/**
* Merged Volatility Indicators Tool
* Combines: bollinger_band_width, bollinger_percent_b, chaikin_volatility,
* historical_volatility, mass_index, ulcer_index
*/
import { z } from 'zod'
import {
calculateBBWidth,
calculateBBPercentB,
calculateChaikinVolatility,
calculateHistoricalVolatility,
} from '../../signal-generation/technical-indicators'
import { calculateMassIndex } from '../../signal-generation/technical-indicators/mass-index'
import { calculateUlcerIndex } from '../../signal-generation/technical-indicators/ulcer-index'
export const volatilityIndicatorsInputSchema = z.object({
type: z.enum([
'bollinger_band_width',
'bollinger_percent_b',
'chaikin_volatility',
'historical_volatility',
'mass_index',
'ulcer_index'
]).describe('Type of volatility indicator to calculate'),
// Price data
closes: z.array(z.number()).min(5).describe('Array of closing prices'),
highs: z.array(z.number()).optional().describe('Array of high prices'),
lows: z.array(z.number()).optional().describe('Array of low prices'),
// Common parameters
period: z.number().int().min(2).max(200).default(20).describe('Period for calculation (default: 20)'),
// Bollinger specific
stdDev: z.number().min(0.5).max(5).optional().describe('Standard deviation multiplier for Bollinger (default: 2)'),
// Mass Index specific
emaPeriod: z.number().int().min(5).max(20).optional().describe('EMA period for Mass Index (default: 9)'),
sumPeriod: z.number().int().min(10).max(50).optional().describe('Sum period for Mass Index (default: 25)'),
})
export type VolatilityIndicatorsInput = z.infer<typeof volatilityIndicatorsInputSchema>
export async function calculateVolatilityIndicators(input: VolatilityIndicatorsInput): Promise<any> {
const {
type, closes, highs, lows,
period = 20,
stdDev = 2,
emaPeriod = 9, sumPeriod = 25
} = input
switch (type) {
case 'bollinger_band_width': {
const result = calculateBBWidth(closes, period, stdDev)
if (!result) {
throw new Error(`Insufficient data for Bollinger Band Width`)
}
return { type, ...result }
}
case 'bollinger_percent_b': {
const result = calculateBBPercentB(closes, period, stdDev)
if (!result) {
throw new Error(`Insufficient data for Bollinger %B`)
}
return { type, ...result }
}
case 'chaikin_volatility': {
if (!highs || !lows) {
throw new Error('Highs and lows arrays are required for Chaikin Volatility')
}
const result = calculateChaikinVolatility(highs, lows, period)
if (!result) {
throw new Error(`Insufficient data for Chaikin Volatility`)
}
return { type, ...result }
}
case 'historical_volatility': {
const result = calculateHistoricalVolatility(closes, period)
if (!result) {
throw new Error(`Insufficient data for Historical Volatility`)
}
return { type, ...result }
}
case 'mass_index': {
if (!highs || !lows) {
throw new Error('Highs and lows arrays are required for Mass Index')
}
const result = calculateMassIndex(highs, lows, emaPeriod, sumPeriod)
if (!result) {
throw new Error(`Insufficient data for Mass Index`)
}
return { type, ...result }
}
case 'ulcer_index': {
const result = calculateUlcerIndex(closes, period)
if (!result) {
throw new Error(`Insufficient data for Ulcer Index`)
}
return { type, ...result }
}
default:
throw new Error(`Unknown volatility indicator type: ${type}`)
}
}
export function registerVolatilityIndicatorsTool(server: any) {
server.registerTool(
'volatility_indicators',
{
title: 'Volatility Indicators (Unified)',
description: `Calculate various volatility indicators. Supported types:
- bollinger_band_width: BB Width - measures Bollinger Band expansion/contraction
- bollinger_percent_b: %B - price position within Bollinger Bands
- chaikin_volatility: Chaikin Volatility - rate of change of trading range
- historical_volatility: HV - annualized standard deviation of returns
- mass_index: Mass Index - identifies trend reversals through range expansion
- ulcer_index: Ulcer Index - measures downside volatility and drawdown risk`,
inputSchema: volatilityIndicatorsInputSchema,
outputSchema: z.object({
type: z.string(),
}).passthrough(),
},
async (input: VolatilityIndicatorsInput) => {
try {
const result = await calculateVolatilityIndicators(input)
return {
content: [
{
type: 'text',
text: JSON.stringify(result, null, 2),
},
],
structuredContent: result,
}
} catch (error: any) {
throw new Error(`Volatility Indicators calculation failed: ${error.message}`)
}
}
)
}
