alice analysis — Quant Calculator (v2)

A bounded, side-effect-free expression language for technical analysis. You write a short script; it fetches K-lines by barId and returns a value (or a panel of values). Get barIds from alice analysis search-bars first.

Example

alice market search-bars --query AAPL
alice analysis quant --script $'s = bars("alpaca-paper|AAPL", "1d", count=250)\nsma(s.close, 50)'

Choosing a source

search-bars federates broker and vendor bars. Choose a source by the asset, coverage and entitlement needed for the task. A broker feed is not necessarily realtime or complete; metadata reports its advertised capability. Different sources for the same asset remain separate barIds.

For custom processing, alice market bars ... --output bars.json returns raw OHLCV and metadata for local scripts. The calculator is an optional shortcut.

Vendor barIds infer the asset class from an exact catalog match. If lookup is unavailable or ambiguous, the calculator accepts an explicit asset= hint. Keyless exchange data sources such as binance-readonly are opt-in in Trading settings, so do not assume they exist before search-bars returns them.

No candidates for a non-US symbol? search-bars only fans out over the vendors that are on. A Taiwan or CN A-share searched by its native name can come back empty just because its vendor is off — alice market vendors to see what's available, alice market vendor-set --vendor twse --enabled true to add it (live immediately), then re-run search-bars. See the alice skill.

Language

A script is zero or more name = ... bindings, then a final result expression:

s = bars("alpaca-paper|AAPL", "1d", count=250)
sma(s.close, 50) - sma(s.close, 200)        # +ve = 50 above 200 (uptrend)

bars(barId, interval, count=, asOf=, start=, end=, asset=)

• barId: "{source}|{symbol}" from search-bars. Broker (alpaca-paper|AAPL) or opt-in keyless exchange data (binance-readonly|BTC/USDT) needs NO asset=. Vendor sources resolve exact catalog matches; pass asset="equity"|"crypto"|"currency"|"commodity" when an explicit hint is needed.
• interval: 1m 5m 15m 30m 1h 4h 1d 1w.
• Window: count=N (most-recent N bars — the natural window for indicators), OR start=/end= (YYYY-MM-DD date range), OR end=+count= (point-in-time backtest).

Columns of a bars() series: s.open / s.high / s.low / s.close / s.volume.

Indexing: raw columns are series — index them: s.close[-1] (latest), s.close[-2] (one back). Indicators already return the latest scalar — do NOT index them (sma(s.close, 50), not sma(...)[-1]).

Arithmetic: + - * /, parentheses, unary minus.

Panels — batch many computations in one call

The result can be a labeled dict or a positional list (each entry a single value, max 200). Use this instead of calling the tool N times:

h1 = bars("yfinance|BTC-USD", "1h", count=250, asset="crypto")
h4 = bars("yfinance|BTC-USD", "4h", count=250, asset="crypto")
d1 = bars("yfinance|BTC-USD", "1d", count=250, asset="crypto")
{ "1h": rsi(h1.close, 14), "4h": rsi(h4.close, 14), "1d": rsi(d1.close, 14) }

→ { "1h": 53.2, "4h": 48.9, "1d": 61.4 }

Sibling verbs — dated reads

quant returns latest scalars with no dates. When you need the time axis or a dated research input, reach for these instead (see the retrospective skill for the full workflow):

• alice analysis snapshot --query XLE [--asOf YYYY-MM-DD] — the honest as-of read: DATED bars (never past asOf — no lookahead), the latest print (close + vs-prevClose + day high/low + amplitude), compact levels, and a freshness contract (isLatestActual / staleTradingDays). Use this for "what does/did X look like", not a hand-rolled quant dump.
• alice analysis quant … --dates — opt-in date axis on a quant result (dates[barId] for one interval; dates["barId@interval"] when the same barId is used at multiple intervals), to map a dumped series back to days.

Function catalog

Records: bbands → {upper, middle, lower}; macd → {macd, signal, histogram}.

Examples

Examples below use yfinance|… for brevity (it's always available without a broker). When you have a broker source for the symbol, swap its barId in — see Choosing a source.

# Momentum % over the last 20 bars
s = bars("yfinance|AAPL", "1d", count=60, asset="equity")
roc(s.close, 20)

# How overbought/oversold vs the trailing 20 sessions
s = bars("yfinance|TSLA", "1d", count=60, asset="equity")
zscore(s.close, 20)

# Does this token move with BTC? (relative strength)
btc = bars("yfinance|BTC-USD", "1d", count=90, asset="crypto")
sui = bars("yfinance|SUI-USD", "1d", count=90, asset="crypto")
correlation(btc.close, sui.close)

# A one-call dashboard
s = bars("yfinance|NVDA", "1d", count=250, asset="equity")
{
  "rsi":        rsi(s.close, 14),
  "roc_20d_%":  roc(s.close, 20),
  "vs_200ma":   s.close[-1] - sma(s.close, 200),
  "trend":      slope(s.close, 50),
  "z_20d":      zscore(s.close, 20),
  "atr_14":     atr(s.high, s.low, s.close, 14),
}

Self-correction

On failure the tool returns { error: { kind, message, suggestion } }, not a crash — read it and fix the script. It pinpoints the problem: unknown function (with "did you mean"), wrong arity/type, insufficient bars (raise count=), undeclared name, and common Python reflexes (s.close.rolling(50).mean() → "use sma(s.close, 50)"; sma(...)[-1] → "drop the [-1]"; slices/if → not supported here).

Gotchas

• Indicators return the latest scalar — never [-1] them; only raw columns are series.
• Ambiguous or unavailable vendor catalog lookups need an explicit asset=.
• Source freshness: yfinance/fmp are delayed (yfinance EOD can lag a day or two). Prefer a broker barId for anything you trade or anything time-sensitive.
• No conditionals/booleans (no if, no crossover operator) — compute the parts and compare in your own reasoning, or return them in a panel.
• For arbitrary/looping logic beyond these primitives, spawn a separate Auto-Quant workspace, not this tool.

Raw data and chart delivery

See the market-data skill for raw OHLCV reads and [[market/{barId}/{interval}]] references that display charts in GUI chat and supported Connectors.