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

package/dist/commands/analytics.js

@@ -1,291 +0,0 @@
-import { invokeCliCapability } from "../cli/client.js";
-import { createCliValidationError } from "../cli/errors.js";
-import { createTerminalTheme } from "../cli/terminal.js";
-export function registerAnalyticsCommands(program, context = {}) {
-    const analyticsCommand = program
-        .command("analytics")
-        .description("Read portfolio analytics operations");
-    analyticsCommand
-        .command("historical-return")
-        .description("Calculate historical return for a saved portfolio or basket")
-        .option("--portfolio <id>", "Saved portfolio id", parsePositiveIntegerOption)
-        .option("--asset <asset>", "Repeatable asset input in TICKER[:WEIGHT_PCT] form", collectStringOption, [])
-        .requiredOption("--from <date>", "Inclusive start date in ISO format")
-        .requiredOption("--to <date>", "Inclusive end date in ISO format")
-        .option("--json", "Show JSON output")
-        .action(async (options) => {
-        await runHistoricalReturnCommand(options, context);
-    });
-    analyticsCommand
-        .command("beta")
-        .description("Calculate portfolio beta against IBOV")
-        .option("--portfolio <id>", "Saved portfolio id", parsePositiveIntegerOption)
-        .option("--asset <asset>", "Repeatable asset input in TICKER[:WEIGHT_PCT] form", collectStringOption, [])
-        .option("--years <years>", "Lookback window in years", "1")
-        .option("--json", "Show JSON output")
-        .action(async (options) => {
-        await runBetaCommand(options, context);
-    });
-    analyticsCommand
-        .command("var")
-        .description("Calculate one-day Value-at-Risk for a portfolio or basket")
-        .option("--portfolio <id>", "Saved portfolio id", parsePositiveIntegerOption)
-        .option("--asset <asset>", "Repeatable asset input in TICKER[:WEIGHT_PCT] form", collectStringOption, [])
-        .option("--years <years>", "Lookback window in years", "1")
-        .option("--confidence <confidence>", "Confidence level in percent", "95")
-        .option("--json", "Show JSON output")
-        .action(async (options) => {
-        await runVarCommand(options, context);
-    });
-}
-export async function runHistoricalReturnCommand(options, context = {}) {
-    const stdout = context.io?.stdout ?? process.stdout;
-    const theme = createTerminalTheme(stdout, context.env ?? process.env);
-    const response = await invokeCliCapability({
-        capability: "analytics.historical-return",
-        input: buildHistoricalReturnInput(options),
-        env: context.env,
-        fetch: context.fetch,
-    });
-    if (options.json) {
-        stdout.write(`${JSON.stringify(response.data, null, 2)}\n`);
-        return;
-    }
-    stdout.write(`${formatHistoricalReturnHuman(response.data, theme)}\n`);
-}
-export async function runBetaCommand(options, context = {}) {
-    const stdout = context.io?.stdout ?? process.stdout;
-    const theme = createTerminalTheme(stdout, context.env ?? process.env);
-    const response = await invokeCliCapability({
-        capability: "analytics.beta",
-        input: buildBetaInput(options),
-        env: context.env,
-        fetch: context.fetch,
-    });
-    if (options.json) {
-        stdout.write(`${JSON.stringify(response.data, null, 2)}\n`);
-        return;
-    }
-    stdout.write(`${formatBetaHuman(response.data, theme)}\n`);
-}
-export async function runVarCommand(options, context = {}) {
-    const stdout = context.io?.stdout ?? process.stdout;
-    const theme = createTerminalTheme(stdout, context.env ?? process.env);
-    const response = await invokeCliCapability({
-        capability: "analytics.var",
-        input: buildVarInput(options),
-        env: context.env,
-        fetch: context.fetch,
-    });
-    if (options.json) {
-        stdout.write(`${JSON.stringify(response.data, null, 2)}\n`);
-        return;
-    }
-    stdout.write(`${formatVarHuman(response.data, theme)}\n`);
-}
-export function buildHistoricalReturnInput(options) {
-    const source = resolveAnalyticsSource(options.portfolio, options.asset ?? []);
-    return {
-        ...source,
-        start_date: options.from,
-        end_date: options.to,
-    };
-}
-export function buildBetaInput(options) {
-    const source = resolveAnalyticsSource(options.portfolio, options.asset ?? []);
-    return {
-        ...source,
-        years: parseYearsOption(options.years ?? "1"),
-    };
-}
-export function buildVarInput(options) {
-    const source = resolveAnalyticsSource(options.portfolio, options.asset ?? []);
-    return {
-        ...source,
-        years: parsePositiveIntegerOption(options.years ?? "1"),
-        confidence_pct: parseNumberOption(options.confidence ?? "95", "confidence"),
-    };
-}
-export function formatHistoricalReturnHuman(data, theme = createTerminalTheme(process.stdout)) {
-    const lines = [
-        theme.label("Historical return"),
-        "",
-        formatSourceLabel(data, theme),
-        `${theme.label("Period:")} ${data.effective_start_date} → ${data.effective_end_date}`,
-        `${theme.label("Requested:")} ${data.requested_start_date} → ${data.requested_end_date}`,
-        "",
-        `${theme.label("Portfolio return:")} ${formatPercentValue(data.total_return)}`,
-        `${theme.label("Annualized return:")} ${formatPercentValue(data.annualized_return)}`,
-        `${theme.label("Max drawdown:")} ${formatPercentValue(data.max_drawdown)}`,
-        `${theme.label("Daily volatility:")} ${formatPercentValue(data.daily_volatility)}`,
-        `${theme.label("Annualized volatility:")} ${formatPercentValue(data.annualized_volatility)}`,
-        `${theme.label("Sharpe ratio:")} ${formatNumber(data.sharpe_ratio)}`,
-        "",
-        theme.label("Benchmarks"),
-        `  IBOV: ${formatPercentValue(data.ibov_return)}`,
-        `  CDI: ${formatPercentValue(data.cdi_return)}`,
-        `  IPCA: ${formatPercentValue(data.ipca_return)}`,
-        "",
-        theme.label("Holdings"),
-        ...data.holdings.map(item => `  - ${item.ticker}: weight=${formatPercentDirect(item.weight_pct)}, return=${formatPercentValue(item.total_return)}, contribution=${formatPercentValue(item.contribution)}`),
-    ];
-    pushNotes(lines, "Assumptions", data.assumptions, theme);
-    pushNotes(lines, "Warnings", data.warnings, theme);
-    return lines.join("\n");
-}
-export function formatBetaHuman(data, theme = createTerminalTheme(process.stdout)) {
-    const lines = [
-        theme.label("Portfolio beta"),
-        "",
-        formatSourceLabel(data, theme),
-        `${theme.label("Benchmark:")} ${data.benchmark}`,
-        `${theme.label("Lookback:")} ${data.lookback_years}Y`,
-        "",
-        `${theme.label("Beta:")} ${formatNumber(data.beta)}`,
-        `${theme.label("Correlation:")} ${formatNumber(data.correlation)}`,
-        `${theme.label("Daily volatility:")} ${formatPercentValue(data.daily_volatility)}`,
-        `${theme.label("Annualized volatility:")} ${formatPercentValue(data.annualized_volatility)}`,
-        `${theme.label("Long exposure:")} ${formatPercentDirect(data.long_exposure_pct)}`,
-        `${theme.label("Short exposure:")} ${formatPercentDirect(data.short_exposure_pct)}`,
-        `${theme.label("Net exposure:")} ${formatPercentDirect(data.total_weight_pct)}`,
-        "",
-        theme.label("Holdings"),
-        ...data.holdings.map(item => `  - ${item.ticker}: weight=${formatPercentDirect(item.weight_pct)}, beta=${formatNullableNumber(item.beta)}, weighted=${formatNullableNumber(item.weighted_beta)}, corr=${formatNullableNumber(item.correlation)}`),
-    ];
-    pushNotes(lines, "Assumptions", data.assumptions, theme);
-    pushNotes(lines, "Warnings", data.warnings, theme);
-    return lines.join("\n");
-}
-export function formatVarHuman(data, theme = createTerminalTheme(process.stdout)) {
-    const lines = [
-        theme.label("Portfolio VaR"),
-        "",
-        formatSourceLabel(data, theme),
-        `${theme.label("Lookback:")} ${data.lookback_years}Y`,
-        `${theme.label("Confidence:")} ${formatPercentDirect(data.confidence_pct)}`,
-        `${theme.label("Horizon:")} ${data.time_horizon}`,
-        "",
-        `${theme.label("VaR:")} ${formatPercentValue(data.var)}`,
-        `${theme.label("Long exposure:")} ${formatPercentDirect(data.long_exposure_pct)}`,
-        `${theme.label("Short exposure:")} ${formatPercentDirect(data.short_exposure_pct)}`,
-        `${theme.label("Net exposure:")} ${formatPercentDirect(data.total_weight_pct)}`,
-        "",
-        theme.label("Holdings"),
-        ...data.holdings.map(item => `  - ${item.ticker}: weight=${formatPercentDirect(item.weight_pct)}`),
-        "",
-        `${theme.label("Histogram bins:")} ${formatInteger(data.histogram_data.length)}`,
-    ];
-    pushNotes(lines, "Assumptions", data.assumptions, theme);
-    pushNotes(lines, "Warnings", data.warnings, theme);
-    return lines.join("\n");
-}
-export function parseAssetSpec(rawAsset) {
-    const normalized = rawAsset.trim();
-    if (!normalized) {
-        throw createCliValidationError("Asset input cannot be empty.");
-    }
-    const parts = normalized.split(":");
-    if (parts.length > 2) {
-        throw createCliValidationError(`Invalid asset input "${rawAsset}". Use TICKER[:WEIGHT_PCT].`);
-    }
-    const [rawTicker, rawWeight] = parts;
-    const ticker = rawTicker?.trim().toUpperCase();
-    if (!ticker) {
-        throw createCliValidationError(`Invalid asset input "${rawAsset}". Use TICKER[:WEIGHT_PCT].`);
-    }
-    if (rawWeight === undefined) {
-        return { ticker, weight_pct: null };
-    }
-    const weight_pct = Number(rawWeight.trim());
-    if (!Number.isFinite(weight_pct)) {
-        throw createCliValidationError(`Invalid asset weight in "${rawAsset}". Use TICKER[:WEIGHT_PCT].`);
-    }
-    return { ticker, weight_pct };
-}
-function resolveAnalyticsSource(portfolioId, assets) {
-    const hasPortfolio = portfolioId !== undefined;
-    const hasAssets = assets.length > 0;
-    if (hasPortfolio === hasAssets) {
-        throw createCliValidationError("Use exactly one source: --portfolio <id> or one or more --asset TICKER[:WEIGHT_PCT].");
-    }
-    if (hasPortfolio) {
-        return { portfolio_id: portfolioId };
-    }
-    return {
-        assets: assets.map(parseAssetSpec),
-    };
-}
-function collectStringOption(value, previous) {
-    previous.push(value);
-    return previous;
-}
-function parsePositiveIntegerOption(value) {
-    const normalized = value.trim();
-    if (!/^\d+$/.test(normalized)) {
-        throw createCliValidationError("Value must be a positive integer.");
-    }
-    const parsed = Number(normalized);
-    if (!Number.isSafeInteger(parsed) || parsed <= 0) {
-        throw createCliValidationError("Value must be a positive integer.");
-    }
-    return parsed;
-}
-function parseYearsOption(value) {
-    const parsed = parsePositiveIntegerOption(value);
-    if (![1, 3, 5].includes(parsed)) {
-        throw createCliValidationError("Years must be one of: 1, 3, 5.");
-    }
-    return parsed;
-}
-function parseNumberOption(value, fieldName) {
-    const parsed = Number(value.trim());
-    if (!Number.isFinite(parsed)) {
-        throw createCliValidationError(`${fieldName} must be a number.`);
-    }
-    return parsed;
-}
-function formatSourceLabel(data, theme) {
-    if (data.source_type === "saved_portfolio" && data.portfolio_id !== null) {
-        const name = data.portfolio_name ? ` · ${data.portfolio_name}` : "";
-        return `${theme.bold(String(data.portfolio_id))}${theme.dim(name)}`;
-    }
-    return theme.bold("Ad-hoc basket");
-}
-function pushNotes(lines, title, items, theme) {
-    if (items.length === 0) {
-        return;
-    }
-    lines.push("");
-    lines.push(theme.label(title));
-    for (const item of items) {
-        lines.push(`  - ${item}`);
-    }
-}
-function formatNumber(value) {
-    return new Intl.NumberFormat("en-US", {
-        maximumFractionDigits: 4,
-    }).format(value);
-}
-function formatInteger(value) {
-    return new Intl.NumberFormat("en-US", {
-        maximumFractionDigits: 0,
-    }).format(value);
-}
-function formatNullableNumber(value) {
-    if (value === null) {
-        return "n/a";
-    }
-    return formatNumber(value);
-}
-function formatPercentValue(value) {
-    return `${new Intl.NumberFormat("en-US", {
-        maximumFractionDigits: 2,
-        minimumFractionDigits: 2,
-    }).format(value * 100)}%`;
-}
-function formatPercentDirect(value) {
-    return `${new Intl.NumberFormat("en-US", {
-        maximumFractionDigits: 2,
-        minimumFractionDigits: 2,
-    }).format(value)}%`;
-}

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

@@ -1,187 +0,0 @@
-export declare const analyticsCapabilities: readonly [{
-    readonly id: "analytics.historical-return";
-    readonly kind: "read";
-    readonly visibility: readonly ["cli", "opencode"];
-    readonly description: "Calculate historical return for a saved portfolio or an ad-hoc weighted basket.";
-    readonly http: {
-        readonly method: "POST";
-        readonly path: "/api/desk/tools/portfolio/historical_return";
-        readonly inputMode: "json_body";
-        readonly schemas: {
-            readonly request: "PortfolioHistoricalReturnRequest";
-            readonly response: "HistoricalReturnResponse";
-        };
-    };
-    readonly cli: {
-        readonly group: "analytics";
-        readonly command: "historical-return";
-        readonly summary: "Calculate historical return for a saved portfolio or repeated --asset inputs.";
-        readonly positional: readonly [];
-        readonly options: readonly [{
-            readonly kind: "option";
-            readonly flag: "--portfolio";
-            readonly name: "portfolio_id";
-            readonly type: "integer";
-            readonly required: false;
-            readonly placeholder: "ID";
-            readonly exclusiveGroup: "source";
-            readonly description: "Saved portfolio id. Use exactly one source: --portfolio or repeated --asset.";
-        }, {
-            readonly kind: "option";
-            readonly flag: "--asset";
-            readonly name: "assets";
-            readonly type: "string_array";
-            readonly required: false;
-            readonly placeholder: "TICKER[:PESO]";
-            readonly multiple: true;
-            readonly collectionFormat: "repeatable";
-            readonly exclusiveGroup: "source";
-            readonly description: "Repeatable ad-hoc asset input using TICKER[:WEIGHT_PCT], for example PRIO3:50.";
-        }, {
-            readonly kind: "option";
-            readonly flag: "--from";
-            readonly name: "start_date";
-            readonly type: "string";
-            readonly required: true;
-            readonly placeholder: "AAAA-MM-DD";
-            readonly description: "Inclusive start date in ISO format.";
-        }, {
-            readonly kind: "option";
-            readonly flag: "--to";
-            readonly name: "end_date";
-            readonly type: "string";
-            readonly required: true;
-            readonly placeholder: "AAAA-MM-DD";
-            readonly description: "Inclusive end date in ISO format.";
-        }];
-        readonly examples: readonly ["quantbrasil analytics historical-return --portfolio 123 --from 2024-01-01 --to 2025-01-01", "quantbrasil analytics historical-return --asset PRIO3:50 --asset VALE3:50 --from 2021-01-01 --to 2025-01-01"];
-    };
-    readonly tool: {
-        readonly name: "qb_historical_return";
-        readonly title: "Calculate historical return";
-    };
-    readonly outputModes: readonly ["json", "human"];
-}, {
-    readonly id: "analytics.beta";
-    readonly kind: "read";
-    readonly visibility: readonly ["cli", "opencode"];
-    readonly description: "Calculate portfolio beta against IBOV for a saved portfolio or an ad-hoc basket.";
-    readonly http: {
-        readonly method: "POST";
-        readonly path: "/api/desk/tools/portfolio/beta";
-        readonly inputMode: "json_body";
-        readonly schemas: {
-            readonly request: "PortfolioBetaRequest";
-            readonly response: "PortfolioBetaResponse";
-        };
-    };
-    readonly cli: {
-        readonly group: "analytics";
-        readonly command: "beta";
-        readonly summary: "Calculate portfolio beta against IBOV.";
-        readonly positional: readonly [];
-        readonly options: readonly [{
-            readonly kind: "option";
-            readonly flag: "--portfolio";
-            readonly name: "portfolio_id";
-            readonly type: "integer";
-            readonly required: false;
-            readonly placeholder: "ID";
-            readonly exclusiveGroup: "source";
-            readonly description: "Saved portfolio id. Use exactly one source: --portfolio or repeated --asset.";
-        }, {
-            readonly kind: "option";
-            readonly flag: "--asset";
-            readonly name: "assets";
-            readonly type: "string_array";
-            readonly required: false;
-            readonly placeholder: "TICKER[:PESO]";
-            readonly multiple: true;
-            readonly collectionFormat: "repeatable";
-            readonly exclusiveGroup: "source";
-            readonly description: "Repeatable ad-hoc asset input using TICKER[:WEIGHT_PCT], for example PETR4:120 or WINFUT:-20.";
-        }, {
-            readonly kind: "option";
-            readonly flag: "--years";
-            readonly name: "years";
-            readonly type: "enum";
-            readonly required: false;
-            readonly placeholder: "ANOS";
-            readonly defaultValue: 1;
-            readonly enumValues: readonly ["1", "3", "5"];
-            readonly description: "Historical lookback window in years. Accepted values: 1, 3, or 5.";
-        }];
-        readonly examples: readonly ["quantbrasil analytics beta --portfolio 123 --years 3", "quantbrasil analytics beta --asset PRIO3:120 --asset WINFUT:-20 --years 1"];
-    };
-    readonly tool: {
-        readonly name: "qb_portfolio_beta";
-        readonly title: "Calculate portfolio beta";
-    };
-    readonly outputModes: readonly ["json", "human"];
-}, {
-    readonly id: "analytics.var";
-    readonly kind: "read";
-    readonly visibility: readonly ["cli", "opencode"];
-    readonly description: "Calculate one-day Value-at-Risk for a saved portfolio or an ad-hoc basket.";
-    readonly http: {
-        readonly method: "POST";
-        readonly path: "/api/desk/tools/portfolio/var";
-        readonly inputMode: "json_body";
-        readonly schemas: {
-            readonly request: "PortfolioVaRRequest";
-            readonly response: "PortfolioVaRResponse";
-        };
-    };
-    readonly cli: {
-        readonly group: "analytics";
-        readonly command: "var";
-        readonly summary: "Calculate one-day Value-at-Risk for a portfolio or basket.";
-        readonly positional: readonly [];
-        readonly options: readonly [{
-            readonly kind: "option";
-            readonly flag: "--portfolio";
-            readonly name: "portfolio_id";
-            readonly type: "integer";
-            readonly required: false;
-            readonly placeholder: "ID";
-            readonly exclusiveGroup: "source";
-            readonly description: "Saved portfolio id. Use exactly one source: --portfolio or repeated --asset.";
-        }, {
-            readonly kind: "option";
-            readonly flag: "--asset";
-            readonly name: "assets";
-            readonly type: "string_array";
-            readonly required: false;
-            readonly placeholder: "TICKER[:PESO]";
-            readonly multiple: true;
-            readonly collectionFormat: "repeatable";
-            readonly exclusiveGroup: "source";
-            readonly description: "Repeatable ad-hoc asset input using TICKER[:WEIGHT_PCT], for example PRIO3:120 or WINFUT:-20.";
-        }, {
-            readonly kind: "option";
-            readonly flag: "--years";
-            readonly name: "years";
-            readonly type: "integer";
-            readonly required: false;
-            readonly placeholder: "ANOS";
-            readonly defaultValue: 1;
-            readonly description: "Historical lookback window in years. The VaR horizon remains one day.";
-        }, {
-            readonly kind: "option";
-            readonly flag: "--confidence";
-            readonly name: "confidence_pct";
-            readonly type: "number";
-            readonly required: false;
-            readonly placeholder: "PERCENTUAL";
-            readonly defaultValue: 95;
-            readonly description: "Confidence level in percent, for example 95 or 99.";
-        }];
-        readonly examples: readonly ["quantbrasil analytics var --portfolio 123 --years 1 --confidence 95", "quantbrasil analytics var --asset PRIO3:50 --asset VALE3:50 --years 3 --confidence 99"];
-    };
-    readonly tool: {
-        readonly name: "qb_portfolio_var";
-        readonly title: "Calculate portfolio VaR";
-    };
-    readonly outputModes: readonly ["json", "human"];
-}];
-//# sourceMappingURL=analytics.d.ts.map

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

@@ -1 +0,0 @@
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