@quantbrasil/cli 0.1.0-beta.2 → 0.1.0-beta.4

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

@@ -1 +1 @@
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package/dist/vendor/core/capabilities/registry.js

@@ -1,4 +1,3 @@
-import { analyticsCapabilities } from "./analytics.js";
 import { assetCapabilities } from "./assets.js";
 import { marketCapabilities } from "./market.js";
 import { portfolioCapabilities } from "./portfolios.js";
@@ -6,7 +5,6 @@ export const capabilityRegistry = [
     ...marketCapabilities,
     ...assetCapabilities,
     ...portfolioCapabilities,
-    ...analyticsCapabilities,
 ];
 export const capabilityRegistryById = Object.fromEntries(capabilityRegistry.map(capability => [capability.id, capability]));
 export function getCapabilityById(id) {

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" | "portfolios" | "analytics";
+export type CapabilityGroup = "market" | "assets" | "watchlists" | "holdings";
 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

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package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@quantbrasil/cli",
-  "version": "0.1.0-beta.2",
+  "version": "0.1.0-beta.4",
   "type": "module",
   "description": "Public QuantBrasil CLI for deterministic operations",
   "repository": {

package/skills/quantbrasil/SKILL.md

@@ -1,27 +1,35 @@
 ---
 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, watchlists, holdings, and risk/return metrics 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, watchlists, holdings, 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.
+- For QuantBrasil-supported market, asset, 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, or saved compositions, load [`references/portfolios.md`](./references/portfolios.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.
 - Check readiness first: `quantbrasil --status`
 - Inspect public surface when unsure: `quantbrasil capabilities --json`
 - Use narrow command first:
   - asset discovery: `quantbrasil market assets`
   - price lookup: `quantbrasil market price <ticker>`
   - richer asset analysis: `quantbrasil assets overview <ticker> --sections ...`
-  - saved portfolio discovery: `quantbrasil portfolios list`
-  - saved portfolio details: `quantbrasil portfolios get <id>`
-  - portfolio analytics: `quantbrasil analytics historical-return|beta|var ...`
+  - watchlist details and changes: `quantbrasil watchlists ...`
+  - holding details and historical return: `quantbrasil holdings ...`
+  - holding metrics: `quantbrasil holdings 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
 
+- Portfolio, watchlist, and holding semantics: [`references/portfolios.md`](./references/portfolios.md)
 - CLI surface: [`references/cli.md`](./references/cli.md)
 - Common workflows: [`references/workflows.md`](./references/workflows.md)
 - Cost-aware behavior: [`references/costs.md`](./references/costs.md)

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
@@ -41,37 +43,32 @@ Valid `--sections`:
 - `fundamentals`
 - `rankings`
 
-## Portfolios
-
-```bash
-quantbrasil portfolios list
-quantbrasil portfolios list --json
-
-quantbrasil portfolios get 93
-quantbrasil portfolios get 93 --json
-
-quantbrasil portfolios create "Dividendos"
-quantbrasil portfolios rename 93 "Longo Prazo"
-quantbrasil portfolios add-assets 93 PETR4 VALE3
-quantbrasil portfolios remove-assets 93 PETR4
-```
-
-## Analytics
+## Watchlists and holdings
 
-Saved portfolio:
+Watchlists:
 
 ```bash
-quantbrasil analytics historical-return --portfolio 93 --from 2025-01-01 --to 2026-01-01
-quantbrasil analytics beta --portfolio 93 --years 1
-quantbrasil analytics var --portfolio 93 --years 1 --confidence 95
+quantbrasil watchlists list
+quantbrasil watchlists get 93
+quantbrasil watchlists create "Dividendos"
+quantbrasil watchlists rename 93 "Longo Prazo"
+quantbrasil watchlists add-assets 93 PETR4 VALE3
+quantbrasil watchlists remove-assets 93 PETR4
 ```
 
-Ad-hoc basket:
+Holdings:
 
 ```bash
-quantbrasil analytics historical-return --asset VALE3:50 --asset PRIO3:50 --from 2025-01-01 --to 2026-01-01
-quantbrasil analytics beta --asset VALE3:50 --asset PRIO3:50 --years 3
-quantbrasil analytics var --asset VALE3:120 --asset WINFUT:-20 --years 1 --confidence 99
+quantbrasil holdings list
+quantbrasil holdings get 182
+quantbrasil holdings create "Longo Prazo"
+quantbrasil holdings create "Longo Prazo" --target PETR4:50 --target VALE3:50
+quantbrasil holdings create "Carteira Real" --mode position
+quantbrasil holdings rename 182 "Longo Prazo"
+quantbrasil holdings set-targets 182 PETR4:50 VALE3:50
+quantbrasil holdings historical-return 182 --from 2025-01-01 --to 2026-01-01
+quantbrasil holdings beta 182 --years 1
+quantbrasil holdings var 182 --years 1 --confidence 95
 ```
 
-Use `--json` on any analytics command when machine parsing needed.
+Use `--json` on any holding metric command when machine parsing needed.

package/skills/quantbrasil/references/costs.md

@@ -13,18 +13,18 @@ Current guidance uses backend qualitative classes only:
 - `market assets` is lowest-cost discovery path
 - `market price` is narrow read path
 - `assets overview` is richer and should use minimal `--sections`
-- portfolio analytics (`historical-return`, `beta`, `var`) are heaviest current public reads
+- holding metrics (`historical-return`, `beta`, `var`) are heaviest current public reads
 
 ## Agent rules
 
 - prefer narrow command that answers question
 - prefer `market price` over `assets overview` for quote-only requests
-- prefer one analytics call targeted to actual question
-- do not chain multiple heavy analytics calls unless user asked for them
+- prefer one holding metric call targeted to actual question
+- do not chain multiple heavy holding metric calls unless user asked for them
 - use `--json` only when structured output needed
 
 ## Safe defaults
 
-- discover portfolio id once, then reuse it
+- discover the holding id once, then reuse it
 - avoid full-report behavior when user asked only one metric
 - keep `assets overview --sections` minimal and relevant

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:
@@ -26,9 +36,9 @@ Treat CLI validation as user-input error.
 
 Examples:
 
-- invalid portfolio id
+- invalid watchlist or holding id
 - invalid `--sections`
-- invalid `--asset TICKER[:WEIGHT_PCT]`
+- invalid `--target TICKER:WEIGHT_PCT`
 - invalid `--years`
 
 Fix input. Do not retry same bad command.
@@ -60,14 +70,15 @@ Stable codes:
 
 Possible causes:
 
-- portfolio id does not exist
+- watchlist or holding id does not exist
 - ticker not tracked
 - requested history unavailable for period
 
 Recovery:
 
 - use `market assets` for discovery
-- use `portfolios list` before `portfolios get`
+- use `watchlists list` before `watchlists get`
+- use `holdings list` before holding metrics
 - narrow period or pick another ticker
 
 Stable code:
@@ -96,7 +107,7 @@ when a requested ticker is invalid for the operation.
 Recovery:
 
 - read the error message
-- fix the requested portfolio id, name, ticker list, or operation
+- fix the requested watchlist/holding id, name, ticker list, or operation
 - do not retry unchanged mutation input
 
 Stable code:

package/skills/quantbrasil/references/portfolios.md

@@ -0,0 +1,92 @@
+# Portfolio Reference
+
+Use this reference whenever the user mentions portfolios, carteiras, holdings,
+watchlists, target weights, positions, historical return, beta, VaR, risk, or a
+saved composition.
+
+## Domain model
+
+- `Portfolio` is the umbrella domain term for a user-owned saved asset set.
+- `Watchlist` is a portfolio used for monitoring assets. It has assets, but it
+  is not an investable composition and does not define weights or positions.
+- `Holding` is a portfolio used as an investable composition. It can be based on
+  target weights or positions.
+- A theoretical portfolio is a holding with target weights. Save it first, then
+  run metrics on the returned holding id.
+
+## Command routing
+
+- Use `quantbrasil watchlists ...` for monitoring lists, ticker groups, and
+  non-investable saved lists.
+- Use `quantbrasil holdings ...` for investable compositions, target weights,
+  positions, historical return, beta, VaR, and risk/return checks.
+- Use `quantbrasil holdings list` when the user names a saved holding but does
+  not provide an id.
+- Use `quantbrasil watchlists list` when the user names a saved watchlist but
+  does not provide an id.
+- If the user asks for portfolio analytics without specifying an object, resolve
+  or create a holding first.
+
+Do not use these patterns:
+
+- `quantbrasil portfolios ...`
+- `quantbrasil analytics ...`
+- ad-hoc asset lists passed directly into metric commands
+- running holding metrics on a watchlist
+
+## Holdings
+
+Create target-weight holdings when the user wants to analyze a hypothetical or
+model composition.
+
+```bash
+quantbrasil holdings create "Teórica energia" --target VALE3:50 --target PRIO3:50
+quantbrasil holdings historical-return 93 --from 2025-01-01 --to 2026-01-01
+```
+
+`holdings create` returns the holding id. Reuse that id for follow-up commands.
+
+Use `set-targets` to replace a holding target allocation.
+
+```bash
+quantbrasil holdings set-targets 93 VALE3:40 PRIO3:35 PETR4:25
+```
+
+Use position mode only when the user is creating or managing a real position
+holding.
+
+```bash
+quantbrasil holdings create "Carteira Real" --mode position
+```
+
+## Watchlists
+
+Use watchlists for saved sets of assets that the user wants to monitor, screen,
+or revisit later.
+
+```bash
+quantbrasil watchlists create "Dividendos"
+quantbrasil watchlists add-assets 93 PETR4 VALE3
+quantbrasil watchlists get 93
+```
+
+If the user asks for return, beta, VaR, or risk on a watchlist, explain that a
+watchlist has no investable composition. Create a target-weight holding or use
+an existing holding instead.
+
+## Metrics
+
+Holding metrics always run through `holdings`.
+
+```bash
+quantbrasil holdings historical-return 93 --from 2025-01-01 --to 2026-01-01
+quantbrasil holdings beta 93 --years 1
+quantbrasil holdings var 93 --years 1 --confidence 95
+```
+
+Rules:
+
+- `historical-return` requires absolute ISO dates.
+- `beta` accepts `--years 1|3|5`.
+- `var --confidence` takes percentages such as `95` or `99`.
+- Use `--json` for machine parsing.

package/skills/quantbrasil/references/unsupported.md

@@ -16,5 +16,5 @@ Use the public surface only:
 - `capabilities`
 - `market`
 - `assets`
-- `portfolios`
-- `analytics`
+- `watchlists`
+- `holdings`

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`
+- watchlist details or changes → `watchlists ...`
+- holding details or changes → `holdings ...`
+- holding return, beta, risk, VaR, or comparison → `holdings historical-return|beta|var`
+
 ## 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
 
@@ -48,52 +60,59 @@ Guidance:
 
 Avoid asking for every section unless user clearly wants full report.
 
-## Analyze saved portfolio
+## Analyze saved holding
 
-1. Discover portfolio id.
-2. Inspect holdings if needed.
-3. Run analytics.
+1. Discover holding id.
+2. Inspect the holding if needed.
+3. Run the holding metric.
 
 ```bash
-quantbrasil portfolios list
-quantbrasil portfolios get 93
-quantbrasil analytics historical-return --portfolio 93 --from 2025-01-01 --to 2026-01-01
-quantbrasil analytics beta --portfolio 93 --years 1
-quantbrasil analytics var --portfolio 93 --years 1 --confidence 95
+quantbrasil holdings list
+quantbrasil holdings get 93
+quantbrasil holdings historical-return 93 --from 2025-01-01 --to 2026-01-01
+quantbrasil holdings beta 93 --years 1
+quantbrasil holdings var 93 --years 1 --confidence 95
 ```
 
-## Analyze ad-hoc basket
+## Analyze a theoretical composition
 
-Use repeated `--asset TICKER[:WEIGHT_PCT]`.
+Create a holding with target weights, then run holding metrics on its id.
 
 Rules:
 
-- if weights omitted, backend may assume equal weights
-- negative weights allowed for hedge / short exposure
+- `holdings create` returns the holding id
+- use `holdings set-targets` to replace target weights later
 - `beta` only accepts `--years 1|3|5`
 - `var --confidence` takes percent like `95` or `99`
 
 Example:
 
 ```bash
-quantbrasil analytics historical-return --asset VALE3:50 --asset PRIO3:50 --from 2025-01-01 --to 2026-01-01
-quantbrasil analytics beta --asset VALE3:120 --asset WINFUT:-20 --years 1
-quantbrasil analytics var --asset VALE3:120 --asset WINFUT:-20 --years 1 --confidence 99
+quantbrasil holdings create "Teórica energia" --target VALE3:50 --target PRIO3:50
+quantbrasil holdings historical-return 93 --from 2025-01-01 --to 2026-01-01
+quantbrasil holdings beta 93 --years 1
+quantbrasil holdings var 93 --years 1 --confidence 99
 ```
 
-## Modify saved portfolio
+## Modify watchlists and holdings
 
 Use explicit mutation commands. Do not retry failed mutations automatically.
 
 ```bash
-quantbrasil portfolios create "Dividendos"
-quantbrasil portfolios rename 93 "Longo Prazo"
-quantbrasil portfolios add-assets 93 PETR4 VALE3
-quantbrasil portfolios remove-assets 93 PETR4
+quantbrasil watchlists create "Dividendos"
+quantbrasil watchlists rename 93 "Longo Prazo"
+quantbrasil watchlists add-assets 93 PETR4 VALE3
+quantbrasil watchlists remove-assets 93 PETR4
+
+quantbrasil holdings create "Longo Prazo"
+quantbrasil holdings create "Longo Prazo" --target PETR4:50 --target VALE3:50
+quantbrasil holdings create "Carteira Real" --mode position
+quantbrasil holdings rename 182 "Carteira Real"
+quantbrasil holdings set-targets 182 PETR4:50 VALE3:50
 ```
 
 Rules:
 
-- use `portfolios list` first if user names a portfolio instead of giving id
+- use `watchlists list` or `holdings list` first if the user names a saved object instead of giving id
 - confirm destructive intent before removing assets when user request is ambiguous
 - use `--json` only when structured output is needed

package/dist/commands/analytics.d.ts

@@ -1,131 +0,0 @@
-import { Command } from "commander";
-import type { JsonValue } from "../vendor/core/index.js";
-import { type CliInvokeContext } from "../cli/client.js";
-import { type TerminalWriter } from "../cli/terminal.js";
-export interface AnalyticsCommandIO {
-    stdout: TerminalWriter;
-}
-export interface AnalyticsCommandContext extends CliInvokeContext {
-    io?: AnalyticsCommandIO;
-}
-export interface HistoricalReturnCommandOptions {
-    portfolio?: number;
-    asset?: string[];
-    from: string;
-    to: string;
-    json?: boolean;
-}
-export interface BetaCommandOptions {
-    portfolio?: number;
-    asset?: string[];
-    years?: string;
-    json?: boolean;
-}
-export interface VarCommandOptions {
-    portfolio?: number;
-    asset?: string[];
-    years?: string;
-    confidence?: string;
-    json?: boolean;
-}
-export interface HistoricalReturnHolding {
-    [key: string]: JsonValue;
-    ticker: string;
-    weight_pct: number;
-    total_return: number;
-    contribution: number;
-}
-export interface HistoricalReturnResponse {
-    [key: string]: JsonValue;
-    source_type: "saved_portfolio" | "ad_hoc";
-    portfolio_id: number | null;
-    portfolio_name: string | null;
-    requested_start_date: string;
-    requested_end_date: string;
-    effective_start_date: string;
-    effective_end_date: string;
-    total_return: number;
-    annualized_return: number;
-    max_drawdown: number;
-    daily_volatility: number;
-    annualized_volatility: number;
-    sharpe_ratio: number;
-    ibov_return: number;
-    cdi_return: number;
-    ipca_return: number;
-    holdings: HistoricalReturnHolding[];
-    summary_markdown: string;
-    assumptions: string[];
-    warnings: string[];
-}
-export interface BetaHolding {
-    [key: string]: JsonValue;
-    ticker: string;
-    weight_pct: number;
-    beta: number | null;
-    weighted_beta: number | null;
-    correlation: number | null;
-    asset_daily_volatility: number | null;
-    benchmark_daily_volatility: number | null;
-    last_updated: string | null;
-}
-export interface BetaResponse {
-    [key: string]: JsonValue;
-    source_type: "saved_portfolio" | "ad_hoc";
-    portfolio_id: number | null;
-    portfolio_name: string | null;
-    benchmark: "IBOV";
-    lookback_years: number;
-    beta: number;
-    correlation: number;
-    daily_volatility: number;
-    annualized_volatility: number;
-    long_exposure_pct: number;
-    short_exposure_pct: number;
-    total_weight_pct: number;
-    holdings: BetaHolding[];
-    summary_markdown: string;
-    assumptions: string[];
-    warnings: string[];
-}
-export interface VarHolding {
-    [key: string]: JsonValue;
-    ticker: string;
-    weight_pct: number;
-}
-export interface VarResponse {
-    [key: string]: JsonValue;
-    source_type: "saved_portfolio" | "ad_hoc";
-    portfolio_id: number | null;
-    portfolio_name: string | null;
-    lookback_years: number;
-    confidence_pct: number;
-    time_horizon: "1d";
-    var: number;
-    long_exposure_pct: number;
-    short_exposure_pct: number;
-    total_weight_pct: number;
-    holdings: VarHolding[];
-    histogram_data: JsonValue[];
-    summary_markdown: string;
-    assumptions: string[];
-    warnings: string[];
-}
-interface ParsedAssetInput {
-    [key: string]: JsonValue;
-    ticker: string;
-    weight_pct: number | null;
-}
-export declare function registerAnalyticsCommands(program: Command, context?: AnalyticsCommandContext): void;
-export declare function runHistoricalReturnCommand(options: HistoricalReturnCommandOptions, context?: AnalyticsCommandContext): Promise<void>;
-export declare function runBetaCommand(options: BetaCommandOptions, context?: AnalyticsCommandContext): Promise<void>;
-export declare function runVarCommand(options: VarCommandOptions, context?: AnalyticsCommandContext): Promise<void>;
-export declare function buildHistoricalReturnInput(options: HistoricalReturnCommandOptions): JsonValue;
-export declare function buildBetaInput(options: BetaCommandOptions): JsonValue;
-export declare function buildVarInput(options: VarCommandOptions): JsonValue;
-export declare function formatHistoricalReturnHuman(data: HistoricalReturnResponse, theme?: import("../cli/terminal.js").TerminalTheme): string;
-export declare function formatBetaHuman(data: BetaResponse, theme?: import("../cli/terminal.js").TerminalTheme): string;
-export declare function formatVarHuman(data: VarResponse, theme?: import("../cli/terminal.js").TerminalTheme): string;
-export declare function parseAssetSpec(rawAsset: string): ParsedAssetInput;
-export {};
-//# sourceMappingURL=analytics.d.ts.map

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