@vantagestack/mcp-server 0.1.59 → 0.1.60

package/dist/tools/qc.js

@@ -0,0 +1,422 @@
+import { makeErrorResult } from "../user.js";
+function parseOrdersCsv(csv) {
+    const lines = csv.trim().split("\n");
+    if (lines.length <= 1)
+        return "No orders in export.";
+    const header = lines[0];
+    const cols = header.split(",").map((c) => c.trim());
+    const rows = lines.slice(1).map((l) => {
+        const vals = l.split(",");
+        return Object.fromEntries(cols.map((c, i) => [c, vals[i]?.trim() ?? ""]));
+    });
+    const summary = rows
+        .slice(0, 20)
+        .map((r) => {
+        const time = r["Time"] ?? r["Date"] ?? r["EntryTime"] ?? "?";
+        const sym = r["Symbol"] ?? r["Ticker"] ?? "?";
+        const dir = r["Direction"] ?? r["Action"] ?? "?";
+        const qty = r["Quantity"] ?? r["Qty"] ?? "?";
+        const price = r["FillPrice"] ?? r["Price"] ?? "?";
+        const pnl = r["PnL"] ?? r["NetProfit"] ?? "";
+        return `• [${time}] ${dir} ${sym} qty=${qty} @${price}${pnl ? ` pnl=${pnl}` : ""}`;
+    })
+        .join("\n");
+    const trailer = rows.length > 20 ? `\n… and ${rows.length - 20} more` : "";
+    return `${rows.length} order(s):\n${summary}${trailer}`;
+}
+export async function listQcAlgorithms(client, _resolver, _input) {
+    try {
+        const algos = await client.get("/api/qc-algorithms");
+        if (!algos.length) {
+            return { content: [{ type: "text", text: "No QC algorithms found. Use create_qc_algorithm to create one." }, { type: "text", text: "[]" }] };
+        }
+        const lines = algos.map((a) => `• id=${a.id} "${a.name ?? "?"}" (updated ${a.updatedAt ?? "?"})`);
+        return {
+            content: [
+                { type: "text", text: `${algos.length} algorithm(s):\n${lines.join("\n")}` },
+                { type: "text", text: JSON.stringify(algos, null, 2) },
+            ],
+        };
+    }
+    catch (err) {
+        return makeErrorResult(err);
+    }
+}
+export async function getQcAlgorithm(client, _resolver, input) {
+    const algorithmId = String(input.algorithmId ?? "");
+    if (!algorithmId)
+        return makeErrorResult(new Error("algorithmId is required"));
+    try {
+        const algo = await client.get(`/api/qc-algorithms/${algorithmId}`);
+        const files = algo.files ?? [];
+        const summary = `Algorithm "${algo.name ?? "?"}" (id=${algo.id}), ${files.length} file(s): ${files.join(", ")}`;
+        return {
+            content: [
+                { type: "text", text: summary },
+                { type: "text", text: JSON.stringify(algo, null, 2) },
+            ],
+        };
+    }
+    catch (err) {
+        return makeErrorResult(err);
+    }
+}
+export async function getAlgorithmFile(client, _resolver, input) {
+    const algorithmId = String(input.algorithmId ?? "");
+    const filename = String(input.filename ?? "");
+    if (!algorithmId || !filename)
+        return makeErrorResult(new Error("algorithmId and filename are required"));
+    try {
+        const content = await client.getText(`/api/qc-algorithms/${algorithmId}/files/${encodeURIComponent(filename)}`);
+        const lines = content.split("\n").length;
+        return {
+            content: [
+                { type: "text", text: `${filename} (${lines} lines):` },
+                { type: "text", text: content },
+            ],
+        };
+    }
+    catch (err) {
+        return makeErrorResult(err);
+    }
+}
+export async function createQcAlgorithm(client, _resolver, input) {
+    const name = String(input.name ?? "");
+    if (!name)
+        return makeErrorResult(new Error("name is required"));
+    const files = input.files;
+    try {
+        const algo = await client.post("/api/qc-algorithms", { name, files: files ?? [] });
+        return {
+            content: [
+                { type: "text", text: `Algorithm "${name}" created with id=${algo.id}` },
+                { type: "text", text: JSON.stringify(algo, null, 2) },
+            ],
+        };
+    }
+    catch (err) {
+        return makeErrorResult(err);
+    }
+}
+export async function updateQcAlgorithm(client, _resolver, input) {
+    const algorithmId = String(input.algorithmId ?? "");
+    if (!algorithmId)
+        return makeErrorResult(new Error("algorithmId is required"));
+    const files = input.files;
+    if (!files?.length)
+        return makeErrorResult(new Error("files array is required"));
+    try {
+        const algo = await client.patch(`/api/qc-algorithms/${algorithmId}`, { files });
+        const fileNames = files.map((f) => f.filename).join(", ");
+        return {
+            content: [
+                { type: "text", text: `Algorithm ${algorithmId} updated — files: ${fileNames}` },
+                { type: "text", text: JSON.stringify(algo, null, 2) },
+            ],
+        };
+    }
+    catch (err) {
+        return makeErrorResult(err);
+    }
+}
+export async function listStrategyInstances(client, _resolver, input) {
+    try {
+        const params = new URLSearchParams();
+        if (input.status)
+            params.set("status", String(input.status));
+        if (input.groupId)
+            params.set("groupId", String(input.groupId));
+        const qs = params.toString() ? `?${params}` : "";
+        const instances = await client.get(`/api/strategy-instances${qs}`);
+        if (!instances.length) {
+            return { content: [{ type: "text", text: "No strategy instances found." }, { type: "text", text: "[]" }] };
+        }
+        const lines = instances.map((i) => `• id=${i.id} "${i.algorithmName ?? "?"}" [${i.status ?? "?"}] mode=${i.isSimulated ? "simulated" : "live"} created=${i.createdAt ?? "?"}`);
+        return {
+            content: [
+                { type: "text", text: `${instances.length} instance(s):\n${lines.join("\n")}` },
+                { type: "text", text: JSON.stringify(instances, null, 2) },
+            ],
+        };
+    }
+    catch (err) {
+        return makeErrorResult(err);
+    }
+}
+export async function getStrategyInstance(client, _resolver, input) {
+    const instanceId = String(input.instanceId ?? "");
+    if (!instanceId)
+        return makeErrorResult(new Error("instanceId is required"));
+    try {
+        const inst = await client.get(`/api/strategy-instances/${instanceId}`);
+        const progress = inst.progress != null ? ` (${(inst.progress * 100).toFixed(0)}%)` : "";
+        const errStr = inst.error ? ` ERROR: ${inst.error}` : "";
+        const summary = `Instance ${instanceId}: "${inst.algorithmName ?? "?"}" [${inst.status ?? "?"}]${progress} mode=${inst.isSimulated ? "simulated" : "live"}${errStr}`;
+        return {
+            content: [
+                { type: "text", text: summary },
+                { type: "text", text: JSON.stringify(inst, null, 2) },
+            ],
+        };
+    }
+    catch (err) {
+        return makeErrorResult(err);
+    }
+}
+export async function launchStrategy(client, _resolver, input) {
+    const algorithmId = Number(input.algorithmId);
+    const connectionAccountId = Number(input.connectionAccountId);
+    const strategyName = String(input.strategyName ?? "");
+    if (!algorithmId)
+        return makeErrorResult(new Error("algorithmId is required"));
+    if (!connectionAccountId)
+        return makeErrorResult(new Error("connectionAccountId is required"));
+    if (!strategyName)
+        return makeErrorResult(new Error("strategyName is required"));
+    const body = { algorithmId, connectionAccountId, strategyName };
+    if (input.quickTestMode !== undefined)
+        body.quickTestMode = Boolean(input.quickTestMode);
+    if (input.useDatabento !== undefined)
+        body.useDatabento = Boolean(input.useDatabento);
+    if (input.replayStart)
+        body.replayStart = String(input.replayStart);
+    if (input.replayEnd)
+        body.replayEnd = String(input.replayEnd);
+    if (input.databentoApiKey)
+        body.databentoApiKey = String(input.databentoApiKey);
+    if (input.sessionStartTime)
+        body.sessionStartTime = String(input.sessionStartTime);
+    if (input.preset)
+        body.preset = String(input.preset);
+    if (input.slippageTicks !== undefined)
+        body.slippageTicks = Number(input.slippageTicks);
+    if (input.delayedLiveMode !== undefined)
+        body.delayedLiveMode = Boolean(input.delayedLiveMode);
+    // WP-UXSETTINGS: per-strategy market-data feed kind + backpressure pass-through.
+    if (input.marketDataFeedKind)
+        body.marketDataFeedKind = String(input.marketDataFeedKind);
+    if (input.marketDataHistoryFeedKind)
+        body.marketDataHistoryFeedKind = String(input.marketDataHistoryFeedKind);
+    if (input.marketDataBackpressureMode)
+        body.marketDataBackpressureMode = String(input.marketDataBackpressureMode);
+    try {
+        const inst = await client.post("/api/strategy-instances", body);
+        const replayNote = input.replayStart ? ` replay from ${input.replayStart}` : " live";
+        const qtNote = input.quickTestMode ? " [quick test]" : "";
+        return {
+            content: [
+                {
+                    type: "text",
+                    text: `Strategy launched: instanceId=${inst.instanceId ?? inst.id}${replayNote}${qtNote}, status=${inst.status ?? "?"}. Use get_strategy_logs(instanceId: "${inst.instanceId ?? inst.id}") to monitor.`,
+                },
+                { type: "text", text: JSON.stringify(inst, null, 2) },
+            ],
+        };
+    }
+    catch (err) {
+        return makeErrorResult(err);
+    }
+}
+export async function stopStrategy(client, _resolver, input) {
+    const instanceId = String(input.instanceId ?? "");
+    if (!instanceId)
+        return makeErrorResult(new Error("instanceId is required"));
+    try {
+        await client.delete(`/api/strategy-instances/${instanceId}`);
+        return {
+            content: [{ type: "text", text: `Strategy instance ${instanceId} stopped.` }],
+        };
+    }
+    catch (err) {
+        return makeErrorResult(err);
+    }
+}
+export async function launchGroup(client, _resolver, input) {
+    const groupId = Number(input.groupId);
+    const algorithmId = Number(input.algorithmId);
+    if (!groupId)
+        return makeErrorResult(new Error("groupId is required"));
+    if (!algorithmId)
+        return makeErrorResult(new Error("algorithmId is required"));
+    const body = { groupId, algorithmId };
+    if (input.quickTestMode !== undefined)
+        body.quickTestMode = Boolean(input.quickTestMode);
+    if (input.useDatabento !== undefined)
+        body.useDatabento = Boolean(input.useDatabento);
+    if (input.replayStart)
+        body.replayStart = String(input.replayStart);
+    if (input.replayEnd)
+        body.replayEnd = String(input.replayEnd);
+    if (input.preset)
+        body.preset = String(input.preset);
+    if (input.slippageTicks !== undefined)
+        body.slippageTicks = Number(input.slippageTicks);
+    try {
+        const result = await client.post("/api/strategy-instances/group", body);
+        const ids = result.instanceIds ?? [];
+        return {
+            content: [
+                {
+                    type: "text",
+                    text: `Launched ${ids.length} instance(s) in group ${groupId}: instanceIds=${ids.join(", ")}. Use get_strategy_logs for each to monitor progress.`,
+                },
+                { type: "text", text: JSON.stringify(result, null, 2) },
+            ],
+        };
+    }
+    catch (err) {
+        return makeErrorResult(err);
+    }
+}
+export async function stopGroup(client, _resolver, input) {
+    const groupId = String(input.groupId ?? "");
+    if (!groupId)
+        return makeErrorResult(new Error("groupId is required"));
+    try {
+        const result = await client.delete(`/api/strategy-instances/group/${groupId}`);
+        return {
+            content: [{ type: "text", text: `Stopped ${result.stopped} running instance(s) in group ${groupId}.` }],
+        };
+    }
+    catch (err) {
+        return makeErrorResult(err);
+    }
+}
+export async function getStrategyLogs(client, _resolver, input) {
+    const instanceId = String(input.instanceId ?? "");
+    if (!instanceId)
+        return makeErrorResult(new Error("instanceId is required"));
+    const tail = input.tail ? Number(input.tail) : 100;
+    try {
+        const raw = await client.getText(`/api/strategy-instances/${instanceId}/logs`);
+        if (!raw.trim()) {
+            return { content: [{ type: "text", text: `No logs yet for instance ${instanceId}.` }] };
+        }
+        const lines = raw.trim().split("\n");
+        const slice = lines.slice(-tail);
+        const header = lines.length > tail ? `(showing last ${tail} of ${lines.length} lines)\n` : "";
+        return {
+            content: [{ type: "text", text: `${header}${slice.join("\n")}` }],
+        };
+    }
+    catch (err) {
+        return makeErrorResult(err);
+    }
+}
+export async function getStrategyStats(client, _resolver, input) {
+    const instanceId = String(input.instanceId ?? "");
+    if (!instanceId)
+        return makeErrorResult(new Error("instanceId is required"));
+    try {
+        const stats = await client.get(`/api/strategy-instances/${instanceId}/export/stats.json`);
+        const pnlStr = stats.netPnl != null ? `${stats.netPnl >= 0 ? "+" : ""}${stats.netPnl.toFixed(2)}` : "?";
+        const wrStr = stats.winRate != null ? `${(stats.winRate * 100).toFixed(1)}%` : "?";
+        const pfStr = stats.profitFactor != null ? stats.profitFactor.toFixed(2) : "?";
+        const shStr = stats.sharpe != null ? stats.sharpe.toFixed(2) : "?";
+        const ddStr = stats.maxDrawdown != null ? stats.maxDrawdown.toFixed(2) : "?";
+        const summary = [
+            `Net P&L: ${pnlStr}`,
+            `Trades: ${stats.totalTrades ?? "?"}`,
+            `Win rate: ${wrStr}`,
+            `Profit factor: ${pfStr}`,
+            `Sharpe: ${shStr}`,
+            `Max drawdown: ${ddStr}`,
+        ].join(" | ");
+        return {
+            content: [
+                { type: "text", text: summary },
+                { type: "text", text: JSON.stringify(stats, null, 2) },
+            ],
+        };
+    }
+    catch (err) {
+        return makeErrorResult(err);
+    }
+}
+export async function getStrategyOrders(client, _resolver, input) {
+    const instanceId = String(input.instanceId ?? "");
+    if (!instanceId)
+        return makeErrorResult(new Error("instanceId is required"));
+    try {
+        const csv = await client.getText(`/api/strategy-instances/${instanceId}/export/orders.csv`);
+        if (!csv.trim()) {
+            return { content: [{ type: "text", text: `No orders exported for instance ${instanceId}.` }] };
+        }
+        const summary = parseOrdersCsv(csv);
+        return {
+            content: [
+                { type: "text", text: summary },
+                { type: "text", text: csv },
+            ],
+        };
+    }
+    catch (err) {
+        return makeErrorResult(err);
+    }
+}
+export async function getStrategyTrades(client, _resolver, input) {
+    const instanceId = String(input.instanceId ?? "");
+    if (!instanceId)
+        return makeErrorResult(new Error("instanceId is required"));
+    try {
+        const trades = await client.get(`/api/strategy-instances/${instanceId}/trades`);
+        if (!trades || trades.length === 0) {
+            return { content: [{ type: "text", text: `No trades for instance ${instanceId}.` }] };
+        }
+        const closed = trades.filter(t => t.isClosed && t.realizedPnl != null);
+        const open = trades.filter(t => !t.isClosed);
+        const totalPnl = closed.reduce((s, t) => s + (t.realizedPnl ?? 0), 0);
+        const wins = closed.filter(t => (t.realizedPnl ?? 0) > 0).length;
+        const losses = closed.filter(t => (t.realizedPnl ?? 0) < 0).length;
+        const totalCommission = trades.reduce((s, t) => s + (t.commission ?? 0), 0);
+        const summary = [
+            `${trades.length} round-trip(s): ${closed.length} closed, ${open.length} open`,
+            `Net P&L: ${totalPnl >= 0 ? "+" : ""}$${totalPnl.toFixed(2)} (commission-net)`,
+            `Wins/Losses: ${wins}/${losses}`,
+            `Total commission: $${totalCommission.toFixed(2)}`,
+        ].join("\n");
+        const rows = trades.slice(0, 50).map(t => {
+            const side = t.entrySide === "buy" ? "Long" : "Short";
+            const exit = t.isClosed
+                ? `${t.exitAtUtc?.slice(0, 16) ?? "?"} @ ${t.exitPrice}`
+                : "(open)";
+            const pnl = t.realizedPnl != null
+                ? `${t.realizedPnl >= 0 ? "+" : ""}$${t.realizedPnl.toFixed(2)}`
+                : "—";
+            return `${t.entryAtUtc.slice(0, 16)} ${side} ${t.quantity} ${t.symbol} @ ${t.entryPrice} → ${exit} P&L=${pnl}`;
+        });
+        return {
+            content: [
+                { type: "text", text: summary },
+                { type: "text", text: rows.join("\n") + (trades.length > 50 ? `\n… and ${trades.length - 50} more` : "") },
+            ],
+        };
+    }
+    catch (err) {
+        return makeErrorResult(err);
+    }
+}
+export async function getStrategySessions(client, _resolver, input) {
+    const instanceId = String(input.instanceId ?? "");
+    if (!instanceId)
+        return makeErrorResult(new Error("instanceId is required"));
+    try {
+        const rows = await client.get(`/api/strategy-instances/${instanceId}/session-lines`);
+        if (!rows.length) {
+            return { content: [{ type: "text", text: `No session data yet for instance ${instanceId}.` }] };
+        }
+        const summary = rows
+            .map((r) => `${r.date}  range=${r.rangePts}pts  long=${r.longEntry}  short=${r.shortEntry}`)
+            .join("\n");
+        return {
+            content: [
+                { type: "text", text: summary },
+                { type: "text", text: JSON.stringify(rows, null, 2) },
+            ],
+        };
+    }
+    catch (err) {
+        return makeErrorResult(err);
+    }
+}
+//# sourceMappingURL=qc.js.map

package/dist/tools/qc.js.map

@@ -0,0 +1 @@
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package/dist/tools/qc.test.d.ts

@@ -0,0 +1 @@
+export {};