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Claude/add trading indicators q kvq q#2

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brandononchain merged 2 commits into
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claude/add-trading-indicators-QKvqQ
May 17, 2026
Merged

Claude/add trading indicators q kvq q#2
brandononchain merged 2 commits into
mainfrom
claude/add-trading-indicators-QKvqQ

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claude added 2 commits May 17, 2026 18:02
… quant tooling

- src/pine/quant-research.js: Sharpe/Sortino/Calmar/Omega/IR, VaR/CVaR,
  Hurst exponent, half-life, autocorrelation, rolling beta/correlation,
  EWMA + Garman-Klass volatility, Kelly/vol-target/fixed-fractional sizing,
  risk-parity + min-variance portfolios, Monte Carlo bootstrap,
  regime classifier, and full performance tearsheet with grading.

- src/pine/oakscript.js: 14 new indicators in taCore + Series wrappers:
  OBV, AD, CMF, EFI, PVT, Vortex, TRIX, DEMA, TEMA, KAMA, ZLEMA,
  Fisher Transform, Connors RSI, Choppiness, Schaff Trend Cycle.

- src/tv/quant-report.js: one-shot quantReport() and quantScan() that
  pull live OHLCV from the active TradingView chart and return a full
  institutional tearsheet (perf + regime + structure + risk + indicators
  + Monte Carlo), replacing 10+ tool calls.

- src/pine/templates.js: 6 new Pine v6 templates — quant_tearsheet,
  zscore_mean_reversion, pairs_trading, hurst_regime,
  vol_targeted_position, garch_volatility (EWMA).

- tests/quant-research.test.js: 25 new unit tests, all passing.
- src/pine/analyzer.js: defer mcp/client.js import (and its transitive
  chrome-remote-interface load) to inside developScript() so that
  analyzeStatic / generateTemplate / lint paths work without browser
  deps installed. Resolves analyzer.test.js ERR_MODULE_NOT_FOUND.
- package.json: extend test glob to include src/**/__tests__/*.test.js
  so the 24 agent / context-manager tests run with npm test.
- package-lock.json: npm audit fix — resolves 7 advisories (1 critical
  protobufjs RCE, 1 high fast-uri path traversal, 5 moderate hono/etc).
- Test count: 25 passing + 1 failing → 59 passing + 0 failing.
@brandononchain brandononchain merged commit d488b2d into main May 17, 2026
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2 participants