sigma-terminal 2.0.1__py3-none-any.whl → 3.2.0__py3-none-any.whl

sigma/tools/backtest.py

@@ -907,13 +907,13 @@ def run_lean_backtest(
         result["status"] = "error"
         result["error"] = str(e)
     
-    # Provide QuantConnect instructions for institutional-grade backtest
+    # Provide QuantConnect instructions for advanced backtest
     result["quantconnect_instructions"] = [
-        "For INSTITUTIONAL-GRADE backtesting with full market data:",
+        "For ADVANCED backtesting with full market data:",
         "1. Go to https://www.quantconnect.com (FREE account)",
         "2. Click 'Algorithm Lab' -> 'Create New Algorithm'",
         f"3. Paste the code from: {algo_file}",
-        "4. Click 'Backtest' for institutional data!"
+        "4. Click 'Backtest' for professional data!"
     ]
     
     result["algorithm_ready"] = True
@@ -930,7 +930,7 @@ def run_simple_backtest(
 ) -> dict[str, Any]:
     """Run a comprehensive Python backtest using yfinance data.
     
-    This provides institutional-quality results with detailed metrics,
+    This provides professional-quality results with detailed metrics,
     charts, and analysis. For even more accurate results, use QuantConnect.
     """
     import yfinance as yf
@@ -1176,10 +1176,16 @@ def run_simple_backtest(
     result["trades"] = trades[-15:]  # Last 15 trades
     result["monthly_returns"] = monthly_pcts[-12:]  # Last 12 months
     
-    # Generate charts
+    # Generate charts - IMPORTANT: fully clear plotext state before each chart
     try:
+        import plotext as plt
+        
         # 1. Equity Curve Chart
+        plt.clf()
+        plt.clt()
+        plt.cld()
         plt.clear_figure()
+        plt.clear_data()
         plt.plotsize(120, 25)
         plt.theme("dark")
         plt.canvas_color("black")
@@ -1205,7 +1211,11 @@ def run_simple_backtest(
         result["charts"]["equity_curve"] = plt.build()
         
         # 2. Drawdown Chart
+        plt.clf()
+        plt.clt()
+        plt.cld()
         plt.clear_figure()
+        plt.clear_data()
         plt.plotsize(120, 15)
         plt.theme("dark")
         plt.canvas_color("black")
@@ -1219,7 +1229,11 @@ def run_simple_backtest(
         
         # 3. Trade Distribution
         if sell_trades:
+            plt.clf()
+            plt.clt()
+            plt.cld()
             plt.clear_figure()
+            plt.clear_data()
             plt.plotsize(80, 12)
             plt.theme("dark")
             plt.canvas_color("black")
@@ -1235,7 +1249,11 @@ def run_simple_backtest(
         
         # 4. Monthly Returns Bar Chart
         if monthly_pcts:
+            plt.clf()
+            plt.clt()
+            plt.cld()
             plt.clear_figure()
+            plt.clear_data()
             plt.plotsize(100, 12)
             plt.theme("dark")
             plt.canvas_color("black")

sigma/tools.py

@@ -0,0 +1,617 @@
+"""Financial data tools for Sigma."""
+
+import json
+from datetime import datetime, timedelta
+from typing import Any, Optional
+
+import yfinance as yf
+import pandas as pd
+import numpy as np
+
+
+# ============================================================================
+# STOCK DATA TOOLS
+# ============================================================================
+
+def get_stock_quote(symbol: str) -> dict:
+    """Get current stock quote with key metrics."""
+    try:
+        ticker = yf.Ticker(symbol.upper())
+        info = ticker.info
+        
+        return {
+            "symbol": symbol.upper(),
+            "name": info.get("shortName", "N/A"),
+            "price": info.get("regularMarketPrice", 0),
+            "change": info.get("regularMarketChange", 0),
+            "change_percent": info.get("regularMarketChangePercent", 0),
+            "open": info.get("regularMarketOpen", 0),
+            "high": info.get("regularMarketDayHigh", 0),
+            "low": info.get("regularMarketDayLow", 0),
+            "volume": info.get("regularMarketVolume", 0),
+            "market_cap": info.get("marketCap", 0),
+            "pe_ratio": info.get("trailingPE", "N/A"),
+            "52w_high": info.get("fiftyTwoWeekHigh", 0),
+            "52w_low": info.get("fiftyTwoWeekLow", 0),
+            "avg_volume": info.get("averageVolume", 0),
+        }
+    except Exception as e:
+        return {"error": str(e), "symbol": symbol}
+
+
+def get_stock_history(symbol: str, period: str = "3mo", interval: str = "1d") -> dict:
+    """Get historical price data."""
+    try:
+        ticker = yf.Ticker(symbol.upper())
+        hist = ticker.history(period=period, interval=interval)
+        
+        if hist.empty:
+            return {"error": "No data found", "symbol": symbol}
+        
+        # Calculate basic stats
+        returns = hist["Close"].pct_change().dropna()
+        
+        return {
+            "symbol": symbol.upper(),
+            "period": period,
+            "data_points": len(hist),
+            "start_date": str(hist.index[0].date()),
+            "end_date": str(hist.index[-1].date()),
+            "start_price": round(hist["Close"].iloc[0], 2),
+            "end_price": round(hist["Close"].iloc[-1], 2),
+            "high": round(hist["High"].max(), 2),
+            "low": round(hist["Low"].min(), 2),
+            "total_return": round((hist["Close"].iloc[-1] / hist["Close"].iloc[0] - 1) * 100, 2),
+            "volatility": round(returns.std() * np.sqrt(252) * 100, 2),
+            "avg_volume": int(hist["Volume"].mean()),
+        }
+    except Exception as e:
+        return {"error": str(e), "symbol": symbol}
+
+
+def get_company_info(symbol: str) -> dict:
+    """Get detailed company information."""
+    try:
+        ticker = yf.Ticker(symbol.upper())
+        info = ticker.info
+        
+        return {
+            "symbol": symbol.upper(),
+            "name": info.get("longName", info.get("shortName", "N/A")),
+            "sector": info.get("sector", "N/A"),
+            "industry": info.get("industry", "N/A"),
+            "country": info.get("country", "N/A"),
+            "website": info.get("website", "N/A"),
+            "employees": info.get("fullTimeEmployees", "N/A"),
+            "description": info.get("longBusinessSummary", "N/A")[:500] + "..." if info.get("longBusinessSummary") else "N/A",
+            "market_cap": info.get("marketCap", 0),
+            "enterprise_value": info.get("enterpriseValue", 0),
+        }
+    except Exception as e:
+        return {"error": str(e), "symbol": symbol}
+
+
+def get_financial_statements(symbol: str, statement: str = "income") -> dict:
+    """Get financial statements (income, balance, cash)."""
+    try:
+        ticker = yf.Ticker(symbol.upper())
+        
+        if statement == "income":
+            df = ticker.income_stmt
+        elif statement == "balance":
+            df = ticker.balance_sheet
+        elif statement == "cash":
+            df = ticker.cashflow
+        else:
+            return {"error": f"Unknown statement type: {statement}"}
+        
+        if df.empty:
+            return {"error": "No data found", "symbol": symbol}
+        
+        # Get latest period
+        latest = df.iloc[:, 0]
+        
+        # Convert to dict with formatted numbers
+        data = {}
+        for idx, val in latest.items():
+            if pd.notna(val):
+                if abs(val) >= 1e9:
+                    data[str(idx)] = f"${val/1e9:.2f}B"
+                elif abs(val) >= 1e6:
+                    data[str(idx)] = f"${val/1e6:.2f}M"
+                else:
+                    data[str(idx)] = f"${val:,.0f}"
+        
+        return {
+            "symbol": symbol.upper(),
+            "statement_type": statement,
+            "period": str(df.columns[0].date()) if hasattr(df.columns[0], 'date') else str(df.columns[0]),
+            "data": data
+        }
+    except Exception as e:
+        return {"error": str(e), "symbol": symbol}
+
+
+def get_analyst_recommendations(symbol: str) -> dict:
+    """Get analyst recommendations and price targets."""
+    try:
+        ticker = yf.Ticker(symbol.upper())
+        
+        # Get recommendations
+        recs = ticker.recommendations
+        if recs is not None and not recs.empty:
+            recent = recs.tail(10)
+            rec_summary = recent["To Grade"].value_counts().to_dict() if "To Grade" in recent.columns else {}
+        else:
+            rec_summary = {}
+        
+        # Get info for targets
+        info = ticker.info
+        
+        return {
+            "symbol": symbol.upper(),
+            "recommendation": info.get("recommendationKey", "N/A"),
+            "target_high": info.get("targetHighPrice", "N/A"),
+            "target_low": info.get("targetLowPrice", "N/A"),
+            "target_mean": info.get("targetMeanPrice", "N/A"),
+            "target_median": info.get("targetMedianPrice", "N/A"),
+            "num_analysts": info.get("numberOfAnalystOpinions", "N/A"),
+            "recent_grades": rec_summary
+        }
+    except Exception as e:
+        return {"error": str(e), "symbol": symbol}
+
+
+def get_insider_trades(symbol: str) -> dict:
+    """Get recent insider trading activity."""
+    try:
+        ticker = yf.Ticker(symbol.upper())
+        insiders = ticker.insider_transactions
+        
+        if insiders is None or insiders.empty:
+            return {"symbol": symbol.upper(), "trades": [], "message": "No recent insider trades"}
+        
+        trades = []
+        for _, row in insiders.head(10).iterrows():
+            trades.append({
+                "date": str(row.get("Start Date", ""))[:10],
+                "insider": row.get("Insider", "N/A"),
+                "position": row.get("Position", "N/A"),
+                "transaction": row.get("Transaction", "N/A"),
+                "shares": row.get("Shares", 0),
+                "value": row.get("Value", 0),
+            })
+        
+        return {
+            "symbol": symbol.upper(),
+            "trades": trades
+        }
+    except Exception as e:
+        return {"error": str(e), "symbol": symbol}
+
+
+def get_institutional_holders(symbol: str) -> dict:
+    """Get institutional ownership data."""
+    try:
+        ticker = yf.Ticker(symbol.upper())
+        holders = ticker.institutional_holders
+        
+        if holders is None or holders.empty:
+            return {"symbol": symbol.upper(), "holders": []}
+        
+        holder_list = []
+        for _, row in holders.head(10).iterrows():
+            holder_list.append({
+                "holder": row.get("Holder", "N/A"),
+                "shares": int(row.get("Shares", 0)),
+                "date_reported": str(row.get("Date Reported", ""))[:10],
+                "pct_held": round(row.get("% Out", 0) * 100, 2) if row.get("% Out") else 0,
+                "value": int(row.get("Value", 0)),
+            })
+        
+        return {
+            "symbol": symbol.upper(),
+            "holders": holder_list
+        }
+    except Exception as e:
+        return {"error": str(e), "symbol": symbol}
+
+
+# ============================================================================
+# TECHNICAL ANALYSIS TOOLS
+# ============================================================================
+
+def technical_analysis(symbol: str, period: str = "6mo") -> dict:
+    """Perform comprehensive technical analysis."""
+    try:
+        ticker = yf.Ticker(symbol.upper())
+        hist = ticker.history(period=period)
+        
+        if hist.empty:
+            return {"error": "No data found", "symbol": symbol}
+        
+        close = hist["Close"]
+        high = hist["High"]
+        low = hist["Low"]
+        volume = hist["Volume"]
+        
+        # Moving averages
+        sma_20 = close.rolling(20).mean().iloc[-1]
+        sma_50 = close.rolling(50).mean().iloc[-1]
+        sma_200 = close.rolling(200).mean().iloc[-1] if len(close) >= 200 else None
+        ema_12 = close.ewm(span=12).mean().iloc[-1]
+        ema_26 = close.ewm(span=26).mean().iloc[-1]
+        
+        # RSI
+        delta = close.diff()
+        gain = (delta.where(delta > 0, 0)).rolling(14).mean()
+        loss = (-delta.where(delta < 0, 0)).rolling(14).mean()
+        rs = gain / loss
+        rsi = (100 - (100 / (1 + rs))).iloc[-1]
+        
+        # MACD
+        macd = ema_12 - ema_26
+        signal = close.ewm(span=9).mean().iloc[-1]
+        
+        # Bollinger Bands
+        bb_mid = close.rolling(20).mean().iloc[-1]
+        bb_std = close.rolling(20).std().iloc[-1]
+        bb_upper = bb_mid + (bb_std * 2)
+        bb_lower = bb_mid - (bb_std * 2)
+        
+        # Support/Resistance (simple)
+        recent_high = high.tail(20).max()
+        recent_low = low.tail(20).min()
+        
+        # Volume analysis
+        avg_vol = volume.mean()
+        recent_vol = volume.tail(5).mean()
+        vol_trend = "Above Average" if recent_vol > avg_vol else "Below Average"
+        
+        current_price = close.iloc[-1]
+        
+        # Generate signals
+        signals = []
+        if current_price > sma_20:
+            signals.append("Above SMA20 (Bullish)")
+        else:
+            signals.append("Below SMA20 (Bearish)")
+        
+        if current_price > sma_50:
+            signals.append("Above SMA50 (Bullish)")
+        else:
+            signals.append("Below SMA50 (Bearish)")
+        
+        if rsi > 70:
+            signals.append("RSI Overbought (>70)")
+        elif rsi < 30:
+            signals.append("RSI Oversold (<30)")
+        else:
+            signals.append(f"RSI Neutral ({rsi:.1f})")
+        
+        if macd > signal:
+            signals.append("MACD Bullish Crossover")
+        else:
+            signals.append("MACD Bearish")
+        
+        return {
+            "symbol": symbol.upper(),
+            "current_price": round(current_price, 2),
+            "indicators": {
+                "sma_20": round(sma_20, 2),
+                "sma_50": round(sma_50, 2),
+                "sma_200": round(sma_200, 2) if sma_200 else "N/A",
+                "ema_12": round(ema_12, 2),
+                "ema_26": round(ema_26, 2),
+                "rsi": round(rsi, 2),
+                "macd": round(macd, 4),
+                "bb_upper": round(bb_upper, 2),
+                "bb_mid": round(bb_mid, 2),
+                "bb_lower": round(bb_lower, 2),
+            },
+            "support_resistance": {
+                "resistance": round(recent_high, 2),
+                "support": round(recent_low, 2),
+            },
+            "volume": {
+                "average": int(avg_vol),
+                "recent": int(recent_vol),
+                "trend": vol_trend,
+            },
+            "signals": signals,
+        }
+    except Exception as e:
+        return {"error": str(e), "symbol": symbol}
+
+
+# ============================================================================
+# COMPARISON & MARKET TOOLS
+# ============================================================================
+
+def compare_stocks(symbols: list[str], period: str = "1y") -> dict:
+    """Compare multiple stocks."""
+    try:
+        results = []
+        
+        for symbol in symbols[:5]:  # Limit to 5
+            ticker = yf.Ticker(symbol.upper())
+            hist = ticker.history(period=period)
+            info = ticker.info
+            
+            if hist.empty:
+                continue
+            
+            returns = hist["Close"].pct_change().dropna()
+            total_return = (hist["Close"].iloc[-1] / hist["Close"].iloc[0] - 1) * 100
+            
+            results.append({
+                "symbol": symbol.upper(),
+                "name": info.get("shortName", "N/A"),
+                "price": round(hist["Close"].iloc[-1], 2),
+                "total_return": round(total_return, 2),
+                "volatility": round(returns.std() * np.sqrt(252) * 100, 2),
+                "sharpe": round((returns.mean() * 252) / (returns.std() * np.sqrt(252)), 2) if returns.std() > 0 else 0,
+                "market_cap": info.get("marketCap", 0),
+                "pe_ratio": info.get("trailingPE", "N/A"),
+            })
+        
+        # Sort by return
+        results.sort(key=lambda x: x["total_return"], reverse=True)
+        
+        return {
+            "period": period,
+            "comparison": results,
+            "best_performer": results[0]["symbol"] if results else None,
+            "worst_performer": results[-1]["symbol"] if results else None,
+        }
+    except Exception as e:
+        return {"error": str(e)}
+
+
+def get_market_overview() -> dict:
+    """Get market overview with major indices."""
+    indices = {
+        "^GSPC": "S&P 500",
+        "^DJI": "Dow Jones",
+        "^IXIC": "NASDAQ",
+        "^RUT": "Russell 2000",
+        "^VIX": "VIX",
+    }
+    
+    results = []
+    for symbol, name in indices.items():
+        try:
+            ticker = yf.Ticker(symbol)
+            info = ticker.info
+            results.append({
+                "symbol": symbol,
+                "name": name,
+                "price": info.get("regularMarketPrice", 0),
+                "change": info.get("regularMarketChange", 0),
+                "change_percent": info.get("regularMarketChangePercent", 0),
+            })
+        except:
+            continue
+    
+    return {"indices": results, "timestamp": datetime.now().isoformat()}
+
+
+def get_sector_performance() -> dict:
+    """Get sector ETF performance."""
+    sectors = {
+        "XLK": "Technology",
+        "XLF": "Financials",
+        "XLV": "Healthcare",
+        "XLE": "Energy",
+        "XLI": "Industrials",
+        "XLY": "Consumer Discretionary",
+        "XLP": "Consumer Staples",
+        "XLU": "Utilities",
+        "XLB": "Materials",
+        "XLRE": "Real Estate",
+    }
+    
+    results = []
+    for symbol, name in sectors.items():
+        try:
+            ticker = yf.Ticker(symbol)
+            info = ticker.info
+            results.append({
+                "symbol": symbol,
+                "sector": name,
+                "price": info.get("regularMarketPrice", 0),
+                "change_percent": round(info.get("regularMarketChangePercent", 0), 2),
+            })
+        except:
+            continue
+    
+    # Sort by performance
+    results.sort(key=lambda x: x["change_percent"], reverse=True)
+    
+    return {"sectors": results, "timestamp": datetime.now().isoformat()}
+
+
+# ============================================================================
+# TOOL DEFINITIONS FOR LLM
+# ============================================================================
+
+TOOLS = [
+    {
+        "type": "function",
+        "function": {
+            "name": "get_stock_quote",
+            "description": "Get current stock quote with price, change, volume, and key metrics",
+            "parameters": {
+                "type": "object",
+                "properties": {
+                    "symbol": {"type": "string", "description": "Stock ticker symbol (e.g., AAPL, MSFT)"}
+                },
+                "required": ["symbol"]
+            }
+        }
+    },
+    {
+        "type": "function",
+        "function": {
+            "name": "get_stock_history",
+            "description": "Get historical price data and returns for a stock",
+            "parameters": {
+                "type": "object",
+                "properties": {
+                    "symbol": {"type": "string", "description": "Stock ticker symbol"},
+                    "period": {"type": "string", "description": "Time period: 1d, 5d, 1mo, 3mo, 6mo, 1y, 2y, 5y, max", "default": "3mo"}
+                },
+                "required": ["symbol"]
+            }
+        }
+    },
+    {
+        "type": "function",
+        "function": {
+            "name": "get_company_info",
+            "description": "Get detailed company information including sector, industry, and description",
+            "parameters": {
+                "type": "object",
+                "properties": {
+                    "symbol": {"type": "string", "description": "Stock ticker symbol"}
+                },
+                "required": ["symbol"]
+            }
+        }
+    },
+    {
+        "type": "function",
+        "function": {
+            "name": "get_financial_statements",
+            "description": "Get financial statements (income statement, balance sheet, or cash flow)",
+            "parameters": {
+                "type": "object",
+                "properties": {
+                    "symbol": {"type": "string", "description": "Stock ticker symbol"},
+                    "statement": {"type": "string", "enum": ["income", "balance", "cash"], "description": "Type of statement", "default": "income"}
+                },
+                "required": ["symbol"]
+            }
+        }
+    },
+    {
+        "type": "function",
+        "function": {
+            "name": "get_analyst_recommendations",
+            "description": "Get analyst recommendations, price targets, and ratings",
+            "parameters": {
+                "type": "object",
+                "properties": {
+                    "symbol": {"type": "string", "description": "Stock ticker symbol"}
+                },
+                "required": ["symbol"]
+            }
+        }
+    },
+    {
+        "type": "function",
+        "function": {
+            "name": "get_insider_trades",
+            "description": "Get recent insider trading activity",
+            "parameters": {
+                "type": "object",
+                "properties": {
+                    "symbol": {"type": "string", "description": "Stock ticker symbol"}
+                },
+                "required": ["symbol"]
+            }
+        }
+    },
+    {
+        "type": "function",
+        "function": {
+            "name": "get_institutional_holders",
+            "description": "Get institutional ownership and major shareholders",
+            "parameters": {
+                "type": "object",
+                "properties": {
+                    "symbol": {"type": "string", "description": "Stock ticker symbol"}
+                },
+                "required": ["symbol"]
+            }
+        }
+    },
+    {
+        "type": "function",
+        "function": {
+            "name": "technical_analysis",
+            "description": "Perform comprehensive technical analysis with indicators (RSI, MACD, Moving Averages, Bollinger Bands)",
+            "parameters": {
+                "type": "object",
+                "properties": {
+                    "symbol": {"type": "string", "description": "Stock ticker symbol"},
+                    "period": {"type": "string", "description": "Analysis period", "default": "6mo"}
+                },
+                "required": ["symbol"]
+            }
+        }
+    },
+    {
+        "type": "function",
+        "function": {
+            "name": "compare_stocks",
+            "description": "Compare multiple stocks on returns, volatility, and metrics",
+            "parameters": {
+                "type": "object",
+                "properties": {
+                    "symbols": {"type": "array", "items": {"type": "string"}, "description": "List of stock symbols to compare"},
+                    "period": {"type": "string", "description": "Comparison period", "default": "1y"}
+                },
+                "required": ["symbols"]
+            }
+        }
+    },
+    {
+        "type": "function",
+        "function": {
+            "name": "get_market_overview",
+            "description": "Get overview of major market indices (S&P 500, Dow, NASDAQ, etc.)",
+            "parameters": {
+                "type": "object",
+                "properties": {},
+                "required": []
+            }
+        }
+    },
+    {
+        "type": "function",
+        "function": {
+            "name": "get_sector_performance",
+            "description": "Get performance of market sectors",
+            "parameters": {
+                "type": "object",
+                "properties": {},
+                "required": []
+            }
+        }
+    },
+]
+
+
+# Tool executor
+TOOL_FUNCTIONS = {
+    "get_stock_quote": get_stock_quote,
+    "get_stock_history": get_stock_history,
+    "get_company_info": get_company_info,
+    "get_financial_statements": get_financial_statements,
+    "get_analyst_recommendations": get_analyst_recommendations,
+    "get_insider_trades": get_insider_trades,
+    "get_institutional_holders": get_institutional_holders,
+    "technical_analysis": technical_analysis,
+    "compare_stocks": compare_stocks,
+    "get_market_overview": get_market_overview,
+    "get_sector_performance": get_sector_performance,
+}
+
+
+def execute_tool(name: str, args: dict) -> Any:
+    """Execute a tool by name."""
+    func = TOOL_FUNCTIONS.get(name)
+    if func:
+        return func(**args)
+    return {"error": f"Unknown tool: {name}"}