@pear-protocol/types 1.32.0 → 2.0.0

package/dist/portfolio/entities.d.ts

@@ -1,203 +1,160 @@
 import { z } from 'zod';
 export declare const NullableNumber: z.ZodNullable<z.ZodNumber>;
-export declare const PortfolioMetricVariant: z.ZodObject<{
-    pnlAbsolute: z.ZodNumber;
-    pnlPercent: z.ZodNullable<z.ZodNumber>;
-    hitRate: z.ZodNullable<z.ZodNumber>;
-    profitFactor: z.ZodNullable<z.ZodNumber>;
-    avgWinSize: z.ZodNullable<z.ZodNumber>;
-    avgLossSize: z.ZodNullable<z.ZodNumber>;
-    avgReturnPerWin: z.ZodNullable<z.ZodNumber>;
-    avgReturnPerLoss: z.ZodNullable<z.ZodNumber>;
-    maxDrawdown: z.ZodNullable<z.ZodNumber>;
-    sharpeRatio: z.ZodNullable<z.ZodNumber>;
-    sortinoRatio: z.ZodNullable<z.ZodNumber>;
+export declare const PortfolioCashflowAmounts: z.ZodObject<{
+    grossPnl: z.ZodNumber;
+    tradeFees: z.ZodNumber;
+    pearFees: z.ZodNumber;
+    netCashflow: z.ZodNumber;
+    funding: z.ZodNumber;
+    netCashflowWithFunding: z.ZodNumber;
+    undeterminedQuantityByAsset: z.ZodRecord<z.ZodString, z.ZodNumber>;
+}, z.core.$strip>;
+export type PortfolioCashflowAmounts = z.output<typeof PortfolioCashflowAmounts>;
+export declare const PortfolioCashflowSeriesPoint: z.ZodObject<{
+    grossPnl: z.ZodNumber;
+    tradeFees: z.ZodNumber;
+    pearFees: z.ZodNumber;
+    netCashflow: z.ZodNumber;
+    funding: z.ZodNumber;
+    netCashflowWithFunding: z.ZodNumber;
+    undeterminedQuantityByAsset: z.ZodRecord<z.ZodString, z.ZodNumber>;
+    periodStart: z.ZodString;
+    periodEnd: z.ZodString;
+}, z.core.$strip>;
+export type PortfolioCashflowSeriesPoint = z.output<typeof PortfolioCashflowSeriesPoint>;
+export declare const PortfolioCashflowIntervals: z.ZodObject<{
+    oneDay: z.ZodArray<z.ZodObject<{
+        grossPnl: z.ZodNumber;
+        tradeFees: z.ZodNumber;
+        pearFees: z.ZodNumber;
+        netCashflow: z.ZodNumber;
+        funding: z.ZodNumber;
+        netCashflowWithFunding: z.ZodNumber;
+        undeterminedQuantityByAsset: z.ZodRecord<z.ZodString, z.ZodNumber>;
+        periodStart: z.ZodString;
+        periodEnd: z.ZodString;
+    }, z.core.$strip>>;
+    oneWeek: z.ZodArray<z.ZodObject<{
+        grossPnl: z.ZodNumber;
+        tradeFees: z.ZodNumber;
+        pearFees: z.ZodNumber;
+        netCashflow: z.ZodNumber;
+        funding: z.ZodNumber;
+        netCashflowWithFunding: z.ZodNumber;
+        undeterminedQuantityByAsset: z.ZodRecord<z.ZodString, z.ZodNumber>;
+        periodStart: z.ZodString;
+        periodEnd: z.ZodString;
+    }, z.core.$strip>>;
+    oneMonth: z.ZodArray<z.ZodObject<{
+        grossPnl: z.ZodNumber;
+        tradeFees: z.ZodNumber;
+        pearFees: z.ZodNumber;
+        netCashflow: z.ZodNumber;
+        funding: z.ZodNumber;
+        netCashflowWithFunding: z.ZodNumber;
+        undeterminedQuantityByAsset: z.ZodRecord<z.ZodString, z.ZodNumber>;
+        periodStart: z.ZodString;
+        periodEnd: z.ZodString;
+    }, z.core.$strip>>;
+    oneYear: z.ZodArray<z.ZodObject<{
+        grossPnl: z.ZodNumber;
+        tradeFees: z.ZodNumber;
+        pearFees: z.ZodNumber;
+        netCashflow: z.ZodNumber;
+        funding: z.ZodNumber;
+        netCashflowWithFunding: z.ZodNumber;
+        undeterminedQuantityByAsset: z.ZodRecord<z.ZodString, z.ZodNumber>;
+        periodStart: z.ZodString;
+        periodEnd: z.ZodString;
+    }, z.core.$strip>>;
+    all: z.ZodArray<z.ZodObject<{
+        grossPnl: z.ZodNumber;
+        tradeFees: z.ZodNumber;
+        pearFees: z.ZodNumber;
+        netCashflow: z.ZodNumber;
+        funding: z.ZodNumber;
+        netCashflowWithFunding: z.ZodNumber;
+        undeterminedQuantityByAsset: z.ZodRecord<z.ZodString, z.ZodNumber>;
+        periodStart: z.ZodString;
+        periodEnd: z.ZodString;
+    }, z.core.$strip>>;
 }, z.core.$strip>;
-export type PortfolioMetricVariant = z.output<typeof PortfolioMetricVariant>;
-export declare const PortfolioIntervalBucket: z.ZodObject<{
+export type PortfolioCashflowIntervals = z.output<typeof PortfolioCashflowIntervals>;
+export declare const PortfolioVolumeAmounts: z.ZodObject<{
+    total: z.ZodNumber;
+}, z.core.$strip>;
+export type PortfolioVolumeAmounts = z.output<typeof PortfolioVolumeAmounts>;
+export declare const PortfolioVolumeSeriesPoint: z.ZodObject<{
     periodStart: z.ZodString;
     periodEnd: z.ZodString;
     volume: z.ZodNumber;
-    openInterest: z.ZodNumber;
-    winningTradesCount: z.ZodNumber;
-    winningTradesUsd: z.ZodNumber;
-    losingTradesCount: z.ZodNumber;
-    losingTradesUsd: z.ZodNumber;
 }, z.core.$strip>;
-export type PortfolioIntervalBucket = z.output<typeof PortfolioIntervalBucket>;
-export declare const PortfolioIntervals: z.ZodObject<{
+export type PortfolioVolumeSeriesPoint = z.output<typeof PortfolioVolumeSeriesPoint>;
+export declare const PortfolioVolumeIntervals: z.ZodObject<{
     oneDay: z.ZodArray<z.ZodObject<{
         periodStart: z.ZodString;
         periodEnd: z.ZodString;
         volume: z.ZodNumber;
-        openInterest: z.ZodNumber;
-        winningTradesCount: z.ZodNumber;
-        winningTradesUsd: z.ZodNumber;
-        losingTradesCount: z.ZodNumber;
-        losingTradesUsd: z.ZodNumber;
     }, z.core.$strip>>;
     oneWeek: z.ZodArray<z.ZodObject<{
         periodStart: z.ZodString;
         periodEnd: z.ZodString;
         volume: z.ZodNumber;
-        openInterest: z.ZodNumber;
-        winningTradesCount: z.ZodNumber;
-        winningTradesUsd: z.ZodNumber;
-        losingTradesCount: z.ZodNumber;
-        losingTradesUsd: z.ZodNumber;
     }, z.core.$strip>>;
     oneMonth: z.ZodArray<z.ZodObject<{
         periodStart: z.ZodString;
         periodEnd: z.ZodString;
         volume: z.ZodNumber;
-        openInterest: z.ZodNumber;
-        winningTradesCount: z.ZodNumber;
-        winningTradesUsd: z.ZodNumber;
-        losingTradesCount: z.ZodNumber;
-        losingTradesUsd: z.ZodNumber;
     }, z.core.$strip>>;
     oneYear: z.ZodArray<z.ZodObject<{
         periodStart: z.ZodString;
         periodEnd: z.ZodString;
         volume: z.ZodNumber;
-        openInterest: z.ZodNumber;
-        winningTradesCount: z.ZodNumber;
-        winningTradesUsd: z.ZodNumber;
-        losingTradesCount: z.ZodNumber;
-        losingTradesUsd: z.ZodNumber;
     }, z.core.$strip>>;
     all: z.ZodArray<z.ZodObject<{
         periodStart: z.ZodString;
         periodEnd: z.ZodString;
         volume: z.ZodNumber;
-        openInterest: z.ZodNumber;
-        winningTradesCount: z.ZodNumber;
-        winningTradesUsd: z.ZodNumber;
-        losingTradesCount: z.ZodNumber;
-        losingTradesUsd: z.ZodNumber;
     }, z.core.$strip>>;
 }, z.core.$strip>;
-export type PortfolioIntervals = z.output<typeof PortfolioIntervals>;
-export declare const PortfolioOverall: z.ZodObject<{
-    totalWinningTradesCount: z.ZodNumber;
-    totalLosingTradesCount: z.ZodNumber;
-    totalWinningUsd: z.ZodNumber;
-    totalLosingUsd: z.ZodNumber;
-    currentOpenInterest: z.ZodNumber;
-    currentTotalVolume: z.ZodNumber;
-    unrealizedPnl: z.ZodNumber;
-    realizedPnl: z.ZodNumber;
-    totalFees: z.ZodNumber;
-    totalTrades: z.ZodNumber;
-}, z.core.$strip>;
-export type PortfolioOverall = z.output<typeof PortfolioOverall>;
-export declare const PortfolioMetrics: z.ZodObject<{
-    realizedOnly: z.ZodObject<{
-        pnlAbsolute: z.ZodNumber;
-        pnlPercent: z.ZodNullable<z.ZodNumber>;
-        hitRate: z.ZodNullable<z.ZodNumber>;
-        profitFactor: z.ZodNullable<z.ZodNumber>;
-        avgWinSize: z.ZodNullable<z.ZodNumber>;
-        avgLossSize: z.ZodNullable<z.ZodNumber>;
-        avgReturnPerWin: z.ZodNullable<z.ZodNumber>;
-        avgReturnPerLoss: z.ZodNullable<z.ZodNumber>;
-        maxDrawdown: z.ZodNullable<z.ZodNumber>;
-        sharpeRatio: z.ZodNullable<z.ZodNumber>;
-        sortinoRatio: z.ZodNullable<z.ZodNumber>;
-    }, z.core.$strip>;
-    realizedPlusUnrealized: z.ZodObject<{
-        pnlAbsolute: z.ZodNumber;
-        pnlPercent: z.ZodNullable<z.ZodNumber>;
-        hitRate: z.ZodNullable<z.ZodNumber>;
-        profitFactor: z.ZodNullable<z.ZodNumber>;
-        avgWinSize: z.ZodNullable<z.ZodNumber>;
-        avgLossSize: z.ZodNullable<z.ZodNumber>;
-        avgReturnPerWin: z.ZodNullable<z.ZodNumber>;
-        avgReturnPerLoss: z.ZodNullable<z.ZodNumber>;
-        maxDrawdown: z.ZodNullable<z.ZodNumber>;
-        sharpeRatio: z.ZodNullable<z.ZodNumber>;
-        sortinoRatio: z.ZodNullable<z.ZodNumber>;
-    }, z.core.$strip>;
-    realizedHitRate: z.ZodNullable<z.ZodNumber>;
+export type PortfolioVolumeIntervals = z.output<typeof PortfolioVolumeIntervals>;
+export declare const PortfolioClosedPositionStats: z.ZodObject<{
+    totalPositions: z.ZodNumber;
+    wins: z.ZodNumber;
+    losses: z.ZodNumber;
+    hitRate: z.ZodNullable<z.ZodNumber>;
     profitFactor: z.ZodNullable<z.ZodNumber>;
     avgWinSize: z.ZodNullable<z.ZodNumber>;
     avgLossSize: z.ZodNullable<z.ZodNumber>;
-    breakevenHitRate: z.ZodNullable<z.ZodNumber>;
-    cushion: z.ZodNullable<z.ZodNumber>;
-}, z.core.$strip>;
-export type PortfolioMetrics = z.output<typeof PortfolioMetrics>;
-export declare const PortfolioAssetAnalytics: z.ZodObject<{
-    asset: z.ZodString;
-    realizedOnly: z.ZodObject<{
-        pnlAbsolute: z.ZodNumber;
-        pnlPercent: z.ZodNullable<z.ZodNumber>;
-        hitRate: z.ZodNullable<z.ZodNumber>;
-        profitFactor: z.ZodNullable<z.ZodNumber>;
-        avgWinSize: z.ZodNullable<z.ZodNumber>;
-        avgLossSize: z.ZodNullable<z.ZodNumber>;
-        avgReturnPerWin: z.ZodNullable<z.ZodNumber>;
-        avgReturnPerLoss: z.ZodNullable<z.ZodNumber>;
-        maxDrawdown: z.ZodNullable<z.ZodNumber>;
-        sharpeRatio: z.ZodNullable<z.ZodNumber>;
-        sortinoRatio: z.ZodNullable<z.ZodNumber>;
-    }, z.core.$strip>;
-    realizedPlusUnrealized: z.ZodObject<{
-        pnlAbsolute: z.ZodNumber;
-        pnlPercent: z.ZodNullable<z.ZodNumber>;
-        hitRate: z.ZodNullable<z.ZodNumber>;
-        profitFactor: z.ZodNullable<z.ZodNumber>;
-        avgWinSize: z.ZodNullable<z.ZodNumber>;
-        avgLossSize: z.ZodNullable<z.ZodNumber>;
-        avgReturnPerWin: z.ZodNullable<z.ZodNumber>;
-        avgReturnPerLoss: z.ZodNullable<z.ZodNumber>;
-        maxDrawdown: z.ZodNullable<z.ZodNumber>;
-        sharpeRatio: z.ZodNullable<z.ZodNumber>;
-        sortinoRatio: z.ZodNullable<z.ZodNumber>;
-    }, z.core.$strip>;
-    unrealizedReturnPerDay: z.ZodNullable<z.ZodNumber>;
+    netPnl: z.ZodNumber;
+    positionPnls: z.ZodArray<z.ZodNumber>;
+    positionReturns: z.ZodArray<z.ZodNumber>;
 }, z.core.$strip>;
-export type PortfolioAssetAnalytics = z.output<typeof PortfolioAssetAnalytics>;
+export type PortfolioClosedPositionStats = z.output<typeof PortfolioClosedPositionStats>;
 export declare const PortfolioPairBreakdown: z.ZodObject<{
     key: z.ZodString;
     longAssets: z.ZodArray<z.ZodString>;
     shortAssets: z.ZodArray<z.ZodString>;
-    trades: z.ZodNumber;
+    positions: z.ZodNumber;
     wins: z.ZodNumber;
     losses: z.ZodNumber;
     hitRate: z.ZodNullable<z.ZodNumber>;
-    avgWinSize: z.ZodNullable<z.ZodNumber>;
-    avgLossSize: z.ZodNullable<z.ZodNumber>;
-    expectancy: z.ZodNullable<z.ZodNumber>;
-    totalPnl: z.ZodNumber;
+    profitFactor: z.ZodNullable<z.ZodNumber>;
+    expectancy: z.ZodNumber;
+    grossPnl: z.ZodNumber;
+    tradeFees: z.ZodNumber;
+    pearFees: z.ZodNumber;
+    netPnl: z.ZodNumber;
     bookPercent: z.ZodNullable<z.ZodNumber>;
 }, z.core.$strip>;
 export type PortfolioPairBreakdown = z.output<typeof PortfolioPairBreakdown>;
-export declare const PortfolioSeriesPoint: z.ZodObject<{
-    date: z.ZodString;
-    trades: z.ZodNumber;
-    wins: z.ZodNumber;
-    losses: z.ZodNumber;
-    dayPnl: z.ZodNumber;
-    dayVolume: z.ZodNumber;
-    dayFunding: z.ZodNumber;
-    dayNetPnl: z.ZodNumber;
-    hitRate: z.ZodNullable<z.ZodNumber>;
-    winLossRatio: z.ZodNullable<z.ZodNumber>;
-    rollingHitRate: z.ZodNullable<z.ZodNumber>;
-    rollingWinLossRatio: z.ZodNullable<z.ZodNumber>;
-    dailyReturn: z.ZodNullable<z.ZodNumber>;
-    cumulativeReturn: z.ZodNumber;
-    equity: z.ZodNumber;
-    drawdown: z.ZodNumber;
-    rollingSharpe: z.ZodNullable<z.ZodNumber>;
-    rollingSortino: z.ZodNullable<z.ZodNumber>;
-    rollingVolatility: z.ZodNullable<z.ZodNumber>;
+export declare const PortfolioOpenSnapshot: z.ZodObject<{
+    openInterest: z.ZodNumber;
+    unrealizedPnl: z.ZodNumber;
 }, z.core.$strip>;
-export type PortfolioSeriesPoint = z.output<typeof PortfolioSeriesPoint>;
+export type PortfolioOpenSnapshot = z.output<typeof PortfolioOpenSnapshot>;
 export declare const PortfolioAnalyticsConfig: z.ZodObject<{
-    rollingWindowDays: z.ZodNumber;
     startDate: z.ZodString;
     endDate: z.ZodString;
-    fundingSynced: z.ZodBoolean;
 }, z.core.$strip>;
 export type PortfolioAnalyticsConfig = z.output<typeof PortfolioAnalyticsConfig>;

package/dist/portfolio/entities.js

@@ -1,109 +1,77 @@
 import { z } from 'zod';
 
 const NullableNumber = z.number().nullable();
-const PortfolioMetricVariant = z.object({
-  pnlAbsolute: z.number(),
-  pnlPercent: NullableNumber,
-  hitRate: NullableNumber,
-  profitFactor: NullableNumber,
-  avgWinSize: NullableNumber,
-  avgLossSize: NullableNumber,
-  avgReturnPerWin: NullableNumber,
-  avgReturnPerLoss: NullableNumber,
-  maxDrawdown: NullableNumber,
-  sharpeRatio: NullableNumber,
-  sortinoRatio: NullableNumber
+const PortfolioCashflowAmounts = z.object({
+  grossPnl: z.number(),
+  tradeFees: z.number(),
+  pearFees: z.number(),
+  netCashflow: z.number(),
+  funding: z.number(),
+  netCashflowWithFunding: z.number(),
+  undeterminedQuantityByAsset: z.record(z.string(), z.number())
 });
-const PortfolioIntervalBucket = z.object({
+const PortfolioCashflowSeriesPoint = PortfolioCashflowAmounts.extend({
   periodStart: z.string(),
-  periodEnd: z.string(),
-  volume: z.number(),
-  openInterest: z.number(),
-  winningTradesCount: z.number(),
-  winningTradesUsd: z.number(),
-  losingTradesCount: z.number(),
-  losingTradesUsd: z.number()
+  periodEnd: z.string()
 });
-const PortfolioIntervals = z.object({
-  oneDay: z.array(PortfolioIntervalBucket),
-  oneWeek: z.array(PortfolioIntervalBucket),
-  oneMonth: z.array(PortfolioIntervalBucket),
-  oneYear: z.array(PortfolioIntervalBucket),
-  all: z.array(PortfolioIntervalBucket)
+const PortfolioCashflowIntervals = z.object({
+  oneDay: z.array(PortfolioCashflowSeriesPoint),
+  oneWeek: z.array(PortfolioCashflowSeriesPoint),
+  oneMonth: z.array(PortfolioCashflowSeriesPoint),
+  oneYear: z.array(PortfolioCashflowSeriesPoint),
+  all: z.array(PortfolioCashflowSeriesPoint)
 });
-const PortfolioOverall = z.object({
-  totalWinningTradesCount: z.number(),
-  totalLosingTradesCount: z.number(),
-  totalWinningUsd: z.number(),
-  totalLosingUsd: z.number(),
-  currentOpenInterest: z.number(),
-  currentTotalVolume: z.number(),
-  unrealizedPnl: z.number(),
-  realizedPnl: z.number(),
-  totalFees: z.number(),
-  totalTrades: z.number()
+const PortfolioVolumeAmounts = z.object({
+  total: z.number()
 });
-const PortfolioMetrics = z.object({
-  realizedOnly: PortfolioMetricVariant,
-  realizedPlusUnrealized: PortfolioMetricVariant,
-  realizedHitRate: NullableNumber,
+const PortfolioVolumeSeriesPoint = z.object({
+  periodStart: z.string(),
+  periodEnd: z.string(),
+  volume: z.number()
+});
+const PortfolioVolumeIntervals = z.object({
+  oneDay: z.array(PortfolioVolumeSeriesPoint),
+  oneWeek: z.array(PortfolioVolumeSeriesPoint),
+  oneMonth: z.array(PortfolioVolumeSeriesPoint),
+  oneYear: z.array(PortfolioVolumeSeriesPoint),
+  all: z.array(PortfolioVolumeSeriesPoint)
+});
+const PortfolioClosedPositionStats = z.object({
+  totalPositions: z.number(),
+  wins: z.number(),
+  losses: z.number(),
+  hitRate: NullableNumber,
   profitFactor: NullableNumber,
   avgWinSize: NullableNumber,
   avgLossSize: NullableNumber,
-  breakevenHitRate: NullableNumber,
-  cushion: NullableNumber
-});
-const PortfolioAssetAnalytics = z.object({
-  asset: z.string(),
-  realizedOnly: PortfolioMetricVariant,
-  realizedPlusUnrealized: PortfolioMetricVariant,
-  unrealizedReturnPerDay: NullableNumber
+  netPnl: z.number(),
+  positionPnls: z.array(z.number()),
+  positionReturns: z.array(z.number())
 });
 const PortfolioPairBreakdown = z.object({
   key: z.string(),
   longAssets: z.array(z.string()),
   shortAssets: z.array(z.string()),
-  trades: z.number(),
+  positions: z.number(),
   wins: z.number(),
   losses: z.number(),
   hitRate: NullableNumber,
-  avgWinSize: NullableNumber,
-  avgLossSize: NullableNumber,
-  expectancy: NullableNumber,
-  totalPnl: z.number(),
+  profitFactor: NullableNumber,
+  expectancy: z.number(),
+  grossPnl: z.number(),
+  tradeFees: z.number(),
+  pearFees: z.number(),
+  netPnl: z.number(),
+  // Signed share of closed-position net PnL; null when the closed book is zero.
   bookPercent: NullableNumber
 });
-const PortfolioSeriesPoint = z.object({
-  date: z.string(),
-  trades: z.number(),
-  wins: z.number(),
-  losses: z.number(),
-  dayPnl: z.number(),
-  // Fill notional traded that UTC day; honours the query's `source` filter.
-  dayVolume: z.number(),
-  // Account-level funding accrued that UTC day (signed; negative when the trader paid).
-  dayFunding: z.number(),
-  // dayPnl plus dayFunding — the figure that reconciles with the trader's exchange statement.
-  dayNetPnl: z.number(),
-  hitRate: NullableNumber,
-  winLossRatio: NullableNumber,
-  rollingHitRate: NullableNumber,
-  rollingWinLossRatio: NullableNumber,
-  dailyReturn: NullableNumber,
-  cumulativeReturn: z.number(),
-  equity: z.number(),
-  drawdown: z.number(),
-  rollingSharpe: NullableNumber,
-  rollingSortino: NullableNumber,
-  rollingVolatility: NullableNumber
+const PortfolioOpenSnapshot = z.object({
+  openInterest: z.number(),
+  unrealizedPnl: z.number()
 });
 const PortfolioAnalyticsConfig = z.object({
-  rollingWindowDays: z.number(),
   startDate: z.string(),
-  endDate: z.string(),
-  // Whether funding history has ever reached the backend for this account. When false, every
-  // `dayFunding` is unknown rather than zero. Carries no claim about how recent the sync was.
-  fundingSynced: z.boolean()
+  endDate: z.string()
 });
 
-export { NullableNumber, PortfolioAnalyticsConfig, PortfolioAssetAnalytics, PortfolioIntervalBucket, PortfolioIntervals, PortfolioMetricVariant, PortfolioMetrics, PortfolioOverall, PortfolioPairBreakdown, PortfolioSeriesPoint };
+export { NullableNumber, PortfolioAnalyticsConfig, PortfolioCashflowAmounts, PortfolioCashflowIntervals, PortfolioCashflowSeriesPoint, PortfolioClosedPositionStats, PortfolioOpenSnapshot, PortfolioPairBreakdown, PortfolioVolumeAmounts, PortfolioVolumeIntervals, PortfolioVolumeSeriesPoint };

package/dist/portfolio/queries.d.ts

@@ -32,7 +32,6 @@ export declare const PortfolioAnalyticsQuery: z.ZodObject<{
         "1m": "1m";
         "1y": "1y";
     }>>;
-    rollingWindowDays: z.ZodOptional<z.ZodCoercedNumber<unknown>>;
     includeSeries: z.ZodOptional<z.ZodUnion<readonly [z.ZodBoolean, z.ZodPipe<z.ZodEnum<{
         false: "false";
         true: "true";

package/dist/portfolio/queries.js

@@ -5,8 +5,8 @@ const PortfolioSource = z.enum([
   "pear"
 ]);
 const PortfolioQuery = z.object({
-  startDate: z.string().optional(),
-  endDate: z.string().optional(),
+  startDate: z.string().optional().describe("Inclusive portfolio range start."),
+  endDate: z.string().optional().describe("Exclusive portfolio range end."),
   // "pear" excludes external imported fills from volume calculations.
   source: PortfolioSource.optional().default("all")
 });
@@ -18,10 +18,9 @@ const PortfolioAnalyticsInterval = z.enum([
   "all"
 ]);
 const PortfolioAnalyticsQuery = z.object({
-  startDate: z.string().optional(),
-  endDate: z.string().optional(),
+  startDate: z.string().optional().describe("Inclusive analytics range start."),
+  endDate: z.string().optional().describe("Exclusive analytics range end."),
   interval: PortfolioAnalyticsInterval.optional(),
-  rollingWindowDays: z.coerce.number().int().optional(),
   includeSeries: z.union([
     z.boolean(),
     z.enum([