/**
* Merged Volume Indicators Tool
* Combines: chaikin_money_flow, chaikin_oscillator,
* volume_oscillator, price_volume_trend,
* positive_volume_index, volume_roc, volume_zone_oscillator
*/
import { z } from 'zod'
import {
calculateChaikinOscillator,
calculateMFI,
} from '../../signal-generation/technical-indicators'
import { calculateChaikinMF } from '../../signal-generation/technical-indicators/chaikin-mf'
import { calculateVolumeOscillator } from '../../signal-generation/technical-indicators/volume-oscillator'
import { calculatePriceVolumeTrend } from '../../signal-generation/technical-indicators/price-volume-trend'
import { calculatePositiveVolumeIndex } from '../../signal-generation/technical-indicators/positive-volume-index'
import { calculateVolumeROC } from '../../signal-generation/technical-indicators/volume-roc'
import { calculateVolumeZoneOscillator } from '../../signal-generation/technical-indicators/volume-zone-oscillator'
export const volumeIndicatorsInputSchema = z.object({
type: z.enum([
'chaikin_money_flow',
'chaikin_oscillator',
'volume_oscillator',
'price_volume_trend',
'positive_volume_index',
'volume_roc',
'volume_zone_oscillator',
'money_flow_index'
]).describe('Type of volume 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'),
volumes: z.array(z.number()).describe('Array of volume data'),
// Common parameters
period: z.number().int().min(2).max(200).default(20).describe('Period for calculation (default: 20)'),
// Oscillator specific
fastPeriod: z.number().int().min(2).max(20).optional().describe('Fast period (default: 3)'),
slowPeriod: z.number().int().min(5).max(50).optional().describe('Slow period (default: 10)'),
// Volume Zone specific
zonePeriod: z.number().int().min(5).max(50).optional().describe('Zone period (default: 14)'),
})
export type VolumeIndicatorsInput = z.infer<typeof volumeIndicatorsInputSchema>
export async function calculateVolumeIndicators(input: VolumeIndicatorsInput): Promise<any> {
const {
type, closes, highs, lows, volumes,
period = 20,
fastPeriod = 3, slowPeriod = 10,
zonePeriod = 14
} = input
switch (type) {
case 'chaikin_money_flow': {
if (!highs || !lows) {
throw new Error('Highs and lows arrays are required for Chaikin Money Flow')
}
const result = calculateChaikinMF(highs, lows, closes, volumes, period)
if (!result) {
throw new Error(`Insufficient data for Chaikin Money Flow`)
}
return { type, ...result }
}
case 'chaikin_oscillator': {
if (!highs || !lows) {
throw new Error('Highs and lows arrays are required for Chaikin Oscillator')
}
const result = calculateChaikinOscillator(highs, lows, closes, volumes, fastPeriod, slowPeriod)
if (!result) {
throw new Error(`Insufficient data for Chaikin Oscillator`)
}
return { type, ...result }
}
case 'volume_oscillator': {
const result = calculateVolumeOscillator(volumes, fastPeriod, slowPeriod)
if (!result) {
throw new Error(`Insufficient data for Volume Oscillator`)
}
return { type, ...result }
}
case 'price_volume_trend': {
const result = calculatePriceVolumeTrend(closes, volumes)
if (!result) {
throw new Error(`Insufficient data for Price Volume Trend`)
}
return { type, ...result }
}
case 'positive_volume_index': {
const result = calculatePositiveVolumeIndex(closes, volumes)
if (!result) {
throw new Error(`Insufficient data for Positive Volume Index`)
}
return { type, ...result }
}
case 'volume_roc': {
const result = calculateVolumeROC(volumes, period)
if (!result) {
throw new Error(`Insufficient data for Volume ROC`)
}
return { type, ...result }
}
case 'volume_zone_oscillator': {
const result = calculateVolumeZoneOscillator(closes, volumes, zonePeriod)
if (!result) {
throw new Error(`Insufficient data for Volume Zone Oscillator`)
}
return { type, ...result }
}
case 'money_flow_index': {
if (!highs || !lows) {
throw new Error('Highs and lows arrays are required for Money Flow Index')
}
const result = calculateMFI(highs, lows, closes, volumes, period)
if (!result) {
throw new Error(`Insufficient data for Money Flow Index`)
}
return { type, ...result }
}
default:
throw new Error(`Unknown volume indicator type: ${type}`)
}
}
export function registerVolumeIndicatorsTool(server: any) {
server.registerTool(
'volume_indicators',
{
title: 'Volume Indicators (Unified)',
description: `Calculate various volume-based indicators. Supported types:
- chaikin_money_flow: CMF - volume-weighted accumulation/distribution
- chaikin_oscillator: Chaikin Oscillator - A/D line momentum
- volume_oscillator: Volume Oscillator - compares volume MAs
- price_volume_trend: PVT - cumulative volume based on price change
- positive_volume_index: PVI - tracks price on increasing volume days
- volume_roc: Volume Rate of Change - volume momentum
- volume_zone_oscillator: VZO - volume distribution analysis
- money_flow_index: MFI - volume-weighted RSI`,
inputSchema: volumeIndicatorsInputSchema,
outputSchema: z.object({
type: z.string(),
}).passthrough(),
},
async (input: VolumeIndicatorsInput) => {
try {
const result = await calculateVolumeIndicators(input)
return {
content: [
{
type: 'text',
text: JSON.stringify(result, null, 2),
},
],
structuredContent: result,
}
} catch (error: any) {
throw new Error(`Volume Indicators calculation failed: ${error.message}`)
}
}
)
}
