| name | alice-analysis |
| description | How to compute technical analysis with OpenAlice's Quant Calculator (v2) via `alice analysis` — a small Python/pandas-subset scripting language over K-lines, keyed by barId so you compute on a SPECIFIC source — prefer a broker's bars (matches what you trade, realtime) over a free vendor like yfinance (delayed fallback) — and can batch many timeframes/symbols/indicators in ONE call. Use whenever the task is technical/quantitative on price data: "RSI on BTC", "is AAPL above its 200-day", "50/200 golden cross check", "multi-timeframe momentum", "how extended is X (z-score)", "does this track the sector (correlation)", "trend strength", "compare 1h/4h/12h at once". Reach it with `alice analysis search-bars` (find a barId) then `alice analysis quant` (compute).
|
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.
The loop
alice analysis 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 bars and vendor bars (freshest-first). Pick in
this order:
- A broker you actually trade (
barCapability: "realtime") — freshest, and
the chart matches your fills. Always prefer this when it's in the results.
- A paid vendor (
fmp, …) when no broker source exists.
yfinance — free fallback only. Its end-of-day bars can lag a day or
two, so never use it for anything time-sensitive (a fresh signal, an entry
check) or to chart a live position when a broker source is available.
Vendor barIds (yfinance|…, fmp|…) need asset=; broker barIds infer it.
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)
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 (yfinance|AAPL, fmp|AAPL) needs
asset="equity"|"crypto"|"currency"|"commodity".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 & backtests
quant returns latest scalars with no dates. When you need the time axis or a
hypothetical trade, 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 simulate --query XLE --entryDate … --exitRule … —
backtest one entry + one exit (trailing_stop/ma_break/stop/target/
hold); returns entry/exit, returnPct, MFE/MAE.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
| Group | Functions |
|---|
| Trend | sma(s, n) ema(s, n) macd(s, fast, slow, signal) slope(s, n) (signed, rankable trend) |
| Momentum | rsi(s, n=14) roc(s, n) (% change over n) |
| Volatility | stdev(s) atr(high, low, close, n) bbands(s, n, std) zscore(s, n?) (how extended vs window) |
| Volume | rvol(volume, n=20) obv(close, volume) mfi(high, low, close, volume, n=14) vwap(high, low, close, volume) |
| Stats | max/min/sum/average/median(s) highest(s, n) lowest(s, n) |
| Comparison | correlation(a, b) (−1..1; relative strength / pairs / "tracks the sector?") |
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.
s = bars("yfinance|AAPL", "1d", count=60, asset="equity")
roc(s.close, 20)
s = bars("yfinance|TSLA", "1d", count=60, asset="equity")
zscore(s.close, 20)
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)
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.
- Vendor barIds need
asset=; broker barIds infer it.
- 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.
