tradeblocks-mcp 0.1.0 → 0.1.1

package/README.md

@@ -189,26 +189,28 @@ backtests/
 ### Core Tools
 | Tool | Description |
 |------|-------------|
-| `list_backtests` | List all available blocks |
+| `list_backtests` | List all available blocks with summary stats |
+| `get_block_info` | Detailed info for a specific block |
 | `get_statistics` | Performance metrics (Sharpe, Sortino, drawdown, etc.) |
-| `get_trades` | Raw trade data with optional filters |
-| `reprocess_block` | Re-parse CSVs and recalculate statistics |
+| `get_strategy_comparison` | Compare strategies within a block |
+| `compare_blocks` | Compare statistics across multiple blocks |
+| `get_trades` | Raw trade data with filtering, sorting, pagination |
 
 ### Analysis Tools
 | Tool | Description |
 |------|-------------|
 | `run_walk_forward` | Walk-forward analysis with configurable windows |
 | `run_monte_carlo` | Monte Carlo simulation with worst-case scenarios |
-| `calculate_correlation` | Strategy correlation matrix (Kendall's tau) |
-| `get_tail_risk` | VaR, CVaR, and max drawdown analysis |
-| `calculate_position_sizing` | Kelly criterion position sizing |
+| `get_correlation_matrix` | Strategy correlation matrix (Kendall, Spearman, Pearson) |
+| `get_tail_risk` | Tail dependence and copula-based risk analysis |
+| `get_position_sizing` | Kelly criterion position sizing |
 
 ### Performance Tools
 | Tool | Description |
 |------|-------------|
 | `get_performance_charts` | 16 chart types (equity, drawdown, distribution) |
 | `get_period_returns` | Returns aggregated by time period |
-| `compare_backtest_vs_actual` | Backtest vs live performance comparison |
+| `compare_backtest_to_actual` | Backtest vs live performance comparison |
 
 ### Report Builder Tools
 | Tool | Description |

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "tradeblocks-mcp",
-  "version": "0.1.0",
+  "version": "0.1.1",
   "description": "MCP server for options trade analysis - works with Claude Desktop/Cowork",
   "author": "David Romeo <davidmromeo@gmail.com>",
   "type": "module",

package/agent-skills/optionomega-backtesting.md

@@ -1,285 +0,0 @@
-# Option Omega Backtesting Guide
-
-This skill provides comprehensive guidance for setting up Option Omega backtests that produce clean, analyzable data for TradeBlocks.
-
-## Overview
-
-Option Omega is a backtesting platform for options strategies. TradeBlocks can import its CSV exports for deeper analysis including walk-forward testing, Monte Carlo simulations, and risk metrics.
-
----
-
-## Supported Assets & Data
-
-### Available Tickers
-| Ticker | Notes |
-|--------|-------|
-| SPY | Full support |
-| SPX | Afternoon expirations only (no AM expiries) |
-| QQQ | Full support |
-| IWM | Full support |
-| AAPL | Full support |
-| TSLA | Full support |
-
-### Historical Data
-- **Range**: January 1, 2013 through previous trading day
-- **Updates**: Overnight (3-5am ET), available before market open
-- **Resolution**: 1-minute OHLC (uses open price for entry/exit signals)
-- **Hours**: RTH only (9:30am - 4:00pm ET)
-
-### Data Quality Considerations
-- Uses **mid-price** calculated from OPRA bid/ask data
-- **March 2020**: Extreme volatility may show unusual results
-- **Spring 2025**: Similar volatility artifacts
-- Calendar days used for DTE calculations (not trading days)
-
----
-
-## Strategy Configuration
-
-### Pre-Built Strategies
-Option Omega offers 16 pre-built strategy templates:
-- Iron Condors
-- Calendars
-- Butterflies
-- Various vertical spreads
-- And more
-
-### Custom Strategies
-- Support for up to **8 legs** per backtest
-- Each leg: type (call/put), direction (buy/sell), quantity, DTE
-
-### Strike Selection Methods
-
-| Method | Description | Use Case |
-|--------|-------------|----------|
-| **Delta** | Select by delta value | Most common, adapts to volatility |
-| **Percentage OTM** | Target % out-of-the-money | Fixed distance strategies |
-| **Fixed Premium** | Nearest strike to target price | Premium-based entries |
-| **Strike Offset** | Relative to parent leg | Linked/dependent legs |
-
-### Linked Legs
-- Child legs can be "tethered" to parent legs
-- Maintains consistent width regardless of underlying price
-- Use for spreads where leg distance matters
-
-### Strike Rounding
-- Option to round strikes to nearest multiples
-- Improves liquidity matching
-- Useful for tickers with wide strike spacing
-
----
-
-## Entry Configuration
-
-### Entry Timing
-- **Window**: 9:32am - 3:59pm ET
-- **Resolution**: 1-minute intervals
-- Note: Option pricing begins at 9:32am; 9:30am only has underlying data
-
-### Entry Frequency
-
-| Frequency | Description |
-|-----------|-------------|
-| **Daily** | Every trading day |
-| **Weekly** | Select specific weekdays |
-| **Monthly** | Select specific dates (1-31) |
-| **Specific Dates** | Whitelist of exact dates |
-
-### Entry Filters (Optional)
-
-#### VIX-Based
-- VIX level range (min/max)
-- VIX overnight movement
-- VIX intraday movement
-- VIX9D/VIX ratio
-
-#### Technical Indicators
-- **RSI**: 14-day rolling on 1-minute data
-- **SMA**: Simple moving average
-- **EMA**: Exponential moving average
-
-#### Price Action
-- **Opening Range Breakout (ORB)**: Entry based on first N minutes
-- **Gap conditions**: Overnight gap filters
-- **Intraday movement**: Price change since open
-
-#### SqueezeMetrics
-- **DIX**: Dark Index
-- **GEX**: Gamma Exposure
-- **GXV**: Gamma Exposure Volatility
-
----
-
-## Exit Conditions
-
-### Profit Targets
-Three methods available:
-1. **Percentage-based**: % of max profit or premium received
-2. **Fixed dollar**: Specific dollar amount
-3. **Closing order price**: Exact debit/credit to close
-
-### Stop Loss Options
-
-| Type | Description |
-|------|-------------|
-| **Fixed** | Static stop level |
-| **Trailing** | Moves with profit (recalculated or fixed offset) |
-| **0-DTE Intra-minute** | SPX/SPY only, sub-minute precision |
-| **Per-leg** | Individual leg stops |
-
-### Time-Based Exits
-
-| Method | Description |
-|--------|-------------|
-| **By DTE** | Close at N days to expiration |
-| **Days in trade** | Close after N calendar days |
-| **Minutes in trade** | Close after N minutes |
-
-### Other Exit Triggers
-- Technical indicator signals
-- Delta-based (position or individual leg)
-- Short strike tested
-- Underlying moves specified amount
-
----
-
-## Risk Controls ("The Punisher")
-
-### Transaction Costs
-- **Commissions/Fees**: Per-contract amount
-- **Slippage**: Separate settings for entry, exit, and stop loss
-
-### Trade Filters
-- **Bid-ask spread filter**: Reject trades exceeding threshold (default: 10,000 bps)
-- **Min/max entry premium**: Filter by received/paid amounts
-- **Short/long premium ratio**: Filter by ratio
-
-### Execution Refinements
-- **Consecutive hits**: Require 2 intervals at target/stop before exit
-- **Cap profits/losses**: Limit fills at specified levels
-- **Close on completion**: Auto-close remaining trades at test end
-
-### Date Controls
-- **Blackout days**: Exclude specific dates from trading
-- **Re-entry delays**: Wait period after exits before new trades
-
----
-
-## Position Sizing
-
-### Capital Controls
-- **Starting funds**: Initial account balance
-- **Margin allocation %**: Percentage of capital per trade
-- **Max open trades**: Simultaneous position limit
-- **Max contracts/trade**: Hard cap on contract size
-
-### Dynamic Sizing
-- Contract count calculated from available capital
-- Adjusts based on margin requirements
-- Option to ignore margin requirements (requires contract limit)
-
----
-
-## Common Issues & Troubleshooting
-
-### Why Trades Don't Execute
-1. **Insufficient margin**: Not enough buying power
-2. **Exact DTE filter**: No matching expiration
-3. **Max open trades reached**: Position limit hit
-4. **Strike padlock enabled**: Exact strike not available
-5. **Trades still open at test end**: Check close-on-completion setting
-
-### Data Gaps
-- Very wide bid-ask spreads may prevent execution
-- Check bid-ask filter settings if trades seem to skip
-
----
-
-## Exporting for TradeBlocks
-
-### Export Steps
-1. Run your backtest in Option Omega
-2. Navigate to **Results → Trade Log**
-3. Click **Export** or **Download CSV**
-4. Save to **Downloads**, **Desktop**, or **Documents** folder
-5. In TradeBlocks: `import_csv` with filename and block name
-
-### Expected CSV Columns
-Option Omega exports these automatically:
-- `Date Opened`, `Time Opened`
-- `Date Closed`, `Time Closed`
-- `P/L`
-- `Strategy`
-- `Legs`
-- `No. of Contracts`
-- `Premium`
-- `Opening Price`, `Closing Price`
-- `Reason For Close`
-- `Opening VIX`, `Closing VIX` (if available)
-- `Gap`, `Movement` (if available)
-- `Max Profit`, `Max Loss` (if available)
-
-### What's Lost in Export
-The CSV export loses Option Omega's visual features:
-- Trade replay visualization
-- VIX/underlying price charts
-- Interactive trade log filtering
-
-TradeBlocks compensates with:
-- Walk-forward analysis (overfitting detection)
-- Monte Carlo simulations (risk assessment)
-- Comprehensive statistics (Sharpe, Sortino, etc.)
-- Tail risk analysis (VaR, CVaR)
-- Position sizing recommendations (Kelly criterion)
-
----
-
-## Best Practices for Clean Backtests
-
-### Realistic Settings
-1. **Enable slippage**: At least 0.01-0.02 per contract
-2. **Set commissions**: Match your broker's fees
-3. **Use bid-ask filter**: Reject unrealistic fills
-4. **Enable consecutive hits**: Avoid phantom fills
-
-### Avoid Overfitting
-1. Use simple entry/exit rules initially
-2. Avoid excessive filters that "cherry-pick" trades
-3. Run walk-forward analysis in TradeBlocks after import
-4. Compare in-sample vs out-of-sample performance
-
-### Consistent Naming
-- Use descriptive strategy names in Option Omega
-- The `Strategy` column carries through to TradeBlocks
-- Enables filtering and comparison by strategy
-
----
-
-## TradeBlocks Analysis Workflow
-
-After importing Option Omega data:
-
-1. **Get Statistics**: Basic performance metrics
-   ```
-   get_statistics("my-strategy")
-   ```
-
-2. **Walk-Forward Analysis**: Test for overfitting
-   ```
-   run_walk_forward("my-strategy")
-   ```
-
-3. **Monte Carlo Simulation**: Risk assessment
-   ```
-   run_monte_carlo("my-strategy")
-   ```
-
-4. **Position Sizing**: Kelly criterion recommendation
-   ```
-   calculate_position_sizing("my-strategy", account_size)
-   ```
-
-5. **Tail Risk**: VaR and worst-case analysis
-   ```
-   get_tail_risk("my-strategy")
-   ```