tradeblocks-mcp 2.0.0-beta.2 → 2.0.1

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@@ -19584,7 +19584,7 @@ function calculateCorrelationMatrix(trades, options = {}) {
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  dateBasis = "opened",
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  timePeriod = "daily"
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  } = options;
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- const strategyDailyReturns = {};
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+ const strategyDailyReturns = /* @__PURE__ */ Object.create(null);
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  for (const trade of trades) {
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  if (!trade.strategy || trade.strategy.trim() === "") {
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  continue;
@@ -19599,7 +19599,7 @@ function calculateCorrelationMatrix(trades, options = {}) {
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  continue;
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  }
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  if (!strategyDailyReturns[strategy]) {
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- strategyDailyReturns[strategy] = {};
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+ strategyDailyReturns[strategy] = /* @__PURE__ */ Object.create(null);
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  }
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  strategyDailyReturns[strategy][dateKey] = (strategyDailyReturns[strategy][dateKey] || 0) + normalizedReturn;
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  }
@@ -19911,7 +19911,7 @@ function performTailRiskAnalysis(trades, options = {}) {
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  };
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  }
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  function aggregateAndAlignReturns(trades, normalization, dateBasis) {
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- const strategyDailyReturns = {};
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+ const strategyDailyReturns = /* @__PURE__ */ Object.create(null);
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  const allDates = /* @__PURE__ */ new Set();
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  for (const trade of trades) {
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  if (!trade.strategy || trade.strategy.trim() === "") {
@@ -19931,7 +19931,7 @@ function aggregateAndAlignReturns(trades, normalization, dateBasis) {
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  continue;
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  }
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  if (!strategyDailyReturns[strategy]) {
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- strategyDailyReturns[strategy] = {};
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+ strategyDailyReturns[strategy] = /* @__PURE__ */ Object.create(null);
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  }
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  strategyDailyReturns[strategy][dateKey] = (strategyDailyReturns[strategy][dateKey] || 0) + normalizedReturn;
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  allDates.add(dateKey);