canli-validation-mcp 0.10.0 → 0.10.1

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "canli-validation-mcp",
-  "version": "0.10.0",
+  "version": "0.10.1",
   "description": "Check whether a backtest is real: deflated Sharpe, CSCV probability of backtest overfitting, minimum track record and backtest length, haircut Sharpe and luck-equivalent trials, as an MCP server. Local mode, hosted endpoint, signed receipts.",
   "keywords": [
     "mcp",

package/src/local/js/moments-core.js

@@ -7,9 +7,23 @@
 // standards/validation-api/vectors.json.
 import { calculateDsr } from "./dsr-core.js";
 
+// JSON has no NaN, so a missing value arrives as null, and Number(null) is 0: read that way, a gap
+// becomes a period of zero return, and a malformed string used to be dropped without a word. Each
+// entry must be a finite number or a numeric string; anything else is refused by its position.
+export function finiteNumbers(values, name) {
+  if (!Array.isArray(values)) throw new RangeError(`${name} must be an array of numbers`);
+  const out = new Array(values.length);
+  for (let i = 0; i < values.length; i += 1) {
+    const v = values[i];
+    const x = typeof v === "number" ? v : typeof v === "string" && v.trim() !== "" ? Number(v) : Number.NaN;
+    if (!Number.isFinite(x)) throw new RangeError(`${name}[${i}] is ${v === null ? "null" : v === undefined ? "missing" : typeof v === "number" ? String(v) : JSON.stringify(v)}, not a finite number: remove missing periods rather than sending them, since they would otherwise be read as zero`);
+    out[i] = x;
+  }
+  return out;
+}
+
 export function perPeriodMoments(returns) {
-  if (!Array.isArray(returns)) throw new RangeError("returns must be an array of numbers");
-  const x = returns.map(Number).filter((v) => Number.isFinite(v));
+  const x = finiteNumbers(returns, "returns");
   const n = x.length;
   if (n < 2) throw new RangeError("need at least 2 finite return observations");
   let min = Infinity;

package/src/local/js/validate/haircut-sharpe.js

@@ -1,6 +1,7 @@
 // js/validate/haircut-sharpe.js
 // The pure computation behind POST /api/v1/validate/haircut-sharpe, shared by the API route and the
 // MCP package's local mode (mcp/src/local mirrors it byte for byte), so the two cannot disagree.
+import { finiteNumbers } from "../moments-core.js";
 import { haircutSharpe } from "../haircut-core.js";
 
 // The haircut Sharpe ratio of Harvey and Liu, "Backtesting" (2015), checked against the authors'
@@ -13,7 +14,7 @@ const MAX_OTHERS = 10000;
 export function compute(body) {
   const missing = ["observed_sharpe_annualized", "periods_per_year", "observations"].filter((k) => body[k] === undefined);
   if (missing.length) throw new RangeError(`Missing required fields: ${missing.join(", ")}`);
-  const others = body.other_sharpe_ratios_annualized;
+  const others = body.other_sharpe_ratios_annualized === undefined || !Array.isArray(body.other_sharpe_ratios_annualized) ? body.other_sharpe_ratios_annualized : finiteNumbers(body.other_sharpe_ratios_annualized, "other_sharpe_ratios_annualized");
   if (others !== undefined && (!Array.isArray(others) || others.length < 1 || others.length > MAX_OTHERS)) {
     throw new RangeError(`other_sharpe_ratios_annualized must be an array of 1 to ${MAX_OTHERS} Sharpe ratios`);
   }

package/src/local/js/validate/overfitting.js

@@ -1,6 +1,7 @@
 // js/validate/overfitting.js
 // The pure computation behind POST /api/v1/validate/overfitting, shared by the API route and the
 // MCP package's local mode (mcp/src/local mirrors it byte for byte), so the two cannot disagree.
+import { finiteNumbers } from "../moments-core.js";
 import { pboCscv } from "../pbo-core.js";
 import { LIMITS } from "../../api/_lib/limits.js";
 
@@ -12,7 +13,12 @@ export function compute(body) {
   if (matrix.length > LIMITS.max_observations) throw new RangeError(`A matrix may hold at most ${LIMITS.max_observations} rows`);
   if (matrix[0].length > LIMITS.max_variants) throw new RangeError(`A matrix may hold at most ${LIMITS.max_variants} variants`);
   if (!Number.isInteger(max_combinations) || max_combinations > LIMITS.max_cscv_combinations) throw new RangeError(`max_combinations may not exceed ${LIMITS.max_cscv_combinations}`);
-  const out = pboCscv(matrix, { nSplits: Number(n_splits), maxCombinations: max_combinations, seed: Number(seed) });
+  const k = matrix[0].length;
+  const rows = matrix.map((row, t) => {
+    if (!Array.isArray(row) || row.length !== k) throw new RangeError(`matrix row ${t} has ${Array.isArray(row) ? row.length : "no"} values; every row needs ${k}, one per variant`);
+    return finiteNumbers(row, `matrix[${t}]`);
+  });
+  const out = pboCscv(rows, { nSplits: Number(n_splits), maxCombinations: max_combinations, seed: Number(seed) });
   const sorted = [...out.lambdas].sort((a, b) => a - b);
   const q = (p) => sorted[Math.min(sorted.length - 1, Math.floor(p * sorted.length))];
   const degraded = out.is_oos_pairs.filter(([i, o]) => o < i).length / out.is_oos_pairs.length;