@quantbrasil/cli 0.1.0-beta.1 → 0.1.0-beta.3

package/dist/cli/index.d.ts.map

@@ -1 +1 @@
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package/dist/cli/index.js

@@ -1,3 +1,4 @@
+import { createRequire } from "node:module";
 import { Command } from "commander";
 import { registerAnalyticsCommands, } from "../commands/analytics.js";
 import { registerAssetsCommands, } from "../commands/assets.js";
@@ -10,6 +11,9 @@ import { registerSkillsCommands, runSkillsInstallCommand, } from "../commands/sk
 import { registerStatusFlag, runStatusCommand, } from "../commands/status.js";
 import { buildCliErrorPayload, formatCliErrorMessage, normalizeCliError, shouldEmitJsonError, } from "./errors.js";
 import { styleErrorMessage } from "./terminal.js";
+const requirePackage = createRequire(import.meta.url);
+const cliPackageJson = requirePackage("../../package.json");
+const CLI_VERSION = cliPackageJson.version ?? "0.0.0";
 export function createCliProgram(options = {}) {
     const program = new Command();
     const authContext = {
@@ -54,7 +58,7 @@ export function createCliProgram(options = {}) {
     program
         .name("quantbrasil")
         .description("Public QuantBrasil CLI for deterministic operations")
-        .version("0.0.0")
+        .version(CLI_VERSION)
         .exitOverride()
         .showHelpAfterError()
         .showSuggestionAfterError();
@@ -82,6 +86,9 @@ export async function run(argv = process.argv, options = {}) {
         await program.parseAsync(argv);
     }
     catch (error) {
+        if (isCommanderDisplayExit(error)) {
+            return;
+        }
         const cliError = normalizeCliError(error);
         if (emitJsonError) {
             stderr.write(`${JSON.stringify(buildCliErrorPayload(cliError), null, 2)}\n`);
@@ -93,8 +100,12 @@ export async function run(argv = process.argv, options = {}) {
     }
 }
 function configureCommanderOutput(program, options) {
+    const stdout = options.io?.stdout ?? process.stdout;
     const stderr = options.stderr ?? process.stderr;
     program.configureOutput({
+        writeOut: chunk => {
+            stdout.write(chunk);
+        },
         writeErr: chunk => {
             if (!options.suppressCommanderErrors) {
                 stderr.write(chunk);
@@ -102,6 +113,15 @@ function configureCommanderOutput(program, options) {
         },
     });
 }
+function isCommanderDisplayExit(error) {
+    if (!(error instanceof Error) ||
+        !("code" in error) ||
+        typeof error.code !== "string") {
+        return false;
+    }
+    return (error.code === "commander.helpDisplayed" ||
+        error.code === "commander.version");
+}
 export { runBetaCommand, runHistoricalReturnCommand, runVarCommand, } from "../commands/analytics.js";
 export { runAuthLoginCommand, runAuthLogoutCommand } from "../commands/auth.js";
 export { runAssetOverviewCommand } from "../commands/assets.js";

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@quantbrasil/cli",
-  "version": "0.1.0-beta.1",
+  "version": "0.1.0-beta.3",
   "type": "module",
   "description": "Public QuantBrasil CLI for deterministic operations",
   "repository": {
@@ -40,9 +40,9 @@
     "eslint": "^9.15.0",
     "typescript": "^5.3.3",
     "vitest": "^3.2.4",
-    "@repo/eslint-config": "0.0.0",
+    "@repo/core": "0.0.0",
     "@repo/typescript-config": "0.0.0",
-    "@repo/core": "0.0.0"
+    "@repo/eslint-config": "0.0.0"
   },
   "scripts": {
     "build": "pnpm --filter @repo/core build && pnpm run clean && tsc && node scripts/vendor-core.mjs",

package/skills/quantbrasil/SKILL.md

@@ -1,14 +1,18 @@
 ---
 name: quantbrasil
-description: Use QuantBrasil CLI for deterministic market, asset, portfolio, and analytics workflows.
+description: Go-to QuantBrasil market and investing skill. Use for supported asset lookup, prices, asset analysis, saved portfolios, portfolio changes, and risk/return analytics through the QuantBrasil CLI.
 ---
 
 # QuantBrasil CLI
 
-Use this skill when user needs deterministic QuantBrasil data or analytics through CLI.
+Use this skill when the user asks for market or investing data/actions that QuantBrasil supports, including asset lookup, prices, asset analysis, saved portfolios, portfolio changes, and portfolio analytics.
 
 ## Routing
 
+- Use this skill even when the user does not say "QuantBrasil" if the request fits the supported market or investing surface.
+- For QuantBrasil-supported market, asset, portfolio, or analytics data, use the CLI before generic web or finance search.
+- Use `quantbrasil` when available on PATH.
+- If `quantbrasil` is not found, report that the CLI binary is not on PATH and ask the user to install it or fix PATH.
 - Check readiness first: `quantbrasil --status`
 - Inspect public surface when unsure: `quantbrasil capabilities --json`
 - Use narrow command first:
@@ -19,6 +23,8 @@ Use this skill when user needs deterministic QuantBrasil data or analytics throu
   - saved portfolio details: `quantbrasil portfolios get <id>`
   - portfolio analytics: `quantbrasil analytics historical-return|beta|var ...`
 - Use `--json` when output will be parsed by agent or script
+- Use generic web or finance search only if the CLI is unavailable, the requested data is outside the QuantBrasil-supported surface, or the user explicitly asks for an external source.
+- Do not inspect the local repo, package source, or `~/.config/quantbrasil/config.json` for normal data queries. Use CLI status/errors instead.
 
 ## References
 

package/skills/quantbrasil/references/cli.md

@@ -1,5 +1,7 @@
 # CLI Reference
 
+Examples assume the `quantbrasil` binary is available on `PATH`.
+
 ## Readiness and auth
 
 ```bash

package/skills/quantbrasil/references/errors.md

@@ -1,5 +1,15 @@
 # Error Handling
 
+## Binary not found
+
+If `quantbrasil` is not available on `PATH`, report that the CLI binary is not
+installed or not visible to the current shell.
+
+Do not inspect local repositories, package source, or credential files to work
+around a missing binary. The CLI owns auth lookup and backend selection.
+Do not silently fall back to generic web or finance search unless the user
+approves another source.
+
 ## Auth / readiness
 
 Check:

package/skills/quantbrasil/references/workflows.md

@@ -1,5 +1,14 @@
 # Workflows
 
+## Choose command from user intent
+
+- asset price, quote, or daily move → `market price`
+- supported assets, tickers, or market universe → `market assets`
+- asset performance, technicals, risk, fundamentals, or ranking → `assets overview`
+- saved portfolios, holdings, or portfolio names → `portfolios list` / `portfolios get`
+- portfolio return, beta, risk, VaR, or comparison → `analytics ...`
+- portfolio creation or holdings changes → `portfolios create|rename|add-assets|remove-assets`
+
 ## Find supported ticker, then get price
 
 Use this when user gives company theme, partial name, or market universe question.
@@ -26,6 +35,9 @@ Use absolute ISO dates.
 - need richer analysis for one asset → `assets overview`
 
 Do not jump to `assets overview` if price-only answer is enough.
+Do not use generic web or finance search for QuantBrasil-supported market data
+unless the CLI is unavailable, the requested data is outside the supported
+surface, or the user explicitly asks for an external source.
 
 ## Cost-aware `assets overview` section choice