatility"],
-        contract["delta"],
-        contract["gamma"],
-        contract["theta"],
-        contract["vega"],
-        contract["rho"]
-    )
-```
-
-## Filter Options by Expiration/Type
-
-```python
-import pandas as pd
-
-data = av_get("HISTORICAL_OPTIONS", symbol="AAPL", date="2023-12-15")
-df = pd.DataFrame(data["data"])
-df["strike"] = pd.to_numeric(df["strike"])
-df["expiration"] = pd.to_datetime(df["expiration"])
-
-# Filter calls expiring in January 2024
-calls_jan = df[(df["type"] == "call") & (df["expiration"].dt.month == 1) & (df["expiration"].dt.year == 2024)]
-calls_jan = calls_jan.sort_values("strike")
-print(calls_jan[["contractID", "strike", "bid", "ask", "implied_volatility", "delta"]].head(10))
-```
+# Options Data APIs (Premium)
+
+Both options endpoints require a premium Alpha Vantage subscription.
+
+## REALTIME_OPTIONS — Real-time Options Chain
+
+Returns real-time options contracts for a given symbol.
+
+**Required:** `symbol`
+
+**Optional:**
+- `contract` — specific contract ID (e.g., `AAPL240119C00150000`) to get a single contract
+- `datatype` — `json` or `csv`
+
+```python
+data = av_get("REALTIME_OPTIONS", symbol="AAPL")
+options = data["data"]
+
+for contract in options[:5]:
+    print(
+        contract["contractID"],    # e.g., "AAPL240119C00150000"
+        contract["strike"],        # "150.00"
+        contract["expiration"],    # "2024-01-19"
+        contract["type"],          # "call" or "put"
+        contract["last"],          # last price
+        contract["bid"],
+        contract["ask"],
+        contract["volume"],
+        contract["open_interest"],
+        contract["implied_volatility"],
+        contract["delta"],
+        contract["gamma"],
+        contract["theta"],
+        contract["vega"],
+        contract["rho"]
+    )
+
+# Get a specific contract
+data = av_get("REALTIME_OPTIONS", symbol="AAPL", contract="AAPL240119C00150000")
+```
+
+## HISTORICAL_OPTIONS — Historical Options Chain
+
+Returns historical end-of-day options data for a specific date.
+
+**Required:** `symbol`
+
+**Optional:**
+- `date` — format `YYYY-MM-DD` (up to 2 years of history)
+- `datatype` — `json` or `csv`
+
+```python
+# Get options chain for a specific historical date
+data = av_get("HISTORICAL_OPTIONS", symbol="AAPL", date="2023-12-15")
+options = data["data"]
+
+for contract in options[:5]:
+    print(
+        contract["contractID"],
+        contract["strike"],
+        contract["expiration"],
+        contract["type"],           # "call" or "put"
+        contract["last"],
+        contract["mark"],           # mark price
+        contract["bid"],
+        contract["ask"],
+        contract["volume"],
+        contract["open_interest"],
+        contract["date"],           # the date of this snapshot
+        contract["implied_volatility"],
+        contract["delta"],
+        contract["gamma"],
+        contract["theta"],
+        contract["vega"],
+        contract["rho"]
+    )
+```
+
+## Filter Options by Expiration/Type
+
+```python
+import pandas as pd
+
+data = av_get("HISTORICAL_OPTIONS", symbol="AAPL", date="2023-12-15")
+df = pd.DataFrame(data["data"])
+df["strike"] = pd.to_numeric(df["strike"])
+df["expiration"] = pd.to_datetime(df["expiration"])
+
+# Filter calls expiring in January 2024
+calls_jan = df[(df["type"] == "call") & (df["expiration"].dt.month == 1) & (df["expiration"].dt.year == 2024)]
+calls_jan = calls_jan.sort_values("strike")
+print(calls_jan[["contractID", "strike", "bid", "ask", "implied_volatility", "delta"]].head(10))
+```