tradeblocks-mcp 0.4.1 → 0.4.2

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "tradeblocks-mcp",
-  "version": "0.4.1",
+  "version": "0.4.2",
   "description": "MCP server for options trade analysis - works with Claude Desktop/Cowork",
   "author": "David Romeo <davidmromeo@gmail.com>",
   "type": "module",

package/server/index.js

@@ -45503,7 +45503,14 @@ function registerAnalysisTools(server, baseDir) {
         maxTailDependenceThreshold: external_exports.number().min(0).max(1).default(0.5).describe("Maximum allowed tail dependence between any strategy pair (default: 0.5). Only used if enableTailRiskConstraint is true."),
         tailThreshold: external_exports.number().min(0.01).max(0.5).default(0.1).describe("Percentile threshold for tail definition (default: 0.1 = worst 10%). Only used if enableTailRiskConstraint is true."),
         diversificationNormalization: external_exports.enum(["raw", "margin", "notional"]).default("raw").describe("How to normalize returns for diversification calculations (default: raw)."),
-        diversificationDateBasis: external_exports.enum(["opened", "closed"]).default("opened").describe("Which trade date to use for diversification calculations (default: opened).")
+        diversificationDateBasis: external_exports.enum(["opened", "closed"]).default("opened").describe("Which trade date to use for diversification calculations (default: opened)."),
+        // Parameter ranges for position sizing sweeps
+        parameterRanges: external_exports.record(
+          external_exports.string(),
+          external_exports.tuple([external_exports.number(), external_exports.number(), external_exports.number()])
+        ).optional().describe(
+          `Parameter ranges for optimization sweep. Format: {paramName: [min, max, step]}. POSITION SIZING: 'kellyMultiplier' scales P&L by multiplier (e.g., {"kellyMultiplier": [0.25, 1.0, 0.25]} tests quarter/half/3-quarter/full Kelly); 'fixedFractionPct' scales relative to 2% baseline (e.g., [1, 4, 1] tests 1-4%); 'fixedContracts' scales relative to avg contracts (e.g., [1, 5, 1] tests 1-5 contracts). RISK CONSTRAINTS (reject combinations exceeding threshold): 'maxDrawdownPct' max drawdown % (e.g., [15, 25, 5] allows 15-25%); 'maxDailyLossPct' max single-day loss %; 'consecutiveLossLimit' max consecutive losing trades. STRATEGY WEIGHTS: 'strategy:StrategyName' weight multiplier per strategy (e.g., {"strategy:IronCondor": [0, 1, 0.5], "strategy:Straddle": [0, 1, 0.5]} tests include/exclude combinations). Multiple parameters create a grid search across all combinations.`
+        )
       })
     },
     async ({
@@ -45532,7 +45539,8 @@ function registerAnalysisTools(server, baseDir) {
       maxTailDependenceThreshold,
       tailThreshold,
       diversificationNormalization,
-      diversificationDateBasis
+      diversificationDateBasis,
+      parameterRanges
     }) => {
       try {
         const block = await loadBlock(baseDir, blockId);
@@ -45622,7 +45630,7 @@ function registerAnalysisTools(server, baseDir) {
             outOfSampleDays,
             stepSizeDays,
             optimizationTarget,
-            parameterRanges: {},
+            parameterRanges: parameterRanges ?? {},
             minInSampleTrades,
             minOutOfSampleTrades,
             normalizeTo1Lot,
@@ -45653,7 +45661,8 @@ function registerAnalysisTools(server, baseDir) {
             oosWindowCount,
             minInSampleTrades,
             minOutOfSampleTrades,
-            normalizeTo1Lot
+            normalizeTo1Lot,
+            parameterRanges: parameterRanges ?? null
           },
           performanceFloor: hasPerformanceFloor ? {
             minSharpeRatio: minSharpeRatio ?? null,