@quantbrasil/cli 0.1.0-beta.10 → 0.1.0-beta.12

package/dist/vendor/core/capabilities/cointegration.js

@@ -0,0 +1,63 @@
+import { publicRuntimeVisibility, standardOutputModes } from "./shared.js";
+export const cointegrationCapabilities = [
+    {
+        id: "cointegration.pair",
+        kind: "read",
+        visibility: publicRuntimeVisibility,
+        description: "Calcula cointegração para análise de Long & Short entre dois ativos: z-score, beta, p-valor, meia-vida e intervalos de confiança.",
+        http: {
+            method: "POST",
+            path: "/api/desk/tools/cointegration/pair",
+            inputMode: "json_body",
+            schemas: {
+                request: "CointegrationPairRequest",
+                response: "CointegrationPairResponse",
+            },
+        },
+        cli: {
+            group: "cointegration",
+            command: "pair",
+            summary: "Calcula cointegração para análise de Long & Short.",
+            positional: [
+                {
+                    kind: "positional",
+                    name: "base_asset",
+                    type: "string",
+                    required: true,
+                    placeholder: "TICKER",
+                    description: "Ticker do ativo base, por exemplo PETR4.",
+                },
+                {
+                    kind: "positional",
+                    name: "comparison_asset",
+                    type: "string",
+                    required: true,
+                    placeholder: "TICKER",
+                    description: "Ticker do ativo de comparação, por exemplo VALE3.",
+                },
+            ],
+            options: [
+                {
+                    kind: "option",
+                    flag: "--window",
+                    name: "window",
+                    type: "integer",
+                    required: false,
+                    placeholder: "N",
+                    defaultValue: 250,
+                    description: "Janela de candles para a regressão. Padrão 250 dias úteis.",
+                },
+            ],
+            examples: [
+                "quantbrasil cointegration pair PETR4 VALE3",
+                "quantbrasil cointegration pair PETR4 VALE3 --window 120",
+                "quantbrasil cointegration pair PETR4 VALE3 --json",
+            ],
+        },
+        tool: {
+            name: "qb_cointegration_pair",
+            title: "Calcular cointegração para Long & Short",
+        },
+        outputModes: standardOutputModes,
+    },
+];

package/dist/vendor/core/capabilities/index.d.ts

@@ -5,5 +5,6 @@ export * from "./assets.js";
 export * from "./rankings.js";
 export * from "./screening.js";
 export * from "./portfolios.js";
+export * from "./cointegration.js";
 export * from "./registry.js";
 //# sourceMappingURL=index.d.ts.map

package/dist/vendor/core/capabilities/index.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/capabilities/index.ts"],"names":[],"mappings":"AAAA,cAAc,YAAY,CAAC;AAC3B,cAAc,aAAa,CAAC;AAC5B,cAAc,aAAa,CAAC;AAC5B,cAAc,aAAa,CAAC;AAC5B,cAAc,eAAe,CAAC;AAC9B,cAAc,gBAAgB,CAAC;AAC/B,cAAc,iBAAiB,CAAC;AAChC,cAAc,eAAe,CAAC"}
+{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/capabilities/index.ts"],"names":[],"mappings":"AAAA,cAAc,YAAY,CAAC;AAC3B,cAAc,aAAa,CAAC;AAC5B,cAAc,aAAa,CAAC;AAC5B,cAAc,aAAa,CAAC;AAC5B,cAAc,eAAe,CAAC;AAC9B,cAAc,gBAAgB,CAAC;AAC/B,cAAc,iBAAiB,CAAC;AAChC,cAAc,oBAAoB,CAAC;AACnC,cAAc,eAAe,CAAC"}

package/dist/vendor/core/capabilities/index.js

@@ -5,4 +5,5 @@ export * from "./assets.js";
 export * from "./rankings.js";
 export * from "./screening.js";
 export * from "./portfolios.js";
+export * from "./cointegration.js";
 export * from "./registry.js";

package/dist/vendor/core/capabilities/rankings.d.ts

@@ -1,3 +1,6 @@
+export declare const rankingReturnRebalanceValues: readonly ["weekly", "monthly", "bimonthly", "quarterly", "semiannually", "annually"];
+export declare const rankingReturnWeightingValues: readonly ["equal"];
+export declare const rankingReturnIndexFilterValues: readonly ["NONE", "IBOV", "IBX100", "SMLL"];
 export declare const rankingsCapabilities: readonly [{
     readonly id: "rankings.list";
     readonly kind: "read";
@@ -52,7 +55,7 @@ export declare const rankingsCapabilities: readonly [{
             readonly required: false;
             readonly placeholder: "SLUG";
             readonly exclusiveGroup: "ranking_selector";
-            readonly description: "Slug de ranking do sistema retornado por `rankings list`, por exemplo momentum-90d.";
+            readonly description: "Slug de ranking do sistema retornado por `rankings list`, por exemplo momentum-90d ou low-risk.";
         }, {
             readonly kind: "option";
             readonly flag: "--id";
@@ -72,12 +75,101 @@ export declare const rankingsCapabilities: readonly [{
             readonly defaultValue: 20;
             readonly description: "Número de ativos do topo do ranking a retornar.";
         }];
-        readonly examples: readonly ["quantbrasil rankings current --system momentum-90d --top 20", "quantbrasil rankings current --system magic-formula --top 10", "quantbrasil rankings current --id 123 --top 20"];
+        readonly examples: readonly ["quantbrasil rankings current --system momentum-90d --top 20", "quantbrasil rankings current --system magic-formula --top 10", "quantbrasil rankings current --system low-risk --top 30", "quantbrasil rankings current --id 123 --top 20"];
     };
     readonly tool: {
         readonly name: "qb_rankings_current";
         readonly title: "Consultar ranking atual";
     };
     readonly outputModes: readonly ["json", "human"];
+}, {
+    readonly id: "rankings.return";
+    readonly kind: "read";
+    readonly visibility: readonly ["cli", "opencode"];
+    readonly description: "Calcula o retorno histórico de uma estratégia baseada em ranking do sistema.";
+    readonly http: {
+        readonly method: "POST";
+        readonly path: "/api/desk/tools/rankings/return";
+        readonly inputMode: "json_body";
+        readonly schemas: {
+            readonly request: "RankingReturnRequest";
+            readonly response: "RankingReturnResponse";
+        };
+    };
+    readonly cli: {
+        readonly group: "rankings";
+        readonly command: "return";
+        readonly summary: "Calcula o retorno histórico de um ranking do sistema.";
+        readonly positional: readonly [];
+        readonly options: readonly [{
+            readonly kind: "option";
+            readonly flag: "--system";
+            readonly name: "system_id";
+            readonly type: "string";
+            readonly required: true;
+            readonly placeholder: "SLUG";
+            readonly description: "Slug de ranking do sistema com histórico de rebalanceamento, por exemplo magic-formula ou momentum-90d.";
+        }, {
+            readonly kind: "option";
+            readonly flag: "--from";
+            readonly name: "start_date";
+            readonly type: "string";
+            readonly required: true;
+            readonly placeholder: "AAAA-MM-DD";
+            readonly description: "Data inicial em ISO 8601.";
+        }, {
+            readonly kind: "option";
+            readonly flag: "--to";
+            readonly name: "end_date";
+            readonly type: "string";
+            readonly required: true;
+            readonly placeholder: "AAAA-MM-DD";
+            readonly description: "Data final em ISO 8601.";
+        }, {
+            readonly kind: "option";
+            readonly flag: "--top";
+            readonly name: "top_n";
+            readonly type: "integer";
+            readonly required: false;
+            readonly placeholder: "N";
+            readonly defaultValue: 20;
+            readonly description: "Número de ativos no ranking a cada rebalanceamento.";
+        }, {
+            readonly kind: "option";
+            readonly flag: "--rebalance";
+            readonly name: "rebalance_frequency";
+            readonly type: "enum";
+            readonly required: true;
+            readonly placeholder: "weekly|monthly|bimonthly|quarterly|semiannually|annually";
+            readonly enumValues: readonly ["weekly", "monthly", "bimonthly", "quarterly", "semiannually", "annually"];
+            readonly description: "Frequência de rebalanceamento da estratégia.";
+        }, {
+            readonly kind: "option";
+            readonly flag: "--weight";
+            readonly name: "weighting_method";
+            readonly type: "enum";
+            readonly required: false;
+            readonly placeholder: "equal";
+            readonly defaultValue: "equal";
+            readonly enumValues: readonly ["equal"];
+            readonly description: "Método de ponderação dos ativos.";
+        }, {
+            readonly kind: "option";
+            readonly flag: "--index-filter";
+            readonly name: "index_filter";
+            readonly type: "enum";
+            readonly required: false;
+            readonly placeholder: "NONE|IBOV|IBX100|SMLL";
+            readonly defaultValue: "NONE";
+            readonly enumValues: readonly ["NONE", "IBOV", "IBX100", "SMLL"];
+            readonly description: "Filtro de índice aplicado ao universo do ranking.";
+        }];
+        readonly examples: readonly ["quantbrasil rankings return --system magic-formula --from 2024-01-18 --to 2026-05-25 --top 20 --rebalance quarterly", "quantbrasil rankings return --system momentum-90d --from 2024-01-01 --to 2026-01-01 --top 10 --rebalance monthly --json"];
+    };
+    readonly tool: {
+        readonly name: "qb_rankings_return";
+        readonly title: "Calcular retorno de ranking";
+    };
+    readonly outputModes: readonly ["json", "human"];
 }];
 //# sourceMappingURL=rankings.d.ts.map

package/dist/vendor/core/capabilities/rankings.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"rankings.d.ts","sourceRoot":"","sources":["../../src/capabilities/rankings.ts"],"names":[],"mappings":"AAKA,eAAO,MAAM,oBAAoB;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;EAgGmB,CAAC"}
+{"version":3,"file":"rankings.d.ts","sourceRoot":"","sources":["../../src/capabilities/rankings.ts"],"names":[],"mappings":"AAIA,eAAO,MAAM,4BAA4B,sFAO/B,CAAC;AACX,eAAO,MAAM,4BAA4B,oBAAqB,CAAC;AAC/D,eAAO,MAAM,8BAA8B,6CAKjC,CAAC;AAEX,eAAO,MAAM,oBAAoB;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;EAyMmB,CAAC"}

package/dist/vendor/core/capabilities/rankings.js

@@ -1,5 +1,20 @@
 import { publicRuntimeVisibility, standardOutputModes } from "./shared.js";
 const rankingSelectorExclusiveGroup = "ranking_selector";
+export const rankingReturnRebalanceValues = [
+    "weekly",
+    "monthly",
+    "bimonthly",
+    "quarterly",
+    "semiannually",
+    "annually",
+];
+export const rankingReturnWeightingValues = ["equal"];
+export const rankingReturnIndexFilterValues = [
+    "NONE",
+    "IBOV",
+    "IBX100",
+    "SMLL",
+];
 export const rankingsCapabilities = [
     {
         id: "rankings.list",
@@ -57,7 +72,7 @@ export const rankingsCapabilities = [
                     required: false,
                     placeholder: "SLUG",
                     exclusiveGroup: rankingSelectorExclusiveGroup,
-                    description: "Slug de ranking do sistema retornado por `rankings list`, por exemplo momentum-90d.",
+                    description: "Slug de ranking do sistema retornado por `rankings list`, por exemplo momentum-90d ou low-risk.",
                 },
                 {
                     kind: "option",
@@ -83,6 +98,7 @@ export const rankingsCapabilities = [
             examples: [
                 "quantbrasil rankings current --system momentum-90d --top 20",
                 "quantbrasil rankings current --system magic-formula --top 10",
+                "quantbrasil rankings current --system low-risk --top 30",
                 "quantbrasil rankings current --id 123 --top 20",
             ],
         },
@@ -92,4 +108,105 @@ export const rankingsCapabilities = [
         },
         outputModes: standardOutputModes,
     },
+    {
+        id: "rankings.return",
+        kind: "read",
+        visibility: publicRuntimeVisibility,
+        description: "Calcula o retorno histórico de uma estratégia baseada em ranking do sistema.",
+        http: {
+            method: "POST",
+            path: "/api/desk/tools/rankings/return",
+            inputMode: "json_body",
+            schemas: {
+                request: "RankingReturnRequest",
+                response: "RankingReturnResponse",
+            },
+        },
+        cli: {
+            group: "rankings",
+            command: "return",
+            summary: "Calcula o retorno histórico de um ranking do sistema.",
+            positional: [],
+            options: [
+                {
+                    kind: "option",
+                    flag: "--system",
+                    name: "system_id",
+                    type: "string",
+                    required: true,
+                    placeholder: "SLUG",
+                    description: "Slug de ranking do sistema com histórico de rebalanceamento, por exemplo magic-formula ou momentum-90d.",
+                },
+                {
+                    kind: "option",
+                    flag: "--from",
+                    name: "start_date",
+                    type: "string",
+                    required: true,
+                    placeholder: "AAAA-MM-DD",
+                    description: "Data inicial em ISO 8601.",
+                },
+                {
+                    kind: "option",
+                    flag: "--to",
+                    name: "end_date",
+                    type: "string",
+                    required: true,
+                    placeholder: "AAAA-MM-DD",
+                    description: "Data final em ISO 8601.",
+                },
+                {
+                    kind: "option",
+                    flag: "--top",
+                    name: "top_n",
+                    type: "integer",
+                    required: false,
+                    placeholder: "N",
+                    defaultValue: 20,
+                    description: "Número de ativos no ranking a cada rebalanceamento.",
+                },
+                {
+                    kind: "option",
+                    flag: "--rebalance",
+                    name: "rebalance_frequency",
+                    type: "enum",
+                    required: true,
+                    placeholder: "weekly|monthly|bimonthly|quarterly|semiannually|annually",
+                    enumValues: rankingReturnRebalanceValues,
+                    description: "Frequência de rebalanceamento da estratégia.",
+                },
+                {
+                    kind: "option",
+                    flag: "--weight",
+                    name: "weighting_method",
+                    type: "enum",
+                    required: false,
+                    placeholder: "equal",
+                    defaultValue: "equal",
+                    enumValues: rankingReturnWeightingValues,
+                    description: "Método de ponderação dos ativos.",
+                },
+                {
+                    kind: "option",
+                    flag: "--index-filter",
+                    name: "index_filter",
+                    type: "enum",
+                    required: false,
+                    placeholder: "NONE|IBOV|IBX100|SMLL",
+                    defaultValue: "NONE",
+                    enumValues: rankingReturnIndexFilterValues,
+                    description: "Filtro de índice aplicado ao universo do ranking.",
+                },
+            ],
+            examples: [
+                "quantbrasil rankings return --system magic-formula --from 2024-01-18 --to 2026-05-25 --top 20 --rebalance quarterly",
+                "quantbrasil rankings return --system momentum-90d --from 2024-01-01 --to 2026-01-01 --top 10 --rebalance monthly --json",
+            ],
+        },
+        tool: {
+            name: "qb_rankings_return",
+            title: "Calcular retorno de ranking",
+        },
+        outputModes: standardOutputModes,
+    },
 ];