@quantbrasil/cli 0.1.0-beta.13 → 0.1.0-beta.14

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

@@ -93,6 +93,58 @@ export declare const capabilityRegistry: readonly [{
         readonly title: "Get market price";
     };
     readonly outputModes: readonly ["json", "human"];
+}, {
+    readonly id: "news.asset";
+    readonly kind: "read";
+    readonly visibility: readonly ["cli", "opencode"];
+    readonly description: "Retorna notícias recentes de RSS que mencionam diretamente um ativo da QuantBrasil.";
+    readonly http: {
+        readonly method: "POST";
+        readonly path: "/api/desk/tools/news/asset";
+        readonly inputMode: "json_body";
+        readonly schemas: {
+            readonly request: "AssetNewsRequest";
+            readonly response: "AssetNewsResponse";
+        };
+    };
+    readonly cli: {
+        readonly group: "news";
+        readonly command: "asset";
+        readonly summary: "Busca notícias recentes para um ticker.";
+        readonly positional: readonly [{
+            readonly kind: "positional";
+            readonly name: "ticker";
+            readonly type: "string";
+            readonly required: true;
+            readonly placeholder: "TICKER";
+            readonly description: "Ticker do ativo, por exemplo PETR4 ou VALE3.";
+        }];
+        readonly options: readonly [{
+            readonly kind: "option";
+            readonly flag: "--window";
+            readonly name: "window_days";
+            readonly type: "integer";
+            readonly required: false;
+            readonly placeholder: "DIAS";
+            readonly defaultValue: 30;
+            readonly description: "Janela de busca em dias.";
+        }, {
+            readonly kind: "option";
+            readonly flag: "--limit";
+            readonly name: "limit";
+            readonly type: "integer";
+            readonly required: false;
+            readonly placeholder: "N";
+            readonly defaultValue: 20;
+            readonly description: "Número máximo de notícias retornadas.";
+        }];
+        readonly examples: readonly ["quantbrasil news asset PETR4", "quantbrasil news asset PETR4 --window 7 --limit 10", "quantbrasil news asset PETR4 --json"];
+    };
+    readonly tool: {
+        readonly name: "qb_news_asset";
+        readonly title: "Buscar notícias do ativo";
+    };
+    readonly outputModes: readonly ["json", "human"];
 }, {
     readonly id: "assets.overview";
     readonly kind: "read";
@@ -138,6 +190,176 @@ export declare const capabilityRegistry: readonly [{
         readonly title: "Get asset overview";
     };
     readonly outputModes: readonly ["json", "human"];
+}, {
+    readonly id: "backtests.strategies";
+    readonly kind: "read";
+    readonly visibility: readonly ["cli", "opencode"];
+    readonly description: "Lista estratégias de backtest disponíveis, com orientação de seleção, parâmetros e defaults.";
+    readonly http: {
+        readonly method: "GET";
+        readonly path: "/api/desk/tools/backtests/strategies";
+        readonly inputMode: "none";
+        readonly schemas: {
+            readonly request: null;
+            readonly response: "BacktestStrategiesResponse";
+        };
+    };
+    readonly cli: {
+        readonly group: "backtests";
+        readonly command: "strategies";
+        readonly summary: "Lista estratégias de backtest disponíveis.";
+        readonly positional: readonly [];
+        readonly options: readonly [];
+        readonly examples: readonly ["quantbrasil backtests strategies"];
+    };
+    readonly tool: {
+        readonly name: "qb_backtests_strategies";
+        readonly title: "List backtest strategies";
+    };
+    readonly outputModes: readonly ["json", "human"];
+}, {
+    readonly id: "backtests.info";
+    readonly kind: "read";
+    readonly visibility: readonly ["cli", "opencode"];
+    readonly description: "Mostra ajuda, orientação de seleção, parâmetros aceitos, defaults e dicas de uma estratégia de backtest.";
+    readonly http: {
+        readonly method: "POST";
+        readonly path: "/api/desk/tools/backtests/strategy";
+        readonly inputMode: "json_body";
+        readonly schemas: {
+            readonly request: "BacktestStrategyRequest";
+            readonly response: "BacktestStrategyResponse";
+        };
+    };
+    readonly cli: {
+        readonly group: "backtests";
+        readonly command: "info";
+        readonly summary: "Mostra detalhes de uma estratégia de backtest.";
+        readonly positional: readonly [{
+            readonly kind: "positional";
+            readonly name: "strategy_id";
+            readonly type: "string";
+            readonly required: true;
+            readonly placeholder: "ESTRATEGIA";
+            readonly description: "ID da estratégia retornado por `backtests strategies`.";
+        }];
+        readonly options: readonly [];
+        readonly examples: readonly ["quantbrasil backtests info ifr2"];
+    };
+    readonly tool: {
+        readonly name: "qb_backtests_info";
+        readonly title: "Get backtest strategy info";
+    };
+    readonly outputModes: readonly ["json", "human"];
+}, {
+    readonly id: "backtests.run";
+    readonly kind: "mutation";
+    readonly visibility: readonly ["cli", "opencode"];
+    readonly description: "Executa um backtest para uma estratégia e ativo.";
+    readonly http: {
+        readonly method: "POST";
+        readonly path: "/api/desk/tools/backtests/run";
+        readonly inputMode: "json_body";
+        readonly schemas: {
+            readonly request: "BacktestRunRequest";
+            readonly response: "BacktestRunResponse";
+        };
+    };
+    readonly cli: {
+        readonly group: "backtests";
+        readonly command: "run";
+        readonly summary: "Executa um backtest individual.";
+        readonly positional: readonly [{
+            readonly kind: "positional";
+            readonly name: "strategy_id";
+            readonly type: "string";
+            readonly required: true;
+            readonly placeholder: "ESTRATEGIA";
+            readonly description: "ID da estratégia, por exemplo ifr2.";
+        }, {
+            readonly kind: "positional";
+            readonly name: "ticker";
+            readonly type: "string";
+            readonly required: true;
+            readonly placeholder: "TICKER";
+            readonly description: "Ticker do ativo, por exemplo PETR4.";
+        }];
+        readonly options: readonly [{
+            readonly kind: "option";
+            readonly flag: "--timeframe";
+            readonly name: "timeframe_id";
+            readonly type: "enum";
+            readonly required: false;
+            readonly placeholder: "TIMEFRAME";
+            readonly enumValues: readonly ["M5", "M15", "M30", "H1", "H2", "H4", "D1", "W1"];
+            readonly description: "Timeframe do backtest.";
+        }, {
+            readonly kind: "option";
+            readonly flag: "--from";
+            readonly name: "start_date";
+            readonly type: "string";
+            readonly required: false;
+            readonly placeholder: "AAAA-MM-DD";
+            readonly description: "Data inicial em ISO.";
+        }, {
+            readonly kind: "option";
+            readonly flag: "--to";
+            readonly name: "end_date";
+            readonly type: "string";
+            readonly required: false;
+            readonly placeholder: "AAAA-MM-DD";
+            readonly description: "Data final em ISO.";
+        }, {
+            readonly kind: "option";
+            readonly flag: "--capital";
+            readonly name: "capital";
+            readonly type: "number";
+            readonly required: false;
+            readonly placeholder: "VALOR";
+            readonly description: "Capital inicial do backtest.";
+        }, {
+            readonly kind: "option";
+            readonly flag: "--max-risk";
+            readonly name: "max_risk";
+            readonly type: "number";
+            readonly required: false;
+            readonly placeholder: "VALOR";
+            readonly description: "Risco máximo do backtest.";
+        }, {
+            readonly kind: "option";
+            readonly flag: "--contracts";
+            readonly name: "num_contracts";
+            readonly type: "integer";
+            readonly required: false;
+            readonly placeholder: "N";
+            readonly defaultValue: 5;
+            readonly description: "Número de contratos para ativos que usam contratos.";
+        }, {
+            readonly kind: "option";
+            readonly flag: "--param";
+            readonly name: "parameters";
+            readonly type: "string_array";
+            readonly required: false;
+            readonly placeholder: "CHAVE=VALOR";
+            readonly multiple: true;
+            readonly collectionFormat: "repeatable";
+            readonly description: "Parâmetro da estratégia. Pode ser repetido, por exemplo --param rsi=30.";
+        }, {
+            readonly kind: "option";
+            readonly flag: "--params-json";
+            readonly name: "parameters_json";
+            readonly type: "string";
+            readonly required: false;
+            readonly placeholder: "JSON";
+            readonly description: "Objeto JSON com parâmetros da estratégia.";
+        }];
+        readonly examples: readonly ["quantbrasil backtests run ifr2 PETR4 --timeframe D1 --from 2025-01-01 --to 2026-01-01", "quantbrasil backtests run ifr2 PETR4 --timeframe D1 --param rsi=30 --param window=2 --json"];
+    };
+    readonly tool: {
+        readonly name: "qb_backtests_run";
+        readonly title: "Run backtest";
+    };
+    readonly outputModes: readonly ["json", "human"];
 }, {
     readonly id: "rankings.list";
     readonly kind: "read";
@@ -1252,6 +1474,228 @@ export declare function getCapabilityById(id: CapabilityId): {
         readonly title: "Get asset overview";
     };
     readonly outputModes: readonly ["json", "human"];
+} | {
+    readonly id: "news.asset";
+    readonly kind: "read";
+    readonly visibility: readonly ["cli", "opencode"];
+    readonly description: "Retorna notícias recentes de RSS que mencionam diretamente um ativo da QuantBrasil.";
+    readonly http: {
+        readonly method: "POST";
+        readonly path: "/api/desk/tools/news/asset";
+        readonly inputMode: "json_body";
+        readonly schemas: {
+            readonly request: "AssetNewsRequest";
+            readonly response: "AssetNewsResponse";
+        };
+    };
+    readonly cli: {
+        readonly group: "news";
+        readonly command: "asset";
+        readonly summary: "Busca notícias recentes para um ticker.";
+        readonly positional: readonly [{
+            readonly kind: "positional";
+            readonly name: "ticker";
+            readonly type: "string";
+            readonly required: true;
+            readonly placeholder: "TICKER";
+            readonly description: "Ticker do ativo, por exemplo PETR4 ou VALE3.";
+        }];
+        readonly options: readonly [{
+            readonly kind: "option";
+            readonly flag: "--window";
+            readonly name: "window_days";
+            readonly type: "integer";
+            readonly required: false;
+            readonly placeholder: "DIAS";
+            readonly defaultValue: 30;
+            readonly description: "Janela de busca em dias.";
+        }, {
+            readonly kind: "option";
+            readonly flag: "--limit";
+            readonly name: "limit";
+            readonly type: "integer";
+            readonly required: false;
+            readonly placeholder: "N";
+            readonly defaultValue: 20;
+            readonly description: "Número máximo de notícias retornadas.";
+        }];
+        readonly examples: readonly ["quantbrasil news asset PETR4", "quantbrasil news asset PETR4 --window 7 --limit 10", "quantbrasil news asset PETR4 --json"];
+    };
+    readonly tool: {
+        readonly name: "qb_news_asset";
+        readonly title: "Buscar notícias do ativo";
+    };
+    readonly outputModes: readonly ["json", "human"];
+} | {
+    readonly id: "backtests.strategies";
+    readonly kind: "read";
+    readonly visibility: readonly ["cli", "opencode"];
+    readonly description: "Lista estratégias de backtest disponíveis, com orientação de seleção, parâmetros e defaults.";
+    readonly http: {
+        readonly method: "GET";
+        readonly path: "/api/desk/tools/backtests/strategies";
+        readonly inputMode: "none";
+        readonly schemas: {
+            readonly request: null;
+            readonly response: "BacktestStrategiesResponse";
+        };
+    };
+    readonly cli: {
+        readonly group: "backtests";
+        readonly command: "strategies";
+        readonly summary: "Lista estratégias de backtest disponíveis.";
+        readonly positional: readonly [];
+        readonly options: readonly [];
+        readonly examples: readonly ["quantbrasil backtests strategies"];
+    };
+    readonly tool: {
+        readonly name: "qb_backtests_strategies";
+        readonly title: "List backtest strategies";
+    };
+    readonly outputModes: readonly ["json", "human"];
+} | {
+    readonly id: "backtests.info";
+    readonly kind: "read";
+    readonly visibility: readonly ["cli", "opencode"];
+    readonly description: "Mostra ajuda, orientação de seleção, parâmetros aceitos, defaults e dicas de uma estratégia de backtest.";
+    readonly http: {
+        readonly method: "POST";
+        readonly path: "/api/desk/tools/backtests/strategy";
+        readonly inputMode: "json_body";
+        readonly schemas: {
+            readonly request: "BacktestStrategyRequest";
+            readonly response: "BacktestStrategyResponse";
+        };
+    };
+    readonly cli: {
+        readonly group: "backtests";
+        readonly command: "info";
+        readonly summary: "Mostra detalhes de uma estratégia de backtest.";
+        readonly positional: readonly [{
+            readonly kind: "positional";
+            readonly name: "strategy_id";
+            readonly type: "string";
+            readonly required: true;
+            readonly placeholder: "ESTRATEGIA";
+            readonly description: "ID da estratégia retornado por `backtests strategies`.";
+        }];
+        readonly options: readonly [];
+        readonly examples: readonly ["quantbrasil backtests info ifr2"];
+    };
+    readonly tool: {
+        readonly name: "qb_backtests_info";
+        readonly title: "Get backtest strategy info";
+    };
+    readonly outputModes: readonly ["json", "human"];
+} | {
+    readonly id: "backtests.run";
+    readonly kind: "mutation";
+    readonly visibility: readonly ["cli", "opencode"];
+    readonly description: "Executa um backtest para uma estratégia e ativo.";
+    readonly http: {
+        readonly method: "POST";
+        readonly path: "/api/desk/tools/backtests/run";
+        readonly inputMode: "json_body";
+        readonly schemas: {
+            readonly request: "BacktestRunRequest";
+            readonly response: "BacktestRunResponse";
+        };
+    };
+    readonly cli: {
+        readonly group: "backtests";
+        readonly command: "run";
+        readonly summary: "Executa um backtest individual.";
+        readonly positional: readonly [{
+            readonly kind: "positional";
+            readonly name: "strategy_id";
+            readonly type: "string";
+            readonly required: true;
+            readonly placeholder: "ESTRATEGIA";
+            readonly description: "ID da estratégia, por exemplo ifr2.";
+        }, {
+            readonly kind: "positional";
+            readonly name: "ticker";
+            readonly type: "string";
+            readonly required: true;
+            readonly placeholder: "TICKER";
+            readonly description: "Ticker do ativo, por exemplo PETR4.";
+        }];
+        readonly options: readonly [{
+            readonly kind: "option";
+            readonly flag: "--timeframe";
+            readonly name: "timeframe_id";
+            readonly type: "enum";
+            readonly required: false;
+            readonly placeholder: "TIMEFRAME";
+            readonly enumValues: readonly ["M5", "M15", "M30", "H1", "H2", "H4", "D1", "W1"];
+            readonly description: "Timeframe do backtest.";
+        }, {
+            readonly kind: "option";
+            readonly flag: "--from";
+            readonly name: "start_date";
+            readonly type: "string";
+            readonly required: false;
+            readonly placeholder: "AAAA-MM-DD";
+            readonly description: "Data inicial em ISO.";
+        }, {
+            readonly kind: "option";
+            readonly flag: "--to";
+            readonly name: "end_date";
+            readonly type: "string";
+            readonly required: false;
+            readonly placeholder: "AAAA-MM-DD";
+            readonly description: "Data final em ISO.";
+        }, {
+            readonly kind: "option";
+            readonly flag: "--capital";
+            readonly name: "capital";
+            readonly type: "number";
+            readonly required: false;
+            readonly placeholder: "VALOR";
+            readonly description: "Capital inicial do backtest.";
+        }, {
+            readonly kind: "option";
+            readonly flag: "--max-risk";
+            readonly name: "max_risk";
+            readonly type: "number";
+            readonly required: false;
+            readonly placeholder: "VALOR";
+            readonly description: "Risco máximo do backtest.";
+        }, {
+            readonly kind: "option";
+            readonly flag: "--contracts";
+            readonly name: "num_contracts";
+            readonly type: "integer";
+            readonly required: false;
+            readonly placeholder: "N";
+            readonly defaultValue: 5;
+            readonly description: "Número de contratos para ativos que usam contratos.";
+        }, {
+            readonly kind: "option";
+            readonly flag: "--param";
+            readonly name: "parameters";
+            readonly type: "string_array";
+            readonly required: false;
+            readonly placeholder: "CHAVE=VALOR";
+            readonly multiple: true;
+            readonly collectionFormat: "repeatable";
+            readonly description: "Parâmetro da estratégia. Pode ser repetido, por exemplo --param rsi=30.";
+        }, {
+            readonly kind: "option";
+            readonly flag: "--params-json";
+            readonly name: "parameters_json";
+            readonly type: "string";
+            readonly required: false;
+            readonly placeholder: "JSON";
+            readonly description: "Objeto JSON com parâmetros da estratégia.";
+        }];
+        readonly examples: readonly ["quantbrasil backtests run ifr2 PETR4 --timeframe D1 --from 2025-01-01 --to 2026-01-01", "quantbrasil backtests run ifr2 PETR4 --timeframe D1 --param rsi=30 --param window=2 --json"];
+    };
+    readonly tool: {
+        readonly name: "qb_backtests_run";
+        readonly title: "Run backtest";
+    };
+    readonly outputModes: readonly ["json", "human"];
 } | {
     readonly id: "rankings.list";
     readonly kind: "read";

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

@@ -1 +1 @@
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+{"version":3,"file":"registry.d.ts","sourceRoot":"","sources":["../../src/capabilities/registry.ts"],"names":[],"mappings":"AASA,eAAO,MAAM,kBAAkB;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;EASrB,CAAC;AAEX,MAAM,MAAM,YAAY,GAAG,CAAC,OAAO,kBAAkB,CAAC,CAAC,MAAM,CAAC,CAAC,IAAI,CAAC,CAAC;AAErE,eAAO,MAAM,sBAAsB,EAE9B,MAAM,CAAC,YAAY,EAAE,CAAC,OAAO,kBAAkB,EAAE,MAAM,CAAC,CAAC,CAAC;AAE/D,wBAAgB,iBAAiB,CAAC,EAAE,EAAE,YAAY;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;EAEjD"}

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

@@ -1,12 +1,16 @@
 import { assetCapabilities } from "./assets.js";
+import { backtestCapabilities } from "./backtests.js";
 import { cointegrationCapabilities } from "./cointegration.js";
 import { marketCapabilities } from "./market.js";
+import { newsCapabilities } from "./news.js";
 import { portfolioCapabilities } from "./portfolios.js";
 import { rankingsCapabilities } from "./rankings.js";
 import { screeningCapabilities } from "./screening.js";
 export const capabilityRegistry = [
     ...marketCapabilities,
+    ...newsCapabilities,
     ...assetCapabilities,
+    ...backtestCapabilities,
     ...rankingsCapabilities,
     ...screeningCapabilities,
     ...portfolioCapabilities,

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

@@ -1,6 +1,6 @@
 export type CapabilityVisibility = "cli" | "opencode";
 export type CapabilityKind = "read" | "mutation";
-export type CapabilityGroup = "market" | "assets" | "rankings" | "screening" | "watchlists" | "holdings" | "cointegration";
+export type CapabilityGroup = "market" | "assets" | "backtests" | "rankings" | "news" | "screening" | "watchlists" | "holdings" | "cointegration";
 export type CapabilityHttpMethod = "GET" | "POST";
 export type CapabilityInputMode = "none" | "query" | "json_body";
 export type CapabilityOutputMode = "json" | "human";

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

@@ -1 +1 @@
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package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@quantbrasil/cli",
-  "version": "0.1.0-beta.13",
+  "version": "0.1.0-beta.14",
   "type": "module",
   "description": "Public QuantBrasil CLI for deterministic operations",
   "repository": {
@@ -41,8 +41,8 @@
     "typescript": "^5.3.3",
     "vitest": "^3.2.4",
     "@repo/core": "0.0.0",
-    "@repo/eslint-config": "0.0.0",
-    "@repo/typescript-config": "0.0.0"
+    "@repo/typescript-config": "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

@@ -1,20 +1,21 @@
 ---
 name: quantbrasil
-description: Use this skill when a user asks for QuantBrasil-supported market or investing data/actions through the QuantBrasil CLI, including asset lookup, prices, asset analysis, rankings, watchlists, holdings, screening, cointegration, Long & Short, historical return, beta, and VaR, even if they do not explicitly mention QuantBrasil.
+description: Use this skill when a user asks for QuantBrasil-supported market or investing data/actions through the QuantBrasil CLI, including asset lookup, prices, recent ticker news, asset analysis, rankings, watchlists, holdings, screening, backtests, cointegration, Long & Short, historical return, beta, and VaR, even if they do not explicitly mention QuantBrasil.
 ---
 
 # QuantBrasil CLI
 
-Use this skill when the user asks for market or investing data/actions that QuantBrasil supports, including asset lookup, prices, asset analysis, rankings, watchlists, holdings, screening, cointegration, Long & Short, and holding metrics.
+Use this skill when the user asks for market or investing data/actions that QuantBrasil supports, including asset lookup, prices, recent ticker news, asset analysis, rankings, watchlists, holdings, screening, backtests, cointegration, Long & Short, and holding metrics.
 
 ## Routing
 
 - Use this skill even when the user does not say "QuantBrasil" if the request fits the supported market or investing surface.
-- Most end-user QuantBrasil requests are expected in pt-BR; Portuguese prompts about ativos, rankings, Magic Formula, momentum, ranking fatorial, carteiras, cotações, screening, cointegração, Long & Short, retorno, beta, VaR, watchlists, or Ibovespa should trigger this skill when they map to the supported CLI surface.
-- For QuantBrasil-supported market, asset, ranking, screening, cointegration, watchlist, holding, or holding metric data, use the CLI before generic web or finance search.
+- Most end-user QuantBrasil requests are expected in pt-BR; Portuguese prompts about ativos, notícias recentes, manchetes, rankings, Magic Formula, momentum, ranking fatorial, carteiras, cotações, screening, backtest, estratégias, cointegração, Long & Short, retorno, beta, VaR, watchlists, or Ibovespa should trigger this skill when they map to the supported CLI surface.
+- For QuantBrasil-supported market, news, asset, ranking, screening, backtest, cointegration, watchlist, holding, or holding metric data, use the CLI before generic web or finance search.
 - When the request mentions portfolios, carteiras, watchlists, holdings, target weights, positions, historical return, beta, VaR, screening universes, or saved compositions, load [`references/portfolios.md`](./references/portfolios.md) before choosing commands.
 - When the request asks for Magic Formula, momentum rankings, Low Risk, top ranked assets, ranking fatorial, rankings do usuário, or ordered asset lists, load [`references/rankings.md`](./references/rankings.md) before choosing commands.
 - When the request mentions IFR/RSI filters, sobrevendido, sobrecomprado, indicator screening, technical screening rules, or screening indicators, load [`references/screening.md`](./references/screening.md) before building the request JSON.
+- When the request asks to run a backtest, inspect strategy defaults, change strategy parameters, or understand a strategy, load [`references/backtests.md`](./references/backtests.md) before choosing commands.
 - When the request mentions cointegração, cointegration, Long & Short, long and short, long-short, pair trading, z-score between two assets, p-valor de cointegração, or meia-vida between a pair, load [`references/cointegration.md`](./references/cointegration.md) before choosing commands.
 - 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.
@@ -24,11 +25,13 @@ Use this skill when the user asks for market or investing data/actions that Quan
 - Use narrow command first:
   - asset discovery: `quantbrasil market assets`
   - price lookup: `quantbrasil market price <ticker>`
+  - recent ticker news: `quantbrasil news asset <ticker>`
   - richer asset analysis: `quantbrasil assets overview <ticker> --sections ...`
   - ranked asset lists and ranking returns: `quantbrasil rankings list|current|return ...`
   - watchlist details and changes: `quantbrasil watchlists ...`
   - holding details and historical return: `quantbrasil holdings ...`
   - indicator screening over saved universes: `quantbrasil screening universes|indicators|run ...`
+  - individual backtests: `quantbrasil backtests strategies|info|run ...`
   - pair cointegration: `quantbrasil cointegration pair <base_asset> <comparison_asset>`
   - holding metrics: `quantbrasil holdings historical-return|beta|var ...`
 - Use `--json` when output will be parsed by agent or script
@@ -42,6 +45,7 @@ Use this skill when the user asks for market or investing data/actions that Quan
 - Load [`references/rankings.md`](./references/rankings.md) when the user asks for Magic Formula, momentum rankings, Low Risk, top ranked assets, ranking fatorial, rankings do usuário, or current ordered lists.
 - Load [`references/portfolios.md`](./references/portfolios.md) when the request mentions portfolios, carteiras, watchlists, holdings, target weights, positions, historical return, beta, VaR, screening universes, or saved compositions.
 - Load [`references/screening.md`](./references/screening.md) when the user asks for IFR/RSI filters, sobrevendido/sobrecomprado assets, indicator screening, technical filter JSON, screening indicators, or examples of `ScreenerRequest`.
+- Load [`references/backtests.md`](./references/backtests.md) when the user asks to run backtests, inspect strategy help/defaults, change strategy parameters, or explain what a strategy does.
 - Load [`references/cointegration.md`](./references/cointegration.md) when the user asks for cointegração, cointegration, Long & Short, long and short, long-short, pair trading, z-score between two assets, p-valor de cointegração, or meia-vida between a pair.
 - Load [`references/costs.md`](./references/costs.md) before chaining heavy reads, choosing between overview/screening/holding metrics, or answering cost-sensitive agent workflow questions.
 - Load [`references/errors.md`](./references/errors.md) when a CLI command fails, auth/config is unclear, or the user asks how to fix a QuantBrasil CLI error.