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)