tradeblocks-mcp 1.2.1 → 1.3.0-beta.2

package/dist/test-exports.js

@@ -20348,6 +20348,138 @@ var REPORTING_TRADE_COLUMN_ALIASES = {
   "PL": "P/L"
 };
 
+// ../lib/processing/tat-adapter.ts
+var TAT_SIGNATURE_HEADERS = ["tradeid", "profitloss", "buyingpower"];
+function isTatFormat(headers) {
+  const lower = headers.map((h) => h.toLowerCase().trim());
+  return TAT_SIGNATURE_HEADERS.every((sig) => lower.includes(sig));
+}
+function parseTatDate(dateStr) {
+  if (!dateStr || dateStr.trim() === "") return null;
+  const isoMatch = dateStr.match(/^(\d{4})-(\d{2})-(\d{2})/);
+  if (isoMatch) {
+    const [, year, month, day] = isoMatch;
+    return new Date(parseInt(year), parseInt(month) - 1, parseInt(day));
+  }
+  const usMatch = dateStr.match(/^(\d{1,2})\/(\d{1,2})\/(\d{4})/);
+  if (usMatch) {
+    const [, month, day, year] = usMatch;
+    return new Date(parseInt(year), parseInt(month) - 1, parseInt(day));
+  }
+  return null;
+}
+function formatTatTime(timeStr) {
+  if (!timeStr || timeStr.trim() === "") return void 0;
+  if (/[AP]M$/i.test(timeStr.trim())) return timeStr.trim();
+  const match = timeStr.match(/^(\d{1,2}):(\d{2})/);
+  if (!match) return void 0;
+  const hours = parseInt(match[1], 10);
+  const minutes = match[2];
+  const period = hours >= 12 ? "PM" : "AM";
+  const displayHours = hours % 12 || 12;
+  return `${displayHours}:${minutes} ${period}`;
+}
+function buildTatLegsString(row) {
+  const symbol = (row.UnderlyingSymbol || "").trim();
+  const tradeType = (row.TradeType || "").trim();
+  const shortPut = (row.ShortPut || "").trim();
+  const shortCall = (row.ShortCall || "").trim();
+  const longPut = (row.LongPut || "").trim();
+  const longCall = (row.LongCall || "").trim();
+  const isPresent = (v) => v !== "" && v !== "0";
+  const shortParts = [];
+  if (isPresent(shortPut)) shortParts.push(`${shortPut}P`);
+  if (isPresent(shortCall)) shortParts.push(`${shortCall}C`);
+  const shortLeg = shortParts.join("/");
+  const longParts = [];
+  if (isPresent(longPut)) longParts.push(`${longPut}P`);
+  if (isPresent(longCall)) longParts.push(`${longCall}C`);
+  const longLeg = longParts.join("/");
+  const prefix = symbol ? `${symbol} ` : "";
+  const suffix = tradeType ? ` ${tradeType}` : "";
+  if (shortLeg && longLeg) {
+    return `${prefix}${shortLeg} | ${longLeg}${suffix}`;
+  }
+  if (shortLeg) return `${prefix}${shortLeg}${suffix}`;
+  if (longLeg) return `${prefix}${longLeg}${suffix}`;
+  return tradeType || "Unknown";
+}
+function parseNumber(value, defaultValue) {
+  if (!value || value.trim() === "" || value.toLowerCase() === "nan") {
+    return defaultValue ?? 0;
+  }
+  const cleaned = value.replace(/[$,%]/g, "").trim();
+  const parsed = parseFloat(cleaned);
+  return isNaN(parsed) ? defaultValue ?? 0 : parsed;
+}
+function normalizeRowKeys(row) {
+  const keyMap = {};
+  for (const key of Object.keys(row)) {
+    keyMap[key.toLowerCase()] = key;
+  }
+  const canonicalKeys = [
+    "OpenDate",
+    "Date",
+    "CloseDate",
+    "OpenTime",
+    "CloseTime",
+    "TimeOpened",
+    "TimeClosed",
+    "ProfitLoss",
+    "PriceOpen",
+    "PriceClose",
+    "TotalPremium",
+    "Qty",
+    "Strategy",
+    "Template",
+    "Status",
+    "UnderlyingSymbol",
+    "TradeType",
+    "ShortPut",
+    "ShortCall",
+    "LongPut",
+    "LongCall"
+  ];
+  const normalized = { ...row };
+  for (const canonical of canonicalKeys) {
+    if (!(canonical in normalized)) {
+      const actual = keyMap[canonical.toLowerCase()];
+      if (actual) normalized[canonical] = row[actual];
+    }
+  }
+  return normalized;
+}
+function convertTatRowToReportingTrade(row) {
+  row = normalizeRowKeys(row);
+  const dateOpened = parseTatDate(row.OpenDate) ?? parseTatDate(row.Date);
+  if (!dateOpened || isNaN(dateOpened.getTime())) return null;
+  const plStr = (row.ProfitLoss || "").trim();
+  if (!plStr) return null;
+  const dateClosed = parseTatDate(row.CloseDate) ?? void 0;
+  const timeOpened = formatTatTime(row.OpenTime) ?? formatTatTime(row.TimeOpened);
+  const timeClosed = formatTatTime(row.CloseTime) ?? formatTatTime(row.TimeClosed);
+  const legs = buildTatLegsString(row);
+  const qty = parseNumber(row.Qty, 1);
+  return {
+    // Template = strategy name (matches OO's Strategy); Strategy = user-defined grouping
+    strategy: (row.Template || row.Strategy || "").trim() || "Unknown",
+    dateOpened,
+    timeOpened,
+    openingPrice: 0,
+    // OO reports underlying price level; TAT does not provide this
+    legs,
+    initialPremium: qty !== 0 ? parseNumber(row.TotalPremium) / qty : parseNumber(row.TotalPremium),
+    // Per-spread premium (matches OO semantics)
+    numContracts: qty,
+    // Qty = spreads (matches OO semantics)
+    pl: parseNumber(row.ProfitLoss),
+    closingPrice: row.PriceClose ? parseNumber(row.PriceClose) : void 0,
+    dateClosed,
+    timeClosed,
+    reasonForClose: (row.Status || "").trim() || void 0
+  };
+}
+
 // ../lib/utils/trade-frequency.ts
 var MS_PER_DAY = 1e3 * 60 * 60 * 24;
 
@@ -20360,7 +20492,7 @@ function parseDatePreservingCalendarDay(dateStr) {
   }
   return new Date(dateStr);
 }
-function parseNumber(value, defaultValue) {
+function parseNumber2(value, defaultValue) {
   if (!value || value.trim() === "" || value.toLowerCase() === "nan") {
     if (defaultValue !== void 0) return defaultValue;
     return 0;
@@ -20479,6 +20611,11 @@ async function detectCsvType(filePath) {
     if (hasSimpleDate && hasValue && matchedTradeColumns.length < 2) {
       return "dailylog";
     }
+    const tatSignature = ["tradeid", "profitloss", "buyingpower"];
+    const isTat = tatSignature.every((sig) => headers.includes(sig));
+    if (isTat) {
+      return "reportinglog";
+    }
     const reportingAliases = Object.keys(REPORTING_TRADE_COLUMN_ALIASES).map(
       (k) => k.toLowerCase()
     );
@@ -20609,36 +20746,36 @@ function convertToTrade(raw) {
     const trade = {
       dateOpened,
       timeOpened: raw["Time Opened"] || "00:00:00",
-      openingPrice: parseNumber(raw["Opening Price"]),
+      openingPrice: parseNumber2(raw["Opening Price"]),
       legs,
-      premium: parseNumber(raw["Premium"]),
+      premium: parseNumber2(raw["Premium"]),
       premiumPrecision,
-      closingPrice: raw["Closing Price"] ? parseNumber(raw["Closing Price"]) : void 0,
+      closingPrice: raw["Closing Price"] ? parseNumber2(raw["Closing Price"]) : void 0,
       dateClosed,
       timeClosed: raw["Time Closed"] || void 0,
-      avgClosingCost: raw["Avg. Closing Cost"] ? parseNumber(raw["Avg. Closing Cost"]) : void 0,
+      avgClosingCost: raw["Avg. Closing Cost"] ? parseNumber2(raw["Avg. Closing Cost"]) : void 0,
       reasonForClose: raw["Reason For Close"] || void 0,
-      pl: parseNumber(raw["P/L"]),
-      numContracts: Math.round(parseNumber(raw["No. of Contracts"], 1)),
-      fundsAtClose: parseNumber(raw["Funds at Close"]),
-      marginReq: parseNumber(raw["Margin Req."]),
+      pl: parseNumber2(raw["P/L"]),
+      numContracts: Math.round(parseNumber2(raw["No. of Contracts"], 1)),
+      fundsAtClose: parseNumber2(raw["Funds at Close"]),
+      marginReq: parseNumber2(raw["Margin Req."]),
       strategy,
-      openingCommissionsFees: parseNumber(
+      openingCommissionsFees: parseNumber2(
         raw["Opening Commissions + Fees"] || raw["Opening comms & fees"],
         0
       ),
-      closingCommissionsFees: parseNumber(
+      closingCommissionsFees: parseNumber2(
         raw["Closing Commissions + Fees"] || raw["Closing comms & fees"],
         0
       ),
-      openingShortLongRatio: parseNumber(raw["Opening Short/Long Ratio"], 0),
-      closingShortLongRatio: raw["Closing Short/Long Ratio"] ? parseNumber(raw["Closing Short/Long Ratio"]) : void 0,
-      openingVix: raw["Opening VIX"] ? parseNumber(raw["Opening VIX"]) : void 0,
-      closingVix: raw["Closing VIX"] ? parseNumber(raw["Closing VIX"]) : void 0,
-      gap: raw["Gap"] ? parseNumber(raw["Gap"]) : void 0,
-      movement: raw["Movement"] ? parseNumber(raw["Movement"]) : void 0,
-      maxProfit: raw["Max Profit"] ? parseNumber(raw["Max Profit"]) : void 0,
-      maxLoss: raw["Max Loss"] ? parseNumber(raw["Max Loss"]) : void 0
+      openingShortLongRatio: parseNumber2(raw["Opening Short/Long Ratio"], 0),
+      closingShortLongRatio: raw["Closing Short/Long Ratio"] ? parseNumber2(raw["Closing Short/Long Ratio"]) : void 0,
+      openingVix: raw["Opening VIX"] ? parseNumber2(raw["Opening VIX"]) : void 0,
+      closingVix: raw["Closing VIX"] ? parseNumber2(raw["Closing VIX"]) : void 0,
+      gap: raw["Gap"] ? parseNumber2(raw["Gap"]) : void 0,
+      movement: raw["Movement"] ? parseNumber2(raw["Movement"]) : void 0,
+      maxProfit: raw["Max Profit"] ? parseNumber2(raw["Max Profit"]) : void 0,
+      maxLoss: raw["Max Loss"] ? parseNumber2(raw["Max Loss"]) : void 0
     };
     const customFields = {};
     for (const [key, value] of Object.entries(raw)) {
@@ -20662,13 +20799,13 @@ function convertToDailyLogEntry(raw, blockId) {
     if (isNaN(date.getTime())) return null;
     return {
       date,
-      netLiquidity: parseNumber(raw["Net Liquidity"]),
-      currentFunds: parseNumber(raw["Current Funds"]),
-      withdrawn: parseNumber(raw["Withdrawn"], 0),
-      tradingFunds: parseNumber(raw["Trading Funds"]),
-      dailyPl: parseNumber(raw["P/L"]),
-      dailyPlPct: parseNumber(raw["P/L %"]),
-      drawdownPct: parseNumber(raw["Drawdown %"]),
+      netLiquidity: parseNumber2(raw["Net Liquidity"]),
+      currentFunds: parseNumber2(raw["Current Funds"]),
+      withdrawn: parseNumber2(raw["Withdrawn"], 0),
+      tradingFunds: parseNumber2(raw["Trading Funds"]),
+      dailyPl: parseNumber2(raw["P/L"]),
+      dailyPlPct: parseNumber2(raw["P/L %"]),
+      drawdownPct: parseNumber2(raw["Drawdown %"]),
       blockId
     };
   } catch {
@@ -20935,6 +21072,10 @@ function normalizeRecordHeaders(raw) {
   return normalized;
 }
 function convertToReportingTrade(raw) {
+  const keys = Object.keys(raw);
+  if (isTatFormat(keys)) {
+    return convertTatRowToReportingTrade(raw);
+  }
   try {
     const normalized = normalizeRecordHeaders(raw);
     const dateOpened = parseDatePreservingCalendarDay(normalized["Date Opened"]);
@@ -20945,15 +21086,15 @@ function convertToReportingTrade(raw) {
       strategy,
       dateOpened,
       timeOpened: normalized["Time Opened"] || void 0,
-      openingPrice: parseNumber(normalized["Opening Price"]),
+      openingPrice: parseNumber2(normalized["Opening Price"]),
       legs: normalized["Legs"] || "",
-      initialPremium: parseNumber(normalized["Initial Premium"]),
-      numContracts: parseNumber(normalized["No. of Contracts"], 1),
-      pl: parseNumber(normalized["P/L"]),
-      closingPrice: normalized["Closing Price"] ? parseNumber(normalized["Closing Price"]) : void 0,
+      initialPremium: parseNumber2(normalized["Initial Premium"]),
+      numContracts: parseNumber2(normalized["No. of Contracts"], 1),
+      pl: parseNumber2(normalized["P/L"]),
+      closingPrice: normalized["Closing Price"] ? parseNumber2(normalized["Closing Price"]) : void 0,
       dateClosed,
       timeClosed: normalized["Time Closed"] || void 0,
-      avgClosingCost: normalized["Avg. Closing Cost"] ? parseNumber(normalized["Avg. Closing Cost"]) : void 0,
+      avgClosingCost: normalized["Avg. Closing Cost"] ? parseNumber2(normalized["Avg. Closing Cost"]) : void 0,
       reasonForClose: normalized["Reason For Close"] || void 0
     };
   } catch {
@@ -21173,6 +21314,9 @@ function validateCsvColumns(records, csvType) {
       break;
     }
     case "reportinglog": {
+      if (isTatFormat(headers)) {
+        break;
+      }
       const dateOpenedAliases = ["Date Opened", "date_opened"];
       const plAliases = ["P/L", "pl"];
       const hasDateOpened = dateOpenedAliases.some(
@@ -21194,7 +21338,8 @@ function validateCsvColumns(records, csvType) {
   return { valid: true };
 }
 async function importCsv(baseDir, options) {
-  const { csvPath, blockName, csvType = "tradelog" } = options;
+  const { csvPath, blockName } = options;
+  let { csvType = "tradelog" } = options;
   try {
     await fs.access(csvPath);
   } catch {
@@ -21202,6 +21347,12 @@ async function importCsv(baseDir, options) {
   }
   const content = await fs.readFile(csvPath, "utf-8");
   const records = parseCSV(content);
+  if (csvType === "tradelog" && records.length > 0) {
+    const headers = Object.keys(records[0]);
+    if (isTatFormat(headers)) {
+      csvType = "reportinglog";
+    }
+  }
   const validation = validateCsvColumns(records, csvType);
   if (!validation.valid) {
     throw new Error(validation.error);
@@ -21283,6 +21434,7 @@ async function importCsv(baseDir, options) {
   return {
     blockId,
     name: name79,
+    csvType,
     recordCount: records.length,
     dateRange,
     strategies,
@@ -21837,6 +21989,7 @@ var TICKER_FIELD_CANDIDATES = [
   "underlying",
   "Underlying",
   "underlyingSymbol",
+  "UnderlyingSymbol",
   "Underlying Symbol"
 ];
 function normalizeTicker(value) {
@@ -22063,58 +22216,44 @@ async function insertTradeBatch(conn, blockId, records, startIdx, batchSize) {
   `;
   await conn.run(sql, params);
 }
-async function insertReportingBatch(conn, blockId, records, startIdx, batchSize) {
-  const batch = records.slice(startIdx, startIdx + batchSize);
+function formatDateForDb(date) {
+  if (!date || isNaN(date.getTime())) return null;
+  const year = date.getFullYear();
+  const month = String(date.getMonth() + 1).padStart(2, "0");
+  const day = String(date.getDate()).padStart(2, "0");
+  return `${year}-${month}-${day}`;
+}
+async function insertReportingBatch(conn, blockId, trades, tickers, startIdx, batchSize) {
+  const batch = trades.slice(startIdx, startIdx + batchSize);
+  const batchTickers = tickers.slice(startIdx, startIdx + batchSize);
   if (batch.length === 0) return;
   const columnsPerRow = 15;
   const placeholders = [];
   const params = [];
   for (let rowIdx = 0; rowIdx < batch.length; rowIdx++) {
-    const record = batch[rowIdx];
+    const trade = batch[rowIdx];
     const baseParam = rowIdx * columnsPerRow + 1;
     const rowPlaceholders = Array.from(
       { length: columnsPerRow },
       (_, i) => `$${baseParam + i}`
     );
     placeholders.push(`(${rowPlaceholders.join(", ")})`);
-    const initialPremium = parseFloat(record["Initial Premium"]);
-    const numContracts = parseInt(record["No. of Contracts"], 10);
-    const pl = parseFloat(record["P/L"]);
-    const closingPrice = parseFloat(record["Closing Price"]);
-    const avgClosingCost = parseFloat(record["Avg. Closing Cost"]);
-    const openingPrice = parseFloat(record["Opening Price"]);
-    const ticker = resolveTickerFromCsvRow(record);
     params.push(
       blockId,
-      // block_id
-      normalizeCsvDate(record["Date Opened"]),
-      // date_opened
-      record["Time Opened"] || null,
-      // time_opened
-      record["Strategy"] || null,
-      // strategy
-      record["Legs"] || null,
-      // legs
-      isNaN(initialPremium) ? null : initialPremium,
-      // initial_premium
-      isNaN(numContracts) ? 1 : numContracts,
-      // num_contracts
-      isNaN(pl) ? 0 : pl,
-      // pl
-      normalizeCsvDate(record["Date Closed"]),
-      // date_closed
-      record["Time Closed"] || null,
-      // time_closed
-      isNaN(closingPrice) ? null : closingPrice,
-      // closing_price
-      isNaN(avgClosingCost) ? null : avgClosingCost,
-      // avg_closing_cost
-      record["Reason For Close"] || null,
-      // reason_for_close
-      isNaN(openingPrice) ? null : openingPrice,
-      // opening_price
-      ticker
-      // ticker
+      formatDateForDb(trade.dateOpened),
+      trade.timeOpened || null,
+      trade.strategy || null,
+      trade.legs || null,
+      trade.initialPremium ?? null,
+      trade.numContracts ?? 1,
+      trade.pl ?? 0,
+      formatDateForDb(trade.dateClosed),
+      trade.timeClosed || null,
+      trade.closingPrice ?? null,
+      trade.avgClosingCost ?? null,
+      trade.reasonForClose || null,
+      trade.openingPrice ?? null,
+      batchTickers[rowIdx]
     );
   }
   const sql = `
@@ -22214,8 +22353,17 @@ async function syncBlockInternal(conn, blockId, blockPath) {
         const reportingPath = path3.join(blockPath, optionalLogs.reportinglog);
         const reportingContent = await fs3.readFile(reportingPath, "utf-8");
         const reportingRecords = parseCSV2(reportingContent);
-        for (let i = 0; i < reportingRecords.length; i += batchSize) {
-          await insertReportingBatch(conn, blockId, reportingRecords, i, batchSize);
+        const reportingTrades = [];
+        const reportingTickers = [];
+        for (const record of reportingRecords) {
+          const trade = convertToReportingTrade(record);
+          if (trade) {
+            reportingTrades.push(trade);
+            reportingTickers.push(resolveTickerFromCsvRow(record));
+          }
+        }
+        for (let i = 0; i < reportingTrades.length; i += batchSize) {
+          await insertReportingBatch(conn, blockId, reportingTrades, reportingTickers, i, batchSize);
         }
       }
       const newMetadata = {