Stock & Crypto Scanner - Personal or Commercial

1// Stock & Crypto Scanner - Personal or Commercial — stock & crypto scanner module
2//
3// Candles in, indicators and alerts out. Five task kinds, each of which reads a
4// series (or a directory of them), computes something, and writes one JSON
5// report the commands render:
6//
7//   scanner.scan       indicator snapshot at the newest bar
8//   scanner.alert      configured rules evaluated at the newest bar
9//   scanner.backtest   the same rules replayed bar by bar, no lookahead
10//   scanner.correlate  Pearson correlation of returns across symbols
11//   scanner.check      parse-check the configured rules and nothing else
12//
13// A series arrives as CSV with a header (`"path"`), as JSON over HTTP
14// (`"url"`), or as a directory of either (`"dir"`). Every handler accepts an
15// `"out"` path and defaults to one inside the data directory.
16//
17// Rules are configuration, not code:
18//
19//   "module": {
20//     "series_dir": "data/series",
21//     "rules": [
22//       {"symbol": "BTC-USD", "when": "rsi(14) < 30 and close > sma(50)",
23//        "note": "oversold but above trend"},
24//       {"symbol": "*", "when": "macd() crosses_above macd_signal()"}
25//     ]
26//   }
27//
28// `when` is a real expression: a tokeniser and a recursive-descent parser with
29// precedence, type checking and positions in every error. An unknown indicator
30// is rejected when the config is read, not when a bar happens to reach it.
31//
32// Nothing here approximates. EMA is seeded with an SMA and smoothed with
33// 2/(n+1); RSI and ATR use Wilder's smoothing; Bollinger uses the population
34// standard deviation. When a series is too short for an indicator, the report
35// says so — it never carries a value computed from fewer bars than asked for.
36 
37#include <algorithm>
38#include <cctype>
39#include <chrono>
40#include <cmath>
41#include <cstdio>
42#include <cstdlib>
43#include <filesystem>
44#include <fstream>
45#include <map>
46#include <memory>
47#include <optional>
48#include <set>
49#include <string>
50#include <utility>
51#include <vector>
52 
53#include "bs9/agent.hpp"
54#include "bs9/http.hpp"
55#include "bs9/json.hpp"
56#include "bs9/log.hpp"
57#include "bs9/metrics.hpp"
58#include "bs9/scheduler.hpp"
59 
60namespace fs = std::filesystem;
61 
62namespace {
63 
64constexpr const char* kScan = "scanner.scan";
65constexpr const char* kAlert = "scanner.alert";
66constexpr const char* kBacktest = "scanner.backtest";
67constexpr const char* kCorrelate = "scanner.correlate";
68constexpr const char* kCheck = "scanner.check";
69constexpr const char* kScreen = "scanner.screen";
70constexpr const char* kMeasure = "scanner.measure";
71 
72const double kNaN = std::numeric_limits<double>::quiet_NaN();
73 
74bool known(double value) { return !std::isnan(value); }
75 
76// ---------------------------------------------------------------------------
77// Small text helpers
78// ---------------------------------------------------------------------------
79 
80std::string trim(const std::string& text) {
81  std::size_t begin = 0;
82  std::size_t end = text.size();
83  while (begin < end && std::isspace(static_cast<unsigned char>(text[begin]))) ++begin;
84  while (end > begin && std::isspace(static_cast<unsigned char>(text[end - 1]))) --end;
85  return text.substr(begin, end - begin);
86}
87 
88std::string lower(std::string text) {
89  std::transform(text.begin(), text.end(), text.begin(),
90                 [](unsigned char c) { return static_cast<char>(std::tolower(c)); });
91  return text;
92}
93 
94std::string join(const std::vector<std::string>& items, const std::string& sep) {
95  std::string out;
96  for (std::size_t i = 0; i < items.size(); ++i) {
97    if (i > 0) out += sep;
98    out += items[i];
99  }
100  return out;