feat(agents): market summary builder for hypothesis prompt

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>

src/multi_swarm/agents/market_summary.py

@@ -0,0 +1,36 @@
+from __future__ import annotations
+
+import pandas as pd  # type: ignore[import-untyped]
+from scipy import stats  # type: ignore[import-untyped]
+
+from .hypothesis import MarketSummary
+
+
+def build_market_summary(
+    ohlcv: pd.DataFrame,
+    symbol: str,
+    timeframe: str,
+) -> MarketSummary:
+    returns = ohlcv["close"].pct_change().dropna()
+    return_mean = float(returns.mean())
+    return_std = float(returns.std(ddof=1))
+    skew = float(stats.skew(returns, bias=False))
+    kurt = float(stats.kurtosis(returns, fisher=True, bias=False))
+
+    if return_std < 0.005:
+        regime = "low"
+    elif return_std < 0.02:
+        regime = "medium"
+    else:
+        regime = "high"
+
+    return MarketSummary(
+        symbol=symbol,
+        timeframe=timeframe,
+        n_bars=len(ohlcv),
+        return_mean=return_mean,
+        return_std=return_std,
+        skew=skew,
+        kurtosis=kurt,
+        volatility_regime=regime,
+    )