import analyzeIndicators from './analyze_indicators.js';
import { ok, fail } from '../lib/result.js';
import { createMeta, ensurePair } from '../lib/validate.js';
import { formatSummary } from '../lib/formatter.js';
import { getErrorMessage } from '../lib/error.js';
import { AnalyzeBbSnapshotOutputSchema } from '../src/schemas.js';
export default async function analyzeBbSnapshot(
pair: string = 'btc_jpy',
type: string = '1day',
limit: number = 120,
mode: 'default' | 'extended' = 'default'
) {
const chk = ensurePair(pair);
if (!chk.ok) return AnalyzeBbSnapshotOutputSchema.parse(fail(chk.error.message, chk.error.type)) as any;
try {
const indRes = await analyzeIndicators(chk.pair, type, Math.max(60, limit));
if (!indRes?.ok) return AnalyzeBbSnapshotOutputSchema.parse(fail(indRes?.summary || 'indicators failed', (indRes?.meta as { errorType?: string })?.errorType || 'internal')) as ReturnType<typeof fail>;
const close = indRes.data.normalized.at(-1)?.close ?? null;
const mid = indRes.data.indicators.BB2_middle ?? indRes.data.indicators.BB_middle ?? null;
const upper = indRes.data.indicators.BB2_upper ?? indRes.data.indicators.BB_upper ?? null;
const lower = indRes.data.indicators.BB2_lower ?? indRes.data.indicators.BB_lower ?? null;
let zScore: number | null = null;
if (close != null && mid != null && upper != null && lower != null) {
const halfWidth = (upper - lower) / 2;
if (halfWidth > 0) zScore = (close - mid) / halfWidth;
}
let bandWidthPct: number | null = null;
if (upper != null && lower != null && mid != null && mid !== 0) bandWidthPct = ((upper - lower) / mid) * 100;
const tags: string[] = [];
if (zScore != null && zScore > 1) tags.push('above_upper_band_risk');
if (zScore != null && zScore < -1) tags.push('below_lower_band_risk');
const summaryBase = formatSummary({ pair: chk.pair, latest: close ?? undefined, extra: `z=${zScore?.toFixed(2) ?? 'n/a'} bw=${bandWidthPct?.toFixed(2) ?? 'n/a'}%` });
// Build helper timeseries (last 30)
const candles = indRes?.data?.normalized as Array<{ isoTime?: string; close: number }> | undefined;
const bbSeries = (indRes?.data?.indicators as { bb2_series?: { upper: number[]; middle: number[]; lower: number[] } })?.bb2_series;
const timeseries = (() => {
try {
if (!candles || !bbSeries) return null;
const n = Math.min(30, candles.length, bbSeries.middle.length, bbSeries.upper.length, bbSeries.lower.length);
const arr: Array<{ time: string; zScore: number | null; bandWidthPct: number | null }> = [];
for (let i = n; i >= 1; i--) {
const idx = candles.length - i;
const t = candles[idx]?.isoTime || '';
const m = bbSeries.middle[idx];
const u = bbSeries.upper[idx];
const l = bbSeries.lower[idx];
const c = candles[idx]?.close;
const half = (u - l) / 2;
const z = m != null && half > 0 ? (c - m) / half : null;
const bw = m ? ((u - l) / m) * 100 : null;
arr.push({ time: t, zScore: z == null ? null : Number(z.toFixed(2)), bandWidthPct: bw == null ? null : Number(bw.toFixed(2)) });
}
return arr;
} catch { return null; }
})();
if (mode === 'default') {
const position = zScore == null ? null : (Math.abs(zScore) < 0.3 ? 'near_middle' : (zScore >= 1.8 ? 'at_upper' : (zScore <= -1.8 ? 'at_lower' : (zScore > 0 ? 'upper_zone' : 'lower_zone'))));
const bw = bandWidthPct ?? 0;
const bandwidth_state = bw <= 8 ? 'squeeze' : (bw <= 18 ? 'normal' : (bw <= 30 ? 'expanding' : 'wide'));
// 統計情報の計算（過去30本のバンド幅から）
const context = (() => {
if (!timeseries || timeseries.length === 0 || bandWidthPct == null) {
return {
bandWidthPct_30d_avg: null as number | null,
bandWidthPct_percentile: null as number | null,
current_vs_avg: null as string | null,
};
}
const bandWidths = timeseries
.map(t => t.bandWidthPct)
.filter((bw): bw is number => bw != null);
if (bandWidths.length === 0) {
return {
bandWidthPct_30d_avg: null as number | null,
bandWidthPct_percentile: null as number | null,
current_vs_avg: null as string | null,
};
}
const avg = bandWidths.reduce((a, b) => a + b, 0) / bandWidths.length;
const sorted = [...bandWidths].sort((a, b) => a - b);
const below = sorted.filter(bw => bw <= (bandWidthPct as number)).length;
const percentile = Math.round((below / sorted.length) * 100);
const diffPct = ((bandWidthPct as number) - avg) / avg * 100;
const current_vs_avg = `${diffPct >= 0 ? '+' : ''}${diffPct.toFixed(1)}%`;
return {
bandWidthPct_30d_avg: Number(avg.toFixed(2)),
bandWidthPct_percentile: percentile,
current_vs_avg,
};
})();
// ボラティリティトレンドの判定（直近5本 vs それ以前）
const volatility_trend = (() => {
if (!timeseries || timeseries.length < 10) return 'stable' as const;
const recent5 = timeseries.slice(-5).map(t => t.bandWidthPct).filter((bw): bw is number => bw != null);
const prev5 = timeseries.slice(-10, -5).map(t => t.bandWidthPct).filter((bw): bw is number => bw != null);
if (recent5.length === 0 || prev5.length === 0) return 'stable' as const;
const recentAvg = recent5.reduce((a, b) => a + b, 0) / recent5.length;
const prevAvg = prev5.reduce((a, b) => a + b, 0) / prev5.length;
const change = (recentAvg - prevAvg) / prevAvg;
if (change > 0.1) return 'increasing' as const;
if (change < -0.1) return 'decreasing' as const;
return 'stable' as const;
})();
const interpretation = { position, bandwidth_state, volatility_trend } as const;
const signals: string[] = [];
if (position === 'near_middle') signals.push('Price consolidating near middle band');
if (bandwidth_state === 'normal') signals.push('Band width around typical levels');
// 統計情報を使った追加シグナル
if (context.bandWidthPct_30d_avg != null && context.current_vs_avg != null) {
if (context.bandWidthPct_percentile != null) {
if (context.bandWidthPct_percentile < 20) {
signals.push(`Band width compressed (${context.bandWidthPct_percentile}th percentile) - potential breakout setup`);
} else if (context.bandWidthPct_percentile > 80) {
signals.push(`Band width expanded (${context.bandWidthPct_percentile}th percentile) - high volatility phase`);
}
}
signals.push(`Band width ${context.current_vs_avg} vs 30-day average`);
}
if (volatility_trend === 'increasing') {
signals.push('Volatility increasing in recent periods');
} else if (volatility_trend === 'decreasing') {
signals.push('Volatility decreasing - potential squeeze forming');
}
if (!signals.length) signals.push('No extreme positioning detected');
const next_steps = {
if_need_detail: "Use mode='extended' for ±1σ/±3σ analysis",
if_need_visualization: 'Use render_chart_svg with withBB=true',
if_extreme_detected: 'Consider get_volatility_metrics for deeper analysis',
};
const data = { mode, price: close ?? null, bb: { middle: mid, upper, lower, zScore, bandWidthPct }, interpretation, context, signals, next_steps } as any;
// content 強化用: LLM が本文だけ見ても要点が掴めるように複数行の要約を生成
const summaryLines = [
String(summaryBase),
'',
`Position: ${interpretation.position ?? 'n/a'}`,
`Band State: ${interpretation.bandwidth_state ?? 'n/a'}`,
`Volatility Trend: ${interpretation.volatility_trend ?? 'n/a'}`,
...(context.bandWidthPct_percentile != null ? [
`Band Width Percentile: ${context.bandWidthPct_percentile}th (${context.current_vs_avg} vs avg)`
] : []),
'',
'Signals:',
...(signals && signals.length ? signals.map((s) => `- ${s}`) : ['- None']),
'',
'Next Steps:',
`- ${next_steps.if_need_detail}`,
`- ${next_steps.if_need_visualization}`,
].join('\n');
const meta = createMeta(chk.pair, { type, count: indRes.data.normalized.length, mode, extra: { timeseries: timeseries ? { last_30_candles: timeseries } : undefined, metadata: { calculation_params: { period: 20, std_dev_multiplier: 2 }, data_quality: 'complete', last_updated: new Date().toISOString() } } });
return AnalyzeBbSnapshotOutputSchema.parse(ok(summaryLines, data, meta as any)) as any;
}
// extended mode
const bbBands: any = { '+3σ': null, '+2σ': upper, '+1σ': null, '-1σ': null, '-2σ': lower, '-3σ': null };
const bandWidthAll: any = { '±1σ': null, '±2σ': bandWidthPct, '±3σ': null };
const current_zone = zScore == null ? null : (Math.abs(zScore) <= 1 ? 'within_1σ' : (Math.abs(zScore) <= 2 ? '1σ_to_2σ' : (Math.abs(zScore) <= 3 ? 'beyond_2σ' : 'beyond_3σ')));
const data = { mode, price: close ?? null, bb: { middle: mid, bands: bbBands, zScore, bandWidthPct: bandWidthAll }, position_analysis: { current_zone }, extreme_events: { 'touches_3σ_last_30d': null, 'touches_2σ_last_30d': null, band_walk_detected: null, squeeze_percentile: null }, interpretation: { volatility_state: null, extreme_risk: null, mean_reversion_potential: null }, tags } as any;
const meta = createMeta(chk.pair, { type, count: indRes.data.normalized.length, mode, extra: { timeseries: timeseries ? { last_30_candles: timeseries } : undefined, metadata: { calculation_params: { period: 20, std_dev_multiplier: 2 }, data_quality: 'complete', last_updated: new Date().toISOString() } } });
return AnalyzeBbSnapshotOutputSchema.parse(ok(summaryBase, data as any, meta as any)) as any;
} catch (e: unknown) {
return AnalyzeBbSnapshotOutputSchema.parse(fail(getErrorMessage(e) || 'internal error', 'internal')) as any;
}
}
