sigma-terminal 2.0.2__py3-none-any.whl → 3.3.0__py3-none-any.whl

sigma/tools/financial.py

@@ -1,1457 +0,0 @@
-"""Financial tools for real market data."""
-
-import asyncio
-from datetime import datetime, timedelta
-from typing import Any, Optional, Union
-import time
-
-import httpx
-import pandas as pd
-
-
-# Tool registry
-_tools: dict[str, dict[str, Any]] = {}
-
-
-def tool(name: str, description: str, parameters: dict[str, Any]):
-    """Register a tool."""
-    def decorator(func):
-        _tools[name] = {
-            "name": name,
-            "description": description,
-            "parameters": parameters,
-            "function": func,
-        }
-        return func
-    return decorator
-
-
-def get_all_tools() -> list[dict[str, Any]]:
-    """Get all tool definitions."""
-    return [
-        {"name": t["name"], "description": t["description"], "parameters": t["parameters"]}
-        for t in _tools.values()
-    ]
-
-
-async def execute_tool(name: str, arguments: dict[str, Any]) -> Any:
-    """Execute a tool."""
-    if name not in _tools:
-        return {"error": f"Tool not found: {name}"}
-    
-    try:
-        func = _tools[name]["function"]
-        if asyncio.iscoroutinefunction(func):
-            return await func(**arguments)
-        return func(**arguments)
-    except Exception as e:
-        return {"error": str(e)}
-
-
-def _format_date(val: Any) -> str:
-    """Safely format a date value to string."""
-    if hasattr(val, 'strftime'):
-        return val.strftime("%Y-%m-%d")
-    elif isinstance(val, pd.Timestamp):
-        return val.strftime("%Y-%m-%d")
-    return str(val)
-
-
-def _is_dataframe(obj: Any) -> bool:
-    """Check if object is a DataFrame."""
-    return isinstance(obj, pd.DataFrame)
-
-
-# ============================================================================
-# MARKET DATA TOOLS (yfinance)
-# ============================================================================
-
-@tool(
-    name="get_stock_quote",
-    description="Get real-time stock quote with price, volume, market cap, P/E ratio, and other key metrics",
-    parameters={
-        "type": "object",
-        "properties": {
-            "symbol": {"type": "string", "description": "Stock ticker symbol (e.g., AAPL, GOOGL)"}
-        },
-        "required": ["symbol"]
-    }
-)
-def get_stock_quote(symbol: str) -> dict[str, Any]:
-    """Get stock quote using yfinance."""
-    import yfinance as yf
-    
-    ticker = yf.Ticker(symbol.upper())
-    info = ticker.info
-    
-    if not info or "regularMarketPrice" not in info:
-        # Try fast_info
-        try:
-            fast = ticker.fast_info
-            return {
-                "symbol": symbol.upper(),
-                "price": fast.get("lastPrice", fast.get("regularMarketPrice")),
-                "previous_close": fast.get("previousClose"),
-                "market_cap": fast.get("marketCap"),
-                "error": None
-            }
-        except:
-            return {"error": f"Could not fetch quote for {symbol}"}
-    
-    return {
-        "symbol": symbol.upper(),
-        "name": info.get("shortName", info.get("longName", "")),
-        "price": info.get("regularMarketPrice", info.get("currentPrice")),
-        "previous_close": info.get("previousClose"),
-        "open": info.get("regularMarketOpen"),
-        "day_high": info.get("regularMarketDayHigh"),
-        "day_low": info.get("regularMarketDayLow"),
-        "volume": info.get("regularMarketVolume"),
-        "avg_volume": info.get("averageVolume"),
-        "market_cap": info.get("marketCap"),
-        "pe_ratio": info.get("trailingPE"),
-        "forward_pe": info.get("forwardPE"),
-        "eps": info.get("trailingEps"),
-        "dividend_yield": info.get("dividendYield"),
-        "52_week_high": info.get("fiftyTwoWeekHigh"),
-        "52_week_low": info.get("fiftyTwoWeekLow"),
-        "50_day_avg": info.get("fiftyDayAverage"),
-        "200_day_avg": info.get("twoHundredDayAverage"),
-        "beta": info.get("beta"),
-        "currency": info.get("currency", "USD"),
-    }
-
-
-@tool(
-    name="get_stock_history",
-    description="Get historical price data 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, 10y, ytd, max", "default": "1mo"},
-            "interval": {"type": "string", "description": "Data interval: 1m, 2m, 5m, 15m, 30m, 60m, 90m, 1h, 1d, 5d, 1wk, 1mo", "default": "1d"}
-        },
-        "required": ["symbol"]
-    }
-)
-def get_stock_history(symbol: str, period: str = "1mo", interval: str = "1d") -> dict[str, Any]:
-    """Get historical stock data."""
-    import yfinance as yf
-    
-    ticker = yf.Ticker(symbol.upper())
-    hist = ticker.history(period=period, interval=interval)
-    
-    if hist.empty:
-        return {"error": f"No history for {symbol}"}
-    
-    records = []
-    for date, row in hist.iterrows():
-        records.append({
-            "date": _format_date(date),
-            "open": round(row["Open"], 2) if row["Open"] else None,
-            "high": round(row["High"], 2) if row["High"] else None,
-            "low": round(row["Low"], 2) if row["Low"] else None,
-            "close": round(row["Close"], 2) if row["Close"] else None,
-            "volume": int(row["Volume"]) if row["Volume"] else None,
-        })
-    
-    # Calculate returns
-    if len(records) > 1:
-        start_price = records[0]["close"]
-        end_price = records[-1]["close"]
-        if start_price and end_price:
-            total_return = ((end_price - start_price) / start_price) * 100
-        else:
-            total_return = None
-    else:
-        total_return = None
-    
-    return {
-        "symbol": symbol.upper(),
-        "period": period,
-        "interval": interval,
-        "data_points": len(records),
-        "start_date": records[0]["date"] if records else None,
-        "end_date": records[-1]["date"] if records else None,
-        "total_return_pct": round(total_return, 2) if total_return else None,
-        "history": records[-20:],  # Last 20 for brevity
-    }
-
-
-@tool(
-    name="get_company_info",
-    description="Get detailed company information including business description, sector, industry, and key statistics",
-    parameters={
-        "type": "object",
-        "properties": {
-            "symbol": {"type": "string", "description": "Stock ticker symbol"}
-        },
-        "required": ["symbol"]
-    }
-)
-def get_company_info(symbol: str) -> dict[str, Any]:
-    """Get company information."""
-    import yfinance as yf
-    
-    ticker = yf.Ticker(symbol.upper())
-    info = ticker.info
-    
-    if not info:
-        return {"error": f"Could not fetch info for {symbol}"}
-    
-    return {
-        "symbol": symbol.upper(),
-        "name": info.get("shortName", info.get("longName", "")),
-        "description": info.get("longBusinessSummary", ""),
-        "sector": info.get("sector"),
-        "industry": info.get("industry"),
-        "website": info.get("website"),
-        "country": info.get("country"),
-        "employees": info.get("fullTimeEmployees"),
-        "market_cap": info.get("marketCap"),
-        "enterprise_value": info.get("enterpriseValue"),
-        "revenue": info.get("totalRevenue"),
-        "gross_profit": info.get("grossProfits"),
-        "ebitda": info.get("ebitda"),
-        "net_income": info.get("netIncomeToCommon"),
-        "profit_margin": info.get("profitMargins"),
-        "operating_margin": info.get("operatingMargins"),
-        "roe": info.get("returnOnEquity"),
-        "roa": info.get("returnOnAssets"),
-        "debt_to_equity": info.get("debtToEquity"),
-        "current_ratio": info.get("currentRatio"),
-        "quick_ratio": info.get("quickRatio"),
-        "free_cash_flow": info.get("freeCashflow"),
-    }
-
-
-@tool(
-    name="get_financial_statements",
-    description="Get income statement, balance sheet, and cash flow statement data",
-    parameters={
-        "type": "object",
-        "properties": {
-            "symbol": {"type": "string", "description": "Stock ticker symbol"},
-            "statement": {"type": "string", "description": "Statement type: income, balance, cashflow", "default": "income"},
-            "period": {"type": "string", "description": "Period: annual or quarterly", "default": "annual"}
-        },
-        "required": ["symbol"]
-    }
-)
-def get_financial_statements(symbol: str, statement: str = "income", period: str = "annual") -> dict[str, Any]:
-    """Get financial statements."""
-    import yfinance as yf
-    
-    ticker = yf.Ticker(symbol.upper())
-    
-    if statement == "income":
-        df = ticker.income_stmt if period == "annual" else ticker.quarterly_income_stmt
-    elif statement == "balance":
-        df = ticker.balance_sheet if period == "annual" else ticker.quarterly_balance_sheet
-    elif statement == "cashflow":
-        df = ticker.cashflow if period == "annual" else ticker.quarterly_cashflow
-    else:
-        return {"error": f"Invalid statement type: {statement}"}
-    
-    if df is None or df.empty:
-        return {"error": f"No {statement} statement for {symbol}"}
-    
-    # Convert to dict
-    data = {}
-    for col in df.columns[:4]:  # Last 4 periods
-        period_key = _format_date(col)
-        data[period_key] = {}
-        for idx, val in df[col].items():
-            if val is not None and not (isinstance(val, float) and val != val):  # Check for NaN
-                data[period_key][str(idx)] = float(val) if isinstance(val, (int, float)) else val
-    
-    return {
-        "symbol": symbol.upper(),
-        "statement_type": statement,
-        "period": period,
-        "data": data,
-    }
-
-
-@tool(
-    name="get_analyst_recommendations",
-    description="Get analyst recommendations and price targets",
-    parameters={
-        "type": "object",
-        "properties": {
-            "symbol": {"type": "string", "description": "Stock ticker symbol"}
-        },
-        "required": ["symbol"]
-    }
-)
-def get_analyst_recommendations(symbol: str) -> dict[str, Any]:
-    """Get analyst recommendations."""
-    import yfinance as yf
-    
-    ticker = yf.Ticker(symbol.upper())
-    
-    # Get recommendations
-    recs = ticker.recommendations
-    info = ticker.info
-    
-    result: dict[str, Any] = {
-        "symbol": symbol.upper(),
-        "recommendation": info.get("recommendationKey"),
-        "mean_rating": info.get("recommendationMean"),
-        "num_analysts": info.get("numberOfAnalystOpinions"),
-        "target_high": info.get("targetHighPrice"),
-        "target_low": info.get("targetLowPrice"),
-        "target_mean": info.get("targetMeanPrice"),
-        "target_median": info.get("targetMedianPrice"),
-        "current_price": info.get("regularMarketPrice"),
-    }
-    
-    # Add upside/downside
-    if result.get("target_mean") and result.get("current_price"):
-        upside = ((result["target_mean"] - result["current_price"]) / result["current_price"]) * 100
-        result["upside_pct"] = round(upside, 2)
-    
-    # Recent recommendations
-    if recs is not None and _is_dataframe(recs):
-        recs_df: pd.DataFrame = recs  # type: ignore
-        if not recs_df.empty:
-            recent = recs_df.tail(10).to_dict("records")
-            result["recent_recommendations"] = recent
-    
-    return result
-
-
-@tool(
-    name="get_insider_trades",
-    description="Get recent insider trading activity",
-    parameters={
-        "type": "object",
-        "properties": {
-            "symbol": {"type": "string", "description": "Stock ticker symbol"}
-        },
-        "required": ["symbol"]
-    }
-)
-def get_insider_trades(symbol: str) -> dict[str, Any]:
-    """Get insider trades."""
-    import yfinance as yf
-    
-    ticker = yf.Ticker(symbol.upper())
-    insiders = ticker.insider_transactions
-    
-    if insiders is None or insiders.empty:
-        return {"symbol": symbol.upper(), "trades": [], "message": "No insider trades found"}
-    
-    trades = []
-    for _, row in insiders.head(20).iterrows():
-        trade = {}
-        for col in insiders.columns:
-            val = row[col]
-            if hasattr(val, 'strftime'):
-                trade[col] = val.strftime("%Y-%m-%d")
-            elif val is None or (isinstance(val, float) and val != val):
-                trade[col] = None
-            else:
-                trade[col] = val
-        trades.append(trade)
-    
-    return {
-        "symbol": symbol.upper(),
-        "total_trades": len(insiders),
-        "trades": trades,
-    }
-
-
-@tool(
-    name="get_institutional_holders",
-    description="Get institutional ownership data",
-    parameters={
-        "type": "object",
-        "properties": {
-            "symbol": {"type": "string", "description": "Stock ticker symbol"}
-        },
-        "required": ["symbol"]
-    }
-)
-def get_institutional_holders(symbol: str) -> dict[str, Any]:
-    """Get institutional holders."""
-    import yfinance as yf
-    
-    ticker = yf.Ticker(symbol.upper())
-    holders = ticker.institutional_holders
-    
-    if holders is None or holders.empty:
-        return {"symbol": symbol.upper(), "holders": [], "message": "No institutional holders found"}
-    
-    holder_list = []
-    for _, row in holders.iterrows():
-        holder = {}
-        for col in holders.columns:
-            val = row[col]
-            if hasattr(val, 'strftime'):
-                holder[col] = val.strftime("%Y-%m-%d")
-            elif val is None or (isinstance(val, float) and val != val):
-                holder[col] = None
-            else:
-                holder[col] = val
-        holder_list.append(holder)
-    
-    return {
-        "symbol": symbol.upper(),
-        "holders": holder_list,
-    }
-
-
-@tool(
-    name="get_earnings_calendar",
-    description="Get earnings history and upcoming earnings dates",
-    parameters={
-        "type": "object",
-        "properties": {
-            "symbol": {"type": "string", "description": "Stock ticker symbol"}
-        },
-        "required": ["symbol"]
-    }
-)
-def get_earnings_calendar(symbol: str) -> dict[str, Any]:
-    """Get earnings data."""
-    import yfinance as yf
-    
-    ticker = yf.Ticker(symbol.upper())
-    earnings = ticker.earnings_history
-    calendar = ticker.calendar
-    
-    result: dict[str, Any] = {"symbol": symbol.upper()}
-    
-    if earnings is not None and _is_dataframe(earnings) and not earnings.empty:
-        history = []
-        for _, row in earnings.iterrows():
-            entry = {}
-            for col in earnings.columns:
-                val = row[col]
-                if hasattr(val, 'strftime'):
-                    entry[col] = _format_date(val)
-                elif val is None or (isinstance(val, float) and val != val):
-                    entry[col] = None
-                else:
-                    entry[col] = val
-            history.append(entry)
-        result["earnings_history"] = history
-    
-    if calendar is not None:
-        try:
-            if isinstance(calendar, dict):
-                result["calendar"] = calendar
-            elif hasattr(calendar, 'to_dict'):
-                # DataFrame calendar
-                raw_dict = dict(calendar.to_dict())  # type: ignore[union-attr]
-                result["calendar"] = {str(k): str(v) if v is not None else None for k, v in raw_dict.items()}
-            else:
-                result["calendar"] = str(calendar)
-        except Exception:
-            result["calendar"] = str(calendar)
-    
-    return result
-
-
-@tool(
-    name="get_options_chain",
-    description="Get options chain data including calls and puts",
-    parameters={
-        "type": "object",
-        "properties": {
-            "symbol": {"type": "string", "description": "Stock ticker symbol"},
-            "expiration": {"type": "string", "description": "Expiration date (YYYY-MM-DD) or 'next' for nearest expiration"}
-        },
-        "required": ["symbol"]
-    }
-)
-def get_options_chain(symbol: str, expiration: Optional[str] = None) -> dict[str, Any]:
-    """Get options chain."""
-    import yfinance as yf
-    
-    ticker = yf.Ticker(symbol.upper())
-    expirations = ticker.options
-    
-    if not expirations:
-        return {"error": f"No options available for {symbol}"}
-    
-    # Use first expiration if not specified
-    exp_date = expiration if expiration and expiration != "next" else expirations[0]
-    
-    if exp_date not in expirations:
-        return {"error": f"Invalid expiration. Available: {expirations[:5]}"}
-    
-    chain = ticker.option_chain(exp_date)
-    
-    def process_options(df, limit=10):
-        options = []
-        for _, row in df.head(limit).iterrows():
-            opt = {}
-            for col in df.columns:
-                val = row[col]
-                if val is None or (isinstance(val, float) and val != val):
-                    opt[col] = None
-                elif isinstance(val, (int, float)):
-                    opt[col] = round(float(val), 4)
-                else:
-                    opt[col] = val
-            options.append(opt)
-        return options
-    
-    return {
-        "symbol": symbol.upper(),
-        "expiration": exp_date,
-        "available_expirations": list(expirations[:10]),
-        "calls": process_options(chain.calls),
-        "puts": process_options(chain.puts),
-    }
-
-
-@tool(
-    name="get_dividends",
-    description="Get dividend history and yield information",
-    parameters={
-        "type": "object",
-        "properties": {
-            "symbol": {"type": "string", "description": "Stock ticker symbol"}
-        },
-        "required": ["symbol"]
-    }
-)
-def get_dividends(symbol: str) -> dict[str, Any]:
-    """Get dividend data."""
-    import yfinance as yf
-    
-    ticker = yf.Ticker(symbol.upper())
-    dividends = ticker.dividends
-    info = ticker.info
-    
-    result: dict[str, Any] = {
-        "symbol": symbol.upper(),
-        "dividend_yield": info.get("dividendYield"),
-        "dividend_rate": info.get("dividendRate"),
-        "payout_ratio": info.get("payoutRatio"),
-        "ex_dividend_date": info.get("exDividendDate"),
-    }
-    
-    if dividends is not None and not dividends.empty:
-        history = []
-        for date, amount in dividends.tail(20).items():
-            history.append({
-                "date": _format_date(date),
-                "amount": round(amount, 4)
-            })
-        result["history"] = history
-        result["total_dividends_1y"] = round(dividends.tail(4).sum(), 4)
-    
-    return result
-
-
-@tool(
-    name="compare_stocks",
-    description="Compare multiple stocks on key metrics",
-    parameters={
-        "type": "object",
-        "properties": {
-            "symbols": {"type": "array", "items": {"type": "string"}, "description": "List of stock symbols to compare"}
-        },
-        "required": ["symbols"]
-    }
-)
-def compare_stocks(symbols: list[str]) -> dict[str, Any]:
-    """Compare multiple stocks."""
-    import yfinance as yf
-    
-    comparisons = []
-    for symbol in symbols[:10]:  # Limit to 10
-        ticker = yf.Ticker(symbol.upper())
-        info = ticker.info
-        
-        if info:
-            comparisons.append({
-                "symbol": symbol.upper(),
-                "name": info.get("shortName"),
-                "price": info.get("regularMarketPrice"),
-                "market_cap": info.get("marketCap"),
-                "pe_ratio": info.get("trailingPE"),
-                "forward_pe": info.get("forwardPE"),
-                "peg_ratio": info.get("pegRatio"),
-                "ps_ratio": info.get("priceToSalesTrailing12Months"),
-                "pb_ratio": info.get("priceToBook"),
-                "dividend_yield": info.get("dividendYield"),
-                "profit_margin": info.get("profitMargins"),
-                "roe": info.get("returnOnEquity"),
-                "debt_to_equity": info.get("debtToEquity"),
-                "revenue_growth": info.get("revenueGrowth"),
-                "earnings_growth": info.get("earningsGrowth"),
-                "52w_change": info.get("52WeekChange"),
-            })
-    
-    return {
-        "comparison": comparisons,
-        "symbols_compared": len(comparisons),
-    }
-
-
-@tool(
-    name="get_market_movers",
-    description="Get top market gainers and losers",
-    parameters={
-        "type": "object",
-        "properties": {
-            "category": {"type": "string", "description": "Category: gainers, losers, or active", "default": "gainers"}
-        },
-        "required": []
-    }
-)
-async def get_market_movers(category: str = "gainers") -> dict[str, Any]:
-    """Get market movers."""
-    import yfinance as yf
-    
-    # Major indices and popular stocks to check
-    symbols = [
-        "AAPL", "MSFT", "GOOGL", "AMZN", "NVDA", "META", "TSLA", "BRK-B",
-        "JPM", "JNJ", "V", "UNH", "HD", "PG", "MA", "DIS", "PYPL", "NFLX",
-        "ADBE", "CRM", "INTC", "AMD", "CSCO", "PFE", "MRK", "ABT", "TMO",
-        "NKE", "COST", "WMT", "XOM", "CVX", "BA", "CAT", "GS", "MS"
-    ]
-    
-    movers = []
-    for symbol in symbols:
-        try:
-            ticker = yf.Ticker(symbol)
-            info = ticker.info
-            if info and info.get("regularMarketPrice") and info.get("previousClose"):
-                price = info["regularMarketPrice"]
-                prev = info["previousClose"]
-                change = price - prev
-                change_pct = (change / prev) * 100
-                movers.append({
-                    "symbol": symbol,
-                    "name": info.get("shortName"),
-                    "price": round(price, 2),
-                    "change": round(change, 2),
-                    "change_pct": round(change_pct, 2),
-                    "volume": info.get("regularMarketVolume"),
-                })
-        except:
-            continue
-    
-    if category == "gainers":
-        movers.sort(key=lambda x: x["change_pct"], reverse=True)
-    elif category == "losers":
-        movers.sort(key=lambda x: x["change_pct"])
-    else:  # active
-        movers.sort(key=lambda x: x.get("volume", 0) or 0, reverse=True)
-    
-    return {
-        "category": category,
-        "movers": movers[:15],
-    }
-
-
-@tool(
-    name="get_sector_performance",
-    description="Get sector ETF performance",
-    parameters={
-        "type": "object",
-        "properties": {},
-        "required": []
-    }
-)
-def get_sector_performance() -> dict[str, Any]:
-    """Get sector performance via ETFs."""
-    import yfinance as yf
-    
-    sectors = {
-        "XLK": "Technology",
-        "XLF": "Financials",
-        "XLV": "Healthcare",
-        "XLE": "Energy",
-        "XLI": "Industrials",
-        "XLY": "Consumer Discretionary",
-        "XLP": "Consumer Staples",
-        "XLU": "Utilities",
-        "XLB": "Materials",
-        "XLRE": "Real Estate",
-        "XLC": "Communication Services",
-    }
-    
-    performance = []
-    for symbol, name in sectors.items():
-        try:
-            ticker = yf.Ticker(symbol)
-            info = ticker.info
-            if info and info.get("regularMarketPrice") and info.get("previousClose"):
-                price = info["regularMarketPrice"]
-                prev = info["previousClose"]
-                change_pct = ((price - prev) / prev) * 100
-                performance.append({
-                    "sector": name,
-                    "etf": symbol,
-                    "price": round(price, 2),
-                    "change_pct": round(change_pct, 2),
-                    "52w_change": info.get("52WeekChange"),
-                })
-        except:
-            continue
-    
-    performance.sort(key=lambda x: x["change_pct"], reverse=True)
-    
-    return {
-        "sectors": performance,
-        "best_sector": performance[0]["sector"] if performance else None,
-        "worst_sector": performance[-1]["sector"] if performance else None,
-    }
-
-
-@tool(
-    name="get_market_indices",
-    description="Get major market indices",
-    parameters={
-        "type": "object",
-        "properties": {},
-        "required": []
-    }
-)
-def get_market_indices() -> dict[str, Any]:
-    """Get market indices."""
-    import yfinance as yf
-    
-    indices = {
-        "^GSPC": "S&P 500",
-        "^DJI": "Dow Jones",
-        "^IXIC": "NASDAQ",
-        "^RUT": "Russell 2000",
-        "^VIX": "VIX",
-        "^TNX": "10Y Treasury",
-        "GC=F": "Gold",
-        "CL=F": "Crude Oil",
-        "BTC-USD": "Bitcoin",
-    }
-    
-    data = []
-    for symbol, name in indices.items():
-        try:
-            ticker = yf.Ticker(symbol)
-            info = ticker.info
-            if info:
-                price = info.get("regularMarketPrice", info.get("previousClose"))
-                prev = info.get("previousClose")
-                if price and prev:
-                    change_pct = ((price - prev) / prev) * 100
-                else:
-                    change_pct = None
-                data.append({
-                    "name": name,
-                    "symbol": symbol,
-                    "price": round(price, 2) if price else None,
-                    "change_pct": round(change_pct, 2) if change_pct else None,
-                })
-        except:
-            continue
-    
-    return {"indices": data}
-
-
-@tool(
-    name="calculate_portfolio_metrics",
-    description="Calculate portfolio metrics given holdings",
-    parameters={
-        "type": "object",
-        "properties": {
-            "holdings": {
-                "type": "array",
-                "items": {
-                    "type": "object",
-                    "properties": {
-                        "symbol": {"type": "string"},
-                        "shares": {"type": "number"},
-                        "cost_basis": {"type": "number"}
-                    }
-                },
-                "description": "List of holdings with symbol, shares, and cost basis"
-            }
-        },
-        "required": ["holdings"]
-    }
-)
-def calculate_portfolio_metrics(holdings: list[dict]) -> dict[str, Any]:
-    """Calculate portfolio metrics."""
-    import yfinance as yf
-    
-    results = []
-    total_value = 0
-    total_cost = 0
-    
-    for holding in holdings:
-        symbol = holding["symbol"]
-        shares = holding["shares"]
-        cost_basis = holding.get("cost_basis", 0)
-        
-        ticker = yf.Ticker(symbol.upper())
-        info = ticker.info
-        
-        if info and info.get("regularMarketPrice"):
-            price = info["regularMarketPrice"]
-            value = price * shares
-            cost = cost_basis * shares if cost_basis else 0
-            gain = value - cost if cost else None
-            gain_pct = ((value - cost) / cost * 100) if cost else None
-            
-            results.append({
-                "symbol": symbol.upper(),
-                "shares": shares,
-                "price": round(price, 2),
-                "value": round(value, 2),
-                "cost_basis": cost_basis,
-                "total_cost": round(cost, 2),
-                "gain": round(gain, 2) if gain else None,
-                "gain_pct": round(gain_pct, 2) if gain_pct else None,
-            })
-            
-            total_value += value
-            total_cost += cost
-    
-    total_gain = total_value - total_cost if total_cost else None
-    total_gain_pct = ((total_value - total_cost) / total_cost * 100) if total_cost else None
-    
-    # Calculate weights
-    for r in results:
-        r["weight_pct"] = round((r["value"] / total_value * 100), 2) if total_value else 0
-    
-    return {
-        "holdings": results,
-        "total_value": round(total_value, 2),
-        "total_cost": round(total_cost, 2),
-        "total_gain": round(total_gain, 2) if total_gain else None,
-        "total_gain_pct": round(total_gain_pct, 2) if total_gain_pct else None,
-    }
-
-
-@tool(
-    name="search_stocks",
-    description="Search for stocks by company name or symbol",
-    parameters={
-        "type": "object",
-        "properties": {
-            "query": {"type": "string", "description": "Search query (company name or symbol)"}
-        },
-        "required": ["query"]
-    }
-)
-async def search_stocks(query: str) -> dict[str, Any]:
-    """Search for stocks."""
-    url = f"https://query1.finance.yahoo.com/v1/finance/search?q={query}&quotesCount=10&newsCount=0"
-    
-    async with httpx.AsyncClient() as client:
-        resp = await client.get(url, headers={"User-Agent": "Mozilla/5.0"})
-        data = resp.json()
-    
-    results = []
-    for quote in data.get("quotes", []):
-        if quote.get("quoteType") == "EQUITY":
-            results.append({
-                "symbol": quote.get("symbol"),
-                "name": quote.get("shortname") or quote.get("longname"),
-                "exchange": quote.get("exchange"),
-                "type": quote.get("typeDisp"),
-            })
-    
-    return {"results": results, "query": query}
-
-
-@tool(
-    name="get_stock_news",
-    description="Get recent news for a stock",
-    parameters={
-        "type": "object",
-        "properties": {
-            "symbol": {"type": "string", "description": "Stock ticker symbol"}
-        },
-        "required": ["symbol"]
-    }
-)
-def get_stock_news(symbol: str) -> dict[str, Any]:
-    """Get stock news."""
-    import yfinance as yf
-    
-    ticker = yf.Ticker(symbol.upper())
-    news = ticker.news
-    
-    if not news:
-        return {"symbol": symbol.upper(), "news": [], "message": "No news found"}
-    
-    articles = []
-    for item in news[:10]:
-        articles.append({
-            "title": item.get("title"),
-            "publisher": item.get("publisher"),
-            "link": item.get("link"),
-            "published": datetime.fromtimestamp(item.get("providerPublishTime", 0)).isoformat() if item.get("providerPublishTime") else None,
-            "type": item.get("type"),
-        })
-    
-    return {
-        "symbol": symbol.upper(),
-        "news": articles,
-    }
-
-
-@tool(
-    name="technical_analysis",
-    description="Perform basic technical analysis on a stock",
-    parameters={
-        "type": "object",
-        "properties": {
-            "symbol": {"type": "string", "description": "Stock ticker symbol"}
-        },
-        "required": ["symbol"]
-    }
-)
-def technical_analysis(symbol: str) -> dict[str, Any]:
-    """Perform technical analysis."""
-    import yfinance as yf
-    import numpy as np
-    
-    ticker = yf.Ticker(symbol.upper())
-    hist = ticker.history(period="6mo")
-    
-    if hist.empty:
-        return {"error": f"No data for {symbol}"}
-    
-    close = hist["Close"]
-    
-    # Moving averages
-    sma_20 = close.rolling(window=20).mean().iloc[-1]
-    sma_50 = close.rolling(window=50).mean().iloc[-1]
-    sma_200 = close.rolling(window=200).mean().iloc[-1] if len(close) >= 200 else None
-    
-    # RSI
-    delta = close.diff()
-    gain = (delta.where(delta > 0, 0)).rolling(window=14).mean()
-    loss = (-delta.where(delta < 0, 0)).rolling(window=14).mean()
-    rs = gain / loss
-    rsi = 100 - (100 / (1 + rs)).iloc[-1]
-    
-    # MACD
-    ema_12 = close.ewm(span=12, adjust=False).mean()
-    ema_26 = close.ewm(span=26, adjust=False).mean()
-    macd = ema_12 - ema_26
-    signal = macd.ewm(span=9, adjust=False).mean()
-    
-    current_price = close.iloc[-1]
-    
-    # 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 > 70 (overbought)")
-    elif rsi < 30:
-        signals.append("RSI < 30 (oversold)")
-    else:
-        signals.append(f"RSI neutral ({round(rsi, 1)})")
-    
-    if macd.iloc[-1] > signal.iloc[-1]:
-        signals.append("MACD above signal (bullish)")
-    else:
-        signals.append("MACD below signal (bearish)")
-    
-    return {
-        "symbol": symbol.upper(),
-        "price": round(current_price, 2),
-        "sma_20": round(sma_20, 2),
-        "sma_50": round(sma_50, 2),
-        "sma_200": round(sma_200, 2) if sma_200 else None,
-        "rsi": round(rsi, 2),
-        "macd": round(macd.iloc[-1], 4),
-        "macd_signal": round(signal.iloc[-1], 4),
-        "signals": signals,
-        "support": round(hist["Low"].tail(20).min(), 2),
-        "resistance": round(hist["High"].tail(20).max(), 2),
-    }
-
-
-# ============================================================================
-# CHART TOOLS
-# ============================================================================
-
-@tool(
-    name="generate_price_chart",
-    description="Generate a beautiful ASCII price chart in the terminal for a stock",
-    parameters={
-        "type": "object",
-        "properties": {
-            "symbol": {"type": "string", "description": "Stock ticker symbol"},
-            "period": {"type": "string", "description": "Time period: 1mo, 3mo, 6mo, 1y, 2y", "default": "3mo"},
-            "chart_type": {"type": "string", "description": "Chart type: line, candle, bar, area", "default": "line"},
-            "show_volume": {"type": "boolean", "description": "Show volume subplot", "default": True}
-        },
-        "required": ["symbol"]
-    }
-)
-def generate_price_chart(symbol: str, period: str = "3mo", chart_type: str = "line", show_volume: bool = True) -> dict[str, Any]:
-    """Generate a price chart."""
-    from sigma.tools.charts import create_price_chart
-    
-    chart = create_price_chart(symbol, period, chart_type, show_volume)
-    return {
-        "symbol": symbol.upper(),
-        "period": period,
-        "chart_type": chart_type,
-        "chart": chart,
-        "display_as_chart": True,  # Flag for UI to render properly
-    }
-
-
-@tool(
-    name="generate_comparison_chart",
-    description="Generate a comparison chart for multiple stocks showing percentage change",
-    parameters={
-        "type": "object",
-        "properties": {
-            "symbols": {"type": "array", "items": {"type": "string"}, "description": "List of stock symbols to compare"},
-            "period": {"type": "string", "description": "Time period", "default": "3mo"}
-        },
-        "required": ["symbols"]
-    }
-)
-def generate_comparison_chart(symbols: list[str], period: str = "3mo") -> dict[str, Any]:
-    """Generate a comparison chart."""
-    from sigma.tools.charts import create_comparison_chart
-    
-    chart = create_comparison_chart(symbols, period)
-    return {
-        "symbols": [s.upper() for s in symbols],
-        "period": period,
-        "chart": chart,
-        "display_as_chart": True,
-    }
-
-
-@tool(
-    name="generate_rsi_chart",
-    description="Generate a price chart with RSI indicator showing overbought/oversold levels",
-    parameters={
-        "type": "object",
-        "properties": {
-            "symbol": {"type": "string", "description": "Stock ticker symbol"},
-            "period": {"type": "string", "description": "Time period", "default": "3mo"}
-        },
-        "required": ["symbol"]
-    }
-)
-def generate_rsi_chart(symbol: str, period: str = "3mo") -> dict[str, Any]:
-    """Generate RSI chart."""
-    from sigma.tools.charts import create_rsi_chart
-    
-    chart = create_rsi_chart(symbol, period)
-    return {
-        "symbol": symbol.upper(),
-        "period": period,
-        "chart": chart,
-        "display_as_chart": True,
-    }
-
-
-@tool(
-    name="generate_sector_chart",
-    description="Generate a sector performance chart showing daily changes for all major sectors",
-    parameters={
-        "type": "object",
-        "properties": {},
-        "required": []
-    }
-)
-def generate_sector_chart() -> dict[str, Any]:
-    """Generate sector chart."""
-    from sigma.tools.charts import create_sector_chart
-    
-    chart = create_sector_chart()
-    return {
-        "chart": chart,
-        "display_as_chart": True,
-    }
-
-
-# ============================================================================
-# BACKTEST TOOLS
-# ============================================================================
-
-@tool(
-    name="list_backtest_strategies",
-    description="List all available backtesting strategies with descriptions",
-    parameters={
-        "type": "object",
-        "properties": {},
-        "required": []
-    }
-)
-def list_backtest_strategies() -> dict[str, Any]:
-    """List available strategies."""
-    from sigma.tools.backtest import get_available_strategies
-    
-    strategies = get_available_strategies()
-    return {
-        "strategies": strategies,
-        "count": len(strategies),
-    }
-
-
-@tool(
-    name="generate_backtest",
-    description="Generate a LEAN engine compatible backtest algorithm for a trading strategy",
-    parameters={
-        "type": "object",
-        "properties": {
-            "symbol": {"type": "string", "description": "Stock ticker symbol"},
-            "strategy": {"type": "string", "description": "Strategy type: sma_crossover, rsi_mean_reversion, macd_momentum, bollinger_bands, dual_momentum, breakout"},
-            "start_date": {"type": "string", "description": "Start date (YYYY-MM-DD)", "default": None},
-            "end_date": {"type": "string", "description": "End date (YYYY-MM-DD)", "default": None},
-            "initial_capital": {"type": "number", "description": "Starting capital", "default": 100000},
-            "params": {"type": "object", "description": "Strategy-specific parameters (optional)"}
-        },
-        "required": ["symbol", "strategy"]
-    }
-)
-def generate_backtest(
-    symbol: str,
-    strategy: str,
-    start_date: Optional[str] = None,
-    end_date: Optional[str] = None,
-    initial_capital: float = 100000,
-    params: Optional[dict] = None,
-) -> dict[str, Any]:
-    """Generate a backtest algorithm."""
-    from sigma.tools.backtest import generate_lean_algorithm
-    
-    result = generate_lean_algorithm(
-        symbol=symbol,
-        strategy=strategy,
-        start_date=start_date,
-        end_date=end_date,
-        initial_capital=initial_capital,
-        params=params,
-    )
-    return result
-
-
-@tool(
-    name="generate_custom_backtest",
-    description="Generate a custom backtest algorithm with user-specified entry/exit conditions",
-    parameters={
-        "type": "object",
-        "properties": {
-            "symbol": {"type": "string", "description": "Stock ticker symbol"},
-            "entry_conditions": {"type": "array", "items": {"type": "string"}, "description": "List of entry conditions (e.g., 'RSI below 30', 'Price above SMA 50')"},
-            "exit_conditions": {"type": "array", "items": {"type": "string"}, "description": "List of exit conditions"},
-            "indicators": {"type": "array", "items": {"type": "string"}, "description": "Indicators to use: sma, ema, rsi, macd, bb, atr, adx"},
-            "initial_capital": {"type": "number", "description": "Starting capital", "default": 100000}
-        },
-        "required": ["symbol", "entry_conditions", "exit_conditions", "indicators"]
-    }
-)
-def generate_custom_backtest(
-    symbol: str,
-    entry_conditions: list[str],
-    exit_conditions: list[str],
-    indicators: list[str],
-    initial_capital: float = 100000,
-) -> dict[str, Any]:
-    """Generate custom backtest."""
-    from sigma.tools.backtest import generate_custom_algorithm
-    
-    return generate_custom_algorithm(
-        symbol=symbol,
-        entry_conditions=entry_conditions,
-        exit_conditions=exit_conditions,
-        indicators=indicators,
-        initial_capital=initial_capital,
-    )
-
-
-@tool(
-    name="run_backtest",
-    description="Run a full backtest using LEAN CLI. Installs LEAN if needed, generates algorithm, and runs backtest.",
-    parameters={
-        "type": "object",
-        "properties": {
-            "symbol": {"type": "string", "description": "Stock ticker symbol"},
-            "strategy": {
-                "type": "string",
-                "description": "Strategy: sma_crossover, rsi_mean_reversion, macd_momentum, bollinger_bands, dual_momentum, breakout",
-                "default": "sma_crossover"
-            },
-            "initial_capital": {"type": "number", "description": "Starting capital", "default": 100000}
-        },
-        "required": ["symbol"]
-    }
-)
-def run_backtest_tool(
-    symbol: str,
-    strategy: str = "sma_crossover",
-    initial_capital: float = 100000,
-) -> dict[str, Any]:
-    """Run a full backtest with LEAN."""
-    from sigma.tools.backtest import run_backtest
-    
-    return run_backtest(
-        symbol=symbol,
-        strategy=strategy,
-        initial_capital=initial_capital,
-    )
-
-
-@tool(
-    name="check_lean_status",
-    description="Check if LEAN CLI is installed and provide setup instructions",
-    parameters={
-        "type": "object",
-        "properties": {},
-        "required": []
-    }
-)
-def check_lean_status_tool() -> dict[str, Any]:
-    """Check LEAN installation status."""
-    from sigma.tools.backtest import check_lean_status
-    
-    return check_lean_status()
-
-
-# ============================================================================
-# PREDICTION TOOLS
-# ============================================================================
-
-@tool(
-    name="price_forecast",
-    description="Generate price predictions using multiple technical models",
-    parameters={
-        "type": "object",
-        "properties": {
-            "symbol": {"type": "string", "description": "Stock ticker symbol"},
-            "horizon": {"type": "string", "description": "Forecast horizon: 1w, 1m, 3m, 6m", "default": "1m"}
-        },
-        "required": ["symbol"]
-    }
-)
-def price_forecast(symbol: str, horizon: str = "1m") -> dict[str, Any]:
-    """Generate price predictions."""
-    import yfinance as yf
-    import numpy as np
-    
-    ticker = yf.Ticker(symbol.upper())
-    hist = ticker.history(period="1y")
-    
-    if hist.empty:
-        return {"error": f"No data for {symbol}"}
-    
-    # Convert to numpy array explicitly
-    close = np.array(hist["Close"].values, dtype=float)
-    current_price = float(close[-1])
-    
-    # Map horizon to days
-    horizon_days = {"1w": 5, "1m": 21, "3m": 63, "6m": 126}.get(horizon, 21)
-    
-    # Multiple prediction methods
-    predictions = {}
-    
-    # 1. Simple Moving Average Projection
-    sma_20 = float(np.mean(close[-20:]))
-    sma_50 = float(np.mean(close[-50:])) if len(close) >= 50 else sma_20
-    sma_trend = (sma_20 - sma_50) / sma_50 if sma_50 else 0
-    sma_prediction = current_price * (1 + sma_trend * (horizon_days / 20))
-    predictions["sma_trend"] = round(sma_prediction, 2)
-    
-    # 2. Linear Regression
-    x = np.arange(len(close))
-    coeffs = np.polyfit(x, close, 1)
-    lr_prediction = float(coeffs[0]) * (len(close) + horizon_days) + float(coeffs[1])
-    predictions["linear_regression"] = round(lr_prediction, 2)
-    
-    # 3. Volatility-adjusted (Monte Carlo simple)
-    daily_returns = np.diff(close) / close[:-1]
-    avg_return = float(np.mean(daily_returns))
-    std_return = float(np.std(daily_returns))
-    
-    # Expected value with drift
-    mc_prediction = current_price * (1 + avg_return * horizon_days)
-    predictions["monte_carlo_expected"] = round(mc_prediction, 2)
-    
-    # Confidence interval (1 std)
-    upper = current_price * np.exp((avg_return - 0.5 * std_return**2) * horizon_days + std_return * np.sqrt(horizon_days) * 1.96)
-    lower = current_price * np.exp((avg_return - 0.5 * std_return**2) * horizon_days - std_return * np.sqrt(horizon_days) * 1.96)
-    
-    # 4. Mean reversion to SMA 200
-    sma_200 = float(np.mean(close[-200:])) if len(close) >= 200 else sma_50
-    mean_rev_prediction = current_price + (sma_200 - current_price) * 0.3  # 30% reversion
-    predictions["mean_reversion"] = round(mean_rev_prediction, 2)
-    
-    # Consensus
-    consensus = float(np.mean(list(predictions.values())))
-    
-    # Analyst targets for comparison
-    info = ticker.info
-    analyst_target = info.get("targetMeanPrice")
-    
-    return {
-        "symbol": symbol.upper(),
-        "current_price": round(current_price, 2),
-        "horizon": horizon,
-        "horizon_days": horizon_days,
-        "predictions": predictions,
-        "consensus_prediction": round(consensus, 2),
-        "confidence_interval": {
-            "lower_95": round(lower, 2),
-            "upper_95": round(upper, 2),
-        },
-        "analyst_target": analyst_target,
-        "volatility": {
-            "daily": round(std_return * 100, 2),
-            "annualized": round(std_return * np.sqrt(252) * 100, 2),
-        },
-        "disclaimer": "Predictions are based on historical patterns and should not be considered financial advice."
-    }
-
-
-@tool(
-    name="sentiment_analysis",
-    description="Analyze market sentiment for a stock based on various signals",
-    parameters={
-        "type": "object",
-        "properties": {
-            "symbol": {"type": "string", "description": "Stock ticker symbol"}
-        },
-        "required": ["symbol"]
-    }
-)
-def sentiment_analysis(symbol: str) -> dict[str, Any]:
-    """Analyze sentiment from multiple sources."""
-    import yfinance as yf
-    
-    ticker = yf.Ticker(symbol.upper())
-    info = ticker.info
-    hist = ticker.history(period="3mo")
-    
-    if hist.empty:
-        return {"error": f"No data for {symbol}"}
-    
-    signals = []
-    score = 0
-    
-    # 1. Analyst sentiment
-    rec = info.get("recommendationKey", "").lower()
-    if "strong buy" in rec or rec == "buy":
-        signals.append(("Analyst Rating", rec.upper(), "bullish", 2))
-        score += 2
-    elif "hold" in rec:
-        signals.append(("Analyst Rating", rec.upper(), "neutral", 0))
-    elif "sell" in rec:
-        signals.append(("Analyst Rating", rec.upper(), "bearish", -2))
-        score -= 2
-    
-    # 2. Price vs 52-week range
-    high_52 = info.get("fiftyTwoWeekHigh", 0)
-    low_52 = info.get("fiftyTwoWeekLow", 0)
-    price = info.get("regularMarketPrice", 0)
-    
-    if high_52 and low_52 and price:
-        position = (price - low_52) / (high_52 - low_52) if high_52 != low_52 else 0.5
-        if position > 0.8:
-            signals.append(("52-Week Position", f"{position*100:.0f}%", "overbought", -1))
-            score -= 1
-        elif position < 0.2:
-            signals.append(("52-Week Position", f"{position*100:.0f}%", "oversold", 1))
-            score += 1
-        else:
-            signals.append(("52-Week Position", f"{position*100:.0f}%", "neutral", 0))
-    
-    # 3. RSI
-    close = hist["Close"].values
-    if len(close) > 14:
-        deltas = [close[i] - close[i-1] for i in range(1, len(close))]
-        gains = [d if d > 0 else 0 for d in deltas]
-        losses = [-d if d < 0 else 0 for d in deltas]
-        avg_gain = sum(gains[-14:]) / 14
-        avg_loss = sum(losses[-14:]) / 14
-        if avg_loss > 0:
-            rs = avg_gain / avg_loss
-            rsi = 100 - (100 / (1 + rs))
-        else:
-            rsi = 100
-        
-        if rsi > 70:
-            signals.append(("RSI", f"{rsi:.1f}", "overbought", -1))
-            score -= 1
-        elif rsi < 30:
-            signals.append(("RSI", f"{rsi:.1f}", "oversold", 1))
-            score += 1
-        else:
-            signals.append(("RSI", f"{rsi:.1f}", "neutral", 0))
-    
-    # 4. Moving average trend
-    sma_50 = sum(close[-50:]) / 50 if len(close) >= 50 else None
-    sma_200 = sum(close[-200:]) / 200 if len(close) >= 200 else None
-    
-    if sma_50 and sma_200:
-        if sma_50 > sma_200:
-            signals.append(("Golden Cross", "SMA50 > SMA200", "bullish", 1))
-            score += 1
-        else:
-            signals.append(("Death Cross", "SMA50 < SMA200", "bearish", -1))
-            score -= 1
-    
-    # 5. Volume trend
-    avg_vol = info.get("averageVolume", 0)
-    curr_vol = info.get("regularMarketVolume", 0)
-    
-    if avg_vol and curr_vol:
-        vol_ratio = curr_vol / avg_vol
-        if vol_ratio > 1.5:
-            signals.append(("Volume Surge", f"{vol_ratio:.1f}x avg", "high_interest", 0))
-    
-    # 6. Insider activity
-    try:
-        insiders = ticker.insider_transactions
-        if insiders is not None and not insiders.empty:
-            buys = insiders[insiders["Shares"].fillna(0) > 0].shape[0]
-            sells = insiders[insiders["Shares"].fillna(0) < 0].shape[0]
-            if buys > sells * 2:
-                signals.append(("Insider Activity", f"{buys} buys vs {sells} sells", "bullish", 1))
-                score += 1
-            elif sells > buys * 2:
-                signals.append(("Insider Activity", f"{sells} sells vs {buys} buys", "bearish", -1))
-                score -= 1
-    except:
-        pass
-    
-    # Overall sentiment
-    if score >= 3:
-        overall = "STRONGLY BULLISH"
-    elif score >= 1:
-        overall = "BULLISH"
-    elif score <= -3:
-        overall = "STRONGLY BEARISH"
-    elif score <= -1:
-        overall = "BEARISH"
-    else:
-        overall = "NEUTRAL"
-    
-    return {
-        "symbol": symbol.upper(),
-        "overall_sentiment": overall,
-        "sentiment_score": score,
-        "max_score": 5,
-        "min_score": -5,
-        "signals": [{"indicator": s[0], "value": s[1], "signal": s[2], "score": s[3]} for s in signals],
-    }