# Alice Analysis

> Optional technical-analysis formulas and snapshots through alice analysis. Documents the bounded expression language, barId source selection and panels. Raw K-lines for local scripts are available through alice market bars.

- Skill: `traderalice/alice-analysis` (Agent Skill)
- Install (CLI): `npx skillmds@latest add traderalice/alice-analysis`
- Raw SKILL.md: https://api.skillmd.com/api/skills/traderalice/alice-analysis/raw
- Safety review: pending
- Works with: Claude Code, Claude.ai, OpenAI Codex
- Category: Coding & Dev Tools
- Author: TraderAlice (https://skillmd.com/u/traderalice)
- Updated: 2026-09-21
- Page: https://skillmd.com/skills/traderalice/alice-analysis

---


# `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

```bash
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:

```python
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:

```python
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

| 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*.

```python
# 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.