/market

Market data commands:

market ingest <symbol> [--period 1D] -- Ingest and normalize market data for the given symbol.

1. Fetch OHLCV data for <symbol> from the configured data source
2. Normalize: open/high/low/close as relative percentages, volume as Z-score
3. Vectorize each candle to a 64-dimension padded vector
4. Store normalized data via mcp__claude-flow__agentdb_hierarchical-store in market-data namespace
5. Add vectors to HNSW index via mcp__claude-flow__ruvllm_hnsw_add
6. Report: candles ingested, date range, min/max/avg price, volume profile

market patterns <symbol> -- Detect candlestick patterns in recent data.

1. Recall recent OHLCV data for <symbol> from the market-data namespace
2. Scan for single-candle patterns (doji, hammer) and multi-candle patterns (engulfing, morning star)
3. Classify each detection with pattern name, type (reversal/continuation), and reliability score
4. Store detected patterns via mcp__claude-flow__agentdb_pattern-store
5. Display: pattern name, date, direction (bullish/bearish), reliability, candle range

market search <pattern-name> -- Search for historical occurrences of a pattern.

1. Search HNSW index via mcp__claude-flow__ruvllm_hnsw_route for vectors matching the pattern
2. Recall matching entries from market-patterns namespace
3. Rank by similarity score and recency
4. Display: symbol, date, pattern match score, subsequent price action (if available)

market history <symbol> -- Show ingestion history and data coverage.

1. Query market-data namespace for all entries matching <symbol>
2. Compute: total candles stored, date range, gaps in coverage
3. Show data freshness (last ingestion timestamp)
4. List detected patterns count by type

market compare <sym1> <sym2> -- Compare pattern profiles between two symbols.

1. Recall pattern data for both symbols from market-patterns namespace
2. Compute correlation: shared pattern types, timing overlap, direction agreement
3. Display side-by-side comparison with pattern frequency and reliability differences
4. Highlight divergences that may indicate trading opportunities