feat: add autonomous paper-trading and calibration pipeline

workers/priceContext.js

@@ -0,0 +1,171 @@
+const https = require("https");
+
+// fetches daily OHLC from yahoo finance v8 chart api
+// no api key needed but rate limited so we cache aggressively
+async function fetchYahooHistory(ticker, range = "6mo") {
+  const url = `https://query1.finance.yahoo.com/v8/finance/chart/${encodeURIComponent(ticker)}?range=${range}&interval=1d`;
+
+  const body = await httpGet(url, {
+    "User-Agent": "Mozilla/5.0 (compatible; duriin-intelligence/1.0)",
+  });
+
+  let parsed;
+  try {
+    parsed = JSON.parse(body);
+  } catch (_) {
+    throw new Error(`yahoo response not JSON: ${body.slice(0, 200)}`);
+  }
+
+  const result = parsed?.chart?.result?.[0];
+  if (!result) return null;
+
+  const ts = result.timestamp || [];
+  const closes = result.indicators?.quote?.[0]?.close || [];
+
+  const out = [];
+  for (let i = 0; i < ts.length; i++) {
+    if (closes[i] == null) continue;
+    out.push({
+      date: new Date(ts[i] * 1000).toISOString().slice(0, 10),
+      close: closes[i],
+    });
+  }
+
+  return out;
+}
+
+
+function nearestPriceOnOrBefore(history, dateStr) {
+  // history is sorted ascending by date
+  let last = null;
+  for (const row of history) {
+    if (row.date <= dateStr) last = row;
+    else break;
+  }
+  return last ? last.close : null;
+}
+
+
+function computeStdev(values) {
+  if (values.length < 2) return 0;
+  const mean = values.reduce((a, b) => a + b, 0) / values.length;
+  const sq = values.reduce((acc, v) => acc + (v - mean) ** 2, 0);
+  return Math.sqrt(sq / (values.length - 1));
+}
+
+
+function computeReturns(history) {
+  const rets = [];
+  for (let i = 1; i < history.length; i++) {
+    const prev = history[i - 1].close;
+    const cur = history[i].close;
+    if (prev > 0) rets.push((cur - prev) / prev);
+  }
+  return rets;
+}
+
+
+// returns { price, price_30d_ago, price_90d_ago, vol_30d } as_of a given date
+async function getPriceContext(intelligenceDb, ticker, asOfDate) {
+  if (!ticker || !asOfDate) return null;
+
+  // skip private/synthetic tickers — yahoo wont know them
+  if (/^(OPENAI|ANTHROPIC|XAI|HUAWEI|BYTEDANCE|DEEPSEEK|MISTRAL|COHERE|GROQ|SCALEAI|MCKINSEY|DELOITTE|STABILITY|INFLECTION|SPACEX|BLUEORIGIN)$/i.test(ticker)) {
+    return null;
+  }
+
+  const cacheRow = intelligenceDb.prepare(
+    "SELECT price, price_30d_ago, price_90d_ago, vol_30d FROM price_snapshots WHERE ticker = ? AND as_of = ?"
+  ).get(ticker, asOfDate);
+
+  if (cacheRow) return cacheRow;
+
+  let history;
+  try {
+    history = await fetchYahooHistory(ticker, "6mo");
+  } catch (err) {
+    // dont blow up the worker on a single bad ticker
+    return null;
+  }
+
+  if (!history || history.length === 0) return null;
+
+  const price = nearestPriceOnOrBefore(history, asOfDate);
+  if (price == null) return null;
+
+  const date30 = new Date(asOfDate);
+  date30.setDate(date30.getDate() - 30);
+  const price30 = nearestPriceOnOrBefore(history, date30.toISOString().slice(0, 10));
+
+  const date90 = new Date(asOfDate);
+  date90.setDate(date90.getDate() - 90);
+  const price90 = nearestPriceOnOrBefore(history, date90.toISOString().slice(0, 10));
+
+  // 30-day annualized vol from daily returns
+  const recent = history.filter(h => h.date <= asOfDate).slice(-30);
+  const vol30 = computeStdev(computeReturns(recent)) * Math.sqrt(252);
+
+  const snapshot = {
+    price,
+    price_30d_ago: price30,
+    price_90d_ago: price90,
+    vol_30d: vol30,
+  };
+
+  try {
+    intelligenceDb.prepare(
+      "INSERT OR REPLACE INTO price_snapshots (ticker, as_of, price, price_30d_ago, price_90d_ago, vol_30d) VALUES (?, ?, ?, ?, ?, ?)"
+    ).run(ticker, asOfDate, snapshot.price, snapshot.price_30d_ago, snapshot.price_90d_ago, snapshot.vol_30d);
+  } catch (_) {}
+
+  return snapshot;
+}
+
+
+// formats the snapshot for inclusion in the LLM prompt
+function formatPriceContext(snapshot, ticker) {
+  if (!snapshot || snapshot.price == null) return null;
+
+  const lines = [`${ticker} price as of event: $${snapshot.price.toFixed(2)}`];
+
+  if (snapshot.price_30d_ago) {
+    const ret30 = (snapshot.price - snapshot.price_30d_ago) / snapshot.price_30d_ago * 100;
+    lines.push(`30-day return: ${ret30 >= 0 ? "+" : ""}${ret30.toFixed(1)}%`);
+  }
+
+  if (snapshot.price_90d_ago) {
+    const ret90 = (snapshot.price - snapshot.price_90d_ago) / snapshot.price_90d_ago * 100;
+    lines.push(`90-day return: ${ret90 >= 0 ? "+" : ""}${ret90.toFixed(1)}%`);
+  }
+
+  if (snapshot.vol_30d) {
+    lines.push(`30-day annualized volatility: ${(snapshot.vol_30d * 100).toFixed(1)}%`);
+  }
+
+  return lines.join("\n");
+}
+
+
+function httpGet(url, headers) {
+  return new Promise((resolve, reject) => {
+    const u = new URL(url);
+    const req = https.request({
+      hostname: u.hostname,
+      path: u.pathname + u.search,
+      method: "GET",
+      headers,
+    }, (res) => {
+      let data = "";
+      res.on("data", chunk => data += chunk);
+      res.on("end", () => {
+        if (res.statusCode >= 200 && res.statusCode < 300) resolve(data);
+        else reject(new Error(`yahoo ${res.statusCode}: ${data.slice(0, 200)}`));
+      });
+    });
+    req.on("error", reject);
+    req.end();
+  });
+}
+
+
+module.exports = { getPriceContext, formatPriceContext };