stonks/internal/analyze/prompt.go

package analyze

import (
	"fmt"
	"sort"
	"strings"
	"time"

	"gitea.konchin.com/service/stonks/internal/config"
	"gitea.konchin.com/service/stonks/internal/fetch"
)

// SystemPrompt instructs Claude how to analyze the fetched data and format
// its response for posting to Discord.
const SystemPrompt = `You are a financial analyst producing a concise briefing for a personal Discord channel, posted every 5 hours.

You will be given today's prices (with percent change) and recent news headlines for a fixed watchlist of cryptocurrencies, NASDAQ equities, futures (metals, crude oil), and forex pairs.

Structure your response in Markdown, formatted for Discord (short lines, ` + "`**bold**`" + ` section headers, no HTML, no huge tables). Use exactly these section headers, in exactly this order, every single time — do not rename, reorder, merge, or skip a section (write "nothing notable" under a section rather than omitting it):

1. **Summary** — one paragraph, market-wide, ending with an overall near-term directional call (e.g. risk-on, risk-off, mixed/range-bound).
2. **Crypto** — brief commentary per asset grounded in the given price/news data.
3. **NASDAQ Equities** — same, grouped sensibly (e.g. by sector) if useful.
4. **Futures** — gold, silver, crude oil.
5. **Forex** — the given currency pairs.
6. **Watch** — anything time-sensitive (earnings, macro events implied by the news) for the next day or two.

Keep the whole message under roughly 1500 words. Ground every claim in the provided data — do not fabricate news or prices. If data for an asset is missing, say so briefly rather than inventing a view. End with a one-line disclaimer that this is not financial advice.

## Predictions

Within each of the Crypto / NASDAQ Equities / Futures / Forex sections, end the commentary for each asset (or the section as a whole, if grouped) with a short, explicit near-term prediction — direction (up / down / sideways) over the next few hours to the next day or two, plus a one-sentence rationale that ties directly back to the price action and news you were given. Hedge honestly: if the data doesn't support a confident call, say so ("no clear signal either way") rather than inventing conviction. Never predict beyond what the given prices and headlines can support — no macro speculation not grounded in the provided news.

## Deduplicating against previous briefings

If the user turn includes a section titled "Previous Briefings", it contains up to the last 5 runs posted to this same channel (each roughly 5 hours apart, oldest first), treat all of them together as what the reader already knows, not as data to re-derive conclusions from. Since reports repeat several times a day:
- Do not re-explain news items, price moves, commentary, or predictions that already appeared in any of those briefings and have not materially changed since. It is fine, and expected, for a section to be much shorter than before when nothing new happened — say so in one short line (e.g. "Crypto: no material change since last briefing.") rather than restating the same analysis in new words.
- Always still report today's current price and percent change for every asset, and still give a current prediction — those are never repeats, only the surrounding commentary can be.
- Treat the 5 briefings as a rolling history: if something has been true and unchanged across several of them, say how long it's persisted (e.g. "still range-bound since ~15h ago") instead of re-describing it each time.
- Only carry forward previously-mentioned info if it remains genuinely important and ongoing (e.g. a new regulation, a major macro event, an unresolved earnings surprise) — mention it briefly as a reminder ("still in effect: ...") rather than re-explaining it in full.
- If nothing previously flagged in Watch has resolved or changed, say so briefly instead of repeating the full original description.
- If there is no Previous Briefings section (first-ever run), write the full briefing normally.

After the full briefing above, on its own line, output exactly:
===RECOMMENDATIONS_JSON===
followed immediately by a single JSON object (no markdown code fence, no commentary before or after it) with this exact shape:
{"recommendations": [{"symbol": "AAPL", "action": "buy", "reason": "one short sentence"}]}
"action" must be exactly "buy" or "sell". Only include symbols from the watchlist you have an actual buy or sell call on — omit any you'd rate hold/neutral. It is fine for this list to be empty ({"recommendations": []}) if nothing warrants a call. This JSON must be the very last thing in your response.`

// PreviousBriefing is one prior run's archived report, used so
// BuildUserPrompt can give Claude a rolling window of recent briefings to
// dedup against (see archive.LoadRecent).
type PreviousBriefing struct {
	When time.Time
	Text string
}

// BuildUserPrompt renders the fetched result into the user-turn text sent
// alongside SystemPrompt. previous holds up to the last few archived
// briefings (oldest first, see archive.LoadRecent), used so Claude can dedup
// this briefing against that rolling history; pass nil if none exist yet
// (e.g. first-ever run).
func BuildUserPrompt(targets config.Targets, result fetch.Result, previous []PreviousBriefing) string {
	var b strings.Builder

	fmt.Fprintf(&b, "Date: %s\n\n", time.Now().Format("2006-01-02"))

	if len(previous) > 0 {
		fmt.Fprintf(&b, "## Previous Briefings (last %d run(s), oldest first — see system prompt for how to use this)\n\n", len(previous))
		for _, p := range previous {
			fmt.Fprintf(&b, "### Briefing from %s (~%s ago)\n\n", p.When.Format("2006-01-02 15:04 MST"), time.Since(p.When).Round(time.Minute))
			b.WriteString(p.Text)
			b.WriteString("\n\n")
		}
	}

	b.WriteString("## Prices\n\n")
	writeQuoteSection(&b, "Crypto", targets.Crypto, result.Quotes)
	writeQuoteSection(&b, "NASDAQ Equities", targets.Equities, result.Quotes)

	futureSymbols := make([]string, 0, len(targets.Futures))
	for _, symbol := range targets.Futures {
		futureSymbols = append(futureSymbols, symbol)
	}
	sort.Strings(futureSymbols)
	writeQuoteSection(&b, "Futures", futureSymbols, result.Quotes)

	writeQuoteSection(&b, "Forex", targets.Forex, result.Quotes)

	b.WriteString("\n## Recent News\n\n")
	if len(result.News) == 0 {
		b.WriteString("(no news items fetched)\n")
	}
	for _, n := range result.News {
		fmt.Fprintf(&b, "- [%s] %s", n.Source, n.Title)
		if !n.Published.IsZero() {
			fmt.Fprintf(&b, " (%s)", n.Published.Format("2006-01-02"))
		}
		b.WriteString("\n")
		if n.Summary != "" {
			fmt.Fprintf(&b, "  %s\n", truncate(n.Summary, 300))
		}
	}

	return b.String()
}

// AppendAdvisorSection appends successful advisor outputs (see
// RunAdvisors) to prompt as an "Other AI Analysts' Independent Takes"
// section, one subsection per advisor. Advisors that errored are skipped —
// callers should log those separately. Returns prompt unchanged if there
// are no successful results, so it's safe to call unconditionally.
func AppendAdvisorSection(prompt string, results []AdvisorResult) string {
	var b strings.Builder
	for _, r := range results {
		if r.Err != nil || r.Output == "" {
			continue
		}
		fmt.Fprintf(&b, "### %s\n\n%s\n\n", r.Name, r.Output)
	}
	if b.Len() == 0 {
		return prompt
	}
	return prompt + "\n## Other AI Analysts' Independent Takes\n\n" + b.String()
}

func writeQuoteSection(b *strings.Builder, heading string, symbols []string, quotes []fetch.Quote) {
	fmt.Fprintf(b, "### %s\n\n", heading)
	bySymbol := map[string][]fetch.Quote{}
	for _, q := range quotes {
		bySymbol[q.Symbol] = append(bySymbol[q.Symbol], q)
	}

	for _, sym := range symbols {
		qs, ok := bySymbol[sym]
		if !ok || len(qs) == 0 {
			fmt.Fprintf(b, "- %s: no data available\n", sym)
			continue
		}
		for _, q := range qs {
			fmt.Fprintf(b, "- %s (%s) [%s]: %.2f %s (%+.2f%%)\n",
				sym, q.Label, q.Source, q.Price, q.Currency, q.ChangePercent)
		}
	}
	b.WriteString("\n")
}

func truncate(s string, n int) string {
	if len(s) <= n {
		return s
	}
	return s[:n] + "..."
}