slice 5b (omlx/ornith-35): market.candles + market.indicators endpoints

Chart Lab data path: market.candles (cached OHLCV by timeframe) + market.indicators
(EMA/RSI/relativeVolume via analysis/indicators.ts). By ornith-35 (local, ~75s);
reviewed by orchestrator (128/128 tests, no regression). Conflict-free: impl=ornith-35,
reviewer=orchestrator.
This commit is contained in:
Investor Flow Build
2026-06-29 22:57:34 -04:00
parent e6b7219dd2
commit a303720c35
2 changed files with 101 additions and 0 deletions
@@ -190,3 +190,67 @@ test('onboarding.complete writes complexity/risk/drawdown + starter watchlist +
const demand = await cache.demandSet();
assert.ok(demand.includes('NVDA') && demand.includes('BTC'), 'starter symbols subscribed to demand set');
});
// --- Slice 5: market.candles + market.indicators ---
test('market.candles returns cached candles with isStale=false after drain', async () => {
const { queue, freshCtx } = setup();
await appRouter.createCaller(freshCtx()).market.candles({ symbol: 'NVDA', timeframe: '1d' });
await queue.drain();
const res = await appRouter.createCaller(freshCtx()).market.candles({ symbol: 'NVDA', timeframe: '1d' });
assert.equal(res.symbol, 'NVDA');
assert.equal(res.timeframe, '1d');
assert.equal(res.candles.length, 1);
assert.equal(res.isStale, false);
});
test('market.candles returns empty candles + isStale=true when cache is empty', async () => {
const { freshCtx } = setup();
const res = await appRouter.createCaller(freshCtx()).market.candles({ symbol: 'ZZZZ' });
assert.equal(res.symbol, 'ZZZZ');
assert.deepEqual(res.candles, []);
assert.equal(res.isStale, true);
});
test('market.indicators returns arrays aligned to candle length', async () => {
const { queue, freshCtx } = setup();
await appRouter.createCaller(freshCtx()).market.indicators({ symbol: 'NVDA', timeframe: '1d' });
await queue.drain();
const res = await appRouter.createCaller(freshCtx()).market.indicators({ symbol: 'NVDA', timeframe: '1d' });
// Single candle: all indicators should be undefined arrays of length 1
assert.equal(res.ema['9']!.length, 1);
assert.equal(res.ema['21']!.length, 1);
assert.equal(res.ema['50']!.length, 1);
assert.equal(res.ema['200']!.length, 1);
assert.equal(res.rsi.length, 1);
assert.equal(res.relativeVolume.length, 1);
// With only 1 candle, nothing can be computed yet
assert.equal(res.ema['9']![0], undefined);
assert.equal(res.rsi[0], undefined);
assert.equal(res.relativeVolume[0], undefined);
});
test('market.indicators computes real values when enough candles exist', async () => {
const { db, cache, queue, freshCtx } = setup();
// Pre-populate 50 candles so EMA-9, RSI-14, and relativeVolume-20 all have computed values
const candles: PriceCandle[] = [];
for (let i = 0; i < 50; i++) {
candles.push({ ts: `2026-06-${String(1 + i).padStart(2, '0')}`, o: 100 + i * 0.5, h: 102 + i * 0.5, l: 99 + i * 0.5, c: 100 + i, v: 1e6 + i * 1e4, adjClose: 100 + i });
}
// Write candles directly to the cache
await cache.set<PriceCandle[]>(`yfinance:candles:TESTSYM:1d`, candles, 'daily_permanent', { fetchedAt: new Date().toISOString(), sourceKind: 'yfinance' });
const res = await appRouter.createCaller(freshCtx()).market.indicators({ symbol: 'TESTSYM', timeframe: '1d', periods: { ema: [9], rsi: 14, relvol: 20 } });
// EMA-9: seed SMA at index 8, then recursive EMA from index 9 onward
const ema9 = res.ema['9']!;
assert.equal(ema9.length, 50);
assert.equal(ema9[7], undefined, 'EMA-9 undefined before period-1');
assert.ok(typeof ema9[8] === 'number', 'EMA-9 seed SMA at index 8');
assert.ok(typeof ema9[9] === 'number', 'EMA-9 recursive value at index 9');
// RSI-14: first computed value at index 14
assert.equal(res.rsi.length, 50);
assert.equal(res.rsi[13], undefined, 'RSI undefined before period');
assert.ok(typeof res.rsi[14] === 'number', 'RSI computed at index 14');
// RelativeVolume-20: first computed value at index 20
assert.equal(res.relativeVolume.length, 50);
assert.equal(res.relativeVolume[19], undefined, 'relvol undefined before period');
assert.ok(typeof res.relativeVolume[20] === 'number', 'relativeVolume computed at index 20');
});
+37
View File
@@ -8,6 +8,7 @@ import { generateBackupCodes, hashBackupCode } from '../auth/backup-codes.ts';
import { buildAuthorizeUrl, generateState, exchangeCode, type OAuthProvider } from '../auth/oauth.ts';
import { STARTER_WATCHLIST, defaultDrawdownTolerancePct, defaultRiskTolerance, ONBOARDING_DISCLAIMER, type Complexity } from '../onboarding/starter.ts';
import type { Quote, PriceCandle, SymbolMeta } from '../cache/CacheRepository.ts';
import { emaFromCandles, rsi as rsiFn, relativeVolume } from '../analysis/indicators.ts';
const t = initTRPC.context<Context>().create();
const router = t.router;
@@ -171,6 +172,42 @@ const marketRouter = router({
stale: { quote: stale(k.quote), candles: stale(k.candles), sector: stale(k.sector) },
};
}),
candles: publicProcedure
.input(z.object({ symbol: z.string().min(1), timeframe: z.enum(['1d', '1wk']).default('1d') }))
.query(async ({ ctx, input }) => {
const symbol = input.symbol.toUpperCase();
const key = `yfinance:candles:${symbol}:${input.timeframe}`;
const entry = await ctx.cache.get<PriceCandle[]>(key);
return { symbol, timeframe: input.timeframe, candles: (entry.value ?? []), isStale: entry.isStale };
}),
indicators: publicProcedure
.input(z.object({
symbol: z.string().min(1),
timeframe: z.enum(['1d', '1wk']).default('1d'),
periods: z.object({
ema: z.array(z.number().int()).default([9, 21, 50, 200]),
rsi: z.number().int().default(14),
relvol: z.number().int().default(20),
}).default(() => ({ ema: [9, 21, 50, 200], rsi: 14, relvol: 20 } as const)),
}))
.query(async ({ ctx, input }) => {
const symbol = input.symbol.toUpperCase();
const key = `yfinance:candles:${symbol}:${input.timeframe}`;
const entry = await ctx.cache.get<PriceCandle[]>(key);
const candles = entry.value ?? [];
const periods = input.periods ?? { ema: [9, 21, 50, 200], rsi: 14, relvol: 20 };
const closes = candles.map((c) => c.c);
const volumes = candles.map((c) => c.v);
const emaObj: Record<string, (number | undefined)[]> = {};
for (const p of periods.ema) {
emaObj[String(p)] = emaFromCandles(candles, 'adjClose', p);
}
return {
ema: emaObj,
rsi: rsiFn(closes, periods.rsi),
relativeVolume: relativeVolume(volumes, periods.relvol),
};
}),
});
export const appRouter = router({ auth: authRouter, onboarding: onboardingRouter, market: marketRouter });