@quantbrasil/cli 0.1.0-beta.3 → 0.1.0-beta.4

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

@@ -1,214 +0,0 @@
-import { publicRuntimeVisibility, standardOutputModes } from "./shared.js";
-export const analyticsCapabilities = [
-    {
-        id: "analytics.historical-return",
-        kind: "read",
-        visibility: publicRuntimeVisibility,
-        description: "Calculate historical return for a saved portfolio or an ad-hoc weighted basket.",
-        http: {
-            method: "POST",
-            path: "/api/desk/tools/portfolio/historical_return",
-            inputMode: "json_body",
-            schemas: {
-                request: "PortfolioHistoricalReturnRequest",
-                response: "HistoricalReturnResponse",
-            },
-        },
-        cli: {
-            group: "analytics",
-            command: "historical-return",
-            summary: "Calculate historical return for a saved portfolio or repeated --asset inputs.",
-            positional: [],
-            options: [
-                {
-                    kind: "option",
-                    flag: "--portfolio",
-                    name: "portfolio_id",
-                    type: "integer",
-                    required: false,
-                    placeholder: "ID",
-                    exclusiveGroup: "source",
-                    description: "Saved portfolio id. Use exactly one source: --portfolio or repeated --asset.",
-                },
-                {
-                    kind: "option",
-                    flag: "--asset",
-                    name: "assets",
-                    type: "string_array",
-                    required: false,
-                    placeholder: "TICKER[:PESO]",
-                    multiple: true,
-                    collectionFormat: "repeatable",
-                    exclusiveGroup: "source",
-                    description: "Repeatable ad-hoc asset input using TICKER[:WEIGHT_PCT], for example PRIO3:50.",
-                },
-                {
-                    kind: "option",
-                    flag: "--from",
-                    name: "start_date",
-                    type: "string",
-                    required: true,
-                    placeholder: "AAAA-MM-DD",
-                    description: "Inclusive start date in ISO format.",
-                },
-                {
-                    kind: "option",
-                    flag: "--to",
-                    name: "end_date",
-                    type: "string",
-                    required: true,
-                    placeholder: "AAAA-MM-DD",
-                    description: "Inclusive end date in ISO format.",
-                },
-            ],
-            examples: [
-                "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",
-            ],
-        },
-        tool: {
-            name: "qb_historical_return",
-            title: "Calculate historical return",
-        },
-        outputModes: standardOutputModes,
-    },
-    {
-        id: "analytics.beta",
-        kind: "read",
-        visibility: publicRuntimeVisibility,
-        description: "Calculate portfolio beta against IBOV for a saved portfolio or an ad-hoc basket.",
-        http: {
-            method: "POST",
-            path: "/api/desk/tools/portfolio/beta",
-            inputMode: "json_body",
-            schemas: {
-                request: "PortfolioBetaRequest",
-                response: "PortfolioBetaResponse",
-            },
-        },
-        cli: {
-            group: "analytics",
-            command: "beta",
-            summary: "Calculate portfolio beta against IBOV.",
-            positional: [],
-            options: [
-                {
-                    kind: "option",
-                    flag: "--portfolio",
-                    name: "portfolio_id",
-                    type: "integer",
-                    required: false,
-                    placeholder: "ID",
-                    exclusiveGroup: "source",
-                    description: "Saved portfolio id. Use exactly one source: --portfolio or repeated --asset.",
-                },
-                {
-                    kind: "option",
-                    flag: "--asset",
-                    name: "assets",
-                    type: "string_array",
-                    required: false,
-                    placeholder: "TICKER[:PESO]",
-                    multiple: true,
-                    collectionFormat: "repeatable",
-                    exclusiveGroup: "source",
-                    description: "Repeatable ad-hoc asset input using TICKER[:WEIGHT_PCT], for example PETR4:120 or WINFUT:-20.",
-                },
-                {
-                    kind: "option",
-                    flag: "--years",
-                    name: "years",
-                    type: "enum",
-                    required: false,
-                    placeholder: "ANOS",
-                    defaultValue: 1,
-                    enumValues: ["1", "3", "5"],
-                    description: "Historical lookback window in years. Accepted values: 1, 3, or 5.",
-                },
-            ],
-            examples: [
-                "quantbrasil analytics beta --portfolio 123 --years 3",
-                "quantbrasil analytics beta --asset PRIO3:120 --asset WINFUT:-20 --years 1",
-            ],
-        },
-        tool: {
-            name: "qb_portfolio_beta",
-            title: "Calculate portfolio beta",
-        },
-        outputModes: standardOutputModes,
-    },
-    {
-        id: "analytics.var",
-        kind: "read",
-        visibility: publicRuntimeVisibility,
-        description: "Calculate one-day Value-at-Risk for a saved portfolio or an ad-hoc basket.",
-        http: {
-            method: "POST",
-            path: "/api/desk/tools/portfolio/var",
-            inputMode: "json_body",
-            schemas: {
-                request: "PortfolioVaRRequest",
-                response: "PortfolioVaRResponse",
-            },
-        },
-        cli: {
-            group: "analytics",
-            command: "var",
-            summary: "Calculate one-day Value-at-Risk for a portfolio or basket.",
-            positional: [],
-            options: [
-                {
-                    kind: "option",
-                    flag: "--portfolio",
-                    name: "portfolio_id",
-                    type: "integer",
-                    required: false,
-                    placeholder: "ID",
-                    exclusiveGroup: "source",
-                    description: "Saved portfolio id. Use exactly one source: --portfolio or repeated --asset.",
-                },
-                {
-                    kind: "option",
-                    flag: "--asset",
-                    name: "assets",
-                    type: "string_array",
-                    required: false,
-                    placeholder: "TICKER[:PESO]",
-                    multiple: true,
-                    collectionFormat: "repeatable",
-                    exclusiveGroup: "source",
-                    description: "Repeatable ad-hoc asset input using TICKER[:WEIGHT_PCT], for example PRIO3:120 or WINFUT:-20.",
-                },
-                {
-                    kind: "option",
-                    flag: "--years",
-                    name: "years",
-                    type: "integer",
-                    required: false,
-                    placeholder: "ANOS",
-                    defaultValue: 1,
-                    description: "Historical lookback window in years. The VaR horizon remains one day.",
-                },
-                {
-                    kind: "option",
-                    flag: "--confidence",
-                    name: "confidence_pct",
-                    type: "number",
-                    required: false,
-                    placeholder: "PERCENTUAL",
-                    defaultValue: 95,
-                    description: "Confidence level in percent, for example 95 or 99.",
-                },
-            ],
-            examples: [
-                "quantbrasil analytics var --portfolio 123 --years 1 --confidence 95",
-                "quantbrasil analytics var --asset PRIO3:50 --asset VALE3:50 --years 3 --confidence 99",
-            ],
-        },
-        tool: {
-            name: "qb_portfolio_var",
-            title: "Calculate portfolio VaR",
-        },
-        outputModes: standardOutputModes,
-    },
-];