tradeblocks-mcp 2.2.1 → 2.2.3

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  1. package/README.md +4 -4
  2. package/dist/test-exports.js +25 -19
  3. package/dist/test-exports.js.map +1 -1
  4. package/manifest.json +5 -5
  5. package/package.json +2 -2
  6. package/server/index.js +24 -18
  7. package/server/index.js.map +1 -1
package/dist/test-exports.js.map CHANGED
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- {"version":3,"sources":["../src/tools/shared/filters.ts","../src/utils/schema-metadata.ts","../src/utils/field-timing.ts","../src/utils/data-availability.ts","../src/utils/market-enricher.ts","../src/utils/market-importer.ts","../src/utils/providers/massive.ts","../src/utils/black-scholes.ts","../src/utils/providers/thetadata.ts","../src/utils/market-provider.ts","../src/utils/analysis-stats.ts","../src/utils/filter-predicates.ts","../src/tools/profiles.ts","../src/utils/output-formatter.ts","../src/tools/profile-analysis.ts","../src/tools/regime-advisor.ts","../src/utils/trade-replay.ts","../src/tools/replay.ts","../src/utils/bar-cache.ts","../src/tools/snapshot.ts","../src/utils/greeks-decomposition.ts","../src/utils/exit-triggers.ts","../src/tools/exit-analysis.ts","../src/utils/batch-exit-analysis.ts","../src/tools/batch-exit-analysis.ts"],"sourcesContent":["/**\n * Shared Filter Utilities\n *\n * Common filtering functions used across block and report tools.\n */\n\nimport type { Trade, DailyLogEntry } from \"@tradeblocks/lib\";\n\n/**\n * Filter trades by strategy name (case-insensitive)\n */\nexport function filterByStrategy(trades: Trade[], strategy?: string): Trade[] {\n if (!strategy) return trades;\n return trades.filter(\n (t) => t.strategy.toLowerCase() === strategy.toLowerCase()\n );\n}\n\n/**\n * Validate that a date string is in YYYY-MM-DD format.\n * Returns the string if valid, undefined if not (skips that filter boundary).\n */\nconst DATE_RE = /^\\d{4}-\\d{2}-\\d{2}$/;\nfunction validateDateParam(date: string | undefined): string | undefined {\n if (!date) return undefined;\n return DATE_RE.test(date) ? date : undefined;\n}\n\n/**\n * Extract YYYY-MM-DD calendar date from a Date or string.\n * Trades are parsed via parseDatePreservingCalendarDay() which creates dates at\n * local midnight. Use local date components to preserve the calendar date,\n * avoiding timezone shift when the server runs in UTC.\n */\nfunction toCalendarDateStr(date: Date | string): string {\n if (typeof date === \"string\") {\n const match = date.match(/^(\\d{4})-(\\d{2})-(\\d{2})/);\n if (match) return `${match[1]}-${match[2]}-${match[3]}`;\n }\n const d = typeof date === \"string\" ? new Date(date) : date;\n const year = d.getFullYear();\n const month = String(d.getMonth() + 1).padStart(2, \"0\");\n const day = String(d.getDate()).padStart(2, \"0\");\n return `${year}-${month}-${day}`;\n}\n\n/**\n * Filter trades by date range using string comparison on Eastern Time calendar dates.\n * Avoids timezone bugs from mixing UTC Date parsing with local time setHours.\n * Malformed date inputs (not YYYY-MM-DD) are silently ignored.\n */\nexport function filterByDateRange(\n trades: Trade[],\n startDate?: string,\n endDate?: string\n): Trade[] {\n const start = validateDateParam(startDate);\n const end = validateDateParam(endDate);\n let filtered = trades;\n\n if (start) {\n filtered = filtered.filter((t) => toCalendarDateStr(t.dateOpened) >= start);\n }\n\n if (end) {\n filtered = filtered.filter((t) => toCalendarDateStr(t.dateOpened) <= end);\n }\n\n return filtered;\n}\n\n/**\n * Filter daily log entries by date range using string comparison on calendar dates.\n * Mirrors filterByDateRange but uses entry.date (Date object) instead of t.dateOpened.\n * Malformed date inputs (not YYYY-MM-DD) are silently ignored.\n */\nexport function filterDailyLogsByDateRange(\n dailyLogs: DailyLogEntry[],\n startDate?: string,\n endDate?: string\n): DailyLogEntry[] {\n const start = validateDateParam(startDate);\n const end = validateDateParam(endDate);\n let filtered = dailyLogs;\n\n if (start) {\n filtered = filtered.filter((entry) => toCalendarDateStr(entry.date) >= start);\n }\n\n if (end) {\n filtered = filtered.filter((entry) => toCalendarDateStr(entry.date) <= end);\n }\n\n return filtered;\n}\n","/**\n * Schema Metadata\n *\n * Hardcoded descriptions for DuckDB tables and columns, plus example queries.\n * Used by describe_database tool to provide context for SQL query writing.\n *\n * Tables are organized by schema:\n * - trades: Trade data from CSV files\n * - market: Market context data — daily (per-ticker OHLCV + indicators),\n * context (global VIX/regime), intraday (raw bar data)\n */\n\n// ============================================================================\n// Type Definitions\n// ============================================================================\n\nexport interface ColumnDescription {\n /** Human-readable description of what this column contains */\n description: string;\n /** True if this column is useful for hypothesis testing (filtering, grouping, analysis) */\n hypothesis: boolean;\n /** When this field's value is known relative to market open.\n * - 'open': Known at/before market open (Prior_Close, Gap_Pct, VIX_Open, etc.)\n * - 'close': Only known after market close (RSI_14, Vol_Regime, Close, etc.)\n * - 'static': Calendar/metadata facts known before the day (Day_of_Week, Month, Is_Opex)\n * Only applicable to market.daily and market.context columns. Omit for non-market tables.\n */\n timing?: 'open' | 'close' | 'static';\n}\n\nexport interface TableDescription {\n /** Human-readable description of this table's purpose */\n description: string;\n /** Key columns that are most important for analysis */\n keyColumns: string[];\n /** Column descriptions by column name */\n columns: Record<string, ColumnDescription>;\n}\n\nexport interface SchemaDescription {\n /** Human-readable description of this schema's purpose */\n description: string;\n /** Tables in this schema */\n tables: Record<string, TableDescription>;\n}\n\nexport interface SchemaMetadata {\n trades: SchemaDescription;\n market: SchemaDescription;\n}\n\nexport interface ExampleQuery {\n /** What this query does */\n description: string;\n /** The SQL query */\n sql: string;\n}\n\nexport interface ExampleQueries {\n /** Basic single-table queries */\n basic: ExampleQuery[];\n /** JOIN queries between trades and market data */\n joins: ExampleQuery[];\n /** Hypothesis testing patterns */\n hypothesis: ExampleQuery[];\n}\n\n// ============================================================================\n// Schema Descriptions\n// ============================================================================\n\nexport const SCHEMA_DESCRIPTIONS: SchemaMetadata = {\n trades: {\n description:\n \"Trading data synced from CSV files. Contains trade records from all portfolio blocks, including both backtest (trade_data) and actual/reported (reporting_data) trades.\",\n tables: {\n trade_data: {\n description:\n \"Individual backtest trade records. Each row = one trade with entry/exit details, P&L, and strategy. Filter by block_id to query specific portfolios.\",\n keyColumns: [\"block_id\", \"date_opened\", \"strategy\", \"pl\"],\n columns: {\n block_id: {\n description: \"Portfolio block ID - filter by this to query specific portfolios\",\n hypothesis: true,\n },\n date_opened: {\n description: \"Trade entry date (DATE format, use for joins with market data)\",\n hypothesis: true,\n },\n time_opened: {\n description: \"Trade entry time in Eastern Time (e.g., '09:35:00')\",\n hypothesis: false,\n },\n strategy: {\n description: \"Strategy name (e.g., 'IronCondor', 'PutSpread')\",\n hypothesis: true,\n },\n legs: {\n description: \"Option legs description (e.g., 'SPY 450P/445P')\",\n hypothesis: false,\n },\n premium: {\n description: \"Credit received (+) or debit paid (-)\",\n hypothesis: false,\n },\n num_contracts: {\n description: \"Number of contracts traded\",\n hypothesis: false,\n },\n pl: {\n description: \"Gross P&L before commissions (DOUBLE)\",\n hypothesis: true,\n },\n date_closed: {\n description: \"Trade exit date (NULL if still open)\",\n hypothesis: false,\n },\n time_closed: {\n description: \"Trade exit time in Eastern Time\",\n hypothesis: false,\n },\n reason_for_close: {\n description: \"Exit reason (e.g., 'Target', 'Stop', 'Expiration')\",\n hypothesis: true,\n },\n margin_req: {\n description: \"Margin requirement for the position ($)\",\n hypothesis: false,\n },\n opening_commissions: {\n description: \"Commissions paid at entry ($)\",\n hypothesis: false,\n },\n closing_commissions: {\n description: \"Commissions paid at exit ($)\",\n hypothesis: false,\n },\n },\n },\n reporting_data: {\n description:\n \"Actual/reported trade records from reportinglog.csv. Each row = one live trade executed. Compare with trade_data (backtest) to analyze slippage and execution differences. Filter by block_id to query specific portfolios.\",\n keyColumns: [\"block_id\", \"date_opened\", \"strategy\", \"legs\", \"pl\"],\n columns: {\n block_id: {\n description: \"Portfolio block ID - filter by this to query specific portfolios\",\n hypothesis: true,\n },\n date_opened: {\n description: \"Trade entry date (DATE format, use for joins with market data)\",\n hypothesis: true,\n },\n time_opened: {\n description: \"Trade entry time in Eastern Time (e.g., '09:35:00')\",\n hypothesis: false,\n },\n strategy: {\n description: \"Strategy name (e.g., 'IronCondor', 'PutSpread')\",\n hypothesis: true,\n },\n legs: {\n description: \"Option legs description with strikes (e.g., 'SPY 450P/445P') - compare with trade_data.legs to identify strike differences\",\n hypothesis: true,\n },\n initial_premium: {\n description: \"Credit received (+) or debit paid (-) at entry\",\n hypothesis: false,\n },\n num_contracts: {\n description: \"Number of contracts traded (often fewer than backtest)\",\n hypothesis: false,\n },\n pl: {\n description: \"Actual P&L realized (DOUBLE)\",\n hypothesis: true,\n },\n date_closed: {\n description: \"Trade exit date (NULL if still open)\",\n hypothesis: false,\n },\n time_closed: {\n description: \"Trade exit time in Eastern Time\",\n hypothesis: false,\n },\n closing_price: {\n description: \"Price at exit\",\n hypothesis: false,\n },\n avg_closing_cost: {\n description: \"Average cost to close the position\",\n hypothesis: false,\n },\n reason_for_close: {\n description: \"Exit reason (e.g., 'Target', 'Stop', 'Expiration')\",\n hypothesis: true,\n },\n opening_price: {\n description: \"Price at entry\",\n hypothesis: false,\n },\n },\n },\n },\n },\n market: {\n description:\n \"Market context data for hypothesis testing. Normalized into four tables: daily (per-ticker OHLCV + technical indicators + ivr/ivp for VIX-family tickers), _context_derived (cross-ticker derived fields like Vol_Regime), context (LEGACY — preserved for backward compat), and intraday (raw bar data). Source: CSV files in market/ folder.\",\n tables: {\n daily: {\n description:\n \"Per-ticker daily OHLCV with Tier 1 enrichment indicators and calendar fields. One row per ticker per trading day. JOIN with trades on ticker+date (e.g., d.ticker = 'SPX' AND t.date_opened = d.date). VIX-family tickers (VIX, VIX9D, VIX3M, etc.) also have ivr/ivp columns populated. For trade-entry queries, use LAG() on close-derived fields. Join market._context_derived (LEFT JOIN on date) for Vol_Regime, Term_Structure_State, etc.\",\n keyColumns: [\"ticker\", \"date\", \"RSI_14\", \"ATR_Pct\", \"Realized_Vol_20D\"],\n columns: {\n ticker: {\n description: \"Underlying ticker symbol (part of composite primary key with date).\",\n hypothesis: true,\n },\n date: {\n description: \"Trading date (VARCHAR, format YYYY-MM-DD). Composite primary key with ticker.\",\n hypothesis: true,\n },\n // Raw OHLCV\n open: {\n description: \"Underlying open price\",\n hypothesis: false,\n timing: 'open',\n },\n high: {\n description: \"Underlying high price\",\n hypothesis: false,\n timing: 'close',\n },\n low: {\n description: \"Underlying low price\",\n hypothesis: false,\n timing: 'close',\n },\n close: {\n description: \"Underlying close price\",\n hypothesis: false,\n timing: 'close',\n },\n Prior_Close: {\n description: \"Previous day's close price\",\n hypothesis: false,\n timing: 'open',\n },\n // Tier 1 enrichment — open-known\n Gap_Pct: {\n description: \"Overnight gap percentage ((Open - Prior_Close) / Prior_Close * 100)\",\n hypothesis: true,\n timing: 'open',\n },\n Prev_Return_Pct: {\n description: \"Previous day's total return percentage (prior close to prior close)\",\n hypothesis: true,\n timing: 'open',\n },\n Prior_Range_vs_ATR: {\n description: \"Prior trading day's (high - low) / ATR ratio, measures prior day's range relative to average true range\",\n hypothesis: true,\n timing: 'open',\n },\n // Tier 1 enrichment — close-derived\n ATR_Pct: {\n description: \"Average True Range as percentage of price (14-day Wilder smoothing)\",\n hypothesis: true,\n timing: 'close',\n },\n RSI_14: {\n description: \"14-day RSI (0-100, >70 overbought, <30 oversold)\",\n hypothesis: true,\n timing: 'close',\n },\n Price_vs_EMA21_Pct: {\n description: \"Price vs 21-day EMA as percentage ((close - EMA21) / EMA21 * 100)\",\n hypothesis: true,\n timing: 'close',\n },\n Price_vs_SMA50_Pct: {\n description: \"Price vs 50-day SMA as percentage ((close - SMA50) / SMA50 * 100)\",\n hypothesis: true,\n timing: 'close',\n },\n Realized_Vol_5D: {\n description: \"5-day realized volatility (annualized standard deviation of log returns)\",\n hypothesis: true,\n timing: 'close',\n },\n Realized_Vol_20D: {\n description: \"20-day realized volatility (annualized standard deviation of log returns)\",\n hypothesis: true,\n timing: 'close',\n },\n Return_5D: {\n description: \"5-day cumulative return percentage\",\n hypothesis: true,\n timing: 'close',\n },\n Return_20D: {\n description: \"20-day cumulative return percentage\",\n hypothesis: true,\n timing: 'close',\n },\n Intraday_Range_Pct: {\n description: \"Intraday range as percentage ((High - Low) / Open * 100)\",\n hypothesis: true,\n timing: 'close',\n },\n Intraday_Return_Pct: {\n description: \"Open to close return percentage ((Close - Open) / Open * 100)\",\n hypothesis: true,\n timing: 'close',\n },\n Close_Position_In_Range: {\n description: \"Where close is in day's range (0 = low, 1 = high)\",\n hypothesis: true,\n timing: 'close',\n },\n Gap_Filled: {\n description: \"Whether overnight gap was filled (1 = yes, 0 = no)\",\n hypothesis: true,\n timing: 'close',\n },\n Consecutive_Days: {\n description: \"Consecutive up/down days (positive=up, negative=down)\",\n hypothesis: true,\n timing: 'close',\n },\n // Tier 3 intraday timing (columns exist in schema, enrichment deferred)\n High_Time: {\n description: \"Time of day high as decimal hours (e.g., 10.5 = 10:30 AM ET)\",\n hypothesis: true,\n timing: 'close',\n },\n Low_Time: {\n description: \"Time of day low as decimal hours (e.g., 14.25 = 2:15 PM ET)\",\n hypothesis: true,\n timing: 'close',\n },\n High_Before_Low: {\n description: \"Did high occur before low? (1=yes, 0=no)\",\n hypothesis: true,\n timing: 'close',\n },\n Reversal_Type: {\n description: \"Reversal pattern type (1=morning reversal up, -1=morning reversal down, 0=trend day)\",\n hypothesis: true,\n timing: 'close',\n },\n Opening_Drive_Strength: {\n description: \"First-30-min range / full-day range ratio (0-1); higher = strong opening drive\",\n hypothesis: true,\n timing: 'close',\n },\n Intraday_Realized_Vol: {\n description: \"Annualized realized volatility from intraday bar returns (decimal, e.g., 0.15 = 15%)\",\n hypothesis: true,\n timing: 'close',\n },\n // Calendar fields — static\n Day_of_Week: {\n description: \"Day of week (2=Monday through 6=Friday)\",\n hypothesis: true,\n timing: 'static',\n },\n Month: {\n description: \"Month number (1-12)\",\n hypothesis: true,\n timing: 'static',\n },\n Is_Opex: {\n description: \"Options expiration day flag (1=opex, 0=not)\",\n hypothesis: true,\n timing: 'static',\n },\n // VIX-family ticker IVR/IVP (populated for VIX, VIX9D, VIX3M, etc.)\n ivr: {\n description: \"Implied Volatility Rank (252-day): where current close sits in range (0=min, 100=max). Populated for VIX-family tickers only.\",\n hypothesis: true,\n timing: 'close',\n },\n ivp: {\n description: \"Implied Volatility Percentile (252-day): percentage of prior 251 trading days where close was at or below current level (0-100). Populated for VIX-family tickers only.\",\n hypothesis: true,\n timing: 'close',\n },\n },\n },\n _context_derived: {\n description:\n \"Cross-ticker derived market context fields per trading day. Contains Vol_Regime, Term_Structure_State, and other fields derived from multiple VIX tickers. JOIN with market.daily on date. VIX OHLCV and IVR/IVP are now in market.daily (ticker='VIX', 'VIX9D', etc.).\",\n keyColumns: [\"date\", \"Vol_Regime\", \"Term_Structure_State\"],\n columns: {\n date: {\n description: \"Trading date (VARCHAR, format YYYY-MM-DD). Primary key.\",\n hypothesis: true,\n },\n Vol_Regime: {\n description: \"Volatility regime classification based on VIX close (1=very low <10, 2=low 10-15, 3=normal 15-20, 4=elevated 20-25, 5=high 25-30, 6=extreme >30)\",\n hypothesis: true,\n timing: 'close',\n },\n Term_Structure_State: {\n description: \"VIX term structure state based on VIX9D/VIX ratio (-1=backwardation/inverted, 0=flat, 1=contango/normal). NULL when VIX9D data is absent.\",\n hypothesis: true,\n timing: 'close',\n },\n Trend_Direction: {\n description: \"Trend direction classification based on 20-day return: up (>1%), down (<-1%), flat (-1% to 1%). NULL if Return_20D unavailable.\",\n hypothesis: true,\n timing: 'close',\n },\n VIX_Spike_Pct: {\n description: \"VIX spike from open to high as percentage\",\n hypothesis: true,\n timing: 'close',\n },\n VIX_Gap_Pct: {\n description: \"VIX overnight gap percentage ((VIX_Open - prior VIX_Close) / prior VIX_Close * 100)\",\n hypothesis: true,\n timing: 'open',\n },\n },\n },\n context: {\n description:\n \"LEGACY: Global VIX and volatility term structure data. VIX ticker data has moved to market.daily (ticker='VIX', 'VIX9D', etc.) with ivr/ivp columns. Derived fields moved to market._context_derived. This table is maintained for backward compatibility but is no longer the primary data source.\",\n keyColumns: [\"date\"],\n columns: {\n date: {\n description: \"Trading date (VARCHAR, format YYYY-MM-DD). Primary key.\",\n hypothesis: false,\n },\n },\n },\n intraday: {\n description:\n \"Raw intraday bars per ticker. One row per bar (any resolution). Use for ORB calculations and intraday context enrichment. Time column is Eastern Time HH:MM format (e.g., '09:30'). Filter by ticker='VIX' to get VIX intraday data.\",\n keyColumns: [\"ticker\", \"date\", \"time\"],\n columns: {\n ticker: {\n description: \"Underlying ticker symbol (part of composite primary key with date and time).\",\n hypothesis: true,\n },\n date: {\n description: \"Trading date (VARCHAR, format YYYY-MM-DD). Part of composite primary key.\",\n hypothesis: true,\n },\n time: {\n description: \"Bar time in HH:MM Eastern Time format (e.g., '09:30', '10:00'). Part of composite primary key.\",\n hypothesis: false,\n },\n open: {\n description: \"Bar open price\",\n hypothesis: false,\n },\n high: {\n description: \"Bar high price\",\n hypothesis: false,\n },\n low: {\n description: \"Bar low price\",\n hypothesis: false,\n },\n close: {\n description: \"Bar close price\",\n hypothesis: false,\n },\n },\n },\n },\n },\n};\n\n// ============================================================================\n// Example Queries\n// ============================================================================\n\nexport const EXAMPLE_QUERIES: ExampleQueries = {\n basic: [\n {\n description: \"Count trades by strategy with total P&L\",\n sql: `SELECT strategy, COUNT(*) as trades, SUM(pl) as total_pl\nFROM trades.trade_data\nGROUP BY strategy\nORDER BY total_pl DESC`,\n },\n {\n description: \"Daily P&L for a specific block\",\n sql: `SELECT date_opened, SUM(pl) as daily_pl\nFROM trades.trade_data\nWHERE block_id = 'my-block'\nGROUP BY date_opened\nORDER BY date_opened`,\n },\n {\n description: \"Recent market conditions (last 20 days)\",\n sql: `SELECT d.date, d.close, d.RSI_14, d.ATR_Pct,\n vix.close AS VIX_Close, cd.Vol_Regime, cd.Term_Structure_State, vix.ivr AS VIX_IVR, vix.ivp AS VIX_IVP\nFROM market.daily d\nLEFT JOIN market.daily vix ON vix.date = d.date AND vix.ticker = 'VIX'\nLEFT JOIN market._context_derived cd ON cd.date = d.date\nWHERE d.ticker = 'SPX'\nORDER BY d.date DESC\nLIMIT 20`,\n },\n {\n description: \"Win/loss summary by block\",\n sql: `SELECT\n block_id,\n COUNT(*) as total_trades,\n SUM(CASE WHEN pl > 0 THEN 1 ELSE 0 END) as winners,\n SUM(CASE WHEN pl <= 0 THEN 1 ELSE 0 END) as losers,\n ROUND(100.0 * SUM(CASE WHEN pl > 0 THEN 1 ELSE 0 END) / COUNT(*), 1) as win_rate\nFROM trades.trade_data\nGROUP BY block_id\nORDER BY block_id`,\n },\n {\n description: \"Filter and paginate trades (replaces get_trades)\",\n sql: `SELECT date_opened, time_opened, strategy, legs, pl, num_contracts\nFROM trades.trade_data\nWHERE block_id = 'my-block'\n AND strategy ILIKE '%iron%'\n AND pl > 0\nORDER BY date_opened DESC\nLIMIT 50 OFFSET 0`,\n },\n {\n description: \"Market data query with VIX context\",\n sql: `SELECT d.date, d.close, d.Gap_Pct, vix.close AS VIX_Close, cd.Vol_Regime, cd.Term_Structure_State\nFROM market.daily d\nLEFT JOIN market.daily vix ON vix.date = d.date AND vix.ticker = 'VIX'\nLEFT JOIN market._context_derived cd ON cd.date = d.date\nWHERE d.ticker = 'SPX'\n AND d.date BETWEEN '2024-01-01' AND '2024-06-30'\n AND vix.close > 20\nORDER BY d.date`,\n },\n {\n description: \"Compare backtest vs actual trades by date/strategy\",\n sql: `SELECT\n t.date_opened, t.strategy, t.legs as bt_legs, r.legs as actual_legs,\n t.pl as bt_pl, r.pl as actual_pl, r.pl - t.pl as slippage\nFROM trades.trade_data t\nJOIN trades.reporting_data r\n ON t.block_id = r.block_id\n AND t.date_opened = r.date_opened\n AND t.strategy = r.strategy\nWHERE t.block_id = 'my-block'\nORDER BY t.date_opened`,\n },\n ],\n joins: [\n {\n description: \"Trade P&L with market context (lag-aware: multi-table JOIN before LAG for correctness)\",\n sql: `WITH joined AS (\n SELECT d.ticker, d.date,\n d.Gap_Pct, d.Prior_Close, d.Prev_Return_Pct,\n vix.open AS VIX_Open,\n d.RSI_14, d.Realized_Vol_20D,\n vix.close AS VIX_Close, vix.ivp AS VIX_IVP, cd.Vol_Regime, cd.Term_Structure_State\n FROM market.daily d\n LEFT JOIN market.daily vix ON vix.date = d.date AND vix.ticker = 'VIX'\n LEFT JOIN market._context_derived cd ON cd.date = d.date\n WHERE d.ticker = 'SPX'\n),\nlagged AS (\n SELECT *,\n LAG(RSI_14) OVER (PARTITION BY ticker ORDER BY date) AS prev_RSI_14,\n LAG(VIX_IVP) OVER (PARTITION BY ticker ORDER BY date) AS prev_VIX_IVP,\n LAG(VIX_Close) OVER (PARTITION BY ticker ORDER BY date) AS prev_VIX_Close,\n LAG(Vol_Regime) OVER (PARTITION BY ticker ORDER BY date) AS prev_Vol_Regime\n FROM joined\n)\nSELECT\n t.date_opened, t.strategy, t.pl,\n m.Gap_Pct, m.VIX_Open,\n m.prev_RSI_14, m.prev_VIX_IVP, m.prev_VIX_Close, m.prev_Vol_Regime\nFROM trades.trade_data t\nJOIN lagged m ON t.date_opened = m.date\nWHERE t.block_id = 'my-block'\nORDER BY t.date_opened DESC`,\n },\n {\n description: \"Trades with ORB context (opening range breakout from intraday bars)\",\n sql: `WITH orb_range AS (\n SELECT ticker, date,\n MAX(high) AS ORB_High,\n MIN(low) AS ORB_Low,\n MAX(high) - MIN(low) AS ORB_Range\n FROM market.intraday\n WHERE ticker = 'SPX'\n AND time >= '09:30' AND time <= '09:45'\n GROUP BY ticker, date\n)\nSELECT\n t.date_opened, t.strategy, t.pl,\n r.ORB_High, r.ORB_Low, r.ORB_Range\nFROM trades.trade_data t\nLEFT JOIN orb_range r ON t.date_opened = r.date\nWHERE t.block_id = 'my-block'\nORDER BY t.date_opened`,\n },\n {\n description: \"VIX intraday data for a specific date (VIX bars are in market.intraday with ticker='VIX')\",\n sql: `SELECT time, open, high, low, close\nFROM market.intraday\nWHERE ticker = 'VIX'\n AND date = '2024-03-15'\nORDER BY time`,\n },\n {\n description: \"Trades on reversal days (lag-aware: Reversal_Type uses prior trading day via LAG)\",\n sql: `WITH joined AS (\n SELECT d.ticker, d.date,\n d.High_Before_Low, d.Reversal_Type\n FROM market.daily d\n WHERE d.ticker = 'SPX'\n),\nlagged AS (\n SELECT *,\n LAG(Reversal_Type) OVER (PARTITION BY ticker ORDER BY date) AS prev_Reversal_Type,\n LAG(High_Before_Low) OVER (PARTITION BY ticker ORDER BY date) AS prev_High_Before_Low\n FROM joined\n)\nSELECT\n t.date_opened, t.strategy, t.pl,\n m.prev_Reversal_Type, m.prev_High_Before_Low\nFROM trades.trade_data t\nJOIN lagged m ON t.date_opened = m.date\nWHERE m.prev_Reversal_Type != 0\n AND t.block_id = 'my-block'`,\n },\n {\n description: \"Enrich trades with market data (lag-aware: use enrich_trades tool for full enrichment)\",\n sql: `WITH joined AS (\n SELECT d.ticker, d.date,\n d.Gap_Pct, d.Prior_Close,\n vix.open AS VIX_Open,\n d.RSI_14, d.ATR_Pct,\n vix.close AS VIX_Close, cd.Vol_Regime\n FROM market.daily d\n LEFT JOIN market.daily vix ON vix.date = d.date AND vix.ticker = 'VIX'\n LEFT JOIN market._context_derived cd ON cd.date = d.date\n WHERE d.ticker = 'SPX'\n),\nlagged AS (\n SELECT *,\n LAG(VIX_Close) OVER (PARTITION BY ticker ORDER BY date) AS prev_VIX_Close,\n LAG(Vol_Regime) OVER (PARTITION BY ticker ORDER BY date) AS prev_Vol_Regime\n FROM joined\n)\nSELECT t.date_opened, t.strategy, t.pl,\n m.Gap_Pct, m.VIX_Open, m.prev_VIX_Close, m.prev_Vol_Regime\nFROM trades.trade_data t\nLEFT JOIN lagged m ON t.date_opened = m.date\nWHERE t.block_id = 'my-block'`,\n },\n ],\n hypothesis: [\n {\n description: \"Win rate by VIX regime (lag-aware: uses prior day's Vol_Regime from market._context_derived)\",\n sql: `WITH joined AS (\n SELECT d.ticker, d.date, cd.Vol_Regime\n FROM market.daily d\n LEFT JOIN market._context_derived cd ON cd.date = d.date\n WHERE d.ticker = 'SPX'\n),\nlagged AS (\n SELECT *,\n LAG(Vol_Regime) OVER (PARTITION BY ticker ORDER BY date) AS prev_Vol_Regime\n FROM joined\n)\nSELECT\n m.prev_Vol_Regime AS vol_regime,\n COUNT(*) as trades,\n SUM(CASE WHEN t.pl > 0 THEN 1 ELSE 0 END) as winners,\n ROUND(100.0 * SUM(CASE WHEN t.pl > 0 THEN 1 ELSE 0 END) / COUNT(*), 1) as win_rate,\n SUM(t.pl) as total_pl\nFROM trades.trade_data t\nJOIN lagged m ON t.date_opened = m.date\nWHERE t.block_id = 'my-block'\n AND m.prev_Vol_Regime IS NOT NULL\nGROUP BY m.prev_Vol_Regime\nORDER BY m.prev_Vol_Regime`,\n },\n {\n description: \"P&L by day of week\",\n sql: `SELECT\n d.Day_of_Week,\n COUNT(*) as trades,\n SUM(t.pl) as total_pl,\n ROUND(AVG(t.pl), 2) as avg_pl\nFROM trades.trade_data t\nJOIN market.daily d ON t.date_opened = d.date AND d.ticker = 'SPX'\nWHERE t.block_id = 'my-block'\nGROUP BY d.Day_of_Week\nORDER BY d.Day_of_Week`,\n },\n {\n description: \"Performance by VIX term structure (lag-aware: uses prior day's Term_Structure_State from market._context_derived)\",\n sql: `WITH joined AS (\n SELECT d.ticker, d.date, cd.Term_Structure_State\n FROM market.daily d\n LEFT JOIN market._context_derived cd ON cd.date = d.date\n WHERE d.ticker = 'SPX'\n),\nlagged AS (\n SELECT *,\n LAG(Term_Structure_State) OVER (PARTITION BY ticker ORDER BY date) AS prev_Term_Structure_State\n FROM joined\n)\nSELECT\n CASE WHEN m.prev_Term_Structure_State = -1 THEN 'Backwardation'\n WHEN m.prev_Term_Structure_State = 1 THEN 'Contango'\n ELSE 'Flat' END as term_structure,\n COUNT(*) as trades,\n SUM(t.pl) as total_pl,\n ROUND(AVG(t.pl), 2) as avg_pl,\n ROUND(100.0 * SUM(CASE WHEN t.pl > 0 THEN 1 ELSE 0 END) / COUNT(*), 1) as win_rate\nFROM trades.trade_data t\nJOIN lagged m ON t.date_opened = m.date\nWHERE t.block_id = 'my-block'\n AND m.prev_Term_Structure_State IS NOT NULL\nGROUP BY term_structure`,\n },\n {\n description: \"Aggregate by VIX buckets (lag-aware: uses prior day's VIX close from market.daily ticker='VIX')\",\n sql: `WITH joined AS (\n SELECT d.ticker, d.date, vix.close AS VIX_Close\n FROM market.daily d\n LEFT JOIN market.daily vix ON vix.date = d.date AND vix.ticker = 'VIX'\n WHERE d.ticker = 'SPX'\n),\nlagged AS (\n SELECT *,\n LAG(VIX_Close) OVER (PARTITION BY ticker ORDER BY date) AS prev_VIX_Close\n FROM joined\n)\nSELECT\n CASE\n WHEN m.prev_VIX_Close < 15 THEN '10-15'\n WHEN m.prev_VIX_Close < 20 THEN '15-20'\n WHEN m.prev_VIX_Close < 25 THEN '20-25'\n ELSE '25+'\n END as vix_bucket,\n COUNT(*) as trades,\n SUM(CASE WHEN t.pl > 0 THEN 1 ELSE 0 END)::FLOAT / COUNT(*) as win_rate,\n SUM(t.pl) as total_pl\nFROM trades.trade_data t\nJOIN lagged m ON t.date_opened = m.date\nWHERE t.block_id = 'my-block'\n AND m.prev_VIX_Close IS NOT NULL\nGROUP BY vix_bucket\nORDER BY vix_bucket`,\n },\n {\n description: \"Find similar days by conditions\",\n sql: `WITH ref AS (\n SELECT d.close, vix.close AS VIX_Close, cd.Vol_Regime, cd.Term_Structure_State\n FROM market.daily d\n LEFT JOIN market.daily vix ON vix.date = d.date AND vix.ticker = 'VIX'\n LEFT JOIN market._context_derived cd ON cd.date = d.date\n WHERE d.ticker = 'SPX' AND d.date = '2024-01-15'\n)\nSELECT d.date, d.close, vix.close AS VIX_Close, cd.Vol_Regime, cd.Term_Structure_State\nFROM market.daily d\nLEFT JOIN market.daily vix ON vix.date = d.date AND vix.ticker = 'VIX'\nLEFT JOIN market._context_derived cd ON cd.date = d.date, ref\nWHERE d.ticker = 'SPX'\n AND d.date != '2024-01-15'\n AND cd.Vol_Regime = ref.Vol_Regime\n AND ABS(vix.close - ref.VIX_Close) < 3\nORDER BY ABS(vix.close - ref.VIX_Close)\nLIMIT 20`,\n },\n ],\n};\n","/**\n * Field Timing Utilities\n *\n * Derived sets and LAG CTE builder for lookahead-free market analytics.\n * All field classifications are derived from SCHEMA_DESCRIPTIONS timing annotations\n * in schema-metadata.ts -- no hardcoded column names.\n *\n * The normalized schema splits market data into:\n * - market.daily: per-ticker OHLCV + technical indicators (+ ivr/ivp for VIX-family)\n * - market._context_derived: derived cross-ticker fields (Vol_Regime, Term_Structure_State, etc.)\n * - market.context: LEGACY — preserved for backward compat but no longer the primary source\n *\n * buildLookaheadFreeQuery JOINs market.daily VIX ticker rows + market._context_derived inside a CTE\n * before applying LAG, ensuring LAG operates on the full ticker history (not just trade dates).\n * This guarantees Monday LAG returns Friday's values, not the previous trade day.\n *\n * Used by downstream tools (suggest_filters, analyze_regime_performance, etc.)\n * to ensure trade-entry queries only use data available at the time of trade entry.\n */\n\nimport { DEFAULT_MARKET_TICKER } from \"./ticker.js\";\nimport { SCHEMA_DESCRIPTIONS } from \"./schema-metadata.js\";\n\nconst dailyColumns = SCHEMA_DESCRIPTIONS.market.tables.daily.columns;\nconst derivedColumns = SCHEMA_DESCRIPTIONS.market.tables._context_derived.columns;\n\nexport interface MarketLookupKey {\n date: string;\n ticker: string;\n}\n\n// ============================================================================\n// VIX field mapping — normalized schema\n// ============================================================================\n\n/**\n * VIX field mapping: column alias -> { table alias, source column, ticker, timing }\n * These are the VIX fields that downstream queries expect, mapped to the normalized schema.\n */\ninterface VixFieldMapping {\n alias: string; // Column name in query output (e.g., \"VIX_Close\")\n tableAlias: string; // SQL table alias (e.g., \"vix\")\n sourceCol: string; // Source column in market.daily (e.g., \"close\")\n ticker: string; // Ticker to join on (e.g., \"VIX\")\n timing: 'open' | 'close';\n}\n\nconst VIX_FIELD_MAPPINGS: VixFieldMapping[] = [\n // VIX fields\n { alias: \"VIX_Open\", tableAlias: \"vix\", sourceCol: \"open\", ticker: \"VIX\", timing: \"open\" },\n { alias: \"VIX_Close\", tableAlias: \"vix\", sourceCol: \"close\", ticker: \"VIX\", timing: \"close\" },\n { alias: \"VIX_High\", tableAlias: \"vix\", sourceCol: \"high\", ticker: \"VIX\", timing: \"close\" },\n { alias: \"VIX_Low\", tableAlias: \"vix\", sourceCol: \"low\", ticker: \"VIX\", timing: \"close\" },\n { alias: \"VIX_IVR\", tableAlias: \"vix\", sourceCol: \"ivr\", ticker: \"VIX\", timing: \"close\" },\n { alias: \"VIX_IVP\", tableAlias: \"vix\", sourceCol: \"ivp\", ticker: \"VIX\", timing: \"close\" },\n // VIX9D fields\n { alias: \"VIX9D_Open\", tableAlias: \"vix9d\", sourceCol: \"open\", ticker: \"VIX9D\", timing: \"open\" },\n { alias: \"VIX9D_Close\", tableAlias: \"vix9d\", sourceCol: \"close\", ticker: \"VIX9D\", timing: \"close\" },\n { alias: \"VIX9D_IVR\", tableAlias: \"vix9d\", sourceCol: \"ivr\", ticker: \"VIX9D\", timing: \"close\" },\n { alias: \"VIX9D_IVP\", tableAlias: \"vix9d\", sourceCol: \"ivp\", ticker: \"VIX9D\", timing: \"close\" },\n // VIX3M fields\n { alias: \"VIX3M_Open\", tableAlias: \"vix3m\", sourceCol: \"open\", ticker: \"VIX3M\", timing: \"open\" },\n { alias: \"VIX3M_Close\", tableAlias: \"vix3m\", sourceCol: \"close\", ticker: \"VIX3M\", timing: \"close\" },\n { alias: \"VIX3M_IVR\", tableAlias: \"vix3m\", sourceCol: \"ivr\", ticker: \"VIX3M\", timing: \"close\" },\n { alias: \"VIX3M_IVP\", tableAlias: \"vix3m\", sourceCol: \"ivp\", ticker: \"VIX3M\", timing: \"close\" },\n];\n\n// Unique VIX table aliases needed for the JOIN clause\nconst VIX_TABLE_ALIASES = [...new Set(VIX_FIELD_MAPPINGS.map(m => m.tableAlias))];\nconst VIX_TICKER_FOR_ALIAS = Object.fromEntries(\n VIX_FIELD_MAPPINGS.map(m => [m.tableAlias, m.ticker])\n);\n\n// Derived fields from _context_derived\nconst DERIVED_OPEN_FIELDS: ReadonlySet<string> = new Set(\n Object.entries(derivedColumns)\n .filter(([, desc]) => desc.timing === 'open')\n .map(([name]) => name)\n);\n\nconst DERIVED_CLOSE_FIELDS: ReadonlySet<string> = new Set(\n Object.entries(derivedColumns)\n .filter(([, desc]) => desc.timing === 'close')\n .map(([name]) => name)\n);\n\n// ============================================================================\n// Table-specific field sets (needed by CTE builder to know which table to alias)\n// ============================================================================\n\n/**\n * Open-known fields from market.daily (use as d.{field} in JOIN CTE)\n */\nexport const DAILY_OPEN_FIELDS: ReadonlySet<string> = new Set(\n Object.entries(dailyColumns)\n .filter(([, desc]) => desc.timing === 'open')\n .map(([name]) => name)\n);\n\n/**\n * Close-derived fields from market.daily (apply LAG as d.{field} in JOIN CTE)\n */\nexport const DAILY_CLOSE_FIELDS: ReadonlySet<string> = new Set(\n Object.entries(dailyColumns)\n .filter(([, desc]) => desc.timing === 'close')\n .map(([name]) => name)\n);\n\n/**\n * Static fields from market.daily (use as d.{field} in JOIN CTE — calendar facts)\n */\nexport const DAILY_STATIC_FIELDS: ReadonlySet<string> = new Set(\n Object.entries(dailyColumns)\n .filter(([, desc]) => desc.timing === 'static')\n .map(([name]) => name)\n);\n\n/**\n * Open-known fields from VIX tickers + _context_derived (backward-compat alias of context open fields)\n */\nexport const CONTEXT_OPEN_FIELDS: ReadonlySet<string> = new Set([\n ...VIX_FIELD_MAPPINGS.filter(m => m.timing === 'open').map(m => m.alias),\n ...DERIVED_OPEN_FIELDS,\n]);\n\n/**\n * Close-derived fields from VIX tickers + _context_derived (backward-compat alias of context close fields)\n */\nexport const CONTEXT_CLOSE_FIELDS: ReadonlySet<string> = new Set([\n ...VIX_FIELD_MAPPINGS.filter(m => m.timing === 'close').map(m => m.alias),\n ...DERIVED_CLOSE_FIELDS,\n]);\n\n// ============================================================================\n// Combined field sets (for callers that don't need to know origin table)\n// ============================================================================\n\n/**\n * Fields known at or before market open (Prior_Close, Gap_Pct, VIX_Open, etc.)\n * Union of open-known fields from market.daily, VIX tickers, and _context_derived.\n * Safe to use as same-day values in trade-entry queries.\n */\nexport const OPEN_KNOWN_FIELDS: ReadonlySet<string> = new Set([\n ...DAILY_OPEN_FIELDS,\n ...CONTEXT_OPEN_FIELDS,\n]);\n\n/**\n * Fields only known after market close (RSI_14, Vol_Regime, Close, etc.)\n * Union of close-derived fields from market.daily, VIX tickers, and _context_derived.\n * Must use LAG() to get prior trading day's value in trade-entry queries.\n */\nexport const CLOSE_KNOWN_FIELDS: ReadonlySet<string> = new Set([\n ...DAILY_CLOSE_FIELDS,\n ...CONTEXT_CLOSE_FIELDS,\n]);\n\n/**\n * Calendar/metadata facts known before the trading day (Day_of_Week, Month, Is_Opex).\n * Only from market.daily (context has no static fields).\n * Safe to use as same-day values in trade-entry queries.\n */\nexport const STATIC_FIELDS: ReadonlySet<string> = new Set([\n ...DAILY_STATIC_FIELDS,\n]);\n\n// ============================================================================\n// Query Builders\n// ============================================================================\n\n// Build the VIX JOIN clause (three LEFT JOINs: vix, vix9d, vix3m)\nfunction buildVixJoins(baseAlias: string = \"d\"): string {\n return VIX_TABLE_ALIASES\n .map(alias => `LEFT JOIN market.daily ${alias} ON ${alias}.date = ${baseAlias}.date AND ${alias}.ticker = '${VIX_TICKER_FOR_ALIAS[alias]}'`)\n .join(\"\\n \");\n}\n\n// SELECT columns from VIX tables: \"vix\".\"close\" AS \"VIX_Close\", ...\nfunction buildVixSelectCols(): string {\n return VIX_FIELD_MAPPINGS.map(m => `${m.tableAlias}.\"${m.sourceCol}\" AS \"${m.alias}\"`).join(\", \");\n}\n\n// SELECT columns from _context_derived: cd.\"Vol_Regime\", ...\nfunction buildDerivedSelectCols(): string {\n return [...DERIVED_OPEN_FIELDS, ...DERIVED_CLOSE_FIELDS].map(f => `cd.\"${f}\"`).join(\", \");\n}\n\n/**\n * Builds a SQL query that joins trade keys to market.daily + market._context_derived + VIX tickers\n * with lookahead bias prevention:\n * - Open-known fields: used as-is (same-day values, known before market open)\n * - Static fields: used as-is (calendar facts, known in advance)\n * - Close-derived fields: LAG(field) OVER (PARTITION BY ticker ORDER BY date)\n * gives prior trading day's value\n *\n * The JOIN pattern is:\n * market.daily d\n * LEFT JOIN market.daily vix ON vix.date = d.date AND vix.ticker = 'VIX'\n * LEFT JOIN market.daily vix9d ON vix9d.date = d.date AND vix9d.ticker = 'VIX9D'\n * LEFT JOIN market.daily vix3m ON vix3m.date = d.date AND vix3m.ticker = 'VIX3M'\n * LEFT JOIN market._context_derived cd ON cd.date = d.date\n *\n * LAG operates on the FULL ticker history (all trading days for the ticker),\n * NOT just the requested dates. This ensures LAG sees the correct prior trading day\n * across weekends, holidays, and sparse trading strategies.\n *\n * @param tradeDatesOrKeys - Array of dates (legacy string[] overload) or ticker+date keys\n * @returns Object with `sql` (the query string) and `params` (the parameter values)\n */\nexport function buildLookaheadFreeQuery(tradeDates: string[]): { sql: string; params: string[] };\nexport function buildLookaheadFreeQuery(tradeKeys: MarketLookupKey[]): { sql: string; params: string[] };\nexport function buildLookaheadFreeQuery(\n tradeDatesOrKeys: string[] | MarketLookupKey[]\n): { sql: string; params: string[] } {\n if (tradeDatesOrKeys.length === 0) {\n return { sql: `SELECT * FROM market.daily WHERE 1=0`, params: [] };\n }\n\n // Build field lists for the joined CTE\n const dailyOpenCols = [...DAILY_OPEN_FIELDS].map((f) => `d.\"${f}\"`).join(\", \");\n const dailyStaticCols = [...DAILY_STATIC_FIELDS].map((f) => `d.\"${f}\"`).join(\", \");\n const vixSelectCols = buildVixSelectCols();\n const derivedSelectCols = buildDerivedSelectCols();\n const vixJoins = buildVixJoins();\n\n // LAG columns — all close-derived fields from daily and VIX/derived\n const dailyLagCols = [...DAILY_CLOSE_FIELDS]\n .map((field) => `LAG(\"${field}\") OVER (PARTITION BY ticker ORDER BY date) AS \"prev_${field}\"`)\n .join(\",\\n \");\n const vixLagCols = VIX_FIELD_MAPPINGS\n .filter(m => m.timing === 'close')\n .map(m => `LAG(\"${m.alias}\") OVER (PARTITION BY ticker ORDER BY date) AS \"prev_${m.alias}\"`)\n .join(\",\\n \");\n const derivedLagCols = [...DERIVED_CLOSE_FIELDS]\n .map(f => `LAG(\"${f}\") OVER (PARTITION BY ticker ORDER BY date) AS \"prev_${f}\"`)\n .join(\",\\n \");\n\n // Pass-through columns for the lagged CTE (unaliased, from joined CTE output)\n const dailyOpenPassthrough = [...DAILY_OPEN_FIELDS].map((f) => `\"${f}\"`).join(\", \");\n const dailyStaticPassthrough = [...DAILY_STATIC_FIELDS].map((f) => `\"${f}\"`).join(\", \");\n const vixOpenPassthrough = VIX_FIELD_MAPPINGS\n .filter(m => m.timing === 'open')\n .map(m => `\"${m.alias}\"`)\n .join(\", \");\n const derivedOpenPassthrough = [...DERIVED_OPEN_FIELDS].map(f => `\"${f}\"`).join(\", \");\n\n // Legacy path for existing date-only callers (single ticker = DEFAULT_MARKET_TICKER)\n if (typeof tradeDatesOrKeys[0] === \"string\") {\n const tradeDates = tradeDatesOrKeys as string[];\n const placeholders = tradeDates.map((_, i) => `$${i + 1}`).join(\", \");\n\n const sql = `WITH joined AS (\n SELECT\n d.ticker,\n d.date,\n ${dailyOpenCols},\n ${dailyStaticCols},\n ${vixSelectCols},\n ${derivedSelectCols ? derivedSelectCols + \",\" : \"\"}\n ${[...DAILY_CLOSE_FIELDS].map((f) => `d.\"${f}\"`).join(\", \")}\n FROM market.daily d\n ${vixJoins}\n LEFT JOIN market._context_derived cd ON cd.date = d.date\n WHERE d.ticker = $${tradeDates.length + 1}\n ),\n lagged AS (\n SELECT\n ticker,\n date,\n ${dailyOpenPassthrough},\n ${dailyStaticPassthrough},\n ${vixOpenPassthrough ? vixOpenPassthrough + \",\" : \"\"}\n ${derivedOpenPassthrough ? derivedOpenPassthrough + \",\" : \"\"}\n ${dailyLagCols},\n ${vixLagCols ? vixLagCols + \",\" : \"\"}\n ${derivedLagCols}\n FROM joined\n )\n SELECT * FROM lagged\n WHERE date IN (${placeholders})`;\n\n return { sql, params: [...tradeDates, DEFAULT_MARKET_TICKER] };\n }\n\n const tradeKeys = tradeDatesOrKeys as MarketLookupKey[];\n const normalizedKeys = tradeKeys.map((k) => ({\n date: k.date,\n ticker: k.ticker || DEFAULT_MARKET_TICKER,\n }));\n\n const values: string[] = [];\n const valuePlaceholders = normalizedKeys.map((key) => {\n values.push(key.ticker, key.date);\n return `($${values.length - 1}, $${values.length})`;\n });\n\n const sql = `WITH requested(ticker, date) AS (\n VALUES ${valuePlaceholders.join(\", \")}\n ),\n joined AS (\n SELECT\n d.ticker,\n d.date,\n ${dailyOpenCols},\n ${dailyStaticCols},\n ${vixSelectCols},\n ${derivedSelectCols ? derivedSelectCols + \",\" : \"\"}\n ${[...DAILY_CLOSE_FIELDS].map((f) => `d.\"${f}\"`).join(\", \")}\n FROM market.daily d\n ${vixJoins}\n LEFT JOIN market._context_derived cd ON cd.date = d.date\n WHERE d.ticker IN (SELECT DISTINCT ticker FROM requested)\n ),\n lagged AS (\n SELECT\n ticker,\n date,\n ${dailyOpenPassthrough},\n ${dailyStaticPassthrough},\n ${vixOpenPassthrough ? vixOpenPassthrough + \",\" : \"\"}\n ${derivedOpenPassthrough ? derivedOpenPassthrough + \",\" : \"\"}\n ${dailyLagCols},\n ${vixLagCols ? vixLagCols + \",\" : \"\"}\n ${derivedLagCols}\n FROM joined\n )\n SELECT lagged.*\n FROM lagged\n JOIN requested\n ON lagged.ticker = requested.ticker\n AND lagged.date = requested.date`;\n\n return { sql, params: values };\n}\n\n/**\n * Builds a SQL query that returns same-day close-derived values (no LAG).\n * Used for outcome/post-hoc analysis when includeOutcomeFields=true.\n *\n * These are values that were NOT available at trade entry time --\n * they represent the end-of-day result for the trade date itself.\n * Sources from market.daily, VIX ticker rows, and market._context_derived via LEFT JOIN.\n *\n * @param tradeDatesOrKeys - Array of dates or ticker+date keys\n * @returns Object with `sql` (the query string) and `params` (the date values)\n */\nexport function buildOutcomeQuery(tradeDates: string[]): { sql: string; params: string[] };\nexport function buildOutcomeQuery(tradeKeys: MarketLookupKey[]): { sql: string; params: string[] };\nexport function buildOutcomeQuery(\n tradeDatesOrKeys: string[] | MarketLookupKey[]\n): { sql: string; params: string[] } {\n if (tradeDatesOrKeys.length === 0) {\n return { sql: `SELECT * FROM market.daily WHERE 1=0`, params: [] };\n }\n\n const dailyCloseCols = [...DAILY_CLOSE_FIELDS].map((f) => `d.\"${f}\"`).join(\", \");\n const vixCloseCols = VIX_FIELD_MAPPINGS\n .filter(m => m.timing === 'close')\n .map(m => `${m.tableAlias}.\"${m.sourceCol}\" AS \"${m.alias}\"`)\n .join(\", \");\n const derivedCloseCols = [...DERIVED_CLOSE_FIELDS].map(f => `cd.\"${f}\"`).join(\", \");\n const vixJoins = buildVixJoins();\n\n if (typeof tradeDatesOrKeys[0] === \"string\") {\n const tradeDates = tradeDatesOrKeys as string[];\n const placeholders = tradeDates.map((_, i) => `$${i + 1}`).join(\", \");\n const sql = `SELECT d.date, ${dailyCloseCols}, ${vixCloseCols}, ${derivedCloseCols}\n FROM market.daily d\n ${vixJoins}\n LEFT JOIN market._context_derived cd ON cd.date = d.date\n WHERE d.ticker = $${tradeDates.length + 1}\n AND d.date IN (${placeholders})`;\n return { sql, params: [...tradeDates, DEFAULT_MARKET_TICKER] };\n }\n\n const tradeKeys = tradeDatesOrKeys as MarketLookupKey[];\n const normalizedKeys = tradeKeys.map((k) => ({\n date: k.date,\n ticker: k.ticker || DEFAULT_MARKET_TICKER,\n }));\n\n const values: string[] = [];\n const valuePlaceholders = normalizedKeys.map((key) => {\n values.push(key.ticker, key.date);\n return `($${values.length - 1}, $${values.length})`;\n });\n\n const sql = `WITH requested(ticker, date) AS (\n VALUES ${valuePlaceholders.join(\", \")}\n )\n SELECT m.ticker, m.date, ${dailyCloseCols}, ${vixCloseCols}, ${derivedCloseCols}\n FROM market.daily m\n ${buildVixJoins(\"m\")}\n LEFT JOIN market._context_derived cd ON cd.date = m.date\n JOIN requested\n ON m.ticker = requested.ticker\n AND m.date = requested.date`;\n\n return { sql, params: values };\n}\n","/**\n * Data Availability Helper\n *\n * Checks whether market data (daily, context, intraday) is available for a\n * given ticker and returns actionable warnings when data is missing.\n *\n * Used at the start of every market tool call to surface missing data with\n * clear import instructions rather than returning silent NULLs or cryptic errors.\n */\n\nimport type { DuckDBConnection } from \"@duckdb/node-api\";\n\nexport interface DataAvailabilityReport {\n /** Whether market.daily has rows for the requested ticker */\n hasDailyData: boolean;\n /** Whether market.daily has VIX ticker data (normalized schema — replaces market.context check) */\n hasContextData: boolean;\n /** Whether market.intraday has rows for the requested ticker */\n hasIntradayData: boolean;\n /** Date range available in market.daily for the ticker, or null if no data */\n dailyDateRange: { min: string; max: string } | null;\n /** Date range of VIX data in market.daily, or null if no data */\n contextDateRange: { min: string; max: string } | null;\n /** Date range available in market.intraday for the ticker, or null if no data */\n intradayDateRange: { min: string; max: string } | null;\n /** Actionable warning messages for any missing data sources */\n warnings: string[];\n}\n\n/**\n * Checks data availability in market tables for the specified ticker.\n *\n * Queries COUNT, MIN(date), and MAX(date) from each relevant table.\n * Returns a report with boolean flags, date ranges, and actionable warning messages.\n *\n * @param conn - Active DuckDB connection with market catalog attached\n * @param ticker - Ticker symbol to check (e.g., 'SPX')\n * @param options.checkIntraday - Whether to also check market.intraday (default: false)\n */\nexport async function checkDataAvailability(\n conn: DuckDBConnection,\n ticker: string,\n options?: { checkIntraday?: boolean }\n): Promise<DataAvailabilityReport> {\n const warnings: string[] = [];\n\n // Check market.daily for ticker\n let hasDailyData = false;\n let dailyDateRange: { min: string; max: string } | null = null;\n try {\n const dailyResult = await conn.runAndReadAll(\n `SELECT COUNT(*) as cnt, MIN(date) as min_date, MAX(date) as max_date\n FROM market.daily WHERE ticker = $1`,\n [ticker]\n );\n const rows = dailyResult.getRowObjectsJson();\n if (rows.length > 0) {\n const row = rows[0] as { cnt: number | string; min_date: string | null; max_date: string | null };\n const cnt = typeof row.cnt === 'string' ? parseInt(row.cnt, 10) : Number(row.cnt);\n hasDailyData = cnt > 0;\n if (hasDailyData && row.min_date && row.max_date) {\n dailyDateRange = { min: row.min_date, max: row.max_date };\n }\n }\n } catch {\n // market.daily table doesn't exist yet — treat as no data\n }\n\n if (!hasDailyData) {\n warnings.push(\n `No market.daily data for ticker ${ticker}. ` +\n `Import daily OHLCV with import_market_csv (target_table: \"daily\", ticker: \"${ticker}\") ` +\n `then run enrich_market_data.`\n );\n }\n\n // Check for VIX data in market.daily (normalized schema)\n let hasContextData = false;\n let contextDateRange: { min: string; max: string } | null = null;\n try {\n const contextResult = await conn.runAndReadAll(\n `SELECT COUNT(*) as cnt, MIN(date) as min_date, MAX(date) as max_date\n FROM market.daily WHERE ticker = 'VIX'`\n );\n const rows = contextResult.getRowObjectsJson();\n if (rows.length > 0) {\n const row = rows[0] as { cnt: number | string; min_date: string | null; max_date: string | null };\n const cnt = typeof row.cnt === 'string' ? parseInt(row.cnt, 10) : Number(row.cnt);\n hasContextData = cnt > 0;\n if (hasContextData && row.min_date && row.max_date) {\n contextDateRange = { min: row.min_date, max: row.max_date };\n }\n }\n } catch {\n // market.daily may not exist yet\n }\n\n if (!hasContextData) {\n warnings.push(\n `No VIX data in market.daily. ` +\n `Import VIX data with import_from_api (ticker: \"VIX\", target_table: \"daily\") ` +\n `or import_market_csv (target_table: \"context\") ` +\n `then run enrich_market_data for IVR/IVP enrichment.`\n );\n }\n\n // Optionally check market.intraday for ticker\n let hasIntradayData = false;\n let intradayDateRange: { min: string; max: string } | null = null;\n if (options?.checkIntraday) {\n try {\n const intradayResult = await conn.runAndReadAll(\n `SELECT COUNT(*) as cnt, MIN(date) as min_date, MAX(date) as max_date\n FROM market.intraday WHERE ticker = $1`,\n [ticker]\n );\n const rows = intradayResult.getRowObjectsJson();\n if (rows.length > 0) {\n const row = rows[0] as { cnt: number | string; min_date: string | null; max_date: string | null };\n const cnt = typeof row.cnt === 'string' ? parseInt(row.cnt, 10) : Number(row.cnt);\n hasIntradayData = cnt > 0;\n if (hasIntradayData && row.min_date && row.max_date) {\n intradayDateRange = { min: row.min_date, max: row.max_date };\n }\n }\n } catch {\n // market.intraday table doesn't exist yet — treat as no data\n }\n\n if (!hasIntradayData) {\n warnings.push(\n `No market.intraday data for ticker ${ticker}. ` +\n `Import intraday bars with import_market_csv (target_table: \"intraday\", ticker: \"${ticker}\").`\n );\n }\n }\n\n return {\n hasDailyData,\n hasContextData,\n hasIntradayData,\n dailyDateRange,\n contextDateRange,\n intradayDateRange,\n warnings,\n };\n}\n","/**\n * Pure TypeScript indicator functions for the market enrichment pipeline.\n *\n * All functions are pure (no DB access, no side effects) and take number arrays\n * or structured inputs returning computed arrays or values.\n *\n * Formulas follow TradingView Pine Script conventions:\n * - RSI: Wilder smoothing seeded with SMA of first period changes\n * - ATR: Wilder smoothing seeded with SMA of first period TR values\n * - EMA: Standard EMA seeded with SMA of first period bars\n * - Realized Vol: Population stddev, annualized by sqrt(252)*100\n *\n * References:\n * - Wilder, J.W. (1978) \"New Concepts in Technical Trading Systems\"\n * - TradingView Pine Script documentation (ta.rsi, ta.atr, ta.ema)\n */\n\nimport type { DuckDBConnection } from \"@duckdb/node-api\";\nimport { upsertMarketImportMetadata } from \"../sync/metadata.js\";\nimport { DEFAULT_MARKET_TICKER } from \"./ticker.js\";\n\n// =============================================================================\n// Interfaces\n// =============================================================================\n\nexport interface ContextRow {\n date: string;\n VIX_Open?: number | null;\n VIX_Close?: number | null;\n VIX_High?: number | null;\n VIX_RTH_Open?: number | null;\n VIX9D_Open?: number | null;\n VIX9D_Close?: number | null;\n VIX3M_Open?: number | null;\n VIX3M_Close?: number | null;\n}\n\nexport interface EnrichedContextRow extends ContextRow {\n VIX_Gap_Pct?: number | null;\n VIX_Change_Pct?: number | null;\n VIX9D_Change_Pct?: number | null;\n VIX3M_Change_Pct?: number | null;\n VIX9D_VIX_Ratio?: number | null;\n VIX_VIX3M_Ratio?: number | null;\n VIX_Spike_Pct?: number | null;\n Vol_Regime?: number | null;\n Term_Structure_State?: number | null;\n VIX_IVR?: number | null;\n VIX_IVP?: number | null;\n VIX9D_IVR?: number | null;\n VIX9D_IVP?: number | null;\n VIX3M_IVR?: number | null;\n VIX3M_IVP?: number | null;\n}\n\n// =============================================================================\n// Primitive Indicators\n// =============================================================================\n\n/**\n * Wilder's RSI.\n * Input: closing prices ordered oldest→newest.\n * Returns array same length as input; first `period` entries are NaN (warmup).\n *\n * Formula:\n * - Seed avgGain/avgLoss from SMA of first `period` changes (bars 1..period)\n * - result[period] = 100 - 100/(1 + avgGain/avgLoss)\n * - Subsequent: avgGain = (prev*(period-1) + gain)/period (Wilder smoothing)\n */\nexport function computeRSI(closes: number[], period = 14): number[] {\n const result = new Array<number>(closes.length).fill(NaN);\n if (closes.length < period + 1) return result;\n\n // Seed: average of first `period` gains and losses (changes at indices 1..period)\n let avgGain = 0;\n let avgLoss = 0;\n for (let i = 1; i <= period; i++) {\n const change = closes[i] - closes[i - 1];\n if (change > 0) avgGain += change;\n else avgLoss += Math.abs(change);\n }\n avgGain /= period;\n avgLoss /= period;\n\n result[period] = avgLoss === 0 ? 100 : 100 - 100 / (1 + avgGain / avgLoss);\n\n // Wilder smoothing for subsequent bars\n for (let i = period + 1; i < closes.length; i++) {\n const change = closes[i] - closes[i - 1];\n const gain = change > 0 ? change : 0;\n const loss = change < 0 ? Math.abs(change) : 0;\n avgGain = (avgGain * (period - 1) + gain) / period;\n avgLoss = (avgLoss * (period - 1) + loss) / period;\n result[i] = avgLoss === 0 ? 100 : 100 - 100 / (1 + avgGain / avgLoss);\n }\n\n return result;\n}\n\n/**\n * Wilder's Average True Range (ATR).\n * Returns array same length as input; first `period` entries are NaN.\n *\n * True Range = max(high - low, |high - prevClose|, |low - prevClose|)\n * TR can be computed from bar index 1 (needs prevClose).\n * First ATR = SMA of TR[1..period] (simple average of first `period` TR values).\n * ATR[i] for i > period: (ATR_prev * (period-1) + TR[i]) / period (Wilder)\n */\nexport function computeATR(\n highs: number[],\n lows: number[],\n closes: number[],\n period = 14\n): number[] {\n const n = closes.length;\n const result = new Array<number>(n).fill(NaN);\n if (n < period + 1) return result;\n\n // Compute true ranges starting from index 1 (needs prevClose)\n const tr = new Array<number>(n).fill(NaN);\n for (let i = 1; i < n; i++) {\n const prevClose = closes[i - 1];\n tr[i] = Math.max(\n highs[i] - lows[i],\n Math.abs(highs[i] - prevClose),\n Math.abs(lows[i] - prevClose)\n );\n }\n\n // First ATR = SMA of TR[1..period]\n let atrSum = 0;\n for (let i = 1; i <= period; i++) {\n atrSum += tr[i];\n }\n let atr = atrSum / period;\n result[period] = atr;\n\n // Wilder smoothing for subsequent bars\n for (let i = period + 1; i < n; i++) {\n atr = (atr * (period - 1) + tr[i]) / period;\n result[i] = atr;\n }\n\n return result;\n}\n\n/**\n * Exponential Moving Average (EMA) with SMA seed (TradingView convention).\n * Returns array same length as input; first `period-1` entries are NaN.\n *\n * Seed: EMA[period-1] = SMA of first `period` bars\n * k = 2 / (period + 1)\n * EMA[i] = close[i] * k + EMA[i-1] * (1 - k)\n */\nexport function computeEMA(closes: number[], period: number): number[] {\n const n = closes.length;\n const result = new Array<number>(n).fill(NaN);\n if (n < period) return result;\n\n // Seed from SMA of first period bars\n let seed = 0;\n for (let i = 0; i < period; i++) {\n seed += closes[i];\n }\n seed /= period;\n result[period - 1] = seed;\n\n const k = 2 / (period + 1);\n for (let i = period; i < n; i++) {\n result[i] = closes[i] * k + result[i - 1] * (1 - k);\n }\n\n return result;\n}\n\n/**\n * Simple Moving Average (SMA).\n * Returns array same length as input; first `period-1` entries are NaN.\n * SMA[i] = average of closes[i-period+1..i]\n */\nexport function computeSMA(closes: number[], period: number): number[] {\n const n = closes.length;\n const result = new Array<number>(n).fill(NaN);\n\n for (let i = period - 1; i < n; i++) {\n let sum = 0;\n for (let j = i - period + 1; j <= i; j++) {\n sum += closes[j];\n }\n result[i] = sum / period;\n }\n\n return result;\n}\n\n// =============================================================================\n// Composite Indicators\n// =============================================================================\n\n/**\n * Realized Volatility using log returns, population stddev, annualized.\n * Returns array same length as input; first `period` entries are NaN\n * (need period+1 closes to compute period log returns).\n *\n * log_return[i] = ln(close[i] / close[i-1])\n * Vol[i] = stddev(log_returns[i-period+1..i], N) * sqrt(252) * 100\n */\nexport function computeRealizedVol(closes: number[], period: number): number[] {\n const n = closes.length;\n const result = new Array<number>(n).fill(NaN);\n\n // Compute log returns (one less than closes count)\n const logReturns = new Array<number>(n).fill(NaN);\n for (let i = 1; i < n; i++) {\n logReturns[i] = Math.log(closes[i] / closes[i - 1]);\n }\n\n // Rolling stddev of log returns over `period` window\n // First valid: index = period (window uses log returns at i-period+1..i, earliest is i=period)\n for (let i = period; i < n; i++) {\n const window: number[] = [];\n for (let j = i - period + 1; j <= i; j++) {\n window.push(logReturns[j]);\n }\n\n const mean = window.reduce((a, b) => a + b, 0) / period;\n // Population stddev\n const variance = window.reduce((sum, v) => sum + (v - mean) ** 2, 0) / period;\n result[i] = Math.sqrt(variance) * Math.sqrt(252) * 100;\n }\n\n return result;\n}\n\n// =============================================================================\n// Row-Level Helpers\n// =============================================================================\n\n/**\n * Consecutive up/down days counter.\n * Positive = consecutive up days, negative = consecutive down days.\n * Resets to 0 on flat day.\n * First element is always 0 (no prior bar).\n */\nexport function computeConsecutiveDays(closes: number[]): number[] {\n const n = closes.length;\n const result = new Array<number>(n).fill(0);\n\n for (let i = 1; i < n; i++) {\n if (closes[i] > closes[i - 1]) {\n // Up day: continue positive streak or start at +1\n result[i] = result[i - 1] >= 0 ? result[i - 1] + 1 : 1;\n } else if (closes[i] < closes[i - 1]) {\n // Down day: continue negative streak or start at -1\n result[i] = result[i - 1] <= 0 ? result[i - 1] - 1 : -1;\n } else {\n // Flat: reset to 0\n result[i] = 0;\n }\n }\n\n return result;\n}\n\n/**\n * Gap filled indicator.\n * Returns 1 if the price gap from prior close was filled intraday, 0 otherwise.\n *\n * Gap up (open > priorClose): filled if low <= priorClose\n * Gap down (open < priorClose): filled if high >= priorClose\n * No gap (open = priorClose): returns 0\n */\nexport function isGapFilled(\n open: number,\n high: number,\n low: number,\n priorClose: number\n): number {\n if (open > priorClose && low <= priorClose) return 1;\n if (open < priorClose && high >= priorClose) return 1;\n return 0;\n}\n\n/**\n * Options expiration (OPEX) detection.\n * Takes a YYYY-MM-DD string; returns 1 if 3rd Friday of month, 0 otherwise.\n *\n * Uses string parsing (not new Date(\"YYYY-MM-DD\")) to avoid timezone issues.\n * See CLAUDE.md Date Handling rules: calendar dates from CSVs use local Date constructor.\n */\nexport function isOpex(dateStr: string): number {\n // Parse via regex to avoid timezone issues (CLAUDE.md: use string parsing)\n const match = /^(\\d{4})-(\\d{2})-(\\d{2})/.exec(dateStr);\n if (!match) return 0;\n\n const year = parseInt(match[1], 10);\n const month = parseInt(match[2], 10) - 1; // 0-indexed for Date constructor\n const day = parseInt(match[3], 10);\n\n // Use local Date constructor (avoids UTC midnight shift)\n // Check if this day is a Friday (getDay() === 5)\n const date = new Date(year, month, day);\n if (date.getDay() !== 5) return 0;\n\n // Find first Friday of month\n const firstDay = new Date(year, month, 1);\n const firstFridayDay = ((5 - firstDay.getDay() + 7) % 7) + 1; // day of month\n\n // Third Friday = first Friday + 14\n const thirdFriday = firstFridayDay + 14;\n\n return day === thirdFriday ? 1 : 0;\n}\n\n// =============================================================================\n// Tier 2 VIX Functions\n// =============================================================================\n\n/**\n * Compute VIX-derived fields for market.context rows.\n * Takes sorted context rows (oldest first) with VIX OHLCV data.\n * Returns enriched rows with pct change, ratio, and spike fields.\n *\n * Fields requiring prior row (NaN on first row):\n * - VIX_Gap_Pct: (VIX_Open - prior VIX_Close) / prior VIX_Close * 100\n * - VIX_Change_Pct: (VIX_Close - prior VIX_Close) / prior VIX_Close * 100\n * - VIX9D_Change_Pct: (VIX9D_Close - VIX9D_Open) / VIX9D_Open * 100\n * - VIX3M_Change_Pct: (VIX3M_Close - VIX3M_Open) / VIX3M_Open * 100\n *\n * Same-day fields (no lookback needed):\n * - VIX9D_VIX_Ratio: VIX9D_Close / VIX_Close\n * - VIX_VIX3M_Ratio: VIX_Close / VIX3M_Close\n * - VIX_Spike_Pct: (VIX_High - VIX_Open) / VIX_Open * 100\n */\nexport function computeVIXDerivedFields(rows: ContextRow[]): EnrichedContextRow[] {\n return rows.map((row, i): EnrichedContextRow => {\n const prev = i > 0 ? rows[i - 1] : null;\n\n // Effective open: prefer RTH open from intraday bars, fall back to daily VIX_Open\n const effectiveOpen = row.VIX_RTH_Open ?? row.VIX_Open;\n\n // Same-day ratio and spike fields\n const VIX9D_VIX_Ratio =\n row.VIX9D_Close != null && row.VIX_Close != null && row.VIX_Close !== 0\n ? row.VIX9D_Close / row.VIX_Close\n : null;\n\n const VIX_VIX3M_Ratio =\n row.VIX_Close != null && row.VIX3M_Close != null && row.VIX3M_Close !== 0\n ? row.VIX_Close / row.VIX3M_Close\n : null;\n\n const VIX_Spike_Pct =\n row.VIX_High != null && effectiveOpen != null && effectiveOpen !== 0\n ? ((row.VIX_High - effectiveOpen) / effectiveOpen) * 100\n : null;\n\n // Intraday change fields (same-day open to close)\n const VIX9D_Change_Pct =\n row.VIX9D_Close != null && row.VIX9D_Open != null && row.VIX9D_Open !== 0\n ? ((row.VIX9D_Close - row.VIX9D_Open) / row.VIX9D_Open) * 100\n : null;\n\n const VIX3M_Change_Pct =\n row.VIX3M_Close != null && row.VIX3M_Open != null && row.VIX3M_Open !== 0\n ? ((row.VIX3M_Close - row.VIX3M_Open) / row.VIX3M_Open) * 100\n : null;\n\n // Prior-row dependent fields\n const prevVIXClose = prev?.VIX_Close ?? null;\n\n const VIX_Gap_Pct =\n effectiveOpen != null && prevVIXClose != null && prevVIXClose !== 0\n ? ((effectiveOpen - prevVIXClose) / prevVIXClose) * 100\n : null;\n\n const VIX_Change_Pct =\n row.VIX_Close != null && prevVIXClose != null && prevVIXClose !== 0\n ? ((row.VIX_Close - prevVIXClose) / prevVIXClose) * 100\n : null;\n\n return {\n ...row,\n VIX_Gap_Pct,\n VIX_Change_Pct,\n VIX9D_Change_Pct,\n VIX3M_Change_Pct,\n VIX9D_VIX_Ratio,\n VIX_VIX3M_Ratio,\n VIX_Spike_Pct,\n };\n });\n}\n\n/**\n * Classify trend direction based on 20-day return percentage.\n *\n * Uses Return_20D thresholds:\n * > 1% = \"up\"\n * < -1% = \"down\"\n * else = \"flat\" (between -1% and 1% inclusive)\n *\n * Returns null for null/NaN input (no Return_20D data available).\n */\nexport function classifyTrendDirection(return20d: number | null): string | null {\n if (return20d === null || return20d === undefined || isNaN(return20d)) return null;\n if (return20d > 1) return \"up\";\n if (return20d < -1) return \"down\";\n return \"flat\";\n}\n\n/**\n * Classify VIX level into volatility regime 1-6.\n *\n * 1: Very Low VIX < 13\n * 2: Low 13 <= VIX < 16\n * 3: Normal 16 <= VIX < 20\n * 4: Elevated 20 <= VIX < 25\n * 5: High 25 <= VIX < 30\n * 6: Extreme VIX >= 30\n */\nexport function classifyVolRegime(vixClose: number): number {\n if (vixClose < 13) return 1;\n if (vixClose < 16) return 2;\n if (vixClose < 20) return 3;\n if (vixClose < 25) return 4;\n if (vixClose < 30) return 5;\n return 6;\n}\n\n/**\n * Classify VIX term structure state.\n * Returns:\n * 1 = Contango: VIX9D < VIX and VIX < VIX3M (normal, longer-dated vol is higher)\n * -1 = Backwardation: VIX9D > VIX or VIX > VIX3M (inverted — fear in front)\n * 0 = Flat: all three within ~1% tolerance of each other\n *\n * Flatness check: both ratios VIX9D/VIX and VIX/VIX3M within 1% of 1.0\n */\nexport function classifyTermStructure(\n vix9dClose: number,\n vixClose: number,\n vix3mClose: number\n): number {\n // Match PineScript: vix9dClose > vixClose ? -1 : vixClose > vix3mClose ? 0 : 1\n if (vix9dClose > vixClose) return -1;\n if (vixClose > vix3mClose) return 0;\n return 1;\n}\n\n/**\n * Implied Volatility Rank (IVR) over a rolling window.\n * IVR[i] = (current - min) / (max - min) * 100\n * Returns array same length as input; first `period-1` entries are NaN.\n * Per D-10: Shows where current value sits in its 252-day range.\n * When range is 0 (all values identical), returns 50 (middle).\n */\nexport function computeIVR(values: number[], period = 252): number[] {\n const n = values.length;\n const result = new Array<number>(n).fill(NaN);\n for (let i = period - 1; i < n; i++) {\n let min = Infinity, max = -Infinity;\n for (let j = i - period + 1; j <= i; j++) {\n if (values[j] < min) min = values[j];\n if (values[j] > max) max = values[j];\n }\n const range = max - min;\n result[i] = range > 0 ? ((values[i] - min) / range) * 100 : 50;\n }\n return result;\n}\n\n/**\n * Implied Volatility Percentile (IVP) over a rolling window.\n * IVP[i] = count(prior 251 days where value <= current) / 251 * 100\n * Returns array same length as input; first `period-1` entries are NaN.\n * Per D-10: Shows what percentage of past year was at or below current.\n * Note: divides by (period - 1) = 251 because we compare against prior days only.\n */\nexport function computeIVP(values: number[], period = 252): number[] {\n const n = values.length;\n const result = new Array<number>(n).fill(NaN);\n for (let i = period - 1; i < n; i++) {\n let countLessOrEqual = 0;\n // Compare current against prior (period-1) days (not including current day itself)\n for (let j = i - period + 1; j < i; j++) {\n if (values[j] <= values[i]) countLessOrEqual++;\n }\n result[i] = (countLessOrEqual / (period - 1)) * 100;\n }\n return result;\n}\n\n// =============================================================================\n// Enrichment Runner Types\n// =============================================================================\n\nexport interface EnrichmentOptions {\n forceFull?: boolean;\n}\n\nexport interface TierStatus {\n status: \"complete\" | \"skipped\" | \"error\";\n fieldsWritten?: number;\n reason?: string;\n}\n\nexport interface EnrichmentResult {\n ticker: string;\n tier1: TierStatus;\n tier2: TierStatus;\n tier3: TierStatus;\n rowsEnriched: number;\n enrichedThrough: string | null;\n}\n\n// =============================================================================\n// Enrichment Runner Private Helpers\n// =============================================================================\n\n/** Subtract N calendar days from a YYYY-MM-DD string, returns YYYY-MM-DD */\nfunction subtractDays(dateStr: string, days: number): string {\n const d = new Date(dateStr + \"T00:00:00Z\");\n d.setUTCDate(d.getUTCDate() - days);\n return d.toISOString().split(\"T\")[0];\n}\n\n/** Parse YYYY-MM-DD to a local Date without timezone conversion */\nfunction parseDateStr(dateStr: string): Date | null {\n const m = dateStr.match(/^(\\d{4})-(\\d{2})-(\\d{2})$/);\n if (!m) return null;\n return new Date(parseInt(m[1]), parseInt(m[2]) - 1, parseInt(m[3]));\n}\n\n/** Batch UPDATE market.daily with computed enrichment fields */\nasync function batchUpdateDaily(\n conn: DuckDBConnection,\n rows: Array<Record<string, unknown>>,\n columns: string[]\n): Promise<void> {\n if (rows.length === 0) return;\n // Build VALUES list with $N params\n const allCols = [\"ticker\", \"date\", ...columns];\n const placeholders = rows\n .map((_, rowIdx) => {\n const params = allCols.map((__, colIdx) => `$${rowIdx * allCols.length + colIdx + 1}`);\n return `(${params.join(\", \")})`;\n })\n .join(\", \");\n const setClauses = columns.map((c) => `${c} = v.${c}`).join(\", \");\n const sql = `\n UPDATE market.daily AS t\n SET ${setClauses}\n FROM (VALUES ${placeholders}) AS v(${allCols.join(\", \")})\n WHERE t.ticker = v.ticker AND t.date = v.date\n `;\n const params = rows.flatMap((row) => allCols.map((col) => row[col] ?? null));\n await conn.run(sql, params as (string | number | boolean | null | bigint)[]);\n}\n\n/** Run Tier 2: enrich market.daily (ivr/ivp) and market._context_derived with computed VIX fields */\nasync function runTier2(conn: DuckDBConnection): Promise<TierStatus> {\n // Step 1: Discover VIX-family tickers dynamically (per D-06)\n const tickerResult = await conn.runAndReadAll(\n `SELECT DISTINCT ticker FROM market.daily WHERE ticker LIKE 'VIX%' ORDER BY ticker`\n );\n const vixTickers = tickerResult.getRows().map(r => r[0] as string);\n if (vixTickers.length === 0 || !vixTickers.includes('VIX')) {\n return { status: \"skipped\", reason: \"no VIX data in market.daily — import VIX ticker first\" };\n }\n\n // Step 2: Compute IVR/IVP for each VIX-family ticker and write to market.daily\n for (const ticker of vixTickers) {\n const closeResult = await conn.runAndReadAll(\n `SELECT date, close FROM market.daily WHERE ticker = $1 AND close IS NOT NULL ORDER BY date ASC`,\n [ticker]\n );\n const rows = closeResult.getRows();\n if (rows.length === 0) continue;\n\n const dates = rows.map(r => r[0] as string);\n const closes = rows.map(r => r[1] as number);\n const ivrValues = computeIVR(closes, 252);\n const ivpValues = computeIVP(closes, 252);\n\n // Batch UPDATE market.daily SET ivr, ivp WHERE ticker = ? AND date = ?\n const BATCH_SIZE = 500;\n for (let start = 0; start < dates.length; start += BATCH_SIZE) {\n const batchDates = dates.slice(start, start + BATCH_SIZE);\n const batchIvr = ivrValues.slice(start, start + BATCH_SIZE);\n const batchIvp = ivpValues.slice(start, start + BATCH_SIZE);\n\n const placeholders = batchDates.map((_, rowIdx) => {\n const base = rowIdx * 3;\n return `($${base + 1}, $${base + 2}, $${base + 3})`;\n }).join(\", \");\n\n const sql = `\n UPDATE market.daily AS t\n SET ivr = v.ivr, ivp = v.ivp\n FROM (VALUES ${placeholders}) AS v(date, ivr, ivp)\n WHERE t.ticker = $${batchDates.length * 3 + 1} AND t.date = v.date\n `;\n const params: (string | number | null)[] = [];\n for (let i = 0; i < batchDates.length; i++) {\n params.push(batchDates[i]);\n params.push(isNaN(batchIvr[i]) ? null : batchIvr[i]);\n params.push(isNaN(batchIvp[i]) ? null : batchIvp[i]);\n }\n params.push(ticker);\n await conn.run(sql, params as (string | number | boolean | null | bigint)[]);\n }\n }\n\n // Step 3: Build ContextRow objects from market.daily VIX tickers for derived fields\n // Query VIX close/open/high, VIX9D close/open, VIX3M close/open, plus Return_20D for Trend_Direction\n const contextQuery = `\n SELECT\n vix.date,\n vix.open AS VIX_Open,\n vix.close AS VIX_Close,\n vix.high AS VIX_High,\n vix9d.open AS VIX9D_Open,\n vix9d.close AS VIX9D_Close,\n vix3m.open AS VIX3M_Open,\n vix3m.close AS VIX3M_Close,\n spx.Return_20D\n FROM market.daily vix\n LEFT JOIN market.daily vix9d ON vix9d.date = vix.date AND vix9d.ticker = 'VIX9D'\n LEFT JOIN market.daily vix3m ON vix3m.date = vix.date AND vix3m.ticker = 'VIX3M'\n LEFT JOIN market.daily spx ON spx.date = vix.date AND spx.ticker = $1\n WHERE vix.ticker = 'VIX' AND vix.close IS NOT NULL\n ORDER BY vix.date ASC\n `;\n\n const rawResult = await conn.runAndReadAll(contextQuery, [DEFAULT_MARKET_TICKER]);\n const rawRows = rawResult.getRows();\n if (rawRows.length === 0) return { status: \"complete\", fieldsWritten: 0 };\n\n // Query VIX RTH open from intraday bars (same logic as before)\n const rthOpenByDate = new Map<string, number>();\n try {\n const rthReader = await conn.runAndReadAll(\n `SELECT date, open FROM market.intraday WHERE ticker = 'VIX' AND time >= '09:30' AND time <= '09:32' ORDER BY date, time ASC`\n );\n for (const r of rthReader.getRows()) {\n const dateStr = r[0] as string;\n if (!rthOpenByDate.has(dateStr)) {\n const openVal = r[1] as number | null;\n if (openVal != null) rthOpenByDate.set(dateStr, openVal);\n }\n }\n } catch {\n // No intraday VIX data — continue\n }\n\n const return20dByDate = new Map<string, number | null>();\n const contextRows: ContextRow[] = rawRows.map((r) => {\n const dateStr = r[0] as string;\n return20dByDate.set(dateStr, r[8] as number | null);\n return {\n date: dateStr,\n VIX_Open: r[1] as number | null,\n VIX_Close: r[2] as number | null,\n VIX_High: r[3] as number | null,\n VIX_RTH_Open: rthOpenByDate.get(dateStr) ?? null,\n VIX9D_Open: r[4] as number | null,\n VIX9D_Close: r[5] as number | null,\n VIX3M_Open: r[6] as number | null,\n VIX3M_Close: r[7] as number | null,\n };\n });\n\n // Step 4: Compute derived fields (reuse existing pure functions unchanged)\n const enrichedContext = computeVIXDerivedFields(contextRows);\n\n // Step 5: Write derived fields to market._context_derived (INSERT OR REPLACE)\n const derivedCols = [\"date\", \"Vol_Regime\", \"Term_Structure_State\", \"Trend_Direction\", \"VIX_Spike_Pct\", \"VIX_Gap_Pct\"];\n const BATCH_SIZE = 500;\n for (let start = 0; start < enrichedContext.length; start += BATCH_SIZE) {\n const batch = enrichedContext.slice(start, start + BATCH_SIZE);\n const placeholders = batch.map((_, rowIdx) => {\n const params = derivedCols.map((__, colIdx) => `$${rowIdx * derivedCols.length + colIdx + 1}`);\n return `(${params.join(\", \")})`;\n }).join(\", \");\n\n const sql = `INSERT OR REPLACE INTO market._context_derived (${derivedCols.join(\", \")}) VALUES ${placeholders}`;\n const params = batch.flatMap((r) => {\n const vc = r.VIX_Close ?? null;\n const v9 = r.VIX9D_Close ?? null;\n const v3m = r.VIX3M_Close ?? null;\n return [\n r.date,\n vc !== null ? classifyVolRegime(vc) : null,\n v9 !== null && vc !== null && v3m !== null ? classifyTermStructure(v9, vc, v3m) : null,\n classifyTrendDirection(return20dByDate.get(r.date) ?? null),\n r.VIX_Spike_Pct ?? null,\n r.VIX_Gap_Pct ?? null,\n ];\n });\n await conn.run(sql, params as (string | number | boolean | null | bigint)[]);\n }\n\n // Step 6: ALSO still write to market.context for backward compat during transition\n // This ensures existing queries against market.context keep working\n const tier2Cols = [\n \"VIX_RTH_Open\", \"VIX_Gap_Pct\", \"VIX_Change_Pct\",\n \"VIX9D_Change_Pct\", \"VIX3M_Change_Pct\",\n \"VIX9D_VIX_Ratio\", \"VIX_VIX3M_Ratio\", \"VIX_Spike_Pct\",\n \"Vol_Regime\", \"Term_Structure_State\",\n \"VIX_IVR\", \"VIX_IVP\", \"VIX9D_IVR\", \"VIX9D_IVP\", \"VIX3M_IVR\", \"VIX3M_IVP\",\n \"Trend_Direction\",\n ];\n // Compute IVR/IVP arrays for VIX, VIX9D, VIX3M from contextRows\n const vixCloses = contextRows.map(r => r.VIX_Close ?? NaN);\n const vixIVR = computeIVR(vixCloses, 252);\n const vixIVP = computeIVP(vixCloses, 252);\n const vix9dCloses = contextRows.map(r => r.VIX9D_Close ?? NaN);\n const vix9dIVR = computeIVR(vix9dCloses, 252);\n const vix9dIVP = computeIVP(vix9dCloses, 252);\n const vix3mCloses = contextRows.map(r => r.VIX3M_Close ?? NaN);\n const vix3mIVR = computeIVR(vix3mCloses, 252);\n const vix3mIVP = computeIVP(vix3mCloses, 252);\n\n try {\n const allCols2 = [\"date\", ...tier2Cols];\n const updateRows = enrichedContext.map((r, i) => {\n const vc = r.VIX_Close ?? null;\n const v9 = r.VIX9D_Close ?? null;\n const v3m = r.VIX3M_Close ?? null;\n return {\n date: r.date,\n VIX_RTH_Open: r.VIX_RTH_Open ?? null,\n VIX_Gap_Pct: r.VIX_Gap_Pct ?? null,\n VIX_Change_Pct: r.VIX_Change_Pct ?? null,\n VIX9D_Change_Pct: r.VIX9D_Change_Pct ?? null,\n VIX3M_Change_Pct: r.VIX3M_Change_Pct ?? null,\n VIX9D_VIX_Ratio: r.VIX9D_VIX_Ratio ?? null,\n VIX_VIX3M_Ratio: r.VIX_VIX3M_Ratio ?? null,\n VIX_Spike_Pct: r.VIX_Spike_Pct ?? null,\n Vol_Regime: vc !== null ? classifyVolRegime(vc) : null,\n Term_Structure_State: v9 !== null && vc !== null && v3m !== null ? classifyTermStructure(v9, vc, v3m) : null,\n VIX_IVR: isNaN(vixIVR[i]) ? null : vixIVR[i],\n VIX_IVP: isNaN(vixIVP[i]) ? null : vixIVP[i],\n VIX9D_IVR: isNaN(vix9dIVR[i]) ? null : vix9dIVR[i],\n VIX9D_IVP: isNaN(vix9dIVP[i]) ? null : vix9dIVP[i],\n VIX3M_IVR: isNaN(vix3mIVR[i]) ? null : vix3mIVR[i],\n VIX3M_IVP: isNaN(vix3mIVP[i]) ? null : vix3mIVP[i],\n Trend_Direction: classifyTrendDirection(return20dByDate.get(r.date) ?? null),\n };\n });\n for (let start2 = 0; start2 < updateRows.length; start2 += BATCH_SIZE) {\n const batch = updateRows.slice(start2, start2 + BATCH_SIZE);\n const placeholders = batch.map((_, rowIdx) => {\n const params = allCols2.map((__, colIdx) => `$${rowIdx * allCols2.length + colIdx + 1}`);\n return `(${params.join(\", \")})`;\n }).join(\", \");\n const setClauses = tier2Cols.map(c => `${c} = v.${c}`).join(\", \");\n const sql = `UPDATE market.context AS t SET ${setClauses} FROM (VALUES ${placeholders}) AS v(${allCols2.join(\", \")}) WHERE t.date = v.date`;\n const params = batch.flatMap(row => allCols2.map(col => (row as Record<string, unknown>)[col] ?? null));\n await conn.run(sql, params as (string | number | boolean | null | bigint)[]);\n }\n } catch {\n // market.context may not exist or have rows — that's fine during transition\n }\n\n return { status: \"complete\", fieldsWritten: derivedCols.length - 1 }; // -1 for date\n}\n\n/** Check if any intraday data exists for a ticker */\nasync function hasTier3Data(conn: DuckDBConnection, ticker: string): Promise<boolean> {\n const r = await conn.runAndReadAll(\n `SELECT COUNT(*) FROM market.intraday WHERE ticker = $1 LIMIT 1`,\n [ticker]\n );\n return Number(r.getRows()[0]?.[0] ?? 0) > 0;\n}\n\n// =============================================================================\n// Context Enrichment (Tier 2 standalone)\n// =============================================================================\n\n/**\n * Run Tier 2 context enrichment directly, computing VIX-derived fields\n * (VIX_Gap_Pct, VIX_Change_Pct, VIX9D_VIX_Ratio, Vol_Regime, etc.) and\n * writing them to market.context.\n *\n * Used by importFromMassive() for context table imports — after importing\n * VIX/VIX9D/VIX3M bars, Tier 2 needs to run immediately to populate derived\n * fields. Unlike runEnrichment(), this does not require a ticker with daily data.\n *\n * Returns a TierStatus describing the outcome.\n */\nexport async function runContextEnrichment(conn: DuckDBConnection): Promise<TierStatus> {\n return runTier2(conn);\n}\n\n// =============================================================================\n// Enrichment Runner\n// =============================================================================\n\n/**\n * Run all three tiers of market enrichment for a given ticker.\n *\n * Tier 1: Compute and write OHLCV-derived fields to market.daily using a\n * 200-day lookback window from the enriched_through watermark.\n * Tier 2: Compute and write VIX-derived fields to market.context.\n * Tier 3: Compute intraday timing fields (High_Time, Low_Time, High_Before_Low,\n * Reversal_Type, Opening_Drive_Strength, Intraday_Realized_Vol) from\n * market.intraday bars; skips gracefully if no intraday data exists.\n *\n * The enriched_through watermark is upserted into market._sync_metadata with\n * source='enrichment', ticker, target_table='daily' after a successful Tier 1 run.\n *\n * Note: wilder_state column exists but is NOT written (superseded by 200-day lookback).\n *\n * @param conn - Active DuckDB connection with market catalog attached\n * @param ticker - Normalized ticker symbol (e.g., \"SPX\")\n * @param opts - Options including forceFull (reset watermark and reprocess all rows)\n */\nexport async function runEnrichment(\n conn: DuckDBConnection,\n ticker: string,\n opts: EnrichmentOptions = {}\n): Promise<EnrichmentResult> {\n const { forceFull = false } = opts;\n\n // 1. Get enriched_through watermark\n const watermarkRow = await conn.runAndReadAll(\n `SELECT enriched_through FROM market._sync_metadata\n WHERE source = 'enrichment' AND ticker = $1 AND target_table = 'daily'`,\n [ticker]\n );\n const watermark: string | null = forceFull\n ? null\n : ((watermarkRow.getRows()[0]?.[0] as string | null) ?? null);\n\n // 2. Compute lookback start: watermark - 200 calendar days (as string comparison)\n const lookbackStart = watermark ? subtractDays(watermark, 200) : null;\n\n // 3. Fetch OHLCV rows from market.daily\n let fetchSql = `SELECT ticker, date, open, high, low, close FROM market.daily WHERE ticker = $1`;\n const fetchParams: unknown[] = [ticker];\n if (lookbackStart) {\n fetchSql += ` AND date >= $2`;\n fetchParams.push(lookbackStart);\n }\n fetchSql += ` ORDER BY date ASC`;\n const rawReader = await conn.runAndReadAll(fetchSql, fetchParams as (string | number | boolean | null | bigint)[]);\n const rawRows = rawReader.getRows();\n\n if (rawRows.length === 0) {\n return {\n ticker,\n tier1: { status: \"skipped\", reason: \"no data in market.daily\" },\n tier2: { status: \"skipped\", reason: \"no daily data\" },\n tier3: { status: \"skipped\", reason: \"no daily data\" },\n rowsEnriched: 0,\n enrichedThrough: null,\n };\n }\n\n // 4. Extract typed arrays from raw rows\n // Columns: ticker(0), date(1), open(2), high(3), low(4), close(5)\n const dates = rawRows.map((r) => r[1] as string);\n const opens = rawRows.map((r) => Number(r[2]));\n const highs = rawRows.map((r) => Number(r[3]));\n const lows = rawRows.map((r) => Number(r[4]));\n const closes = rawRows.map((r) => Number(r[5]));\n\n // 5. Compute Tier 1 indicators\n const rsi14 = computeRSI(closes, 14);\n const atrArr = computeATR(highs, lows, closes, 14);\n const ema21 = computeEMA(closes, 21);\n const sma50 = computeSMA(closes, 50);\n const rvol5 = computeRealizedVol(closes, 5);\n const rvol20 = computeRealizedVol(closes, 20);\n const consecutiveDays = computeConsecutiveDays(closes);\n\n // 6. Determine which rows to write back (only rows after watermark)\n const writeRows =\n watermark && !forceFull\n ? rawRows.map((_, i) => i).filter((i) => dates[i] > watermark)\n : rawRows.map((_, i) => i);\n\n if (writeRows.length === 0) {\n return {\n ticker,\n tier1: { status: \"complete\", fieldsWritten: 0, reason: \"already up to date\" },\n tier2: await runTier2(conn),\n tier3: {\n status: \"skipped\",\n reason: \"no intraday data in market.intraday\",\n },\n rowsEnriched: 0,\n enrichedThrough: watermark,\n };\n }\n\n // 7. Build enriched rows for batch UPDATE\n const enrichedRows = writeRows.map((i) => {\n const atrVal = atrArr[i];\n const atrPct = !isNaN(atrVal) && closes[i] > 0 ? (atrVal / closes[i]) * 100 : null;\n const priorClose = i > 0 ? closes[i - 1] : null;\n const priorReturn =\n i > 1 ? ((closes[i - 1] - closes[i - 2]) / closes[i - 2]) * 100 : null;\n const gapPct =\n priorClose !== null && priorClose > 0\n ? ((opens[i] - priorClose) / priorClose) * 100\n : null;\n const intradayRangePct =\n opens[i] > 0 ? ((highs[i] - lows[i]) / opens[i]) * 100 : null;\n const intradayReturnPct =\n opens[i] > 0 ? ((closes[i] - opens[i]) / opens[i]) * 100 : null;\n const hiLoRange = highs[i] - lows[i];\n const closePosInRange =\n hiLoRange > 0 ? (closes[i] - lows[i]) / hiLoRange : null;\n const ret5d =\n i >= 5 && closes[i - 5] > 0\n ? ((closes[i] - closes[i - 5]) / closes[i - 5]) * 100\n : null;\n const ret20d =\n i >= 20 && closes[i - 20] > 0\n ? ((closes[i] - closes[i - 20]) / closes[i - 20]) * 100\n : null;\n const gapFilled =\n priorClose !== null ? isGapFilled(opens[i], highs[i], lows[i], priorClose) : null;\n const dateObj = parseDateStr(dates[i]);\n const dayOfWeek = dateObj ? dateObj.getDay() : null; // 0=Sun..6=Sat\n const monthVal = dateObj ? dateObj.getMonth() + 1 : null;\n const opex = isOpex(dates[i]);\n const ema21val = ema21[i];\n const sma50val = sma50[i];\n const priceVsEma21 =\n !isNaN(ema21val) && ema21val > 0\n ? ((closes[i] - ema21val) / ema21val) * 100\n : null;\n const priceVsSma50 =\n !isNaN(sma50val) && sma50val > 0\n ? ((closes[i] - sma50val) / sma50val) * 100\n : null;\n const rsi14val = rsi14[i];\n\n // Prior_Range_vs_ATR: prior day's (high - low) / ATR[i-1]\n // Known at market open (prior day range and ATR are available before trading begins).\n // First bar (i=0) has no prior day, so null. ATR[i-1] must be valid (non-NaN).\n let priorRangeVsATR: number | null = null;\n if (i > 0) {\n const priorATR = atrArr[i - 1];\n if (!isNaN(priorATR) && priorATR > 0) {\n priorRangeVsATR = (highs[i - 1] - lows[i - 1]) / priorATR;\n }\n }\n\n return {\n ticker,\n date: dates[i],\n Prior_Close: priorClose,\n Gap_Pct: gapPct,\n RSI_14: isNaN(rsi14val) ? null : rsi14val,\n ATR_Pct: atrPct,\n Price_vs_EMA21_Pct: priceVsEma21,\n Price_vs_SMA50_Pct: priceVsSma50,\n Realized_Vol_5D: isNaN(rvol5[i]) ? null : rvol5[i],\n Realized_Vol_20D: isNaN(rvol20[i]) ? null : rvol20[i],\n Return_5D: ret5d,\n Return_20D: ret20d,\n Intraday_Range_Pct: intradayRangePct,\n Intraday_Return_Pct: intradayReturnPct,\n Close_Position_In_Range: closePosInRange,\n Gap_Filled: gapFilled,\n Consecutive_Days: consecutiveDays[i],\n Prev_Return_Pct: priorReturn,\n Day_of_Week: dayOfWeek,\n Month: monthVal,\n Is_Opex: opex,\n Prior_Range_vs_ATR: priorRangeVsATR,\n };\n });\n\n // 8. Batch UPDATE via DuckDB VALUES CTE, batches of 500\n const BATCH_SIZE = 500;\n const columns = [\n \"Prior_Close\",\n \"Gap_Pct\",\n \"RSI_14\",\n \"ATR_Pct\",\n \"Price_vs_EMA21_Pct\",\n \"Price_vs_SMA50_Pct\",\n \"Realized_Vol_5D\",\n \"Realized_Vol_20D\",\n \"Return_5D\",\n \"Return_20D\",\n \"Intraday_Range_Pct\",\n \"Intraday_Return_Pct\",\n \"Close_Position_In_Range\",\n \"Gap_Filled\",\n \"Consecutive_Days\",\n \"Prev_Return_Pct\",\n \"Day_of_Week\",\n \"Month\",\n \"Is_Opex\",\n \"Prior_Range_vs_ATR\",\n ];\n for (let start = 0; start < enrichedRows.length; start += BATCH_SIZE) {\n const batch = enrichedRows.slice(start, start + BATCH_SIZE);\n await batchUpdateDaily(conn, batch, columns);\n }\n\n // 9. Run Tier 2 (VIX context enrichment)\n const tier2Result = await runTier2(conn);\n\n // 10. Tier 3 — intraday timing fields from market.intraday\n const tier3Result = await runTier3(conn, ticker, dates);\n\n // 11. Update enriched_through watermark\n const newWatermark = dates[dates.length - 1];\n await upsertMarketImportMetadata(conn, {\n source: \"enrichment\",\n ticker,\n target_table: \"daily\",\n max_date: null,\n enriched_through: newWatermark,\n synced_at: new Date(),\n });\n\n return {\n ticker,\n tier1: { status: \"complete\", fieldsWritten: columns.length },\n tier2: tier2Result,\n tier3: tier3Result,\n rowsEnriched: enrichedRows.length,\n enrichedThrough: newWatermark,\n };\n}\n\n// =============================================================================\n// Tier 3: Intraday Timing Fields\n// =============================================================================\n\n/**\n * Convert HH:MM time string to decimal hours (e.g., \"10:30\" → 10.5).\n */\nfunction hhmmToDecimalHours(time: string): number {\n const [h, m] = time.split(\":\").map(Number);\n return h + m / 60;\n}\n\n/**\n * Compute intraday timing fields from raw OHLCV bars for a single date.\n *\n * Pure function — no DB access. Exported for unit testing.\n *\n * Fields computed:\n * - highTime: Decimal hours when day high occurred (e.g., 10.5 = 10:30)\n * - lowTime: Decimal hours when day low occurred\n * - highBeforeLow: true if high occurred before low\n * - reversalType: +1 = morning high + afternoon low, -1 = morning low + afternoon high, 0 = trend day\n * - openingDriveStrength: (first 30-min range) / (full day range), 0-1 scale; 0 if day range is 0\n * - intradayRealizedVol: Annualized realized vol from intraday bar-to-bar log returns (decimal, not %)\n *\n * @param bars - Array of {time: \"HH:MM\", open, high, low, close} ordered by time (oldest first)\n * @returns Computed fields or null if bars is empty\n */\nexport function computeIntradayTimingFields(\n bars: Array<{ time: string; open: number; high: number; low: number; close: number }>\n): {\n highTime: number;\n lowTime: number;\n highBeforeLow: boolean;\n reversalType: number;\n openingDriveStrength: number;\n intradayRealizedVol: number;\n} | null {\n if (bars.length === 0) return null;\n\n let maxHigh = -Infinity;\n let minLow = Infinity;\n let highTimeStr = bars[0].time;\n let lowTimeStr = bars[0].time;\n\n for (const bar of bars) {\n if (bar.high > maxHigh) {\n maxHigh = bar.high;\n highTimeStr = bar.time;\n }\n if (bar.low < minLow) {\n minLow = bar.low;\n lowTimeStr = bar.time;\n }\n }\n\n const highTime = hhmmToDecimalHours(highTimeStr);\n const lowTime = hhmmToDecimalHours(lowTimeStr);\n const highBeforeLow = highTime < lowTime;\n\n // Reversal type: morning = before 12:00, afternoon = 12:00 or later\n const highInMorning = highTime < 12;\n const lowInMorning = lowTime < 12;\n const highInAfternoon = highTime >= 12;\n const lowInAfternoon = lowTime >= 12;\n\n let reversalType = 0;\n if (highInMorning && lowInAfternoon) reversalType = 1; // High morning, low afternoon\n else if (lowInMorning && highInAfternoon) reversalType = -1; // Low morning, high afternoon\n\n // Opening Drive Strength: ratio of first-30-min range to full-day range\n // First 30 min = bars with time < 10:00 (market opens 09:30)\n const openingBars = bars.filter(b => hhmmToDecimalHours(b.time) < 10);\n let openingDriveStrength = 0;\n const fullDayRange = maxHigh - minLow;\n if (openingBars.length > 0 && fullDayRange > 0) {\n const openHigh = Math.max(...openingBars.map(b => b.high));\n const openLow = Math.min(...openingBars.map(b => b.low));\n openingDriveStrength = (openHigh - openLow) / fullDayRange;\n }\n\n // Intraday Realized Vol: annualized from bar-to-bar close log returns\n // Uses sqrt(252 * barsPerDay) annualization\n let intradayRealizedVol = 0;\n if (bars.length >= 2) {\n const logReturns: number[] = [];\n for (let i = 1; i < bars.length; i++) {\n if (bars[i - 1].close > 0 && bars[i].close > 0) {\n logReturns.push(Math.log(bars[i].close / bars[i - 1].close));\n }\n }\n if (logReturns.length > 0) {\n const mean = logReturns.reduce((s, r) => s + r, 0) / logReturns.length;\n const variance = logReturns.reduce((s, r) => s + (r - mean) ** 2, 0) / logReturns.length;\n const barStdDev = Math.sqrt(variance);\n // Annualize: multiply by sqrt(barsPerDay * 252)\n // barsPerDay = number of bars we actually have (adapts to timeframe)\n intradayRealizedVol = barStdDev * Math.sqrt(bars.length * 252);\n }\n }\n\n return { highTime, lowTime, highBeforeLow, reversalType, openingDriveStrength, intradayRealizedVol };\n}\n\n/** Run Tier 3: compute intraday timing fields from market.intraday and write to market.daily */\nasync function runTier3(\n conn: DuckDBConnection,\n ticker: string,\n dates: string[]\n): Promise<TierStatus> {\n // Check if intraday data exists for this ticker\n const hasData = await hasTier3Data(conn, ticker);\n if (!hasData) {\n return {\n status: \"skipped\",\n reason: \"no intraday data in market.intraday — import intraday bars to populate Tier 3 fields\",\n };\n }\n\n // Query intraday bars for all dates in the enrichment range\n const result = await conn.runAndReadAll(\n `SELECT date, time, open, high, low, close\n FROM market.intraday\n WHERE ticker = $1 AND date >= $2 AND date <= $3\n ORDER BY date, time`,\n [ticker, dates[0], dates[dates.length - 1]]\n );\n\n const rows = result.getRows();\n const columns = result.columnNames();\n const dateIdx = columns.indexOf(\"date\");\n const timeIdx = columns.indexOf(\"time\");\n const openIdx = columns.indexOf(\"open\");\n const highIdx = columns.indexOf(\"high\");\n const lowIdx = columns.indexOf(\"low\");\n const closeIdx = columns.indexOf(\"close\");\n\n // Group bars by date\n const barsByDate = new Map<string, Array<{ time: string; open: number; high: number; low: number; close: number }>>();\n for (const row of rows) {\n const dateStr = String(row[dateIdx]);\n const bar = {\n time: String(row[timeIdx]),\n open: Number(row[openIdx]),\n high: Number(row[highIdx]),\n low: Number(row[lowIdx]),\n close: Number(row[closeIdx]),\n };\n if (!barsByDate.has(dateStr)) barsByDate.set(dateStr, []);\n barsByDate.get(dateStr)!.push(bar);\n }\n\n if (barsByDate.size === 0) {\n return {\n status: \"skipped\",\n reason: \"intraday data exists but no bars overlap with enrichment date range\",\n };\n }\n\n // Compute timing fields for each date and batch update market.daily\n const tier3Cols = [\"High_Time\", \"Low_Time\", \"High_Before_Low\", \"Reversal_Type\", \"Opening_Drive_Strength\", \"Intraday_Realized_Vol\"];\n const enrichedRows: Array<Record<string, unknown>> = [];\n\n for (const [dateStr, bars] of barsByDate) {\n const timing = computeIntradayTimingFields(bars);\n if (!timing) continue;\n\n enrichedRows.push({\n ticker,\n date: dateStr,\n High_Time: timing.highTime,\n Low_Time: timing.lowTime,\n High_Before_Low: timing.highBeforeLow ? 1 : 0,\n Reversal_Type: timing.reversalType,\n Opening_Drive_Strength: timing.openingDriveStrength,\n Intraday_Realized_Vol: timing.intradayRealizedVol,\n });\n }\n\n // Batch update using the existing batchUpdateDaily helper\n const BATCH_SIZE = 500;\n for (let start = 0; start < enrichedRows.length; start += BATCH_SIZE) {\n const batch = enrichedRows.slice(start, start + BATCH_SIZE);\n await batchUpdateDaily(conn, batch, tier3Cols);\n }\n\n return { status: \"complete\", fieldsWritten: tier3Cols.length };\n}\n","/**\n * Market Data Importer\n *\n * Core ingestion logic for importing market data from CSV files and external DuckDB databases\n * into the normalized market schema tables (market.daily, market.context, market.intraday).\n *\n * Design principles:\n * - Validate column mapping BEFORE any writes (fail-clean semantics)\n * - ON CONFLICT DO NOTHING for idempotent merges\n * - ATTACH/DETACH lifecycle for external DBs\n * - normalizeTicker() called at import boundary before any DB write\n * - No withFullSync usage (DB-09: market writes must not be wrapped in analytics.duckdb transactions)\n * - No upsertMarketSyncMetadata (old schema) — only upsertMarketImportMetadata (Phase 60 schema)\n */\n\nimport type { DuckDBConnection } from \"@duckdb/node-api\";\nimport * as fs from \"fs/promises\";\nimport { normalizeTicker } from \"./ticker.js\";\nimport { upsertMarketImportMetadata } from \"../sync/metadata.js\";\nimport { runEnrichment, runContextEnrichment } from \"./market-enricher.js\";\nimport { getProvider, type AssetClass } from \"./market-provider.js\";\n\n// =============================================================================\n// Constants\n// =============================================================================\n\nconst REQUIRED_SCHEMA_FIELDS: Record<string, string[]> = {\n daily: [\"date\", \"open\", \"high\", \"low\", \"close\"],\n context: [\"date\"],\n intraday: [\"date\", \"time\", \"open\", \"high\", \"low\", \"close\"],\n _context_derived: [\"date\"], // Phase 75: cross-ticker derived fields\n};\n\n// PK conflict target per table\nconst CONFLICT_TARGETS: Record<string, string> = {\n daily: \"(ticker, date)\",\n context: \"(date)\",\n intraday: \"(ticker, date, time)\",\n _context_derived: \"(date)\", // Phase 75: PK is date only\n};\n\n// =============================================================================\n// Types\n// =============================================================================\n\nexport interface ImportMarketCsvOptions {\n filePath: string;\n ticker: string;\n targetTable: \"daily\" | \"context\" | \"intraday\";\n columnMapping: Record<string, string>; // { csvColumn: schemaColumn }\n dryRun?: boolean;\n skipEnrichment?: boolean;\n}\n\nexport interface ImportFromDatabaseOptions {\n dbPath: string;\n query: string;\n ticker: string;\n targetTable: \"daily\" | \"context\" | \"intraday\";\n columnMapping: Record<string, string>; // { queryColumn: schemaColumn }\n dryRun?: boolean;\n skipEnrichment?: boolean;\n}\n\nexport interface ImportResult {\n rowsInserted: number;\n rowsUpdated: number;\n rowsSkipped: number;\n inputRowCount: number;\n dateRange: { min: string; max: string } | null;\n enrichment: { status: \"pending\" | \"complete\" | \"skipped\" | \"error\"; message: string };\n}\n\n// =============================================================================\n// Column Mapping Validation\n// =============================================================================\n\n/**\n * Validate that the column mapping covers all required schema fields for the target table.\n *\n * Special case for intraday: if `date` is mapped but `time` is not, the `time` field\n * will be auto-derived from the Unix timestamp in the date source column. In this case,\n * the missing `time` mapping is allowed — validation passes without it.\n *\n * @param columnMapping - Mapping from source columns to schema columns\n * @param targetTable - The target market table\n * @returns Validation result with missing field names\n */\nexport function validateColumnMapping(\n columnMapping: Record<string, string>,\n targetTable: \"daily\" | \"context\" | \"intraday\"\n): { valid: boolean; missingFields: string[] } {\n const schemaValues = Object.values(columnMapping);\n const required = REQUIRED_SCHEMA_FIELDS[targetTable] ?? [];\n let missing = required.filter((field) => !schemaValues.includes(field));\n\n // For intraday: allow missing `time` if `date` is mapped — time will be auto-derived\n // from the Unix timestamp in the date source column during applyColumnMapping.\n if (targetTable === \"intraday\" && missing.includes(\"time\") && schemaValues.includes(\"date\")) {\n missing = missing.filter((f) => f !== \"time\");\n }\n\n return { valid: missing.length === 0, missingFields: missing };\n}\n\n// =============================================================================\n// Private CSV Parsing Helpers\n// =============================================================================\n\n/**\n * Parse CSV content into rows with header mapping.\n * Strips UTF-8 BOM if present. Handles \\r\\n line endings.\n */\nfunction parseCSV(content: string): { headers: string[]; rows: Record<string, string>[] } {\n const lines = content.replace(/^\\uFEFF/, \"\").trim().split(\"\\n\");\n if (lines.length < 2) {\n return { headers: [], rows: [] };\n }\n\n const headers = lines[0].trim().split(\",\").map((h) => h.trim());\n const rows: Record<string, string>[] = [];\n\n for (let i = 1; i < lines.length; i++) {\n const line = lines[i].trim();\n if (!line) continue;\n const values = line.split(\",\");\n const row: Record<string, string> = {};\n headers.forEach((h, idx) => {\n row[h] = values[idx]?.trim() ?? \"\";\n });\n rows.push(row);\n }\n\n return { headers, rows };\n}\n\n/**\n * Parse a date value flexibly:\n * - If numeric AND > 1e8: treat as Unix timestamp (seconds), convert to ET date\n * - If YYYY-MM-DD string: return as-is\n * - Otherwise: return null\n */\nfunction parseFlexibleDate(value: string): string | null {\n const numeric = Number(value);\n if (!isNaN(numeric) && numeric > 1e8) {\n // Unix timestamp in seconds — convert to Eastern Time date\n return new Date(numeric * 1000).toLocaleDateString(\"en-CA\", {\n timeZone: \"America/New_York\",\n year: \"numeric\",\n month: \"2-digit\",\n day: \"2-digit\",\n });\n }\n\n // Check YYYY-MM-DD format\n if (/^\\d{4}-\\d{2}-\\d{2}$/.test(value)) {\n return value;\n }\n\n return null;\n}\n\n/**\n * Extract HH:MM time from a value in Eastern Time.\n * - If numeric AND > 1e8: treat as Unix timestamp (seconds), extract HH:MM ET\n * - If already HH:MM: return as-is\n * - If HHMM (4 digits): convert to HH:MM\n * - Otherwise: return null\n */\nfunction parseFlexibleTime(value: string): string | null {\n const numeric = Number(value);\n if (!isNaN(numeric) && numeric > 1e8) {\n // Unix timestamp in seconds — convert to Eastern Time HH:MM\n const d = new Date(numeric * 1000);\n return d.toLocaleTimeString(\"en-US\", {\n timeZone: \"America/New_York\",\n hour: \"2-digit\",\n minute: \"2-digit\",\n hour12: false,\n });\n }\n // Already in HH:MM format\n if (/^\\d{2}:\\d{2}$/.test(value)) {\n return value;\n }\n // HHMM format (4 digits), e.g. \"0930\"\n if (/^\\d{4}$/.test(value)) {\n return `${value.slice(0, 2)}:${value.slice(2)}`;\n }\n return null;\n}\n\n// =============================================================================\n// Private Column Mapping Helper\n// =============================================================================\n\n/**\n * Apply column mapping to raw rows, performing date parsing and numeric coercion.\n *\n * @param rows - Raw rows from CSV or query result\n * @param columnMapping - { sourceCol: schemaCol } mapping\n * @param ticker - Ticker to inject for daily/intraday tables\n * @param targetTable - Target table (controls whether ticker is injected)\n * @returns Mapped rows with schema column names, invalid date rows dropped\n */\nfunction applyColumnMapping(\n rows: Record<string, string>[],\n columnMapping: Record<string, string>,\n ticker: string,\n targetTable: \"daily\" | \"context\" | \"intraday\"\n): Array<Record<string, unknown>> {\n const normalizedTicker = normalizeTicker(ticker) ?? ticker.toUpperCase();\n const result: Array<Record<string, unknown>> = [];\n\n for (const row of rows) {\n const mapped: Record<string, unknown> = {};\n let hasNullDate = false;\n\n for (const [sourceCol, schemaCol] of Object.entries(columnMapping)) {\n const rawValue = row[sourceCol] ?? \"\";\n\n if (schemaCol === \"date\") {\n const parsedDate = parseFlexibleDate(rawValue);\n if (parsedDate === null) {\n // Log a warning and skip this row\n console.warn(`[market-importer] Skipping row with unparseable date value: \"${rawValue}\"`);\n hasNullDate = true;\n break;\n }\n mapped[schemaCol] = parsedDate;\n } else if (schemaCol === \"time\") {\n const parsedTime = parseFlexibleTime(rawValue);\n if (parsedTime === null) {\n console.warn(`[market-importer] Skipping row with unparseable time value: \"${rawValue}\"`);\n hasNullDate = true; // Reuse the skip mechanism\n break;\n }\n mapped[schemaCol] = parsedTime;\n } else {\n // Numeric coercion for non-date, non-ticker fields\n if (rawValue === \"\" || rawValue === \"NaN\" || rawValue === \"NA\") {\n mapped[schemaCol] = null;\n } else {\n const numVal = parseFloat(rawValue);\n mapped[schemaCol] = isNaN(numVal) ? rawValue : numVal;\n }\n }\n }\n\n if (hasNullDate) continue;\n if (!(\"date\" in mapped)) continue;\n\n // Auto-extract time from the date source column's Unix timestamp for intraday imports.\n // This allows users to map a single Unix timestamp column to \"date\" and get \"time\"\n // (HH:MM ET) auto-populated — no need to specify a separate time column in the mapping.\n if (targetTable === \"intraday\" && !(\"time\" in mapped)) {\n const dateSourceCol = Object.entries(columnMapping).find(([, schema]) => schema === \"date\")?.[0];\n if (dateSourceCol) {\n const rawDateValue = row[dateSourceCol] ?? \"\";\n const numericDate = Number(rawDateValue);\n if (!isNaN(numericDate) && numericDate > 1e8) {\n const parsedTime = parseFlexibleTime(rawDateValue);\n if (parsedTime) {\n mapped[\"time\"] = parsedTime;\n }\n }\n }\n }\n\n // Inject ticker for daily and intraday tables (context PK is date-only)\n if (targetTable === \"daily\" || targetTable === \"intraday\") {\n mapped[\"ticker\"] = normalizedTicker;\n }\n\n result.push(mapped);\n }\n\n return result;\n}\n\n// =============================================================================\n// Private Insert Helper\n// =============================================================================\n\n/**\n * Insert mapped rows into the target market table using ON CONFLICT DO NOTHING.\n * Batches inserts in groups of 500.\n *\n * @returns Count of inserted and skipped rows\n */\nasync function insertMappedRows(\n conn: DuckDBConnection,\n targetTable: \"daily\" | \"context\" | \"intraday\",\n mappedRows: Array<Record<string, unknown>>\n): Promise<{ inserted: number; updated: number; skipped: number }> {\n if (mappedRows.length === 0) {\n return { inserted: 0, updated: 0, skipped: 0 };\n }\n\n const tableName = `market.${targetTable}`;\n const conflictTarget = CONFLICT_TARGETS[targetTable];\n\n // Collect all distinct schema column names across all rows\n const columnSet = new Set<string>();\n for (const row of mappedRows) {\n for (const key of Object.keys(row)) {\n columnSet.add(key);\n }\n }\n const columns = Array.from(columnSet);\n\n // COUNT(*) before insert\n const beforeResult = await conn.runAndReadAll(`SELECT COUNT(*) FROM ${tableName}`);\n const beforeCount = Number(beforeResult.getRows()[0][0]);\n\n // Build ON CONFLICT clause: merge non-key columns into existing rows\n // (e.g., importing VIX9D_Close into a context row that already has VIX_Close)\n const conflictKeys = new Set(\n CONFLICT_TARGETS[targetTable].replace(/[()]/g, \"\").split(\",\").map((s: string) => s.trim())\n );\n const updateCols = columns.filter((c) => !conflictKeys.has(c));\n const conflictAction =\n updateCols.length > 0\n ? `DO UPDATE SET ${updateCols.map((c) => `${c} = EXCLUDED.${c}`).join(\", \")}`\n : \"DO NOTHING\";\n\n const columnList = columns.join(\", \");\n const BATCH_SIZE = 500;\n for (let i = 0; i < mappedRows.length; i += BATCH_SIZE) {\n const batch = mappedRows.slice(i, i + BATCH_SIZE);\n const values: unknown[] = [];\n const valuePlaceholders: string[] = [];\n\n for (const row of batch) {\n const rowPlaceholders: string[] = [];\n for (const col of columns) {\n values.push(row[col] ?? null);\n rowPlaceholders.push(`$${values.length}`);\n }\n valuePlaceholders.push(`(${rowPlaceholders.join(\", \")})`);\n }\n\n const sql =\n `INSERT INTO ${tableName} (${columnList}) VALUES ${valuePlaceholders.join(\", \")} ` +\n `ON CONFLICT ${conflictTarget} ${conflictAction}`;\n\n await conn.run(sql, values as (string | number | boolean | null | bigint)[]);\n }\n\n // COUNT(*) after insert — net new rows\n const afterResult = await conn.runAndReadAll(`SELECT COUNT(*) FROM ${tableName}`);\n const afterCount = Number(afterResult.getRows()[0][0]);\n\n const inserted = afterCount - beforeCount;\n // With DO UPDATE, non-inserted rows are updated (not skipped).\n // With DO NOTHING (updateCols empty), non-inserted rows are skipped.\n const updated = updateCols.length > 0 ? mappedRows.length - inserted : 0;\n const skipped = updateCols.length > 0 ? 0 : mappedRows.length - inserted;\n return { inserted, updated, skipped };\n}\n\n// =============================================================================\n// Private Date Range Helper\n// =============================================================================\n\n/**\n * Compute min/max date range from mapped rows.\n */\nfunction computeDateRange(\n rows: Array<Record<string, unknown>>\n): { min: string; max: string } | null {\n const dates: string[] = [];\n for (const row of rows) {\n const d = row[\"date\"];\n if (typeof d === \"string\" && d) {\n dates.push(d);\n }\n }\n if (dates.length === 0) return null;\n dates.sort();\n return { min: dates[0], max: dates[dates.length - 1] };\n}\n\n// =============================================================================\n// Enrichment Trigger\n// =============================================================================\n\n/**\n * Trigger market data enrichment after an import.\n *\n * Calls runEnrichment() for daily table imports. Context and intraday imports\n * are source data, not enrichment targets, so they are skipped here.\n *\n * Returns \"complete\", \"skipped\", or \"error\" — never \"pending\".\n */\nexport async function triggerEnrichment(\n conn: DuckDBConnection,\n ticker: string,\n targetTable: string,\n _dateRange: { min: string; max: string } | null,\n skipEnrichment: boolean\n): Promise<{ status: \"pending\" | \"complete\" | \"skipped\" | \"error\"; message: string }> {\n // Only enrich daily table imports — context and intraday are source data, not enrichment targets\n if (skipEnrichment) {\n return {\n status: \"skipped\",\n message: \"skip_enrichment=true; call enrich_market_data to populate computed fields.\",\n };\n }\n if (targetTable !== \"daily\") {\n return {\n status: \"skipped\",\n message: `Enrichment only runs for daily table imports; skipping for ${targetTable}.`,\n };\n }\n\n try {\n const result = await runEnrichment(conn, ticker, {});\n const summaryParts = [\n `Tier 1: ${result.tier1.status}${result.tier1.fieldsWritten !== undefined ? ` (${result.tier1.fieldsWritten} fields)` : \"\"}${result.tier1.reason ? ` — ${result.tier1.reason}` : \"\"}`,\n `Tier 2: ${result.tier2.status}${result.tier2.fieldsWritten !== undefined ? ` (${result.tier2.fieldsWritten} fields)` : \"\"}${result.tier2.reason ? ` — ${result.tier2.reason}` : \"\"}`,\n `Tier 3: ${result.tier3.status}${result.tier3.reason ? ` — ${result.tier3.reason}` : \"\"}`,\n ];\n return {\n status: \"complete\",\n message: `Enriched ${result.rowsEnriched} rows for ${ticker} through ${result.enrichedThrough ?? \"N/A\"}. ${summaryParts.join(\"; \")}`,\n };\n } catch (err) {\n return {\n status: \"error\",\n message: `Enrichment failed for ${ticker}: ${err instanceof Error ? err.message : String(err)}`,\n };\n }\n}\n\n// =============================================================================\n// importMarketCsvFile\n// =============================================================================\n\n/**\n * Import market data from a CSV file into the target market table.\n *\n * Steps:\n * 1. Validate column mapping (fail-clean before any writes)\n * 2. Read CSV file\n * 3. Parse and map columns\n * 4. Insert with ON CONFLICT DO NOTHING (or return preview if dry_run=true)\n * 5. Upsert import metadata\n * 6. Trigger enrichment stub\n *\n * @param conn - Active DuckDB connection with market catalog attached\n * @param options - Import options including file path, ticker, and column mapping\n * @returns Import result with row counts, date range, and enrichment status\n */\nexport async function importMarketCsvFile(\n conn: DuckDBConnection,\n options: ImportMarketCsvOptions\n): Promise<ImportResult> {\n const { filePath, ticker, targetTable, columnMapping, dryRun = false, skipEnrichment = false } =\n options;\n\n // 1. Validate column mapping first\n const validation = validateColumnMapping(columnMapping, targetTable);\n if (!validation.valid) {\n throw new Error(\n `Column mapping missing required fields for market.${targetTable}: ${validation.missingFields.join(\", \")}`\n );\n }\n\n // 2. Read file\n let content: string;\n try {\n content = await fs.readFile(filePath, \"utf-8\");\n } catch (error) {\n const msg = error instanceof Error ? error.message : String(error);\n throw new Error(`Failed to read CSV file at \"${filePath}\": ${msg}`);\n }\n\n // 3. Parse CSV\n const { rows } = parseCSV(content);\n if (rows.length === 0) {\n throw new Error(`CSV file \"${filePath}\" has no data rows`);\n }\n\n // 4. Map columns\n const mappedRows = applyColumnMapping(rows, columnMapping, ticker, targetTable);\n if (mappedRows.length === 0) {\n throw new Error(\n `After applying column mapping, 0 valid rows remain from CSV file \"${filePath}\"`\n );\n }\n\n const normalizedTicker = normalizeTicker(ticker) ?? ticker.toUpperCase();\n const dateRange = computeDateRange(mappedRows);\n\n // 5. Dry run: return preview without writing\n if (dryRun) {\n return {\n rowsInserted: 0,\n rowsUpdated: 0,\n rowsSkipped: 0,\n inputRowCount: mappedRows.length,\n dateRange,\n enrichment: {\n status: \"skipped\",\n message: `dry_run=true; no data written. Would import ${mappedRows.length} rows.`,\n },\n };\n }\n\n // 6. Insert rows\n const { inserted, updated, skipped } = await insertMappedRows(conn, targetTable, mappedRows);\n\n // 7. Upsert import metadata\n await upsertMarketImportMetadata(conn, {\n source: `import_market_csv:${filePath}`,\n ticker: normalizedTicker,\n target_table: targetTable,\n max_date: dateRange?.max ?? null,\n enriched_through: null,\n synced_at: new Date(),\n });\n\n // 8. Trigger enrichment\n const enrichment = await triggerEnrichment(conn, normalizedTicker, targetTable, dateRange, skipEnrichment);\n\n return {\n rowsInserted: inserted,\n rowsUpdated: updated,\n rowsSkipped: skipped,\n inputRowCount: mappedRows.length,\n dateRange,\n enrichment,\n };\n}\n\n// =============================================================================\n// importFromDatabase\n// =============================================================================\n\n/**\n * Import market data from an external DuckDB database into the target market table.\n *\n * ATTACHes the external database as READ_ONLY, queries it, maps columns, and inserts\n * into market tables. DETACHes the external DB in a finally block regardless of outcome.\n *\n * @param conn - Active DuckDB connection with market catalog attached\n * @param options - Import options including DB path, query, ticker, and column mapping\n * @returns Import result with row counts, date range, and enrichment status\n */\nexport async function importFromDatabase(\n conn: DuckDBConnection,\n options: ImportFromDatabaseOptions\n): Promise<ImportResult> {\n const { dbPath, query, ticker, targetTable, columnMapping, dryRun = false, skipEnrichment = false } =\n options;\n\n // 1. Validate column mapping first\n const validation = validateColumnMapping(columnMapping, targetTable);\n if (!validation.valid) {\n throw new Error(\n `Column mapping missing required fields for market.${targetTable}: ${validation.missingFields.join(\", \")}`\n );\n }\n\n const EXT_ALIAS = \"ext_import_source\";\n\n // 2. Attach external DB as READ_ONLY\n await conn.run(`ATTACH '${dbPath}' AS ${EXT_ALIAS} (READ_ONLY)`);\n\n try {\n // 3. Execute query against external DB\n const rawResult = await conn.runAndReadAll(query);\n\n // 4. Convert result to Record<string, string>[]\n // Use columnNames() for column name strings — getColumns() returns column data arrays,\n // not column descriptor objects with .name properties.\n const resultColumnNames = rawResult.columnNames();\n const resultRows = rawResult.getRows();\n\n const rows: Record<string, string>[] = resultRows.map((row) => {\n const obj: Record<string, string> = {};\n resultColumnNames.forEach((colName, idx) => {\n const val = row[idx];\n obj[colName] = val === null || val === undefined ? \"\" : String(val);\n });\n return obj;\n });\n\n // 5. Map columns\n const mappedRows = applyColumnMapping(rows, columnMapping, ticker, targetTable);\n\n const normalizedTicker = normalizeTicker(ticker) ?? ticker.toUpperCase();\n const dateRange = computeDateRange(mappedRows);\n\n // 6. Dry run: return preview without writing\n if (dryRun) {\n return {\n rowsInserted: 0,\n rowsUpdated: 0,\n rowsSkipped: 0,\n inputRowCount: mappedRows.length,\n dateRange,\n enrichment: {\n status: \"skipped\",\n message: `dry_run=true; no data written. Would import ${mappedRows.length} rows.`,\n },\n };\n }\n\n // 7. Insert rows\n const { inserted, updated, skipped } = await insertMappedRows(conn, targetTable, mappedRows);\n\n // 8. Upsert import metadata\n await upsertMarketImportMetadata(conn, {\n source: `import_from_database:${dbPath}`,\n ticker: normalizedTicker,\n target_table: targetTable,\n max_date: dateRange?.max ?? null,\n enriched_through: null,\n synced_at: new Date(),\n });\n\n // 9. Trigger enrichment\n const enrichment = await triggerEnrichment(conn, normalizedTicker, targetTable, dateRange, skipEnrichment);\n\n return {\n rowsInserted: inserted,\n rowsUpdated: updated,\n rowsSkipped: skipped,\n inputRowCount: mappedRows.length,\n dateRange,\n enrichment,\n };\n } finally {\n // Always detach external DB regardless of success or failure\n try {\n await conn.run(`DETACH ${EXT_ALIAS}`);\n } catch {\n // Non-fatal: detach failure should not mask the original error\n }\n }\n}\n\n// =============================================================================\n// importFromApi\n// =============================================================================\n\n/**\n * Known index tickers that need the I: prefix when calling the Massive API.\n * Used for auto-detection of asset class when not provided.\n */\nconst INDEX_TICKERS = new Set([\n \"VIX\", \"VIX9D\", \"VIX3M\", \"SPX\", \"NDX\", \"RUT\", \"DJX\", \"VXN\", \"OVX\", \"GVZ\",\n]);\n\n/**\n * Regex for OCC option ticker format: letters + 6-digit date + C/P + 8-digit strike.\n * E.g., \"SPX251219C05000000\" or \"AAPL240119P00150000\"\n */\nconst OCC_TICKER_REGEX = /^[A-Z]+\\d{6}[CP]\\d{8}$/;\n\n/**\n * Auto-detect Massive asset class from ticker symbol.\n * - Known indices (VIX, SPX, NDX, etc.) → \"index\"\n * - OCC option format → \"option\"\n * - Otherwise → \"stock\"\n */\nfunction detectAssetClass(ticker: string): AssetClass {\n if (INDEX_TICKERS.has(ticker.toUpperCase())) return \"index\";\n if (OCC_TICKER_REGEX.test(ticker.toUpperCase())) return \"option\";\n return \"stock\";\n}\n\nexport interface ImportFromApiOptions {\n ticker: string;\n from: string; // YYYY-MM-DD\n to: string; // YYYY-MM-DD\n targetTable: \"daily\" | \"context\" | \"intraday\";\n timespan?: \"minute\" | \"hour\"; // only for intraday, default \"minute\"\n multiplier?: number; // only for intraday, default 1\n assetClass?: AssetClass; // default: auto-detect from ticker/targetTable\n dryRun?: boolean;\n skipEnrichment?: boolean;\n}\n\n/**\n * Import market data from the Massive.com REST API into DuckDB.\n *\n * Supports three import modes via `targetTable`:\n *\n * **daily** — Fetches OHLCV bars for any stock/index/option ticker and upserts\n * into market.daily. Auto-triggers enrichment (Tier 1+2+3) after insert unless\n * skipEnrichment=true.\n *\n * **context** — Ignores the `ticker` parameter. Makes three parallel fetchBars calls\n * for VIX, VIX9D, and VIX3M, merges results by date, and upserts into market.context.\n * Trigger Tier 2 context enrichment after insert unless skipEnrichment=true.\n *\n * **intraday** — Fetches minute or hour bars. Requires time field from Massive API\n * (populated by fetchBars when timespan != \"day\"). Strips volume before insert since\n * market.intraday schema does not include a volume column.\n *\n * Requires MASSIVE_API_KEY environment variable. Upserts on conflict — safe to\n * re-import overlapping date ranges.\n */\nexport async function importFromApi(\n conn: DuckDBConnection,\n options: ImportFromApiOptions\n): Promise<ImportResult> {\n const {\n ticker,\n from,\n to,\n targetTable,\n timespan = \"minute\",\n multiplier = 1,\n assetClass,\n dryRun = false,\n skipEnrichment = false,\n } = options;\n\n const normalizedTicker = normalizeTicker(ticker) ?? ticker.toUpperCase();\n\n if (targetTable === \"daily\") {\n // --- Daily import: single fetchBars call, insert directly ---\n const resolvedClass = assetClass ?? detectAssetClass(normalizedTicker);\n const rows = await getProvider().fetchBars({\n ticker: normalizedTicker,\n from,\n to,\n timespan: \"day\",\n multiplier: 1,\n assetClass: resolvedClass,\n });\n\n // MassiveBarRow fields mapped to market.daily schema columns.\n // Volume is intentionally omitted — market.daily schema has no volume column.\n const mappedRows: Array<Record<string, unknown>> = rows.map((row) => ({\n date: row.date,\n open: row.open,\n high: row.high,\n low: row.low,\n close: row.close,\n ticker: row.ticker,\n }));\n\n const dateRange = computeDateRange(mappedRows);\n\n if (dryRun) {\n return {\n rowsInserted: 0,\n rowsUpdated: 0,\n rowsSkipped: 0,\n inputRowCount: mappedRows.length,\n dateRange,\n enrichment: {\n status: \"skipped\",\n message: `dry_run=true; no data written. Would import ${mappedRows.length} rows.`,\n },\n };\n }\n\n const { inserted, updated, skipped } = await insertMappedRows(conn, \"daily\", mappedRows);\n\n await upsertMarketImportMetadata(conn, {\n source: `import_from_api:daily:${normalizedTicker}`,\n ticker: normalizedTicker,\n target_table: \"daily\",\n max_date: dateRange?.max ?? null,\n enriched_through: null,\n synced_at: new Date(),\n });\n\n const enrichment = await triggerEnrichment(conn, normalizedTicker, \"daily\", dateRange, skipEnrichment);\n\n return {\n rowsInserted: inserted,\n rowsUpdated: updated,\n rowsSkipped: skipped,\n inputRowCount: mappedRows.length,\n dateRange,\n enrichment,\n };\n }\n\n if (targetTable === \"context\") {\n // --- Context convenience import: import VIX + VIX9D + VIX3M into market.daily (per D-12) ---\n const contextTickers = [\"VIX\", \"VIX9D\", \"VIX3M\"];\n let totalInserted = 0;\n let totalUpdated = 0;\n let totalSkipped = 0;\n let totalInput = 0;\n let combinedDateRange: { min: string; max: string } | null = null;\n\n for (const ctxTicker of contextTickers) {\n const bars = await getProvider().fetchBars({ ticker: ctxTicker, from, to, timespan: \"day\", assetClass: \"index\" });\n const mappedRows = bars.map(bar => ({\n ticker: ctxTicker,\n date: bar.date,\n open: bar.open,\n high: bar.high,\n low: bar.low,\n close: bar.close,\n }));\n\n totalInput += mappedRows.length;\n\n if (mappedRows.length === 0) continue;\n\n const dateRange = computeDateRange(mappedRows);\n if (dateRange) {\n if (!combinedDateRange) {\n combinedDateRange = { ...dateRange };\n } else {\n if (dateRange.min < combinedDateRange.min) combinedDateRange.min = dateRange.min;\n if (dateRange.max > combinedDateRange.max) combinedDateRange.max = dateRange.max;\n }\n }\n\n if (!dryRun) {\n const { inserted, updated, skipped } = await insertMappedRows(conn, \"daily\", mappedRows);\n totalInserted += inserted;\n totalUpdated += updated;\n totalSkipped += skipped;\n\n await upsertMarketImportMetadata(conn, {\n source: `import_from_api:daily:${ctxTicker}`,\n ticker: ctxTicker,\n target_table: \"daily\",\n max_date: dateRange?.max ?? null,\n enriched_through: null,\n synced_at: new Date(),\n });\n }\n }\n\n if (dryRun) {\n return {\n rowsInserted: 0,\n rowsUpdated: 0,\n rowsSkipped: 0,\n inputRowCount: totalInput,\n dateRange: combinedDateRange,\n enrichment: {\n status: \"skipped\",\n message: `dry_run=true; no data written. Would import ${totalInput} rows for ${contextTickers.join(\", \")} into market.daily.`,\n },\n };\n }\n\n // Trigger enrichment (Tier 2) to compute IVR/IVP + derived fields\n let enrichment: ImportResult[\"enrichment\"];\n if (skipEnrichment) {\n enrichment = {\n status: \"skipped\",\n message: \"skip_enrichment=true; call enrich_market_data to populate computed fields.\",\n };\n } else {\n try {\n const tier2Result = await runContextEnrichment(conn);\n enrichment = {\n status: tier2Result.status === \"complete\" || tier2Result.status === \"skipped\"\n ? \"complete\" as const\n : \"error\" as const,\n message: tier2Result.reason ?? `Tier 2 enrichment: ${tier2Result.fieldsWritten ?? 0} fields`,\n };\n } catch (e) {\n enrichment = {\n status: \"error\" as const,\n message: `Tier 2 enrichment failed: ${e instanceof Error ? e.message : String(e)}`,\n };\n }\n }\n\n return {\n rowsInserted: totalInserted,\n rowsUpdated: totalUpdated,\n rowsSkipped: totalSkipped,\n inputRowCount: totalInput,\n dateRange: combinedDateRange,\n enrichment,\n };\n }\n\n // targetTable === \"intraday\"\n // --- Intraday import: fetch minute/hour bars with time field ---\n const resolvedClass = assetClass ?? detectAssetClass(normalizedTicker);\n const rows = await getProvider().fetchBars({\n ticker: normalizedTicker,\n from,\n to,\n timespan: timespan,\n multiplier: multiplier,\n assetClass: resolvedClass,\n });\n\n // Strip volume — market.intraday schema does not include volume column.\n // Also strip time=undefined rows (safety guard — all intraday bars should have time).\n const mappedRows: Array<Record<string, unknown>> = rows\n .filter((row) => row.time !== undefined)\n .map((row) => ({\n ticker: row.ticker,\n date: row.date,\n time: row.time as string,\n open: row.open,\n high: row.high,\n low: row.low,\n close: row.close,\n // volume intentionally omitted — not in intraday schema\n }));\n\n const dateRange = computeDateRange(mappedRows);\n\n if (dryRun) {\n return {\n rowsInserted: 0,\n rowsUpdated: 0,\n rowsSkipped: 0,\n inputRowCount: mappedRows.length,\n dateRange,\n enrichment: {\n status: \"skipped\",\n message: `dry_run=true; no data written. Would import ${mappedRows.length} intraday rows.`,\n },\n };\n }\n\n const { inserted, updated, skipped } = await insertMappedRows(conn, \"intraday\", mappedRows);\n\n await upsertMarketImportMetadata(conn, {\n source: `import_from_api:intraday:${normalizedTicker}`,\n ticker: normalizedTicker,\n target_table: \"intraday\",\n max_date: dateRange?.max ?? null,\n enriched_through: null,\n synced_at: new Date(),\n });\n\n return {\n rowsInserted: inserted,\n rowsUpdated: updated,\n rowsSkipped: skipped,\n inputRowCount: mappedRows.length,\n dateRange,\n enrichment: {\n status: \"skipped\",\n message: \"Enrichment only runs for daily and context table imports; skipping for intraday.\",\n },\n };\n}\n","/**\n * Massive.com (Polygon.io) Market Data Provider\n *\n * Implements MarketDataProvider for the Massive.com REST API.\n * Combines the former massive-client.ts (OHLCV bars) and massive-snapshot.ts\n * (option chain snapshots) into a single provider adapter.\n *\n * Key design decisions:\n * - D-01/D-02/D-03: API key read at call site via process.env.MASSIVE_API_KEY\n * - D-05: Pagination loop guard with seen-cursor Set + MAX_PAGES=500 safety net\n * - D-06: adjusted=false and limit=50000 in all aggregate API calls\n * - D-07: 429 retry with Retry-After header or exponential backoff\n * - D-09/D-10/D-11: Ticker prefixes (I: for indices, O: for options)\n * - Timestamps are Unix milliseconds from the Massive aggregates API\n */\n\nimport { z } from \"zod\";\nimport type {\n MarketDataProvider,\n BarRow,\n FetchBarsOptions,\n FetchSnapshotOptions,\n FetchSnapshotResult,\n OptionContract,\n AssetClass,\n} from \"../market-provider.js\";\nimport { computeLegGreeks } from \"../black-scholes.js\";\n\n// ===========================================================================\n// Zod Schemas — Aggregates (OHLCV Bars)\n// ===========================================================================\n\nexport const MassiveBarSchema = z.object({\n v: z.number().optional(),\n vw: z.number().optional(),\n o: z.number(),\n c: z.number(),\n h: z.number(),\n l: z.number(),\n t: z.number(),\n n: z.number().optional(),\n});\n\nexport type MassiveBar = z.infer<typeof MassiveBarSchema>;\n\nexport const MassiveAggregateResponseSchema = z.object({\n ticker: z.string(),\n queryCount: z.number(),\n resultsCount: z.number().optional(),\n adjusted: z.boolean().optional(),\n results: z.array(MassiveBarSchema).default([]),\n status: z.string(),\n request_id: z.string(),\n next_url: z.string().optional(),\n});\n\nexport type MassiveAggregateResponse = z.infer<typeof MassiveAggregateResponseSchema>;\n\n// ===========================================================================\n// Zod Schemas — Quotes (Historical Bid/Ask)\n// ===========================================================================\n\nexport const MassiveQuoteSchema = z.object({\n bid_price: z.number(),\n ask_price: z.number(),\n sip_timestamp: z.number(), // nanoseconds\n bid_size: z.number(),\n ask_size: z.number(),\n sequence_number: z.number(),\n});\n\nexport type MassiveQuote = z.infer<typeof MassiveQuoteSchema>;\n\nexport const MassiveQuotesResponseSchema = z.object({\n status: z.string(),\n request_id: z.string(),\n results: z.array(MassiveQuoteSchema).default([]),\n next_url: z.string().optional(),\n});\n\nexport type MassiveQuotesResponse = z.infer<typeof MassiveQuotesResponseSchema>;\n\n// ===========================================================================\n// Zod Schemas — Snapshot (Option Chain)\n// ===========================================================================\n\nexport const MassiveSnapshotGreeksSchema = z.object({\n delta: z.number(),\n gamma: z.number(),\n theta: z.number(),\n vega: z.number(),\n});\n\nexport const MassiveSnapshotDaySchema = z.object({\n open: z.number(),\n high: z.number(),\n low: z.number(),\n close: z.number(),\n change: z.number(),\n change_percent: z.number(),\n volume: z.number().optional(),\n vwap: z.number().optional(),\n previous_close: z.number(),\n last_updated: z.number(),\n});\n\nexport const MassiveSnapshotQuoteSchema = z.object({\n bid: z.number(),\n ask: z.number(),\n midpoint: z.number(),\n bid_size: z.number(),\n ask_size: z.number(),\n last_updated: z.number(),\n timeframe: z.string(),\n});\n\nexport const MassiveSnapshotTradeSchema = z.object({\n price: z.number(),\n size: z.number(),\n sip_timestamp: z.number(),\n conditions: z.array(z.number()).optional(),\n timeframe: z.string(),\n});\n\nexport const MassiveSnapshotDetailsSchema = z.object({\n ticker: z.string(),\n contract_type: z.string(),\n strike_price: z.number(),\n expiration_date: z.string(),\n exercise_style: z.string(),\n shares_per_contract: z.number(),\n});\n\nexport const MassiveSnapshotUnderlyingSchema = z.object({\n ticker: z.string(),\n price: z.number(),\n change_to_break_even: z.number(),\n last_updated: z.number(),\n timeframe: z.string(),\n});\n\nexport const MassiveSnapshotContractSchema = z.object({\n break_even_price: z.number(),\n implied_volatility: z.number(),\n open_interest: z.number(),\n greeks: MassiveSnapshotGreeksSchema.optional(),\n day: MassiveSnapshotDaySchema,\n last_quote: MassiveSnapshotQuoteSchema,\n last_trade: MassiveSnapshotTradeSchema.optional(),\n details: MassiveSnapshotDetailsSchema,\n underlying_asset: MassiveSnapshotUnderlyingSchema,\n});\n\nexport const MassiveSnapshotResponseSchema = z.object({\n request_id: z.string(),\n status: z.string(),\n results: z.array(MassiveSnapshotContractSchema),\n next_url: z.string().optional(),\n});\n\n// ===========================================================================\n// Constants\n// ===========================================================================\n\nexport const MASSIVE_BASE_URL = \"https://api.massive.com\";\nexport const MASSIVE_MAX_LIMIT = 50000;\nexport const MASSIVE_MAX_PAGES = 500;\n\n// ===========================================================================\n// Ticker Normalization\n// ===========================================================================\n\nexport function toMassiveTicker(ticker: string, assetClass: AssetClass): string {\n if (assetClass === \"index\") return ticker.startsWith(\"I:\") ? ticker : `I:${ticker}`;\n if (assetClass === \"option\") return ticker.startsWith(\"O:\") ? ticker : `O:${ticker}`;\n return ticker;\n}\n\nexport function fromMassiveTicker(apiTicker: string): string {\n return apiTicker.replace(/^[IO]:/, \"\");\n}\n\n// ===========================================================================\n// Timestamp Conversion\n// ===========================================================================\n\nexport function massiveTimestampToETDate(unixMs: number): string {\n return new Date(unixMs).toLocaleDateString(\"en-CA\", {\n timeZone: \"America/New_York\",\n });\n}\n\nexport function massiveTimestampToETTime(unixMs: number): string {\n return new Date(unixMs).toLocaleTimeString(\"en-US\", {\n timeZone: \"America/New_York\",\n hour: \"2-digit\",\n minute: \"2-digit\",\n hour12: false,\n });\n}\n\n/**\n * Converts a nanosecond sip_timestamp to \"YYYY-MM-DD HH:MM\" ET minute key.\n * Used for matching quotes to intraday bars by minute bucket.\n */\nexport function nanosToETMinuteKey(nanosTimestamp: number): string {\n const ms = Math.floor(nanosTimestamp / 1_000_000);\n const date = massiveTimestampToETDate(ms);\n const time = massiveTimestampToETTime(ms);\n return `${date} ${time}`;\n}\n\n// ===========================================================================\n// Internal Helpers\n// ===========================================================================\n\nfunction getApiKey(): string {\n const key = process.env.MASSIVE_API_KEY;\n if (!key) {\n throw new Error(\n \"Set MASSIVE_API_KEY environment variable to use Massive.com data import\"\n );\n }\n return key;\n}\n\nasync function fetchWithRetry(\n url: string,\n headers: Record<string, string>,\n maxRetries = 2\n): Promise<Response> {\n for (let attempt = 0; attempt <= maxRetries; attempt++) {\n const response = await fetch(url, {\n headers,\n signal: AbortSignal.timeout(30_000),\n });\n\n if (response.status === 429) {\n if (attempt === maxRetries) {\n throw new Error(\n \"Massive.com rate limit exceeded — try again in a few minutes\"\n );\n }\n const retryAfter = response.headers.get(\"Retry-After\");\n const backoffMs = retryAfter\n ? parseInt(retryAfter, 10) * 1000\n : Math.pow(2, attempt + 1) * 1000;\n await new Promise((resolve) => setTimeout(resolve, backoffMs));\n continue;\n }\n\n return response;\n }\n throw new Error(\"Massive.com rate limit exceeded after retries\");\n}\n\n// ===========================================================================\n// Snapshot Helpers\n// ===========================================================================\n\nconst INDEX_TICKERS = new Set([\n \"SPX\", \"NDX\", \"RUT\", \"DJX\", \"VIX\", \"VIX9D\", \"VIX3M\", \"OEX\", \"XSP\",\n]);\n\nfunction detectSnapshotAssetClass(ticker: string): AssetClass {\n return INDEX_TICKERS.has(ticker.toUpperCase()) ? \"index\" : \"stock\";\n}\n\nfunction computeDTE(expirationDate: string): number {\n const expMatch = expirationDate.match(/^(\\d{4})-(\\d{2})-(\\d{2})/);\n if (!expMatch) return 0;\n const [, expYearS, expMonthS, expDayS] = expMatch;\n const expYear = parseInt(expYearS, 10);\n const expMonth = parseInt(expMonthS, 10);\n const expDay = parseInt(expDayS, 10);\n\n const todayET = new Date().toLocaleDateString(\"en-CA\", {\n timeZone: \"America/New_York\",\n });\n const todayMatch = todayET.match(/^(\\d{4})-(\\d{2})-(\\d{2})/);\n if (!todayMatch) return 0;\n const [, todayYearS, todayMonthS, todayDayS] = todayMatch;\n const todayYear = parseInt(todayYearS, 10);\n const todayMonth = parseInt(todayMonthS, 10);\n const todayDay = parseInt(todayDayS, 10);\n\n const dte =\n (Date.UTC(expYear, expMonth - 1, expDay) -\n Date.UTC(todayYear, todayMonth - 1, todayDay)) /\n 86_400_000;\n\n return dte <= 0 ? 0.001 : dte;\n}\n\nfunction mapContract(\n contract: z.infer<typeof MassiveSnapshotContractSchema>,\n): OptionContract {\n const hasApiGreeks =\n contract.greeks != null && contract.greeks.delta != null;\n\n let delta: number | null = null;\n let gamma: number | null = null;\n let theta: number | null = null;\n let vega: number | null = null;\n let iv: number | null = null;\n let greeksSource: \"massive\" | \"computed\" = \"computed\";\n\n if (hasApiGreeks) {\n delta = contract.greeks!.delta;\n gamma = contract.greeks!.gamma;\n theta = contract.greeks!.theta;\n vega = contract.greeks!.vega;\n iv = contract.implied_volatility;\n greeksSource = \"massive\";\n } else {\n const optionPrice =\n contract.last_trade?.price ?? contract.last_quote.midpoint;\n const underlyingPrice = contract.underlying_asset.price;\n const strike = contract.details.strike_price;\n const dte = computeDTE(contract.details.expiration_date);\n const type = contract.details.contract_type === \"call\" ? \"C\" : \"P\";\n const riskFreeRate = 0.045;\n const dividendYield = 0.015;\n\n const result = computeLegGreeks(\n optionPrice,\n underlyingPrice,\n strike,\n dte,\n type as \"C\" | \"P\",\n riskFreeRate,\n dividendYield,\n );\n\n if (result.iv !== null) {\n delta = result.delta;\n gamma = result.gamma;\n theta = result.theta;\n vega = result.vega;\n iv = result.iv;\n }\n greeksSource = \"computed\";\n }\n\n return {\n ticker: fromMassiveTicker(contract.details.ticker),\n underlying_ticker: fromMassiveTicker(contract.underlying_asset.ticker),\n underlying_price: contract.underlying_asset.price,\n contract_type: contract.details.contract_type as \"call\" | \"put\",\n strike: contract.details.strike_price,\n expiration: contract.details.expiration_date,\n exercise_style: contract.details.exercise_style,\n delta,\n gamma,\n theta,\n vega,\n iv,\n greeks_source: greeksSource,\n bid: contract.last_quote.bid,\n ask: contract.last_quote.ask,\n midpoint: contract.last_quote.midpoint,\n last_price: contract.last_trade?.price ?? null,\n open_interest: contract.open_interest,\n volume: contract.day.volume ?? 0,\n break_even: contract.break_even_price,\n };\n}\n\n// ===========================================================================\n// MassiveProvider\n// ===========================================================================\n\nexport class MassiveProvider implements MarketDataProvider {\n readonly name = \"massive\";\n\n async fetchBars(options: FetchBarsOptions): Promise<BarRow[]> {\n const apiKey = getApiKey();\n const {\n ticker,\n from,\n to,\n timespan = \"day\",\n multiplier = 1,\n assetClass = \"stock\",\n } = options;\n\n const apiTicker = toMassiveTicker(ticker, assetClass);\n const storageTicker = fromMassiveTicker(apiTicker);\n const headers = { Authorization: `Bearer ${apiKey}` };\n\n let url: string | null =\n `${MASSIVE_BASE_URL}/v2/aggs/ticker/${encodeURIComponent(apiTicker)}/range/${multiplier}/${timespan}/${from}/${to}?adjusted=false&limit=${MASSIVE_MAX_LIMIT}`;\n\n const allRows: BarRow[] = [];\n const seenCursors = new Set<string>();\n let pageCount = 0;\n\n while (url) {\n pageCount++;\n if (pageCount > MASSIVE_MAX_PAGES) {\n throw new Error(\n `Pagination safety limit reached (${MASSIVE_MAX_PAGES} pages) — possible API issue`\n );\n }\n\n const response = await fetchWithRetry(url, headers);\n\n if (response.status === 401) {\n throw new Error(\n \"MASSIVE_API_KEY rejected by Massive.com — check your key\"\n );\n }\n\n if (!response.ok) {\n throw new Error(\n `Massive.com API error: HTTP ${response.status} ${response.statusText}`\n );\n }\n\n const json = await response.json();\n\n const parsed = MassiveAggregateResponseSchema.safeParse(json);\n if (!parsed.success) {\n const issues = parsed.error.issues\n .map((i) => `${i.path.join(\".\")}: ${i.message}`)\n .join(\"; \");\n throw new Error(`Massive API response validation failed: ${issues}`);\n }\n\n const data = parsed.data;\n\n for (const bar of data.results) {\n const row: BarRow = {\n date: massiveTimestampToETDate(bar.t),\n open: bar.o,\n high: bar.h,\n low: bar.l,\n close: bar.c,\n volume: bar.v ?? 0,\n ticker: storageTicker,\n };\n if (timespan !== \"day\") {\n row.time = massiveTimestampToETTime(bar.t);\n }\n allRows.push(row);\n }\n\n if (data.next_url) {\n const nextUrlObj = new URL(data.next_url);\n const cursor = nextUrlObj.searchParams.get(\"cursor\") ?? data.next_url;\n if (seenCursors.has(cursor)) {\n throw new Error(\n `Pagination loop detected — cursor repeated: ${cursor.slice(0, 50)}...`\n );\n }\n seenCursors.add(cursor);\n url = data.next_url;\n } else {\n url = null;\n }\n }\n\n // Enrich option intraday bars with bid/ask from quotes endpoint (best-effort)\n // Gated by MASSIVE_QUOTES_ENABLED env var — quotes endpoint requires higher Massive tier\n const quotesEnabled = process.env.MASSIVE_QUOTES_ENABLED === 'true' || process.env.MASSIVE_QUOTES_ENABLED === '1';\n if (quotesEnabled && assetClass === \"option\" && timespan !== \"day\" && allRows.length > 0) {\n const quotesMap = await this.fetchQuotesForBars(apiTicker, headers, from, to);\n if (quotesMap.size > 0) {\n for (const row of allRows) {\n if (row.time != null) {\n const key = `${row.date} ${row.time}`;\n const quote = quotesMap.get(key);\n if (quote != null) {\n row.bid = quote.bid;\n row.ask = quote.ask;\n }\n }\n }\n }\n }\n\n return allRows;\n }\n\n /**\n * Fetches historical quotes (bid/ask) for an option ticker over a date range.\n * Returns a Map keyed by \"YYYY-MM-DD HH:MM\" ET minute key.\n * Any error (network, HTTP error, parse failure) silently returns an empty Map.\n */\n private async fetchQuotesForBars(\n apiTicker: string,\n headers: Record<string, string>,\n from: string,\n to: string,\n ): Promise<Map<string, { bid: number; ask: number }>> {\n const result = new Map<string, { bid: number; ask: number }>();\n try {\n let url: string | null =\n `${MASSIVE_BASE_URL}/v3/quotes/${encodeURIComponent(apiTicker)}?timestamp.gte=${from}&timestamp.lte=${to}&order=asc&limit=${MASSIVE_MAX_LIMIT}`;\n\n const seenCursors = new Set<string>();\n const QUOTES_MAX_PAGES = 100;\n let pageCount = 0;\n\n while (url) {\n pageCount++;\n if (pageCount > QUOTES_MAX_PAGES) {\n break;\n }\n\n let response: Response;\n try {\n response = await fetch(url, {\n headers,\n signal: AbortSignal.timeout(30_000),\n });\n } catch {\n // Network error — return what we have so far (best-effort)\n return result;\n }\n\n if (!response.ok) {\n // 403 (tier restriction), 429 (rate limit), or any other HTTP error — swallow\n return result;\n }\n\n const json = await response.json();\n const parsed = MassiveQuotesResponseSchema.safeParse(json);\n if (!parsed.success) {\n // Schema mismatch — return what we have so far\n return result;\n }\n\n const data = parsed.data;\n // Since order=asc, later quotes for the same minute overwrite earlier (last quote wins)\n for (const quote of data.results) {\n const key = nanosToETMinuteKey(quote.sip_timestamp);\n result.set(key, { bid: quote.bid_price, ask: quote.ask_price });\n }\n\n if (data.next_url) {\n const nextUrlObj = new URL(data.next_url);\n const cursor = nextUrlObj.searchParams.get(\"cursor\") ?? data.next_url;\n if (seenCursors.has(cursor)) {\n break; // Pagination loop — stop gracefully\n }\n seenCursors.add(cursor);\n url = data.next_url;\n } else {\n url = null;\n }\n }\n } catch {\n // Any unexpected error — return empty map (best-effort)\n return new Map();\n }\n\n return result;\n }\n\n async fetchQuotes(ticker: string, from: string, to: string): Promise<Map<string, { bid: number; ask: number }>> {\n const apiKey = getApiKey();\n const apiTicker = toMassiveTicker(ticker, \"option\");\n const headers = { Authorization: `Bearer ${apiKey}` };\n return this.fetchQuotesForBars(apiTicker, headers, from, to);\n }\n\n async fetchOptionSnapshot(options: FetchSnapshotOptions): Promise<FetchSnapshotResult> {\n const apiKey = getApiKey();\n const { underlying } = options;\n\n const assetClass = detectSnapshotAssetClass(underlying);\n const apiTicker = toMassiveTicker(underlying, assetClass);\n const headers = { Authorization: `Bearer ${apiKey}` };\n\n const params = new URLSearchParams({ limit: \"250\" });\n if (options.strike_price_gte != null) {\n params.set(\"strike_price.gte\", String(options.strike_price_gte));\n }\n if (options.strike_price_lte != null) {\n params.set(\"strike_price.lte\", String(options.strike_price_lte));\n }\n if (options.expiration_date_gte != null) {\n params.set(\"expiration_date.gte\", options.expiration_date_gte);\n }\n if (options.expiration_date_lte != null) {\n params.set(\"expiration_date.lte\", options.expiration_date_lte);\n }\n if (options.contract_type != null) {\n params.set(\"contract_type\", options.contract_type);\n }\n\n let url: string | null =\n `${MASSIVE_BASE_URL}/v3/snapshot/options/${encodeURIComponent(apiTicker)}?${params.toString()}`;\n\n const allContracts: OptionContract[] = [];\n const seenCursors = new Set<string>();\n let pageCount = 0;\n let underlyingPrice = 0;\n let underlyingTicker = underlying;\n\n while (url) {\n pageCount++;\n if (pageCount > MASSIVE_MAX_PAGES) {\n throw new Error(\n `Pagination safety limit reached (${MASSIVE_MAX_PAGES} pages) — possible API issue`,\n );\n }\n\n const response = await fetchWithRetry(url, headers);\n\n if (response.status === 401) {\n throw new Error(\n \"MASSIVE_API_KEY rejected by Massive.com — check your key\",\n );\n }\n\n if (!response.ok) {\n throw new Error(\n `Massive.com API error: HTTP ${response.status} ${response.statusText}`,\n );\n }\n\n const json = await response.json();\n\n const parsed = MassiveSnapshotResponseSchema.safeParse(json);\n if (!parsed.success) {\n const issues = parsed.error.issues\n .map((i) => `${String(i.path.join(\".\"))}: ${i.message}`)\n .join(\"; \");\n throw new Error(`Massive API response validation failed: ${issues}`);\n }\n\n const data = parsed.data;\n\n if (data.results.length > 0 && underlyingPrice === 0) {\n underlyingPrice = data.results[0].underlying_asset.price;\n underlyingTicker = fromMassiveTicker(\n data.results[0].underlying_asset.ticker,\n );\n }\n\n for (const contract of data.results) {\n allContracts.push(mapContract(contract));\n }\n\n if (data.next_url) {\n const nextUrlObj = new URL(data.next_url);\n const cursor = nextUrlObj.searchParams.get(\"cursor\") ?? data.next_url;\n if (seenCursors.has(cursor)) {\n throw new Error(\n `Pagination loop detected — cursor repeated: ${cursor.slice(0, 50)}...`,\n );\n }\n seenCursors.add(cursor);\n url = data.next_url;\n } else {\n url = null;\n }\n }\n\n return {\n contracts: allContracts,\n underlying_price: underlyingPrice,\n underlying_ticker: underlyingTicker,\n };\n }\n}\n","/**\n * Black-Scholes option pricing, greeks computation, and IV solver.\n * Includes Bachelier (normal) model as fallback for short-dated options.\n *\n * Pure math module — no I/O, no DuckDB, no fetch.\n * European-style BS formula with continuous dividend yield.\n *\n * References:\n * - CDF approximation: Abramowitz & Stegun 26.2.17 (rational approximation)\n * - IV solver: Newton-Raphson with bisection fallback (D-11: maxIter=100, tolerance=1e-6)\n * - Bachelier model: Brenner-Subrahmanyam (1988) normal model for near-zero DTE\n */\n\n/**\n * DTE threshold below which Bachelier normal model is used instead of Black-Scholes.\n * At very short DTE (<0.1 days / ~2.4 hours), BS gamma explodes and the lognormal assumption breaks down.\n * Bachelier (normal) model handles near-zero DTE gracefully.\n */\nexport const BACHELIER_DTE_THRESHOLD = 0.1; // days (~2.4 hours)\n\n/**\n * Result of computing greeks for a single option leg.\n */\nexport interface GreeksResult {\n delta: number | null;\n gamma: number | null;\n theta: number | null; // per day\n vega: number | null; // per 1% IV move\n iv: number | null; // annualized implied volatility (0-N, not percentage)\n model?: 'bs' | 'bachelier'; // which pricing model was used; undefined if IV solve failed\n}\n\n// --- Internal helpers (exported for Bachelier model and testing) ---\n\n/** Standard normal probability density function */\nexport function pdf(x: number): number {\n return Math.exp(-0.5 * x * x) / Math.sqrt(2 * Math.PI);\n}\n\n/**\n * Cumulative standard normal distribution function.\n * Uses Abramowitz & Stegun 26.2.17 rational approximation.\n * Accuracy: |error| < 7.5e-8\n */\nexport function cdf(x: number): number {\n if (x < -10) return 0;\n if (x > 10) return 1;\n\n const sign = x < 0 ? -1 : 1;\n const absX = Math.abs(x);\n\n const p = 0.2316419;\n const b1 = 0.319381530;\n const b2 = -0.356563782;\n const b3 = 1.781477937;\n const b4 = -1.821255978;\n const b5 = 1.330274429;\n\n const t = 1.0 / (1.0 + p * absX);\n const t2 = t * t;\n const t3 = t2 * t;\n const t4 = t3 * t;\n const t5 = t4 * t;\n\n const poly = b1 * t + b2 * t2 + b3 * t3 + b4 * t4 + b5 * t5;\n const result = 1.0 - pdf(absX) * poly;\n\n return sign === 1 ? result : 1.0 - result;\n}\n\n/** Compute d1 and d2 for Black-Scholes formula */\nfunction d1d2(\n S: number,\n K: number,\n T: number,\n r: number,\n q: number,\n sigma: number,\n): { d1: number; d2: number } {\n const sqrtT = Math.sqrt(T);\n const d1 = (Math.log(S / K) + (r - q + 0.5 * sigma * sigma) * T) / (sigma * sqrtT);\n const d2 = d1 - sigma * sqrtT;\n return { d1, d2 };\n}\n\n// --- Exported functions ---\n\n/**\n * European Black-Scholes option price with continuous dividend yield.\n *\n * @param type - \"call\" or \"put\"\n * @param S - Underlying price\n * @param K - Strike price\n * @param T - Time to expiry in years\n * @param r - Risk-free rate (e.g., 0.045)\n * @param q - Continuous dividend yield (e.g., 0.015 for SPX)\n * @param sigma - Volatility (annualized, e.g., 0.20 for 20%)\n * @returns Option price\n */\nexport function bsPrice(\n type: 'call' | 'put',\n S: number,\n K: number,\n T: number,\n r: number,\n q: number,\n sigma: number,\n): number {\n // Edge case: at or past expiry\n if (T <= 0) {\n return type === 'call' ? Math.max(S - K, 0) : Math.max(K - S, 0);\n }\n\n // Edge case: zero volatility — return discounted intrinsic\n if (sigma <= 0) {\n const forward = S * Math.exp((r - q) * T);\n if (type === 'call') {\n return Math.max(forward - K, 0) * Math.exp(-r * T);\n } else {\n return Math.max(K - forward, 0) * Math.exp(-r * T);\n }\n }\n\n const { d1, d2 } = d1d2(S, K, T, r, q, sigma);\n\n if (type === 'call') {\n return S * Math.exp(-q * T) * cdf(d1) - K * Math.exp(-r * T) * cdf(d2);\n } else {\n return K * Math.exp(-r * T) * cdf(-d2) - S * Math.exp(-q * T) * cdf(-d1);\n }\n}\n\n/**\n * Black-Scholes delta.\n * Call: N(d1) * e^(-qT)\n * Put: (N(d1) - 1) * e^(-qT)\n */\nexport function bsDelta(\n type: 'call' | 'put',\n S: number,\n K: number,\n T: number,\n r: number,\n q: number,\n sigma: number,\n): number {\n if (T <= 0 || sigma <= 0) {\n if (type === 'call') return S > K ? 1 : 0;\n return S < K ? -1 : 0;\n }\n\n const { d1 } = d1d2(S, K, T, r, q, sigma);\n const eqT = Math.exp(-q * T);\n\n if (type === 'call') {\n return cdf(d1) * eqT;\n } else {\n return (cdf(d1) - 1) * eqT;\n }\n}\n\n/**\n * Black-Scholes gamma. Same for calls and puts.\n * Gamma = N'(d1) * e^(-qT) / (S * sigma * sqrt(T))\n */\nexport function bsGamma(\n S: number,\n K: number,\n T: number,\n r: number,\n q: number,\n sigma: number,\n): number {\n if (T <= 0 || sigma <= 0) return 0;\n\n const { d1 } = d1d2(S, K, T, r, q, sigma);\n return (pdf(d1) * Math.exp(-q * T)) / (S * sigma * Math.sqrt(T));\n}\n\n/**\n * Black-Scholes theta (per calendar day).\n * Returns the daily time decay (negative for long options).\n */\nexport function bsTheta(\n type: 'call' | 'put',\n S: number,\n K: number,\n T: number,\n r: number,\n q: number,\n sigma: number,\n): number {\n if (T <= 0 || sigma <= 0) return 0;\n\n const { d1, d2 } = d1d2(S, K, T, r, q, sigma);\n const sqrtT = Math.sqrt(T);\n const eqT = Math.exp(-q * T);\n const erT = Math.exp(-r * T);\n\n // First term: -(S * e^(-qT) * N'(d1) * sigma) / (2 * sqrt(T))\n const term1 = -(S * eqT * pdf(d1) * sigma) / (2 * sqrtT);\n\n if (type === 'call') {\n const term2 = q * S * eqT * cdf(d1);\n const term3 = -r * K * erT * cdf(d2);\n return (term1 - term2 - term3) / 365;\n } else {\n const term2 = q * S * eqT * cdf(-d1);\n const term3 = -r * K * erT * cdf(-d2);\n return (term1 + term2 + term3) / 365;\n }\n}\n\n/**\n * Black-Scholes vega (per 1% IV move).\n * Vega = S * e^(-qT) * N'(d1) * sqrt(T) / 100\n */\nexport function bsVega(\n S: number,\n K: number,\n T: number,\n r: number,\n q: number,\n sigma: number,\n): number {\n if (T <= 0 || sigma <= 0) return 0;\n\n const { d1 } = d1d2(S, K, T, r, q, sigma);\n return (S * Math.exp(-q * T) * pdf(d1) * Math.sqrt(T)) / 100;\n}\n\n/**\n * Solve for implied volatility using Newton-Raphson with bisection fallback.\n *\n * @param type - \"call\" or \"put\"\n * @param marketPrice - Observed market price of the option\n * @param S - Underlying price\n * @param K - Strike price\n * @param T - Time to expiry in years\n * @param r - Risk-free rate\n * @param q - Dividend yield\n * @param maxIter - Maximum iterations (default 100, per D-11)\n * @param tolerance - Convergence tolerance (default 1e-6, per D-11)\n * @returns Implied volatility or null if convergence fails\n */\nexport function solveIV(\n type: 'call' | 'put',\n marketPrice: number,\n S: number,\n K: number,\n T: number,\n r: number,\n q: number,\n maxIter: number = 100,\n tolerance: number = 1e-6,\n): number | null {\n // Guard: invalid inputs\n if (marketPrice <= 0 || T <= 0) return null;\n\n let sigma = 0.3; // initial guess\n let lo = 0.001;\n let hi = 5.0;\n\n for (let i = 0; i < maxIter; i++) {\n const price = bsPrice(type, S, K, T, r, q, sigma);\n const diff = price - marketPrice;\n\n if (Math.abs(diff) < tolerance) {\n return sigma;\n }\n\n // Vega for Newton-Raphson step (raw vega, not per-1%-move)\n const { d1 } = d1d2(S, K, T, r, q, sigma);\n const rawVega = S * Math.exp(-q * T) * pdf(d1) * Math.sqrt(T);\n\n if (rawVega < 1e-10) {\n // Bisection fallback when vega is near zero\n const mid = (lo + hi) / 2;\n if (diff > 0) {\n hi = sigma;\n } else {\n lo = sigma;\n }\n sigma = mid;\n } else {\n // Newton-Raphson step\n const newSigma = sigma - diff / rawVega;\n // Clamp to reasonable range\n if (newSigma <= 0 || newSigma > 10) {\n // Fall back to bisection\n if (diff > 0) {\n hi = sigma;\n } else {\n lo = sigma;\n }\n sigma = (lo + hi) / 2;\n } else {\n sigma = newSigma;\n }\n }\n }\n\n // Did not converge\n return null;\n}\n\n// --- Bachelier (Normal) Model ---\n\n/**\n * Bachelier (normal) European option price with continuous dividend yield.\n * Uses forward price F = S * e^((r-q)*T) as the underlying.\n *\n * For near-zero DTE, the lognormal assumption in Black-Scholes breaks down.\n * Bachelier's model (normal distribution of returns) handles this gracefully.\n *\n * @param type - \"call\" or \"put\"\n * @param S - Underlying price\n * @param K - Strike price\n * @param T - Time to expiry in years\n * @param r - Risk-free rate (e.g., 0.045)\n * @param q - Continuous dividend yield (e.g., 0.015 for SPX)\n * @param sigma_n - Normal (dollar) volatility (e.g., 800 for SPX ~$800/year normal vol)\n * @returns Option price\n */\nexport function bachelierPrice(\n type: 'call' | 'put',\n S: number,\n K: number,\n T: number,\n r: number,\n q: number,\n sigma_n: number,\n): number {\n if (T <= 0) return type === 'call' ? Math.max(S - K, 0) : Math.max(K - S, 0);\n if (sigma_n <= 0) {\n const forward = S * Math.exp((r - q) * T);\n return Math.exp(-r * T) * (type === 'call' ? Math.max(forward - K, 0) : Math.max(K - forward, 0));\n }\n const forward = S * Math.exp((r - q) * T);\n const sqrtT = Math.sqrt(T);\n const d = (forward - K) / (sigma_n * sqrtT);\n const discount = Math.exp(-r * T);\n if (type === 'call') {\n return discount * ((forward - K) * cdf(d) + sigma_n * sqrtT * pdf(d));\n } else {\n return discount * ((K - forward) * cdf(-d) + sigma_n * sqrtT * pdf(d));\n }\n}\n\n/**\n * Bachelier delta.\n * Call: e^(-rT) * N(d)\n * Put: -e^(-rT) * N(-d)\n */\nexport function bachelierDelta(\n type: 'call' | 'put',\n S: number,\n K: number,\n T: number,\n r: number,\n q: number,\n sigma_n: number,\n): number {\n if (T <= 0 || sigma_n <= 0) {\n if (type === 'call') return S > K ? 1 : 0;\n return S < K ? -1 : 0;\n }\n const forward = S * Math.exp((r - q) * T);\n const d = (forward - K) / (sigma_n * Math.sqrt(T));\n const discount = Math.exp(-r * T);\n return type === 'call' ? discount * cdf(d) : -discount * cdf(-d);\n}\n\n/**\n * Bachelier gamma (same for calls and puts).\n * Gamma = e^(-rT) * n(d) / (sigma_n * sqrt(T))\n */\nexport function bachelierGamma(\n S: number,\n K: number,\n T: number,\n r: number,\n q: number,\n sigma_n: number,\n): number {\n if (T <= 0 || sigma_n <= 0) return 0;\n const forward = S * Math.exp((r - q) * T);\n const sqrtT = Math.sqrt(T);\n const d = (forward - K) / (sigma_n * sqrtT);\n return Math.exp(-r * T) * pdf(d) / (sigma_n * sqrtT);\n}\n\n/**\n * Bachelier theta (per calendar day).\n * Returns the daily time decay (negative for long options).\n * Formula: -(e^(-rT) * sigma_n * n(d) / (2 * sqrt(T)) - r * price) / 365\n */\nexport function bachelierTheta(\n type: 'call' | 'put',\n S: number,\n K: number,\n T: number,\n r: number,\n q: number,\n sigma_n: number,\n): number {\n if (T <= 0 || sigma_n <= 0) return 0;\n const forward = S * Math.exp((r - q) * T);\n const sqrtT = Math.sqrt(T);\n const d = (forward - K) / (sigma_n * sqrtT);\n const discount = Math.exp(-r * T);\n const price = bachelierPrice(type, S, K, T, r, q, sigma_n);\n // dV/dT = -e^(-rT) * sigma_n * n(d) / (2*sqrt(T)) + r * price (positive = more time = more value)\n // theta = -dV/dT per year, then / 365 for per-calendar-day\n // annualTheta is negative for long options (time decay)\n const annualTheta = -discount * sigma_n * pdf(d) / (2 * sqrtT) + r * price;\n return annualTheta / 365;\n}\n\n/**\n * Bachelier vega (per 1% normal vol move).\n * Raw vega = e^(-rT) * sqrt(T) * n(d). Per 1% = raw / 100.\n */\nexport function bachelierVega(\n S: number,\n K: number,\n T: number,\n r: number,\n q: number,\n sigma_n: number,\n): number {\n if (T <= 0 || sigma_n <= 0) return 0;\n const forward = S * Math.exp((r - q) * T);\n const d = (forward - K) / (sigma_n * Math.sqrt(T));\n return Math.exp(-r * T) * Math.sqrt(T) * pdf(d) / 100;\n}\n\n/**\n * Solve for normal (Bachelier) implied volatility using Newton-Raphson.\n *\n * @param type - \"call\" or \"put\"\n * @param marketPrice - Observed market price of the option\n * @param S - Underlying price\n * @param K - Strike price\n * @param T - Time to expiry in years\n * @param r - Risk-free rate\n * @param q - Dividend yield\n * @param maxIter - Maximum iterations (default 100)\n * @param tolerance - Convergence tolerance (default 1e-6)\n * @returns Normal implied volatility (dollar vol, e.g., ~800 for SPX) or null\n */\nexport function solveNormalIV(\n type: 'call' | 'put',\n marketPrice: number,\n S: number,\n K: number,\n T: number,\n r: number,\n q: number,\n maxIter: number = 100,\n tolerance: number = 1e-6,\n): number | null {\n if (marketPrice <= 0 || T <= 0) return null;\n // Initial guess: Brenner-Subrahmanyam for normal model\n // sigma_n ~ marketPrice / sqrt(T/(2*pi))\n let sigma_n = marketPrice / Math.sqrt(T / (2 * Math.PI));\n // Clamp initial guess to reasonable range\n sigma_n = Math.max(sigma_n, 1); // at least $1 normal vol\n\n // Bisection bounds — normal vol is in dollar terms (typically 10-10000 for index options)\n let lo = 0.01;\n let hi = 50000;\n\n for (let i = 0; i < maxIter; i++) {\n const price = bachelierPrice(type, S, K, T, r, q, sigma_n);\n const diff = price - marketPrice;\n if (Math.abs(diff) < tolerance) return sigma_n;\n // Raw vega for Newton step (without /100 per-1% scaling)\n const forward = S * Math.exp((r - q) * T);\n const d = (forward - K) / (sigma_n * Math.sqrt(T));\n const rawVega = Math.exp(-r * T) * Math.sqrt(T) * pdf(d);\n\n if (rawVega < 1e-10) {\n // Bisection fallback when vega is near zero\n if (diff > 0) {\n hi = sigma_n;\n } else {\n lo = sigma_n;\n }\n sigma_n = (lo + hi) / 2;\n } else {\n // Newton-Raphson step\n const newSigma = sigma_n - diff / rawVega;\n if (newSigma <= 0 || newSigma > 100000) {\n // Fall back to bisection\n if (diff > 0) {\n hi = sigma_n;\n } else {\n lo = sigma_n;\n }\n sigma_n = (lo + hi) / 2;\n } else {\n sigma_n = newSigma;\n }\n }\n }\n return null;\n}\n\n/**\n * Compute all greeks for a single option leg.\n *\n * First solves for IV from the market price, then computes delta, gamma, theta, vega.\n * Returns all nulls if IV cannot be determined.\n *\n * @param optionPrice - Market price of the option\n * @param underlyingPrice - Current underlying price (S)\n * @param strike - Option strike price (K)\n * @param dte - Days to expiry (fractional days, converted to years internally)\n * @param type - \"C\" for call, \"P\" for put\n * @param riskFreeRate - Risk-free interest rate\n * @param dividendYield - Continuous dividend yield\n * @returns GreeksResult with delta, gamma, theta, vega, iv (all nullable)\n */\nexport function computeLegGreeks(\n optionPrice: number,\n underlyingPrice: number,\n strike: number,\n dte: number,\n type: 'C' | 'P',\n riskFreeRate: number,\n dividendYield: number,\n): GreeksResult {\n const T = dte / 365;\n const bsType = type === 'C' ? 'call' : 'put';\n const nullResult: GreeksResult = { delta: null, gamma: null, theta: null, vega: null, iv: null };\n\n if (dte < BACHELIER_DTE_THRESHOLD) {\n // Bachelier normal model for short-dated options (dte < 0.1 days / ~2.4 hours).\n // iv field stores normal (dollar) volatility, not log-normal vol.\n const iv = solveNormalIV(bsType, optionPrice, underlyingPrice, strike, T, riskFreeRate, dividendYield);\n if (iv === null) return nullResult;\n return {\n delta: bachelierDelta(bsType, underlyingPrice, strike, T, riskFreeRate, dividendYield, iv),\n gamma: bachelierGamma(underlyingPrice, strike, T, riskFreeRate, dividendYield, iv),\n theta: bachelierTheta(bsType, underlyingPrice, strike, T, riskFreeRate, dividendYield, iv),\n vega: bachelierVega(underlyingPrice, strike, T, riskFreeRate, dividendYield, iv),\n iv,\n model: 'bachelier',\n };\n }\n\n // Black-Scholes for longer-dated options (dte >= 0.1 days).\n // iv field stores annualized log-normal volatility (0-N, not percentage).\n const iv = solveIV(bsType, optionPrice, underlyingPrice, strike, T, riskFreeRate, dividendYield);\n if (iv === null) return nullResult;\n return {\n delta: bsDelta(bsType, underlyingPrice, strike, T, riskFreeRate, dividendYield, iv),\n gamma: bsGamma(underlyingPrice, strike, T, riskFreeRate, dividendYield, iv),\n theta: bsTheta(bsType, underlyingPrice, strike, T, riskFreeRate, dividendYield, iv),\n vega: bsVega(underlyingPrice, strike, T, riskFreeRate, dividendYield, iv),\n iv,\n model: 'bs',\n };\n}\n","/**\n * ThetaData Market Data Provider (stub)\n *\n * Placeholder implementation — will be replaced with full ThetaData REST API\n * adapter in a subsequent task.\n */\n\nimport type {\n MarketDataProvider,\n BarRow,\n FetchBarsOptions,\n FetchSnapshotOptions,\n FetchSnapshotResult,\n} from \"../market-provider.js\";\n\nexport class ThetaDataProvider implements MarketDataProvider {\n readonly name = \"thetadata\";\n\n // eslint-disable-next-line @typescript-eslint/no-unused-vars\n async fetchBars(options: FetchBarsOptions): Promise<BarRow[]> {\n throw new Error(\"ThetaData provider not yet implemented — set MARKET_DATA_PROVIDER=massive\");\n }\n\n // eslint-disable-next-line @typescript-eslint/no-unused-vars\n async fetchOptionSnapshot(options: FetchSnapshotOptions): Promise<FetchSnapshotResult> {\n throw new Error(\"ThetaData provider not yet implemented — set MARKET_DATA_PROVIDER=massive\");\n }\n}\n","/**\n * Market Data Provider Interface\n *\n * Defines the shared types and provider abstraction for fetching market data\n * from external APIs (Massive.com, ThetaData, etc.).\n *\n * All providers normalize their responses to BarRow and OptionContract types.\n * The factory function getProvider() selects the active provider based on the\n * MARKET_DATA_PROVIDER environment variable (default: \"massive\").\n */\n\nimport { MassiveProvider } from \"./providers/massive.js\";\nimport { ThetaDataProvider } from \"./providers/thetadata.js\";\n\n// ---------------------------------------------------------------------------\n// Shared Types\n// ---------------------------------------------------------------------------\n\n/** Normalized OHLCV bar — shared output type for all providers. */\nexport interface BarRow {\n date: string; // \"YYYY-MM-DD\" Eastern Time\n open: number;\n high: number;\n low: number;\n close: number;\n volume: number;\n ticker: string; // Plain storage format (no prefix)\n time?: string; // \"HH:MM\" ET — only set for intraday (minute/hour) bars\n bid?: number; // Best bid — only set when provider supplies quote data\n ask?: number; // Best ask — only set when provider supplies quote data\n}\n\n/** Asset classes supported by market data providers. */\nexport type AssetClass = \"stock\" | \"index\" | \"option\";\n\n/** Options for fetching OHLCV bars. */\nexport interface FetchBarsOptions {\n /** Plain ticker — VIX, AAPL, SPX251219C05000000 (no provider-specific prefix) */\n ticker: string;\n /** Start date \"YYYY-MM-DD\" */\n from: string;\n /** End date \"YYYY-MM-DD\" */\n to: string;\n /** Bar timespan (default: \"day\") */\n timespan?: \"day\" | \"minute\" | \"hour\";\n /** Bar multiplier (default: 1) */\n multiplier?: number;\n /** Asset class (default: \"stock\") */\n assetClass?: AssetClass;\n}\n\n/** Curated option contract returned by all providers. */\nexport interface OptionContract {\n ticker: string;\n underlying_ticker: string;\n underlying_price: number;\n contract_type: \"call\" | \"put\";\n strike: number;\n expiration: string; // \"YYYY-MM-DD\"\n exercise_style: string;\n delta: number | null;\n gamma: number | null;\n theta: number | null;\n vega: number | null;\n iv: number | null;\n greeks_source: \"massive\" | \"thetadata\" | \"computed\";\n bid: number;\n ask: number;\n midpoint: number;\n last_price: number | null;\n open_interest: number;\n volume: number;\n break_even: number;\n}\n\n/** Options for fetching option chain snapshots. */\nexport interface FetchSnapshotOptions {\n underlying: string;\n strike_price_gte?: number;\n strike_price_lte?: number;\n expiration_date_gte?: string;\n expiration_date_lte?: string;\n contract_type?: \"call\" | \"put\";\n}\n\n/** Result from fetching an option chain snapshot. */\nexport interface FetchSnapshotResult {\n contracts: OptionContract[];\n underlying_price: number;\n underlying_ticker: string;\n}\n\n/** The contract every market data provider must implement. */\nexport interface MarketDataProvider {\n readonly name: string;\n fetchBars(options: FetchBarsOptions): Promise<BarRow[]>;\n fetchOptionSnapshot(options: FetchSnapshotOptions): Promise<FetchSnapshotResult>;\n /** Best-effort bid/ask quotes keyed by \"YYYY-MM-DD HH:MM\" ET. Optional — not all providers support this. */\n fetchQuotes?(ticker: string, from: string, to: string): Promise<Map<string, { bid: number; ask: number }>>;\n}\n\n// ---------------------------------------------------------------------------\n// Provider Factory (lazy singleton with static imports)\n// ---------------------------------------------------------------------------\n\nlet _cached: MarketDataProvider | null = null;\n\n/**\n * Get the active market data provider.\n *\n * Reads MARKET_DATA_PROVIDER env var (default: \"massive\").\n * Returns a lazy singleton — cached after first call.\n */\nexport function getProvider(): MarketDataProvider {\n if (_cached) return _cached;\n const name = (process.env.MARKET_DATA_PROVIDER ?? \"massive\").toLowerCase();\n switch (name) {\n case \"massive\":\n _cached = new MassiveProvider();\n break;\n case \"thetadata\":\n _cached = new ThetaDataProvider();\n break;\n default:\n throw new Error(\n `Unknown MARKET_DATA_PROVIDER: \"${name}\". Supported: massive, thetadata`\n );\n }\n return _cached!;\n}\n\n/** Reset cached provider — for test isolation only. */\nexport function _resetProvider(): void {\n _cached = null;\n}\n","/**\n * Shared Analysis Statistics\n *\n * Reusable stat computation extracted from analyze_regime_performance.\n * Used by portfolio_structure_map, analyze_structure_fit, and\n * analyze_regime_performance to compute per-slice statistics from P&L arrays.\n */\n\n/**\n * Statistics for a slice (segment, bucket, group) of trades.\n */\nexport interface SliceStats {\n tradeCount: number;\n wins: number;\n losses: number;\n /** Win rate as percentage (0-100) */\n winRate: number;\n totalPl: number;\n avgPl: number;\n avgWin: number;\n avgLoss: number;\n /** Gross wins / gross losses. null if no losses but has wins. 0 if no wins or empty. */\n profitFactor: number | null;\n}\n\n/**\n * Round a number to 2 decimal places.\n */\nfunction round2(n: number): number {\n return Math.round(n * 100) / 100;\n}\n\n/**\n * Compute statistics for an array of P&L values.\n * Wins are P&L > 0, losses are P&L <= 0.\n * All numeric values are rounded to 2 decimal places.\n *\n * @param pls - Array of P&L values (positive = win, zero/negative = loss)\n * @returns Computed slice statistics\n */\nexport function computeSliceStats(pls: number[]): SliceStats {\n if (pls.length === 0) {\n return {\n tradeCount: 0,\n wins: 0,\n losses: 0,\n winRate: 0,\n totalPl: 0,\n avgPl: 0,\n avgWin: 0,\n avgLoss: 0,\n profitFactor: 0,\n };\n }\n\n const winPls = pls.filter((p) => p > 0);\n const lossPls = pls.filter((p) => p <= 0);\n\n const wins = winPls.length;\n const losses = lossPls.length;\n const winRate = (wins / pls.length) * 100;\n const totalPl = pls.reduce((sum, p) => sum + p, 0);\n const avgPl = totalPl / pls.length;\n\n const avgWin = wins > 0 ? winPls.reduce((s, p) => s + p, 0) / wins : 0;\n const avgLoss = losses > 0 ? lossPls.reduce((s, p) => s + p, 0) / losses : 0;\n\n const grossWins = winPls.reduce((s, p) => s + p, 0);\n const grossLosses = Math.abs(lossPls.reduce((s, p) => s + p, 0));\n\n let profitFactor: number | null;\n if (grossLosses > 0) {\n profitFactor = grossWins / grossLosses;\n } else if (grossWins > 0) {\n profitFactor = null; // All winners, no losses to divide by\n } else {\n profitFactor = 0;\n }\n\n return {\n tradeCount: pls.length,\n wins,\n losses,\n winRate: round2(winRate),\n totalPl: round2(totalPl),\n avgPl: round2(avgPl),\n avgWin: round2(avgWin),\n avgLoss: round2(avgLoss),\n profitFactor: profitFactor !== null ? round2(profitFactor) : null,\n };\n}\n","/**\n * Filter Predicate Builder\n *\n * Converts EntryFilter objects into runtime predicates that can evaluate\n * market data records. Handles field timing awareness via CLOSE_KNOWN_FIELDS\n * to automatically apply the prev_ prefix for close-derived fields.\n *\n * Used by analyze_structure_fit and portfolio_structure_map to evaluate\n * entry filters against market data rows.\n */\n\nimport { CLOSE_KNOWN_FIELDS } from \"./field-timing.js\";\nimport type { EntryFilter } from \"../models/strategy-profile.js\";\n\n/**\n * A compiled filter predicate with metadata about the field key used.\n */\nexport interface FilterPredicate {\n /** Evaluate this predicate against a market data record */\n test: (market: Record<string, unknown>) => boolean;\n /** The actual field key used for lookup (may have prev_ prefix) */\n fieldKey: string;\n /** Whether the field was detected as close-derived and lagged */\n isLagged: boolean;\n}\n\n/**\n * Day-of-week name to number mapping (market data uses 1=Mon to 5=Fri).\n */\nconst DAY_NAME_TO_NUM: Record<string, number> = {\n monday: 1, mon: 1,\n tuesday: 2, tue: 2, tues: 2,\n wednesday: 3, wed: 3,\n thursday: 4, thu: 4, thurs: 4,\n friday: 5, fri: 5,\n};\n\n/**\n * If a filter value is a day-of-week name and the field is Day_of_Week,\n * convert it to the corresponding number. Returns null if not applicable.\n */\nfunction resolveDayName(value: unknown): number | null {\n if (typeof value !== \"string\") return null;\n return DAY_NAME_TO_NUM[value.toLowerCase()] ?? null;\n}\n\n/**\n * Safely extract a numeric value from a record.\n * Returns NaN if the value is missing, null, undefined, or non-numeric.\n */\nfunction getNum(record: Record<string, unknown>, key: string): number {\n const val = record[key];\n if (val === null || val === undefined) return NaN;\n const num = Number(val);\n return num;\n}\n\n/**\n * Safely extract a value from a record for loose equality comparison.\n * Returns undefined if the key is missing.\n */\nfunction getRaw(record: Record<string, unknown>, key: string): unknown {\n return record[key];\n}\n\n/**\n * Check whether a filter value is a cross-field reference (a string that\n * looks like a field name rather than a pure numeric literal).\n */\nfunction isCrossFieldRef(value: unknown): value is string {\n if (typeof value !== \"string\") return false;\n // If it parses as a finite number, it's a numeric literal, not a field ref\n if (value.trim() !== \"\" && isFinite(Number(value))) return false;\n return true;\n}\n\n/**\n * Resolve a cross-field reference value. If the value is a string that\n * already exists as a key in the market record, use it as-is. Otherwise,\n * if the bare field name (without prev_ prefix) is close-derived, try\n * the prev_ prefixed version.\n */\nfunction resolveFieldRef(\n refName: string,\n market: Record<string, unknown>\n): number {\n // Direct lookup first (handles cases like \"prev_VIX_Close\" spelled out)\n if (refName in market) {\n return getNum(market, refName);\n }\n // If the ref looks like a bare close-derived field, try prev_ prefix\n if (CLOSE_KNOWN_FIELDS.has(refName)) {\n return getNum(market, `prev_${refName}`);\n }\n return NaN;\n}\n\n/**\n * Build a runtime predicate from an EntryFilter.\n *\n * Automatically detects close-derived fields via CLOSE_KNOWN_FIELDS and\n * prepends \"prev_\" to the field key for correct lookahead-free evaluation.\n *\n * For comparison operators (>, <, >=, <=, ==), if the filter value is a\n * string that looks like a field name (not a pure numeric string), it is\n * treated as a cross-field reference. The referenced field's value is\n * looked up from the market record at evaluation time.\n *\n * NaN/null/undefined values in the market record always return false\n * (missing data never matches a filter).\n *\n * @param filter - Entry filter specification\n * @returns Compiled predicate with metadata\n */\nexport function buildFilterPredicate(filter: EntryFilter): FilterPredicate {\n const isLagged = CLOSE_KNOWN_FIELDS.has(filter.field);\n const fieldKey = isLagged ? `prev_${filter.field}` : filter.field;\n\n const { operator, value } = filter;\n\n const test = (market: Record<string, unknown>): boolean => {\n // For \"in\" and \"==\" operators, we may need raw value access\n if (operator === \"in\") {\n const raw = getRaw(market, fieldKey);\n if (raw === null || raw === undefined) return false;\n if (!Array.isArray(value)) return false;\n // Try day-of-week name resolution for each element\n return value.some((v) => {\n const dayNum = resolveDayName(v);\n if (dayNum !== null) return Number(raw) === dayNum;\n return v == raw; // eslint-disable-line eqeqeq\n });\n }\n\n if (operator === \"==\") {\n const raw = getRaw(market, fieldKey);\n if (raw === null || raw === undefined) return false;\n // Day-of-week name resolution (e.g., \"Tuesday\" == 2)\n const dayNum = resolveDayName(value);\n if (dayNum !== null) return Number(raw) === dayNum;\n // Cross-field reference for ==\n if (isCrossFieldRef(value)) {\n const refVal = resolveFieldRef(value, market);\n if (isNaN(refVal)) return false;\n return Number(raw) === refVal;\n }\n return value == raw; // eslint-disable-line eqeqeq\n }\n\n // Numeric operators: >, <, >=, <=, between\n const num = getNum(market, fieldKey);\n if (isNaN(num)) return false;\n\n // For comparison operators, check if value is a cross-field reference\n if (\n isCrossFieldRef(value) &&\n (operator === \">\" || operator === \"<\" || operator === \">=\" || operator === \"<=\")\n ) {\n const refVal = resolveFieldRef(value, market);\n if (isNaN(refVal)) return false;\n switch (operator) {\n case \">\":\n return num > refVal;\n case \"<\":\n return num < refVal;\n case \">=\":\n return num >= refVal;\n case \"<=\":\n return num <= refVal;\n }\n }\n\n switch (operator) {\n case \">\":\n return num > Number(value);\n case \"<\":\n return num < Number(value);\n case \">=\":\n return num >= Number(value);\n case \"<=\":\n return num <= Number(value);\n case \"between\": {\n if (!Array.isArray(value) || value.length < 2) return false;\n const lo = Number(value[0]);\n const hi = Number(value[1]);\n return num >= lo && num <= hi;\n }\n default:\n return false;\n }\n };\n\n return { test, fieldKey, isLagged };\n}\n","/**\n * Strategy Profile Tools\n *\n * MCP tools for CRUD operations on strategy profiles stored in DuckDB.\n * Wraps the Phase 60 storage layer (db/profile-schemas.ts) as conversational tools.\n *\n * Tools registered:\n * - profile_strategy — Create or update a strategy profile\n * - get_strategy_profile — Retrieve a single profile by block + strategy name\n * - list_profiles — List profiles (optionally filtered by block)\n * - delete_profile — Remove a profile (idempotent)\n */\n\nimport { z } from \"zod\";\nimport type { McpServer } from \"@modelcontextprotocol/sdk/server/mcp.js\";\nimport { getConnection, upgradeToReadWrite, downgradeToReadOnly } from \"../db/connection.js\";\nimport {\n upsertProfile,\n getProfile,\n listProfiles,\n deleteProfile,\n} from \"../db/profile-schemas.js\";\nimport { createToolOutput } from \"../utils/output-formatter.js\";\nimport { withSyncedBlock } from \"./middleware/sync-middleware.js\";\n\n// ---------------------------------------------------------------------------\n// Zod schemas (exported for testability)\n// ---------------------------------------------------------------------------\n\nexport const profileStrategySchema = z.object({\n blockId: z.string().describe(\"Block ID (block_id) to associate the profile with\"),\n strategyName: z.string().describe(\"Human-readable strategy name (e.g., 'Pickle RIC v2')\"),\n structureType: z\n .string()\n .describe(\n \"Option structure type: iron_condor, calendar_spread, double_calendar, vertical_spread, \" +\n \"butterfly, reverse_iron_condor, short_put_spread, short_call_spread, straddle, strangle, etc.\"\n ),\n greeksBias: z\n .string()\n .describe(\n \"Primary greeks exposure: theta_positive, vega_negative, delta_neutral, delta_positive, \" +\n \"delta_negative, gamma_scalp, etc.\"\n ),\n thesis: z.string().default(\"\").describe(\"Free-text description of the strategy thesis\"),\n legs: z\n .array(\n z.object({\n type: z.string().describe(\"Leg type: long_put, short_call, long_call, short_put, etc.\"),\n strike: z.string().describe(\"Strike selection: ATM, 5-delta, 30-delta, etc.\"),\n expiry: z.string().describe(\"Expiry selection: same-day, weekly, 45-DTE, etc.\"),\n quantity: z.number().describe(\"Quantity (positive=long, negative=short)\"),\n strikeMethod: z.enum(['delta', 'dollar_price', 'offset', 'percentage']).optional().describe(\"How strike is selected\"),\n strikeValue: z.number().optional().describe(\"Numeric strike value (e.g., 25 for 25-delta)\"),\n })\n )\n .default([])\n .describe(\"Structured leg descriptions\"),\n entryFilters: z\n .array(\n z.object({\n field: z.string().describe(\"Market data field: VIX_Close, RSI_14, Vol_Regime, etc.\"),\n operator: z.string().describe(\"Comparison operator: >, <, >=, <=, ==, between, in\"),\n value: z\n .union([z.string(), z.number(), z.array(z.union([z.string(), z.number()]))])\n .describe(\"Filter value or array for between/in operators\"),\n description: z.string().optional().describe(\"Human-readable description of this filter\"),\n source: z.enum([\"market\", \"execution\"]).optional().describe(\"Filter source: 'market' = testable against market data columns, 'execution' = platform-level (time windows, leg ratios). Defaults to 'market'. Execution filters are documented but skipped during validate_entry_filters analysis.\"),\n })\n )\n .default([])\n .describe(\"Entry condition filters. Tag each with source: 'market' (testable in analysis) or 'execution' (OO/platform-level, skipped in analysis).\"),\n exitRules: z\n .array(\n z.object({\n type: z.string().describe(\"Rule type: stop_loss, profit_target, time_exit, conditional\"),\n trigger: z.string().describe(\"Trigger condition: '200% of credit', '50% of max profit', '15:00 ET'\"),\n description: z.string().optional().describe(\"Human-readable description\"),\n stopLossType: z.enum(['percentage', 'dollar', 'sl_ratio', 'debit_percentage']).optional().describe(\"Stop loss calculation method\"),\n stopLossValue: z.number().optional().describe(\"Stop loss numeric value\"),\n monitoring: z.object({\n granularity: z.enum(['intra_minute', 'candle_close', 'end_of_bar']).optional().describe(\"Price check frequency\"),\n priceSource: z.enum(['nbbo', 'mid', 'last']).optional().describe(\"Which price to use\"),\n }).optional().describe(\"Monitoring configuration for this rule\"),\n slippage: z.number().optional().describe(\"Per-rule slippage override\"),\n })\n )\n .default([])\n .describe(\"Exit rules and triggers\"),\n expectedRegimes: z\n .array(z.enum([\"very_low\", \"low\", \"below_avg\", \"above_avg\", \"high\", \"extreme\"]))\n .default([])\n .describe(\"VIX-based vol regimes this strategy targets. very_low=VIX<13, low=13-16, below_avg=16-20, above_avg=20-25, high=25-30, extreme=30+\"),\n keyMetrics: z\n .object({\n expectedWinRate: z.number().optional().describe(\"Expected win rate (0-1)\"),\n targetPremium: z.number().optional().describe(\"Target premium collected ($)\"),\n maxLoss: z.number().optional().describe(\"Maximum loss per contract ($)\"),\n profitTarget: z.number().optional().describe(\"Profit target ($ or %)\"),\n })\n .passthrough()\n .default({})\n .describe(\"Performance benchmarks and strategy-specific metrics\"),\n positionSizing: z\n .object({\n method: z.string().describe(\"Sizing method: pct_of_portfolio, fixed_contracts, fixed_dollar, discretionary\"),\n allocationPct: z.number().optional().describe(\"Portfolio allocation percentage (e.g., 2 for 2%)\"),\n maxContracts: z.number().optional().describe(\"Maximum contracts per trade\"),\n maxAllocationDollar: z.number().optional().describe(\"Maximum dollar allocation per trade\"),\n maxOpenPositions: z.number().optional().describe(\"Maximum concurrent open positions\"),\n description: z.string().optional().describe(\"Free-text sizing notes\"),\n backtestAllocationPct: z.number().optional().describe(\"Allocation % used in backtest\"),\n liveAllocationPct: z.number().optional().describe(\"Allocation % used in live portfolio\"),\n maxContractsPerTrade: z.number().optional().describe(\"Per-entry contract cap (distinct from maxContracts hard cap)\"),\n })\n .optional()\n .describe(\"Position sizing rules. Per-block — same strategy in backtest vs portfolio may have different sizing.\"),\n underlying: z.string().optional().describe(\"Underlying symbol: SPX, QQQ, etc.\"),\n reEntry: z.boolean().optional().describe(\"Strategy supports re-entry on same day\"),\n capProfits: z.boolean().optional().describe(\"Profits are capped by structure\"),\n capLosses: z.boolean().optional().describe(\"Losses are capped by structure\"),\n requireTwoPricesPT: z.boolean().optional().describe(\"Profit target requires two prices\"),\n closeOnCompletion: z.boolean().optional().describe(\"Close entire position when any leg hits target\"),\n ignoreMarginReq: z.boolean().optional().describe(\"Strategy ignores standard margin requirements\"),\n});\n\nexport const getStrategyProfileSchema = z.object({\n blockId: z.string().describe(\"Block ID to look up\"),\n strategyName: z.string().describe(\"Strategy name to look up\"),\n});\n\nexport const listProfilesSchema = z.object({\n blockId: z.string().optional().describe(\"Optional block ID filter. Omit to list all profiles across all blocks.\"),\n});\n\nexport const deleteProfileSchema = z.object({\n blockId: z.string().describe(\"Block ID of the profile to delete\"),\n strategyName: z.string().describe(\"Strategy name of the profile to delete\"),\n});\n\n// ---------------------------------------------------------------------------\n// Handler functions (exported for testability)\n// ---------------------------------------------------------------------------\n\n/**\n * Handle profile_strategy: create or update a strategy profile.\n */\nexport async function handleProfileStrategy(\n input: z.infer<typeof profileStrategySchema>,\n baseDir: string\n): Promise<ReturnType<typeof createToolOutput>> {\n await upgradeToReadWrite(baseDir);\n try {\n const conn = await getConnection(baseDir);\n const stored = await upsertProfile(conn, {\n blockId: input.blockId,\n strategyName: input.strategyName,\n structureType: input.structureType,\n greeksBias: input.greeksBias,\n thesis: input.thesis,\n legs: input.legs,\n entryFilters: input.entryFilters,\n exitRules: input.exitRules,\n expectedRegimes: input.expectedRegimes,\n keyMetrics: input.keyMetrics,\n positionSizing: input.positionSizing,\n underlying: input.underlying,\n reEntry: input.reEntry,\n capProfits: input.capProfits,\n capLosses: input.capLosses,\n requireTwoPricesPT: input.requireTwoPricesPT,\n closeOnCompletion: input.closeOnCompletion,\n ignoreMarginReq: input.ignoreMarginReq,\n });\n return createToolOutput(\n `Profile saved: ${input.strategyName} for block ${input.blockId}`,\n { profile: stored }\n );\n } finally {\n await downgradeToReadOnly(baseDir);\n }\n}\n\n/**\n * Handle get_strategy_profile: retrieve a single profile.\n */\nexport async function handleGetStrategyProfile(\n input: z.infer<typeof getStrategyProfileSchema>,\n baseDir: string\n): Promise<ReturnType<typeof createToolOutput>> {\n const conn = await getConnection(baseDir);\n const profile = await getProfile(conn, input.blockId, input.strategyName);\n if (!profile) {\n return createToolOutput(\n `No profile found for strategy '${input.strategyName}' in block '${input.blockId}'`,\n { profile: null }\n );\n }\n return createToolOutput(\n `Profile: ${input.strategyName} in block ${input.blockId}`,\n { profile }\n );\n}\n\n/**\n * Handle list_profiles: list profiles with optional block filter.\n */\nexport async function handleListProfiles(\n input: z.infer<typeof listProfilesSchema>,\n baseDir: string\n): Promise<ReturnType<typeof createToolOutput>> {\n const conn = await getConnection(baseDir);\n const profiles = await listProfiles(conn, input.blockId);\n const summaryRows = profiles.map((p) => ({\n blockId: p.blockId,\n strategyName: p.strategyName,\n structureType: p.structureType,\n greeksBias: p.greeksBias,\n underlying: p.underlying ?? null,\n positionSizing: p.positionSizing?.method ?? null,\n updatedAt: p.updatedAt,\n }));\n return createToolOutput(\n `Found ${profiles.length} profile(s)${input.blockId ? ` for block ${input.blockId}` : \"\"}`,\n { count: profiles.length, profiles: summaryRows }\n );\n}\n\n/**\n * Handle delete_profile: remove a profile (idempotent).\n */\nexport async function handleDeleteProfile(\n input: z.infer<typeof deleteProfileSchema>,\n baseDir: string\n): Promise<ReturnType<typeof createToolOutput>> {\n await upgradeToReadWrite(baseDir);\n try {\n const conn = await getConnection(baseDir);\n const deleted = await deleteProfile(conn, input.blockId, input.strategyName);\n if (deleted) {\n return createToolOutput(\n `Deleted profile: ${input.strategyName} from block ${input.blockId}`,\n { deleted: true }\n );\n }\n return createToolOutput(\n `No profile found for strategy '${input.strategyName}' in block '${input.blockId}' — nothing to delete`,\n { deleted: false }\n );\n } finally {\n await downgradeToReadOnly(baseDir);\n }\n}\n\n// ---------------------------------------------------------------------------\n// Registration\n// ---------------------------------------------------------------------------\n\n/**\n * Register all profile CRUD tools on the MCP server.\n *\n * @param server - McpServer instance to register tools on\n * @param baseDir - Base data directory (passed to connection helpers)\n */\nexport function registerProfileTools(server: McpServer, baseDir: string): void {\n // -------------------------------------------------------------------------\n // Tool: profile_strategy\n // -------------------------------------------------------------------------\n server.registerTool(\n \"profile_strategy\",\n {\n description:\n \"Create or update a strategy profile for a block. Stores structure type, greeks bias, \" +\n \"legs, entry filters, exit rules, expected regimes, key metrics, and position sizing. \" +\n \"If a profile with the same block_id + strategy_name already exists, it is overwritten (upsert). \" +\n \"When profiling the same strategy across multiple blocks (e.g., backtest vs live portfolio), \" +\n \"retrieve the existing profile with get_strategy_profile and copy its fields, updating only \" +\n \"positionSizing or other block-specific params rather than re-asking the user for all details.\",\n inputSchema: profileStrategySchema,\n },\n withSyncedBlock(baseDir, async (input, ctx) => {\n return handleProfileStrategy(input, ctx.baseDir);\n })\n );\n\n // -------------------------------------------------------------------------\n // Tool: get_strategy_profile\n // -------------------------------------------------------------------------\n server.registerTool(\n \"get_strategy_profile\",\n {\n description:\n \"Retrieve a single strategy profile by block_id and strategy_name. \" +\n \"Returns the full profile including all schema fields, or a not-found message.\",\n inputSchema: getStrategyProfileSchema,\n },\n withSyncedBlock(baseDir, async (input, ctx) => {\n return handleGetStrategyProfile(input, ctx.baseDir);\n })\n );\n\n // -------------------------------------------------------------------------\n // Tool: list_profiles\n // -------------------------------------------------------------------------\n server.registerTool(\n \"list_profiles\",\n {\n description:\n \"List strategy profiles. Provide block_id to filter by block, or omit to list all profiles \" +\n \"across all blocks. Returns summary rows with block_id, strategy_name, structure_type, \" +\n \"greeks_bias, and updated_at.\",\n inputSchema: listProfilesSchema,\n },\n async (input) => {\n // list_profiles has optional blockId — when provided, sync the block first;\n // when omitted, query directly without sync (no block to validate).\n if (input.blockId) {\n const syncedHandler = withSyncedBlock(baseDir, async (syncInput: { blockId: string }, ctx) => {\n return handleListProfiles({ blockId: syncInput.blockId }, ctx.baseDir);\n });\n return syncedHandler({ blockId: input.blockId });\n }\n return handleListProfiles(input, baseDir);\n }\n );\n\n // -------------------------------------------------------------------------\n // Tool: delete_profile\n // -------------------------------------------------------------------------\n server.registerTool(\n \"delete_profile\",\n {\n description:\n \"Delete a strategy profile by block_id and strategy_name. \" +\n \"Idempotent: deleting a nonexistent profile returns success with a not-found message.\",\n inputSchema: deleteProfileSchema,\n },\n withSyncedBlock(baseDir, async (input, ctx) => {\n return handleDeleteProfile(input, ctx.baseDir);\n })\n );\n}\n","/**\n * Output Formatter\n *\n * Utilities for formatting MCP tool output.\n *\n * JSON-First Pattern:\n * Tools return structured JSON as the primary format. JSON is machine-readable,\n * enabling reliable data extraction without parsing natural language.\n *\n * A brief text summary is included for user visibility, but the JSON\n * is the authoritative source for all data and reasoning.\n */\n\n/**\n * MCP content item types\n */\nexport interface McpTextContent {\n type: \"text\";\n text: string;\n}\n\nexport interface McpResourceContent {\n type: \"resource\";\n resource: {\n uri: string;\n mimeType: string;\n text: string;\n };\n}\n\nexport type McpContent = McpTextContent | McpResourceContent;\n\nexport interface ToolOutput {\n [x: string]: unknown;\n content: McpContent[];\n}\n\n// Legacy alias for backward compatibility\nexport type DualOutput = ToolOutput;\n\n/**\n * Create JSON-first output for MCP tools.\n *\n * The structured JSON is the primary data source for Claude reasoning.\n * A brief text summary is provided for user visibility.\n *\n * @param summary - Brief text summary (1-3 lines) for user display\n * @param data - Structured data object - the authoritative data source\n * @returns MCP-compatible response with JSON as primary content\n */\nexport function createToolOutput(summary: string, data: object): ToolOutput {\n return {\n content: [\n { type: \"text\", text: summary },\n {\n type: \"resource\",\n resource: {\n uri: \"data:application/json\",\n mimeType: \"application/json\",\n text: JSON.stringify(data),\n },\n },\n ],\n };\n}\n\n/**\n * Legacy function - redirects to createToolOutput.\n * @deprecated Use createToolOutput instead\n */\nexport function createDualOutput(markdown: string, data: object): DualOutput {\n // Extract a brief summary from the markdown (first non-empty line or heading)\n const lines = markdown.split(\"\\n\").filter((l) => l.trim());\n const summary = lines[0]?.replace(/^#+\\s*/, \"\") || \"Results available\";\n return createToolOutput(summary, data);\n}\n\n/**\n * Format a number as currency ($1,234.56)\n */\nexport function formatCurrency(value: number): string {\n const isNegative = value < 0;\n const absValue = Math.abs(value);\n const formatted = absValue.toLocaleString(\"en-US\", {\n minimumFractionDigits: 2,\n maximumFractionDigits: 2,\n });\n return isNegative ? `-$${formatted}` : `$${formatted}`;\n}\n\n/**\n * Format a number as percentage (12.34%)\n */\nexport function formatPercent(value: number, decimals: number = 2): string {\n return `${value.toFixed(decimals)}%`;\n}\n\n/**\n * Format a ratio with specified decimals\n */\nexport function formatRatio(\n value: number | undefined,\n decimals: number = 2\n): string {\n if (value === undefined || value === null || !isFinite(value)) {\n return \"N/A\";\n }\n return value.toFixed(decimals);\n}\n","/**\n * Profile Analysis Tools\n *\n * MCP tools that use stored strategy profiles for targeted analysis:\n * - analyze_structure_fit: Dimension-based performance breakdown using profile context\n * - validate_entry_filters: Entry filter effectiveness analysis with ablation study\n * - portfolio_structure_map: Vol_Regime x Trend_Direction matrix across strategies\n */\n\nimport { z } from \"zod\";\nimport type { McpServer } from \"@modelcontextprotocol/sdk/server/mcp.js\";\nimport { loadBlock } from \"../utils/block-loader.js\";\nimport { createToolOutput } from \"../utils/output-formatter.js\";\nimport type { Trade } from \"@tradeblocks/lib\";\nimport { getConnection } from \"../db/connection.js\";\nimport { getProfile, listProfiles } from \"../db/profile-schemas.js\";\nimport { filterByStrategy } from \"./shared/filters.js\";\nimport {\n buildLookaheadFreeQuery,\n type MarketLookupKey,\n} from \"../utils/field-timing.js\";\nimport {\n DEFAULT_MARKET_TICKER,\n marketTickerDateKey,\n resolveTradeTicker,\n} from \"../utils/ticker.js\";\nimport { computeSliceStats, type SliceStats } from \"../utils/analysis-stats.js\";\nimport { buildFilterPredicate, type FilterPredicate } from \"../utils/filter-predicates.js\";\nimport { withSyncedBlock } from \"./middleware/sync-middleware.js\";\nimport {\n upgradeToReadWrite,\n downgradeToReadOnly,\n getConnectionMode,\n} from \"../db/connection.js\";\nimport { syncAllBlocks } from \"../sync/index.js\";\n\n// =============================================================================\n// Utility Functions (local to this module)\n// =============================================================================\n\n/**\n * Format trade date to YYYY-MM-DD for market data matching.\n */\nfunction formatTradeDate(date: Date | string): string {\n if (typeof date === \"string\") {\n const match = date.match(/^(\\d{4})-(\\d{2})-(\\d{2})/);\n if (match) return `${match[1]}-${match[2]}-${match[3]}`;\n }\n const d = typeof date === \"string\" ? new Date(date) : date;\n const year = d.getFullYear();\n const month = String(d.getMonth() + 1).padStart(2, \"0\");\n const day = String(d.getDate()).padStart(2, \"0\");\n return `${year}-${month}-${day}`;\n}\n\nfunction getTradeLookupKey(trade: Trade): MarketLookupKey {\n return {\n date: formatTradeDate(trade.dateOpened),\n ticker: resolveTradeTicker(trade, DEFAULT_MARKET_TICKER),\n };\n}\n\nfunction uniqueTradeLookupKeys(trades: Trade[]): MarketLookupKey[] {\n const byKey = new Map<string, MarketLookupKey>();\n for (const trade of trades) {\n const lookup = getTradeLookupKey(trade);\n byKey.set(marketTickerDateKey(lookup.ticker, lookup.date), lookup);\n }\n return Array.from(byKey.values());\n}\n\nfunction resultToRecords(result: {\n columnCount: number;\n columnName(i: number): string;\n getRows(): Iterable<unknown[]>;\n}): Record<string, unknown>[] {\n const columnCount = result.columnCount;\n const colNames: string[] = [];\n for (let i = 0; i < columnCount; i++) {\n colNames.push(result.columnName(i));\n }\n const records: Record<string, unknown>[] = [];\n for (const row of result.getRows()) {\n const record: Record<string, unknown> = {};\n for (let i = 0; i < columnCount; i++) {\n const val = row[i];\n record[colNames[i]] = typeof val === \"bigint\" ? Number(val) : val;\n }\n records.push(record);\n }\n return records;\n}\n\nfunction recordsByTickerDate(\n records: Record<string, unknown>[]\n): Map<string, Record<string, unknown>> {\n const mapped = new Map<string, Record<string, unknown>>();\n for (const record of records) {\n const date = String(record[\"date\"] || \"\");\n const ticker = String(record[\"ticker\"] || DEFAULT_MARKET_TICKER);\n mapped.set(marketTickerDateKey(ticker, date), record);\n }\n return mapped;\n}\n\nfunction getNum(record: Record<string, unknown>, field: string): number {\n const val = record[field];\n if (val === null || val === undefined) return NaN;\n if (typeof val === \"bigint\") return Number(val);\n return val as number;\n}\n\n// =============================================================================\n// Vol Regime Labels\n// =============================================================================\n\nconst VOL_REGIME_LABELS: Record<number, string> = {\n 1: \"very_low\",\n 2: \"low\",\n 3: \"below_avg\",\n 4: \"above_avg\",\n 5: \"high\",\n 6: \"extreme\",\n};\n\nconst TREND_LABELS = [\"up\", \"down\", \"flat\"] as const;\ntype TrendLabel = (typeof TREND_LABELS)[number];\n\n/**\n * Day of week labels (market data: 1=Mon to 5=Fri)\n */\nconst DAY_LABELS: Record<number, string> = {\n 1: \"Monday\",\n 2: \"Tuesday\",\n 3: \"Wednesday\",\n 4: \"Thursday\",\n 5: \"Friday\",\n};\n\n/**\n * Determine time-of-day bucket from timeOpened string (format \"HH:MM:SS\" or \"HH:MM\").\n */\nfunction getTimeBucket(timeOpened: string | undefined): string | null {\n if (!timeOpened) return null;\n const match = timeOpened.match(/^(\\d{1,2}):(\\d{2})/);\n if (!match) return null;\n const hours = parseInt(match[1], 10);\n const minutes = parseInt(match[2], 10);\n const totalMinutes = hours * 60 + minutes;\n\n // morning: 09:30-11:00, midday: 11:00-14:00, afternoon: 14:00-16:00\n if (totalMinutes < 570) return null; // before 09:30\n if (totalMinutes < 660) return \"morning\"; // 09:30-11:00\n if (totalMinutes < 840) return \"midday\"; // 11:00-14:00\n if (totalMinutes <= 960) return \"afternoon\"; // 14:00-16:00\n return null; // after 16:00\n}\n\n/**\n * Safely get a raw value from a record.\n */\nfunction getRaw(record: Record<string, unknown>, field: string): unknown {\n return record[field];\n}\n\ninterface TradeWithMarket {\n trade: Trade;\n market: Record<string, unknown>;\n}\n\n/**\n * Load trades and market data for a strategy profile analysis.\n * Shared between analyze_structure_fit and validate_entry_filters.\n */\nasync function loadTradesAndMarket(\n baseDir: string,\n blockId: string,\n strategyName: string\n): Promise<{\n matched: TradeWithMarket[];\n unmatchedCount: number;\n allTrades: Trade[];\n}> {\n const block = await loadBlock(baseDir, blockId);\n let trades = filterByStrategy(block.trades, strategyName);\n\n // Single-strategy backtest blocks may have a different strategy name in the CSV\n // (e.g., blockId fallback \"2_3 dc\" vs profile name \"2/3 DC - v2\").\n // If no trades match by name and the block has only one unique strategy, use all trades.\n if (trades.length === 0 && block.trades.length > 0) {\n const uniqueStrategies = new Set(block.trades.map((t) => t.strategy));\n if (uniqueStrategies.size === 1) {\n trades = block.trades;\n }\n }\n\n if (trades.length === 0) {\n return { matched: [], unmatchedCount: 0, allTrades: [] };\n }\n\n // Collect unique trade keys for market query\n const tradeKeys = uniqueTradeLookupKeys(trades);\n\n // Query market data\n const conn = await getConnection(baseDir);\n const { sql, params } = buildLookaheadFreeQuery(tradeKeys);\n const result = await conn.runAndReadAll(sql, params);\n const marketRecords = resultToRecords(result);\n const marketMap = recordsByTickerDate(marketRecords);\n\n // Match trades to market records\n const matched: TradeWithMarket[] = [];\n let unmatchedCount = 0;\n\n for (const trade of trades) {\n const lookup = getTradeLookupKey(trade);\n const key = marketTickerDateKey(lookup.ticker, lookup.date);\n const market = marketMap.get(key);\n if (market) {\n matched.push({ trade, market });\n } else {\n unmatchedCount++;\n }\n }\n\n return { matched, unmatchedCount, allTrades: trades };\n}\n\n/**\n * Create numeric bucket labels from data values.\n * Divides sorted values into ~4 quartile-based ranges.\n */\nfunction createNumericBuckets(values: number[]): { label: string; min: number; max: number }[] {\n if (values.length === 0) return [];\n const sorted = [...values].sort((a, b) => a - b);\n\n const uniqueValues = [...new Set(sorted)];\n if (uniqueValues.length <= 4) {\n return uniqueValues.map((v) => ({\n label: String(Math.round(v * 100) / 100),\n min: v,\n max: v,\n }));\n }\n\n const buckets: { label: string; min: number; max: number }[] = [];\n const quartileSize = Math.ceil(sorted.length / 4);\n for (let i = 0; i < 4; i++) {\n const start = i * quartileSize;\n const end = Math.min((i + 1) * quartileSize - 1, sorted.length - 1);\n if (start > sorted.length - 1) break;\n const min = sorted[start];\n const max = sorted[end];\n const r = (n: number) => Math.round(n * 100) / 100;\n buckets.push({\n label: min === max ? `${r(min)}` : `${r(min)} to ${r(max)}`,\n min,\n max,\n });\n }\n\n return buckets;\n}\n\n/**\n * Find which bucket a value belongs to.\n */\nfunction findBucket(\n value: number,\n buckets: { label: string; min: number; max: number }[]\n): string | null {\n for (const bucket of buckets) {\n if (value >= bucket.min && value <= bucket.max) return bucket.label;\n }\n return null;\n}\n\n// =============================================================================\n// analyze_structure_fit Schema and Handler\n// =============================================================================\n\nexport const analyzeStructureFitSchema = z.object({\n blockId: z.string().describe(\"Block ID to analyze\"),\n strategyName: z.string().describe(\"Strategy name matching a stored profile\"),\n minTrades: z\n .number()\n .optional()\n .default(10)\n .describe(\"Minimum trades per bucket for reliable stats (thin-data warning threshold)\"),\n});\n\nexport async function handleAnalyzeStructureFit(\n input: z.infer<typeof analyzeStructureFitSchema>,\n baseDir: string\n): Promise<ReturnType<typeof createToolOutput>> {\n const { blockId, strategyName } = input;\n const minTrades = input.minTrades ?? 10;\n\n // Load profile\n const conn = await getConnection(baseDir);\n const profile = await getProfile(conn, blockId, strategyName);\n if (!profile) {\n return createToolOutput(\n `No profile found for strategy '${strategyName}' in block '${blockId}'. Create one with profile_strategy first.`,\n { error: \"profile_not_found\" }\n );\n }\n\n // Load trades + market data\n const { matched, unmatchedCount, allTrades } = await loadTradesAndMarket(\n baseDir,\n blockId,\n strategyName\n );\n\n const warnings: string[] = [];\n\n if (allTrades.length === 0) {\n return createToolOutput(\n `No trades found for strategy '${strategyName}' in block '${blockId}'.`,\n { error: \"no_trades\" }\n );\n }\n\n if (unmatchedCount > 0) {\n warnings.push(\n `${unmatchedCount} of ${allTrades.length} trades had no matching market data and were excluded from market-based analysis.`\n );\n }\n\n if (matched.length === 0) {\n return createToolOutput(\n `No trades could be matched to market data for strategy '${strategyName}'.`,\n { error: \"no_market_match\", warnings }\n );\n }\n\n // Overall stats\n const allPls = matched.map((m) => m.trade.pl);\n const overall = computeSliceStats(allPls);\n\n // Dimension analysis\n const dimensions: Record<string, Record<string, SliceStats>> = {};\n\n // --- Fixed dimension: Vol_Regime ---\n const volRegimeBuckets: Record<string, number[]> = {};\n for (const { trade, market } of matched) {\n const val = getNum(market, \"prev_Vol_Regime\");\n if (isNaN(val)) continue;\n const label = VOL_REGIME_LABELS[val] || `regime_${val}`;\n if (!volRegimeBuckets[label]) volRegimeBuckets[label] = [];\n volRegimeBuckets[label].push(trade.pl);\n }\n const volRegimeStats: Record<string, SliceStats> = {};\n for (const [label, pls] of Object.entries(volRegimeBuckets)) {\n volRegimeStats[label] = computeSliceStats(pls);\n }\n dimensions[\"Vol_Regime\"] = volRegimeStats;\n\n // --- Fixed dimension: day_of_week ---\n const dowBuckets: Record<string, number[]> = {};\n for (const { trade, market } of matched) {\n const val = getNum(market, \"Day_of_Week\");\n if (isNaN(val)) continue;\n const label = DAY_LABELS[val] || `day_${val}`;\n if (!dowBuckets[label]) dowBuckets[label] = [];\n dowBuckets[label].push(trade.pl);\n }\n const dowStats: Record<string, SliceStats> = {};\n for (const [label, pls] of Object.entries(dowBuckets)) {\n dowStats[label] = computeSliceStats(pls);\n }\n dimensions[\"day_of_week\"] = dowStats;\n\n // --- Fixed dimension: time_of_day ---\n const todBuckets: Record<string, number[]> = {};\n for (const { trade } of matched) {\n const bucket = getTimeBucket(trade.timeOpened);\n if (!bucket) continue;\n if (!todBuckets[bucket]) todBuckets[bucket] = [];\n todBuckets[bucket].push(trade.pl);\n }\n const todStats: Record<string, SliceStats> = {};\n for (const [label, pls] of Object.entries(todBuckets)) {\n todStats[label] = computeSliceStats(pls);\n }\n dimensions[\"time_of_day\"] = todStats;\n\n // --- Profile-derived dimensions from entry_filters (market-source only) ---\n for (const filter of profile.entryFilters.filter((f) => f.source !== \"execution\")) {\n const predicate = buildFilterPredicate(filter);\n const fieldKey = predicate.fieldKey;\n\n // Collect numeric values for this field from matched trades\n const fieldValues: { val: number; pl: number }[] = [];\n for (const { trade, market } of matched) {\n const raw = getRaw(market, fieldKey);\n if (raw === null || raw === undefined) continue;\n const num = Number(raw);\n if (isNaN(num)) continue;\n fieldValues.push({ val: num, pl: trade.pl });\n }\n\n if (fieldValues.length === 0) continue;\n\n // Create buckets from the data\n const buckets = createNumericBuckets(fieldValues.map((f) => f.val));\n if (buckets.length === 0) continue;\n\n const filterBuckets: Record<string, number[]> = {};\n for (const { val, pl } of fieldValues) {\n const bucketLabel = findBucket(val, buckets);\n if (!bucketLabel) continue;\n if (!filterBuckets[bucketLabel]) filterBuckets[bucketLabel] = [];\n filterBuckets[bucketLabel].push(pl);\n }\n\n const filterStats: Record<string, SliceStats> = {};\n for (const [label, pls] of Object.entries(filterBuckets)) {\n filterStats[label] = computeSliceStats(pls);\n }\n dimensions[filter.field] = filterStats;\n }\n\n // Thin-data warnings\n for (const [dimName, bucketStats] of Object.entries(dimensions)) {\n for (const [bucketLabel, stats] of Object.entries(bucketStats)) {\n if (stats.tradeCount > 0 && stats.tradeCount < minTrades) {\n warnings.push(\n `${dimName}/${bucketLabel}: only ${stats.tradeCount} trades (< ${minTrades} threshold)`\n );\n }\n }\n }\n\n // Profile update hints\n const profileUpdateHints: { field: string; suggested: string; reason: string }[] = [];\n\n // Check Vol_Regime performance vs overall\n for (const [label, stats] of Object.entries(volRegimeStats)) {\n if (stats.tradeCount >= minTrades) {\n const winRateDiff = stats.winRate - overall.winRate;\n if (winRateDiff >= 20) {\n profileUpdateHints.push({\n field: \"expectedRegimes\",\n suggested: label,\n reason: `Win rate ${stats.winRate.toFixed(1)}% in ${label} is ${winRateDiff.toFixed(1)}pp above overall ${overall.winRate.toFixed(1)}%`,\n });\n }\n if (winRateDiff <= -20) {\n profileUpdateHints.push({\n field: \"expectedRegimes\",\n suggested: `avoid_${label}`,\n reason: `Win rate ${stats.winRate.toFixed(1)}% in ${label} is ${Math.abs(winRateDiff).toFixed(1)}pp below overall ${overall.winRate.toFixed(1)}%`,\n });\n }\n }\n }\n\n // Check day_of_week for stark differences\n for (const [label, stats] of Object.entries(dowStats)) {\n if (stats.tradeCount >= minTrades) {\n const winRateDiff = stats.winRate - overall.winRate;\n if (Math.abs(winRateDiff) >= 20) {\n profileUpdateHints.push({\n field: \"day_of_week\",\n suggested: winRateDiff > 0 ? `favor_${label}` : `avoid_${label}`,\n reason: `Win rate ${stats.winRate.toFixed(1)}% on ${label} vs overall ${overall.winRate.toFixed(1)}%`,\n });\n }\n }\n }\n\n // Check time_of_day for stark differences\n for (const [label, stats] of Object.entries(todStats)) {\n if (stats.tradeCount >= minTrades) {\n const winRateDiff = stats.winRate - overall.winRate;\n if (Math.abs(winRateDiff) >= 20) {\n profileUpdateHints.push({\n field: \"time_of_day\",\n suggested: winRateDiff > 0 ? `favor_${label}` : `avoid_${label}`,\n reason: `Win rate ${stats.winRate.toFixed(1)}% during ${label} vs overall ${overall.winRate.toFixed(1)}%`,\n });\n }\n }\n }\n\n // Summary text\n const dimNames = Object.keys(dimensions).join(\", \");\n const summaryText = `Structure fit analysis for '${strategyName}': ${matched.length} trades analyzed across ${Object.keys(dimensions).length} dimensions (${dimNames}). Overall win rate: ${overall.winRate.toFixed(1)}%, avg P&L: $${overall.avgPl.toFixed(2)}. ${profileUpdateHints.length} update hint(s).`;\n\n return createToolOutput(summaryText, {\n overall,\n dimensions,\n profile_update_hints: profileUpdateHints,\n warnings,\n profile: {\n strategyName: profile.strategyName,\n structureType: profile.structureType,\n greeksBias: profile.greeksBias,\n thesis: profile.thesis,\n expectedRegimes: profile.expectedRegimes,\n },\n });\n}\n\n// =============================================================================\n// validate_entry_filters Schema and Handler\n// =============================================================================\n\nexport const validateEntryFiltersSchema = z.object({\n blockId: z.string().describe(\"Block ID to analyze\"),\n strategyName: z.string().describe(\"Strategy name matching a stored profile\"),\n minTrades: z\n .number()\n .optional()\n .default(10)\n .describe(\"Minimum trades per group for reliable stats\"),\n maxAblationFilters: z\n .number()\n .optional()\n .default(8)\n .describe(\"Maximum number of filters for pairwise ablation (cap for combinatorial explosion)\"),\n});\n\nexport async function handleValidateEntryFilters(\n input: z.infer<typeof validateEntryFiltersSchema>,\n baseDir: string\n): Promise<ReturnType<typeof createToolOutput>> {\n const { blockId, strategyName } = input;\n const minTrades = input.minTrades ?? 10;\n const maxAblationFilters = input.maxAblationFilters ?? 8;\n\n // Load profile\n const conn = await getConnection(baseDir);\n const profile = await getProfile(conn, blockId, strategyName);\n if (!profile) {\n return createToolOutput(\n `No profile found for strategy '${strategyName}' in block '${blockId}'. Create one with profile_strategy first.`,\n { error: \"profile_not_found\" }\n );\n }\n\n // Early return if no entry filters\n if (!profile.entryFilters || profile.entryFilters.length === 0) {\n return createToolOutput(\n `Profile '${strategyName}' has no entry_filters defined. Add filters via profile_strategy to enable validation.`,\n { no_filters: true }\n );\n }\n\n // Separate market-testable filters from execution-only filters\n const allFilters = profile.entryFilters;\n const marketFilters = allFilters.filter((f) => f.source !== \"execution\");\n const executionFilters = allFilters.filter((f) => f.source === \"execution\");\n\n if (marketFilters.length === 0) {\n return createToolOutput(\n `Profile '${strategyName}' has ${allFilters.length} filter(s) but all are tagged source:'execution' (platform-level). No market-data filters to validate.`,\n { no_market_filters: true, execution_filters: executionFilters }\n );\n }\n\n // Load trades + market data\n const { matched, unmatchedCount, allTrades } = await loadTradesAndMarket(\n baseDir,\n blockId,\n strategyName\n );\n\n const warnings: string[] = [];\n\n if (executionFilters.length > 0) {\n warnings.push(\n `${executionFilters.length} execution-level filter(s) skipped (not testable against market data): ${executionFilters.map((f) => f.description || f.field).join(\", \")}`\n );\n }\n\n if (allTrades.length === 0) {\n return createToolOutput(\n `No trades found for strategy '${strategyName}' in block '${blockId}'.`,\n { error: \"no_trades\" }\n );\n }\n\n if (unmatchedCount > 0) {\n warnings.push(\n `${unmatchedCount} of ${allTrades.length} trades had no matching market data and were excluded.`\n );\n }\n\n if (matched.length === 0) {\n return createToolOutput(\n `No trades could be matched to market data for strategy '${strategyName}'.`,\n { error: \"no_market_match\", warnings }\n );\n }\n\n // Build predicates for market-testable filters only\n const filters = marketFilters;\n const predicates: FilterPredicate[] = filters.map((f) => buildFilterPredicate(f));\n\n // No-filters baseline: all matched trades\n const noFiltersPls = matched.map((m) => m.trade.pl);\n const noFiltersStats = computeSliceStats(noFiltersPls);\n\n // Per-filter comparison\n const perFilter: Record<\n string,\n { entered: SliceStats; filtered_out: SliceStats; no_data_count: number }\n > = {};\n\n for (let i = 0; i < filters.length; i++) {\n const filter = filters[i];\n const predicate = predicates[i];\n const filterDesc =\n filter.description || `${filter.field} ${filter.operator} ${JSON.stringify(filter.value)}`;\n\n const enteredPls: number[] = [];\n const filteredOutPls: number[] = [];\n let noDataCount = 0;\n\n for (const { trade, market } of matched) {\n const raw = getRaw(market, predicate.fieldKey);\n if (raw === null || raw === undefined) {\n noDataCount++;\n continue;\n }\n if (predicate.test(market)) {\n enteredPls.push(trade.pl);\n } else {\n filteredOutPls.push(trade.pl);\n }\n }\n\n perFilter[filterDesc] = {\n entered: computeSliceStats(enteredPls),\n filtered_out: computeSliceStats(filteredOutPls),\n no_data_count: noDataCount,\n };\n }\n\n // Ablation study\n // Baseline: all filters applied\n const baselinePls: number[] = [];\n for (const { trade, market } of matched) {\n let passesAll = true;\n let hasData = true;\n for (const predicate of predicates) {\n const raw = getRaw(market, predicate.fieldKey);\n if (raw === null || raw === undefined) {\n hasData = false;\n break;\n }\n if (!predicate.test(market)) {\n passesAll = false;\n break;\n }\n }\n if (hasData && passesAll) {\n baselinePls.push(trade.pl);\n }\n }\n const baseline = computeSliceStats(baselinePls);\n\n // Single removal ablation\n const ablationSingle: Record<string, SliceStats> = {};\n for (let skip = 0; skip < filters.length; skip++) {\n const filterDesc =\n filters[skip].description ||\n `${filters[skip].field} ${filters[skip].operator} ${JSON.stringify(filters[skip].value)}`;\n\n const pls: number[] = [];\n for (const { trade, market } of matched) {\n let passesRemaining = true;\n let hasData = true;\n for (let j = 0; j < predicates.length; j++) {\n if (j === skip) continue;\n const raw = getRaw(market, predicates[j].fieldKey);\n if (raw === null || raw === undefined) {\n hasData = false;\n break;\n }\n if (!predicates[j].test(market)) {\n passesRemaining = false;\n break;\n }\n }\n if (hasData && passesRemaining) {\n pls.push(trade.pl);\n }\n }\n ablationSingle[filterDesc] = computeSliceStats(pls);\n }\n\n // Pairwise removal ablation (only if filter count <= maxAblationFilters)\n const ablationPairs: Record<string, SliceStats> = {};\n if (filters.length <= maxAblationFilters) {\n for (let i = 0; i < filters.length; i++) {\n for (let j = i + 1; j < filters.length; j++) {\n const descI =\n filters[i].description ||\n `${filters[i].field} ${filters[i].operator} ${JSON.stringify(filters[i].value)}`;\n const descJ =\n filters[j].description ||\n `${filters[j].field} ${filters[j].operator} ${JSON.stringify(filters[j].value)}`;\n const pairKey = `${descI} + ${descJ}`;\n\n const pls: number[] = [];\n for (const { trade, market } of matched) {\n let passesRemaining = true;\n let hasData = true;\n for (let k = 0; k < predicates.length; k++) {\n if (k === i || k === j) continue;\n const raw = getRaw(market, predicates[k].fieldKey);\n if (raw === null || raw === undefined) {\n hasData = false;\n break;\n }\n if (!predicates[k].test(market)) {\n passesRemaining = false;\n break;\n }\n }\n if (hasData && passesRemaining) {\n pls.push(trade.pl);\n }\n }\n ablationPairs[pairKey] = computeSliceStats(pls);\n }\n }\n }\n\n // Profile update hints\n const profileUpdateHints: {\n field: string;\n action: \"remove\" | \"adjust\";\n reason: string;\n }[] = [];\n\n // Check per-filter: if entered performs worse than filtered_out, suggest removal\n for (const [filterDesc, { entered, filtered_out }] of Object.entries(perFilter)) {\n if (\n entered.tradeCount >= minTrades &&\n filtered_out.tradeCount >= minTrades\n ) {\n if (entered.avgPl < filtered_out.avgPl && filtered_out.avgPl > 0) {\n profileUpdateHints.push({\n field: filterDesc,\n action: \"remove\",\n reason: `Entered avg P&L ($${entered.avgPl.toFixed(2)}) worse than filtered-out ($${filtered_out.avgPl.toFixed(2)}) — filter may be counterproductive`,\n });\n }\n }\n }\n\n // Check ablation: if removing a filter improves over baseline\n for (const [filterDesc, stats] of Object.entries(ablationSingle)) {\n if (stats.tradeCount >= minTrades && baseline.tradeCount >= minTrades) {\n if (stats.avgPl > baseline.avgPl && stats.winRate > baseline.winRate) {\n profileUpdateHints.push({\n field: filterDesc,\n action: \"remove\",\n reason: `Removing this filter improves avg P&L ($${stats.avgPl.toFixed(2)} vs $${baseline.avgPl.toFixed(2)}) and win rate (${stats.winRate.toFixed(1)}% vs ${baseline.winRate.toFixed(1)}%)`,\n });\n }\n }\n }\n\n // Thin-data warnings\n if (baseline.tradeCount > 0 && baseline.tradeCount < minTrades) {\n warnings.push(\n `Baseline (all filters): only ${baseline.tradeCount} trades (< ${minTrades} threshold)`\n );\n }\n for (const [filterDesc, { entered, filtered_out }] of Object.entries(perFilter)) {\n if (entered.tradeCount > 0 && entered.tradeCount < minTrades) {\n warnings.push(\n `${filterDesc} entered: only ${entered.tradeCount} trades (< ${minTrades} threshold)`\n );\n }\n if (filtered_out.tradeCount > 0 && filtered_out.tradeCount < minTrades) {\n warnings.push(\n `${filterDesc} filtered_out: only ${filtered_out.tradeCount} trades (< ${minTrades} threshold)`\n );\n }\n }\n\n // Summary text\n const execNote = executionFilters.length > 0 ? ` (${executionFilters.length} execution filter(s) skipped)` : \"\";\n const summaryText = `Filter validation for '${strategyName}': ${filters.length} market filter(s) analyzed across ${matched.length} trades${execNote}. Baseline (all market filters): ${baseline.tradeCount} trades, win rate ${baseline.winRate.toFixed(1)}%, avg P&L $${baseline.avgPl.toFixed(2)}. ${profileUpdateHints.length} update hint(s).`;\n\n return createToolOutput(summaryText, {\n baseline,\n no_filters: noFiltersStats,\n per_filter: perFilter,\n ablation: {\n single: ablationSingle,\n pairs: ablationPairs,\n },\n execution_filters_skipped: executionFilters.map((f) => f.description || `${f.field} ${f.operator} ${f.value}`),\n profile_update_hints: profileUpdateHints,\n warnings,\n });\n}\n\n// =============================================================================\n// portfolio_structure_map Schema and Handler\n// =============================================================================\n\nexport const portfolioStructureMapSchema = z.object({\n blockId: z\n .string()\n .optional()\n .describe(\"Block ID to analyze. When omitted, aggregate across all blocks.\"),\n minTrades: z\n .number()\n .optional()\n .default(10)\n .describe(\"Thin-data warning threshold (default: 10)\"),\n});\n\nexport async function handlePortfolioStructureMap(\n input: z.infer<typeof portfolioStructureMapSchema>,\n baseDir: string\n): Promise<ReturnType<typeof createToolOutput> | { content: Array<{ type: \"text\"; text: string }>; isError?: boolean }> {\n try {\n const { blockId, minTrades } = portfolioStructureMapSchema.parse(input);\n const conn = await getConnection(baseDir);\n\n // Load profiles\n const profiles = await listProfiles(conn, blockId);\n if (profiles.length === 0) {\n return {\n content: [\n {\n type: \"text\",\n text: blockId\n ? `No strategy profiles found for block '${blockId}'. Use profile_strategy to create profiles first.`\n : \"No strategy profiles found. Use profile_strategy to create profiles first.\",\n },\n ],\n };\n }\n\n // Collect all trades per strategy, matched to market data\n interface StrategyTradeMarket {\n strategyName: string;\n trade: Trade;\n market: Record<string, unknown>;\n }\n\n const allTradeMarkets: StrategyTradeMarket[] = [];\n const warnings: string[] = [];\n\n for (const profile of profiles) {\n let block;\n try {\n block = await loadBlock(baseDir, profile.blockId);\n } catch {\n warnings.push(`Could not load block '${profile.blockId}' for strategy '${profile.strategyName}'`);\n continue;\n }\n\n let trades = filterByStrategy(block.trades, profile.strategyName);\n // Single-strategy block fallback (see loadTradesAndMarket)\n if (trades.length === 0 && block.trades.length > 0) {\n const uniqueStrategies = new Set(block.trades.map((t) => t.strategy));\n if (uniqueStrategies.size === 1) {\n trades = block.trades;\n }\n }\n if (trades.length === 0) {\n warnings.push(`No trades found for strategy '${profile.strategyName}' in block '${profile.blockId}'`);\n continue;\n }\n\n // Query market data for trade dates\n const tradeKeys = uniqueTradeLookupKeys(trades);\n const { sql, params } = buildLookaheadFreeQuery(tradeKeys);\n const dailyResult = await conn.runAndReadAll(sql, params);\n const dailyRecords = resultToRecords(dailyResult);\n const daily = recordsByTickerDate(dailyRecords);\n\n for (const trade of trades) {\n const lookup = getTradeLookupKey(trade);\n const marketKey = marketTickerDateKey(lookup.ticker, lookup.date);\n const market = daily.get(marketKey);\n if (market) {\n allTradeMarkets.push({\n strategyName: profile.strategyName,\n trade,\n market,\n });\n }\n }\n }\n\n if (allTradeMarkets.length === 0) {\n return {\n content: [\n {\n type: \"text\",\n text: \"No trades could be matched to market data. Ensure market data is imported and enriched.\",\n },\n ],\n };\n }\n\n // Build the 18-cell matrix: Vol_Regime (6) x Trend_Direction (3)\n // Use prev_ prefix for both fields (both are close-derived, need LAG)\n const strategyNames = [...new Set(allTradeMarkets.map((t) => t.strategyName))];\n\n // Collect PLs per cell per strategy\n type CellKey = string; // \"regime:trend\"\n const cellPls = new Map<CellKey, Map<string, number[]>>();\n\n let unknownTrendCount = 0;\n const unknownTrendPls = new Map<string, number[]>(); // strategy -> pls for unknown trend\n\n for (const { strategyName, trade, market } of allTradeMarkets) {\n const volRegime = getNum(market, \"prev_Vol_Regime\");\n const trendRaw = market[\"prev_Trend_Direction\"];\n\n // Handle missing Vol_Regime\n if (isNaN(volRegime) || volRegime < 1 || volRegime > 6) continue;\n\n // Handle missing Trend_Direction\n let trend: TrendLabel | null = null;\n if (\n trendRaw === null ||\n trendRaw === undefined ||\n trendRaw === \"\"\n ) {\n unknownTrendCount++;\n if (!unknownTrendPls.has(strategyName)) {\n unknownTrendPls.set(strategyName, []);\n }\n unknownTrendPls.get(strategyName)!.push(trade.pl);\n continue;\n }\n const trendStr = String(trendRaw).toLowerCase();\n if (trendStr === \"up\" || trendStr === \"down\" || trendStr === \"flat\") {\n trend = trendStr as TrendLabel;\n } else {\n unknownTrendCount++;\n if (!unknownTrendPls.has(strategyName)) {\n unknownTrendPls.set(strategyName, []);\n }\n unknownTrendPls.get(strategyName)!.push(trade.pl);\n continue;\n }\n\n const regimeLabel = VOL_REGIME_LABELS[volRegime] || `regime_${volRegime}`;\n const cellKey = `${regimeLabel}:${trend}`;\n\n if (!cellPls.has(cellKey)) {\n cellPls.set(cellKey, new Map());\n }\n const cellMap = cellPls.get(cellKey)!;\n if (!cellMap.has(strategyName)) {\n cellMap.set(strategyName, []);\n }\n cellMap.get(strategyName)!.push(trade.pl);\n }\n\n // Build matrix output\n const matrix: Record<string, Record<string, Record<string, SliceStats>>> = {};\n const overlaps: Array<{\n regime: string;\n trend: string;\n strategies: string[];\n totalTrades: number;\n }> = [];\n const blindSpots: Array<{ regime: string; trend: string }> = [];\n let coveredCells = 0;\n let overlapCells = 0;\n\n for (const [, regimeLabel] of Object.entries(VOL_REGIME_LABELS)) {\n matrix[regimeLabel] = {};\n for (const trend of TREND_LABELS) {\n const cellKey = `${regimeLabel}:${trend}`;\n const cellMap = cellPls.get(cellKey);\n\n if (!cellMap || cellMap.size === 0) {\n blindSpots.push({ regime: regimeLabel, trend });\n matrix[regimeLabel][trend] = {};\n continue;\n }\n\n coveredCells++;\n const cellStats: Record<string, SliceStats> = {};\n const strategiesInCell: string[] = [];\n let totalTradesInCell = 0;\n\n for (const [stratName, pls] of cellMap) {\n cellStats[stratName] = computeSliceStats(pls);\n strategiesInCell.push(stratName);\n totalTradesInCell += pls.length;\n\n // Thin-data warning\n if (pls.length > 0 && pls.length < minTrades) {\n warnings.push(\n `Thin data: '${stratName}' has only ${pls.length} trades in ${regimeLabel}/${trend} (threshold: ${minTrades})`\n );\n }\n }\n\n matrix[regimeLabel][trend] = cellStats;\n\n // Overlap detection: 2+ strategies in same cell\n if (strategiesInCell.length >= 2) {\n overlapCells++;\n overlaps.push({\n regime: regimeLabel,\n trend,\n strategies: strategiesInCell,\n totalTrades: totalTradesInCell,\n });\n }\n }\n }\n\n const blindSpotCells = blindSpots.length;\n\n // Handle unknown trend trades\n if (unknownTrendCount > 0) {\n warnings.push(\n `${unknownTrendCount} trades had missing or unknown Trend_Direction. Consider running enrich_market_data to populate Trend_Direction.`\n );\n }\n\n // Build unknown trend stats if any\n const unknownTrendStats: Record<string, SliceStats> | undefined =\n unknownTrendPls.size > 0\n ? Object.fromEntries(\n [...unknownTrendPls.entries()].map(([name, pls]) => [\n name,\n computeSliceStats(pls),\n ])\n )\n : undefined;\n\n const coverageSummary = {\n totalCells: 18,\n coveredCells,\n blindSpotCells,\n overlapCells,\n };\n\n const summary = `Portfolio structure map: ${strategyNames.length} strategies | ${coveredCells}/18 cells covered | ${overlapCells} overlaps | ${blindSpotCells} blind spots`;\n\n const structuredData: Record<string, unknown> = {\n strategies: strategyNames,\n matrix,\n overlaps,\n blind_spots: blindSpots,\n coverage_summary: coverageSummary,\n warnings,\n };\n\n if (unknownTrendStats) {\n structuredData.unknown_trend = unknownTrendStats;\n }\n\n return createToolOutput(summary, structuredData);\n } catch (error) {\n return {\n content: [\n {\n type: \"text\",\n text: `Error building portfolio structure map: ${(error as Error).message}`,\n },\n ],\n isError: true,\n };\n }\n}\n\n// =============================================================================\n// Registration\n// =============================================================================\n\n/**\n * Register all profile analysis tools.\n * This includes portfolio_structure_map (from Plan 03) and\n * analyze_structure_fit + validate_entry_filters (from Plan 02, if present).\n */\nexport function registerProfileAnalysisTools(\n server: McpServer,\n baseDir: string\n): void {\n // portfolio_structure_map: optional blockId means we can't always use withSyncedBlock.\n // When blockId is provided, sync that block. When omitted, sync all blocks.\n server.registerTool(\n \"portfolio_structure_map\",\n {\n description:\n \"Build a Vol_Regime x Trend_Direction matrix (18 cells) across all profiled strategies. \" +\n \"Shows per-strategy stats in each cell, detects overlap (2+ strategies in same cell), \" +\n \"blind spots (cells with zero trades), and thin-data warnings. \" +\n \"Optionally filter to a single block or aggregate across all blocks.\",\n inputSchema: portfolioStructureMapSchema,\n },\n async (input) => {\n // Manual sync: if blockId provided, sync just that block; otherwise sync all\n await upgradeToReadWrite(baseDir, { fallbackToReadOnly: true });\n if (getConnectionMode() === \"read_write\") {\n try {\n if (input.blockId) {\n const { syncBlock } = await import(\"../sync/index.js\");\n await syncBlock(input.blockId, baseDir);\n } else {\n await syncAllBlocks(baseDir);\n }\n } finally {\n await downgradeToReadOnly(baseDir);\n }\n }\n\n return handlePortfolioStructureMap(input, baseDir);\n }\n );\n\n // -------------------------------------------------------------------------\n // Tool: analyze_structure_fit\n // -------------------------------------------------------------------------\n server.registerTool(\n \"analyze_structure_fit\",\n {\n description:\n \"Analyze how well a strategy fits various market dimensions using its stored profile. \" +\n \"Returns performance breakdown by Vol_Regime, day-of-week, time-of-day, and profile-derived \" +\n \"dimensions from entry_filters. Includes profile_update_hints when data shows clear patterns \" +\n \"diverging from profile, and thin-data warnings for small buckets.\",\n inputSchema: analyzeStructureFitSchema,\n },\n withSyncedBlock(baseDir, async (input, ctx) => {\n return handleAnalyzeStructureFit(input, ctx.baseDir);\n })\n );\n\n // -------------------------------------------------------------------------\n // Tool: validate_entry_filters\n // -------------------------------------------------------------------------\n server.registerTool(\n \"validate_entry_filters\",\n {\n description:\n \"Validate effectiveness of a strategy's entry filters. Splits trades into entered vs \" +\n \"filtered-out groups per filter and shows full stat suite for both. Runs ablation study \" +\n \"removing one filter at a time and testing all pairs. Returns profile_update_hints when \" +\n \"filters appear counterproductive.\",\n inputSchema: validateEntryFiltersSchema,\n },\n withSyncedBlock(baseDir, async (input, ctx) => {\n return handleValidateEntryFilters(input, ctx.baseDir);\n })\n );\n}\n","/**\n * Regime Allocation Advisor Tool\n *\n * Cross-references strategy profiles' expected regimes with actual trading\n * performance per regime. Surfaces thesis violations and hidden edges as\n * structured data without prescriptive recommendations.\n */\n\nimport { z } from \"zod\";\nimport type { McpServer } from \"@modelcontextprotocol/sdk/server/mcp.js\";\nimport { loadBlock } from \"../utils/block-loader.js\";\nimport { createToolOutput } from \"../utils/output-formatter.js\";\nimport type { Trade } from \"@tradeblocks/lib\";\nimport { getConnection } from \"../db/connection.js\";\nimport { listProfiles } from \"../db/profile-schemas.js\";\nimport { filterByStrategy } from \"./shared/filters.js\";\nimport {\n buildLookaheadFreeQuery,\n type MarketLookupKey,\n} from \"../utils/field-timing.js\";\nimport {\n DEFAULT_MARKET_TICKER,\n marketTickerDateKey,\n resolveTradeTicker,\n} from \"../utils/ticker.js\";\nimport { computeSliceStats, type SliceStats } from \"../utils/analysis-stats.js\";\nimport {\n upgradeToReadWrite,\n downgradeToReadOnly,\n getConnectionMode,\n} from \"../db/connection.js\";\nimport { syncAllBlocks } from \"../sync/index.js\";\n\n// =============================================================================\n// Utility Functions (local to this module, copied from profile-analysis.ts)\n// =============================================================================\n\nfunction formatTradeDate(date: Date | string): string {\n if (typeof date === \"string\") {\n const match = date.match(/^(\\d{4})-(\\d{2})-(\\d{2})/);\n if (match) return `${match[1]}-${match[2]}-${match[3]}`;\n }\n const d = typeof date === \"string\" ? new Date(date) : date;\n const year = d.getFullYear();\n const month = String(d.getMonth() + 1).padStart(2, \"0\");\n const day = String(d.getDate()).padStart(2, \"0\");\n return `${year}-${month}-${day}`;\n}\n\nfunction getTradeLookupKey(trade: Trade): MarketLookupKey {\n return {\n date: formatTradeDate(trade.dateOpened),\n ticker: resolveTradeTicker(trade, DEFAULT_MARKET_TICKER),\n };\n}\n\nfunction uniqueTradeLookupKeys(trades: Trade[]): MarketLookupKey[] {\n const byKey = new Map<string, MarketLookupKey>();\n for (const trade of trades) {\n const lookup = getTradeLookupKey(trade);\n byKey.set(marketTickerDateKey(lookup.ticker, lookup.date), lookup);\n }\n return Array.from(byKey.values());\n}\n\nfunction resultToRecords(result: {\n columnCount: number;\n columnName(i: number): string;\n getRows(): Iterable<unknown[]>;\n}): Record<string, unknown>[] {\n const columnCount = result.columnCount;\n const colNames: string[] = [];\n for (let i = 0; i < columnCount; i++) {\n colNames.push(result.columnName(i));\n }\n const records: Record<string, unknown>[] = [];\n for (const row of result.getRows()) {\n const record: Record<string, unknown> = {};\n for (let i = 0; i < columnCount; i++) {\n const val = row[i];\n record[colNames[i]] = typeof val === \"bigint\" ? Number(val) : val;\n }\n records.push(record);\n }\n return records;\n}\n\nfunction recordsByTickerDate(\n records: Record<string, unknown>[]\n): Map<string, Record<string, unknown>> {\n const mapped = new Map<string, Record<string, unknown>>();\n for (const record of records) {\n const date = String(record[\"date\"] || \"\");\n const ticker = String(record[\"ticker\"] || DEFAULT_MARKET_TICKER);\n mapped.set(marketTickerDateKey(ticker, date), record);\n }\n return mapped;\n}\n\nfunction getNum(record: Record<string, unknown>, field: string): number {\n const val = record[field];\n if (val === null || val === undefined) return NaN;\n if (typeof val === \"bigint\") return Number(val);\n return val as number;\n}\n\nconst VOL_REGIME_LABELS: Record<number, string> = {\n 1: \"very_low\",\n 2: \"low\",\n 3: \"below_avg\",\n 4: \"above_avg\",\n 5: \"high\",\n 6: \"extreme\",\n};\n\n// =============================================================================\n// Types\n// =============================================================================\n\ninterface RegimeCell {\n stats: SliceStats;\n isExpected: boolean;\n classification: \"thesis_aligned\" | \"thesis_violation\" | \"hidden_edge\" | \"neutral\";\n}\n\ninterface StrategyRegimeComparison {\n strategyName: string;\n blockId: string;\n structureType: string;\n underlying?: string;\n allocationPct?: number;\n expectedRegimes: string[];\n regimePerformance: Record<string, RegimeCell>;\n tradeCount: number;\n matchedToMarket: number;\n unmatchedCount: number;\n}\n\n// =============================================================================\n// Schema\n// =============================================================================\n\nexport const regimeAllocationAdvisorSchema = z.object({\n blockId: z\n .string()\n .optional()\n .describe(\n \"Block ID to analyze. When omitted, aggregate across all profiled strategies.\"\n ),\n minTrades: z\n .number()\n .optional()\n .default(5)\n .describe(\n \"Minimum trades per regime cell for reliable stats (default: 5)\"\n ),\n});\n\n// =============================================================================\n// Handler\n// =============================================================================\n\nexport async function handleRegimeAllocationAdvisor(\n input: z.infer<typeof regimeAllocationAdvisorSchema>,\n baseDir: string\n): Promise<ReturnType<typeof createToolOutput>> {\n const minTrades = input.minTrades ?? 5;\n const warnings: string[] = [];\n const profileUpgradeHints: string[] = [];\n\n // Load all profiles, optionally filtered by blockId\n const conn = await getConnection(baseDir);\n const profiles = await listProfiles(conn, input.blockId);\n\n if (profiles.length === 0) {\n return createToolOutput(\n input.blockId\n ? `No strategy profiles found for block '${input.blockId}'. Use profile_strategy to create profiles first.`\n : \"No strategy profiles found. Use profile_strategy to create profiles first.\",\n { error: \"no_profiles\" }\n );\n }\n\n const strategies: StrategyRegimeComparison[] = [];\n let skippedNoRegimes = 0;\n let skippedNoMarket = 0;\n const allThesisViolations: {\n strategyName: string;\n regime: string;\n winRate: number;\n expectedWinRate: number;\n }[] = [];\n const allHiddenEdges: {\n strategyName: string;\n regime: string;\n winRate: number;\n overallWinRate: number;\n }[] = [];\n\n // Per-regime aggregation across all strategies\n const regimeAggPls: Record<string, number[]> = {};\n\n for (const profile of profiles) {\n try {\n // Skip profiles without expectedRegimes\n if (!profile.expectedRegimes || profile.expectedRegimes.length === 0) {\n skippedNoRegimes++;\n profileUpgradeHints.push(\n `Strategy '${profile.strategyName}' (block: ${profile.blockId}) has no expectedRegimes. Add via profile_strategy.`\n );\n continue;\n }\n\n // Load trades\n let block;\n try {\n block = await loadBlock(baseDir, profile.blockId);\n } catch {\n warnings.push(\n `Could not load block '${profile.blockId}' for strategy '${profile.strategyName}'. Skipped.`\n );\n continue;\n }\n\n let trades = filterByStrategy(block.trades, profile.strategyName);\n // Single-strategy block fallback\n if (trades.length === 0 && block.trades.length > 0) {\n const uniqueStrategies = new Set(block.trades.map((t) => t.strategy));\n if (uniqueStrategies.size === 1) {\n trades = block.trades;\n }\n }\n\n if (trades.length === 0) {\n warnings.push(\n `No trades found for strategy '${profile.strategyName}' in block '${profile.blockId}'. Skipped.`\n );\n continue;\n }\n\n // Query market data\n const tradeKeys = uniqueTradeLookupKeys(trades);\n const { sql, params } = buildLookaheadFreeQuery(tradeKeys);\n const result = await conn.runAndReadAll(sql, params);\n const marketRecords = resultToRecords(result);\n const marketMap = recordsByTickerDate(marketRecords);\n\n // Match trades to market records\n interface TradeWithMarket {\n trade: Trade;\n market: Record<string, unknown>;\n }\n const matched: TradeWithMarket[] = [];\n let unmatchedCount = 0;\n\n for (const trade of trades) {\n const lookup = getTradeLookupKey(trade);\n const key = marketTickerDateKey(lookup.ticker, lookup.date);\n const market = marketMap.get(key);\n if (market) {\n matched.push({ trade, market });\n } else {\n unmatchedCount++;\n }\n }\n\n if (matched.length === 0) {\n skippedNoMarket++;\n warnings.push(\n `No market data matched for strategy '${profile.strategyName}' (${trades.length} trades). Import and enrich market data first.`\n );\n continue;\n }\n\n if (unmatchedCount > 0) {\n warnings.push(\n `Strategy '${profile.strategyName}': ${unmatchedCount} of ${trades.length} trades had no market data match.`\n );\n }\n\n // Compute overall stats for this strategy\n const allPls = matched.map((m) => m.trade.pl);\n const overallStats = computeSliceStats(allPls);\n\n // Group trades by Vol_Regime\n const regimePls: Record<string, number[]> = {};\n for (const { trade, market } of matched) {\n const val = getNum(market, \"prev_Vol_Regime\");\n if (isNaN(val) || val < 1 || val > 6) continue;\n const label = VOL_REGIME_LABELS[val] || `regime_${val}`;\n if (!regimePls[label]) regimePls[label] = [];\n regimePls[label].push(trade.pl);\n\n // Aggregate across strategies\n if (!regimeAggPls[label]) regimeAggPls[label] = [];\n regimeAggPls[label].push(trade.pl);\n }\n\n // Build per-regime comparison\n const expectedSet = new Set(\n profile.expectedRegimes.map((r) => r.toLowerCase())\n );\n const regimePerformance: Record<string, RegimeCell> = {};\n\n for (const [label, pls] of Object.entries(regimePls)) {\n const stats = computeSliceStats(pls);\n const isExpected = expectedSet.has(label.toLowerCase());\n\n // Classification logic:\n // thesis_aligned: isExpected AND performing reasonably (WR > 50% or > overall WR)\n // thesis_violation: isExpected AND WR significantly below overall (>10pp)\n // hidden_edge: NOT isExpected AND WR significantly above overall (>10pp) AND enough trades\n // neutral: everything else\n let classification: RegimeCell[\"classification\"];\n const wrDelta = stats.winRate - overallStats.winRate;\n\n if (isExpected) {\n if (wrDelta < -10) {\n classification = \"thesis_violation\";\n allThesisViolations.push({\n strategyName: profile.strategyName,\n regime: label,\n winRate: stats.winRate,\n expectedWinRate: overallStats.winRate,\n });\n } else {\n classification = \"thesis_aligned\";\n }\n } else {\n if (wrDelta > 10 && stats.tradeCount >= minTrades) {\n classification = \"hidden_edge\";\n allHiddenEdges.push({\n strategyName: profile.strategyName,\n regime: label,\n winRate: stats.winRate,\n overallWinRate: overallStats.winRate,\n });\n } else {\n classification = \"neutral\";\n }\n }\n\n regimePerformance[label] = { stats, isExpected, classification };\n }\n\n // Allocation from position sizing\n const allocationPct =\n profile.positionSizing?.liveAllocationPct ??\n profile.positionSizing?.allocationPct;\n\n strategies.push({\n strategyName: profile.strategyName,\n blockId: profile.blockId,\n structureType: profile.structureType,\n underlying: profile.underlying ?? undefined,\n allocationPct,\n expectedRegimes: profile.expectedRegimes,\n regimePerformance,\n tradeCount: trades.length,\n matchedToMarket: matched.length,\n unmatchedCount,\n });\n } catch (err) {\n warnings.push(\n `Error processing strategy '${profile.strategyName}' (block: ${profile.blockId}): ${(err as Error).message}`\n );\n }\n }\n\n // Build regime overview (aggregate stats per regime)\n const regimeOverview: Record<\n string,\n { strategiesActive: number; totalTrades: number; combinedStats: SliceStats }\n > = {};\n\n for (const [label, pls] of Object.entries(regimeAggPls)) {\n // Count how many strategies had trades in this regime\n let strategiesActive = 0;\n for (const strategy of strategies) {\n if (strategy.regimePerformance[label]) {\n strategiesActive++;\n }\n }\n regimeOverview[label] = {\n strategiesActive,\n totalTrades: pls.length,\n combinedStats: computeSliceStats(pls),\n };\n }\n\n const summary = {\n totalStrategies: profiles.length,\n profiled: strategies.length,\n skippedNoRegimes,\n skippedNoMarket,\n thesisViolations: allThesisViolations,\n hiddenEdges: allHiddenEdges,\n };\n\n const summaryText =\n `Regime allocation advisor: ${strategies.length}/${profiles.length} strategies analyzed. ` +\n `${allThesisViolations.length} thesis violation(s), ${allHiddenEdges.length} hidden edge(s). ` +\n (skippedNoRegimes > 0\n ? `${skippedNoRegimes} skipped (no expectedRegimes). `\n : \"\") +\n (skippedNoMarket > 0\n ? `${skippedNoMarket} skipped (no market data). `\n : \"\");\n\n return createToolOutput(summaryText, {\n strategies,\n summary,\n regimeOverview,\n warnings,\n profileUpgradeHints,\n });\n}\n\n// =============================================================================\n// Registration\n// =============================================================================\n\nexport function registerRegimeAdvisorTools(\n server: McpServer,\n baseDir: string\n): void {\n server.registerTool(\n \"regime_allocation_advisor\",\n {\n description:\n \"Cross-reference strategy profiles' expected regimes with actual trading performance. \" +\n \"Shows per-strategy, per-regime comparison with win rate, P&L, and trade count. \" +\n \"Classifications (thesis_aligned, thesis_violation, hidden_edge) emerge from data delta. \" +\n \"Optionally filter to a single block or aggregate across all profiled strategies.\",\n inputSchema: regimeAllocationAdvisorSchema,\n },\n async (input) => {\n // Manual sync pattern (same as portfolio_structure_map)\n await upgradeToReadWrite(baseDir, { fallbackToReadOnly: true });\n if (getConnectionMode() === \"read_write\") {\n try {\n if (input.blockId) {\n const { syncBlock } = await import(\"../sync/index.js\");\n await syncBlock(input.blockId, baseDir);\n } else {\n await syncAllBlocks(baseDir);\n }\n } finally {\n await downgradeToReadOnly(baseDir);\n }\n }\n return handleRegimeAllocationAdvisor(input, baseDir);\n }\n );\n}\n","/**\n * Trade Replay Pure Logic Module\n *\n * OCC ticker construction, tradelog legs string parsing, multi-leg P&L path\n * computation with HL2 mark pricing, and MFE/MAE calculation.\n *\n * All functions are pure — no fetch, no DuckDB.\n */\n\nimport type { BarRow } from './market-provider.js';\nimport { computeLegGreeks, type GreeksResult } from './black-scholes.js';\n\n// ---------------------------------------------------------------------------\n// Types\n// ---------------------------------------------------------------------------\n\n/** A parsed leg from a tradelog \"legs\" string (before OCC ticker resolution). */\nexport interface ParsedLeg {\n root: string; // \"SPY\", \"SPX\", \"SPXW\"\n strike: number; // Numeric strike price\n type: 'C' | 'P'; // Call or Put\n quantity: number; // +1 or -1 (direction derived from position in spread)\n}\n\n/** A fully resolved leg ready for replay (after OCC ticker construction). */\nexport interface ReplayLeg {\n occTicker: string; // Full OCC ticker for Massive API fetch\n quantity: number; // Positive = long, negative = short\n entryPrice: number; // Per-contract entry price\n multiplier: number; // 100 for standard equity/index options\n}\n\n/** A single point on the strategy P&L path. */\nexport interface PnlPoint {\n timestamp: string; // \"YYYY-MM-DD HH:MM\" ET\n strategyPnl: number; // Combined P&L across all legs at this minute\n legPrices: number[]; // Mark price for each leg at this minute (bid/ask mid or HL2 fallback)\n // Per-leg greeks (Phase 69) — array parallel to legPrices\n legGreeks?: GreeksResult[];\n // Net position greeks — quantity-weighted aggregation across legs\n netDelta?: number | null;\n netGamma?: number | null;\n netTheta?: number | null;\n netVega?: number | null;\n // IVP from market.context\n ivp?: number | null;\n}\n\n/** Configuration for greeks computation in P&L path. */\nexport interface GreeksConfig {\n underlyingPrices: Map<string, number>; // timestamp -> underlying price\n legs: Array<{ strike: number; type: 'C' | 'P'; expiryDate: string }>; // per-leg BS inputs\n riskFreeRate: number; // e.g. 0.045\n dividendYield: number; // e.g. 0.015 for SPX, 0 otherwise\n ivpByDate?: Map<string, number>; // date -> IVP value\n /** Sorted intraday timestamps from underlyingPrices for nearest-timestamp binary search. */\n sortedTimestamps?: string[];\n}\n\n/** Complete replay result with P&L path, MFE/MAE, and metadata. */\nexport interface ReplayResult {\n pnlPath: PnlPoint[];\n mfe: number; // Max of strategyPnl series\n mae: number; // Min of strategyPnl series\n mfeTimestamp: string; // When MFE occurred\n maeTimestamp: string; // When MAE occurred\n totalPnl: number; // Final P&L at last bar\n totalBars?: number; // Total minute bars before format filtering\n legs: ReplayLeg[]; // The legs that were replayed\n greeksWarning?: string | null; // D-12: warning when >50% of leg-timestamps have null greeks\n}\n\n// ---------------------------------------------------------------------------\n// markPrice\n// ---------------------------------------------------------------------------\n\n/**\n * Prefer (bid+ask)/2 when both are present and non-zero; fall back to HL2.\n *\n * When providers supply bid/ask data (e.g., option chains), the midpoint is a\n * more accurate mark price than HL2. This is opt-in — existing data without\n * bid/ask continues to use HL2 identically.\n */\nexport function markPrice(bar: Pick<BarRow, 'high' | 'low' | 'bid' | 'ask'>): number {\n if (bar.bid != null && bar.ask != null && (bar.bid > 0 || bar.ask > 0)) {\n return (bar.bid + bar.ask) / 2;\n }\n return (bar.high + bar.low) / 2;\n}\n\n// ---------------------------------------------------------------------------\n// findNearestTimestamp\n// ---------------------------------------------------------------------------\n\n/**\n * Find the nearest timestamp in a sorted array within tolerance (seconds).\n * Uses binary search for O(log n) performance.\n *\n * Timestamps are compared by minutes-since-midnight (HH:MM format).\n * Returns undefined if no timestamp is within the tolerance.\n *\n * Per D-07/D-08: Tolerates up to 60s mismatch between option and underlying bars.\n */\nexport function findNearestTimestamp(\n sortedTimestamps: string[],\n target: string,\n toleranceSec: number = 60,\n): string | undefined {\n if (sortedTimestamps.length === 0) return undefined;\n\n const targetMin = timestampToMinutes(target);\n if (targetMin === null) return undefined;\n\n let lo = 0, hi = sortedTimestamps.length - 1;\n let bestIdx = 0;\n let bestDiff = Infinity;\n\n while (lo <= hi) {\n const mid = (lo + hi) >>> 1;\n const midMin = timestampToMinutes(sortedTimestamps[mid]);\n if (midMin === null) { lo = mid + 1; continue; }\n\n const diff = Math.abs(midMin - targetMin);\n if (diff < bestDiff) { bestDiff = diff; bestIdx = mid; }\n if (midMin < targetMin) lo = mid + 1;\n else if (midMin > targetMin) hi = mid - 1;\n else break; // exact match\n }\n\n // bestDiff is in minutes; convert tolerance from seconds\n return bestDiff <= toleranceSec / 60 ? sortedTimestamps[bestIdx] : undefined;\n}\n\nfunction timestampToMinutes(ts: string): number | null {\n const timePart = ts.split(' ')[1];\n if (!timePart) return null;\n const [h, m] = timePart.split(':').map(Number);\n if (isNaN(h) || isNaN(m)) return null;\n return h * 60 + m;\n}\n\n// ---------------------------------------------------------------------------\n// parseLegsString\n// ---------------------------------------------------------------------------\n\n// Compact format with root: \"SPY 470C\", \"SPX 4500P\", \"SPY 0.50C\"\nconst COMPACT_LEG_RE = /^([A-Z]+)\\s+(\\d+(?:\\.\\d+)?)\\s*(C|P)$/i;\n\n// Compact format without root (subsequent legs in spreads): \"465C\", \"500C\"\nconst COMPACT_NO_ROOT_RE = /^(\\d+(?:\\.\\d+)?)\\s*(C|P)$/i;\n\n// Verbose format: \"SPY Jan25 470 Call\", \"SPX Feb25 4500 Put\"\nconst VERBOSE_LEG_RE = /^([A-Z]+)\\s+\\w+\\s+(\\d+(?:\\.\\d+)?)\\s+(Call|Put)$/i;\n\n// Option Omega format: \"{contracts} {Mon} {day} {strike} {P|C} {STO|BTO} {price}\"\n// Example: \"397 Mar 12 6610 P STO 35.85\"\n// Captures: (1)contracts (2)month (3)day (4)strike (5)C|P (6)STO|BTO (7)price\nconst OO_LEG_RE = /^(\\d+)\\s+(\\w+)\\s+(\\d+)\\s+(\\d+(?:\\.\\d+)?)\\s+(C|P)\\s+(STO|BTO|STC|BTC)\\s+(\\d+(?:\\.\\d+)?)$/i;\n\n/** Extended parsed leg with entry price from OO format. */\nexport interface ParsedLegOO extends ParsedLeg {\n entryPrice?: number; // Fill price from OO leg (e.g., 35.85)\n contracts?: number; // Contract count from OO leg\n expiryHint?: string; // \"Mon DD\" from OO format (e.g., \"Mar 12\") for multi-expiry strategies\n}\n\n/**\n * Parse a tradelog \"legs\" string into structured ParsedLeg objects.\n *\n * Supported formats:\n * - \"SPY 470C\" (single leg)\n * - \"SPY 470C/465C\" (two-leg spread, \"/\" delimiter)\n * - \"SPY 490C/500C/510C\" (butterfly)\n * - \"SPY Jan25 470 Call\" (verbose format)\n * - Option Omega pipe-delimited format:\n * \"397 Mar 12 6610 P STO 35.85 | 397 Mar 12 6925 C STO 10.90 | ...\"\n * Direction: STO = short (-1), BTO = long (+1)\n * Includes per-leg entry price and contract count\n *\n * @throws Error if legs string is empty or cannot be parsed\n */\nexport function parseLegsString(legsStr: string): ParsedLegOO[] {\n if (!legsStr || legsStr.trim() === '') {\n throw new Error('Cannot parse legs \"\" — use hypothetical mode with explicit strikes');\n }\n\n // Detect Option Omega pipe-delimited format\n if (legsStr.includes('|')) {\n return parseOOLegs(legsStr);\n }\n\n const parts = legsStr.includes('/') ? legsStr.split('/') : [legsStr];\n const legs: ParsedLegOO[] = [];\n let inheritedRoot = '';\n\n for (let i = 0; i < parts.length; i++) {\n const raw = parts[i].trim();\n let root: string;\n let strike: number;\n let type: 'C' | 'P';\n\n const compactMatch = raw.match(COMPACT_LEG_RE);\n if (compactMatch) {\n root = compactMatch[1].toUpperCase();\n strike = parseFloat(compactMatch[2]);\n type = compactMatch[3].toUpperCase() as 'C' | 'P';\n } else {\n // Try compact without root (e.g., \"465C\" in \"SPY 470C/465C\")\n const noRootMatch = raw.match(COMPACT_NO_ROOT_RE);\n if (noRootMatch && inheritedRoot) {\n root = inheritedRoot;\n strike = parseFloat(noRootMatch[1]);\n type = noRootMatch[2].toUpperCase() as 'C' | 'P';\n } else {\n const verboseMatch = raw.match(VERBOSE_LEG_RE);\n if (verboseMatch) {\n root = verboseMatch[1].toUpperCase();\n strike = parseFloat(verboseMatch[2]);\n type = verboseMatch[3].toLowerCase() === 'call' ? 'C' : 'P';\n } else {\n throw new Error(\n `Cannot parse legs \"${legsStr}\" — use hypothetical mode with explicit strikes`\n );\n }\n }\n }\n\n // Propagate root to subsequent legs that may omit it\n if (i === 0) inheritedRoot = root;\n\n // First leg is bought (+1), subsequent alternate -1, +1, -1...\n const quantity = i === 0 ? 1 : (i % 2 === 0 ? 1 : -1);\n\n legs.push({ root, strike, type, quantity });\n }\n\n return legs;\n}\n\n/**\n * Parse Option Omega pipe-delimited legs format.\n *\n * Each segment: \"{contracts} {Mon} {day} {strike} {P|C} {STO|BTO} {price}\"\n * STO = sell-to-open (short, quantity = -1), BTO = buy-to-open (long, quantity = +1)\n *\n * Dedup key includes date+strike+type to handle:\n * - Calendar spreads: same strike, different expiry (both kept)\n * - Open+close fills: same strike, same date, opposite direction (close dropped)\n */\nfunction parseOOLegs(legsStr: string): ParsedLegOO[] {\n const segments = legsStr.split('|').map(s => s.trim());\n const legs: ParsedLegOO[] = [];\n const seen = new Set<string>();\n\n for (const seg of segments) {\n const match = seg.match(OO_LEG_RE);\n if (!match) {\n throw new Error(\n `Cannot parse OO leg segment \"${seg}\" — use hypothetical mode with explicit strikes`\n );\n }\n\n const contracts = parseInt(match[1], 10);\n const month = match[2];\n const day = match[3];\n const strike = parseFloat(match[4]);\n const type = match[5].toUpperCase() as 'C' | 'P';\n const direction = match[6].toUpperCase();\n const price = parseFloat(match[7]);\n\n // Dedup by date+strike+type: keeps calendar legs (different dates),\n // drops close fills (same date+strike+type, opposite direction)\n const key = `${month}${day}:${strike}${type}`;\n if (seen.has(key)) continue;\n seen.add(key);\n\n legs.push({\n root: '', // OO format doesn't include root — caller provides via trade's ticker field\n strike,\n type,\n quantity: direction === 'BTO' ? 1 : -1,\n entryPrice: price,\n contracts,\n expiryHint: `${month} ${day}`,\n });\n }\n\n return legs;\n}\n\n// ---------------------------------------------------------------------------\n// buildOccTicker\n// ---------------------------------------------------------------------------\n\n/**\n * Build an OCC-format option ticker from components.\n *\n * Format: {root}{YYMMDD}{C|P}{strike*1000 padded to 8 digits}\n *\n * Example: SPY, 2025-01-17, C, 470 -> \"SPY250117C00470000\"\n */\nexport function buildOccTicker(\n root: string,\n expiry: string,\n type: 'C' | 'P',\n strike: number,\n): string {\n // Extract YYMMDD from \"YYYY-MM-DD\"\n const [yyyy, mm, dd] = expiry.split('-');\n const yy = yyyy.slice(2);\n\n // Strike * 1000 padded to 8 digits\n const strikeInt = Math.round(strike * 1000);\n const strikePadded = String(strikeInt).padStart(8, '0');\n\n return `${root}${yy}${mm}${dd}${type}${strikePadded}`;\n}\n\n// ---------------------------------------------------------------------------\n// computeStrategyPnlPath\n// ---------------------------------------------------------------------------\n\n/**\n * Combine per-leg minute bars into a single strategy P&L path.\n *\n * Mark price at each minute = (bid+ask)/2 when available, else HL2 = (high + low) / 2.\n * Combined P&L = sum across legs of (currentMark - entryPrice) * quantity * multiplier.\n *\n * Only includes timestamps where ALL legs have a bar.\n * Returns empty array if any leg has no bars.\n */\nexport function computeStrategyPnlPath(\n legs: ReplayLeg[],\n barsByLeg: BarRow[][],\n greeksConfig?: GreeksConfig,\n): PnlPoint[] {\n if (legs.length === 0 || barsByLeg.length === 0) return [];\n\n // Check if any leg has no bars\n for (const bars of barsByLeg) {\n if (bars.length === 0) return [];\n }\n\n // Build maps of timestamp -> bar for each leg\n const legMaps: Map<string, BarRow>[] = barsByLeg.map((bars) => {\n const map = new Map<string, BarRow>();\n for (const bar of bars) {\n const ts = `${bar.date} ${bar.time ?? ''}`.trim();\n map.set(ts, bar);\n }\n return map;\n });\n\n // Collect ALL unique timestamps across ALL legs (union, not intersection)\n const allTimestamps = new Set<string>();\n for (const bars of barsByLeg) {\n for (const bar of bars) {\n allTimestamps.add(`${bar.date} ${bar.time ?? ''}`.trim());\n }\n }\n const sortedTimestamps = [...allTimestamps].sort();\n\n // Build P&L path with forward-fill for missing bars\n const path: PnlPoint[] = [];\n const lastBar: (BarRow | undefined)[] = new Array(legs.length).fill(undefined);\n\n\n for (const ts of sortedTimestamps) {\n let complete = true;\n const legPrices: number[] = [];\n let strategyPnl = 0;\n\n for (let i = 0; i < legs.length; i++) {\n const bar = legMaps[i].get(ts);\n if (bar) {\n lastBar[i] = bar;\n }\n const effective = bar ?? lastBar[i];\n if (!effective) {\n complete = false;\n break;\n }\n const hl2 = markPrice(effective);\n legPrices.push(hl2);\n strategyPnl += (hl2 - legs[i].entryPrice) * legs[i].quantity * legs[i].multiplier;\n }\n\n if (complete) {\n const point: PnlPoint = { timestamp: ts, strategyPnl, legPrices };\n\n // Compute greeks if config provided\n if (greeksConfig) {\n // Look up underlying price — try exact timestamp, then nearest within 60s, then date-only\n let underlyingPrice = greeksConfig.underlyingPrices.get(ts);\n if (underlyingPrice === undefined && greeksConfig.sortedTimestamps) {\n const nearest = findNearestTimestamp(greeksConfig.sortedTimestamps, ts, 60);\n if (nearest) underlyingPrice = greeksConfig.underlyingPrices.get(nearest);\n }\n if (underlyingPrice === undefined) {\n const dateOnly = ts.split(' ')[0];\n underlyingPrice = greeksConfig.underlyingPrices.get(dateOnly);\n }\n\n if (underlyingPrice !== undefined) {\n const legGreeksArr: GreeksResult[] = [];\n let netDelta = 0, netGamma = 0, netTheta = 0, netVega = 0;\n let allNull = true;\n\n for (let j = 0; j < legs.length; j++) {\n const legCfg = greeksConfig.legs[j];\n if (!legCfg || !legCfg.expiryDate) {\n legGreeksArr.push({ delta: null, gamma: null, theta: null, vega: null, iv: null });\n continue;\n }\n\n // Compute fractional DTE from bar timestamp to leg expiry\n const dateStr = ts.split(' ')[0];\n const timePart = ts.split(' ')[1] ?? '09:30';\n const [eyy, emm, edd] = legCfg.expiryDate.split('-').map(Number);\n const [byy, bmm, bdd] = dateStr.split('-').map(Number);\n const [hh, min] = timePart.split(':').map(Number);\n\n const expiryMs = new Date(eyy, emm - 1, edd).getTime() + 16 * 60 * 60 * 1000; // 4:00 PM ET\n const barMs = new Date(byy, bmm - 1, bdd).getTime() + (hh * 60 + min) * 60 * 1000;\n const dte = (expiryMs - barMs) / (1000 * 60 * 60 * 24);\n\n if (dte <= 0) {\n legGreeksArr.push({ delta: null, gamma: null, theta: null, vega: null, iv: null });\n continue;\n }\n\n const g = computeLegGreeks(\n legPrices[j],\n underlyingPrice,\n legCfg.strike,\n dte,\n legCfg.type,\n greeksConfig.riskFreeRate,\n greeksConfig.dividendYield,\n );\n legGreeksArr.push(g);\n\n if (g.delta !== null) {\n allNull = false;\n const weight = legs[j].quantity * legs[j].multiplier / 100;\n netDelta += g.delta * weight;\n netGamma += g.gamma! * weight;\n netTheta += g.theta! * weight;\n netVega += g.vega! * weight;\n }\n }\n\n point.legGreeks = legGreeksArr;\n point.netDelta = allNull ? null : netDelta;\n point.netGamma = allNull ? null : netGamma;\n point.netTheta = allNull ? null : netTheta;\n point.netVega = allNull ? null : netVega;\n\n\n // IVP lookup by date\n const ivpDate = ts.split(' ')[0];\n point.ivp = greeksConfig.ivpByDate?.get(ivpDate) ?? null;\n }\n }\n\n path.push(point);\n }\n }\n\n return path;\n}\n\n// ---------------------------------------------------------------------------\n// computeReplayMfeMae\n// ---------------------------------------------------------------------------\n\n/**\n * Compute MFE (Maximum Favorable Excursion) and MAE (Maximum Adverse Excursion)\n * from a P&L path.\n *\n * MFE = max of strategyPnl series\n * MAE = min of strategyPnl series\n */\nexport function computeReplayMfeMae(pnlPath: PnlPoint[]): {\n mfe: number;\n mae: number;\n mfeTimestamp: string;\n maeTimestamp: string;\n} {\n if (pnlPath.length === 0) {\n return { mfe: 0, mae: 0, mfeTimestamp: '', maeTimestamp: '' };\n }\n\n let mfe = pnlPath[0].strategyPnl;\n let mae = pnlPath[0].strategyPnl;\n let mfeTimestamp = pnlPath[0].timestamp;\n let maeTimestamp = pnlPath[0].timestamp;\n\n for (let i = 1; i < pnlPath.length; i++) {\n const pnl = pnlPath[i].strategyPnl;\n if (pnl > mfe) {\n mfe = pnl;\n mfeTimestamp = pnlPath[i].timestamp;\n }\n if (pnl < mae) {\n mae = pnl;\n maeTimestamp = pnlPath[i].timestamp;\n }\n }\n\n return { mfe, mae, mfeTimestamp, maeTimestamp };\n}\n","/**\n * Trade Replay Tools\n *\n * MCP tool for replaying trades using historical minute-level option bars\n * from Massive.com. Supports two modes:\n * A) Hypothetical replay — explicit legs with strikes/expiry/dates\n * B) Tradelog replay — block_id + trade_index to replay from existing trade data\n *\n * Tools registered:\n * - replay_trade — Replay a trade and compute minute-by-minute P&L path with MFE/MAE\n */\n\nimport { z } from \"zod\";\nimport type { McpServer } from \"@modelcontextprotocol/sdk/server/mcp.js\";\nimport { getConnection } from \"../db/connection.js\";\nimport { createToolOutput } from \"../utils/output-formatter.js\";\nimport { fetchBarsWithCache } from \"../utils/bar-cache.js\";\nimport {\n parseLegsString,\n buildOccTicker,\n computeStrategyPnlPath,\n computeReplayMfeMae,\n markPrice,\n type ReplayLeg,\n type ReplayResult,\n type GreeksConfig,\n} from \"../utils/trade-replay.js\";\nimport type { BarRow } from \"../utils/market-provider.js\";\n\n// ---------------------------------------------------------------------------\n// Zod schema\n// ---------------------------------------------------------------------------\n\nexport const replayTradeSchema = z.object({\n // Mode A: Hypothetical / explicit legs\n legs: z\n .array(\n z.object({\n ticker: z.string().describe(\"Underlying ticker, e.g., 'SPY', 'SPX'\"),\n strike: z.number().describe(\"Strike price\"),\n type: z.enum([\"C\", \"P\"]).describe(\"Call or Put\"),\n expiry: z.string().describe(\"Expiration date YYYY-MM-DD\"),\n quantity: z.number().describe(\"Positive = long, negative = short\"),\n entry_price: z\n .number()\n .describe(\"Per-contract entry price (premium paid/received)\"),\n })\n )\n .optional()\n .describe(\"Explicit leg definitions for hypothetical replay\"),\n\n // Mode B: Tradelog replay\n block_id: z.string().optional().describe(\"Block ID to load trade from\"),\n trade_index: z\n .number()\n .optional()\n .describe(\n \"0-based index of trade in block's tradelog (ordered by date_opened)\"\n ),\n\n // Common fields\n open_date: z\n .string()\n .optional()\n .describe(\n \"Trade open date YYYY-MM-DD (required for hypothetical mode, auto-resolved for tradelog mode)\"\n ),\n close_date: z\n .string()\n .optional()\n .describe(\n \"Trade close date YYYY-MM-DD (required for hypothetical, auto-resolved for tradelog)\"\n ),\n multiplier: z\n .number()\n .default(100)\n .describe(\"Contract multiplier (default 100 for standard options)\"),\n format: z\n .enum([\"full\", \"summary\", \"sampled\"])\n .default(\"sampled\")\n .describe(\n \"Output format: 'sampled' returns path sampled at ~15min intervals (default), \" +\n \"'full' returns complete minute-by-minute P&L path, \" +\n \"'summary' returns MFE/MAE/P&L without minute-level path\"\n ),\n close_at: z\n .enum([\"trade\", \"expiry\"])\n .default(\"trade\")\n .describe(\n \"When to end the P&L path: 'trade' (default) truncates at the trade's actual close time, \" +\n \"'expiry' shows full path through option expiry. Only applies to tradelog mode.\"\n ),\n});\n\n// ---------------------------------------------------------------------------\n// Helpers\n// ---------------------------------------------------------------------------\n\nconst MONTH_MAP: Record<string, string> = {\n Jan: '01', Feb: '02', Mar: '03', Apr: '04', May: '05', Jun: '06',\n Jul: '07', Aug: '08', Sep: '09', Oct: '10', Nov: '11', Dec: '12',\n};\n\n/** Convert OO expiry hint \"Mar 13\" + year \"2026\" → \"2026-03-13\" */\nfunction resolveOOExpiryHint(hint: string, year: string): string {\n const [mon, day] = hint.split(' ');\n const mm = MONTH_MAP[mon] ?? '01';\n const dd = day.padStart(2, '0');\n return `${year}-${mm}-${dd}`;\n}\n\n/**\n * Derive fetch date range from OO leg expiryHints.\n *\n * For calendar spreads (different expiries): min(expiry)→max(expiry).\n * For single-expiry trades: tradeOpenDate→expiry.\n * Returns null if no legs have expiryHint (caller falls back to trade dates).\n */\nexport function resolveOODateRange(\n parsedLegs: import(\"../utils/trade-replay.js\").ParsedLegOO[],\n tradeYear: string,\n tradeOpenDate: string,\n): { from: string; to: string } | null {\n const hints = parsedLegs\n .filter(l => l.expiryHint)\n .map(l => resolveOOExpiryHint(l.expiryHint!, tradeYear));\n\n if (hints.length === 0) return null;\n\n const sorted = [...hints].sort();\n const minDate = sorted[0];\n const maxDate = sorted[sorted.length - 1];\n\n if (minDate === maxDate) {\n // Single expiry — fetch from trade open to expiry\n return { from: tradeOpenDate, to: maxDate };\n }\n // Calendar spread — near-term to far-term expiry\n return { from: minDate, to: maxDate };\n}\n\n// ---------------------------------------------------------------------------\n// Handler (exported for testing)\n// ---------------------------------------------------------------------------\n\nexport async function handleReplayTrade(\n params: z.infer<typeof replayTradeSchema>,\n baseDir: string,\n injectedConn?: import(\"@duckdb/node-api\").DuckDBConnection\n): Promise<ReplayResult> {\n const { legs: inputLegs, block_id, trade_index, multiplier, close_at } = params;\n let { open_date, close_date } = params;\n let tradeCloseTimestamp: string | undefined; // \"YYYY-MM-DD HH:MM\" when trade actually closed\n\n let replayLegs: ReplayLeg[];\n\n if (inputLegs && inputLegs.length > 0) {\n // ----- Mode A: Hypothetical replay -----\n if (!open_date || !close_date) {\n throw new Error(\n \"open_date and close_date are required for hypothetical replay mode\"\n );\n }\n\n replayLegs = inputLegs.map((leg) => ({\n occTicker: buildOccTicker(leg.ticker, leg.expiry, leg.type, leg.strike),\n quantity: leg.quantity,\n entryPrice: leg.entry_price,\n multiplier,\n }));\n } else if (block_id !== undefined && trade_index !== undefined) {\n // ----- Mode B: Tradelog replay -----\n const conn = injectedConn ?? await getConnection(baseDir);\n\n const result = await conn.runAndReadAll(\n `SELECT legs, premium, date_opened, date_closed, ticker, num_contracts, time_closed\n FROM trades.trade_data\n WHERE block_id = '${block_id.replace(/'/g, \"''\")}'\n ORDER BY date_opened\n LIMIT 1 OFFSET ${trade_index}`\n );\n\n const rows = result.getRows();\n if (rows.length === 0) {\n throw new Error(\n `No trade found at index ${trade_index} in block \"${block_id}\"`\n );\n }\n\n const row = rows[0];\n const legsStr = String(row[0] ?? \"\");\n const premium = Number(row[1] ?? 0);\n const dateOpened = String(row[2] ?? \"\");\n const dateClosed = String(row[3] ?? \"\");\n const ticker = String(row[4] ?? \"\");\n const numContracts = Number(row[5] ?? 1);\n const timeClosed = String(row[6] ?? \"\");\n\n // Build actual trade close timestamp for path truncation\n if (dateClosed && timeClosed) {\n // time_closed is \"HH:MM:SS\" or \"HH:MM\" — normalize to \"HH:MM\"\n const normalizedTime = timeClosed.slice(0, 5);\n tradeCloseTimestamp = `${dateClosed} ${normalizedTime}`;\n }\n\n // Use trade dates if not provided\n open_date = open_date || dateOpened;\n close_date = close_date || dateClosed;\n\n // Parse legs from tradelog\n let parsedLegs;\n try {\n parsedLegs = parseLegsString(legsStr);\n } catch {\n throw new Error(\n `Cannot parse legs \"${legsStr}\" from tradelog — use hypothetical mode with explicit strikes`\n );\n }\n\n // Build ReplayLeg[] from parsed legs\n const root = ticker || parsedLegs[0].root;\n const perContractPremium =\n numContracts > 0 ? premium / numContracts : premium;\n\n // OO format provides per-leg entry price, contract count, and expiry hint\n const hasOOData = parsedLegs.some(l => l.entryPrice !== undefined);\n\n // Resolve per-leg expiry: OO expiryHint (\"Mar 13\") + year from trade date\n const tradeYear = (open_date || dateOpened).split('-')[0];\n\n // Override fetch date range from OO expiryHints when available\n if (hasOOData) {\n const ooRange = resolveOODateRange(parsedLegs, tradeYear, open_date || dateOpened);\n if (ooRange) {\n open_date = ooRange.from;\n close_date = ooRange.to;\n }\n }\n\n replayLegs = parsedLegs.map((leg) => {\n let legExpiry = close_date!;\n if (hasOOData && leg.expiryHint) {\n legExpiry = resolveOOExpiryHint(leg.expiryHint, tradeYear);\n }\n return {\n occTicker: buildOccTicker(root, legExpiry, leg.type, leg.strike),\n quantity: hasOOData\n ? leg.quantity * (leg.contracts ?? 1)\n : leg.quantity * (numContracts > 0 ? numContracts : 1),\n entryPrice: hasOOData\n ? leg.entryPrice!\n : perContractPremium / parsedLegs.length,\n multiplier,\n };\n });\n } else {\n throw new Error(\n \"Provide either legs[] for hypothetical mode or block_id + trade_index for tradelog mode\"\n );\n }\n\n // ----- Fetch minute bars for each leg -----\n // Index options often trade under a weekly root on Massive (e.g., SPX→SPXW).\n // If the primary root fetch returns empty, retry with the mapped fallback root.\n const ROOT_FALLBACK_MAP: Record<string, string> = {\n SPX: 'SPXW',\n NDX: 'NDXP',\n RUT: 'RUTW',\n };\n\n const fetchLegBars = async (occTicker: string): Promise<BarRow[]> => {\n const bars = await fetchBarsWithCache({\n ticker: occTicker,\n from: open_date!,\n to: close_date!,\n timespan: 'minute',\n assetClass: 'option',\n conn: injectedConn,\n baseDir,\n });\n if (bars.length > 0) return bars;\n\n // Fallback root retry (SPX→SPXW, NDX→NDXP, RUT→RUTW)\n const rootMatch = occTicker.match(/^([A-Z]+)/);\n const root = rootMatch ? rootMatch[1] : '';\n const fallbackRoot = ROOT_FALLBACK_MAP[root];\n if (fallbackRoot && !occTicker.startsWith(fallbackRoot)) {\n const fallbackTicker = fallbackRoot + occTicker.slice(root.length);\n const fallbackBars = await fetchBarsWithCache({\n ticker: fallbackTicker,\n from: open_date!,\n to: close_date!,\n timespan: 'minute',\n assetClass: 'option',\n conn: injectedConn,\n baseDir,\n });\n if (fallbackBars.length > 0) {\n const leg = replayLegs.find(l => l.occTicker === occTicker);\n if (leg) leg.occTicker = fallbackTicker;\n return fallbackBars;\n }\n }\n return [];\n };\n\n const barsByLeg = await Promise.all(\n replayLegs.map((leg) => fetchLegBars(leg.occTicker))\n );\n\n // ----- Fetch underlying bars + build greeks config -----\n // Reverse-map weekly roots back to standard root for underlying fetch\n const REVERSE_ROOT_MAP: Record<string, string> = {\n SPXW: 'SPX', NDXP: 'NDX', RUTW: 'RUT',\n };\n const DIVIDEND_YIELDS: Record<string, number> = {\n SPX: 0.015, SPXW: 0.015, NDX: 0.015, NDXP: 0.015,\n };\n\n // Extract root from first leg's OCC ticker\n const firstRootMatch = replayLegs[0]?.occTicker.match(/^([A-Z]+)/);\n const rawRoot = firstRootMatch ? firstRootMatch[1] : '';\n const underlyingTicker = REVERSE_ROOT_MAP[rawRoot] ?? rawRoot;\n const dividendYield = DIVIDEND_YIELDS[rawRoot] ?? 0;\n\n // Fetch underlying minute bars via shared cache utility (cache-read → API → cache-write)\n let underlyingBars: BarRow[] = await fetchBarsWithCache({\n ticker: underlyingTicker,\n from: open_date!,\n to: close_date!,\n timespan: 'minute',\n assetClass: underlyingTicker === 'SPX' || underlyingTicker === 'NDX' || underlyingTicker === 'RUT' ? 'index' : 'stock',\n conn: injectedConn,\n baseDir,\n });\n\n // Daily fallback when minute bars unavailable\n if (underlyingBars.length === 0) {\n try {\n const conn = injectedConn ?? await getConnection(baseDir);\n const result = await conn.runAndReadAll(\n `SELECT date, close FROM market.daily\n WHERE ticker = '${underlyingTicker}'\n AND date >= '${open_date}' AND date <= '${close_date}'\n ORDER BY date`\n );\n const dailyRows = result.getRows();\n underlyingBars = dailyRows.map(r => ({\n date: String(r[0]),\n open: Number(r[1]),\n high: Number(r[1]),\n low: Number(r[1]),\n close: Number(r[1]),\n volume: 0,\n ticker: underlyingTicker,\n }));\n } catch {\n // No fallback available — greeks will be omitted\n }\n }\n\n // Build underlying price map for greeks config\n const underlyingPrices = new Map<string, number>();\n for (const b of underlyingBars) {\n const ts = `${b.date} ${b.time ?? ''}`.trim();\n underlyingPrices.set(ts, markPrice(b));\n }\n\n // Build sorted timestamps array for tolerant nearest-timestamp lookup (D-07/D-08)\n const sortedTimestamps = Array.from(underlyingPrices.keys())\n .filter(k => k.includes(' ')) // Only intraday timestamps, not date-only keys\n .sort();\n\n // IVP lookup from market.daily VIX ticker (normalized schema)\n let ivpByDate: Map<string, number> | undefined;\n try {\n const conn = injectedConn ?? await getConnection(baseDir);\n const ivpResult = await conn.runAndReadAll(\n `SELECT date, ivp FROM market.daily\n WHERE ticker = 'VIX'\n AND date >= '${open_date}' AND date <= '${close_date}'\n AND ivp IS NOT NULL\n ORDER BY date`\n );\n const ivpRows = ivpResult.getRows();\n if (ivpRows.length > 0) {\n ivpByDate = new Map();\n for (const r of ivpRows) {\n ivpByDate.set(String(r[0]), Number(r[1]));\n }\n }\n } catch {\n // IVP is optional enrichment — don't fail\n }\n\n // Build GreeksConfig\n let greeksConfig: GreeksConfig | undefined;\n if (underlyingPrices.size > 0) {\n greeksConfig = {\n underlyingPrices,\n sortedTimestamps,\n legs: replayLegs.map(leg => {\n // Extract strike, type, expiry from OCC ticker: ROOT{YYMMDD}{C|P}{strike*1000}\n const occMatch = leg.occTicker.match(/^[A-Z]+(\\d{6})([CP])(\\d{8})$/);\n if (!occMatch) return { strike: 0, type: 'C' as const, expiryDate: '' };\n const yymmdd = occMatch[1];\n const type = occMatch[2] as 'C' | 'P';\n const strike = parseInt(occMatch[3], 10) / 1000;\n const expiryDate = `20${yymmdd.slice(0, 2)}-${yymmdd.slice(2, 4)}-${yymmdd.slice(4, 6)}`;\n return { strike, type, expiryDate };\n }),\n riskFreeRate: 0.045,\n dividendYield,\n ivpByDate,\n };\n }\n\n // ----- Compute P&L path + MFE/MAE -----\n let fullPath = computeStrategyPnlPath(replayLegs, barsByLeg, greeksConfig);\n let { mfe, mae, mfeTimestamp, maeTimestamp } =\n computeReplayMfeMae(fullPath);\n let totalPnl = fullPath.length > 0 ? fullPath[fullPath.length - 1].strategyPnl : 0;\n\n // Compute greeks warning (D-12): warn when >50% of leg-timestamps have null greeks\n let greeksNullCount = 0;\n let greeksTotalCount = 0;\n for (const point of fullPath) {\n if (point.legGreeks) {\n for (const lg of point.legGreeks) {\n greeksTotalCount++;\n if (lg.delta === null) greeksNullCount++;\n }\n }\n }\n const greeksWarning = greeksTotalCount > 0 && greeksNullCount / greeksTotalCount > 0.5\n ? `Greeks unavailable for ${greeksNullCount} of ${greeksTotalCount} leg-timestamps (0DTE options use Bachelier model; some legs may have insufficient time value for IV computation)`\n : null;\n\n // Apply format filter\n // Truncate path at trade close timestamp when close_at === \"trade\" (default)\n // This ensures decompose_greeks and exit triggers only analyze the actual holding period\n if (close_at === \"trade\" && tradeCloseTimestamp && fullPath.length > 0) {\n const truncIdx = fullPath.findIndex(p => p.timestamp > tradeCloseTimestamp!);\n if (truncIdx > 0) {\n fullPath = fullPath.slice(0, truncIdx);\n // Recompute MFE/MAE/totalPnl on truncated path\n mfe = -Infinity;\n mae = Infinity;\n for (const p of fullPath) {\n if (p.strategyPnl > mfe) { mfe = p.strategyPnl; mfeTimestamp = p.timestamp; }\n if (p.strategyPnl < mae) { mae = p.strategyPnl; maeTimestamp = p.timestamp; }\n }\n totalPnl = fullPath[fullPath.length - 1].strategyPnl;\n }\n }\n\n const { format } = params;\n let pnlPath: typeof fullPath;\n if (format === \"summary\") {\n // Return only MFE, MAE, and boundary points (first, last, MFE timestamp, MAE timestamp)\n const keyTimestamps = new Set([\n fullPath[0]?.timestamp,\n fullPath[fullPath.length - 1]?.timestamp,\n mfeTimestamp,\n maeTimestamp,\n ]);\n pnlPath = fullPath.filter(p => keyTimestamps.has(p.timestamp));\n } else if (format === \"sampled\") {\n // Sample at ~15min intervals (keep every 15th bar, plus first/last/MFE/MAE)\n const keyTimestamps = new Set([mfeTimestamp, maeTimestamp]);\n pnlPath = fullPath.filter((p, i) =>\n i === 0 || i === fullPath.length - 1 || i % 15 === 0 || keyTimestamps.has(p.timestamp)\n );\n } else {\n pnlPath = fullPath;\n }\n\n return {\n pnlPath,\n mfe,\n mae,\n mfeTimestamp,\n maeTimestamp,\n totalPnl,\n totalBars: fullPath.length,\n legs: replayLegs,\n greeksWarning,\n };\n}\n\n// ---------------------------------------------------------------------------\n// Tool registration\n// ---------------------------------------------------------------------------\n\nexport function registerReplayTools(\n server: McpServer,\n baseDir: string\n): void {\n server.registerTool(\n \"replay_trade\",\n {\n description:\n \"Replay a trade using historical minute-level option bars. \" +\n \"Uses cached bars from market.intraday if available; fetches from Massive.com API on cache miss (requires MASSIVE_API_KEY). \" +\n \"Returns minute-by-minute P&L path with MFE (Maximum Favorable Excursion) and MAE (Maximum Adverse Excursion). \" +\n \"Two modes: (A) Hypothetical — provide explicit legs with strikes, expiry, entry prices. \" +\n \"(B) Tradelog — provide block_id + trade_index to replay an existing trade from your data.\",\n inputSchema: replayTradeSchema,\n },\n async (params) => {\n try {\n const result = await handleReplayTrade(params, baseDir);\n\n const summary =\n `Replayed ${result.legs.length}-leg strategy from ${params.open_date ?? \"trade dates\"} to ${params.close_date ?? \"trade dates\"}: ` +\n `$${result.totalPnl.toFixed(2)} P&L, MFE=$${result.mfe.toFixed(2)}, MAE=$${result.mae.toFixed(2)}, ` +\n `${result.pnlPath.length} minute bars, greeks=${result.pnlPath[0]?.legGreeks ? 'yes' : 'no'}`;\n\n return createToolOutput(summary, result);\n } catch (error) {\n return {\n content: [\n {\n type: \"text\" as const,\n text: `Error replaying trade: ${(error as Error).message}`,\n },\n ],\n isError: true,\n };\n }\n }\n );\n}\n","/**\n * bar-cache.ts\n *\n * Shared fetch+cache utility for Massive.com bar data.\n *\n * Implements the cache-read → API-fetch → cache-write lifecycle for intraday bars:\n * 1. Cache-read: query market.intraday first (avoids redundant API calls)\n * 2. API fetch: call fetchBars on cache miss\n * 3. Cache-write: write fetched bars to market.intraday (best-effort, batched)\n *\n * Per D-02/D-03/D-04: Eliminates duplicated cache logic in replay.ts.\n * Historical option and underlying bars are immutable — cached bars are always valid.\n */\n\nimport type { BarRow, AssetClass } from './market-provider.js';\nimport { getProvider } from './market-provider.js';\nimport { getConnection } from '../db/connection.js';\nimport type { DuckDBConnection } from '@duckdb/node-api';\n\n/** Check if quotes enrichment is enabled via MASSIVE_QUOTES_ENABLED env var. */\nfunction quotesEnabled(): boolean {\n return process.env.MASSIVE_QUOTES_ENABLED === 'true' || process.env.MASSIVE_QUOTES_ENABLED === '1';\n}\n\n// ---------------------------------------------------------------------------\n// Types\n// ---------------------------------------------------------------------------\n\nexport interface FetchBarsWithCacheOptions {\n ticker: string;\n from: string;\n to: string;\n timespan?: \"day\" | \"minute\" | \"hour\";\n assetClass?: AssetClass;\n /** Pre-opened DuckDB connection (avoids re-opening in hot paths). */\n conn?: DuckDBConnection;\n /** Base directory for getConnection (used when conn is not provided). */\n baseDir?: string;\n}\n\n// ---------------------------------------------------------------------------\n// fetchBarsWithCache\n// ---------------------------------------------------------------------------\n\n/**\n * Fetch minute bars for a ticker over a date range, using market.intraday as a cache.\n *\n * Steps:\n * 1. Try to read bars from market.intraday (cache hit → return immediately)\n * 2. On cache miss, call fetchBars (Massive API)\n * 3. Write fetched bars back to market.intraday in batches of 500 (best-effort)\n *\n * DuckDB errors in steps 1 or 3 are swallowed — step 2 is always attempted on miss.\n * Returns [] when both cache and API return no bars (or API throws).\n */\nexport async function fetchBarsWithCache(opts: FetchBarsWithCacheOptions): Promise<BarRow[]> {\n const { ticker, from, to, timespan, assetClass, baseDir } = opts;\n\n // 1. Cache-read from market.intraday\n try {\n const conn = opts.conn ?? await getConnection(baseDir ?? '.');\n const escaped = ticker.replace(/'/g, \"''\");\n const cached = await conn.runAndReadAll(\n `SELECT open, high, low, close, bid, ask, time, date\n FROM market.intraday\n WHERE ticker = '${escaped}'\n AND date >= '${from}'\n AND date <= '${to}'\n ORDER BY date, time`\n );\n const rows = cached.getRows() as unknown[][];\n if (rows.length > 0) {\n const bars = rows.map((row) => ({\n open: Number(row[0]),\n high: Number(row[1]),\n low: Number(row[2]),\n close: Number(row[3]),\n bid: row[4] != null ? Number(row[4]) : undefined,\n ask: row[5] != null ? Number(row[5]) : undefined,\n time: String(row[6]),\n date: String(row[7]),\n ticker,\n volume: 0, // market.intraday has no volume column\n }));\n\n // Backfill bid/ask from quotes endpoint if cached bars are missing them\n const missingQuotes = assetClass === \"option\" && quotesEnabled()\n && bars.some(b => b.bid == null && b.ask == null);\n if (missingQuotes) {\n try {\n const provider = getProvider();\n if (provider.fetchQuotes) {\n const quotesMap = await provider.fetchQuotes(ticker, from, to);\n if (quotesMap.size > 0) {\n const updates: string[] = [];\n for (const bar of bars) {\n if (bar.time != null) {\n const key = `${bar.date} ${bar.time}`;\n const quote = quotesMap.get(key);\n if (quote != null) {\n bar.bid = quote.bid;\n bar.ask = quote.ask;\n updates.push(\n `('${escaped}', '${bar.date}', '${bar.time}', ${quote.bid}, ${quote.ask})`\n );\n }\n }\n }\n // Persist enriched bid/ask back to cache (batched INSERT OR REPLACE)\n if (updates.length > 0) {\n const updateConn = opts.conn ?? await getConnection(baseDir ?? '.');\n for (let i = 0; i < updates.length; i += 500) {\n const chunk = updates.slice(i, i + 500);\n await updateConn.run(\n `UPDATE market.intraday AS m SET bid = v.bid, ask = v.ask\n FROM (VALUES ${chunk.join(', ')}) AS v(ticker, date, time, bid, ask)\n WHERE m.ticker = v.ticker AND m.date = v.date AND m.time = v.time`\n );\n }\n }\n }\n }\n } catch {\n // Best-effort — return cached bars without bid/ask\n }\n }\n\n return bars;\n }\n } catch {\n // Cache miss or table not available — fall through to API fetch\n }\n\n // 2. API fetch on cache miss\n let bars: BarRow[] = [];\n try {\n bars = await getProvider().fetchBars({\n ticker,\n from,\n to,\n timespan: timespan ?? 'minute',\n assetClass,\n });\n } catch {\n return [];\n }\n if (bars.length === 0) return [];\n\n // 3. Cache-write to market.intraday (best-effort, batched)\n try {\n const conn = opts.conn ?? await getConnection(baseDir ?? '.');\n const escaped = ticker.replace(/'/g, \"''\");\n const values = bars\n .filter(b => b.time)\n .map(b =>\n `('${escaped}', '${b.date}', '${b.time}', ${b.open}, ${b.high}, ${b.low}, ${b.close}, ${b.bid ?? 'NULL'}, ${b.ask ?? 'NULL'})`\n );\n for (let i = 0; i < values.length; i += 500) {\n const chunk = values.slice(i, i + 500);\n await conn.run(\n `INSERT OR REPLACE INTO market.intraday (ticker, date, time, open, high, low, close, bid, ask) VALUES ${chunk.join(', ')}`\n );\n }\n } catch {\n // Cache-write is best-effort — don't fail the fetch\n }\n\n return bars;\n}\n","/**\n * Option Snapshot Tools\n *\n * MCP tool for fetching live option chain snapshots from Massive.com.\n * Returns current greeks, IV, open interest, and quotes for option contracts\n * on a specified underlying.\n *\n * Tools registered:\n * - get_option_snapshot — Fetch live option chain with greeks/IV/OI\n */\n\nimport { z } from \"zod\";\nimport type { McpServer } from \"@modelcontextprotocol/sdk/server/mcp.js\";\nimport { getProvider } from \"../utils/market-provider.js\";\n\n// ---------------------------------------------------------------------------\n// Zod schema\n// ---------------------------------------------------------------------------\n\nexport const getOptionSnapshotSchema = z.object({\n underlying: z\n .string()\n .describe(\"Underlying ticker symbol (e.g., 'SPX', 'SPY', 'AAPL')\"),\n strike_price_gte: z\n .number()\n .optional()\n .describe(\"Minimum strike price filter\"),\n strike_price_lte: z\n .number()\n .optional()\n .describe(\"Maximum strike price filter\"),\n expiration_date_gte: z\n .string()\n .optional()\n .describe(\"Earliest expiration date (YYYY-MM-DD)\"),\n expiration_date_lte: z\n .string()\n .optional()\n .describe(\"Latest expiration date (YYYY-MM-DD)\"),\n contract_type: z\n .enum([\"call\", \"put\"])\n .optional()\n .describe(\"Filter by call or put\"),\n limit: z\n .number()\n .optional()\n .default(50)\n .describe(\n \"Max contracts to return (default 50, use higher for full chain)\"\n ),\n});\n\n// ---------------------------------------------------------------------------\n// Handler (exported for testing)\n// ---------------------------------------------------------------------------\n\nexport async function handleGetOptionSnapshot(\n params: z.infer<typeof getOptionSnapshotSchema>,\n): Promise<string> {\n try {\n const {\n underlying,\n strike_price_gte,\n strike_price_lte,\n expiration_date_gte,\n expiration_date_lte,\n contract_type,\n limit,\n } = params;\n\n const result = await getProvider().fetchOptionSnapshot({\n underlying,\n strike_price_gte,\n strike_price_lte,\n expiration_date_gte,\n expiration_date_lte,\n contract_type,\n });\n\n // Client-side limit truncation: API fetches all filtered contracts\n // (ensuring BS fallback runs on all), then we truncate for presentation\n const contractsTotal = result.contracts.length;\n const contracts =\n limit != null && contractsTotal > limit\n ? result.contracts.slice(0, limit)\n : result.contracts;\n\n return JSON.stringify({\n underlying_ticker: result.underlying_ticker,\n underlying_price: result.underlying_price,\n contracts_returned: contracts.length,\n contracts_total: contractsTotal,\n contracts,\n });\n } catch (error) {\n return JSON.stringify({\n error: (error as Error).message,\n });\n }\n}\n\n// ---------------------------------------------------------------------------\n// Tool registration\n// ---------------------------------------------------------------------------\n\nexport function registerSnapshotTools(server: McpServer): void {\n server.registerTool(\n \"get_option_snapshot\",\n {\n description:\n \"Fetch live option chain snapshot with greeks, IV, open interest, and quotes from Massive.com. \" +\n \"Returns current market data for option contracts on the specified underlying. \" +\n \"Use filters to narrow by strike range, expiration range, or call/put type. \" +\n \"Replaces TastyTrade get_option_chain for analysis.\",\n inputSchema: getOptionSnapshotSchema,\n },\n async (params) => {\n const text = await handleGetOptionSnapshot(params);\n return {\n content: [{ type: \"text\" as const, text }],\n };\n }\n );\n}\n","/**\n * Greeks Decomposition Engine\n *\n * Decomposes a replay P&L path into ranked greek factor contributions\n * (delta, gamma, theta, vega, residual) using full revaluation P&L attribution.\n *\n * Full revaluation reprices each leg with one input changed at a time\n * (spot, time, vol) to capture all higher-order effects (charm, vanna, volga)\n * naturally. This produces near-zero residual for any strategy where the\n * pricing model (BS or Bachelier) can accurately price the options.\n *\n * Falls back to numerical decomposition (realized delta from price changes)\n * when full revaluation still produces >80% residual (model pricing failure).\n *\n * Pure logic module — no I/O, no DuckDB, no fetch.\n */\n\nimport type { PnlPoint, ReplayLeg } from './trade-replay.js';\nimport { bsPrice, bachelierPrice, BACHELIER_DTE_THRESHOLD } from './black-scholes.js';\n\n// ---------------------------------------------------------------------------\n// Types\n// ---------------------------------------------------------------------------\n\nexport type FactorName = 'delta' | 'gamma' | 'theta' | 'vega' | 'charm' | 'vanna' | 'residual' | 'time_and_vol';\n\nexport interface FactorContribution {\n factor: FactorName;\n totalPnl: number; // Sum of step contributions\n pctOfTotal: number; // % of total abs P&L move\n steps: number[]; // Per-step contribution values\n}\n\nexport interface LegGroupVega {\n label: string; // e.g., \"front_month\", \"back_month\"\n legIndices: number[]; // Which legs are in this group\n totalVegaPnl: number; // Sum of vega P&L for this group\n avgIvChange: number; // Average IV change for this group's legs\n steps: number[]; // Per-step vega contribution for this group\n}\n\nexport interface GreeksDecompositionResult {\n factors: FactorContribution[]; // Sorted by abs(totalPnl) descending\n legGroupVega?: LegGroupVega[]; // Per-leg-group vega attribution\n totalPnlChange: number; // Actual P&L change from first to last point\n totalAttributed: number; // Sum of factor contributions (excl residual)\n totalResidual: number; // Total residual\n stepCount: number; // Number of steps (pnlPath.length - 1)\n summary: string; // Human-readable summary\n warning?: string | null; // D-13: high residual warning\n method: 'full_reval' | 'model' | 'numerical'; // which method produced the attribution\n}\n\nexport interface LegGroupDef {\n label: string;\n legIndices: number[];\n}\n\nexport interface LegPricingInput {\n strike: number;\n type: 'C' | 'P';\n expiryDate: string; // YYYY-MM-DD\n}\n\nexport interface GreeksDecompositionConfig {\n pnlPath: PnlPoint[];\n legs: ReplayLeg[];\n underlyingPrices?: Map<string, number>; // timestamp -> underlying price\n legGroups?: LegGroupDef[]; // Optional leg grouping for per-group vega\n /** Per-leg pricing inputs for full revaluation. When provided, uses full reval\n * instead of Taylor expansion. Falls back to Taylor when missing. */\n legPricingInputs?: LegPricingInput[];\n riskFreeRate?: number; // e.g. 0.045\n dividendYield?: number; // e.g. 0.015 for SPX\n}\n\n// ---------------------------------------------------------------------------\n// Time delta helper\n// ---------------------------------------------------------------------------\n\nconst TRADING_MINUTES_PER_DAY = 390;\n\n/**\n * Compute time delta in trading days between two timestamps.\n * Format: \"YYYY-MM-DD HH:MM\"\n *\n * Same day: minutes difference / 390\n * Cross day: calendar day difference (simplified — treats each gap as 1 day)\n */\nexport function computeTimeDeltaDays(ts1: string, ts2: string): number {\n const [date1, time1] = ts1.split(' ');\n const [date2, time2] = ts2.split(' ');\n\n if (date1 === date2) {\n // Same day: count minutes difference\n const [h1, m1] = time1.split(':').map(Number);\n const [h2, m2] = time2.split(':').map(Number);\n const mins1 = h1 * 60 + m1;\n const mins2 = h2 * 60 + m2;\n const diffMins = Math.abs(mins2 - mins1);\n return diffMins / TRADING_MINUTES_PER_DAY;\n }\n\n // Cross-day: compute calendar day difference\n const d1 = new Date(date1 + 'T12:00:00'); // noon to avoid DST issues\n const d2 = new Date(date2 + 'T12:00:00');\n const diffMs = Math.abs(d2.getTime() - d1.getTime());\n const diffDays = Math.round(diffMs / (24 * 60 * 60 * 1000));\n\n // Add fractional day from time within each day\n const [h1, m1] = time1.split(':').map(Number);\n const [h2, m2] = time2.split(':').map(Number);\n // Fraction of trading day for ts2's time (from market open ~9:30)\n const minsIntoDay2 = (h2 * 60 + m2) - (9 * 60 + 30);\n const fracDay2 = Math.max(0, minsIntoDay2) / TRADING_MINUTES_PER_DAY;\n // Fraction remaining in ts1's day\n const minsIntoDay1 = (h1 * 60 + m1) - (9 * 60 + 30);\n const fracDayRemaining1 = Math.max(0, 1 - minsIntoDay1 / TRADING_MINUTES_PER_DAY);\n\n // Total: remaining fraction of day1 + (diffDays - 1) full days + fraction of day2\n if (diffDays <= 1) {\n return fracDayRemaining1 + fracDay2;\n }\n return fracDayRemaining1 + (diffDays - 1) + fracDay2;\n}\n\n// ---------------------------------------------------------------------------\n// Numerical fallback decomposition (D-09/D-10/D-11)\n// ---------------------------------------------------------------------------\n\n/**\n * Numerical decomposition: compute realized delta from price changes when\n * model-based attribution has > 80% residual.\n *\n * Splits P&L into: delta (from realized delta), gamma (from delta changes),\n * and time_and_vol (everything else — theta + vega + unexplained).\n */\nfunction numericalDecomposition(\n config: GreeksDecompositionConfig,\n totalPnlChange: number,\n stepCount: number,\n): GreeksDecompositionResult {\n const { pnlPath, underlyingPrices } = config;\n\n const numDeltaSteps: number[] = [];\n const numGammaSteps: number[] = [];\n const numResidualSteps: number[] = [];\n\n let prevRealizedDelta: number | null = null;\n\n for (let i = 0; i < stepCount; i++) {\n const cur = pnlPath[i];\n const next = pnlPath[i + 1];\n const actualChange = next.strategyPnl - cur.strategyPnl;\n\n // Underlying price change\n let underlyingChange = 0;\n if (underlyingPrices) {\n const p1 = underlyingPrices.get(cur.timestamp);\n const p2 = underlyingPrices.get(next.timestamp);\n if (p1 !== undefined && p2 !== undefined) {\n underlyingChange = p2 - p1;\n }\n }\n\n // Skip when underlying barely moves (< $0.01) — can't estimate delta\n if (Math.abs(underlyingChange) < 0.01) {\n numDeltaSteps.push(0);\n numGammaSteps.push(0);\n numResidualSteps.push(actualChange);\n // Do NOT update prevRealizedDelta — delta is unknown\n continue;\n }\n\n // Realized delta = total option PnL change / underlying change\n const realizedDelta = actualChange / underlyingChange;\n\n // Gamma from delta changes (D-10): only when we have a previous delta\n let gammaPnl = 0;\n if (prevRealizedDelta !== null) {\n const deltaChange = realizedDelta - prevRealizedDelta;\n gammaPnl = 0.5 * deltaChange * underlyingChange;\n }\n\n const pureDeltaPnl = realizedDelta * underlyingChange - gammaPnl;\n const residual = actualChange - pureDeltaPnl - gammaPnl;\n\n numDeltaSteps.push(pureDeltaPnl);\n numGammaSteps.push(gammaPnl);\n numResidualSteps.push(residual);\n\n prevRealizedDelta = realizedDelta;\n }\n\n const sumSteps = (s: number[]) => s.reduce((a, v) => a + v, 0);\n const totalDelta = sumSteps(numDeltaSteps);\n const totalGamma = sumSteps(numGammaSteps);\n const totalTimeAndVol = sumSteps(numResidualSteps);\n\n const rawFactors = [\n { factor: 'delta' as FactorName, totalPnl: totalDelta, steps: numDeltaSteps },\n { factor: 'gamma' as FactorName, totalPnl: totalGamma, steps: numGammaSteps },\n { factor: 'time_and_vol' as FactorName, totalPnl: totalTimeAndVol, steps: numResidualSteps },\n ];\n\n rawFactors.sort((a, b) => Math.abs(b.totalPnl) - Math.abs(a.totalPnl));\n const totalAbsSum = rawFactors.reduce((s, f) => s + Math.abs(f.totalPnl), 0);\n const factors: FactorContribution[] = rawFactors.map(f => ({\n ...f,\n pctOfTotal: totalAbsSum > 0 ? (Math.abs(f.totalPnl) / totalAbsSum) * 100 : 0,\n }));\n\n const summaryParts = factors.map(f => `${f.factor} ${f.totalPnl.toFixed(2)} (${f.pctOfTotal.toFixed(0)}%)`);\n const summary = `P&L of ${totalPnlChange.toFixed(2)} (numerical): ${summaryParts.join(', ')}`;\n\n return {\n factors,\n legGroupVega: undefined, // Leg-group vega not available in numerical mode\n totalPnlChange,\n totalAttributed: totalDelta + totalGamma,\n totalResidual: totalTimeAndVol,\n stepCount,\n summary,\n warning: 'Model-based attribution had >80% residual. Switched to numerical method (realized delta from price changes).',\n method: 'numerical',\n };\n}\n\n// ---------------------------------------------------------------------------\n// Core decomposition\n// ---------------------------------------------------------------------------\n\n/**\n * Compute DTE in days from a bar timestamp to a leg's expiry (4:00 PM ET).\n */\nfunction computeDte(timestamp: string, expiryDate: string): number {\n const dateStr = timestamp.split(' ')[0];\n const timePart = timestamp.split(' ')[1] ?? '09:30';\n const [eyy, emm, edd] = expiryDate.split('-').map(Number);\n const [byy, bmm, bdd] = dateStr.split('-').map(Number);\n const [hh, min] = timePart.split(':').map(Number);\n\n const expiryMs = new Date(eyy, emm - 1, edd).getTime() + 16 * 60 * 60 * 1000; // 4:00 PM ET\n const barMs = new Date(byy, bmm - 1, bdd).getTime() + (hh * 60 + min) * 60 * 1000;\n return (expiryMs - barMs) / (1000 * 60 * 60 * 24);\n}\n\n/**\n * Price an option using the appropriate model (BS or Bachelier) based on DTE.\n * Returns null if pricing fails (DTE <= 0 or IV missing).\n */\nfunction priceOption(\n type: 'C' | 'P',\n S: number,\n K: number,\n dte: number,\n r: number,\n q: number,\n iv: number,\n): number | null {\n if (dte <= 0 || iv <= 0) return null;\n const T = dte / 365;\n const bsType = type === 'C' ? 'call' as const : 'put' as const;\n if (dte < BACHELIER_DTE_THRESHOLD) {\n return bachelierPrice(bsType, S, K, T, r, q, iv);\n }\n return bsPrice(bsType, S, K, T, r, q, iv);\n}\n\n/**\n * Decompose a replay P&L path into ranked greek factor contributions.\n *\n * Uses full revaluation when legPricingInputs are provided:\n * For each step, reprices each leg with one input changed at a time\n * (spot only, time only, vol only) to isolate each factor's contribution.\n * This captures all higher-order effects (charm, vanna, volga) naturally.\n *\n * Falls back to numerical decomposition when full reval produces >80% residual\n * (pricing model failure for that strategy/DTE combination).\n */\nexport function decomposeGreeks(config: GreeksDecompositionConfig): GreeksDecompositionResult {\n const { pnlPath, legs, underlyingPrices, legGroups, legPricingInputs, riskFreeRate, dividendYield } = config;\n\n // Edge case: empty or single-point path\n if (pnlPath.length <= 1) {\n const emptyFactors: FactorContribution[] = [\n { factor: 'delta', totalPnl: 0, pctOfTotal: 0, steps: [] },\n { factor: 'gamma', totalPnl: 0, pctOfTotal: 0, steps: [] },\n { factor: 'theta', totalPnl: 0, pctOfTotal: 0, steps: [] },\n { factor: 'vega', totalPnl: 0, pctOfTotal: 0, steps: [] },\n { factor: 'residual', totalPnl: 0, pctOfTotal: 0, steps: [] },\n ];\n return {\n factors: emptyFactors,\n legGroupVega: legGroups ? legGroups.map(g => ({\n label: g.label,\n legIndices: g.legIndices,\n totalVegaPnl: 0,\n avgIvChange: 0,\n steps: [],\n })) : undefined,\n totalPnlChange: 0,\n totalAttributed: 0,\n totalResidual: 0,\n stepCount: 0,\n summary: 'No P&L path to decompose (0 steps)',\n warning: null,\n method: 'full_reval',\n };\n }\n\n const stepCount = pnlPath.length - 1;\n const canFullReval = legPricingInputs && legPricingInputs.length === legs.length\n && riskFreeRate !== undefined && dividendYield !== undefined && underlyingPrices;\n const r = riskFreeRate ?? 0.045;\n const q = dividendYield ?? 0.015;\n\n // Accumulators\n const deltaSteps: number[] = [];\n const thetaSteps: number[] = [];\n const vegaSteps: number[] = [];\n const charmSteps: number[] = [];\n const vannaSteps: number[] = [];\n const residualSteps: number[] = [];\n\n // Per-leg-group vega accumulators\n const groupSteps: number[][] | undefined = legGroups\n ? legGroups.map(() => [] as number[])\n : undefined;\n\n for (let i = 0; i < stepCount; i++) {\n const cur = pnlPath[i];\n const next = pnlPath[i + 1];\n\n let stepDelta = 0;\n let stepTheta = 0;\n let stepVega = 0;\n let stepCharm = 0;\n let stepVanna = 0;\n let stepResidual = 0;\n\n const groupVegaAccum: number[] | undefined = legGroups ? legGroups.map(() => 0) : undefined;\n\n const legCount = Math.min(legs.length, cur.legPrices?.length ?? 0, next.legPrices?.length ?? 0);\n\n // Underlying prices at cur and next timestamps\n const S1 = underlyingPrices?.get(cur.timestamp);\n const S2 = underlyingPrices?.get(next.timestamp);\n\n for (let j = 0; j < legCount; j++) {\n const positionSize = legs[j].quantity * legs[j].multiplier;\n const legActualChange = ((next.legPrices?.[j] ?? 0) - (cur.legPrices?.[j] ?? 0)) * positionSize;\n\n const curIv = cur.legGreeks?.[j]?.iv;\n const nextIv = next.legGreeks?.[j]?.iv;\n const lpi = legPricingInputs?.[j];\n\n // Full revaluation: reprice with one input changed at a time\n if (canFullReval && lpi && S1 !== undefined && S2 !== undefined\n && curIv !== null && curIv !== undefined && curIv > 0\n && nextIv !== null && nextIv !== undefined && nextIv > 0) {\n\n const dte1 = computeDte(cur.timestamp, lpi.expiryDate);\n const dte2 = computeDte(next.timestamp, lpi.expiryDate);\n\n if (dte1 > 0 && dte2 > 0) {\n // Baseline: price at (S1, T1, IV1)\n const priceBase = priceOption(lpi.type, S1, lpi.strike, dte1, r, q, curIv);\n\n // Delta: price at (S2, T1, IV1) — only spot changed\n const priceDelta = priceOption(lpi.type, S2, lpi.strike, dte1, r, q, curIv);\n\n // Theta: price at (S1, T2, IV1) — only time changed\n const priceTheta = priceOption(lpi.type, S1, lpi.strike, dte2, r, q, curIv);\n\n // Vega: price at (S1, T1, IV2) — only vol changed\n const priceVega = priceOption(lpi.type, S1, lpi.strike, dte1, r, q, nextIv);\n\n // Cross-term repricing: two inputs changed at once\n // Charm (spot×time): P(S2, T2, σ1) - base - delta - theta\n const priceCharm = priceOption(lpi.type, S2, lpi.strike, dte2, r, q, curIv);\n // Vanna (spot×vol): P(S2, T1, σ2) - base - delta - vega\n const priceVanna = priceOption(lpi.type, S2, lpi.strike, dte1, r, q, nextIv);\n\n if (priceBase !== null && priceDelta !== null && priceTheta !== null\n && priceVega !== null && priceCharm !== null && priceVanna !== null) {\n const legDeltaPnl = (priceDelta - priceBase) * positionSize;\n const legThetaPnl = (priceTheta - priceBase) * positionSize;\n const legVegaPnl = (priceVega - priceBase) * positionSize;\n const legCharmPnl = ((priceCharm - priceBase) - (priceDelta - priceBase) - (priceTheta - priceBase)) * positionSize;\n const legVannaPnl = ((priceVanna - priceBase) - (priceDelta - priceBase) - (priceVega - priceBase)) * positionSize;\n const legResidual = legActualChange - legDeltaPnl - legThetaPnl - legVegaPnl - legCharmPnl - legVannaPnl;\n\n stepDelta += legDeltaPnl;\n stepTheta += legThetaPnl;\n stepVega += legVegaPnl;\n stepCharm += legCharmPnl;\n stepVanna += legVannaPnl;\n stepResidual += legResidual;\n\n // Per-leg-group vega\n if (legGroups && groupVegaAccum) {\n for (let g = 0; g < legGroups.length; g++) {\n if (legGroups[g].legIndices.includes(j)) {\n groupVegaAccum[g] += legVegaPnl;\n }\n }\n }\n continue; // leg handled by full reval\n }\n }\n }\n\n // Fallback: leg P&L goes to residual (no pricing possible)\n stepResidual += legActualChange;\n }\n\n deltaSteps.push(stepDelta);\n thetaSteps.push(stepTheta);\n vegaSteps.push(stepVega);\n charmSteps.push(stepCharm);\n vannaSteps.push(stepVanna);\n residualSteps.push(stepResidual);\n\n if (groupSteps && groupVegaAccum) {\n for (let g = 0; g < legGroups!.length; g++) {\n groupSteps[g].push(groupVegaAccum[g]);\n }\n }\n }\n\n const sumSteps = (steps: number[]): number => steps.reduce((s, v) => s + v, 0);\n\n // Full reval factors:\n // - delta: spot-only P&L (includes gamma — all spot-driven effects)\n // - theta: time-only P&L\n // - vega: vol-only P&L\n // - charm: spot×time cross-effect (delta changing with time)\n // - vanna: spot×vol cross-effect (delta changing with vol)\n // - residual: triple cross (spot+time+vol simultaneously) + model error\n const rawFactors: Array<{ factor: FactorName; totalPnl: number; steps: number[] }> = [\n { factor: 'delta', totalPnl: sumSteps(deltaSteps), steps: deltaSteps },\n { factor: 'theta', totalPnl: sumSteps(thetaSteps), steps: thetaSteps },\n { factor: 'vega', totalPnl: sumSteps(vegaSteps), steps: vegaSteps },\n { factor: 'charm', totalPnl: sumSteps(charmSteps), steps: charmSteps },\n { factor: 'vanna', totalPnl: sumSteps(vannaSteps), steps: vannaSteps },\n { factor: 'residual', totalPnl: sumSteps(residualSteps), steps: residualSteps },\n ];\n\n rawFactors.sort((a, b) => Math.abs(b.totalPnl) - Math.abs(a.totalPnl));\n const totalAbsSum = rawFactors.reduce((s, f) => s + Math.abs(f.totalPnl), 0);\n const factors: FactorContribution[] = rawFactors.map(f => ({\n ...f,\n pctOfTotal: totalAbsSum > 0 ? (Math.abs(f.totalPnl) / totalAbsSum) * 100 : 0,\n }));\n\n const totalPnlChange = pnlPath[pnlPath.length - 1].strategyPnl - pnlPath[0].strategyPnl;\n const totalResidual = sumSteps(residualSteps);\n const totalAttributed = sumSteps(deltaSteps) + sumSteps(thetaSteps) + sumSteps(vegaSteps) + sumSteps(charmSteps) + sumSteps(vannaSteps);\n\n const residualPct = Math.abs(totalPnlChange) > 0.01\n ? Math.abs(totalResidual) / Math.abs(totalPnlChange)\n : 0;\n\n // Numerical fallback when full reval still produces >80% residual\n // (model pricing failure — BS/Bachelier can't accurately price these options)\n if (residualPct > 0.8 && pnlPath.length > 2) {\n return numericalDecomposition(config, totalPnlChange, stepCount);\n }\n\n // Build leg group vega results\n let legGroupVega: LegGroupVega[] | undefined;\n if (legGroups && groupSteps) {\n legGroupVega = legGroups.map((group, g) => {\n const steps = groupSteps[g];\n const totalVegaPnl = sumSteps(steps);\n\n let totalIvChange = 0;\n let ivStepCount = 0;\n for (let si = 0; si < stepCount; si++) {\n const cur = pnlPath[si];\n const nxt = pnlPath[si + 1];\n if (!cur.legGreeks || !nxt.legGreeks) continue;\n for (const j of group.legIndices) {\n const iv1 = cur.legGreeks[j]?.iv;\n const iv2 = nxt.legGreeks[j]?.iv;\n if (iv1 !== null && iv1 !== undefined && iv2 !== null && iv2 !== undefined) {\n totalIvChange += (iv2 - iv1) * 100;\n ivStepCount++;\n }\n }\n }\n\n return {\n label: group.label,\n legIndices: group.legIndices,\n totalVegaPnl,\n avgIvChange: ivStepCount > 0 ? totalIvChange / ivStepCount : 0,\n steps,\n };\n });\n }\n\n // Build summary\n const methodLabel = canFullReval ? 'full_reval' : 'model';\n const summaryParts = factors\n .filter(f => f.factor !== 'residual')\n .map(f => `${f.factor} ${f.totalPnl.toFixed(2)} (${f.pctOfTotal.toFixed(0)}%)`);\n const residualFactor = factors.find(f => f.factor === 'residual');\n if (residualFactor && Math.abs(residualFactor.totalPnl) > 0.01) {\n summaryParts.push(`residual ${residualFactor.totalPnl.toFixed(2)} (${residualFactor.pctOfTotal.toFixed(0)}%)`);\n }\n const summary = `P&L of ${totalPnlChange.toFixed(2)} (${methodLabel}): ${summaryParts.join(', ')}`;\n\n const warning = residualPct > 0.5\n ? `Residual ${(residualPct * 100).toFixed(0)}% — attribution limited for some legs.`\n : null;\n\n return {\n factors,\n legGroupVega,\n totalPnlChange,\n totalAttributed,\n totalResidual,\n stepCount,\n summary,\n warning,\n method: canFullReval ? 'full_reval' : 'model',\n };\n}\n","/**\n * Exit Trigger Evaluation Engine\n *\n * Pure logic module (no I/O, no DuckDB, no fetch) that evaluates 15 exit\n * trigger types against a greeks-enriched P&L path from trade replay.\n *\n * Provides the computational heart of the `analyze_exit_triggers` tool.\n */\n\nimport type { PnlPoint, ReplayLeg } from './trade-replay.js';\n\n// ---------------------------------------------------------------------------\n// Types\n// ---------------------------------------------------------------------------\n\nexport type TriggerType =\n | 'profitTarget'\n | 'stopLoss'\n | 'trailingStop'\n | 'profitAction'\n | 'dteExit'\n | 'ditExit'\n | 'clockTimeExit'\n | 'underlyingPriceMove'\n | 'positionDelta'\n | 'perLegDelta'\n | 'vixMove'\n | 'vix9dMove'\n | 'vix9dVixRatio'\n | 'slRatioThreshold'\n | 'slRatioMove';\n\nexport interface PartialClose {\n index: number;\n pnlAtFire: number;\n allocation: number;\n trigger: string;\n}\n\nexport interface ExitTriggerConfig {\n type: TriggerType;\n threshold: number;\n unit?: 'percent' | 'dollar'; // D-07: default 'dollar', backwards compatible\n steps?: Array<{ armAt: number; stopAt: number; closeAllocationPct?: number }>;\n // Context-specific optional fields:\n expiry?: string; // YYYY-MM-DD for dteExit\n openDate?: string; // YYYY-MM-DD for ditExit\n clockTime?: string; // \"HH:MM\" for clockTimeExit (threshold ignored)\n trailAmount?: number; // Dollar trail for trailingStop\n // Directional delta fields (OO-style per-leg exits):\n legIndex?: number; // 0-based leg index for perLegDelta — targets specific leg\n exitAbove?: number; // Fire when value > exitAbove (directional, no abs)\n exitBelow?: number; // Fire when value < exitBelow (directional, no abs)\n // Data maps for triggers needing external prices:\n underlyingPrices?: Map<string, number>; // timestamp -> price\n vixPrices?: Map<string, number>; // timestamp -> VIX price\n vix9dPrices?: Map<string, number>; // timestamp -> VIX9D price\n // S/L ratio inputs:\n spreadWidth?: number; // Width of spread in dollars\n contracts?: number; // Number of contracts\n multiplier?: number; // Default 100\n // Internal: set by handler when unit='percent' to compute dollar threshold\n entryCost?: number; // D-11: cost/credit of entry (negative = credit received)\n}\n\nexport interface TriggerFireEvent {\n type: TriggerType;\n firedAt: string; // Timestamp when trigger fired\n pnlAtFire: number; // Strategy P&L when trigger fired\n index: number; // Index into pnlPath\n detail?: string; // Human-readable description\n}\n\nexport interface ExitTriggerResult {\n triggers: TriggerFireEvent[]; // All triggers that fired (sorted by fire time)\n firstToFire: TriggerFireEvent | null; // Earliest trigger\n actualExit?: {\n timestamp: string;\n pnl: number;\n pnlDifference: number; // firstToFire.pnl - actualExit.pnl\n };\n partialCloses?: PartialClose[]; // Partial position closes from profitAction steps\n summary: string;\n}\n\nexport interface LegGroupConfig {\n label: string;\n legIndices: number[];\n triggers: ExitTriggerConfig[];\n}\n\nexport interface LegGroupResult {\n label: string;\n result: ExitTriggerResult;\n groupPnl: number[];\n}\n\n// ---------------------------------------------------------------------------\n// Internal helpers\n// ---------------------------------------------------------------------------\n\n/** Parse \"YYYY-MM-DD\" to a Date at local midnight. */\nfunction parseDate(dateStr: string): Date {\n const [y, m, d] = dateStr.split('-').map(Number);\n return new Date(y, m - 1, d);\n}\n\n/** Extract date portion \"YYYY-MM-DD\" from timestamp \"YYYY-MM-DD HH:MM\". */\nfunction extractDate(timestamp: string): string {\n return timestamp.slice(0, 10);\n}\n\n/** Extract time portion \"HH:MM\" from timestamp \"YYYY-MM-DD HH:MM\". */\nfunction extractTime(timestamp: string): string {\n return timestamp.slice(11, 16);\n}\n\n/** Calendar days between two dates (absolute). */\nfunction calendarDaysBetween(a: Date, b: Date): number {\n const MS_PER_DAY = 86_400_000;\n return Math.abs(Math.floor((b.getTime() - a.getTime()) / MS_PER_DAY));\n}\n\n/** Compute S/L ratio for spread positions. */\nfunction computeSLRatio(\n point: PnlPoint,\n legs: ReplayLeg[],\n spreadWidth: number,\n contracts: number,\n multiplier: number,\n): number {\n // Spread value = sum of abs(markPrice * quantity * multiplier) for short legs\n let spreadValue = 0;\n for (let i = 0; i < legs.length; i++) {\n if (legs[i].quantity < 0) {\n const markPrice = point.legPrices[i] ?? 0;\n spreadValue += Math.abs(markPrice * legs[i].quantity * legs[i].multiplier);\n }\n }\n const maxLoss = spreadWidth * contracts * multiplier;\n if (maxLoss === 0) return 0;\n return spreadValue / maxLoss;\n}\n\n// ---------------------------------------------------------------------------\n// evaluateProfitAction — partial close aware evaluator\n// ---------------------------------------------------------------------------\n\n/**\n * Evaluate a profitAction trigger with partial close support.\n * Steps with closeAllocationPct will close a fraction of the REMAINING position\n * when their armAt is first reached. The remaining position's P&L is scaled down.\n *\n * Returns both the fire event (stop hit on remaining) and any partial closes.\n */\nexport function evaluateProfitAction(\n trigger: ExitTriggerConfig,\n pnlPath: PnlPoint[],\n _legs: ReplayLeg[], // eslint-disable-line @typescript-eslint/no-unused-vars\n): { fireEvent: TriggerFireEvent | null; partialCloses: PartialClose[] } {\n const partialCloses: PartialClose[] = [];\n\n if (pnlPath.length === 0 || !trigger.steps?.length) {\n return { fireEvent: null, partialCloses };\n }\n if (trigger.unit === 'percent' && trigger.entryCost == null) {\n return { fireEvent: null, partialCloses };\n }\n\n const scale = trigger.unit === 'percent'\n ? Math.abs(trigger.entryCost!)\n : 1;\n\n const normalizedSteps = [...trigger.steps]\n .sort((a, b) => a.armAt - b.armAt)\n .map((step) => ({\n armAt: step.armAt * scale,\n stopAt: step.stopAt * scale,\n closeAllocationPct: step.closeAllocationPct,\n }));\n\n let remainingAllocation = 1.0;\n let runningMaxPnl = -Infinity;\n // Track which steps have already triggered their partial close\n const stepPartialFired = new Array(normalizedSteps.length).fill(false);\n\n for (let i = 0; i < pnlPath.length; i++) {\n const point = pnlPath[i];\n const pnl = point.strategyPnl;\n\n if (pnl > runningMaxPnl) runningMaxPnl = pnl;\n\n // Check each step for partial close (only when armAt first reached)\n for (let s = 0; s < normalizedSteps.length; s++) {\n const step = normalizedSteps[s];\n if (!stepPartialFired[s] && step.closeAllocationPct && runningMaxPnl >= step.armAt) {\n stepPartialFired[s] = true;\n const closeAmt = remainingAllocation * step.closeAllocationPct;\n partialCloses.push({\n index: i,\n pnlAtFire: pnl * remainingAllocation * step.closeAllocationPct,\n allocation: closeAmt,\n trigger: 'profitAction',\n });\n remainingAllocation -= closeAmt;\n }\n }\n\n // Compute active stop floor (same logic as original)\n let activeFloor = -Infinity;\n for (const step of normalizedSteps) {\n if (runningMaxPnl >= step.armAt) {\n activeFloor = Math.max(activeFloor, step.stopAt);\n }\n }\n\n // Check if stop hit on remaining allocation\n // Scaled comparison: pnl * remainingAllocation <= activeFloor * remainingAllocation\n // Simplifies to: pnl <= activeFloor (when remainingAllocation > 0)\n if (activeFloor > -Infinity && remainingAllocation > 0 && pnl <= activeFloor) {\n const effectivePnl = pnl * remainingAllocation;\n const detail = trigger.unit === 'percent'\n ? `Profit action: stop adjusted to ${(activeFloor / scale * 100).toFixed(0)}% ($${activeFloor.toFixed(2)}) at max P&L $${runningMaxPnl.toFixed(2)}, hit at $${pnl.toFixed(2)} (remaining ${(remainingAllocation * 100).toFixed(0)}%)`\n : `Profit action: stop adjusted to $${activeFloor.toFixed(2)} at max P&L $${runningMaxPnl.toFixed(2)}, hit at $${pnl.toFixed(2)} (remaining ${(remainingAllocation * 100).toFixed(0)}%)`;\n\n return {\n fireEvent: {\n type: 'profitAction',\n firedAt: point.timestamp,\n pnlAtFire: effectivePnl,\n index: i,\n detail,\n },\n partialCloses,\n };\n }\n }\n\n return { fireEvent: null, partialCloses };\n}\n\n// ---------------------------------------------------------------------------\n// evaluateTrigger\n// ---------------------------------------------------------------------------\n\n/**\n * Evaluate a single trigger against the full P&L path.\n * Returns the first point where it fires, or null.\n */\nexport function evaluateTrigger(\n trigger: ExitTriggerConfig,\n pnlPath: PnlPoint[],\n legs: ReplayLeg[],\n): TriggerFireEvent | null {\n if (pnlPath.length === 0) return null;\n\n const { type, threshold } = trigger;\n\n // State for triggers that track running values\n let runningMaxPnl = -Infinity;\n let initialSLRatio: number | null = null;\n let firstUnderlyingPrice: number | null = null;\n let firstVixPrice: number | null = null;\n let firstVix9dPrice: number | null = null;\n\n for (let i = 0; i < pnlPath.length; i++) {\n const point = pnlPath[i];\n const pnl = point.strategyPnl;\n\n // Update running max for trailingStop\n if (pnl > runningMaxPnl) runningMaxPnl = pnl;\n\n let fired = false;\n let detail: string | undefined;\n\n switch (type) {\n case 'profitTarget': {\n // unit='percent' requires entryCost; if missing, cannot compute — no fire\n if (trigger.unit === 'percent' && trigger.entryCost == null) break;\n const dollarThresholdPT = trigger.unit === 'percent'\n ? threshold * Math.abs(trigger.entryCost!)\n : threshold;\n if (pnl >= dollarThresholdPT) {\n fired = true;\n detail = trigger.unit === 'percent'\n ? `P&L $${pnl.toFixed(2)} >= ${(threshold * 100).toFixed(0)}% of $${Math.abs(trigger.entryCost!).toFixed(2)} ($${dollarThresholdPT.toFixed(2)})`\n : `P&L $${pnl.toFixed(2)} >= target $${dollarThresholdPT.toFixed(2)}`;\n }\n break;\n }\n\n case 'stopLoss': {\n // Normalize negative threshold — users may pass -2 meaning \"stop at $2 loss\"\n const absThreshold = Math.abs(threshold);\n // unit='percent' requires entryCost; if missing, cannot compute — no fire\n if (trigger.unit === 'percent' && trigger.entryCost == null) break;\n const dollarThresholdSL = trigger.unit === 'percent'\n ? absThreshold * Math.abs(trigger.entryCost!)\n : absThreshold;\n if (pnl <= -dollarThresholdSL) {\n fired = true;\n detail = trigger.unit === 'percent'\n ? `P&L $${pnl.toFixed(2)} <= -${(absThreshold * 100).toFixed(0)}% of $${Math.abs(trigger.entryCost!).toFixed(2)} (-$${dollarThresholdSL.toFixed(2)})`\n : `P&L $${pnl.toFixed(2)} <= stop -$${dollarThresholdSL.toFixed(2)}`;\n }\n break;\n }\n\n case 'trailingStop': {\n const trailAmt = trigger.trailAmount ?? threshold;\n const dropdown = runningMaxPnl - pnl;\n if (dropdown >= trailAmt && runningMaxPnl > -Infinity) {\n fired = true;\n detail = `Dropdown $${dropdown.toFixed(2)} from max $${runningMaxPnl.toFixed(2)} >= trail $${trailAmt.toFixed(2)}`;\n }\n break;\n }\n\n case 'profitAction': {\n // Delegate to evaluateProfitAction for the full path evaluation\n // (evaluateTrigger is called point-by-point in the loop, but profitAction\n // needs full-path context for partial close tracking, so we handle it\n // by breaking out of the loop and evaluating the full path at once.)\n const paResult = evaluateProfitAction(trigger, pnlPath, legs);\n return paResult.fireEvent;\n }\n\n case 'dteExit': {\n if (!trigger.expiry) break;\n const pointDate = parseDate(extractDate(point.timestamp));\n const expiryDate = parseDate(trigger.expiry);\n const dte = calendarDaysBetween(pointDate, expiryDate);\n // Only fire if point is before/on expiry\n if (pointDate <= expiryDate && dte <= threshold) {\n fired = true;\n detail = `DTE ${dte} <= threshold ${threshold}`;\n }\n break;\n }\n\n case 'ditExit': {\n if (!trigger.openDate) break;\n const pointDate = parseDate(extractDate(point.timestamp));\n const openDate = parseDate(trigger.openDate);\n const dit = calendarDaysBetween(openDate, pointDate);\n if (dit >= threshold) {\n fired = true;\n detail = `DIT ${dit} >= threshold ${threshold}`;\n }\n break;\n }\n\n case 'clockTimeExit': {\n const clockTime = trigger.clockTime ?? '15:00';\n const pointTime = extractTime(point.timestamp);\n if (pointTime >= clockTime) {\n fired = true;\n detail = `Time ${pointTime} >= ${clockTime}`;\n }\n break;\n }\n\n case 'underlyingPriceMove': {\n if (!trigger.underlyingPrices) break;\n const price = trigger.underlyingPrices.get(point.timestamp);\n if (price == null) break;\n if (firstUnderlyingPrice === null) {\n firstUnderlyingPrice = price;\n break; // Can't compute move on first price\n }\n const pctMove = ((price - firstUnderlyingPrice) / firstUnderlyingPrice) * 100;\n if (Math.abs(pctMove) >= threshold) {\n fired = true;\n detail = `Underlying moved ${pctMove.toFixed(2)}% (threshold ${threshold}%)`;\n }\n break;\n }\n\n case 'positionDelta': {\n const netDelta = point.netDelta ?? 0;\n if (trigger.exitAbove != null) {\n if (netDelta > trigger.exitAbove) {\n fired = true;\n detail = `Net delta ${netDelta.toFixed(4)} > exitAbove ${trigger.exitAbove}`;\n }\n } else if (trigger.exitBelow != null) {\n if (netDelta < trigger.exitBelow) {\n fired = true;\n detail = `Net delta ${netDelta.toFixed(4)} < exitBelow ${trigger.exitBelow}`;\n }\n } else if (Math.abs(netDelta) >= threshold) {\n fired = true;\n detail = `Net delta ${netDelta.toFixed(4)} >= threshold ${threshold}`;\n }\n break;\n }\n\n case 'perLegDelta': {\n if (!point.legGreeks) break;\n if (trigger.legIndex != null) {\n // Target a specific leg\n if (trigger.legIndex >= point.legGreeks.length) break;\n const legDelta = point.legGreeks[trigger.legIndex].delta ?? 0;\n if (trigger.exitAbove != null) {\n if (legDelta > trigger.exitAbove) {\n fired = true;\n detail = `Leg ${trigger.legIndex} delta ${legDelta.toFixed(4)} > exitAbove ${trigger.exitAbove}`;\n }\n } else if (trigger.exitBelow != null) {\n if (legDelta < trigger.exitBelow) {\n fired = true;\n detail = `Leg ${trigger.legIndex} delta ${legDelta.toFixed(4)} < exitBelow ${trigger.exitBelow}`;\n }\n } else {\n // legIndex set but no directional fields — use abs() on that single leg\n if (Math.abs(legDelta) >= threshold) {\n fired = true;\n detail = `Leg ${trigger.legIndex} delta ${legDelta.toFixed(4)} >= threshold ${threshold}`;\n }\n }\n } else {\n // No legIndex — iterate all legs with abs() (backward compat)\n for (let li = 0; li < point.legGreeks.length; li++) {\n const legDelta = point.legGreeks[li].delta ?? 0;\n if (Math.abs(legDelta) >= threshold) {\n fired = true;\n detail = `Leg ${li} delta ${legDelta.toFixed(4)} >= threshold ${threshold}`;\n break;\n }\n }\n }\n break;\n }\n\n case 'vixMove': {\n if (!trigger.vixPrices) break;\n const vix = trigger.vixPrices.get(point.timestamp);\n if (vix == null) break;\n if (firstVixPrice === null) {\n firstVixPrice = vix;\n break;\n }\n const pctMove = ((vix - firstVixPrice) / firstVixPrice) * 100;\n if (Math.abs(pctMove) >= threshold) {\n fired = true;\n detail = `VIX moved ${pctMove.toFixed(2)}% (threshold ${threshold}%)`;\n }\n break;\n }\n\n case 'vix9dMove': {\n if (!trigger.vix9dPrices) break;\n const vix9d = trigger.vix9dPrices.get(point.timestamp);\n if (vix9d == null) break;\n if (firstVix9dPrice === null) {\n firstVix9dPrice = vix9d;\n break;\n }\n const pctMove = ((vix9d - firstVix9dPrice) / firstVix9dPrice) * 100;\n if (Math.abs(pctMove) >= threshold) {\n fired = true;\n detail = `VIX9D moved ${pctMove.toFixed(2)}% (threshold ${threshold}%)`;\n }\n break;\n }\n\n case 'vix9dVixRatio': {\n if (!trigger.vixPrices || !trigger.vix9dPrices) break;\n const vix = trigger.vixPrices.get(point.timestamp);\n const vix9d = trigger.vix9dPrices.get(point.timestamp);\n if (vix == null || vix9d == null || vix === 0) break;\n const ratio = vix9d / vix;\n // If threshold >= 1, fire when ratio >= threshold (contango deepening)\n // If threshold < 1, fire when ratio <= threshold (backwardation)\n const crosses = threshold >= 1 ? ratio >= threshold : ratio <= threshold;\n if (crosses) {\n fired = true;\n detail = `VIX9D/VIX ratio ${ratio.toFixed(4)} crossed threshold ${threshold}`;\n }\n break;\n }\n\n case 'slRatioThreshold': {\n const sw = trigger.spreadWidth ?? 0;\n const ct = trigger.contracts ?? 1;\n const mp = trigger.multiplier ?? 100;\n if (sw === 0) break;\n const slRatio = computeSLRatio(point, legs, sw, ct, mp);\n if (slRatio >= threshold) {\n fired = true;\n detail = `S/L ratio ${slRatio.toFixed(4)} >= threshold ${threshold}`;\n }\n break;\n }\n\n case 'slRatioMove': {\n const sw = trigger.spreadWidth ?? 0;\n const ct = trigger.contracts ?? 1;\n const mp = trigger.multiplier ?? 100;\n if (sw === 0) break;\n const slRatio = computeSLRatio(point, legs, sw, ct, mp);\n if (initialSLRatio === null) {\n initialSLRatio = slRatio;\n break; // Can't compute change on first point\n }\n const change = Math.abs(slRatio - initialSLRatio);\n if (change >= threshold) {\n fired = true;\n detail = `S/L ratio change ${change.toFixed(4)} from initial ${initialSLRatio.toFixed(4)} >= threshold ${threshold}`;\n }\n break;\n }\n }\n\n if (fired) {\n return {\n type,\n firedAt: point.timestamp,\n pnlAtFire: pnl,\n index: i,\n detail,\n };\n }\n }\n\n return null;\n}\n\n// ---------------------------------------------------------------------------\n// computeGroupPnl\n// ---------------------------------------------------------------------------\n\n/**\n * Compute per-group P&L at each timestamp from leg prices.\n * groupPnl[t] = sum over legIndices of (legPrices[i] - entryPrice[i]) * quantity[i] * multiplier[i]\n */\nfunction computeGroupPnl(\n pnlPath: PnlPoint[],\n legs: ReplayLeg[],\n legIndices: number[],\n): number[] {\n return pnlPath.map((point) => {\n let groupPnl = 0;\n for (const idx of legIndices) {\n if (idx < legs.length && idx < point.legPrices.length) {\n const leg = legs[idx];\n const markPrice = point.legPrices[idx];\n groupPnl += (markPrice - leg.entryPrice) * leg.quantity * leg.multiplier;\n }\n }\n return groupPnl;\n });\n}\n\n// ---------------------------------------------------------------------------\n// analyzeExitTriggers\n// ---------------------------------------------------------------------------\n\n/**\n * Run all triggers against the P&L path, find first-to-fire,\n * compute actual exit comparison, and evaluate leg group triggers.\n */\nexport function analyzeExitTriggers(config: {\n pnlPath: PnlPoint[];\n legs: ReplayLeg[];\n triggers: ExitTriggerConfig[];\n actualExitTimestamp?: string;\n legGroups?: LegGroupConfig[];\n}): {\n overall: ExitTriggerResult;\n legGroups?: LegGroupResult[];\n} {\n const { pnlPath, legs, triggers, actualExitTimestamp, legGroups } = config;\n\n // Evaluate all triggers\n const fireEvents: TriggerFireEvent[] = [];\n let allPartialCloses: PartialClose[] = [];\n for (const trigger of triggers) {\n if (trigger.type === 'profitAction') {\n // Use the partial-close-aware helper for profitAction\n const paResult = evaluateProfitAction(trigger, pnlPath, legs);\n if (paResult.fireEvent) {\n fireEvents.push(paResult.fireEvent);\n }\n if (paResult.partialCloses.length > 0) {\n allPartialCloses = allPartialCloses.concat(paResult.partialCloses);\n }\n } else {\n const event = evaluateTrigger(trigger, pnlPath, legs);\n if (event) {\n fireEvents.push(event);\n }\n }\n }\n\n // Sort by fire index (earliest first)\n fireEvents.sort((a, b) => a.index - b.index);\n\n const firstToFire = fireEvents.length > 0 ? fireEvents[0] : null;\n\n // Actual exit comparison\n let actualExit: ExitTriggerResult['actualExit'];\n if (actualExitTimestamp && firstToFire) {\n // Find closest point to actualExitTimestamp\n let closestIdx = 0;\n let closestDist = Infinity;\n for (let i = 0; i < pnlPath.length; i++) {\n // Simple string comparison — timestamps are lexicographically ordered\n const dist = Math.abs(pnlPath[i].timestamp.localeCompare(actualExitTimestamp));\n if (pnlPath[i].timestamp === actualExitTimestamp) {\n closestIdx = i;\n break;\n }\n if (dist < closestDist) {\n closestDist = dist;\n closestIdx = i;\n }\n }\n // Fallback: use last point if actualExitTimestamp is after all points\n if (actualExitTimestamp > pnlPath[pnlPath.length - 1].timestamp) {\n closestIdx = pnlPath.length - 1;\n }\n const actualPnl = pnlPath[closestIdx].strategyPnl;\n actualExit = {\n timestamp: pnlPath[closestIdx].timestamp,\n pnl: actualPnl,\n pnlDifference: firstToFire.pnlAtFire - actualPnl,\n };\n }\n\n // Build summary\n let summary: string;\n if (!firstToFire) {\n summary = `No triggers fired across ${pnlPath.length} data points.`;\n } else if (actualExit) {\n const betterWorse = actualExit.pnlDifference > 0 ? 'better' : 'worse';\n summary = `${firstToFire.type} fired at ${firstToFire.firedAt} (P&L $${firstToFire.pnlAtFire.toFixed(2)}). ` +\n `Actual exit at ${actualExit.timestamp} (P&L $${actualExit.pnl.toFixed(2)}). ` +\n `Trigger was $${Math.abs(actualExit.pnlDifference).toFixed(2)} ${betterWorse}.`;\n } else {\n summary = `${firstToFire.type} fired first at ${firstToFire.firedAt} (P&L $${firstToFire.pnlAtFire.toFixed(2)}). ` +\n `${fireEvents.length} trigger(s) fired total.`;\n }\n\n const overall: ExitTriggerResult = {\n triggers: fireEvents,\n firstToFire,\n actualExit,\n partialCloses: allPartialCloses.length > 0 ? allPartialCloses : undefined,\n summary,\n };\n\n // Leg group evaluation\n let legGroupResults: LegGroupResult[] | undefined;\n if (legGroups && legGroups.length > 0) {\n legGroupResults = legGroups.map((group) => {\n const groupPnlArr = computeGroupPnl(pnlPath, legs, group.legIndices);\n\n // Build a synthetic PnlPoint[] for this group with groupPnl as strategyPnl\n const groupPath: PnlPoint[] = pnlPath.map((point, idx) => ({\n ...point,\n strategyPnl: groupPnlArr[idx],\n // Filter legPrices/legGreeks to only this group's legs\n legPrices: group.legIndices.map((li) => point.legPrices[li] ?? 0),\n legGreeks: point.legGreeks\n ? group.legIndices.map((li) => point.legGreeks![li])\n : undefined,\n }));\n\n // Build group legs subset\n const groupLegs = group.legIndices.map((li) => legs[li]);\n\n // Evaluate per-group triggers\n const groupFireEvents: TriggerFireEvent[] = [];\n for (const trigger of group.triggers) {\n const event = evaluateTrigger(trigger, groupPath, groupLegs);\n if (event) groupFireEvents.push(event);\n }\n groupFireEvents.sort((a, b) => a.index - b.index);\n\n const groupFirstToFire = groupFireEvents.length > 0 ? groupFireEvents[0] : null;\n\n // Actual exit for group\n let groupActualExit: ExitTriggerResult['actualExit'];\n if (actualExitTimestamp && groupFirstToFire) {\n let closestIdx = pnlPath.length - 1;\n for (let i = 0; i < pnlPath.length; i++) {\n if (pnlPath[i].timestamp === actualExitTimestamp) {\n closestIdx = i;\n break;\n }\n }\n if (actualExitTimestamp > pnlPath[pnlPath.length - 1].timestamp) {\n closestIdx = pnlPath.length - 1;\n }\n const actualGroupPnl = groupPnlArr[closestIdx];\n groupActualExit = {\n timestamp: pnlPath[closestIdx].timestamp,\n pnl: actualGroupPnl,\n pnlDifference: groupFirstToFire.pnlAtFire - actualGroupPnl,\n };\n }\n\n const groupSummary = groupFirstToFire\n ? `${group.label}: ${groupFirstToFire.type} fired at ${groupFirstToFire.firedAt} (group P&L $${groupFirstToFire.pnlAtFire.toFixed(2)})`\n : `${group.label}: No triggers fired.`;\n\n return {\n label: group.label,\n result: {\n triggers: groupFireEvents,\n firstToFire: groupFirstToFire,\n actualExit: groupActualExit,\n summary: groupSummary,\n },\n groupPnl: groupPnlArr,\n };\n });\n }\n\n return {\n overall,\n legGroups: legGroupResults,\n };\n}\n","/**\n * Exit Analysis Tools\n *\n * MCP tools for analyzing exit triggers and decomposing P&L into greek factor\n * contributions. Both tools run trade replay internally -- a single tool call\n * fetches data, replays the trade, and analyzes the results.\n *\n * Tools registered:\n * - analyze_exit_triggers -- Evaluate 15 trigger types against a replay P&L path\n * - decompose_greeks -- Decompose P&L into delta/gamma/theta/vega/residual factors\n */\n\nimport { z } from \"zod\";\nimport type { McpServer } from \"@modelcontextprotocol/sdk/server/mcp.js\";\nimport { createToolOutput } from \"../utils/output-formatter.js\";\nimport { handleReplayTrade } from \"./replay.js\";\nimport { getProvider } from \"../utils/market-provider.js\";\nimport {\n analyzeExitTriggers,\n type ExitTriggerConfig,\n type LegGroupConfig,\n} from \"../utils/exit-triggers.js\";\nimport {\n decomposeGreeks,\n type LegGroupDef,\n} from \"../utils/greeks-decomposition.js\";\nimport { markPrice } from \"../utils/trade-replay.js\";\n\n// ---------------------------------------------------------------------------\n// Shared trigger type enum\n// ---------------------------------------------------------------------------\n\nconst triggerTypeEnum = z.enum([\n 'profitTarget', 'stopLoss', 'trailingStop', 'profitAction',\n 'dteExit', 'ditExit', 'clockTimeExit',\n 'underlyingPriceMove', 'positionDelta', 'perLegDelta',\n 'vixMove', 'vix9dMove', 'vix9dVixRatio',\n 'slRatioThreshold', 'slRatioMove',\n]);\n\nconst triggerConfigSchema = z.object({\n type: triggerTypeEnum,\n threshold: z.number(),\n unit: z.enum(['percent', 'dollar']).default('dollar').optional(),\n expiry: z.string().optional(),\n openDate: z.string().optional(),\n clockTime: z.string().optional(),\n trailAmount: z.number().optional(),\n steps: z.array(z.object({\n armAt: z.number(),\n stopAt: z.number(),\n closeAllocationPct: z.number().min(0).max(1).optional()\n .describe(\"Fraction of REMAINING position to close at this milestone (0-1)\"),\n })).optional(),\n spreadWidth: z.number().optional(),\n contracts: z.number().optional(),\n legIndex: z.number().optional()\n .describe(\"0-based leg index for perLegDelta — targets specific leg\"),\n exitAbove: z.number().optional()\n .describe(\"Fire when value exceeds this (directional, no abs)\"),\n exitBelow: z.number().optional()\n .describe(\"Fire when value drops below this (directional, no abs)\"),\n});\n\n// ---------------------------------------------------------------------------\n// Leg schema (shared between both tools)\n// ---------------------------------------------------------------------------\n\nconst legSchema = z.object({\n ticker: z.string(),\n strike: z.number(),\n type: z.enum([\"C\", \"P\"]),\n expiry: z.string(),\n quantity: z.number(),\n entry_price: z.number(),\n});\n\n// ---------------------------------------------------------------------------\n// analyze_exit_triggers schema\n// ---------------------------------------------------------------------------\n\nexport const analyzeExitTriggersSchema = z.object({\n // Replay inputs (same as replay_trade per D-02)\n legs: z.array(legSchema).optional(),\n block_id: z.string().optional(),\n trade_index: z.number().optional(),\n open_date: z.string().optional(),\n close_date: z.string().optional(),\n multiplier: z.number().default(100),\n\n // Trigger configs per D-03\n triggers: z.array(triggerConfigSchema)\n .describe(\"Exit triggers to evaluate against the P&L path\"),\n\n // Per D-05\n actual_exit_timestamp: z.string().optional()\n .describe(\"Actual exit time for comparison (format: YYYY-MM-DD HH:MM)\"),\n\n // Per D-06\n leg_groups: z.array(z.object({\n label: z.string(),\n leg_indices: z.array(z.number()),\n triggers: z.array(triggerConfigSchema),\n })).optional().describe(\"Per-leg-group exit triggers for multi-structure strategies\"),\n\n format: z.enum([\"summary\", \"full\"]).default(\"summary\")\n .describe(\"'summary' omits per-step trigger states, 'full' includes all fire events\"),\n});\n\n// ---------------------------------------------------------------------------\n// decompose_greeks schema\n// ---------------------------------------------------------------------------\n\nexport const decomposeGreeksSchema = z.object({\n // Same replay inputs\n legs: z.array(legSchema).optional(),\n block_id: z.string().optional(),\n trade_index: z.number().optional(),\n open_date: z.string().optional(),\n close_date: z.string().optional(),\n multiplier: z.number().default(100),\n\n // Per D-08\n leg_groups: z.array(z.object({\n label: z.string(),\n leg_indices: z.array(z.number()),\n })).optional().describe(\"Leg grouping for per-group vega attribution (e.g., front_month vs back_month)\"),\n\n format: z.enum([\"summary\", \"full\"]).default(\"summary\")\n .describe(\"'summary' shows ranked factors, 'full' includes per-step contributions\"),\n});\n\n// ---------------------------------------------------------------------------\n// Helpers\n// ---------------------------------------------------------------------------\n\n// Reverse-map weekly roots to standard root for underlying/VIX fetching\nconst REVERSE_ROOT_MAP: Record<string, string> = {\n SPXW: 'SPX', NDXP: 'NDX', RUTW: 'RUT',\n};\n\n/**\n * Extract the underlying root ticker from the first replay leg's OCC ticker.\n * Maps weekly roots (SPXW, NDXP) back to their standard root.\n */\nfunction extractUnderlyingTicker(occTicker: string): string {\n const rootMatch = occTicker.match(/^([A-Z]+)/);\n const rawRoot = rootMatch ? rootMatch[1] : '';\n return REVERSE_ROOT_MAP[rawRoot] ?? rawRoot;\n}\n\n/**\n * Fetch VIX or VIX9D minute bars and build a timestamp->price map.\n */\nasync function fetchPriceMap(\n ticker: string,\n from: string,\n to: string,\n): Promise<Map<string, number>> {\n const map = new Map<string, number>();\n try {\n const bars = await getProvider().fetchBars({\n ticker,\n from,\n to,\n timespan: \"minute\",\n assetClass: \"index\",\n });\n for (const b of bars) {\n const ts = `${b.date} ${b.time ?? ''}`.trim();\n map.set(ts, markPrice(b));\n }\n } catch {\n // VIX/VIX9D data is best-effort\n }\n return map;\n}\n\n// ---------------------------------------------------------------------------\n// handleAnalyzeExitTriggers\n// ---------------------------------------------------------------------------\n\nexport async function handleAnalyzeExitTriggers(\n params: z.infer<typeof analyzeExitTriggersSchema>,\n baseDir: string,\n injectedConn?: import(\"@duckdb/node-api\").DuckDBConnection,\n): Promise<ReturnType<typeof analyzeExitTriggers>> {\n const {\n legs: inputLegs, block_id, trade_index,\n open_date, close_date, multiplier,\n triggers, actual_exit_timestamp, leg_groups,\n } = params;\n\n // 1. Run replay to get full P&L path with greeks\n const replayResult = await handleReplayTrade(\n {\n legs: inputLegs,\n block_id,\n trade_index,\n open_date,\n close_date,\n multiplier,\n format: 'full',\n close_at: 'trade',\n },\n baseDir,\n injectedConn,\n );\n\n const pnlPath = replayResult.pnlPath;\n const replayLegs = replayResult.legs;\n\n // Compute entry cost for percentage-based triggers (D-11)\n const entryCost = replayLegs.reduce((sum, leg) => {\n return sum + leg.entryPrice * leg.quantity * leg.multiplier;\n }, 0);\n\n if (pnlPath.length === 0) {\n return {\n overall: {\n triggers: [],\n firstToFire: null,\n summary: 'No P&L data available from replay.',\n },\n };\n }\n\n // 2. Determine date range from replay path\n const firstDate = pnlPath[0].timestamp.slice(0, 10);\n const lastDate = pnlPath[pnlPath.length - 1].timestamp.slice(0, 10);\n\n // 3. Check which external data maps are needed\n const allTriggerTypes = new Set(triggers.map(t => t.type));\n const groupTriggerTypes = new Set(\n (leg_groups ?? []).flatMap(g => g.triggers.map(t => t.type))\n );\n for (const t of groupTriggerTypes) allTriggerTypes.add(t);\n\n // Determine underlying ticker for underlying price triggers\n const underlyingTicker = extractUnderlyingTicker(replayLegs[0].occTicker);\n\n // Fetch VIX/VIX9D/underlying price maps as needed\n let vixPrices: Map<string, number> | undefined;\n let vix9dPrices: Map<string, number> | undefined;\n let underlyingPrices: Map<string, number> | undefined;\n\n const needsVix = allTriggerTypes.has('vixMove') || allTriggerTypes.has('vix9dVixRatio');\n const needsVix9d = allTriggerTypes.has('vix9dMove') || allTriggerTypes.has('vix9dVixRatio');\n const needsUnderlying = allTriggerTypes.has('underlyingPriceMove');\n\n if (needsVix) {\n vixPrices = await fetchPriceMap('VIX', firstDate, lastDate);\n }\n if (needsVix9d) {\n vix9dPrices = await fetchPriceMap('VIX9D', firstDate, lastDate);\n }\n if (needsUnderlying) {\n underlyingPrices = await fetchPriceMap(\n underlyingTicker, firstDate, lastDate,\n );\n }\n\n // 4. Map tool trigger params to ExitTriggerConfig[] with data maps\n const exitTriggers: ExitTriggerConfig[] = triggers.map(t => ({\n type: t.type,\n threshold: t.threshold,\n unit: t.unit,\n entryCost,\n expiry: t.expiry,\n openDate: t.openDate,\n clockTime: t.clockTime,\n trailAmount: t.trailAmount,\n steps: t.steps,\n spreadWidth: t.spreadWidth,\n contracts: t.contracts,\n multiplier,\n underlyingPrices,\n vixPrices,\n vix9dPrices,\n }));\n\n // 5. Map leg groups with their triggers\n const legGroupConfigs: LegGroupConfig[] | undefined = leg_groups?.map(g => ({\n label: g.label,\n legIndices: g.leg_indices,\n triggers: g.triggers.map(t => ({\n type: t.type,\n threshold: t.threshold,\n unit: t.unit,\n entryCost,\n expiry: t.expiry,\n openDate: t.openDate,\n clockTime: t.clockTime,\n trailAmount: t.trailAmount,\n steps: t.steps,\n spreadWidth: t.spreadWidth,\n contracts: t.contracts,\n multiplier,\n underlyingPrices,\n vixPrices,\n vix9dPrices,\n })),\n }));\n\n // 6. Run the pure analysis engine\n return analyzeExitTriggers({\n pnlPath,\n legs: replayLegs,\n triggers: exitTriggers,\n actualExitTimestamp: actual_exit_timestamp,\n legGroups: legGroupConfigs,\n });\n}\n\n// ---------------------------------------------------------------------------\n// handleDecomposeGreeks\n// ---------------------------------------------------------------------------\n\nexport async function handleDecomposeGreeks(\n params: z.infer<typeof decomposeGreeksSchema>,\n baseDir: string,\n injectedConn?: import(\"@duckdb/node-api\").DuckDBConnection,\n): Promise<import(\"../utils/greeks-decomposition.js\").GreeksDecompositionResult> {\n const {\n legs: inputLegs, block_id, trade_index,\n open_date, close_date, multiplier,\n leg_groups, format,\n } = params;\n\n // 1. Run replay to get full P&L path with greeks\n const replayResult = await handleReplayTrade(\n {\n legs: inputLegs,\n block_id,\n trade_index,\n open_date,\n close_date,\n multiplier,\n format: 'full',\n close_at: 'trade',\n },\n baseDir,\n injectedConn,\n );\n\n const pnlPath = replayResult.pnlPath;\n const replayLegs = replayResult.legs;\n\n // 2. Check greeks data availability\n if (pnlPath.length > 0 && !pnlPath[0].legGreeks) {\n throw new Error(\n \"No greeks data available. Ensure MASSIVE_API_KEY is set and underlying price data exists.\"\n );\n }\n\n // 3. Fetch underlying prices for decomposition\n const underlyingTicker = extractUnderlyingTicker(replayLegs[0]?.occTicker ?? '');\n let underlyingPrices: Map<string, number> | undefined;\n\n if (pnlPath.length > 0 && underlyingTicker) {\n const firstDate = pnlPath[0].timestamp.slice(0, 10);\n const lastDate = pnlPath[pnlPath.length - 1].timestamp.slice(0, 10);\n\n underlyingPrices = await fetchPriceMap(\n underlyingTicker, firstDate, lastDate,\n );\n }\n\n // 4. Map leg groups\n const legGroupDefs: LegGroupDef[] | undefined = leg_groups?.map(g => ({\n label: g.label,\n legIndices: g.leg_indices,\n }));\n\n // 5. Build leg pricing inputs from OCC tickers for full revaluation\n const DIVIDEND_YIELDS: Record<string, number> = {\n SPX: 0.015, SPXW: 0.015, NDX: 0.015, NDXP: 0.015,\n };\n const rootMatch = replayLegs[0]?.occTicker.match(/^([A-Z]+)/);\n const rawRoot = rootMatch ? rootMatch[1] : '';\n const divYield = DIVIDEND_YIELDS[rawRoot] ?? 0;\n\n const legPricingInputs = replayLegs.map(leg => {\n const m = leg.occTicker.match(/^[A-Z]+(\\d{6})([CP])(\\d{8})$/);\n if (!m) return { strike: 0, type: 'C' as const, expiryDate: '' };\n return {\n strike: parseInt(m[3], 10) / 1000,\n type: m[2] as 'C' | 'P',\n expiryDate: `20${m[1].slice(0, 2)}-${m[1].slice(2, 4)}-${m[1].slice(4, 6)}`,\n };\n });\n\n // 6. Run decomposition with full revaluation\n const result = decomposeGreeks({\n pnlPath,\n legs: replayLegs,\n underlyingPrices,\n legGroups: legGroupDefs,\n legPricingInputs,\n riskFreeRate: 0.045,\n dividendYield: divYield,\n });\n\n // 7. Strip steps if format=\"summary\"\n if (format === \"summary\") {\n for (const factor of result.factors) {\n factor.steps = [];\n }\n if (result.legGroupVega) {\n for (const group of result.legGroupVega) {\n group.steps = [];\n }\n }\n }\n\n return result;\n}\n\n// ---------------------------------------------------------------------------\n// Tool registration\n// ---------------------------------------------------------------------------\n\nexport function registerExitAnalysisTools(\n server: McpServer,\n baseDir: string,\n): void {\n server.registerTool(\n \"analyze_exit_triggers\",\n {\n description:\n \"Analyze when exit triggers would fire on a trade replay. Runs replay internally \" +\n \"-- provide block_id + trade_index or explicit legs. Evaluates 14 trigger types \" +\n \"(profit target, stop loss, trailing stop, DTE, DIT, clock time, underlying move, \" +\n \"delta, VIX moves, S/L ratio) against minute-by-minute P&L path with greeks. \" +\n \"Uses cached bars from market.intraday when available; fetches from Massive.com on cache miss (requires MASSIVE_API_KEY).\",\n inputSchema: analyzeExitTriggersSchema,\n },\n async (params) => {\n try {\n const result = await handleAnalyzeExitTriggers(params, baseDir);\n\n const summary = result.overall.summary;\n return createToolOutput(summary, result);\n } catch (error) {\n return {\n content: [\n {\n type: \"text\" as const,\n text: `Error analyzing exit triggers: ${(error as Error).message}`,\n },\n ],\n isError: true,\n };\n }\n }\n );\n\n server.registerTool(\n \"decompose_greeks\",\n {\n description:\n \"Decompose a trade's P&L into greek factor contributions (delta, gamma, theta, \" +\n \"vega, residual). Runs replay internally. Shows which factor drove P&L movement \" +\n \"and by how much. For calendar/double-calendar strategies, includes per-leg-group \" +\n \"vega attribution showing front vs back month IV divergence. \" +\n \"Uses cached bars from market.intraday when available; fetches from Massive.com on cache miss (requires MASSIVE_API_KEY).\",\n inputSchema: decomposeGreeksSchema,\n },\n async (params) => {\n try {\n const result = await handleDecomposeGreeks(params, baseDir);\n\n const summary = result.summary;\n return createToolOutput(summary, result);\n } catch (error) {\n return {\n content: [\n {\n type: \"text\" as const,\n text: `Error decomposing greeks: ${(error as Error).message}`,\n },\n ],\n isError: true,\n };\n }\n }\n );\n}\n","/**\n * Batch Exit Analysis Engine\n *\n * Pure logic module (no I/O, no DuckDB, no fetch) that takes pre-analyzed\n * trade inputs and a candidate exit policy, evaluates the policy against each\n * trade's P&L path, and computes aggregate statistics with per-trigger attribution.\n *\n * This is the computational heart of the `batch_exit_analysis` MCP tool.\n */\n\nimport {\n analyzeExitTriggers,\n type ExitTriggerConfig,\n type TriggerType,\n type LegGroupConfig,\n type PartialClose,\n} from './exit-triggers.js';\nimport type { PnlPoint, ReplayLeg } from './trade-replay.js';\n\n// ---------------------------------------------------------------------------\n// Types\n// ---------------------------------------------------------------------------\n\nexport type BaselineMode = 'actual' | 'holdToEnd';\n\nexport interface BatchExitConfig {\n /** Triggers to evaluate as candidate exit policy. */\n candidatePolicy: ExitTriggerConfig[];\n /** Optional per-group triggers (passed through to analyzeExitTriggers). */\n legGroups?: LegGroupConfig[];\n /** Baseline mode: 'actual' uses tradelog P&L, 'holdToEnd' uses last path point. */\n baselineMode: BaselineMode;\n /** Output density: 'summary' omits per-trade breakdown; 'full' includes it. */\n format: 'summary' | 'full';\n}\n\nexport interface TradeInput {\n tradeIndex: number;\n /** Trade open date YYYY-MM-DD */\n dateOpened: string;\n /** Actual P&L from tradelog pl field (used when baselineMode='actual'). */\n actualPnl: number;\n /** Full replay P&L path from trade-replay module. */\n pnlPath: PnlPoint[];\n /** Replay legs parallel to pnlPath.legPrices. */\n legs: ReplayLeg[];\n /** Entry cost for percentage-based triggers (D-11). */\n entryCost?: number;\n}\n\nexport interface TradeExitResult {\n tradeIndex: number;\n dateOpened: string;\n /** Actual P&L from tradelog. */\n actualPnl: number;\n /** P&L if candidate policy was applied. */\n candidatePnl: number;\n /** Baseline P&L (actual or holdToEnd). */\n baselinePnl: number;\n /** candidatePnl - baselinePnl */\n pnlDelta: number;\n /** Which trigger fired first, or 'noTrigger'. */\n triggerFired: TriggerType | 'noTrigger';\n /** Timestamp when trigger fired, or null. */\n fireTimestamp: string | null;\n /** Partial position closes from profitAction steps (if any). */\n partialCloses?: PartialClose[];\n}\n\nexport interface TriggerAttribution {\n trigger: TriggerType | 'noTrigger';\n /** How many trades this trigger fired first on. */\n count: number;\n /** Average candidate P&L when this trigger fired. */\n avgPnl: number;\n /** Sum candidate P&L for this trigger group. */\n totalPnl: number;\n /** Average pnlDelta vs baseline for this trigger group. */\n avgDelta: number;\n}\n\nexport interface AggregateStats {\n totalTrades: number;\n /** candidatePnl > 0 */\n winningTrades: number;\n /** candidatePnl < 0 */\n losingTrades: number;\n /** winningTrades / totalTrades */\n winRate: number;\n /** Sum of candidatePnl */\n totalPnl: number;\n /** Mean candidatePnl */\n avgPnl: number;\n /** Mean of winning candidatePnls */\n avgWin: number;\n /** Mean of losing candidatePnls */\n avgLoss: number;\n maxWin: number;\n maxLoss: number;\n /** sum(wins) / abs(sum(losses)); Infinity if no losses */\n profitFactor: number;\n /** Max sequential drawdown from equity curve (cumsum of candidatePnls) */\n maxDrawdown: number;\n /** mean/stddev of candidatePnls; null if < 2 trades */\n sharpeRatio: number | null;\n maxWinStreak: number;\n maxLossStreak: number;\n // Deltas vs baseline\n baselineTotalPnl: number;\n /** totalPnl - baselineTotalPnl */\n totalPnlDelta: number;\n baselineWinRate: number;\n}\n\nexport interface BatchExitResult {\n aggregate: AggregateStats;\n triggerAttribution: TriggerAttribution[];\n /** Empty if format='summary'. */\n perTrade: TradeExitResult[];\n baselineMode: BaselineMode;\n summary: string;\n profileContext?: {\n structureType: string;\n exitRules: string[];\n };\n /** Trades skipped due to replay errors (D-15). */\n skippedTrades?: Array<{ tradeIndex: number; dateOpened: string; error: string }>;\n}\n\n// ---------------------------------------------------------------------------\n// computeAggregateStats\n// ---------------------------------------------------------------------------\n\n/**\n * Compute aggregate statistics from a set of per-trade exit results.\n */\nexport function computeAggregateStats(tradeResults: TradeExitResult[]): AggregateStats {\n if (tradeResults.length === 0) {\n return {\n totalTrades: 0,\n winningTrades: 0,\n losingTrades: 0,\n winRate: 0,\n totalPnl: 0,\n avgPnl: 0,\n avgWin: 0,\n avgLoss: 0,\n maxWin: 0,\n maxLoss: 0,\n profitFactor: 0,\n maxDrawdown: 0,\n sharpeRatio: null,\n maxWinStreak: 0,\n maxLossStreak: 0,\n baselineTotalPnl: 0,\n totalPnlDelta: 0,\n baselineWinRate: 0,\n };\n }\n\n const candidatePnls = tradeResults.map(r => r.candidatePnl);\n const baselinePnls = tradeResults.map(r => r.baselinePnl);\n\n const winningTrades = candidatePnls.filter(p => p > 0).length;\n const losingTrades = candidatePnls.filter(p => p < 0).length;\n const totalTrades = tradeResults.length;\n const winRate = winningTrades / totalTrades;\n\n const totalPnl = candidatePnls.reduce((sum, p) => sum + p, 0);\n const avgPnl = totalPnl / totalTrades;\n\n const wins = candidatePnls.filter(p => p > 0);\n const losses = candidatePnls.filter(p => p < 0);\n\n const avgWin = wins.length > 0 ? wins.reduce((s, p) => s + p, 0) / wins.length : 0;\n const avgLoss = losses.length > 0 ? losses.reduce((s, p) => s + p, 0) / losses.length : 0;\n const maxWin = wins.length > 0 ? Math.max(...wins) : 0;\n const maxLoss = losses.length > 0 ? Math.min(...losses) : 0;\n\n // Profit factor: sum(wins) / abs(sum(losses)), Infinity if no losses\n const sumWins = wins.reduce((s, p) => s + p, 0);\n const sumLosses = losses.reduce((s, p) => s + p, 0);\n const profitFactor = losses.length === 0\n ? Infinity\n : sumWins / Math.abs(sumLosses);\n\n // Max drawdown from equity curve (cumsum of candidatePnls)\n let runningPeak = 0;\n let equity = 0;\n let maxDrawdown = 0;\n for (const pnl of candidatePnls) {\n equity += pnl;\n if (equity > runningPeak) runningPeak = equity;\n const dd = runningPeak - equity;\n if (dd > maxDrawdown) maxDrawdown = dd;\n }\n\n // Sharpe ratio: mean / sample stddev (N-1), null if < 2 trades\n let sharpeRatio: number | null = null;\n if (totalTrades >= 2) {\n const mean = avgPnl;\n const variance =\n candidatePnls.reduce((sum, p) => sum + (p - mean) ** 2, 0) / (totalTrades - 1);\n const stddev = Math.sqrt(variance);\n sharpeRatio = stddev === 0 ? null : mean / stddev;\n }\n\n // Win/loss streaks\n let maxWinStreak = 0;\n let maxLossStreak = 0;\n let currentWinStreak = 0;\n let currentLossStreak = 0;\n for (const pnl of candidatePnls) {\n if (pnl > 0) {\n currentWinStreak++;\n currentLossStreak = 0;\n if (currentWinStreak > maxWinStreak) maxWinStreak = currentWinStreak;\n } else if (pnl < 0) {\n currentLossStreak++;\n currentWinStreak = 0;\n if (currentLossStreak > maxLossStreak) maxLossStreak = currentLossStreak;\n } else {\n // Breakeven — reset both streaks\n currentWinStreak = 0;\n currentLossStreak = 0;\n }\n }\n\n // Baseline aggregates\n const baselineTotalPnl = baselinePnls.reduce((sum, p) => sum + p, 0);\n const baselineWins = baselinePnls.filter(p => p > 0).length;\n const baselineWinRate = baselineWins / totalTrades;\n\n return {\n totalTrades,\n winningTrades,\n losingTrades,\n winRate,\n totalPnl,\n avgPnl,\n avgWin,\n avgLoss,\n maxWin,\n maxLoss,\n profitFactor,\n maxDrawdown,\n sharpeRatio,\n maxWinStreak,\n maxLossStreak,\n baselineTotalPnl,\n totalPnlDelta: totalPnl - baselineTotalPnl,\n baselineWinRate,\n };\n}\n\n// ---------------------------------------------------------------------------\n// computeTriggerAttribution\n// ---------------------------------------------------------------------------\n\n/**\n * Group trade results by which trigger fired first.\n * Returns attribution sorted by count descending.\n */\nexport function computeTriggerAttribution(\n tradeResults: TradeExitResult[],\n): TriggerAttribution[] {\n const groups = new Map<\n TriggerType | 'noTrigger',\n { count: number; totalPnl: number; totalDelta: number }\n >();\n\n for (const result of tradeResults) {\n const key = result.triggerFired;\n const existing = groups.get(key);\n if (existing) {\n existing.count++;\n existing.totalPnl += result.candidatePnl;\n existing.totalDelta += result.pnlDelta;\n } else {\n groups.set(key, {\n count: 1,\n totalPnl: result.candidatePnl,\n totalDelta: result.pnlDelta,\n });\n }\n }\n\n return Array.from(groups.entries())\n .map(([trigger, { count, totalPnl, totalDelta }]) => ({\n trigger,\n count,\n totalPnl,\n avgPnl: totalPnl / count,\n avgDelta: totalDelta / count,\n }))\n .sort((a, b) => b.count - a.count);\n}\n\n// ---------------------------------------------------------------------------\n// analyzeBatch\n// ---------------------------------------------------------------------------\n\n/**\n * Evaluate a candidate exit policy against a set of trade replay results.\n *\n * For each trade:\n * 1. Run analyzeExitTriggers with the candidate policy against the trade's P&L path.\n * 2. candidatePnl = firstToFire.pnlAtFire if trigger fired, else last path point P&L.\n * 3. baselinePnl = trade.actualPnl if baselineMode='actual', else last path point P&L.\n * 4. Build TradeExitResult.\n *\n * Then compute aggregate stats and trigger attribution.\n */\nexport function analyzeBatch(\n trades: TradeInput[],\n config: BatchExitConfig,\n): BatchExitResult {\n if (trades.length === 0) {\n const emptyAggregate = computeAggregateStats([]);\n return {\n aggregate: emptyAggregate,\n triggerAttribution: [],\n perTrade: [],\n baselineMode: config.baselineMode,\n summary: 'Analyzed 0 trades: no data.',\n };\n }\n\n const { candidatePolicy, legGroups, baselineMode, format } = config;\n\n const perTradeResults: TradeExitResult[] = trades.map(trade => {\n const { pnlPath, legs, actualPnl, tradeIndex, dateOpened, entryCost } = trade;\n\n // Last path point P&L — used as holdToEnd value\n const lastPnl = pnlPath.length > 0\n ? pnlPath[pnlPath.length - 1].strategyPnl\n : 0;\n\n // Copy entryCost onto each trigger config for percentage-based triggers (D-11)\n const triggersWithCost = candidatePolicy.map(t => ({\n ...t,\n entryCost,\n }));\n\n const legGroupsWithCost = legGroups?.map(group => ({\n ...group,\n triggers: group.triggers.map(trigger => ({\n ...trigger,\n entryCost,\n })),\n }));\n\n // Run exit trigger analysis with candidate policy\n const analysisResult = analyzeExitTriggers({\n pnlPath,\n legs,\n triggers: triggersWithCost,\n legGroups: legGroupsWithCost,\n });\n\n const { firstToFire, partialCloses } = analysisResult.overall;\n\n // Candidate P&L: account for partial closes from profitAction steps\n let candidatePnl: number;\n if (partialCloses && partialCloses.length > 0) {\n // Sum of partial close P&Ls\n const partialPnl = partialCloses.reduce((sum, pc) => sum + pc.pnlAtFire, 0);\n const closedAllocation = partialCloses.reduce((sum, pc) => sum + pc.allocation, 0);\n const remainingAllocation = 1 - closedAllocation;\n // Remaining position: firstToFire.pnlAtFire already reflects remaining allocation,\n // or if no trigger fired, scale last P&L by remaining allocation\n const remainingPnl = firstToFire !== null\n ? firstToFire.pnlAtFire\n : lastPnl * remainingAllocation;\n candidatePnl = partialPnl + remainingPnl;\n } else {\n // No partial closes: original behavior\n candidatePnl = firstToFire !== null ? firstToFire.pnlAtFire : lastPnl;\n }\n\n // Baseline P&L depends on mode\n const baselinePnl = baselineMode === 'actual' ? actualPnl : lastPnl;\n\n const pnlDelta = candidatePnl - baselinePnl;\n\n const triggerFired: TriggerType | 'noTrigger' =\n firstToFire !== null ? firstToFire.type : 'noTrigger';\n const fireTimestamp = firstToFire !== null ? firstToFire.firedAt : null;\n\n return {\n tradeIndex,\n dateOpened,\n actualPnl,\n candidatePnl,\n baselinePnl,\n pnlDelta,\n triggerFired,\n fireTimestamp,\n partialCloses: partialCloses && partialCloses.length > 0 ? partialCloses : undefined,\n };\n });\n\n const aggregate = computeAggregateStats(perTradeResults);\n const triggerAttribution = computeTriggerAttribution(perTradeResults);\n\n // Build summary string\n const topTrigger = triggerAttribution.length > 0 ? triggerAttribution[0] : null;\n const topTriggerStr = topTrigger\n ? `Top trigger: ${topTrigger.trigger} fired on ${topTrigger.count} trades.`\n : 'No triggers fired.';\n\n const summary =\n `Analyzed ${trades.length} trades: candidate win rate ${(aggregate.winRate * 100).toFixed(1)}%, ` +\n `total P&L $${aggregate.totalPnl.toFixed(2)} (delta $${aggregate.totalPnlDelta.toFixed(2)} vs baseline). ` +\n topTriggerStr;\n\n return {\n aggregate,\n triggerAttribution,\n perTrade: format === 'summary' ? [] : perTradeResults,\n baselineMode,\n summary,\n };\n}\n","/**\n * Batch Exit Analysis Tool\n *\n * MCP tool that evaluates a candidate exit policy across multiple trades in a\n * block. Queries trades from DuckDB, replays each one (checking market.intraday\n * cache before fetching from Massive), evaluates the candidate policy via the\n * pure batch exit analysis engine, and returns aggregate statistics with\n * per-trigger attribution.\n *\n * Tools registered:\n * - batch_exit_analysis -- Evaluate a candidate exit policy across an entire block\n */\n\nimport { z } from \"zod\";\nimport type { McpServer } from \"@modelcontextprotocol/sdk/server/mcp.js\";\nimport { getConnection } from \"../db/connection.js\";\nimport { createToolOutput } from \"../utils/output-formatter.js\";\nimport { handleReplayTrade } from \"./replay.js\";\nimport {\n analyzeBatch,\n type TradeInput,\n type BatchExitConfig,\n type BatchExitResult,\n} from \"../utils/batch-exit-analysis.js\";\nimport { getProfile } from \"../db/profile-schemas.js\";\nimport type { ExitTriggerConfig, LegGroupConfig } from \"../utils/exit-triggers.js\";\n\n// ---------------------------------------------------------------------------\n// Concurrency limiter — hand-rolled semaphore, no external dependency (D-15)\n// ---------------------------------------------------------------------------\n\n/**\n * Simple concurrency limiter. Runs async tasks with at most `limit` in flight.\n * No external dependency — hand-rolled semaphore pattern per D-15.\n */\nasync function mapWithLimit<T, R>(\n items: T[],\n limit: number,\n fn: (item: T) => Promise<R>,\n): Promise<R[]> {\n const results: R[] = new Array(items.length);\n let idx = 0;\n\n async function worker(): Promise<void> {\n while (idx < items.length) {\n const i = idx++;\n results[i] = await fn(items[i]);\n }\n }\n\n const workers = Array.from({ length: Math.min(limit, items.length) }, () => worker());\n await Promise.all(workers);\n return results;\n}\n\n// ---------------------------------------------------------------------------\n// Shared trigger type enum (mirrors exit-analysis.ts)\n// ---------------------------------------------------------------------------\n\nconst triggerTypeEnum = z.enum([\n 'profitTarget', 'stopLoss', 'trailingStop', 'profitAction',\n 'dteExit', 'ditExit', 'clockTimeExit',\n 'underlyingPriceMove', 'positionDelta', 'perLegDelta',\n 'vixMove', 'vix9dMove', 'vix9dVixRatio',\n 'slRatioThreshold', 'slRatioMove',\n]);\n\nconst triggerConfigSchema = z.object({\n type: triggerTypeEnum,\n threshold: z.number(),\n unit: z.enum(['percent', 'dollar']).default('dollar').optional(),\n expiry: z.string().optional(),\n openDate: z.string().optional(),\n clockTime: z.string().optional(),\n trailAmount: z.number().optional(),\n steps: z.array(z.object({\n armAt: z.number(),\n stopAt: z.number(),\n closeAllocationPct: z.number().min(0).max(1).optional()\n .describe(\"Fraction of REMAINING position to close at this milestone (0-1)\"),\n })).optional(),\n spreadWidth: z.number().optional(),\n contracts: z.number().optional(),\n legIndex: z.number().optional()\n .describe(\"0-based leg index for perLegDelta — targets specific leg\"),\n exitAbove: z.number().optional()\n .describe(\"Fire when value exceeds this (directional, no abs)\"),\n exitBelow: z.number().optional()\n .describe(\"Fire when value drops below this (directional, no abs)\"),\n});\n\n// ---------------------------------------------------------------------------\n// Zod Schema\n// ---------------------------------------------------------------------------\n\nexport const batchExitAnalysisSchema = z.object({\n block_id: z.string().describe(\"Block ID to analyze trades from\"),\n\n strategy: z.string().optional()\n .describe(\"Filter trades by strategy name (case-insensitive ILIKE)\"),\n\n date_range: z.object({\n from: z.string().optional().describe(\"Start date YYYY-MM-DD\"),\n to: z.string().optional().describe(\"End date YYYY-MM-DD\"),\n }).optional().describe(\"Filter trades by date range\"),\n\n candidate_policy: z.array(triggerConfigSchema)\n .describe(\"Candidate exit policy triggers to evaluate -- same schema as analyze_exit_triggers\"),\n\n leg_groups: z.array(z.object({\n label: z.string(),\n leg_indices: z.array(z.number()),\n triggers: z.array(triggerConfigSchema),\n })).optional().describe(\"Per-leg-group exit triggers for multi-structure strategies\"),\n\n baseline_mode: z.enum(['actual', 'holdToEnd']).default('actual')\n .describe(\"'actual' compares candidate vs trade's actual P&L; 'holdToEnd' compares vs last replay timestamp\"),\n\n limit: z.number().min(1).max(200).default(50)\n .describe(\"Max trades to analyze. Most recent trades selected\"),\n\n min_pl: z.number().optional()\n .describe(\"Only include trades with actual P&L >= this value\"),\n\n max_pl: z.number().optional()\n .describe(\"Only include trades with actual P&L <= this value\"),\n\n multiplier: z.number().default(100)\n .describe(\"Contract multiplier (default 100)\"),\n\n format: z.enum(['summary', 'full']).default('summary')\n .describe(\"'summary' returns aggregate stats + trigger attribution; 'full' adds per-trade breakdown\"),\n});\n\n// ---------------------------------------------------------------------------\n// Handler\n// ---------------------------------------------------------------------------\n\nexport async function handleBatchExitAnalysis(\n params: z.infer<typeof batchExitAnalysisSchema>,\n baseDir: string,\n injectedConn?: import(\"@duckdb/node-api\").DuckDBConnection,\n): Promise<BatchExitResult> {\n const {\n block_id,\n strategy,\n date_range,\n candidate_policy,\n leg_groups,\n baseline_mode,\n limit,\n min_pl,\n max_pl,\n multiplier,\n format,\n } = params;\n\n // 1. Query trades from DuckDB with deterministic ROW_NUMBER ordering\n const conn = injectedConn ?? await getConnection(baseDir);\n const escapedBlockId = block_id.replace(/'/g, \"''\");\n\n // Build WHERE clauses\n const whereClauses: string[] = [`block_id = '${escapedBlockId}'`];\n\n if (strategy) {\n const escapedStrategy = strategy.replace(/'/g, \"''\");\n whereClauses.push(`strategy ILIKE '%${escapedStrategy}%'`);\n }\n if (date_range?.from) {\n whereClauses.push(`date_opened >= '${date_range.from}'`);\n }\n if (date_range?.to) {\n whereClauses.push(`date_opened <= '${date_range.to}'`);\n }\n if (min_pl !== undefined) {\n whereClauses.push(`pl >= ${min_pl}`);\n }\n if (max_pl !== undefined) {\n whereClauses.push(`pl <= ${max_pl}`);\n }\n\n // ROW_NUMBER must be computed over the FULL block (no strategy/date filters)\n // because handleReplayTrade resolves trade_index as OFFSET against the full block.\n // Filters are applied AFTER numbering to preserve the global index.\n const filterClauses = whereClauses.slice(1); // drop block_id clause (already in CTE)\n const query = `\n WITH numbered AS (\n SELECT *, ROW_NUMBER() OVER (ORDER BY date_opened, rowid) - 1 AS trade_idx\n FROM trades.trade_data\n WHERE block_id = '${escapedBlockId}'\n )\n SELECT trade_idx, pl, date_opened\n FROM numbered\n ${filterClauses.length > 0 ? 'WHERE ' + filterClauses.join(' AND ') : ''}\n ORDER BY date_opened DESC\n LIMIT ${limit}\n `;\n\n const queryResult = await conn.runAndReadAll(query);\n const rows = queryResult.getRows();\n\n if (rows.length === 0) {\n const emptyResult: BatchExitResult = {\n aggregate: {\n totalTrades: 0,\n winningTrades: 0,\n losingTrades: 0,\n winRate: 0,\n totalPnl: 0,\n avgPnl: 0,\n avgWin: 0,\n avgLoss: 0,\n maxWin: 0,\n maxLoss: 0,\n profitFactor: 0,\n maxDrawdown: 0,\n sharpeRatio: null,\n maxWinStreak: 0,\n maxLossStreak: 0,\n baselineTotalPnl: 0,\n totalPnlDelta: 0,\n baselineWinRate: 0,\n },\n triggerAttribution: [],\n perTrade: [],\n baselineMode: baseline_mode,\n summary: 'Analyzed 0 trades: no matching trades found.',\n };\n return emptyResult;\n }\n\n // 2. Replay trades in parallel with concurrency limit (D-14)\n const MAX_CONCURRENT_REPLAYS = 5;\n\n type ReplayOutcome =\n | { ok: true; input: TradeInput }\n | { ok: false; tradeIndex: number; dateOpened: string; error: string };\n\n const outcomes = await mapWithLimit(\n rows,\n MAX_CONCURRENT_REPLAYS,\n async (row): Promise<ReplayOutcome> => {\n const tradeIdx = Number(row[0] ?? 0);\n const pl = Number(row[1] ?? 0);\n const dateOpened = String(row[2] ?? '');\n\n try {\n // Always pass format:'full' to get complete pnlPath for analyzeBatch.\n // params.format controls the batch output density, not the replay resolution.\n const replayResult = await handleReplayTrade(\n {\n block_id,\n trade_index: tradeIdx,\n multiplier,\n format: 'full',\n close_at: 'trade',\n },\n baseDir,\n injectedConn,\n );\n\n // Compute entry cost for percentage-based triggers (D-11)\n const tradeEntryCost = replayResult.legs.reduce((sum: number, leg) => {\n return sum + leg.entryPrice * leg.quantity * leg.multiplier;\n }, 0);\n\n return {\n ok: true,\n input: {\n tradeIndex: tradeIdx,\n dateOpened,\n actualPnl: pl,\n pnlPath: replayResult.pnlPath,\n legs: replayResult.legs,\n entryCost: tradeEntryCost,\n },\n };\n } catch (err) {\n return {\n ok: false,\n tradeIndex: Number(row[0] ?? 0),\n dateOpened: String(row[2] ?? ''),\n error: err instanceof Error ? err.message : String(err),\n };\n }\n },\n );\n\n const tradeInputs: TradeInput[] = [];\n const skippedTrades: Array<{ tradeIndex: number; dateOpened: string; error: string }> = [];\n\n for (const outcome of outcomes) {\n if (outcome.ok) {\n tradeInputs.push(outcome.input);\n } else {\n skippedTrades.push({\n tradeIndex: outcome.tradeIndex,\n dateOpened: outcome.dateOpened,\n error: outcome.error,\n });\n }\n }\n\n // 3. Build BatchExitConfig\n const config: BatchExitConfig = {\n candidatePolicy: candidate_policy as ExitTriggerConfig[],\n legGroups: leg_groups?.map(g => ({\n label: g.label,\n legIndices: g.leg_indices,\n triggers: g.triggers as ExitTriggerConfig[],\n })) as LegGroupConfig[] | undefined,\n baselineMode: baseline_mode,\n format,\n };\n\n // 4. Run the pure batch analysis engine\n const result = analyzeBatch(tradeInputs, config);\n\n // 5. Augment summary with skip info if any trades were skipped\n if (skippedTrades.length > 0) {\n result.summary = result.summary.replace(\n /^Analyzed (\\d+) trades/,\n `Analyzed ${tradeInputs.length} trades (${skippedTrades.length} skipped due to replay errors)`,\n );\n result.skippedTrades = skippedTrades;\n }\n\n // 6. Load profile context if strategy is specified (per D-16)\n if (strategy) {\n try {\n const profileConn = injectedConn ?? await getConnection(baseDir);\n const profile = await getProfile(profileConn, block_id, strategy);\n if (profile) {\n result.profileContext = {\n structureType: profile.structureType,\n exitRules: profile.exitRules.map(r =>\n r.description ?? `${r.type} ${r.trigger}`\n ),\n };\n }\n } catch {\n // Profile is informational context, not critical — swallow errors\n }\n }\n\n return result;\n}\n\n// ---------------------------------------------------------------------------\n// Tool registration\n// ---------------------------------------------------------------------------\n\nexport function registerBatchExitAnalysisTools(\n server: McpServer,\n baseDir: string,\n): void {\n server.registerTool(\n \"batch_exit_analysis\",\n {\n description:\n \"Analyze how a candidate exit policy would perform across multiple trades in a block. \" +\n \"Replays each matching trade, evaluates exit triggers against the minute-level P&L path, \" +\n \"and returns aggregate statistics (win rate, Sharpe, profit factor, drawdown) comparable \" +\n \"to get_statistics. Includes per-trigger attribution showing which triggers drive outcomes. \" +\n \"Uses cached bars from market.intraday when available; fetches from Massive.com on cache miss \" +\n \"(requires MASSIVE_API_KEY). Use with strategy profiles to iterate on exit rules.\",\n inputSchema: batchExitAnalysisSchema,\n },\n async (params) => {\n try {\n const result = await handleBatchExitAnalysis(params, baseDir);\n return createToolOutput(result.summary, result);\n } catch (error) {\n return {\n content: [{\n type: \"text\" as const,\n text: `Error in batch exit analysis: ${(error as Error).message}`,\n }],\n isError: true,\n };\n }\n }\n 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1
+ {"version":3,"sources":["../src/tools/shared/filters.ts","../src/utils/schema-metadata.ts","../src/utils/field-timing.ts","../src/utils/data-availability.ts","../src/utils/market-enricher.ts","../src/utils/market-importer.ts","../src/utils/providers/massive.ts","../src/utils/black-scholes.ts","../src/utils/providers/thetadata.ts","../src/utils/market-provider.ts","../src/utils/analysis-stats.ts","../src/utils/filter-predicates.ts","../src/tools/profiles.ts","../src/utils/output-formatter.ts","../src/tools/profile-analysis.ts","../src/tools/regime-advisor.ts","../src/utils/trade-replay.ts","../src/tools/replay.ts","../src/utils/bar-cache.ts","../src/tools/snapshot.ts","../src/utils/greeks-decomposition.ts","../src/utils/exit-triggers.ts","../src/tools/exit-analysis.ts","../src/utils/batch-exit-analysis.ts","../src/tools/batch-exit-analysis.ts"],"sourcesContent":["/**\n * Shared Filter Utilities\n *\n * Common filtering functions used across block and report tools.\n */\n\nimport type { Trade, DailyLogEntry } from \"@tradeblocks/lib\";\n\n/**\n * Filter trades by strategy name (case-insensitive)\n */\nexport function filterByStrategy(trades: Trade[], strategy?: string): Trade[] {\n if (!strategy) return trades;\n return trades.filter(\n (t) => t.strategy.toLowerCase() === strategy.toLowerCase()\n );\n}\n\n/**\n * Validate that a date string is in YYYY-MM-DD format.\n * Returns the string if valid, undefined if not (skips that filter boundary).\n */\nconst DATE_RE = /^\\d{4}-\\d{2}-\\d{2}$/;\nfunction validateDateParam(date: string | undefined): string | undefined {\n if (!date) return undefined;\n return DATE_RE.test(date) ? date : undefined;\n}\n\n/**\n * Extract YYYY-MM-DD calendar date from a Date or string.\n * Trades are parsed via parseDatePreservingCalendarDay() which creates dates at\n * local midnight. Use local date components to preserve the calendar date,\n * avoiding timezone shift when the server runs in UTC.\n */\nfunction toCalendarDateStr(date: Date | string): string {\n if (typeof date === \"string\") {\n const match = date.match(/^(\\d{4})-(\\d{2})-(\\d{2})/);\n if (match) return `${match[1]}-${match[2]}-${match[3]}`;\n }\n const d = typeof date === \"string\" ? new Date(date) : date;\n const year = d.getFullYear();\n const month = String(d.getMonth() + 1).padStart(2, \"0\");\n const day = String(d.getDate()).padStart(2, \"0\");\n return `${year}-${month}-${day}`;\n}\n\n/**\n * Filter trades by date range using string comparison on Eastern Time calendar dates.\n * Avoids timezone bugs from mixing UTC Date parsing with local time setHours.\n * Malformed date inputs (not YYYY-MM-DD) are silently ignored.\n */\nexport function filterByDateRange(\n trades: Trade[],\n startDate?: string,\n endDate?: string\n): Trade[] {\n const start = validateDateParam(startDate);\n const end = validateDateParam(endDate);\n let filtered = trades;\n\n if (start) {\n filtered = filtered.filter((t) => toCalendarDateStr(t.dateOpened) >= start);\n }\n\n if (end) {\n filtered = filtered.filter((t) => toCalendarDateStr(t.dateOpened) <= end);\n }\n\n return filtered;\n}\n\n/**\n * Filter daily log entries by date range using string comparison on calendar dates.\n * Mirrors filterByDateRange but uses entry.date (Date object) instead of t.dateOpened.\n * Malformed date inputs (not YYYY-MM-DD) are silently ignored.\n */\nexport function filterDailyLogsByDateRange(\n dailyLogs: DailyLogEntry[],\n startDate?: string,\n endDate?: string\n): DailyLogEntry[] {\n const start = validateDateParam(startDate);\n const end = validateDateParam(endDate);\n let filtered = dailyLogs;\n\n if (start) {\n filtered = filtered.filter((entry) => toCalendarDateStr(entry.date) >= start);\n }\n\n if (end) {\n filtered = filtered.filter((entry) => toCalendarDateStr(entry.date) <= end);\n }\n\n return filtered;\n}\n","/**\n * Schema Metadata\n *\n * Hardcoded descriptions for DuckDB tables and columns, plus example queries.\n * Used by describe_database tool to provide context for SQL query writing.\n *\n * Tables are organized by schema:\n * - trades: Trade data from CSV files\n * - market: Market context data — daily (per-ticker OHLCV + indicators),\n * context (global VIX/regime), intraday (raw bar data)\n */\n\n// ============================================================================\n// Type Definitions\n// ============================================================================\n\nexport interface ColumnDescription {\n /** Human-readable description of what this column contains */\n description: string;\n /** True if this column is useful for hypothesis testing (filtering, grouping, analysis) */\n hypothesis: boolean;\n /** When this field's value is known relative to market open.\n * - 'open': Known at/before market open (Prior_Close, Gap_Pct, VIX_Open, etc.)\n * - 'close': Only known after market close (RSI_14, Vol_Regime, Close, etc.)\n * - 'static': Calendar/metadata facts known before the day (Day_of_Week, Month, Is_Opex)\n * Only applicable to market.daily and market.context columns. Omit for non-market tables.\n */\n timing?: 'open' | 'close' | 'static';\n}\n\nexport interface TableDescription {\n /** Human-readable description of this table's purpose */\n description: string;\n /** Key columns that are most important for analysis */\n keyColumns: string[];\n /** Column descriptions by column name */\n columns: Record<string, ColumnDescription>;\n}\n\nexport interface SchemaDescription {\n /** Human-readable description of this schema's purpose */\n description: string;\n /** Tables in this schema */\n tables: Record<string, TableDescription>;\n}\n\nexport interface SchemaMetadata {\n trades: SchemaDescription;\n market: SchemaDescription;\n}\n\nexport interface ExampleQuery {\n /** What this query does */\n description: string;\n /** The SQL query */\n sql: string;\n}\n\nexport interface ExampleQueries {\n /** Basic single-table queries */\n basic: ExampleQuery[];\n /** JOIN queries between trades and market data */\n joins: ExampleQuery[];\n /** Hypothesis testing patterns */\n hypothesis: ExampleQuery[];\n}\n\n// ============================================================================\n// Schema Descriptions\n// ============================================================================\n\nexport const SCHEMA_DESCRIPTIONS: SchemaMetadata = {\n trades: {\n description:\n \"Trading data synced from CSV files. Contains trade records from all portfolio blocks, including both backtest (trade_data) and actual/reported (reporting_data) trades.\",\n tables: {\n trade_data: {\n description:\n \"Individual backtest trade records. Each row = one trade with entry/exit details, P&L, and strategy. Filter by block_id to query specific portfolios.\",\n keyColumns: [\"block_id\", \"date_opened\", \"strategy\", \"pl\"],\n columns: {\n block_id: {\n description: \"Portfolio block ID - filter by this to query specific portfolios\",\n hypothesis: true,\n },\n date_opened: {\n description: \"Trade entry date (DATE format, use for joins with market data)\",\n hypothesis: true,\n },\n time_opened: {\n description: \"Trade entry time in Eastern Time (e.g., '09:35:00')\",\n hypothesis: false,\n },\n strategy: {\n description: \"Strategy name (e.g., 'IronCondor', 'PutSpread')\",\n hypothesis: true,\n },\n legs: {\n description: \"Option legs description (e.g., 'SPY 450P/445P')\",\n hypothesis: false,\n },\n premium: {\n description: \"Credit received (+) or debit paid (-)\",\n hypothesis: false,\n },\n num_contracts: {\n description: \"Number of contracts traded\",\n hypothesis: false,\n },\n pl: {\n description: \"Gross P&L before commissions (DOUBLE)\",\n hypothesis: true,\n },\n date_closed: {\n description: \"Trade exit date (NULL if still open)\",\n hypothesis: false,\n },\n time_closed: {\n description: \"Trade exit time in Eastern Time\",\n hypothesis: false,\n },\n reason_for_close: {\n description: \"Exit reason (e.g., 'Target', 'Stop', 'Expiration')\",\n hypothesis: true,\n },\n margin_req: {\n description: \"Margin requirement for the position ($)\",\n hypothesis: false,\n },\n opening_commissions: {\n description: \"Commissions paid at entry ($)\",\n hypothesis: false,\n },\n closing_commissions: {\n description: \"Commissions paid at exit ($)\",\n hypothesis: false,\n },\n },\n },\n reporting_data: {\n description:\n \"Actual/reported trade records from reportinglog.csv. Each row = one live trade executed. Compare with trade_data (backtest) to analyze slippage and execution differences. Filter by block_id to query specific portfolios.\",\n keyColumns: [\"block_id\", \"date_opened\", \"strategy\", \"legs\", \"pl\"],\n columns: {\n block_id: {\n description: \"Portfolio block ID - filter by this to query specific portfolios\",\n hypothesis: true,\n },\n date_opened: {\n description: \"Trade entry date (DATE format, use for joins with market data)\",\n hypothesis: true,\n },\n time_opened: {\n description: \"Trade entry time in Eastern Time (e.g., '09:35:00')\",\n hypothesis: false,\n },\n strategy: {\n description: \"Strategy name (e.g., 'IronCondor', 'PutSpread')\",\n hypothesis: true,\n },\n legs: {\n description: \"Option legs description with strikes (e.g., 'SPY 450P/445P') - compare with trade_data.legs to identify strike differences\",\n hypothesis: true,\n },\n initial_premium: {\n description: \"Credit received (+) or debit paid (-) at entry\",\n hypothesis: false,\n },\n num_contracts: {\n description: \"Number of contracts traded (often fewer than backtest)\",\n hypothesis: false,\n },\n pl: {\n description: \"Actual P&L realized (DOUBLE)\",\n hypothesis: true,\n },\n date_closed: {\n description: \"Trade exit date (NULL if still open)\",\n hypothesis: false,\n },\n time_closed: {\n description: \"Trade exit time in Eastern Time\",\n hypothesis: false,\n },\n closing_price: {\n description: \"Price at exit\",\n hypothesis: false,\n },\n avg_closing_cost: {\n description: \"Average cost to close the position\",\n hypothesis: false,\n },\n reason_for_close: {\n description: \"Exit reason (e.g., 'Target', 'Stop', 'Expiration')\",\n hypothesis: true,\n },\n opening_price: {\n description: \"Price at entry\",\n hypothesis: false,\n },\n },\n },\n },\n },\n market: {\n description:\n \"Market context data for hypothesis testing. Normalized into four tables: daily (per-ticker OHLCV + technical indicators + ivr/ivp for VIX-family tickers), _context_derived (cross-ticker derived fields like Vol_Regime), context (LEGACY — preserved for backward compat), and intraday (raw bar data). Source: CSV files in market/ folder.\",\n tables: {\n daily: {\n description:\n \"Per-ticker daily OHLCV with Tier 1 enrichment indicators and calendar fields. One row per ticker per trading day. JOIN with trades on ticker+date (e.g., d.ticker = 'SPX' AND t.date_opened = d.date). VIX-family tickers (VIX, VIX9D, VIX3M, etc.) also have ivr/ivp columns populated. For trade-entry queries, use LAG() on close-derived fields. Join market._context_derived (LEFT JOIN on date) for Vol_Regime, Term_Structure_State, etc.\",\n keyColumns: [\"ticker\", \"date\", \"RSI_14\", \"ATR_Pct\", \"Realized_Vol_20D\"],\n columns: {\n ticker: {\n description: \"Underlying ticker symbol (part of composite primary key with date).\",\n hypothesis: true,\n },\n date: {\n description: \"Trading date (VARCHAR, format YYYY-MM-DD). Composite primary key with ticker.\",\n hypothesis: true,\n },\n // Raw OHLCV\n open: {\n description: \"Underlying open price\",\n hypothesis: false,\n timing: 'open',\n },\n high: {\n description: \"Underlying high price\",\n hypothesis: false,\n timing: 'close',\n },\n low: {\n description: \"Underlying low price\",\n hypothesis: false,\n timing: 'close',\n },\n close: {\n description: \"Underlying close price\",\n hypothesis: false,\n timing: 'close',\n },\n Prior_Close: {\n description: \"Previous day's close price\",\n hypothesis: false,\n timing: 'open',\n },\n // Tier 1 enrichment — open-known\n Gap_Pct: {\n description: \"Overnight gap percentage ((Open - Prior_Close) / Prior_Close * 100)\",\n hypothesis: true,\n timing: 'open',\n },\n Prev_Return_Pct: {\n description: \"Previous day's total return percentage (prior close to prior close)\",\n hypothesis: true,\n timing: 'open',\n },\n Prior_Range_vs_ATR: {\n description: \"Prior trading day's (high - low) / ATR ratio, measures prior day's range relative to average true range\",\n hypothesis: true,\n timing: 'open',\n },\n // Tier 1 enrichment — close-derived\n ATR_Pct: {\n description: \"Average True Range as percentage of price (14-day Wilder smoothing)\",\n hypothesis: true,\n timing: 'close',\n },\n RSI_14: {\n description: \"14-day RSI (0-100, >70 overbought, <30 oversold)\",\n hypothesis: true,\n timing: 'close',\n },\n Price_vs_EMA21_Pct: {\n description: \"Price vs 21-day EMA as percentage ((close - EMA21) / EMA21 * 100)\",\n hypothesis: true,\n timing: 'close',\n },\n Price_vs_SMA50_Pct: {\n description: \"Price vs 50-day SMA as percentage ((close - SMA50) / SMA50 * 100)\",\n hypothesis: true,\n timing: 'close',\n },\n Realized_Vol_5D: {\n description: \"5-day realized volatility (annualized standard deviation of log returns)\",\n hypothesis: true,\n timing: 'close',\n },\n Realized_Vol_20D: {\n description: \"20-day realized volatility (annualized standard deviation of log returns)\",\n hypothesis: true,\n timing: 'close',\n },\n Return_5D: {\n description: \"5-day cumulative return percentage\",\n hypothesis: true,\n timing: 'close',\n },\n Return_20D: {\n description: \"20-day cumulative return percentage\",\n hypothesis: true,\n timing: 'close',\n },\n Intraday_Range_Pct: {\n description: \"Intraday range as percentage ((High - Low) / Open * 100)\",\n hypothesis: true,\n timing: 'close',\n },\n Intraday_Return_Pct: {\n description: \"Open to close return percentage ((Close - Open) / Open * 100)\",\n hypothesis: true,\n timing: 'close',\n },\n Close_Position_In_Range: {\n description: \"Where close is in day's range (0 = low, 1 = high)\",\n hypothesis: true,\n timing: 'close',\n },\n Gap_Filled: {\n description: \"Whether overnight gap was filled (1 = yes, 0 = no)\",\n hypothesis: true,\n timing: 'close',\n },\n Consecutive_Days: {\n description: \"Consecutive up/down days (positive=up, negative=down)\",\n hypothesis: true,\n timing: 'close',\n },\n // Tier 3 intraday timing (columns exist in schema, enrichment deferred)\n High_Time: {\n description: \"Time of day high as decimal hours (e.g., 10.5 = 10:30 AM ET)\",\n hypothesis: true,\n timing: 'close',\n },\n Low_Time: {\n description: \"Time of day low as decimal hours (e.g., 14.25 = 2:15 PM ET)\",\n hypothesis: true,\n timing: 'close',\n },\n High_Before_Low: {\n description: \"Did high occur before low? (1=yes, 0=no)\",\n hypothesis: true,\n timing: 'close',\n },\n Reversal_Type: {\n description: \"Reversal pattern type (1=morning reversal up, -1=morning reversal down, 0=trend day)\",\n hypothesis: true,\n timing: 'close',\n },\n Opening_Drive_Strength: {\n description: \"First-30-min range / full-day range ratio (0-1); higher = strong opening drive\",\n hypothesis: true,\n timing: 'close',\n },\n Intraday_Realized_Vol: {\n description: \"Annualized realized volatility from intraday bar returns (decimal, e.g., 0.15 = 15%)\",\n hypothesis: true,\n timing: 'close',\n },\n // Calendar fields — static\n Day_of_Week: {\n description: \"Day of week (2=Monday through 6=Friday)\",\n hypothesis: true,\n timing: 'static',\n },\n Month: {\n description: \"Month number (1-12)\",\n hypothesis: true,\n timing: 'static',\n },\n Is_Opex: {\n description: \"Options expiration day flag (1=opex, 0=not)\",\n hypothesis: true,\n timing: 'static',\n },\n // VIX-family ticker IVR/IVP (populated for VIX, VIX9D, VIX3M, etc.)\n ivr: {\n description: \"Implied Volatility Rank (252-day): where current close sits in range (0=min, 100=max). Populated for VIX-family tickers only.\",\n hypothesis: true,\n timing: 'close',\n },\n ivp: {\n description: \"Implied Volatility Percentile (252-day): percentage of prior 251 trading days where close was at or below current level (0-100). Populated for VIX-family tickers only.\",\n hypothesis: true,\n timing: 'close',\n },\n },\n },\n _context_derived: {\n description:\n \"Cross-ticker derived market context fields per trading day. Contains Vol_Regime, Term_Structure_State, and other fields derived from multiple VIX tickers. JOIN with market.daily on date. VIX OHLCV and IVR/IVP are now in market.daily (ticker='VIX', 'VIX9D', etc.).\",\n keyColumns: [\"date\", \"Vol_Regime\", \"Term_Structure_State\"],\n columns: {\n date: {\n description: \"Trading date (VARCHAR, format YYYY-MM-DD). Primary key.\",\n hypothesis: true,\n },\n Vol_Regime: {\n description: \"Volatility regime classification based on VIX close (1=very low <10, 2=low 10-15, 3=normal 15-20, 4=elevated 20-25, 5=high 25-30, 6=extreme >30)\",\n hypothesis: true,\n timing: 'close',\n },\n Term_Structure_State: {\n description: \"VIX term structure state based on VIX9D/VIX ratio (-1=backwardation/inverted, 0=flat, 1=contango/normal). NULL when VIX9D data is absent.\",\n hypothesis: true,\n timing: 'close',\n },\n Trend_Direction: {\n description: \"Trend direction classification based on 20-day return: up (>1%), down (<-1%), flat (-1% to 1%). NULL if Return_20D unavailable.\",\n hypothesis: true,\n timing: 'close',\n },\n VIX_Spike_Pct: {\n description: \"VIX spike from open to high as percentage\",\n hypothesis: true,\n timing: 'close',\n },\n VIX_Gap_Pct: {\n description: \"VIX overnight gap percentage ((VIX_Open - prior VIX_Close) / prior VIX_Close * 100)\",\n hypothesis: true,\n timing: 'open',\n },\n },\n },\n context: {\n description:\n \"LEGACY: Global VIX and volatility term structure data. VIX ticker data has moved to market.daily (ticker='VIX', 'VIX9D', etc.) with ivr/ivp columns. Derived fields moved to market._context_derived. This table is maintained for backward compatibility but is no longer the primary data source.\",\n keyColumns: [\"date\"],\n columns: {\n date: {\n description: \"Trading date (VARCHAR, format YYYY-MM-DD). Primary key.\",\n hypothesis: false,\n },\n },\n },\n intraday: {\n description:\n \"Raw intraday bars per ticker. One row per bar (any resolution). Use for ORB calculations and intraday context enrichment. Time column is Eastern Time HH:MM format (e.g., '09:30'). Filter by ticker='VIX' to get VIX intraday data.\",\n keyColumns: [\"ticker\", \"date\", \"time\"],\n columns: {\n ticker: {\n description: \"Underlying ticker symbol (part of composite primary key with date and time).\",\n hypothesis: true,\n },\n date: {\n description: \"Trading date (VARCHAR, format YYYY-MM-DD). Part of composite primary key.\",\n hypothesis: true,\n },\n time: {\n description: \"Bar time in HH:MM Eastern Time format (e.g., '09:30', '10:00'). Part of composite primary key.\",\n hypothesis: false,\n },\n open: {\n description: \"Bar open price\",\n hypothesis: false,\n },\n high: {\n description: \"Bar high price\",\n hypothesis: false,\n },\n low: {\n description: \"Bar low price\",\n hypothesis: false,\n },\n close: {\n description: \"Bar close price\",\n hypothesis: false,\n },\n },\n },\n },\n },\n};\n\n// ============================================================================\n// Example Queries\n// ============================================================================\n\nexport const EXAMPLE_QUERIES: ExampleQueries = {\n basic: [\n {\n description: \"Count trades by strategy with total P&L\",\n sql: `SELECT strategy, COUNT(*) as trades, SUM(pl) as total_pl\nFROM trades.trade_data\nGROUP BY strategy\nORDER BY total_pl DESC`,\n },\n {\n description: \"Daily P&L for a specific block\",\n sql: `SELECT date_opened, SUM(pl) as daily_pl\nFROM trades.trade_data\nWHERE block_id = 'my-block'\nGROUP BY date_opened\nORDER BY date_opened`,\n },\n {\n description: \"Recent market conditions (last 20 days)\",\n sql: `SELECT d.date, d.close, d.RSI_14, d.ATR_Pct,\n vix.close AS VIX_Close, cd.Vol_Regime, cd.Term_Structure_State, vix.ivr AS VIX_IVR, vix.ivp AS VIX_IVP\nFROM market.daily d\nLEFT JOIN market.daily vix ON vix.date = d.date AND vix.ticker = 'VIX'\nLEFT JOIN market._context_derived cd ON cd.date = d.date\nWHERE d.ticker = 'SPX'\nORDER BY d.date DESC\nLIMIT 20`,\n },\n {\n description: \"Win/loss summary by block\",\n sql: `SELECT\n block_id,\n COUNT(*) as total_trades,\n SUM(CASE WHEN pl > 0 THEN 1 ELSE 0 END) as winners,\n SUM(CASE WHEN pl <= 0 THEN 1 ELSE 0 END) as losers,\n ROUND(100.0 * SUM(CASE WHEN pl > 0 THEN 1 ELSE 0 END) / COUNT(*), 1) as win_rate\nFROM trades.trade_data\nGROUP BY block_id\nORDER BY block_id`,\n },\n {\n description: \"Filter and paginate trades (replaces get_trades)\",\n sql: `SELECT date_opened, time_opened, strategy, legs, pl, num_contracts\nFROM trades.trade_data\nWHERE block_id = 'my-block'\n AND strategy ILIKE '%iron%'\n AND pl > 0\nORDER BY date_opened DESC\nLIMIT 50 OFFSET 0`,\n },\n {\n description: \"Market data query with VIX context\",\n sql: `SELECT d.date, d.close, d.Gap_Pct, vix.close AS VIX_Close, cd.Vol_Regime, cd.Term_Structure_State\nFROM market.daily d\nLEFT JOIN market.daily vix ON vix.date = d.date AND vix.ticker = 'VIX'\nLEFT JOIN market._context_derived cd ON cd.date = d.date\nWHERE d.ticker = 'SPX'\n AND d.date BETWEEN '2024-01-01' AND '2024-06-30'\n AND vix.close > 20\nORDER BY d.date`,\n },\n {\n description: \"Compare backtest vs actual trades by date/strategy\",\n sql: `SELECT\n t.date_opened, t.strategy, t.legs as bt_legs, r.legs as actual_legs,\n t.pl as bt_pl, r.pl as actual_pl, r.pl - t.pl as slippage\nFROM trades.trade_data t\nJOIN trades.reporting_data r\n ON t.block_id = r.block_id\n AND t.date_opened = r.date_opened\n AND t.strategy = r.strategy\nWHERE t.block_id = 'my-block'\nORDER BY t.date_opened`,\n },\n ],\n joins: [\n {\n description: \"Trade P&L with market context (lag-aware: multi-table JOIN before LAG for correctness)\",\n sql: `WITH joined AS (\n SELECT d.ticker, d.date,\n d.Gap_Pct, d.Prior_Close, d.Prev_Return_Pct,\n vix.open AS VIX_Open,\n d.RSI_14, d.Realized_Vol_20D,\n vix.close AS VIX_Close, vix.ivp AS VIX_IVP, cd.Vol_Regime, cd.Term_Structure_State\n FROM market.daily d\n LEFT JOIN market.daily vix ON vix.date = d.date AND vix.ticker = 'VIX'\n LEFT JOIN market._context_derived cd ON cd.date = d.date\n WHERE d.ticker = 'SPX'\n),\nlagged AS (\n SELECT *,\n LAG(RSI_14) OVER (PARTITION BY ticker ORDER BY date) AS prev_RSI_14,\n LAG(VIX_IVP) OVER (PARTITION BY ticker ORDER BY date) AS prev_VIX_IVP,\n LAG(VIX_Close) OVER (PARTITION BY ticker ORDER BY date) AS prev_VIX_Close,\n LAG(Vol_Regime) OVER (PARTITION BY ticker ORDER BY date) AS prev_Vol_Regime\n FROM joined\n)\nSELECT\n t.date_opened, t.strategy, t.pl,\n m.Gap_Pct, m.VIX_Open,\n m.prev_RSI_14, m.prev_VIX_IVP, m.prev_VIX_Close, m.prev_Vol_Regime\nFROM trades.trade_data t\nJOIN lagged m ON t.date_opened = m.date\nWHERE t.block_id = 'my-block'\nORDER BY t.date_opened DESC`,\n },\n {\n description: \"Trades with ORB context (opening range breakout from intraday bars)\",\n sql: `WITH orb_range AS (\n SELECT ticker, date,\n MAX(high) AS ORB_High,\n MIN(low) AS ORB_Low,\n MAX(high) - MIN(low) AS ORB_Range\n FROM market.intraday\n WHERE ticker = 'SPX'\n AND time >= '09:30' AND time <= '09:45'\n GROUP BY ticker, date\n)\nSELECT\n t.date_opened, t.strategy, t.pl,\n r.ORB_High, r.ORB_Low, r.ORB_Range\nFROM trades.trade_data t\nLEFT JOIN orb_range r ON t.date_opened = r.date\nWHERE t.block_id = 'my-block'\nORDER BY t.date_opened`,\n },\n {\n description: \"VIX intraday data for a specific date (VIX bars are in market.intraday with ticker='VIX')\",\n sql: `SELECT time, open, high, low, close\nFROM market.intraday\nWHERE ticker = 'VIX'\n AND date = '2024-03-15'\nORDER BY time`,\n },\n {\n description: \"Trades on reversal days (lag-aware: Reversal_Type uses prior trading day via LAG)\",\n sql: `WITH joined AS (\n SELECT d.ticker, d.date,\n d.High_Before_Low, d.Reversal_Type\n FROM market.daily d\n WHERE d.ticker = 'SPX'\n),\nlagged AS (\n SELECT *,\n LAG(Reversal_Type) OVER (PARTITION BY ticker ORDER BY date) AS prev_Reversal_Type,\n LAG(High_Before_Low) OVER (PARTITION BY ticker ORDER BY date) AS prev_High_Before_Low\n FROM joined\n)\nSELECT\n t.date_opened, t.strategy, t.pl,\n m.prev_Reversal_Type, m.prev_High_Before_Low\nFROM trades.trade_data t\nJOIN lagged m ON t.date_opened = m.date\nWHERE m.prev_Reversal_Type != 0\n AND t.block_id = 'my-block'`,\n },\n {\n description: \"Enrich trades with market data (lag-aware: use enrich_trades tool for full enrichment)\",\n sql: `WITH joined AS (\n SELECT d.ticker, d.date,\n d.Gap_Pct, d.Prior_Close,\n vix.open AS VIX_Open,\n d.RSI_14, d.ATR_Pct,\n vix.close AS VIX_Close, cd.Vol_Regime\n FROM market.daily d\n LEFT JOIN market.daily vix ON vix.date = d.date AND vix.ticker = 'VIX'\n LEFT JOIN market._context_derived cd ON cd.date = d.date\n WHERE d.ticker = 'SPX'\n),\nlagged AS (\n SELECT *,\n LAG(VIX_Close) OVER (PARTITION BY ticker ORDER BY date) AS prev_VIX_Close,\n LAG(Vol_Regime) OVER (PARTITION BY ticker ORDER BY date) AS prev_Vol_Regime\n FROM joined\n)\nSELECT t.date_opened, t.strategy, t.pl,\n m.Gap_Pct, m.VIX_Open, m.prev_VIX_Close, m.prev_Vol_Regime\nFROM trades.trade_data t\nLEFT JOIN lagged m ON t.date_opened = m.date\nWHERE t.block_id = 'my-block'`,\n },\n ],\n hypothesis: [\n {\n description: \"Win rate by VIX regime (lag-aware: uses prior day's Vol_Regime from market._context_derived)\",\n sql: `WITH joined AS (\n SELECT d.ticker, d.date, cd.Vol_Regime\n FROM market.daily d\n LEFT JOIN market._context_derived cd ON cd.date = d.date\n WHERE d.ticker = 'SPX'\n),\nlagged AS (\n SELECT *,\n LAG(Vol_Regime) OVER (PARTITION BY ticker ORDER BY date) AS prev_Vol_Regime\n FROM joined\n)\nSELECT\n m.prev_Vol_Regime AS vol_regime,\n COUNT(*) as trades,\n SUM(CASE WHEN t.pl > 0 THEN 1 ELSE 0 END) as winners,\n ROUND(100.0 * SUM(CASE WHEN t.pl > 0 THEN 1 ELSE 0 END) / COUNT(*), 1) as win_rate,\n SUM(t.pl) as total_pl\nFROM trades.trade_data t\nJOIN lagged m ON t.date_opened = m.date\nWHERE t.block_id = 'my-block'\n AND m.prev_Vol_Regime IS NOT NULL\nGROUP BY m.prev_Vol_Regime\nORDER BY m.prev_Vol_Regime`,\n },\n {\n description: \"P&L by day of week\",\n sql: `SELECT\n d.Day_of_Week,\n COUNT(*) as trades,\n SUM(t.pl) as total_pl,\n ROUND(AVG(t.pl), 2) as avg_pl\nFROM trades.trade_data t\nJOIN market.daily d ON t.date_opened = d.date AND d.ticker = 'SPX'\nWHERE t.block_id = 'my-block'\nGROUP BY d.Day_of_Week\nORDER BY d.Day_of_Week`,\n },\n {\n description: \"Performance by VIX term structure (lag-aware: uses prior day's Term_Structure_State from market._context_derived)\",\n sql: `WITH joined AS (\n SELECT d.ticker, d.date, cd.Term_Structure_State\n FROM market.daily d\n LEFT JOIN market._context_derived cd ON cd.date = d.date\n WHERE d.ticker = 'SPX'\n),\nlagged AS (\n SELECT *,\n LAG(Term_Structure_State) OVER (PARTITION BY ticker ORDER BY date) AS prev_Term_Structure_State\n FROM joined\n)\nSELECT\n CASE WHEN m.prev_Term_Structure_State = -1 THEN 'Backwardation'\n WHEN m.prev_Term_Structure_State = 1 THEN 'Contango'\n ELSE 'Flat' END as term_structure,\n COUNT(*) as trades,\n SUM(t.pl) as total_pl,\n ROUND(AVG(t.pl), 2) as avg_pl,\n ROUND(100.0 * SUM(CASE WHEN t.pl > 0 THEN 1 ELSE 0 END) / COUNT(*), 1) as win_rate\nFROM trades.trade_data t\nJOIN lagged m ON t.date_opened = m.date\nWHERE t.block_id = 'my-block'\n AND m.prev_Term_Structure_State IS NOT NULL\nGROUP BY term_structure`,\n },\n {\n description: \"Aggregate by VIX buckets (lag-aware: uses prior day's VIX close from market.daily ticker='VIX')\",\n sql: `WITH joined AS (\n SELECT d.ticker, d.date, vix.close AS VIX_Close\n FROM market.daily d\n LEFT JOIN market.daily vix ON vix.date = d.date AND vix.ticker = 'VIX'\n WHERE d.ticker = 'SPX'\n),\nlagged AS (\n SELECT *,\n LAG(VIX_Close) OVER (PARTITION BY ticker ORDER BY date) AS prev_VIX_Close\n FROM joined\n)\nSELECT\n CASE\n WHEN m.prev_VIX_Close < 15 THEN '10-15'\n WHEN m.prev_VIX_Close < 20 THEN '15-20'\n WHEN m.prev_VIX_Close < 25 THEN '20-25'\n ELSE '25+'\n END as vix_bucket,\n COUNT(*) as trades,\n SUM(CASE WHEN t.pl > 0 THEN 1 ELSE 0 END)::FLOAT / COUNT(*) as win_rate,\n SUM(t.pl) as total_pl\nFROM trades.trade_data t\nJOIN lagged m ON t.date_opened = m.date\nWHERE t.block_id = 'my-block'\n AND m.prev_VIX_Close IS NOT NULL\nGROUP BY vix_bucket\nORDER BY vix_bucket`,\n },\n {\n description: \"Find similar days by conditions\",\n sql: `WITH ref AS (\n SELECT d.close, vix.close AS VIX_Close, cd.Vol_Regime, cd.Term_Structure_State\n FROM market.daily d\n LEFT JOIN market.daily vix ON vix.date = d.date AND vix.ticker = 'VIX'\n LEFT JOIN market._context_derived cd ON cd.date = d.date\n WHERE d.ticker = 'SPX' AND d.date = '2024-01-15'\n)\nSELECT d.date, d.close, vix.close AS VIX_Close, cd.Vol_Regime, cd.Term_Structure_State\nFROM market.daily d\nLEFT JOIN market.daily vix ON vix.date = d.date AND vix.ticker = 'VIX'\nLEFT JOIN market._context_derived cd ON cd.date = d.date, ref\nWHERE d.ticker = 'SPX'\n AND d.date != '2024-01-15'\n AND cd.Vol_Regime = ref.Vol_Regime\n AND ABS(vix.close - ref.VIX_Close) < 3\nORDER BY ABS(vix.close - ref.VIX_Close)\nLIMIT 20`,\n },\n ],\n};\n","/**\n * Field Timing Utilities\n *\n * Derived sets and LAG CTE builder for lookahead-free market analytics.\n * All field classifications are derived from SCHEMA_DESCRIPTIONS timing annotations\n * in schema-metadata.ts -- no hardcoded column names.\n *\n * The normalized schema splits market data into:\n * - market.daily: per-ticker OHLCV + technical indicators (+ ivr/ivp for VIX-family)\n * - market._context_derived: derived cross-ticker fields (Vol_Regime, Term_Structure_State, etc.)\n * - market.context: LEGACY — preserved for backward compat but no longer the primary source\n *\n * buildLookaheadFreeQuery JOINs market.daily VIX ticker rows + market._context_derived inside a CTE\n * before applying LAG, ensuring LAG operates on the full ticker history (not just trade dates).\n * This guarantees Monday LAG returns Friday's values, not the previous trade day.\n *\n * Used by downstream tools (suggest_filters, analyze_regime_performance, etc.)\n * to ensure trade-entry queries only use data available at the time of trade entry.\n */\n\nimport { DEFAULT_MARKET_TICKER } from \"./ticker.js\";\nimport { SCHEMA_DESCRIPTIONS } from \"./schema-metadata.js\";\n\nconst dailyColumns = SCHEMA_DESCRIPTIONS.market.tables.daily.columns;\nconst derivedColumns = SCHEMA_DESCRIPTIONS.market.tables._context_derived.columns;\n\nexport interface MarketLookupKey {\n date: string;\n ticker: string;\n}\n\n// ============================================================================\n// VIX field mapping — normalized schema\n// ============================================================================\n\n/**\n * VIX field mapping: column alias -> { table alias, source column, ticker, timing }\n * These are the VIX fields that downstream queries expect, mapped to the normalized schema.\n */\ninterface VixFieldMapping {\n alias: string; // Column name in query output (e.g., \"VIX_Close\")\n tableAlias: string; // SQL table alias (e.g., \"vix\")\n sourceCol: string; // Source column in market.daily (e.g., \"close\")\n ticker: string; // Ticker to join on (e.g., \"VIX\")\n timing: 'open' | 'close';\n}\n\nconst VIX_FIELD_MAPPINGS: VixFieldMapping[] = [\n // VIX fields\n { alias: \"VIX_Open\", tableAlias: \"vix\", sourceCol: \"open\", ticker: \"VIX\", timing: \"open\" },\n { alias: \"VIX_Close\", tableAlias: \"vix\", sourceCol: \"close\", ticker: \"VIX\", timing: \"close\" },\n { alias: \"VIX_High\", tableAlias: \"vix\", sourceCol: \"high\", ticker: \"VIX\", timing: \"close\" },\n { alias: \"VIX_Low\", tableAlias: \"vix\", sourceCol: \"low\", ticker: \"VIX\", timing: \"close\" },\n { alias: \"VIX_IVR\", tableAlias: \"vix\", sourceCol: \"ivr\", ticker: \"VIX\", timing: \"close\" },\n { alias: \"VIX_IVP\", tableAlias: \"vix\", sourceCol: \"ivp\", ticker: \"VIX\", timing: \"close\" },\n // VIX9D fields\n { alias: \"VIX9D_Open\", tableAlias: \"vix9d\", sourceCol: \"open\", ticker: \"VIX9D\", timing: \"open\" },\n { alias: \"VIX9D_Close\", tableAlias: \"vix9d\", sourceCol: \"close\", ticker: \"VIX9D\", timing: \"close\" },\n { alias: \"VIX9D_IVR\", tableAlias: \"vix9d\", sourceCol: \"ivr\", ticker: \"VIX9D\", timing: \"close\" },\n { alias: \"VIX9D_IVP\", tableAlias: \"vix9d\", sourceCol: \"ivp\", ticker: \"VIX9D\", timing: \"close\" },\n // VIX3M fields\n { alias: \"VIX3M_Open\", tableAlias: \"vix3m\", sourceCol: \"open\", ticker: \"VIX3M\", timing: \"open\" },\n { alias: \"VIX3M_Close\", tableAlias: \"vix3m\", sourceCol: \"close\", ticker: \"VIX3M\", timing: \"close\" },\n { alias: \"VIX3M_IVR\", tableAlias: \"vix3m\", sourceCol: \"ivr\", ticker: \"VIX3M\", timing: \"close\" },\n { alias: \"VIX3M_IVP\", tableAlias: \"vix3m\", sourceCol: \"ivp\", ticker: \"VIX3M\", timing: \"close\" },\n];\n\n// Unique VIX table aliases needed for the JOIN clause\nconst VIX_TABLE_ALIASES = [...new Set(VIX_FIELD_MAPPINGS.map(m => m.tableAlias))];\nconst VIX_TICKER_FOR_ALIAS = Object.fromEntries(\n VIX_FIELD_MAPPINGS.map(m => [m.tableAlias, m.ticker])\n);\n\n// Derived fields from _context_derived\nconst DERIVED_OPEN_FIELDS: ReadonlySet<string> = new Set(\n Object.entries(derivedColumns)\n .filter(([, desc]) => desc.timing === 'open')\n .map(([name]) => name)\n);\n\nconst DERIVED_CLOSE_FIELDS: ReadonlySet<string> = new Set(\n Object.entries(derivedColumns)\n .filter(([, desc]) => desc.timing === 'close')\n .map(([name]) => name)\n);\n\n// ============================================================================\n// Table-specific field sets (needed by CTE builder to know which table to alias)\n// ============================================================================\n\n/**\n * Open-known fields from market.daily (use as d.{field} in JOIN CTE)\n */\nexport const DAILY_OPEN_FIELDS: ReadonlySet<string> = new Set(\n Object.entries(dailyColumns)\n .filter(([, desc]) => desc.timing === 'open')\n .map(([name]) => name)\n);\n\n/**\n * Close-derived fields from market.daily (apply LAG as d.{field} in JOIN CTE)\n */\nexport const DAILY_CLOSE_FIELDS: ReadonlySet<string> = new Set(\n Object.entries(dailyColumns)\n .filter(([, desc]) => desc.timing === 'close')\n .map(([name]) => name)\n);\n\n/**\n * Static fields from market.daily (use as d.{field} in JOIN CTE — calendar facts)\n */\nexport const DAILY_STATIC_FIELDS: ReadonlySet<string> = new Set(\n Object.entries(dailyColumns)\n .filter(([, desc]) => desc.timing === 'static')\n .map(([name]) => name)\n);\n\n/**\n * Open-known fields from VIX tickers + _context_derived (backward-compat alias of context open fields)\n */\nexport const CONTEXT_OPEN_FIELDS: ReadonlySet<string> = new Set([\n ...VIX_FIELD_MAPPINGS.filter(m => m.timing === 'open').map(m => m.alias),\n ...DERIVED_OPEN_FIELDS,\n]);\n\n/**\n * Close-derived fields from VIX tickers + _context_derived (backward-compat alias of context close fields)\n */\nexport const CONTEXT_CLOSE_FIELDS: ReadonlySet<string> = new Set([\n ...VIX_FIELD_MAPPINGS.filter(m => m.timing === 'close').map(m => m.alias),\n ...DERIVED_CLOSE_FIELDS,\n]);\n\n// ============================================================================\n// Combined field sets (for callers that don't need to know origin table)\n// ============================================================================\n\n/**\n * Fields known at or before market open (Prior_Close, Gap_Pct, VIX_Open, etc.)\n * Union of open-known fields from market.daily, VIX tickers, and _context_derived.\n * Safe to use as same-day values in trade-entry queries.\n */\nexport const OPEN_KNOWN_FIELDS: ReadonlySet<string> = new Set([\n ...DAILY_OPEN_FIELDS,\n ...CONTEXT_OPEN_FIELDS,\n]);\n\n/**\n * Fields only known after market close (RSI_14, Vol_Regime, Close, etc.)\n * Union of close-derived fields from market.daily, VIX tickers, and _context_derived.\n * Must use LAG() to get prior trading day's value in trade-entry queries.\n */\nexport const CLOSE_KNOWN_FIELDS: ReadonlySet<string> = new Set([\n ...DAILY_CLOSE_FIELDS,\n ...CONTEXT_CLOSE_FIELDS,\n]);\n\n/**\n * Calendar/metadata facts known before the trading day (Day_of_Week, Month, Is_Opex).\n * Only from market.daily (context has no static fields).\n * Safe to use as same-day values in trade-entry queries.\n */\nexport const STATIC_FIELDS: ReadonlySet<string> = new Set([\n ...DAILY_STATIC_FIELDS,\n]);\n\n// ============================================================================\n// Query Builders\n// ============================================================================\n\n// Build the VIX JOIN clause (three LEFT JOINs: vix, vix9d, vix3m)\nfunction buildVixJoins(baseAlias: string = \"d\"): string {\n return VIX_TABLE_ALIASES\n .map(alias => `LEFT JOIN market.daily ${alias} ON ${alias}.date = ${baseAlias}.date AND ${alias}.ticker = '${VIX_TICKER_FOR_ALIAS[alias]}'`)\n .join(\"\\n \");\n}\n\n// SELECT columns from VIX tables: \"vix\".\"close\" AS \"VIX_Close\", ...\nfunction buildVixSelectCols(): string {\n return VIX_FIELD_MAPPINGS.map(m => `${m.tableAlias}.\"${m.sourceCol}\" AS \"${m.alias}\"`).join(\", \");\n}\n\n// SELECT columns from _context_derived: cd.\"Vol_Regime\", ...\nfunction buildDerivedSelectCols(): string {\n return [...DERIVED_OPEN_FIELDS, ...DERIVED_CLOSE_FIELDS].map(f => `cd.\"${f}\"`).join(\", \");\n}\n\n/**\n * Builds a SQL query that joins trade keys to market.daily + market._context_derived + VIX tickers\n * with lookahead bias prevention:\n * - Open-known fields: used as-is (same-day values, known before market open)\n * - Static fields: used as-is (calendar facts, known in advance)\n * - Close-derived fields: LAG(field) OVER (PARTITION BY ticker ORDER BY date)\n * gives prior trading day's value\n *\n * The JOIN pattern is:\n * market.daily d\n * LEFT JOIN market.daily vix ON vix.date = d.date AND vix.ticker = 'VIX'\n * LEFT JOIN market.daily vix9d ON vix9d.date = d.date AND vix9d.ticker = 'VIX9D'\n * LEFT JOIN market.daily vix3m ON vix3m.date = d.date AND vix3m.ticker = 'VIX3M'\n * LEFT JOIN market._context_derived cd ON cd.date = d.date\n *\n * LAG operates on the FULL ticker history (all trading days for the ticker),\n * NOT just the requested dates. This ensures LAG sees the correct prior trading day\n * across weekends, holidays, and sparse trading strategies.\n *\n * @param tradeDatesOrKeys - Array of dates (legacy string[] overload) or ticker+date keys\n * @returns Object with `sql` (the query string) and `params` (the parameter values)\n */\nexport function buildLookaheadFreeQuery(tradeDates: string[]): { sql: string; params: string[] };\nexport function buildLookaheadFreeQuery(tradeKeys: MarketLookupKey[]): { sql: string; params: string[] };\nexport function buildLookaheadFreeQuery(\n tradeDatesOrKeys: string[] | MarketLookupKey[]\n): { sql: string; params: string[] } {\n if (tradeDatesOrKeys.length === 0) {\n return { sql: `SELECT * FROM market.daily WHERE 1=0`, params: [] };\n }\n\n // Build field lists for the joined CTE\n const dailyOpenCols = [...DAILY_OPEN_FIELDS].map((f) => `d.\"${f}\"`).join(\", \");\n const dailyStaticCols = [...DAILY_STATIC_FIELDS].map((f) => `d.\"${f}\"`).join(\", \");\n const vixSelectCols = buildVixSelectCols();\n const derivedSelectCols = buildDerivedSelectCols();\n const vixJoins = buildVixJoins();\n\n // LAG columns — all close-derived fields from daily and VIX/derived\n const dailyLagCols = [...DAILY_CLOSE_FIELDS]\n .map((field) => `LAG(\"${field}\") OVER (PARTITION BY ticker ORDER BY date) AS \"prev_${field}\"`)\n .join(\",\\n \");\n const vixLagCols = VIX_FIELD_MAPPINGS\n .filter(m => m.timing === 'close')\n .map(m => `LAG(\"${m.alias}\") OVER (PARTITION BY ticker ORDER BY date) AS \"prev_${m.alias}\"`)\n .join(\",\\n \");\n const derivedLagCols = [...DERIVED_CLOSE_FIELDS]\n .map(f => `LAG(\"${f}\") OVER (PARTITION BY ticker ORDER BY date) AS \"prev_${f}\"`)\n .join(\",\\n \");\n\n // Pass-through columns for the lagged CTE (unaliased, from joined CTE output)\n const dailyOpenPassthrough = [...DAILY_OPEN_FIELDS].map((f) => `\"${f}\"`).join(\", \");\n const dailyStaticPassthrough = [...DAILY_STATIC_FIELDS].map((f) => `\"${f}\"`).join(\", \");\n const vixOpenPassthrough = VIX_FIELD_MAPPINGS\n .filter(m => m.timing === 'open')\n .map(m => `\"${m.alias}\"`)\n .join(\", \");\n const derivedOpenPassthrough = [...DERIVED_OPEN_FIELDS].map(f => `\"${f}\"`).join(\", \");\n\n // Legacy path for existing date-only callers (single ticker = DEFAULT_MARKET_TICKER)\n if (typeof tradeDatesOrKeys[0] === \"string\") {\n const tradeDates = tradeDatesOrKeys as string[];\n const placeholders = tradeDates.map((_, i) => `$${i + 1}`).join(\", \");\n\n const sql = `WITH joined AS (\n SELECT\n d.ticker,\n d.date,\n ${dailyOpenCols},\n ${dailyStaticCols},\n ${vixSelectCols},\n ${derivedSelectCols ? derivedSelectCols + \",\" : \"\"}\n ${[...DAILY_CLOSE_FIELDS].map((f) => `d.\"${f}\"`).join(\", \")}\n FROM market.daily d\n ${vixJoins}\n LEFT JOIN market._context_derived cd ON cd.date = d.date\n WHERE d.ticker = $${tradeDates.length + 1}\n ),\n lagged AS (\n SELECT\n ticker,\n date,\n ${dailyOpenPassthrough},\n ${dailyStaticPassthrough},\n ${vixOpenPassthrough ? vixOpenPassthrough + \",\" : \"\"}\n ${derivedOpenPassthrough ? derivedOpenPassthrough + \",\" : \"\"}\n ${dailyLagCols},\n ${vixLagCols ? vixLagCols + \",\" : \"\"}\n ${derivedLagCols}\n FROM joined\n )\n SELECT * FROM lagged\n WHERE date IN (${placeholders})`;\n\n return { sql, params: [...tradeDates, DEFAULT_MARKET_TICKER] };\n }\n\n const tradeKeys = tradeDatesOrKeys as MarketLookupKey[];\n const normalizedKeys = tradeKeys.map((k) => ({\n date: k.date,\n ticker: k.ticker || DEFAULT_MARKET_TICKER,\n }));\n\n const values: string[] = [];\n const valuePlaceholders = normalizedKeys.map((key) => {\n values.push(key.ticker, key.date);\n return `($${values.length - 1}, $${values.length})`;\n });\n\n const sql = `WITH requested(ticker, date) AS (\n VALUES ${valuePlaceholders.join(\", \")}\n ),\n joined AS (\n SELECT\n d.ticker,\n d.date,\n ${dailyOpenCols},\n ${dailyStaticCols},\n ${vixSelectCols},\n ${derivedSelectCols ? derivedSelectCols + \",\" : \"\"}\n ${[...DAILY_CLOSE_FIELDS].map((f) => `d.\"${f}\"`).join(\", \")}\n FROM market.daily d\n ${vixJoins}\n LEFT JOIN market._context_derived cd ON cd.date = d.date\n WHERE d.ticker IN (SELECT DISTINCT ticker FROM requested)\n ),\n lagged AS (\n SELECT\n ticker,\n date,\n ${dailyOpenPassthrough},\n ${dailyStaticPassthrough},\n ${vixOpenPassthrough ? vixOpenPassthrough + \",\" : \"\"}\n ${derivedOpenPassthrough ? derivedOpenPassthrough + \",\" : \"\"}\n ${dailyLagCols},\n ${vixLagCols ? vixLagCols + \",\" : \"\"}\n ${derivedLagCols}\n FROM joined\n )\n SELECT lagged.*\n FROM lagged\n JOIN requested\n ON lagged.ticker = requested.ticker\n AND lagged.date = requested.date`;\n\n return { sql, params: values };\n}\n\n/**\n * Builds a SQL query that returns same-day close-derived values (no LAG).\n * Used for outcome/post-hoc analysis when includeOutcomeFields=true.\n *\n * These are values that were NOT available at trade entry time --\n * they represent the end-of-day result for the trade date itself.\n * Sources from market.daily, VIX ticker rows, and market._context_derived via LEFT JOIN.\n *\n * @param tradeDatesOrKeys - Array of dates or ticker+date keys\n * @returns Object with `sql` (the query string) and `params` (the date values)\n */\nexport function buildOutcomeQuery(tradeDates: string[]): { sql: string; params: string[] };\nexport function buildOutcomeQuery(tradeKeys: MarketLookupKey[]): { sql: string; params: string[] };\nexport function buildOutcomeQuery(\n tradeDatesOrKeys: string[] | MarketLookupKey[]\n): { sql: string; params: string[] } {\n if (tradeDatesOrKeys.length === 0) {\n return { sql: `SELECT * FROM market.daily WHERE 1=0`, params: [] };\n }\n\n const vixCloseCols = VIX_FIELD_MAPPINGS\n .filter(m => m.timing === 'close')\n .map(m => `${m.tableAlias}.\"${m.sourceCol}\" AS \"${m.alias}\"`)\n .join(\", \");\n const derivedCloseCols = [...DERIVED_CLOSE_FIELDS].map(f => `cd.\"${f}\"`).join(\", \");\n\n if (typeof tradeDatesOrKeys[0] === \"string\") {\n return buildOutcomeQueryForDates(tradeDatesOrKeys as string[], vixCloseCols, derivedCloseCols);\n }\n\n return buildOutcomeQueryForKeys(tradeDatesOrKeys as MarketLookupKey[], vixCloseCols, derivedCloseCols);\n}\n\nfunction buildOutcomeQueryForDates(\n tradeDates: string[], vixCloseCols: string, derivedCloseCols: string\n): { sql: string; params: string[] } {\n const a = \"d\";\n const dailyCloseCols = [...DAILY_CLOSE_FIELDS].map((f) => `${a}.\"${f}\"`).join(\", \");\n const placeholders = tradeDates.map((_, i) => `$${i + 1}`).join(\", \");\n const sql = `SELECT ${a}.date, ${dailyCloseCols}, ${vixCloseCols}, ${derivedCloseCols}\n FROM market.daily ${a}\n ${buildVixJoins(a)}\n LEFT JOIN market._context_derived cd ON cd.date = ${a}.date\n WHERE ${a}.ticker = $${tradeDates.length + 1}\n AND ${a}.date IN (${placeholders})`;\n return { sql, params: [...tradeDates, DEFAULT_MARKET_TICKER] };\n}\n\nfunction buildOutcomeQueryForKeys(\n tradeKeys: MarketLookupKey[], vixCloseCols: string, derivedCloseCols: string\n): { sql: string; params: string[] } {\n const a = \"m\";\n const dailyCloseCols = [...DAILY_CLOSE_FIELDS].map((f) => `${a}.\"${f}\"`).join(\", \");\n const normalizedKeys = tradeKeys.map((k) => ({\n date: k.date,\n ticker: k.ticker || DEFAULT_MARKET_TICKER,\n }));\n\n const values: string[] = [];\n const valuePlaceholders = normalizedKeys.map((key) => {\n values.push(key.ticker, key.date);\n return `($${values.length - 1}, $${values.length})`;\n });\n\n const sql = `WITH requested(ticker, date) AS (\n VALUES ${valuePlaceholders.join(\", \")}\n )\n SELECT ${a}.ticker, ${a}.date, ${dailyCloseCols}, ${vixCloseCols}, ${derivedCloseCols}\n FROM market.daily ${a}\n ${buildVixJoins(a)}\n LEFT JOIN market._context_derived cd ON cd.date = ${a}.date\n JOIN requested\n ON ${a}.ticker = requested.ticker\n AND ${a}.date = requested.date`;\n\n return { sql, params: values };\n}\n","/**\n * Data Availability Helper\n *\n * Checks whether market data (daily, context, intraday) is available for a\n * given ticker and returns actionable warnings when data is missing.\n *\n * Used at the start of every market tool call to surface missing data with\n * clear import instructions rather than returning silent NULLs or cryptic errors.\n */\n\nimport type { DuckDBConnection } from \"@duckdb/node-api\";\n\nexport interface DataAvailabilityReport {\n /** Whether market.daily has rows for the requested ticker */\n hasDailyData: boolean;\n /** Whether market.daily has VIX ticker data (normalized schema — replaces market.context check) */\n hasContextData: boolean;\n /** Whether market.intraday has rows for the requested ticker */\n hasIntradayData: boolean;\n /** Date range available in market.daily for the ticker, or null if no data */\n dailyDateRange: { min: string; max: string } | null;\n /** Date range of VIX data in market.daily, or null if no data */\n contextDateRange: { min: string; max: string } | null;\n /** Date range available in market.intraday for the ticker, or null if no data */\n intradayDateRange: { min: string; max: string } | null;\n /** Actionable warning messages for any missing data sources */\n warnings: string[];\n}\n\n/**\n * Checks data availability in market tables for the specified ticker.\n *\n * Queries COUNT, MIN(date), and MAX(date) from each relevant table.\n * Returns a report with boolean flags, date ranges, and actionable warning messages.\n *\n * @param conn - Active DuckDB connection with market catalog attached\n * @param ticker - Ticker symbol to check (e.g., 'SPX')\n * @param options.checkIntraday - Whether to also check market.intraday (default: false)\n */\nexport async function checkDataAvailability(\n conn: DuckDBConnection,\n ticker: string,\n options?: { checkIntraday?: boolean }\n): Promise<DataAvailabilityReport> {\n const warnings: string[] = [];\n\n // Check market.daily for ticker\n let hasDailyData = false;\n let dailyDateRange: { min: string; max: string } | null = null;\n try {\n const dailyResult = await conn.runAndReadAll(\n `SELECT COUNT(*) as cnt, MIN(date) as min_date, MAX(date) as max_date\n FROM market.daily WHERE ticker = $1`,\n [ticker]\n );\n const rows = dailyResult.getRowObjectsJson();\n if (rows.length > 0) {\n const row = rows[0] as { cnt: number | string; min_date: string | null; max_date: string | null };\n const cnt = typeof row.cnt === 'string' ? parseInt(row.cnt, 10) : Number(row.cnt);\n hasDailyData = cnt > 0;\n if (hasDailyData && row.min_date && row.max_date) {\n dailyDateRange = { min: row.min_date, max: row.max_date };\n }\n }\n } catch {\n // market.daily table doesn't exist yet — treat as no data\n }\n\n if (!hasDailyData) {\n warnings.push(\n `No market.daily data for ticker ${ticker}. ` +\n `Import daily OHLCV with import_market_csv (target_table: \"daily\", ticker: \"${ticker}\") ` +\n `then run enrich_market_data.`\n );\n }\n\n // Check for VIX data in market.daily (normalized schema)\n let hasContextData = false;\n let contextDateRange: { min: string; max: string } | null = null;\n try {\n const contextResult = await conn.runAndReadAll(\n `SELECT COUNT(*) as cnt, MIN(date) as min_date, MAX(date) as max_date\n FROM market.daily WHERE ticker = 'VIX'`\n );\n const rows = contextResult.getRowObjectsJson();\n if (rows.length > 0) {\n const row = rows[0] as { cnt: number | string; min_date: string | null; max_date: string | null };\n const cnt = typeof row.cnt === 'string' ? parseInt(row.cnt, 10) : Number(row.cnt);\n hasContextData = cnt > 0;\n if (hasContextData && row.min_date && row.max_date) {\n contextDateRange = { min: row.min_date, max: row.max_date };\n }\n }\n } catch {\n // market.daily may not exist yet\n }\n\n if (!hasContextData) {\n warnings.push(\n `No VIX data in market.daily. ` +\n `Import VIX data with import_from_api (ticker: \"VIX\", target_table: \"daily\") ` +\n `or import_market_csv (target_table: \"context\") ` +\n `then run enrich_market_data for IVR/IVP enrichment.`\n );\n }\n\n // Optionally check market.intraday for ticker\n let hasIntradayData = false;\n let intradayDateRange: { min: string; max: string } | null = null;\n if (options?.checkIntraday) {\n try {\n const intradayResult = await conn.runAndReadAll(\n `SELECT COUNT(*) as cnt, MIN(date) as min_date, MAX(date) as max_date\n FROM market.intraday WHERE ticker = $1`,\n [ticker]\n );\n const rows = intradayResult.getRowObjectsJson();\n if (rows.length > 0) {\n const row = rows[0] as { cnt: number | string; min_date: string | null; max_date: string | null };\n const cnt = typeof row.cnt === 'string' ? parseInt(row.cnt, 10) : Number(row.cnt);\n hasIntradayData = cnt > 0;\n if (hasIntradayData && row.min_date && row.max_date) {\n intradayDateRange = { min: row.min_date, max: row.max_date };\n }\n }\n } catch {\n // market.intraday table doesn't exist yet — treat as no data\n }\n\n if (!hasIntradayData) {\n warnings.push(\n `No market.intraday data for ticker ${ticker}. ` +\n `Import intraday bars with import_market_csv (target_table: \"intraday\", ticker: \"${ticker}\").`\n );\n }\n }\n\n return {\n hasDailyData,\n hasContextData,\n hasIntradayData,\n dailyDateRange,\n contextDateRange,\n intradayDateRange,\n warnings,\n };\n}\n","/**\n * Pure TypeScript indicator functions for the market enrichment pipeline.\n *\n * All functions are pure (no DB access, no side effects) and take number arrays\n * or structured inputs returning computed arrays or values.\n *\n * Formulas follow TradingView Pine Script conventions:\n * - RSI: Wilder smoothing seeded with SMA of first period changes\n * - ATR: Wilder smoothing seeded with SMA of first period TR values\n * - EMA: Standard EMA seeded with SMA of first period bars\n * - Realized Vol: Population stddev, annualized by sqrt(252)*100\n *\n * References:\n * - Wilder, J.W. (1978) \"New Concepts in Technical Trading Systems\"\n * - TradingView Pine Script documentation (ta.rsi, ta.atr, ta.ema)\n */\n\nimport type { DuckDBConnection } from \"@duckdb/node-api\";\nimport { upsertMarketImportMetadata } from \"../sync/metadata.js\";\nimport { DEFAULT_MARKET_TICKER } from \"./ticker.js\";\n\n// =============================================================================\n// Interfaces\n// =============================================================================\n\nexport interface ContextRow {\n date: string;\n VIX_Open?: number | null;\n VIX_Close?: number | null;\n VIX_High?: number | null;\n VIX_RTH_Open?: number | null;\n VIX9D_Open?: number | null;\n VIX9D_Close?: number | null;\n VIX3M_Open?: number | null;\n VIX3M_Close?: number | null;\n}\n\nexport interface EnrichedContextRow extends ContextRow {\n VIX_Gap_Pct?: number | null;\n VIX_Change_Pct?: number | null;\n VIX9D_Change_Pct?: number | null;\n VIX3M_Change_Pct?: number | null;\n VIX9D_VIX_Ratio?: number | null;\n VIX_VIX3M_Ratio?: number | null;\n VIX_Spike_Pct?: number | null;\n Vol_Regime?: number | null;\n Term_Structure_State?: number | null;\n VIX_IVR?: number | null;\n VIX_IVP?: number | null;\n VIX9D_IVR?: number | null;\n VIX9D_IVP?: number | null;\n VIX3M_IVR?: number | null;\n VIX3M_IVP?: number | null;\n}\n\n// =============================================================================\n// Primitive Indicators\n// =============================================================================\n\n/**\n * Wilder's RSI.\n * Input: closing prices ordered oldest→newest.\n * Returns array same length as input; first `period` entries are NaN (warmup).\n *\n * Formula:\n * - Seed avgGain/avgLoss from SMA of first `period` changes (bars 1..period)\n * - result[period] = 100 - 100/(1 + avgGain/avgLoss)\n * - Subsequent: avgGain = (prev*(period-1) + gain)/period (Wilder smoothing)\n */\nexport function computeRSI(closes: number[], period = 14): number[] {\n const result = new Array<number>(closes.length).fill(NaN);\n if (closes.length < period + 1) return result;\n\n // Seed: average of first `period` gains and losses (changes at indices 1..period)\n let avgGain = 0;\n let avgLoss = 0;\n for (let i = 1; i <= period; i++) {\n const change = closes[i] - closes[i - 1];\n if (change > 0) avgGain += change;\n else avgLoss += Math.abs(change);\n }\n avgGain /= period;\n avgLoss /= period;\n\n result[period] = avgLoss === 0 ? 100 : 100 - 100 / (1 + avgGain / avgLoss);\n\n // Wilder smoothing for subsequent bars\n for (let i = period + 1; i < closes.length; i++) {\n const change = closes[i] - closes[i - 1];\n const gain = change > 0 ? change : 0;\n const loss = change < 0 ? Math.abs(change) : 0;\n avgGain = (avgGain * (period - 1) + gain) / period;\n avgLoss = (avgLoss * (period - 1) + loss) / period;\n result[i] = avgLoss === 0 ? 100 : 100 - 100 / (1 + avgGain / avgLoss);\n }\n\n return result;\n}\n\n/**\n * Wilder's Average True Range (ATR).\n * Returns array same length as input; first `period` entries are NaN.\n *\n * True Range = max(high - low, |high - prevClose|, |low - prevClose|)\n * TR can be computed from bar index 1 (needs prevClose).\n * First ATR = SMA of TR[1..period] (simple average of first `period` TR values).\n * ATR[i] for i > period: (ATR_prev * (period-1) + TR[i]) / period (Wilder)\n */\nexport function computeATR(\n highs: number[],\n lows: number[],\n closes: number[],\n period = 14\n): number[] {\n const n = closes.length;\n const result = new Array<number>(n).fill(NaN);\n if (n < period + 1) return result;\n\n // Compute true ranges starting from index 1 (needs prevClose)\n const tr = new Array<number>(n).fill(NaN);\n for (let i = 1; i < n; i++) {\n const prevClose = closes[i - 1];\n tr[i] = Math.max(\n highs[i] - lows[i],\n Math.abs(highs[i] - prevClose),\n Math.abs(lows[i] - prevClose)\n );\n }\n\n // First ATR = SMA of TR[1..period]\n let atrSum = 0;\n for (let i = 1; i <= period; i++) {\n atrSum += tr[i];\n }\n let atr = atrSum / period;\n result[period] = atr;\n\n // Wilder smoothing for subsequent bars\n for (let i = period + 1; i < n; i++) {\n atr = (atr * (period - 1) + tr[i]) / period;\n result[i] = atr;\n }\n\n return result;\n}\n\n/**\n * Exponential Moving Average (EMA) with SMA seed (TradingView convention).\n * Returns array same length as input; first `period-1` entries are NaN.\n *\n * Seed: EMA[period-1] = SMA of first `period` bars\n * k = 2 / (period + 1)\n * EMA[i] = close[i] * k + EMA[i-1] * (1 - k)\n */\nexport function computeEMA(closes: number[], period: number): number[] {\n const n = closes.length;\n const result = new Array<number>(n).fill(NaN);\n if (n < period) return result;\n\n // Seed from SMA of first period bars\n let seed = 0;\n for (let i = 0; i < period; i++) {\n seed += closes[i];\n }\n seed /= period;\n result[period - 1] = seed;\n\n const k = 2 / (period + 1);\n for (let i = period; i < n; i++) {\n result[i] = closes[i] * k + result[i - 1] * (1 - k);\n }\n\n return result;\n}\n\n/**\n * Simple Moving Average (SMA).\n * Returns array same length as input; first `period-1` entries are NaN.\n * SMA[i] = average of closes[i-period+1..i]\n */\nexport function computeSMA(closes: number[], period: number): number[] {\n const n = closes.length;\n const result = new Array<number>(n).fill(NaN);\n\n for (let i = period - 1; i < n; i++) {\n let sum = 0;\n for (let j = i - period + 1; j <= i; j++) {\n sum += closes[j];\n }\n result[i] = sum / period;\n }\n\n return result;\n}\n\n// =============================================================================\n// Composite Indicators\n// =============================================================================\n\n/**\n * Realized Volatility using log returns, population stddev, annualized.\n * Returns array same length as input; first `period` entries are NaN\n * (need period+1 closes to compute period log returns).\n *\n * log_return[i] = ln(close[i] / close[i-1])\n * Vol[i] = stddev(log_returns[i-period+1..i], N) * sqrt(252) * 100\n */\nexport function computeRealizedVol(closes: number[], period: number): number[] {\n const n = closes.length;\n const result = new Array<number>(n).fill(NaN);\n\n // Compute log returns (one less than closes count)\n const logReturns = new Array<number>(n).fill(NaN);\n for (let i = 1; i < n; i++) {\n logReturns[i] = Math.log(closes[i] / closes[i - 1]);\n }\n\n // Rolling stddev of log returns over `period` window\n // First valid: index = period (window uses log returns at i-period+1..i, earliest is i=period)\n for (let i = period; i < n; i++) {\n const window: number[] = [];\n for (let j = i - period + 1; j <= i; j++) {\n window.push(logReturns[j]);\n }\n\n const mean = window.reduce((a, b) => a + b, 0) / period;\n // Population stddev\n const variance = window.reduce((sum, v) => sum + (v - mean) ** 2, 0) / period;\n result[i] = Math.sqrt(variance) * Math.sqrt(252) * 100;\n }\n\n return result;\n}\n\n// =============================================================================\n// Row-Level Helpers\n// =============================================================================\n\n/**\n * Consecutive up/down days counter.\n * Positive = consecutive up days, negative = consecutive down days.\n * Resets to 0 on flat day.\n * First element is always 0 (no prior bar).\n */\nexport function computeConsecutiveDays(closes: number[]): number[] {\n const n = closes.length;\n const result = new Array<number>(n).fill(0);\n\n for (let i = 1; i < n; i++) {\n if (closes[i] > closes[i - 1]) {\n // Up day: continue positive streak or start at +1\n result[i] = result[i - 1] >= 0 ? result[i - 1] + 1 : 1;\n } else if (closes[i] < closes[i - 1]) {\n // Down day: continue negative streak or start at -1\n result[i] = result[i - 1] <= 0 ? result[i - 1] - 1 : -1;\n } else {\n // Flat: reset to 0\n result[i] = 0;\n }\n }\n\n return result;\n}\n\n/**\n * Gap filled indicator.\n * Returns 1 if the price gap from prior close was filled intraday, 0 otherwise.\n *\n * Gap up (open > priorClose): filled if low <= priorClose\n * Gap down (open < priorClose): filled if high >= priorClose\n * No gap (open = priorClose): returns 0\n */\nexport function isGapFilled(\n open: number,\n high: number,\n low: number,\n priorClose: number\n): number {\n if (open > priorClose && low <= priorClose) return 1;\n if (open < priorClose && high >= priorClose) return 1;\n return 0;\n}\n\n/**\n * Options expiration (OPEX) detection.\n * Takes a YYYY-MM-DD string; returns 1 if 3rd Friday of month, 0 otherwise.\n *\n * Uses string parsing (not new Date(\"YYYY-MM-DD\")) to avoid timezone issues.\n * See CLAUDE.md Date Handling rules: calendar dates from CSVs use local Date constructor.\n */\nexport function isOpex(dateStr: string): number {\n // Parse via regex to avoid timezone issues (CLAUDE.md: use string parsing)\n const match = /^(\\d{4})-(\\d{2})-(\\d{2})/.exec(dateStr);\n if (!match) return 0;\n\n const year = parseInt(match[1], 10);\n const month = parseInt(match[2], 10) - 1; // 0-indexed for Date constructor\n const day = parseInt(match[3], 10);\n\n // Use local Date constructor (avoids UTC midnight shift)\n // Check if this day is a Friday (getDay() === 5)\n const date = new Date(year, month, day);\n if (date.getDay() !== 5) return 0;\n\n // Find first Friday of month\n const firstDay = new Date(year, month, 1);\n const firstFridayDay = ((5 - firstDay.getDay() + 7) % 7) + 1; // day of month\n\n // Third Friday = first Friday + 14\n const thirdFriday = firstFridayDay + 14;\n\n return day === thirdFriday ? 1 : 0;\n}\n\n// =============================================================================\n// Tier 2 VIX Functions\n// =============================================================================\n\n/**\n * Compute VIX-derived fields for market.context rows.\n * Takes sorted context rows (oldest first) with VIX OHLCV data.\n * Returns enriched rows with pct change, ratio, and spike fields.\n *\n * Fields requiring prior row (NaN on first row):\n * - VIX_Gap_Pct: (VIX_Open - prior VIX_Close) / prior VIX_Close * 100\n * - VIX_Change_Pct: (VIX_Close - prior VIX_Close) / prior VIX_Close * 100\n * - VIX9D_Change_Pct: (VIX9D_Close - VIX9D_Open) / VIX9D_Open * 100\n * - VIX3M_Change_Pct: (VIX3M_Close - VIX3M_Open) / VIX3M_Open * 100\n *\n * Same-day fields (no lookback needed):\n * - VIX9D_VIX_Ratio: VIX9D_Close / VIX_Close\n * - VIX_VIX3M_Ratio: VIX_Close / VIX3M_Close\n * - VIX_Spike_Pct: (VIX_High - VIX_Open) / VIX_Open * 100\n */\nexport function computeVIXDerivedFields(rows: ContextRow[]): EnrichedContextRow[] {\n return rows.map((row, i): EnrichedContextRow => {\n const prev = i > 0 ? rows[i - 1] : null;\n\n // Effective open: prefer RTH open from intraday bars, fall back to daily VIX_Open\n const effectiveOpen = row.VIX_RTH_Open ?? row.VIX_Open;\n\n // Same-day ratio and spike fields\n const VIX9D_VIX_Ratio =\n row.VIX9D_Close != null && row.VIX_Close != null && row.VIX_Close !== 0\n ? row.VIX9D_Close / row.VIX_Close\n : null;\n\n const VIX_VIX3M_Ratio =\n row.VIX_Close != null && row.VIX3M_Close != null && row.VIX3M_Close !== 0\n ? row.VIX_Close / row.VIX3M_Close\n : null;\n\n const VIX_Spike_Pct =\n row.VIX_High != null && effectiveOpen != null && effectiveOpen !== 0\n ? ((row.VIX_High - effectiveOpen) / effectiveOpen) * 100\n : null;\n\n // Intraday change fields (same-day open to close)\n const VIX9D_Change_Pct =\n row.VIX9D_Close != null && row.VIX9D_Open != null && row.VIX9D_Open !== 0\n ? ((row.VIX9D_Close - row.VIX9D_Open) / row.VIX9D_Open) * 100\n : null;\n\n const VIX3M_Change_Pct =\n row.VIX3M_Close != null && row.VIX3M_Open != null && row.VIX3M_Open !== 0\n ? ((row.VIX3M_Close - row.VIX3M_Open) / row.VIX3M_Open) * 100\n : null;\n\n // Prior-row dependent fields\n const prevVIXClose = prev?.VIX_Close ?? null;\n\n const VIX_Gap_Pct =\n effectiveOpen != null && prevVIXClose != null && prevVIXClose !== 0\n ? ((effectiveOpen - prevVIXClose) / prevVIXClose) * 100\n : null;\n\n const VIX_Change_Pct =\n row.VIX_Close != null && prevVIXClose != null && prevVIXClose !== 0\n ? ((row.VIX_Close - prevVIXClose) / prevVIXClose) * 100\n : null;\n\n return {\n ...row,\n VIX_Gap_Pct,\n VIX_Change_Pct,\n VIX9D_Change_Pct,\n VIX3M_Change_Pct,\n VIX9D_VIX_Ratio,\n VIX_VIX3M_Ratio,\n VIX_Spike_Pct,\n };\n });\n}\n\n/**\n * Classify trend direction based on 20-day return percentage.\n *\n * Uses Return_20D thresholds:\n * > 1% = \"up\"\n * < -1% = \"down\"\n * else = \"flat\" (between -1% and 1% inclusive)\n *\n * Returns null for null/NaN input (no Return_20D data available).\n */\nexport function classifyTrendDirection(return20d: number | null): string | null {\n if (return20d === null || return20d === undefined || isNaN(return20d)) return null;\n if (return20d > 1) return \"up\";\n if (return20d < -1) return \"down\";\n return \"flat\";\n}\n\n/**\n * Classify VIX level into volatility regime 1-6.\n *\n * 1: Very Low VIX < 13\n * 2: Low 13 <= VIX < 16\n * 3: Normal 16 <= VIX < 20\n * 4: Elevated 20 <= VIX < 25\n * 5: High 25 <= VIX < 30\n * 6: Extreme VIX >= 30\n */\nexport function classifyVolRegime(vixClose: number): number {\n if (vixClose < 13) return 1;\n if (vixClose < 16) return 2;\n if (vixClose < 20) return 3;\n if (vixClose < 25) return 4;\n if (vixClose < 30) return 5;\n return 6;\n}\n\n/**\n * Classify VIX term structure state.\n * Returns:\n * 1 = Contango: VIX9D < VIX and VIX < VIX3M (normal, longer-dated vol is higher)\n * -1 = Backwardation: VIX9D > VIX or VIX > VIX3M (inverted — fear in front)\n * 0 = Flat: all three within ~1% tolerance of each other\n *\n * Flatness check: both ratios VIX9D/VIX and VIX/VIX3M within 1% of 1.0\n */\nexport function classifyTermStructure(\n vix9dClose: number,\n vixClose: number,\n vix3mClose: number\n): number {\n // Match PineScript: vix9dClose > vixClose ? -1 : vixClose > vix3mClose ? 0 : 1\n if (vix9dClose > vixClose) return -1;\n if (vixClose > vix3mClose) return 0;\n return 1;\n}\n\n/**\n * Implied Volatility Rank (IVR) over a rolling window.\n * IVR[i] = (current - min) / (max - min) * 100\n * Returns array same length as input; first `period-1` entries are NaN.\n * Per D-10: Shows where current value sits in its 252-day range.\n * When range is 0 (all values identical), returns 50 (middle).\n */\nexport function computeIVR(values: number[], period = 252): number[] {\n const n = values.length;\n const result = new Array<number>(n).fill(NaN);\n for (let i = period - 1; i < n; i++) {\n let min = Infinity, max = -Infinity;\n for (let j = i - period + 1; j <= i; j++) {\n if (values[j] < min) min = values[j];\n if (values[j] > max) max = values[j];\n }\n const range = max - min;\n result[i] = range > 0 ? ((values[i] - min) / range) * 100 : 50;\n }\n return result;\n}\n\n/**\n * Implied Volatility Percentile (IVP) over a rolling window.\n * IVP[i] = count(prior 251 days where value <= current) / 251 * 100\n * Returns array same length as input; first `period-1` entries are NaN.\n * Per D-10: Shows what percentage of past year was at or below current.\n * Note: divides by (period - 1) = 251 because we compare against prior days only.\n */\nexport function computeIVP(values: number[], period = 252): number[] {\n const n = values.length;\n const result = new Array<number>(n).fill(NaN);\n for (let i = period - 1; i < n; i++) {\n let countLessOrEqual = 0;\n // Compare current against prior (period-1) days (not including current day itself)\n for (let j = i - period + 1; j < i; j++) {\n if (values[j] <= values[i]) countLessOrEqual++;\n }\n result[i] = (countLessOrEqual / (period - 1)) * 100;\n }\n return result;\n}\n\n// =============================================================================\n// Enrichment Runner Types\n// =============================================================================\n\nexport interface EnrichmentOptions {\n forceFull?: boolean;\n}\n\nexport interface TierStatus {\n status: \"complete\" | \"skipped\" | \"error\";\n fieldsWritten?: number;\n reason?: string;\n}\n\nexport interface EnrichmentResult {\n ticker: string;\n tier1: TierStatus;\n tier2: TierStatus;\n tier3: TierStatus;\n rowsEnriched: number;\n enrichedThrough: string | null;\n}\n\n// =============================================================================\n// Enrichment Runner Private Helpers\n// =============================================================================\n\n/** Subtract N calendar days from a YYYY-MM-DD string, returns YYYY-MM-DD */\nfunction subtractDays(dateStr: string, days: number): string {\n const d = new Date(dateStr + \"T00:00:00Z\");\n d.setUTCDate(d.getUTCDate() - days);\n return d.toISOString().split(\"T\")[0];\n}\n\n/** Parse YYYY-MM-DD to a local Date without timezone conversion */\nfunction parseDateStr(dateStr: string): Date | null {\n const m = dateStr.match(/^(\\d{4})-(\\d{2})-(\\d{2})$/);\n if (!m) return null;\n return new Date(parseInt(m[1]), parseInt(m[2]) - 1, parseInt(m[3]));\n}\n\n/** Batch UPDATE market.daily with computed enrichment fields */\nasync function batchUpdateDaily(\n conn: DuckDBConnection,\n rows: Array<Record<string, unknown>>,\n columns: string[]\n): Promise<void> {\n if (rows.length === 0) return;\n // Build VALUES list with $N params\n const allCols = [\"ticker\", \"date\", ...columns];\n const placeholders = rows\n .map((_, rowIdx) => {\n const params = allCols.map((__, colIdx) => `$${rowIdx * allCols.length + colIdx + 1}`);\n return `(${params.join(\", \")})`;\n })\n .join(\", \");\n const setClauses = columns.map((c) => `${c} = v.${c}`).join(\", \");\n const sql = `\n UPDATE market.daily AS t\n SET ${setClauses}\n FROM (VALUES ${placeholders}) AS v(${allCols.join(\", \")})\n WHERE t.ticker = v.ticker AND t.date = v.date\n `;\n const params = rows.flatMap((row) => allCols.map((col) => row[col] ?? null));\n await conn.run(sql, params as (string | number | boolean | null | bigint)[]);\n}\n\n/** Run Tier 2: enrich market.daily (ivr/ivp) and market._context_derived with computed VIX fields */\nasync function runTier2(conn: DuckDBConnection): Promise<TierStatus> {\n // Step 1: Discover VIX-family tickers dynamically (per D-06)\n const tickerResult = await conn.runAndReadAll(\n `SELECT DISTINCT ticker FROM market.daily WHERE ticker LIKE 'VIX%' ORDER BY ticker`\n );\n const vixTickers = tickerResult.getRows().map(r => r[0] as string);\n if (vixTickers.length === 0 || !vixTickers.includes('VIX')) {\n return { status: \"skipped\", reason: \"no VIX data in market.daily — import VIX ticker first\" };\n }\n\n // Step 2: Compute IVR/IVP for each VIX-family ticker and write to market.daily\n for (const ticker of vixTickers) {\n const closeResult = await conn.runAndReadAll(\n `SELECT date, close FROM market.daily WHERE ticker = $1 AND close IS NOT NULL ORDER BY date ASC`,\n [ticker]\n );\n const rows = closeResult.getRows();\n if (rows.length === 0) continue;\n\n const dates = rows.map(r => r[0] as string);\n const closes = rows.map(r => r[1] as number);\n const ivrValues = computeIVR(closes, 252);\n const ivpValues = computeIVP(closes, 252);\n\n // Batch UPDATE market.daily SET ivr, ivp WHERE ticker = ? AND date = ?\n const BATCH_SIZE = 500;\n for (let start = 0; start < dates.length; start += BATCH_SIZE) {\n const batchDates = dates.slice(start, start + BATCH_SIZE);\n const batchIvr = ivrValues.slice(start, start + BATCH_SIZE);\n const batchIvp = ivpValues.slice(start, start + BATCH_SIZE);\n\n const placeholders = batchDates.map((_, rowIdx) => {\n const base = rowIdx * 3;\n return `($${base + 1}, $${base + 2}, $${base + 3})`;\n }).join(\", \");\n\n const sql = `\n UPDATE market.daily AS t\n SET ivr = v.ivr, ivp = v.ivp\n FROM (VALUES ${placeholders}) AS v(date, ivr, ivp)\n WHERE t.ticker = $${batchDates.length * 3 + 1} AND t.date = v.date\n `;\n const params: (string | number | null)[] = [];\n for (let i = 0; i < batchDates.length; i++) {\n params.push(batchDates[i]);\n params.push(isNaN(batchIvr[i]) ? null : batchIvr[i]);\n params.push(isNaN(batchIvp[i]) ? null : batchIvp[i]);\n }\n params.push(ticker);\n await conn.run(sql, params as (string | number | boolean | null | bigint)[]);\n }\n }\n\n // Step 3: Build ContextRow objects from market.daily VIX tickers for derived fields\n // Query VIX close/open/high, VIX9D close/open, VIX3M close/open, plus Return_20D for Trend_Direction\n const contextQuery = `\n SELECT\n vix.date,\n vix.open AS VIX_Open,\n vix.close AS VIX_Close,\n vix.high AS VIX_High,\n vix9d.open AS VIX9D_Open,\n vix9d.close AS VIX9D_Close,\n vix3m.open AS VIX3M_Open,\n vix3m.close AS VIX3M_Close,\n spx.Return_20D\n FROM market.daily vix\n LEFT JOIN market.daily vix9d ON vix9d.date = vix.date AND vix9d.ticker = 'VIX9D'\n LEFT JOIN market.daily vix3m ON vix3m.date = vix.date AND vix3m.ticker = 'VIX3M'\n LEFT JOIN market.daily spx ON spx.date = vix.date AND spx.ticker = $1\n WHERE vix.ticker = 'VIX' AND vix.close IS NOT NULL\n ORDER BY vix.date ASC\n `;\n\n const rawResult = await conn.runAndReadAll(contextQuery, [DEFAULT_MARKET_TICKER]);\n const rawRows = rawResult.getRows();\n if (rawRows.length === 0) return { status: \"complete\", fieldsWritten: 0 };\n\n // Query VIX RTH open from intraday bars (same logic as before)\n const rthOpenByDate = new Map<string, number>();\n try {\n const rthReader = await conn.runAndReadAll(\n `SELECT date, open FROM market.intraday WHERE ticker = 'VIX' AND time >= '09:30' AND time <= '09:32' ORDER BY date, time ASC`\n );\n for (const r of rthReader.getRows()) {\n const dateStr = r[0] as string;\n if (!rthOpenByDate.has(dateStr)) {\n const openVal = r[1] as number | null;\n if (openVal != null) rthOpenByDate.set(dateStr, openVal);\n }\n }\n } catch {\n // No intraday VIX data — continue\n }\n\n const return20dByDate = new Map<string, number | null>();\n const contextRows: ContextRow[] = rawRows.map((r) => {\n const dateStr = r[0] as string;\n return20dByDate.set(dateStr, r[8] as number | null);\n return {\n date: dateStr,\n VIX_Open: r[1] as number | null,\n VIX_Close: r[2] as number | null,\n VIX_High: r[3] as number | null,\n VIX_RTH_Open: rthOpenByDate.get(dateStr) ?? null,\n VIX9D_Open: r[4] as number | null,\n VIX9D_Close: r[5] as number | null,\n VIX3M_Open: r[6] as number | null,\n VIX3M_Close: r[7] as number | null,\n };\n });\n\n // Step 4: Compute derived fields (reuse existing pure functions unchanged)\n const enrichedContext = computeVIXDerivedFields(contextRows);\n\n // Step 5: Write derived fields to market._context_derived (INSERT OR REPLACE)\n const derivedCols = [\"date\", \"Vol_Regime\", \"Term_Structure_State\", \"Trend_Direction\", \"VIX_Spike_Pct\", \"VIX_Gap_Pct\"];\n const BATCH_SIZE = 500;\n for (let start = 0; start < enrichedContext.length; start += BATCH_SIZE) {\n const batch = enrichedContext.slice(start, start + BATCH_SIZE);\n const placeholders = batch.map((_, rowIdx) => {\n const params = derivedCols.map((__, colIdx) => `$${rowIdx * derivedCols.length + colIdx + 1}`);\n return `(${params.join(\", \")})`;\n }).join(\", \");\n\n const sql = `INSERT OR REPLACE INTO market._context_derived (${derivedCols.join(\", \")}) VALUES ${placeholders}`;\n const params = batch.flatMap((r) => {\n const vc = r.VIX_Close ?? null;\n const v9 = r.VIX9D_Close ?? null;\n const v3m = r.VIX3M_Close ?? null;\n return [\n r.date,\n vc !== null ? classifyVolRegime(vc) : null,\n v9 !== null && vc !== null && v3m !== null ? classifyTermStructure(v9, vc, v3m) : null,\n classifyTrendDirection(return20dByDate.get(r.date) ?? null),\n r.VIX_Spike_Pct ?? null,\n r.VIX_Gap_Pct ?? null,\n ];\n });\n await conn.run(sql, params as (string | number | boolean | null | bigint)[]);\n }\n\n // Step 6: ALSO still write to market.context for backward compat during transition\n // This ensures existing queries against market.context keep working\n const tier2Cols = [\n \"VIX_RTH_Open\", \"VIX_Gap_Pct\", \"VIX_Change_Pct\",\n \"VIX9D_Change_Pct\", \"VIX3M_Change_Pct\",\n \"VIX9D_VIX_Ratio\", \"VIX_VIX3M_Ratio\", \"VIX_Spike_Pct\",\n \"Vol_Regime\", \"Term_Structure_State\",\n \"VIX_IVR\", \"VIX_IVP\", \"VIX9D_IVR\", \"VIX9D_IVP\", \"VIX3M_IVR\", \"VIX3M_IVP\",\n \"Trend_Direction\",\n ];\n // Compute IVR/IVP arrays for VIX, VIX9D, VIX3M from contextRows\n const vixCloses = contextRows.map(r => r.VIX_Close ?? NaN);\n const vixIVR = computeIVR(vixCloses, 252);\n const vixIVP = computeIVP(vixCloses, 252);\n const vix9dCloses = contextRows.map(r => r.VIX9D_Close ?? NaN);\n const vix9dIVR = computeIVR(vix9dCloses, 252);\n const vix9dIVP = computeIVP(vix9dCloses, 252);\n const vix3mCloses = contextRows.map(r => r.VIX3M_Close ?? NaN);\n const vix3mIVR = computeIVR(vix3mCloses, 252);\n const vix3mIVP = computeIVP(vix3mCloses, 252);\n\n try {\n const allCols2 = [\"date\", ...tier2Cols];\n const updateRows = enrichedContext.map((r, i) => {\n const vc = r.VIX_Close ?? null;\n const v9 = r.VIX9D_Close ?? null;\n const v3m = r.VIX3M_Close ?? null;\n return {\n date: r.date,\n VIX_RTH_Open: r.VIX_RTH_Open ?? null,\n VIX_Gap_Pct: r.VIX_Gap_Pct ?? null,\n VIX_Change_Pct: r.VIX_Change_Pct ?? null,\n VIX9D_Change_Pct: r.VIX9D_Change_Pct ?? null,\n VIX3M_Change_Pct: r.VIX3M_Change_Pct ?? null,\n VIX9D_VIX_Ratio: r.VIX9D_VIX_Ratio ?? null,\n VIX_VIX3M_Ratio: r.VIX_VIX3M_Ratio ?? null,\n VIX_Spike_Pct: r.VIX_Spike_Pct ?? null,\n Vol_Regime: vc !== null ? classifyVolRegime(vc) : null,\n Term_Structure_State: v9 !== null && vc !== null && v3m !== null ? classifyTermStructure(v9, vc, v3m) : null,\n VIX_IVR: isNaN(vixIVR[i]) ? null : vixIVR[i],\n VIX_IVP: isNaN(vixIVP[i]) ? null : vixIVP[i],\n VIX9D_IVR: isNaN(vix9dIVR[i]) ? null : vix9dIVR[i],\n VIX9D_IVP: isNaN(vix9dIVP[i]) ? null : vix9dIVP[i],\n VIX3M_IVR: isNaN(vix3mIVR[i]) ? null : vix3mIVR[i],\n VIX3M_IVP: isNaN(vix3mIVP[i]) ? null : vix3mIVP[i],\n Trend_Direction: classifyTrendDirection(return20dByDate.get(r.date) ?? null),\n };\n });\n for (let start2 = 0; start2 < updateRows.length; start2 += BATCH_SIZE) {\n const batch = updateRows.slice(start2, start2 + BATCH_SIZE);\n const placeholders = batch.map((_, rowIdx) => {\n const params = allCols2.map((__, colIdx) => `$${rowIdx * allCols2.length + colIdx + 1}`);\n return `(${params.join(\", \")})`;\n }).join(\", \");\n const setClauses = tier2Cols.map(c => `${c} = v.${c}`).join(\", \");\n const sql = `UPDATE market.context AS t SET ${setClauses} FROM (VALUES ${placeholders}) AS v(${allCols2.join(\", \")}) WHERE t.date = v.date`;\n const params = batch.flatMap(row => allCols2.map(col => (row as Record<string, unknown>)[col] ?? null));\n await conn.run(sql, params as (string | number | boolean | null | bigint)[]);\n }\n } catch {\n // market.context may not exist or have rows — that's fine during transition\n }\n\n return { status: \"complete\", fieldsWritten: derivedCols.length - 1 }; // -1 for date\n}\n\n/** Check if any intraday data exists for a ticker */\nasync function hasTier3Data(conn: DuckDBConnection, ticker: string): Promise<boolean> {\n const r = await conn.runAndReadAll(\n `SELECT COUNT(*) FROM market.intraday WHERE ticker = $1 LIMIT 1`,\n [ticker]\n );\n return Number(r.getRows()[0]?.[0] ?? 0) > 0;\n}\n\n// =============================================================================\n// Context Enrichment (Tier 2 standalone)\n// =============================================================================\n\n/**\n * Run Tier 2 context enrichment directly, computing VIX-derived fields\n * (VIX_Gap_Pct, VIX_Change_Pct, VIX9D_VIX_Ratio, Vol_Regime, etc.) and\n * writing them to market.context.\n *\n * Used by importFromMassive() for context table imports — after importing\n * VIX/VIX9D/VIX3M bars, Tier 2 needs to run immediately to populate derived\n * fields. Unlike runEnrichment(), this does not require a ticker with daily data.\n *\n * Returns a TierStatus describing the outcome.\n */\nexport async function runContextEnrichment(conn: DuckDBConnection): Promise<TierStatus> {\n return runTier2(conn);\n}\n\n// =============================================================================\n// Enrichment Runner\n// =============================================================================\n\n/**\n * Run all three tiers of market enrichment for a given ticker.\n *\n * Tier 1: Compute and write OHLCV-derived fields to market.daily using a\n * 200-day lookback window from the enriched_through watermark.\n * Tier 2: Compute and write VIX-derived fields to market.context.\n * Tier 3: Compute intraday timing fields (High_Time, Low_Time, High_Before_Low,\n * Reversal_Type, Opening_Drive_Strength, Intraday_Realized_Vol) from\n * market.intraday bars; skips gracefully if no intraday data exists.\n *\n * The enriched_through watermark is upserted into market._sync_metadata with\n * source='enrichment', ticker, target_table='daily' after a successful Tier 1 run.\n *\n * Note: wilder_state column exists but is NOT written (superseded by 200-day lookback).\n *\n * @param conn - Active DuckDB connection with market catalog attached\n * @param ticker - Normalized ticker symbol (e.g., \"SPX\")\n * @param opts - Options including forceFull (reset watermark and reprocess all rows)\n */\nexport async function runEnrichment(\n conn: DuckDBConnection,\n ticker: string,\n opts: EnrichmentOptions = {}\n): Promise<EnrichmentResult> {\n const { forceFull = false } = opts;\n\n // 1. Get enriched_through watermark\n const watermarkRow = await conn.runAndReadAll(\n `SELECT enriched_through FROM market._sync_metadata\n WHERE source = 'enrichment' AND ticker = $1 AND target_table = 'daily'`,\n [ticker]\n );\n const watermark: string | null = forceFull\n ? null\n : ((watermarkRow.getRows()[0]?.[0] as string | null) ?? null);\n\n // 2. Compute lookback start: watermark - 200 calendar days (as string comparison)\n const lookbackStart = watermark ? subtractDays(watermark, 200) : null;\n\n // 3. Fetch OHLCV rows from market.daily\n let fetchSql = `SELECT ticker, date, open, high, low, close FROM market.daily WHERE ticker = $1`;\n const fetchParams: unknown[] = [ticker];\n if (lookbackStart) {\n fetchSql += ` AND date >= $2`;\n fetchParams.push(lookbackStart);\n }\n fetchSql += ` ORDER BY date ASC`;\n const rawReader = await conn.runAndReadAll(fetchSql, fetchParams as (string | number | boolean | null | bigint)[]);\n const rawRows = rawReader.getRows();\n\n if (rawRows.length === 0) {\n return {\n ticker,\n tier1: { status: \"skipped\", reason: \"no data in market.daily\" },\n tier2: { status: \"skipped\", reason: \"no daily data\" },\n tier3: { status: \"skipped\", reason: \"no daily data\" },\n rowsEnriched: 0,\n enrichedThrough: null,\n };\n }\n\n // 4. Extract typed arrays from raw rows\n // Columns: ticker(0), date(1), open(2), high(3), low(4), close(5)\n const dates = rawRows.map((r) => r[1] as string);\n const opens = rawRows.map((r) => Number(r[2]));\n const highs = rawRows.map((r) => Number(r[3]));\n const lows = rawRows.map((r) => Number(r[4]));\n const closes = rawRows.map((r) => Number(r[5]));\n\n // 5. Compute Tier 1 indicators\n const rsi14 = computeRSI(closes, 14);\n const atrArr = computeATR(highs, lows, closes, 14);\n const ema21 = computeEMA(closes, 21);\n const sma50 = computeSMA(closes, 50);\n const rvol5 = computeRealizedVol(closes, 5);\n const rvol20 = computeRealizedVol(closes, 20);\n const consecutiveDays = computeConsecutiveDays(closes);\n\n // 6. Determine which rows to write back (only rows after watermark)\n const writeRows =\n watermark && !forceFull\n ? rawRows.map((_, i) => i).filter((i) => dates[i] > watermark)\n : rawRows.map((_, i) => i);\n\n if (writeRows.length === 0) {\n return {\n ticker,\n tier1: { status: \"complete\", fieldsWritten: 0, reason: \"already up to date\" },\n tier2: await runTier2(conn),\n tier3: {\n status: \"skipped\",\n reason: \"no intraday data in market.intraday\",\n },\n rowsEnriched: 0,\n enrichedThrough: watermark,\n };\n }\n\n // 7. Build enriched rows for batch UPDATE\n const enrichedRows = writeRows.map((i) => {\n const atrVal = atrArr[i];\n const atrPct = !isNaN(atrVal) && closes[i] > 0 ? (atrVal / closes[i]) * 100 : null;\n const priorClose = i > 0 ? closes[i - 1] : null;\n const priorReturn =\n i > 1 ? ((closes[i - 1] - closes[i - 2]) / closes[i - 2]) * 100 : null;\n const gapPct =\n priorClose !== null && priorClose > 0\n ? ((opens[i] - priorClose) / priorClose) * 100\n : null;\n const intradayRangePct =\n opens[i] > 0 ? ((highs[i] - lows[i]) / opens[i]) * 100 : null;\n const intradayReturnPct =\n opens[i] > 0 ? ((closes[i] - opens[i]) / opens[i]) * 100 : null;\n const hiLoRange = highs[i] - lows[i];\n const closePosInRange =\n hiLoRange > 0 ? (closes[i] - lows[i]) / hiLoRange : null;\n const ret5d =\n i >= 5 && closes[i - 5] > 0\n ? ((closes[i] - closes[i - 5]) / closes[i - 5]) * 100\n : null;\n const ret20d =\n i >= 20 && closes[i - 20] > 0\n ? ((closes[i] - closes[i - 20]) / closes[i - 20]) * 100\n : null;\n const gapFilled =\n priorClose !== null ? isGapFilled(opens[i], highs[i], lows[i], priorClose) : null;\n const dateObj = parseDateStr(dates[i]);\n const dayOfWeek = dateObj ? dateObj.getDay() : null; // 0=Sun..6=Sat\n const monthVal = dateObj ? dateObj.getMonth() + 1 : null;\n const opex = isOpex(dates[i]);\n const ema21val = ema21[i];\n const sma50val = sma50[i];\n const priceVsEma21 =\n !isNaN(ema21val) && ema21val > 0\n ? ((closes[i] - ema21val) / ema21val) * 100\n : null;\n const priceVsSma50 =\n !isNaN(sma50val) && sma50val > 0\n ? ((closes[i] - sma50val) / sma50val) * 100\n : null;\n const rsi14val = rsi14[i];\n\n // Prior_Range_vs_ATR: prior day's (high - low) / ATR[i-1]\n // Known at market open (prior day range and ATR are available before trading begins).\n // First bar (i=0) has no prior day, so null. ATR[i-1] must be valid (non-NaN).\n let priorRangeVsATR: number | null = null;\n if (i > 0) {\n const priorATR = atrArr[i - 1];\n if (!isNaN(priorATR) && priorATR > 0) {\n priorRangeVsATR = (highs[i - 1] - lows[i - 1]) / priorATR;\n }\n }\n\n return {\n ticker,\n date: dates[i],\n Prior_Close: priorClose,\n Gap_Pct: gapPct,\n RSI_14: isNaN(rsi14val) ? null : rsi14val,\n ATR_Pct: atrPct,\n Price_vs_EMA21_Pct: priceVsEma21,\n Price_vs_SMA50_Pct: priceVsSma50,\n Realized_Vol_5D: isNaN(rvol5[i]) ? null : rvol5[i],\n Realized_Vol_20D: isNaN(rvol20[i]) ? null : rvol20[i],\n Return_5D: ret5d,\n Return_20D: ret20d,\n Intraday_Range_Pct: intradayRangePct,\n Intraday_Return_Pct: intradayReturnPct,\n Close_Position_In_Range: closePosInRange,\n Gap_Filled: gapFilled,\n Consecutive_Days: consecutiveDays[i],\n Prev_Return_Pct: priorReturn,\n Day_of_Week: dayOfWeek,\n Month: monthVal,\n Is_Opex: opex,\n Prior_Range_vs_ATR: priorRangeVsATR,\n };\n });\n\n // 8. Batch UPDATE via DuckDB VALUES CTE, batches of 500\n const BATCH_SIZE = 500;\n const columns = [\n \"Prior_Close\",\n \"Gap_Pct\",\n \"RSI_14\",\n \"ATR_Pct\",\n \"Price_vs_EMA21_Pct\",\n \"Price_vs_SMA50_Pct\",\n \"Realized_Vol_5D\",\n \"Realized_Vol_20D\",\n \"Return_5D\",\n \"Return_20D\",\n \"Intraday_Range_Pct\",\n \"Intraday_Return_Pct\",\n \"Close_Position_In_Range\",\n \"Gap_Filled\",\n \"Consecutive_Days\",\n \"Prev_Return_Pct\",\n \"Day_of_Week\",\n \"Month\",\n \"Is_Opex\",\n \"Prior_Range_vs_ATR\",\n ];\n for (let start = 0; start < enrichedRows.length; start += BATCH_SIZE) {\n const batch = enrichedRows.slice(start, start + BATCH_SIZE);\n await batchUpdateDaily(conn, batch, columns);\n }\n\n // 9. Run Tier 2 (VIX context enrichment)\n const tier2Result = await runTier2(conn);\n\n // 10. Tier 3 — intraday timing fields from market.intraday\n const tier3Result = await runTier3(conn, ticker, dates);\n\n // 11. Update enriched_through watermark\n const newWatermark = dates[dates.length - 1];\n await upsertMarketImportMetadata(conn, {\n source: \"enrichment\",\n ticker,\n target_table: \"daily\",\n max_date: null,\n enriched_through: newWatermark,\n synced_at: new Date(),\n });\n\n return {\n ticker,\n tier1: { status: \"complete\", fieldsWritten: columns.length },\n tier2: tier2Result,\n tier3: tier3Result,\n rowsEnriched: enrichedRows.length,\n enrichedThrough: newWatermark,\n };\n}\n\n// =============================================================================\n// Tier 3: Intraday Timing Fields\n// =============================================================================\n\n/**\n * Convert HH:MM time string to decimal hours (e.g., \"10:30\" → 10.5).\n */\nfunction hhmmToDecimalHours(time: string): number {\n const [h, m] = time.split(\":\").map(Number);\n return h + m / 60;\n}\n\n/**\n * Compute intraday timing fields from raw OHLCV bars for a single date.\n *\n * Pure function — no DB access. Exported for unit testing.\n *\n * Fields computed:\n * - highTime: Decimal hours when day high occurred (e.g., 10.5 = 10:30)\n * - lowTime: Decimal hours when day low occurred\n * - highBeforeLow: true if high occurred before low\n * - reversalType: +1 = morning high + afternoon low, -1 = morning low + afternoon high, 0 = trend day\n * - openingDriveStrength: (first 30-min range) / (full day range), 0-1 scale; 0 if day range is 0\n * - intradayRealizedVol: Annualized realized vol from intraday bar-to-bar log returns (decimal, not %)\n *\n * @param bars - Array of {time: \"HH:MM\", open, high, low, close} ordered by time (oldest first)\n * @returns Computed fields or null if bars is empty\n */\nexport function computeIntradayTimingFields(\n bars: Array<{ time: string; open: number; high: number; low: number; close: number }>\n): {\n highTime: number;\n lowTime: number;\n highBeforeLow: boolean;\n reversalType: number;\n openingDriveStrength: number;\n intradayRealizedVol: number;\n} | null {\n if (bars.length === 0) return null;\n\n let maxHigh = -Infinity;\n let minLow = Infinity;\n let highTimeStr = bars[0].time;\n let lowTimeStr = bars[0].time;\n\n for (const bar of bars) {\n if (bar.high > maxHigh) {\n maxHigh = bar.high;\n highTimeStr = bar.time;\n }\n if (bar.low < minLow) {\n minLow = bar.low;\n lowTimeStr = bar.time;\n }\n }\n\n const highTime = hhmmToDecimalHours(highTimeStr);\n const lowTime = hhmmToDecimalHours(lowTimeStr);\n const highBeforeLow = highTime < lowTime;\n\n // Reversal type: morning = before 12:00, afternoon = 12:00 or later\n const highInMorning = highTime < 12;\n const lowInMorning = lowTime < 12;\n const highInAfternoon = highTime >= 12;\n const lowInAfternoon = lowTime >= 12;\n\n let reversalType = 0;\n if (highInMorning && lowInAfternoon) reversalType = 1; // High morning, low afternoon\n else if (lowInMorning && highInAfternoon) reversalType = -1; // Low morning, high afternoon\n\n // Opening Drive Strength: ratio of first-30-min range to full-day range\n // First 30 min = bars with time < 10:00 (market opens 09:30)\n const openingBars = bars.filter(b => hhmmToDecimalHours(b.time) < 10);\n let openingDriveStrength = 0;\n const fullDayRange = maxHigh - minLow;\n if (openingBars.length > 0 && fullDayRange > 0) {\n const openHigh = Math.max(...openingBars.map(b => b.high));\n const openLow = Math.min(...openingBars.map(b => b.low));\n openingDriveStrength = (openHigh - openLow) / fullDayRange;\n }\n\n // Intraday Realized Vol: annualized from bar-to-bar close log returns\n // Uses sqrt(252 * barsPerDay) annualization\n let intradayRealizedVol = 0;\n if (bars.length >= 2) {\n const logReturns: number[] = [];\n for (let i = 1; i < bars.length; i++) {\n if (bars[i - 1].close > 0 && bars[i].close > 0) {\n logReturns.push(Math.log(bars[i].close / bars[i - 1].close));\n }\n }\n if (logReturns.length > 0) {\n const mean = logReturns.reduce((s, r) => s + r, 0) / logReturns.length;\n const variance = logReturns.reduce((s, r) => s + (r - mean) ** 2, 0) / logReturns.length;\n const barStdDev = Math.sqrt(variance);\n // Annualize: multiply by sqrt(barsPerDay * 252)\n // barsPerDay = number of bars we actually have (adapts to timeframe)\n intradayRealizedVol = barStdDev * Math.sqrt(bars.length * 252);\n }\n }\n\n return { highTime, lowTime, highBeforeLow, reversalType, openingDriveStrength, intradayRealizedVol };\n}\n\n/** Run Tier 3: compute intraday timing fields from market.intraday and write to market.daily */\nasync function runTier3(\n conn: DuckDBConnection,\n ticker: string,\n dates: string[]\n): Promise<TierStatus> {\n // Check if intraday data exists for this ticker\n const hasData = await hasTier3Data(conn, ticker);\n if (!hasData) {\n return {\n status: \"skipped\",\n reason: \"no intraday data in market.intraday — import intraday bars to populate Tier 3 fields\",\n };\n }\n\n // Query intraday bars for all dates in the enrichment range\n const result = await conn.runAndReadAll(\n `SELECT date, time, open, high, low, close\n FROM market.intraday\n WHERE ticker = $1 AND date >= $2 AND date <= $3\n ORDER BY date, time`,\n [ticker, dates[0], dates[dates.length - 1]]\n );\n\n const rows = result.getRows();\n const columns = result.columnNames();\n const dateIdx = columns.indexOf(\"date\");\n const timeIdx = columns.indexOf(\"time\");\n const openIdx = columns.indexOf(\"open\");\n const highIdx = columns.indexOf(\"high\");\n const lowIdx = columns.indexOf(\"low\");\n const closeIdx = columns.indexOf(\"close\");\n\n // Group bars by date\n const barsByDate = new Map<string, Array<{ time: string; open: number; high: number; low: number; close: number }>>();\n for (const row of rows) {\n const dateStr = String(row[dateIdx]);\n const bar = {\n time: String(row[timeIdx]),\n open: Number(row[openIdx]),\n high: Number(row[highIdx]),\n low: Number(row[lowIdx]),\n close: Number(row[closeIdx]),\n };\n if (!barsByDate.has(dateStr)) barsByDate.set(dateStr, []);\n barsByDate.get(dateStr)!.push(bar);\n }\n\n if (barsByDate.size === 0) {\n return {\n status: \"skipped\",\n reason: \"intraday data exists but no bars overlap with enrichment date range\",\n };\n }\n\n // Compute timing fields for each date and batch update market.daily\n const tier3Cols = [\"High_Time\", \"Low_Time\", \"High_Before_Low\", \"Reversal_Type\", \"Opening_Drive_Strength\", \"Intraday_Realized_Vol\"];\n const enrichedRows: Array<Record<string, unknown>> = [];\n\n for (const [dateStr, bars] of barsByDate) {\n const timing = computeIntradayTimingFields(bars);\n if (!timing) continue;\n\n enrichedRows.push({\n ticker,\n date: dateStr,\n High_Time: timing.highTime,\n Low_Time: timing.lowTime,\n High_Before_Low: timing.highBeforeLow ? 1 : 0,\n Reversal_Type: timing.reversalType,\n Opening_Drive_Strength: timing.openingDriveStrength,\n Intraday_Realized_Vol: timing.intradayRealizedVol,\n });\n }\n\n // Batch update using the existing batchUpdateDaily helper\n const BATCH_SIZE = 500;\n for (let start = 0; start < enrichedRows.length; start += BATCH_SIZE) {\n const batch = enrichedRows.slice(start, start + BATCH_SIZE);\n await batchUpdateDaily(conn, batch, tier3Cols);\n }\n\n return { status: \"complete\", fieldsWritten: tier3Cols.length };\n}\n","/**\n * Market Data Importer\n *\n * Core ingestion logic for importing market data from CSV files and external DuckDB databases\n * into the normalized market schema tables (market.daily, market.context, market.intraday).\n *\n * Design principles:\n * - Validate column mapping BEFORE any writes (fail-clean semantics)\n * - ON CONFLICT DO NOTHING for idempotent merges\n * - ATTACH/DETACH lifecycle for external DBs\n * - normalizeTicker() called at import boundary before any DB write\n * - No withFullSync usage (DB-09: market writes must not be wrapped in analytics.duckdb transactions)\n * - No upsertMarketSyncMetadata (old schema) — only upsertMarketImportMetadata (Phase 60 schema)\n */\n\nimport type { DuckDBConnection } from \"@duckdb/node-api\";\nimport * as fs from \"fs/promises\";\nimport { normalizeTicker } from \"./ticker.js\";\nimport { upsertMarketImportMetadata } from \"../sync/metadata.js\";\nimport { runEnrichment, runContextEnrichment } from \"./market-enricher.js\";\nimport { getProvider, type AssetClass } from \"./market-provider.js\";\n\n// =============================================================================\n// Constants\n// =============================================================================\n\nconst REQUIRED_SCHEMA_FIELDS: Record<string, string[]> = {\n daily: [\"date\", \"open\", \"high\", \"low\", \"close\"],\n context: [\"date\"],\n intraday: [\"date\", \"time\", \"open\", \"high\", \"low\", \"close\"],\n _context_derived: [\"date\"], // Phase 75: cross-ticker derived fields\n};\n\n// PK conflict target per table\nconst CONFLICT_TARGETS: Record<string, string> = {\n daily: \"(ticker, date)\",\n context: \"(date)\",\n intraday: \"(ticker, date, time)\",\n _context_derived: \"(date)\", // Phase 75: PK is date only\n};\n\n// =============================================================================\n// Types\n// =============================================================================\n\nexport interface ImportMarketCsvOptions {\n filePath: string;\n ticker: string;\n targetTable: \"daily\" | \"context\" | \"intraday\";\n columnMapping: Record<string, string>; // { csvColumn: schemaColumn }\n dryRun?: boolean;\n skipEnrichment?: boolean;\n}\n\nexport interface ImportFromDatabaseOptions {\n dbPath: string;\n query: string;\n ticker: string;\n targetTable: \"daily\" | \"context\" | \"intraday\";\n columnMapping: Record<string, string>; // { queryColumn: schemaColumn }\n dryRun?: boolean;\n skipEnrichment?: boolean;\n}\n\nexport interface ImportResult {\n rowsInserted: number;\n rowsUpdated: number;\n rowsSkipped: number;\n inputRowCount: number;\n dateRange: { min: string; max: string } | null;\n enrichment: { status: \"pending\" | \"complete\" | \"skipped\" | \"error\"; message: string };\n}\n\n// =============================================================================\n// Column Mapping Validation\n// =============================================================================\n\n/**\n * Validate that the column mapping covers all required schema fields for the target table.\n *\n * Special case for intraday: if `date` is mapped but `time` is not, the `time` field\n * will be auto-derived from the Unix timestamp in the date source column. In this case,\n * the missing `time` mapping is allowed — validation passes without it.\n *\n * @param columnMapping - Mapping from source columns to schema columns\n * @param targetTable - The target market table\n * @returns Validation result with missing field names\n */\nexport function validateColumnMapping(\n columnMapping: Record<string, string>,\n targetTable: \"daily\" | \"context\" | \"intraday\"\n): { valid: boolean; missingFields: string[] } {\n const schemaValues = Object.values(columnMapping);\n const required = REQUIRED_SCHEMA_FIELDS[targetTable] ?? [];\n let missing = required.filter((field) => !schemaValues.includes(field));\n\n // For intraday: allow missing `time` if `date` is mapped — time will be auto-derived\n // from the Unix timestamp in the date source column during applyColumnMapping.\n if (targetTable === \"intraday\" && missing.includes(\"time\") && schemaValues.includes(\"date\")) {\n missing = missing.filter((f) => f !== \"time\");\n }\n\n return { valid: missing.length === 0, missingFields: missing };\n}\n\n// =============================================================================\n// Private CSV Parsing Helpers\n// =============================================================================\n\n/**\n * Parse CSV content into rows with header mapping.\n * Strips UTF-8 BOM if present. Handles \\r\\n line endings.\n */\nfunction parseCSV(content: string): { headers: string[]; rows: Record<string, string>[] } {\n const lines = content.replace(/^\\uFEFF/, \"\").trim().split(\"\\n\");\n if (lines.length < 2) {\n return { headers: [], rows: [] };\n }\n\n const headers = lines[0].trim().split(\",\").map((h) => h.trim());\n const rows: Record<string, string>[] = [];\n\n for (let i = 1; i < lines.length; i++) {\n const line = lines[i].trim();\n if (!line) continue;\n const values = line.split(\",\");\n const row: Record<string, string> = {};\n headers.forEach((h, idx) => {\n row[h] = values[idx]?.trim() ?? \"\";\n });\n rows.push(row);\n }\n\n return { headers, rows };\n}\n\n/**\n * Parse a date value flexibly:\n * - If numeric AND > 1e8: treat as Unix timestamp (seconds), convert to ET date\n * - If YYYY-MM-DD string: return as-is\n * - Otherwise: return null\n */\nfunction parseFlexibleDate(value: string): string | null {\n const numeric = Number(value);\n if (!isNaN(numeric) && numeric > 1e8) {\n // Unix timestamp in seconds — convert to Eastern Time date\n return new Date(numeric * 1000).toLocaleDateString(\"en-CA\", {\n timeZone: \"America/New_York\",\n year: \"numeric\",\n month: \"2-digit\",\n day: \"2-digit\",\n });\n }\n\n // Check YYYY-MM-DD format\n if (/^\\d{4}-\\d{2}-\\d{2}$/.test(value)) {\n return value;\n }\n\n return null;\n}\n\n/**\n * Extract HH:MM time from a value in Eastern Time.\n * - If numeric AND > 1e8: treat as Unix timestamp (seconds), extract HH:MM ET\n * - If already HH:MM: return as-is\n * - If HHMM (4 digits): convert to HH:MM\n * - Otherwise: return null\n */\nfunction parseFlexibleTime(value: string): string | null {\n const numeric = Number(value);\n if (!isNaN(numeric) && numeric > 1e8) {\n // Unix timestamp in seconds — convert to Eastern Time HH:MM\n const d = new Date(numeric * 1000);\n return d.toLocaleTimeString(\"en-US\", {\n timeZone: \"America/New_York\",\n hour: \"2-digit\",\n minute: \"2-digit\",\n hour12: false,\n });\n }\n // Already in HH:MM format\n if (/^\\d{2}:\\d{2}$/.test(value)) {\n return value;\n }\n // HHMM format (4 digits), e.g. \"0930\"\n if (/^\\d{4}$/.test(value)) {\n return `${value.slice(0, 2)}:${value.slice(2)}`;\n }\n return null;\n}\n\n// =============================================================================\n// Private Column Mapping Helper\n// =============================================================================\n\n/**\n * Apply column mapping to raw rows, performing date parsing and numeric coercion.\n *\n * @param rows - Raw rows from CSV or query result\n * @param columnMapping - { sourceCol: schemaCol } mapping\n * @param ticker - Ticker to inject for daily/intraday tables\n * @param targetTable - Target table (controls whether ticker is injected)\n * @returns Mapped rows with schema column names, invalid date rows dropped\n */\nfunction applyColumnMapping(\n rows: Record<string, string>[],\n columnMapping: Record<string, string>,\n ticker: string,\n targetTable: \"daily\" | \"context\" | \"intraday\"\n): Array<Record<string, unknown>> {\n const normalizedTicker = normalizeTicker(ticker) ?? ticker.toUpperCase();\n const result: Array<Record<string, unknown>> = [];\n\n for (const row of rows) {\n const mapped: Record<string, unknown> = {};\n let hasNullDate = false;\n\n for (const [sourceCol, schemaCol] of Object.entries(columnMapping)) {\n const rawValue = row[sourceCol] ?? \"\";\n\n if (schemaCol === \"date\") {\n const parsedDate = parseFlexibleDate(rawValue);\n if (parsedDate === null) {\n // Log a warning and skip this row\n console.warn(`[market-importer] Skipping row with unparseable date value: \"${rawValue}\"`);\n hasNullDate = true;\n break;\n }\n mapped[schemaCol] = parsedDate;\n } else if (schemaCol === \"time\") {\n const parsedTime = parseFlexibleTime(rawValue);\n if (parsedTime === null) {\n console.warn(`[market-importer] Skipping row with unparseable time value: \"${rawValue}\"`);\n hasNullDate = true; // Reuse the skip mechanism\n break;\n }\n mapped[schemaCol] = parsedTime;\n } else {\n // Numeric coercion for non-date, non-ticker fields\n if (rawValue === \"\" || rawValue === \"NaN\" || rawValue === \"NA\") {\n mapped[schemaCol] = null;\n } else {\n const numVal = parseFloat(rawValue);\n mapped[schemaCol] = isNaN(numVal) ? rawValue : numVal;\n }\n }\n }\n\n if (hasNullDate) continue;\n if (!(\"date\" in mapped)) continue;\n\n // Auto-extract time from the date source column's Unix timestamp for intraday imports.\n // This allows users to map a single Unix timestamp column to \"date\" and get \"time\"\n // (HH:MM ET) auto-populated — no need to specify a separate time column in the mapping.\n if (targetTable === \"intraday\" && !(\"time\" in mapped)) {\n const dateSourceCol = Object.entries(columnMapping).find(([, schema]) => schema === \"date\")?.[0];\n if (dateSourceCol) {\n const rawDateValue = row[dateSourceCol] ?? \"\";\n const numericDate = Number(rawDateValue);\n if (!isNaN(numericDate) && numericDate > 1e8) {\n const parsedTime = parseFlexibleTime(rawDateValue);\n if (parsedTime) {\n mapped[\"time\"] = parsedTime;\n }\n }\n }\n }\n\n // Inject ticker for daily and intraday tables (context PK is date-only)\n if (targetTable === \"daily\" || targetTable === \"intraday\") {\n mapped[\"ticker\"] = normalizedTicker;\n }\n\n result.push(mapped);\n }\n\n return result;\n}\n\n// =============================================================================\n// Private Insert Helper\n// =============================================================================\n\n/**\n * Insert mapped rows into the target market table using ON CONFLICT DO NOTHING.\n * Batches inserts in groups of 500.\n *\n * @returns Count of inserted and skipped rows\n */\nasync function insertMappedRows(\n conn: DuckDBConnection,\n targetTable: \"daily\" | \"context\" | \"intraday\",\n mappedRows: Array<Record<string, unknown>>\n): Promise<{ inserted: number; updated: number; skipped: number }> {\n if (mappedRows.length === 0) {\n return { inserted: 0, updated: 0, skipped: 0 };\n }\n\n const tableName = `market.${targetTable}`;\n const conflictTarget = CONFLICT_TARGETS[targetTable];\n\n // Collect all distinct schema column names across all rows\n const columnSet = new Set<string>();\n for (const row of mappedRows) {\n for (const key of Object.keys(row)) {\n columnSet.add(key);\n }\n }\n const columns = Array.from(columnSet);\n\n // COUNT(*) before insert\n const beforeResult = await conn.runAndReadAll(`SELECT COUNT(*) FROM ${tableName}`);\n const beforeCount = Number(beforeResult.getRows()[0][0]);\n\n // Build ON CONFLICT clause: merge non-key columns into existing rows\n // (e.g., importing VIX9D_Close into a context row that already has VIX_Close)\n const conflictKeys = new Set(\n CONFLICT_TARGETS[targetTable].replace(/[()]/g, \"\").split(\",\").map((s: string) => s.trim())\n );\n const updateCols = columns.filter((c) => !conflictKeys.has(c));\n const conflictAction =\n updateCols.length > 0\n ? `DO UPDATE SET ${updateCols.map((c) => `${c} = EXCLUDED.${c}`).join(\", \")}`\n : \"DO NOTHING\";\n\n const columnList = columns.join(\", \");\n const BATCH_SIZE = 500;\n for (let i = 0; i < mappedRows.length; i += BATCH_SIZE) {\n const batch = mappedRows.slice(i, i + BATCH_SIZE);\n const values: unknown[] = [];\n const valuePlaceholders: string[] = [];\n\n for (const row of batch) {\n const rowPlaceholders: string[] = [];\n for (const col of columns) {\n values.push(row[col] ?? null);\n rowPlaceholders.push(`$${values.length}`);\n }\n valuePlaceholders.push(`(${rowPlaceholders.join(\", \")})`);\n }\n\n const sql =\n `INSERT INTO ${tableName} (${columnList}) VALUES ${valuePlaceholders.join(\", \")} ` +\n `ON CONFLICT ${conflictTarget} ${conflictAction}`;\n\n await conn.run(sql, values as (string | number | boolean | null | bigint)[]);\n }\n\n // COUNT(*) after insert — net new rows\n const afterResult = await conn.runAndReadAll(`SELECT COUNT(*) FROM ${tableName}`);\n const afterCount = Number(afterResult.getRows()[0][0]);\n\n const inserted = afterCount - beforeCount;\n // With DO UPDATE, non-inserted rows are updated (not skipped).\n // With DO NOTHING (updateCols empty), non-inserted rows are skipped.\n const updated = updateCols.length > 0 ? mappedRows.length - inserted : 0;\n const skipped = updateCols.length > 0 ? 0 : mappedRows.length - inserted;\n return { inserted, updated, skipped };\n}\n\n// =============================================================================\n// Private Date Range Helper\n// =============================================================================\n\n/**\n * Compute min/max date range from mapped rows.\n */\nfunction computeDateRange(\n rows: Array<Record<string, unknown>>\n): { min: string; max: string } | null {\n const dates: string[] = [];\n for (const row of rows) {\n const d = row[\"date\"];\n if (typeof d === \"string\" && d) {\n dates.push(d);\n }\n }\n if (dates.length === 0) return null;\n dates.sort();\n return { min: dates[0], max: dates[dates.length - 1] };\n}\n\n// =============================================================================\n// Enrichment Trigger\n// =============================================================================\n\n/**\n * Trigger market data enrichment after an import.\n *\n * Calls runEnrichment() for daily table imports. Context and intraday imports\n * are source data, not enrichment targets, so they are skipped here.\n *\n * Returns \"complete\", \"skipped\", or \"error\" — never \"pending\".\n */\nexport async function triggerEnrichment(\n conn: DuckDBConnection,\n ticker: string,\n targetTable: string,\n _dateRange: { min: string; max: string } | null,\n skipEnrichment: boolean\n): Promise<{ status: \"pending\" | \"complete\" | \"skipped\" | \"error\"; message: string }> {\n // Only enrich daily table imports — context and intraday are source data, not enrichment targets\n if (skipEnrichment) {\n return {\n status: \"skipped\",\n message: \"skip_enrichment=true; call enrich_market_data to populate computed fields.\",\n };\n }\n if (targetTable !== \"daily\") {\n return {\n status: \"skipped\",\n message: `Enrichment only runs for daily table imports; skipping for ${targetTable}.`,\n };\n }\n\n try {\n const result = await runEnrichment(conn, ticker, {});\n const summaryParts = [\n `Tier 1: ${result.tier1.status}${result.tier1.fieldsWritten !== undefined ? ` (${result.tier1.fieldsWritten} fields)` : \"\"}${result.tier1.reason ? ` — ${result.tier1.reason}` : \"\"}`,\n `Tier 2: ${result.tier2.status}${result.tier2.fieldsWritten !== undefined ? ` (${result.tier2.fieldsWritten} fields)` : \"\"}${result.tier2.reason ? ` — ${result.tier2.reason}` : \"\"}`,\n `Tier 3: ${result.tier3.status}${result.tier3.reason ? ` — ${result.tier3.reason}` : \"\"}`,\n ];\n return {\n status: \"complete\",\n message: `Enriched ${result.rowsEnriched} rows for ${ticker} through ${result.enrichedThrough ?? \"N/A\"}. ${summaryParts.join(\"; \")}`,\n };\n } catch (err) {\n return {\n status: \"error\",\n message: `Enrichment failed for ${ticker}: ${err instanceof Error ? err.message : String(err)}`,\n };\n }\n}\n\n// =============================================================================\n// importMarketCsvFile\n// =============================================================================\n\n/**\n * Import market data from a CSV file into the target market table.\n *\n * Steps:\n * 1. Validate column mapping (fail-clean before any writes)\n * 2. Read CSV file\n * 3. Parse and map columns\n * 4. Insert with ON CONFLICT DO NOTHING (or return preview if dry_run=true)\n * 5. Upsert import metadata\n * 6. Trigger enrichment stub\n *\n * @param conn - Active DuckDB connection with market catalog attached\n * @param options - Import options including file path, ticker, and column mapping\n * @returns Import result with row counts, date range, and enrichment status\n */\nexport async function importMarketCsvFile(\n conn: DuckDBConnection,\n options: ImportMarketCsvOptions\n): Promise<ImportResult> {\n const { filePath, ticker, targetTable, columnMapping, dryRun = false, skipEnrichment = false } =\n options;\n\n // 1. Validate column mapping first\n const validation = validateColumnMapping(columnMapping, targetTable);\n if (!validation.valid) {\n throw new Error(\n `Column mapping missing required fields for market.${targetTable}: ${validation.missingFields.join(\", \")}`\n );\n }\n\n // 2. Read file\n let content: string;\n try {\n content = await fs.readFile(filePath, \"utf-8\");\n } catch (error) {\n const msg = error instanceof Error ? error.message : String(error);\n throw new Error(`Failed to read CSV file at \"${filePath}\": ${msg}`);\n }\n\n // 3. Parse CSV\n const { rows } = parseCSV(content);\n if (rows.length === 0) {\n throw new Error(`CSV file \"${filePath}\" has no data rows`);\n }\n\n // 4. Map columns\n const mappedRows = applyColumnMapping(rows, columnMapping, ticker, targetTable);\n if (mappedRows.length === 0) {\n throw new Error(\n `After applying column mapping, 0 valid rows remain from CSV file \"${filePath}\"`\n );\n }\n\n const normalizedTicker = normalizeTicker(ticker) ?? ticker.toUpperCase();\n const dateRange = computeDateRange(mappedRows);\n\n // 5. Dry run: return preview without writing\n if (dryRun) {\n return {\n rowsInserted: 0,\n rowsUpdated: 0,\n rowsSkipped: 0,\n inputRowCount: mappedRows.length,\n dateRange,\n enrichment: {\n status: \"skipped\",\n message: `dry_run=true; no data written. Would import ${mappedRows.length} rows.`,\n },\n };\n }\n\n // 6. Insert rows\n const { inserted, updated, skipped } = await insertMappedRows(conn, targetTable, mappedRows);\n\n // 7. Upsert import metadata\n await upsertMarketImportMetadata(conn, {\n source: `import_market_csv:${filePath}`,\n ticker: normalizedTicker,\n target_table: targetTable,\n max_date: dateRange?.max ?? null,\n enriched_through: null,\n synced_at: new Date(),\n });\n\n // 8. Trigger enrichment\n const enrichment = await triggerEnrichment(conn, normalizedTicker, targetTable, dateRange, skipEnrichment);\n\n return {\n rowsInserted: inserted,\n rowsUpdated: updated,\n rowsSkipped: skipped,\n inputRowCount: mappedRows.length,\n dateRange,\n enrichment,\n };\n}\n\n// =============================================================================\n// importFromDatabase\n// =============================================================================\n\n/**\n * Import market data from an external DuckDB database into the target market table.\n *\n * ATTACHes the external database as READ_ONLY, queries it, maps columns, and inserts\n * into market tables. DETACHes the external DB in a finally block regardless of outcome.\n *\n * @param conn - Active DuckDB connection with market catalog attached\n * @param options - Import options including DB path, query, ticker, and column mapping\n * @returns Import result with row counts, date range, and enrichment status\n */\nexport async function importFromDatabase(\n conn: DuckDBConnection,\n options: ImportFromDatabaseOptions\n): Promise<ImportResult> {\n const { dbPath, query, ticker, targetTable, columnMapping, dryRun = false, skipEnrichment = false } =\n options;\n\n // 1. Validate column mapping first\n const validation = validateColumnMapping(columnMapping, targetTable);\n if (!validation.valid) {\n throw new Error(\n `Column mapping missing required fields for market.${targetTable}: ${validation.missingFields.join(\", \")}`\n );\n }\n\n const EXT_ALIAS = \"ext_import_source\";\n\n // 2. Attach external DB as READ_ONLY\n await conn.run(`ATTACH '${dbPath}' AS ${EXT_ALIAS} (READ_ONLY)`);\n\n try {\n // 3. Execute query against external DB\n const rawResult = await conn.runAndReadAll(query);\n\n // 4. Convert result to Record<string, string>[]\n // Use columnNames() for column name strings — getColumns() returns column data arrays,\n // not column descriptor objects with .name properties.\n const resultColumnNames = rawResult.columnNames();\n const resultRows = rawResult.getRows();\n\n const rows: Record<string, string>[] = resultRows.map((row) => {\n const obj: Record<string, string> = {};\n resultColumnNames.forEach((colName, idx) => {\n const val = row[idx];\n obj[colName] = val === null || val === undefined ? \"\" : String(val);\n });\n return obj;\n });\n\n // 5. Map columns\n const mappedRows = applyColumnMapping(rows, columnMapping, ticker, targetTable);\n\n const normalizedTicker = normalizeTicker(ticker) ?? ticker.toUpperCase();\n const dateRange = computeDateRange(mappedRows);\n\n // 6. Dry run: return preview without writing\n if (dryRun) {\n return {\n rowsInserted: 0,\n rowsUpdated: 0,\n rowsSkipped: 0,\n inputRowCount: mappedRows.length,\n dateRange,\n enrichment: {\n status: \"skipped\",\n message: `dry_run=true; no data written. Would import ${mappedRows.length} rows.`,\n },\n };\n }\n\n // 7. Insert rows\n const { inserted, updated, skipped } = await insertMappedRows(conn, targetTable, mappedRows);\n\n // 8. Upsert import metadata\n await upsertMarketImportMetadata(conn, {\n source: `import_from_database:${dbPath}`,\n ticker: normalizedTicker,\n target_table: targetTable,\n max_date: dateRange?.max ?? null,\n enriched_through: null,\n synced_at: new Date(),\n });\n\n // 9. Trigger enrichment\n const enrichment = await triggerEnrichment(conn, normalizedTicker, targetTable, dateRange, skipEnrichment);\n\n return {\n rowsInserted: inserted,\n rowsUpdated: updated,\n rowsSkipped: skipped,\n inputRowCount: mappedRows.length,\n dateRange,\n enrichment,\n };\n } finally {\n // Always detach external DB regardless of success or failure\n try {\n await conn.run(`DETACH ${EXT_ALIAS}`);\n } catch {\n // Non-fatal: detach failure should not mask the original error\n }\n }\n}\n\n// =============================================================================\n// importFromApi\n// =============================================================================\n\n/**\n * Known index tickers that need the I: prefix when calling the Massive API.\n * Used for auto-detection of asset class when not provided.\n */\nconst INDEX_TICKERS = new Set([\n \"VIX\", \"VIX9D\", \"VIX3M\", \"SPX\", \"NDX\", \"RUT\", \"DJX\", \"VXN\", \"OVX\", \"GVZ\",\n]);\n\n/**\n * Regex for OCC option ticker format: letters + 6-digit date + C/P + 8-digit strike.\n * E.g., \"SPX251219C05000000\" or \"AAPL240119P00150000\"\n */\nconst OCC_TICKER_REGEX = /^[A-Z]+\\d{6}[CP]\\d{8}$/;\n\n/**\n * Auto-detect Massive asset class from ticker symbol.\n * - Known indices (VIX, SPX, NDX, etc.) → \"index\"\n * - OCC option format → \"option\"\n * - Otherwise → \"stock\"\n */\nfunction detectAssetClass(ticker: string): AssetClass {\n if (INDEX_TICKERS.has(ticker.toUpperCase())) return \"index\";\n if (OCC_TICKER_REGEX.test(ticker.toUpperCase())) return \"option\";\n return \"stock\";\n}\n\nexport interface ImportFromApiOptions {\n ticker: string;\n from: string; // YYYY-MM-DD\n to: string; // YYYY-MM-DD\n targetTable: \"daily\" | \"context\" | \"intraday\";\n timespan?: \"minute\" | \"hour\"; // only for intraday, default \"minute\"\n multiplier?: number; // only for intraday, default 1\n assetClass?: AssetClass; // default: auto-detect from ticker/targetTable\n dryRun?: boolean;\n skipEnrichment?: boolean;\n}\n\n/**\n * Import market data from the Massive.com REST API into DuckDB.\n *\n * Supports three import modes via `targetTable`:\n *\n * **daily** — Fetches OHLCV bars for any stock/index/option ticker and upserts\n * into market.daily. Auto-triggers enrichment (Tier 1+2+3) after insert unless\n * skipEnrichment=true.\n *\n * **context** — Ignores the `ticker` parameter. Makes three parallel fetchBars calls\n * for VIX, VIX9D, and VIX3M, merges results by date, and upserts into market.context.\n * Trigger Tier 2 context enrichment after insert unless skipEnrichment=true.\n *\n * **intraday** — Fetches minute or hour bars. Requires time field from Massive API\n * (populated by fetchBars when timespan != \"day\"). Strips volume before insert since\n * market.intraday schema does not include a volume column.\n *\n * Requires MASSIVE_API_KEY environment variable. Upserts on conflict — safe to\n * re-import overlapping date ranges.\n */\nexport async function importFromApi(\n conn: DuckDBConnection,\n options: ImportFromApiOptions\n): Promise<ImportResult> {\n const {\n ticker,\n from,\n to,\n targetTable,\n timespan = \"minute\",\n multiplier = 1,\n assetClass,\n dryRun = false,\n skipEnrichment = false,\n } = options;\n\n const normalizedTicker = normalizeTicker(ticker) ?? ticker.toUpperCase();\n\n if (targetTable === \"daily\") {\n // --- Daily import: single fetchBars call, insert directly ---\n const resolvedClass = assetClass ?? detectAssetClass(normalizedTicker);\n const rows = await getProvider().fetchBars({\n ticker: normalizedTicker,\n from,\n to,\n timespan: \"day\",\n multiplier: 1,\n assetClass: resolvedClass,\n });\n\n // MassiveBarRow fields mapped to market.daily schema columns.\n // Volume is intentionally omitted — market.daily schema has no volume column.\n const mappedRows: Array<Record<string, unknown>> = rows.map((row) => ({\n date: row.date,\n open: row.open,\n high: row.high,\n low: row.low,\n close: row.close,\n ticker: row.ticker,\n }));\n\n const dateRange = computeDateRange(mappedRows);\n\n if (dryRun) {\n return {\n rowsInserted: 0,\n rowsUpdated: 0,\n rowsSkipped: 0,\n inputRowCount: mappedRows.length,\n dateRange,\n enrichment: {\n status: \"skipped\",\n message: `dry_run=true; no data written. Would import ${mappedRows.length} rows.`,\n },\n };\n }\n\n const { inserted, updated, skipped } = await insertMappedRows(conn, \"daily\", mappedRows);\n\n await upsertMarketImportMetadata(conn, {\n source: `import_from_api:daily:${normalizedTicker}`,\n ticker: normalizedTicker,\n target_table: \"daily\",\n max_date: dateRange?.max ?? null,\n enriched_through: null,\n synced_at: new Date(),\n });\n\n const enrichment = await triggerEnrichment(conn, normalizedTicker, \"daily\", dateRange, skipEnrichment);\n\n return {\n rowsInserted: inserted,\n rowsUpdated: updated,\n rowsSkipped: skipped,\n inputRowCount: mappedRows.length,\n dateRange,\n enrichment,\n };\n }\n\n if (targetTable === \"context\") {\n // --- Context convenience import: import VIX + VIX9D + VIX3M into market.daily (per D-12) ---\n const contextTickers = [\"VIX\", \"VIX9D\", \"VIX3M\"];\n let totalInserted = 0;\n let totalUpdated = 0;\n let totalSkipped = 0;\n let totalInput = 0;\n let combinedDateRange: { min: string; max: string } | null = null;\n\n for (const ctxTicker of contextTickers) {\n const bars = await getProvider().fetchBars({ ticker: ctxTicker, from, to, timespan: \"day\", assetClass: \"index\" });\n const mappedRows = bars.map(bar => ({\n ticker: ctxTicker,\n date: bar.date,\n open: bar.open,\n high: bar.high,\n low: bar.low,\n close: bar.close,\n }));\n\n totalInput += mappedRows.length;\n\n if (mappedRows.length === 0) continue;\n\n const dateRange = computeDateRange(mappedRows);\n if (dateRange) {\n if (!combinedDateRange) {\n combinedDateRange = { ...dateRange };\n } else {\n if (dateRange.min < combinedDateRange.min) combinedDateRange.min = dateRange.min;\n if (dateRange.max > combinedDateRange.max) combinedDateRange.max = dateRange.max;\n }\n }\n\n if (!dryRun) {\n const { inserted, updated, skipped } = await insertMappedRows(conn, \"daily\", mappedRows);\n totalInserted += inserted;\n totalUpdated += updated;\n totalSkipped += skipped;\n\n await upsertMarketImportMetadata(conn, {\n source: `import_from_api:daily:${ctxTicker}`,\n ticker: ctxTicker,\n target_table: \"daily\",\n max_date: dateRange?.max ?? null,\n enriched_through: null,\n synced_at: new Date(),\n });\n }\n }\n\n if (dryRun) {\n return {\n rowsInserted: 0,\n rowsUpdated: 0,\n rowsSkipped: 0,\n inputRowCount: totalInput,\n dateRange: combinedDateRange,\n enrichment: {\n status: \"skipped\",\n message: `dry_run=true; no data written. Would import ${totalInput} rows for ${contextTickers.join(\", \")} into market.daily.`,\n },\n };\n }\n\n // Trigger enrichment (Tier 2) to compute IVR/IVP + derived fields\n let enrichment: ImportResult[\"enrichment\"];\n if (skipEnrichment) {\n enrichment = {\n status: \"skipped\",\n message: \"skip_enrichment=true; call enrich_market_data to populate computed fields.\",\n };\n } else {\n try {\n const tier2Result = await runContextEnrichment(conn);\n enrichment = {\n status: tier2Result.status === \"complete\" || tier2Result.status === \"skipped\"\n ? \"complete\" as const\n : \"error\" as const,\n message: tier2Result.reason ?? `Tier 2 enrichment: ${tier2Result.fieldsWritten ?? 0} fields`,\n };\n } catch (e) {\n enrichment = {\n status: \"error\" as const,\n message: `Tier 2 enrichment failed: ${e instanceof Error ? e.message : String(e)}`,\n };\n }\n }\n\n return {\n rowsInserted: totalInserted,\n rowsUpdated: totalUpdated,\n rowsSkipped: totalSkipped,\n inputRowCount: totalInput,\n dateRange: combinedDateRange,\n enrichment,\n };\n }\n\n // targetTable === \"intraday\"\n // --- Intraday import: fetch minute/hour bars with time field ---\n const resolvedClass = assetClass ?? detectAssetClass(normalizedTicker);\n const rows = await getProvider().fetchBars({\n ticker: normalizedTicker,\n from,\n to,\n timespan: timespan,\n multiplier: multiplier,\n assetClass: resolvedClass,\n });\n\n // Strip volume — market.intraday schema does not include volume column.\n // Also strip time=undefined rows (safety guard — all intraday bars should have time).\n const mappedRows: Array<Record<string, unknown>> = rows\n .filter((row) => row.time !== undefined)\n .map((row) => ({\n ticker: row.ticker,\n date: row.date,\n time: row.time as string,\n open: row.open,\n high: row.high,\n low: row.low,\n close: row.close,\n // volume intentionally omitted — not in intraday schema\n }));\n\n const dateRange = computeDateRange(mappedRows);\n\n if (dryRun) {\n return {\n rowsInserted: 0,\n rowsUpdated: 0,\n rowsSkipped: 0,\n inputRowCount: mappedRows.length,\n dateRange,\n enrichment: {\n status: \"skipped\",\n message: `dry_run=true; no data written. Would import ${mappedRows.length} intraday rows.`,\n },\n };\n }\n\n const { inserted, updated, skipped } = await insertMappedRows(conn, \"intraday\", mappedRows);\n\n await upsertMarketImportMetadata(conn, {\n source: `import_from_api:intraday:${normalizedTicker}`,\n ticker: normalizedTicker,\n target_table: \"intraday\",\n max_date: dateRange?.max ?? null,\n enriched_through: null,\n synced_at: new Date(),\n });\n\n return {\n rowsInserted: inserted,\n rowsUpdated: updated,\n rowsSkipped: skipped,\n inputRowCount: mappedRows.length,\n dateRange,\n enrichment: {\n status: \"skipped\",\n message: \"Enrichment only runs for daily and context table imports; skipping for intraday.\",\n },\n };\n}\n","/**\n * Massive.com (Polygon.io) Market Data Provider\n *\n * Implements MarketDataProvider for the Massive.com REST API.\n * Combines the former massive-client.ts (OHLCV bars) and massive-snapshot.ts\n * (option chain snapshots) into a single provider adapter.\n *\n * Key design decisions:\n * - D-01/D-02/D-03: API key read at call site via process.env.MASSIVE_API_KEY\n * - D-05: Pagination loop guard with seen-cursor Set + MAX_PAGES=500 safety net\n * - D-06: adjusted=false and limit=50000 in all aggregate API calls\n * - D-07: 429 retry with Retry-After header or exponential backoff\n * - D-09/D-10/D-11: Ticker prefixes (I: for indices, O: for options)\n * - Timestamps are Unix milliseconds from the Massive aggregates API\n */\n\nimport { z } from \"zod\";\nimport type {\n MarketDataProvider,\n BarRow,\n FetchBarsOptions,\n FetchSnapshotOptions,\n FetchSnapshotResult,\n OptionContract,\n AssetClass,\n} from \"../market-provider.js\";\nimport { computeLegGreeks } from \"../black-scholes.js\";\n\n// ===========================================================================\n// Zod Schemas — Aggregates (OHLCV Bars)\n// ===========================================================================\n\nexport const MassiveBarSchema = z.object({\n v: z.number().optional(),\n vw: z.number().optional(),\n o: z.number(),\n c: z.number(),\n h: z.number(),\n l: z.number(),\n t: z.number(),\n n: z.number().optional(),\n});\n\nexport type MassiveBar = z.infer<typeof MassiveBarSchema>;\n\nexport const MassiveAggregateResponseSchema = z.object({\n ticker: z.string(),\n queryCount: z.number(),\n resultsCount: z.number().optional(),\n adjusted: z.boolean().optional(),\n results: z.array(MassiveBarSchema).default([]),\n status: z.string(),\n request_id: z.string(),\n next_url: z.string().optional(),\n});\n\nexport type MassiveAggregateResponse = z.infer<typeof MassiveAggregateResponseSchema>;\n\n// ===========================================================================\n// Zod Schemas — Quotes (Historical Bid/Ask)\n// ===========================================================================\n\nexport const MassiveQuoteSchema = z.object({\n bid_price: z.number(),\n ask_price: z.number(),\n sip_timestamp: z.number(), // nanoseconds\n bid_size: z.number(),\n ask_size: z.number(),\n sequence_number: z.number(),\n});\n\nexport type MassiveQuote = z.infer<typeof MassiveQuoteSchema>;\n\nexport const MassiveQuotesResponseSchema = z.object({\n status: z.string(),\n request_id: z.string(),\n results: z.array(MassiveQuoteSchema).default([]),\n next_url: z.string().optional(),\n});\n\nexport type MassiveQuotesResponse = z.infer<typeof MassiveQuotesResponseSchema>;\n\n// ===========================================================================\n// Zod Schemas — Snapshot (Option Chain)\n// ===========================================================================\n\nexport const MassiveSnapshotGreeksSchema = z.object({\n delta: z.number(),\n gamma: z.number(),\n theta: z.number(),\n vega: z.number(),\n});\n\nexport const MassiveSnapshotDaySchema = z.object({\n open: z.number(),\n high: z.number(),\n low: z.number(),\n close: z.number(),\n change: z.number(),\n change_percent: z.number(),\n volume: z.number().optional(),\n vwap: z.number().optional(),\n previous_close: z.number(),\n last_updated: z.number(),\n});\n\nexport const MassiveSnapshotQuoteSchema = z.object({\n bid: z.number(),\n ask: z.number(),\n midpoint: z.number(),\n bid_size: z.number(),\n ask_size: z.number(),\n last_updated: z.number(),\n timeframe: z.string(),\n});\n\nexport const MassiveSnapshotTradeSchema = z.object({\n price: z.number(),\n size: z.number(),\n sip_timestamp: z.number(),\n conditions: z.array(z.number()).optional(),\n timeframe: z.string(),\n});\n\nexport const MassiveSnapshotDetailsSchema = z.object({\n ticker: z.string(),\n contract_type: z.string(),\n strike_price: z.number(),\n expiration_date: z.string(),\n exercise_style: z.string(),\n shares_per_contract: z.number(),\n});\n\nexport const MassiveSnapshotUnderlyingSchema = z.object({\n ticker: z.string(),\n price: z.number(),\n change_to_break_even: z.number(),\n last_updated: z.number(),\n timeframe: z.string(),\n});\n\nexport const MassiveSnapshotContractSchema = z.object({\n break_even_price: z.number(),\n implied_volatility: z.number(),\n open_interest: z.number(),\n greeks: MassiveSnapshotGreeksSchema.optional(),\n day: MassiveSnapshotDaySchema,\n last_quote: MassiveSnapshotQuoteSchema,\n last_trade: MassiveSnapshotTradeSchema.optional(),\n details: MassiveSnapshotDetailsSchema,\n underlying_asset: MassiveSnapshotUnderlyingSchema,\n});\n\nexport const MassiveSnapshotResponseSchema = z.object({\n request_id: z.string(),\n status: z.string(),\n results: z.array(MassiveSnapshotContractSchema),\n next_url: z.string().optional(),\n});\n\n// ===========================================================================\n// Constants\n// ===========================================================================\n\nexport const MASSIVE_BASE_URL = \"https://api.massive.com\";\nexport const MASSIVE_MAX_LIMIT = 50000;\nexport const MASSIVE_MAX_PAGES = 500;\n\n// ===========================================================================\n// Ticker Normalization\n// ===========================================================================\n\nexport function toMassiveTicker(ticker: string, assetClass: AssetClass): string {\n if (assetClass === \"index\") return ticker.startsWith(\"I:\") ? ticker : `I:${ticker}`;\n if (assetClass === \"option\") return ticker.startsWith(\"O:\") ? ticker : `O:${ticker}`;\n return ticker;\n}\n\nexport function fromMassiveTicker(apiTicker: string): string {\n return apiTicker.replace(/^[IO]:/, \"\");\n}\n\n// ===========================================================================\n// Timestamp Conversion\n// ===========================================================================\n\nexport function massiveTimestampToETDate(unixMs: number): string {\n return new Date(unixMs).toLocaleDateString(\"en-CA\", {\n timeZone: \"America/New_York\",\n });\n}\n\nexport function massiveTimestampToETTime(unixMs: number): string {\n return new Date(unixMs).toLocaleTimeString(\"en-US\", {\n timeZone: \"America/New_York\",\n hour: \"2-digit\",\n minute: \"2-digit\",\n hour12: false,\n });\n}\n\n/**\n * Converts a nanosecond sip_timestamp to \"YYYY-MM-DD HH:MM\" ET minute key.\n * Used for matching quotes to intraday bars by minute bucket.\n */\nexport function nanosToETMinuteKey(nanosTimestamp: number): string {\n const ms = Math.floor(nanosTimestamp / 1_000_000);\n const date = massiveTimestampToETDate(ms);\n const time = massiveTimestampToETTime(ms);\n return `${date} ${time}`;\n}\n\n// ===========================================================================\n// Internal Helpers\n// ===========================================================================\n\nfunction getApiKey(): string {\n const key = process.env.MASSIVE_API_KEY;\n if (!key) {\n throw new Error(\n \"Set MASSIVE_API_KEY environment variable to use Massive.com data import\"\n );\n }\n return key;\n}\n\nasync function fetchWithRetry(\n url: string,\n headers: Record<string, string>,\n maxRetries = 2\n): Promise<Response> {\n for (let attempt = 0; attempt <= maxRetries; attempt++) {\n const response = await fetch(url, {\n headers,\n signal: AbortSignal.timeout(30_000),\n });\n\n if (response.status === 429) {\n if (attempt === maxRetries) {\n throw new Error(\n \"Massive.com rate limit exceeded — try again in a few minutes\"\n );\n }\n const retryAfter = response.headers.get(\"Retry-After\");\n const backoffMs = retryAfter\n ? parseInt(retryAfter, 10) * 1000\n : Math.pow(2, attempt + 1) * 1000;\n await new Promise((resolve) => setTimeout(resolve, backoffMs));\n continue;\n }\n\n return response;\n }\n throw new Error(\"Massive.com rate limit exceeded after retries\");\n}\n\n// ===========================================================================\n// Snapshot Helpers\n// ===========================================================================\n\nconst INDEX_TICKERS = new Set([\n \"SPX\", \"NDX\", \"RUT\", \"DJX\", \"VIX\", \"VIX9D\", \"VIX3M\", \"OEX\", \"XSP\",\n]);\n\nfunction detectSnapshotAssetClass(ticker: string): AssetClass {\n return INDEX_TICKERS.has(ticker.toUpperCase()) ? \"index\" : \"stock\";\n}\n\nfunction computeDTE(expirationDate: string): number {\n const expMatch = expirationDate.match(/^(\\d{4})-(\\d{2})-(\\d{2})/);\n if (!expMatch) return 0;\n const [, expYearS, expMonthS, expDayS] = expMatch;\n const expYear = parseInt(expYearS, 10);\n const expMonth = parseInt(expMonthS, 10);\n const expDay = parseInt(expDayS, 10);\n\n const todayET = new Date().toLocaleDateString(\"en-CA\", {\n timeZone: \"America/New_York\",\n });\n const todayMatch = todayET.match(/^(\\d{4})-(\\d{2})-(\\d{2})/);\n if (!todayMatch) return 0;\n const [, todayYearS, todayMonthS, todayDayS] = todayMatch;\n const todayYear = parseInt(todayYearS, 10);\n const todayMonth = parseInt(todayMonthS, 10);\n const todayDay = parseInt(todayDayS, 10);\n\n const dte =\n (Date.UTC(expYear, expMonth - 1, expDay) -\n Date.UTC(todayYear, todayMonth - 1, todayDay)) /\n 86_400_000;\n\n return dte <= 0 ? 0.001 : dte;\n}\n\nfunction mapContract(\n contract: z.infer<typeof MassiveSnapshotContractSchema>,\n): OptionContract {\n const hasApiGreeks =\n contract.greeks != null && contract.greeks.delta != null;\n\n let delta: number | null = null;\n let gamma: number | null = null;\n let theta: number | null = null;\n let vega: number | null = null;\n let iv: number | null = null;\n let greeksSource: \"massive\" | \"computed\" = \"computed\";\n\n if (hasApiGreeks) {\n delta = contract.greeks!.delta;\n gamma = contract.greeks!.gamma;\n theta = contract.greeks!.theta;\n vega = contract.greeks!.vega;\n iv = contract.implied_volatility;\n greeksSource = \"massive\";\n } else {\n const optionPrice =\n contract.last_trade?.price ?? contract.last_quote.midpoint;\n const underlyingPrice = contract.underlying_asset.price;\n const strike = contract.details.strike_price;\n const dte = computeDTE(contract.details.expiration_date);\n const type = contract.details.contract_type === \"call\" ? \"C\" : \"P\";\n const riskFreeRate = 0.045;\n const dividendYield = 0.015;\n\n const result = computeLegGreeks(\n optionPrice,\n underlyingPrice,\n strike,\n dte,\n type as \"C\" | \"P\",\n riskFreeRate,\n dividendYield,\n );\n\n if (result.iv !== null) {\n delta = result.delta;\n gamma = result.gamma;\n theta = result.theta;\n vega = result.vega;\n iv = result.iv;\n }\n greeksSource = \"computed\";\n }\n\n return {\n ticker: fromMassiveTicker(contract.details.ticker),\n underlying_ticker: fromMassiveTicker(contract.underlying_asset.ticker),\n underlying_price: contract.underlying_asset.price,\n contract_type: contract.details.contract_type as \"call\" | \"put\",\n strike: contract.details.strike_price,\n expiration: contract.details.expiration_date,\n exercise_style: contract.details.exercise_style,\n delta,\n gamma,\n theta,\n vega,\n iv,\n greeks_source: greeksSource,\n bid: contract.last_quote.bid,\n ask: contract.last_quote.ask,\n midpoint: contract.last_quote.midpoint,\n last_price: contract.last_trade?.price ?? null,\n open_interest: contract.open_interest,\n volume: contract.day.volume ?? 0,\n break_even: contract.break_even_price,\n };\n}\n\n// ===========================================================================\n// MassiveProvider\n// ===========================================================================\n\nexport class MassiveProvider implements MarketDataProvider {\n readonly name = \"massive\";\n\n async fetchBars(options: FetchBarsOptions): Promise<BarRow[]> {\n const apiKey = getApiKey();\n const {\n ticker,\n from,\n to,\n timespan = \"day\",\n multiplier = 1,\n assetClass = \"stock\",\n } = options;\n\n const apiTicker = toMassiveTicker(ticker, assetClass);\n const storageTicker = fromMassiveTicker(apiTicker);\n const headers = { Authorization: `Bearer ${apiKey}` };\n\n let url: string | null =\n `${MASSIVE_BASE_URL}/v2/aggs/ticker/${encodeURIComponent(apiTicker)}/range/${multiplier}/${timespan}/${from}/${to}?adjusted=false&limit=${MASSIVE_MAX_LIMIT}`;\n\n const allRows: BarRow[] = [];\n const seenCursors = new Set<string>();\n let pageCount = 0;\n\n while (url) {\n pageCount++;\n if (pageCount > MASSIVE_MAX_PAGES) {\n throw new Error(\n `Pagination safety limit reached (${MASSIVE_MAX_PAGES} pages) — possible API issue`\n );\n }\n\n const response = await fetchWithRetry(url, headers);\n\n if (response.status === 401) {\n throw new Error(\n \"MASSIVE_API_KEY rejected by Massive.com — check your key\"\n );\n }\n\n if (!response.ok) {\n throw new Error(\n `Massive.com API error: HTTP ${response.status} ${response.statusText}`\n );\n }\n\n const json = await response.json();\n\n const parsed = MassiveAggregateResponseSchema.safeParse(json);\n if (!parsed.success) {\n const issues = parsed.error.issues\n .map((i) => `${i.path.join(\".\")}: ${i.message}`)\n .join(\"; \");\n throw new Error(`Massive API response validation failed: ${issues}`);\n }\n\n const data = parsed.data;\n\n for (const bar of data.results) {\n const row: BarRow = {\n date: massiveTimestampToETDate(bar.t),\n open: bar.o,\n high: bar.h,\n low: bar.l,\n close: bar.c,\n volume: bar.v ?? 0,\n ticker: storageTicker,\n };\n if (timespan !== \"day\") {\n row.time = massiveTimestampToETTime(bar.t);\n }\n allRows.push(row);\n }\n\n if (data.next_url) {\n const nextUrlObj = new URL(data.next_url);\n const cursor = nextUrlObj.searchParams.get(\"cursor\") ?? data.next_url;\n if (seenCursors.has(cursor)) {\n throw new Error(\n `Pagination loop detected — cursor repeated: ${cursor.slice(0, 50)}...`\n );\n }\n seenCursors.add(cursor);\n url = data.next_url;\n } else {\n url = null;\n }\n }\n\n // Enrich option intraday bars with bid/ask from quotes endpoint (best-effort)\n // Gated by MASSIVE_QUOTES_ENABLED env var — quotes endpoint requires higher Massive tier\n const quotesEnabled = process.env.MASSIVE_QUOTES_ENABLED === 'true' || process.env.MASSIVE_QUOTES_ENABLED === '1';\n if (quotesEnabled && assetClass === \"option\" && timespan !== \"day\" && allRows.length > 0) {\n const quotesMap = await this.fetchQuotesForBars(apiTicker, headers, from, to);\n if (quotesMap.size > 0) {\n for (const row of allRows) {\n if (row.time != null) {\n const key = `${row.date} ${row.time}`;\n const quote = quotesMap.get(key);\n if (quote != null) {\n row.bid = quote.bid;\n row.ask = quote.ask;\n }\n }\n }\n }\n }\n\n return allRows;\n }\n\n /**\n * Fetches historical quotes (bid/ask) for an option ticker over a date range.\n * Returns a Map keyed by \"YYYY-MM-DD HH:MM\" ET minute key.\n * Any error (network, HTTP error, parse failure) silently returns an empty Map.\n */\n private async fetchQuotesForBars(\n apiTicker: string,\n headers: Record<string, string>,\n from: string,\n to: string,\n ): Promise<Map<string, { bid: number; ask: number }>> {\n const result = new Map<string, { bid: number; ask: number }>();\n try {\n let url: string | null =\n `${MASSIVE_BASE_URL}/v3/quotes/${encodeURIComponent(apiTicker)}?timestamp.gte=${from}&timestamp.lte=${to}&order=asc&limit=${MASSIVE_MAX_LIMIT}`;\n\n const seenCursors = new Set<string>();\n const QUOTES_MAX_PAGES = 100;\n let pageCount = 0;\n\n while (url) {\n pageCount++;\n if (pageCount > QUOTES_MAX_PAGES) {\n break;\n }\n\n let response: Response;\n try {\n response = await fetch(url, {\n headers,\n signal: AbortSignal.timeout(30_000),\n });\n } catch {\n // Network error — return what we have so far (best-effort)\n return result;\n }\n\n if (!response.ok) {\n // 403 (tier restriction), 429 (rate limit), or any other HTTP error — swallow\n return result;\n }\n\n const json = await response.json();\n const parsed = MassiveQuotesResponseSchema.safeParse(json);\n if (!parsed.success) {\n // Schema mismatch — return what we have so far\n return result;\n }\n\n const data = parsed.data;\n // Since order=asc, later quotes for the same minute overwrite earlier (last quote wins)\n for (const quote of data.results) {\n const key = nanosToETMinuteKey(quote.sip_timestamp);\n result.set(key, { bid: quote.bid_price, ask: quote.ask_price });\n }\n\n if (data.next_url) {\n const nextUrlObj = new URL(data.next_url);\n const cursor = nextUrlObj.searchParams.get(\"cursor\") ?? data.next_url;\n if (seenCursors.has(cursor)) {\n break; // Pagination loop — stop gracefully\n }\n seenCursors.add(cursor);\n url = data.next_url;\n } else {\n url = null;\n }\n }\n } catch {\n // Any unexpected error — return empty map (best-effort)\n return new Map();\n }\n\n return result;\n }\n\n async fetchQuotes(ticker: string, from: string, to: string): Promise<Map<string, { bid: number; ask: number }>> {\n const apiKey = getApiKey();\n const apiTicker = toMassiveTicker(ticker, \"option\");\n const headers = { Authorization: `Bearer ${apiKey}` };\n return this.fetchQuotesForBars(apiTicker, headers, from, to);\n }\n\n async fetchOptionSnapshot(options: FetchSnapshotOptions): Promise<FetchSnapshotResult> {\n const apiKey = getApiKey();\n const { underlying } = options;\n\n const assetClass = detectSnapshotAssetClass(underlying);\n const apiTicker = toMassiveTicker(underlying, assetClass);\n const headers = { Authorization: `Bearer ${apiKey}` };\n\n const params = new URLSearchParams({ limit: \"250\" });\n if (options.strike_price_gte != null) {\n params.set(\"strike_price.gte\", String(options.strike_price_gte));\n }\n if (options.strike_price_lte != null) {\n params.set(\"strike_price.lte\", String(options.strike_price_lte));\n }\n if (options.expiration_date_gte != null) {\n params.set(\"expiration_date.gte\", options.expiration_date_gte);\n }\n if (options.expiration_date_lte != null) {\n params.set(\"expiration_date.lte\", options.expiration_date_lte);\n }\n if (options.contract_type != null) {\n params.set(\"contract_type\", options.contract_type);\n }\n\n let url: string | null =\n `${MASSIVE_BASE_URL}/v3/snapshot/options/${encodeURIComponent(apiTicker)}?${params.toString()}`;\n\n const allContracts: OptionContract[] = [];\n const seenCursors = new Set<string>();\n let pageCount = 0;\n let underlyingPrice = 0;\n let underlyingTicker = underlying;\n\n while (url) {\n pageCount++;\n if (pageCount > MASSIVE_MAX_PAGES) {\n throw new Error(\n `Pagination safety limit reached (${MASSIVE_MAX_PAGES} pages) — possible API issue`,\n );\n }\n\n const response = await fetchWithRetry(url, headers);\n\n if (response.status === 401) {\n throw new Error(\n \"MASSIVE_API_KEY rejected by Massive.com — check your key\",\n );\n }\n\n if (!response.ok) {\n throw new Error(\n `Massive.com API error: HTTP ${response.status} ${response.statusText}`,\n );\n }\n\n const json = await response.json();\n\n const parsed = MassiveSnapshotResponseSchema.safeParse(json);\n if (!parsed.success) {\n const issues = parsed.error.issues\n .map((i) => `${String(i.path.join(\".\"))}: ${i.message}`)\n .join(\"; \");\n throw new Error(`Massive API response validation failed: ${issues}`);\n }\n\n const data = parsed.data;\n\n if (data.results.length > 0 && underlyingPrice === 0) {\n underlyingPrice = data.results[0].underlying_asset.price;\n underlyingTicker = fromMassiveTicker(\n data.results[0].underlying_asset.ticker,\n );\n }\n\n for (const contract of data.results) {\n allContracts.push(mapContract(contract));\n }\n\n if (data.next_url) {\n const nextUrlObj = new URL(data.next_url);\n const cursor = nextUrlObj.searchParams.get(\"cursor\") ?? data.next_url;\n if (seenCursors.has(cursor)) {\n throw new Error(\n `Pagination loop detected — cursor repeated: ${cursor.slice(0, 50)}...`,\n );\n }\n seenCursors.add(cursor);\n url = data.next_url;\n } else {\n url = null;\n }\n }\n\n return {\n contracts: allContracts,\n underlying_price: underlyingPrice,\n underlying_ticker: underlyingTicker,\n };\n }\n}\n","/**\n * Black-Scholes option pricing, greeks computation, and IV solver.\n * Includes Bachelier (normal) model as fallback for short-dated options.\n *\n * Pure math module — no I/O, no DuckDB, no fetch.\n * European-style BS formula with continuous dividend yield.\n *\n * References:\n * - CDF approximation: Abramowitz & Stegun 26.2.17 (rational approximation)\n * - IV solver: Newton-Raphson with bisection fallback (D-11: maxIter=100, tolerance=1e-6)\n * - Bachelier model: Brenner-Subrahmanyam (1988) normal model for near-zero DTE\n */\n\n/**\n * DTE threshold below which Bachelier normal model is used instead of Black-Scholes.\n * At very short DTE (<0.1 days / ~2.4 hours), BS gamma explodes and the lognormal assumption breaks down.\n * Bachelier (normal) model handles near-zero DTE gracefully.\n */\nexport const BACHELIER_DTE_THRESHOLD = 0.1; // days (~2.4 hours)\n\n/**\n * Result of computing greeks for a single option leg.\n */\nexport interface GreeksResult {\n delta: number | null;\n gamma: number | null;\n theta: number | null; // per day\n vega: number | null; // per 1% IV move\n iv: number | null; // annualized implied volatility (0-N, not percentage)\n model?: 'bs' | 'bachelier'; // which pricing model was used; undefined if IV solve failed\n}\n\n// --- Internal helpers (exported for Bachelier model and testing) ---\n\n/** Standard normal probability density function */\nexport function pdf(x: number): number {\n return Math.exp(-0.5 * x * x) / Math.sqrt(2 * Math.PI);\n}\n\n/**\n * Cumulative standard normal distribution function.\n * Uses Abramowitz & Stegun 26.2.17 rational approximation.\n * Accuracy: |error| < 7.5e-8\n */\nexport function cdf(x: number): number {\n if (x < -10) return 0;\n if (x > 10) return 1;\n\n const sign = x < 0 ? -1 : 1;\n const absX = Math.abs(x);\n\n const p = 0.2316419;\n const b1 = 0.319381530;\n const b2 = -0.356563782;\n const b3 = 1.781477937;\n const b4 = -1.821255978;\n const b5 = 1.330274429;\n\n const t = 1.0 / (1.0 + p * absX);\n const t2 = t * t;\n const t3 = t2 * t;\n const t4 = t3 * t;\n const t5 = t4 * t;\n\n const poly = b1 * t + b2 * t2 + b3 * t3 + b4 * t4 + b5 * t5;\n const result = 1.0 - pdf(absX) * poly;\n\n return sign === 1 ? result : 1.0 - result;\n}\n\n/** Compute d1 and d2 for Black-Scholes formula */\nfunction d1d2(\n S: number,\n K: number,\n T: number,\n r: number,\n q: number,\n sigma: number,\n): { d1: number; d2: number } {\n const sqrtT = Math.sqrt(T);\n const d1 = (Math.log(S / K) + (r - q + 0.5 * sigma * sigma) * T) / (sigma * sqrtT);\n const d2 = d1 - sigma * sqrtT;\n return { d1, d2 };\n}\n\n// --- Exported functions ---\n\n/**\n * European Black-Scholes option price with continuous dividend yield.\n *\n * @param type - \"call\" or \"put\"\n * @param S - Underlying price\n * @param K - Strike price\n * @param T - Time to expiry in years\n * @param r - Risk-free rate (e.g., 0.045)\n * @param q - Continuous dividend yield (e.g., 0.015 for SPX)\n * @param sigma - Volatility (annualized, e.g., 0.20 for 20%)\n * @returns Option price\n */\nexport function bsPrice(\n type: 'call' | 'put',\n S: number,\n K: number,\n T: number,\n r: number,\n q: number,\n sigma: number,\n): number {\n // Edge case: at or past expiry\n if (T <= 0) {\n return type === 'call' ? Math.max(S - K, 0) : Math.max(K - S, 0);\n }\n\n // Edge case: zero volatility — return discounted intrinsic\n if (sigma <= 0) {\n const forward = S * Math.exp((r - q) * T);\n if (type === 'call') {\n return Math.max(forward - K, 0) * Math.exp(-r * T);\n } else {\n return Math.max(K - forward, 0) * Math.exp(-r * T);\n }\n }\n\n const { d1, d2 } = d1d2(S, K, T, r, q, sigma);\n\n if (type === 'call') {\n return S * Math.exp(-q * T) * cdf(d1) - K * Math.exp(-r * T) * cdf(d2);\n } else {\n return K * Math.exp(-r * T) * cdf(-d2) - S * Math.exp(-q * T) * cdf(-d1);\n }\n}\n\n/**\n * Black-Scholes delta.\n * Call: N(d1) * e^(-qT)\n * Put: (N(d1) - 1) * e^(-qT)\n */\nexport function bsDelta(\n type: 'call' | 'put',\n S: number,\n K: number,\n T: number,\n r: number,\n q: number,\n sigma: number,\n): number {\n if (T <= 0 || sigma <= 0) {\n if (type === 'call') return S > K ? 1 : 0;\n return S < K ? -1 : 0;\n }\n\n const { d1 } = d1d2(S, K, T, r, q, sigma);\n const eqT = Math.exp(-q * T);\n\n if (type === 'call') {\n return cdf(d1) * eqT;\n } else {\n return (cdf(d1) - 1) * eqT;\n }\n}\n\n/**\n * Black-Scholes gamma. Same for calls and puts.\n * Gamma = N'(d1) * e^(-qT) / (S * sigma * sqrt(T))\n */\nexport function bsGamma(\n S: number,\n K: number,\n T: number,\n r: number,\n q: number,\n sigma: number,\n): number {\n if (T <= 0 || sigma <= 0) return 0;\n\n const { d1 } = d1d2(S, K, T, r, q, sigma);\n return (pdf(d1) * Math.exp(-q * T)) / (S * sigma * Math.sqrt(T));\n}\n\n/**\n * Black-Scholes theta (per calendar day).\n * Returns the daily time decay (negative for long options).\n */\nexport function bsTheta(\n type: 'call' | 'put',\n S: number,\n K: number,\n T: number,\n r: number,\n q: number,\n sigma: number,\n): number {\n if (T <= 0 || sigma <= 0) return 0;\n\n const { d1, d2 } = d1d2(S, K, T, r, q, sigma);\n const sqrtT = Math.sqrt(T);\n const eqT = Math.exp(-q * T);\n const erT = Math.exp(-r * T);\n\n // First term: -(S * e^(-qT) * N'(d1) * sigma) / (2 * sqrt(T))\n const term1 = -(S * eqT * pdf(d1) * sigma) / (2 * sqrtT);\n\n if (type === 'call') {\n const term2 = q * S * eqT * cdf(d1);\n const term3 = -r * K * erT * cdf(d2);\n return (term1 - term2 - term3) / 365;\n } else {\n const term2 = q * S * eqT * cdf(-d1);\n const term3 = -r * K * erT * cdf(-d2);\n return (term1 + term2 + term3) / 365;\n }\n}\n\n/**\n * Black-Scholes vega (per 1% IV move).\n * Vega = S * e^(-qT) * N'(d1) * sqrt(T) / 100\n */\nexport function bsVega(\n S: number,\n K: number,\n T: number,\n r: number,\n q: number,\n sigma: number,\n): number {\n if (T <= 0 || sigma <= 0) return 0;\n\n const { d1 } = d1d2(S, K, T, r, q, sigma);\n return (S * Math.exp(-q * T) * pdf(d1) * Math.sqrt(T)) / 100;\n}\n\n/**\n * Solve for implied volatility using Newton-Raphson with bisection fallback.\n *\n * @param type - \"call\" or \"put\"\n * @param marketPrice - Observed market price of the option\n * @param S - Underlying price\n * @param K - Strike price\n * @param T - Time to expiry in years\n * @param r - Risk-free rate\n * @param q - Dividend yield\n * @param maxIter - Maximum iterations (default 100, per D-11)\n * @param tolerance - Convergence tolerance (default 1e-6, per D-11)\n * @returns Implied volatility or null if convergence fails\n */\nexport function solveIV(\n type: 'call' | 'put',\n marketPrice: number,\n S: number,\n K: number,\n T: number,\n r: number,\n q: number,\n maxIter: number = 100,\n tolerance: number = 1e-6,\n): number | null {\n // Guard: invalid inputs\n if (marketPrice <= 0 || T <= 0) return null;\n\n let sigma = 0.3; // initial guess\n let lo = 0.001;\n let hi = 5.0;\n\n for (let i = 0; i < maxIter; i++) {\n const price = bsPrice(type, S, K, T, r, q, sigma);\n const diff = price - marketPrice;\n\n if (Math.abs(diff) < tolerance) {\n return sigma;\n }\n\n // Vega for Newton-Raphson step (raw vega, not per-1%-move)\n const { d1 } = d1d2(S, K, T, r, q, sigma);\n const rawVega = S * Math.exp(-q * T) * pdf(d1) * Math.sqrt(T);\n\n if (rawVega < 1e-10) {\n // Bisection fallback when vega is near zero\n const mid = (lo + hi) / 2;\n if (diff > 0) {\n hi = sigma;\n } else {\n lo = sigma;\n }\n sigma = mid;\n } else {\n // Newton-Raphson step\n const newSigma = sigma - diff / rawVega;\n // Clamp to reasonable range\n if (newSigma <= 0 || newSigma > 10) {\n // Fall back to bisection\n if (diff > 0) {\n hi = sigma;\n } else {\n lo = sigma;\n }\n sigma = (lo + hi) / 2;\n } else {\n sigma = newSigma;\n }\n }\n }\n\n // Did not converge\n return null;\n}\n\n// --- Bachelier (Normal) Model ---\n\n/**\n * Bachelier (normal) European option price with continuous dividend yield.\n * Uses forward price F = S * e^((r-q)*T) as the underlying.\n *\n * For near-zero DTE, the lognormal assumption in Black-Scholes breaks down.\n * Bachelier's model (normal distribution of returns) handles this gracefully.\n *\n * @param type - \"call\" or \"put\"\n * @param S - Underlying price\n * @param K - Strike price\n * @param T - Time to expiry in years\n * @param r - Risk-free rate (e.g., 0.045)\n * @param q - Continuous dividend yield (e.g., 0.015 for SPX)\n * @param sigma_n - Normal (dollar) volatility (e.g., 800 for SPX ~$800/year normal vol)\n * @returns Option price\n */\nexport function bachelierPrice(\n type: 'call' | 'put',\n S: number,\n K: number,\n T: number,\n r: number,\n q: number,\n sigma_n: number,\n): number {\n if (T <= 0) return type === 'call' ? Math.max(S - K, 0) : Math.max(K - S, 0);\n if (sigma_n <= 0) {\n const forward = S * Math.exp((r - q) * T);\n return Math.exp(-r * T) * (type === 'call' ? Math.max(forward - K, 0) : Math.max(K - forward, 0));\n }\n const forward = S * Math.exp((r - q) * T);\n const sqrtT = Math.sqrt(T);\n const d = (forward - K) / (sigma_n * sqrtT);\n const discount = Math.exp(-r * T);\n if (type === 'call') {\n return discount * ((forward - K) * cdf(d) + sigma_n * sqrtT * pdf(d));\n } else {\n return discount * ((K - forward) * cdf(-d) + sigma_n * sqrtT * pdf(d));\n }\n}\n\n/**\n * Bachelier delta.\n * Call: e^(-rT) * N(d)\n * Put: -e^(-rT) * N(-d)\n */\nexport function bachelierDelta(\n type: 'call' | 'put',\n S: number,\n K: number,\n T: number,\n r: number,\n q: number,\n sigma_n: number,\n): number {\n if (T <= 0 || sigma_n <= 0) {\n if (type === 'call') return S > K ? 1 : 0;\n return S < K ? -1 : 0;\n }\n const forward = S * Math.exp((r - q) * T);\n const d = (forward - K) / (sigma_n * Math.sqrt(T));\n const discount = Math.exp(-r * T);\n return type === 'call' ? discount * cdf(d) : -discount * cdf(-d);\n}\n\n/**\n * Bachelier gamma (same for calls and puts).\n * Gamma = e^(-rT) * n(d) / (sigma_n * sqrt(T))\n */\nexport function bachelierGamma(\n S: number,\n K: number,\n T: number,\n r: number,\n q: number,\n sigma_n: number,\n): number {\n if (T <= 0 || sigma_n <= 0) return 0;\n const forward = S * Math.exp((r - q) * T);\n const sqrtT = Math.sqrt(T);\n const d = (forward - K) / (sigma_n * sqrtT);\n return Math.exp(-r * T) * pdf(d) / (sigma_n * sqrtT);\n}\n\n/**\n * Bachelier theta (per calendar day).\n * Returns the daily time decay (negative for long options).\n * Formula: -(e^(-rT) * sigma_n * n(d) / (2 * sqrt(T)) - r * price) / 365\n */\nexport function bachelierTheta(\n type: 'call' | 'put',\n S: number,\n K: number,\n T: number,\n r: number,\n q: number,\n sigma_n: number,\n): number {\n if (T <= 0 || sigma_n <= 0) return 0;\n const forward = S * Math.exp((r - q) * T);\n const sqrtT = Math.sqrt(T);\n const d = (forward - K) / (sigma_n * sqrtT);\n const discount = Math.exp(-r * T);\n const price = bachelierPrice(type, S, K, T, r, q, sigma_n);\n // dV/dT = -e^(-rT) * sigma_n * n(d) / (2*sqrt(T)) + r * price (positive = more time = more value)\n // theta = -dV/dT per year, then / 365 for per-calendar-day\n // annualTheta is negative for long options (time decay)\n const annualTheta = -discount * sigma_n * pdf(d) / (2 * sqrtT) + r * price;\n return annualTheta / 365;\n}\n\n/**\n * Bachelier vega (per 1% normal vol move).\n * Raw vega = e^(-rT) * sqrt(T) * n(d). Per 1% = raw / 100.\n */\nexport function bachelierVega(\n S: number,\n K: number,\n T: number,\n r: number,\n q: number,\n sigma_n: number,\n): number {\n if (T <= 0 || sigma_n <= 0) return 0;\n const forward = S * Math.exp((r - q) * T);\n const d = (forward - K) / (sigma_n * Math.sqrt(T));\n return Math.exp(-r * T) * Math.sqrt(T) * pdf(d) / 100;\n}\n\n/**\n * Solve for normal (Bachelier) implied volatility using Newton-Raphson.\n *\n * @param type - \"call\" or \"put\"\n * @param marketPrice - Observed market price of the option\n * @param S - Underlying price\n * @param K - Strike price\n * @param T - Time to expiry in years\n * @param r - Risk-free rate\n * @param q - Dividend yield\n * @param maxIter - Maximum iterations (default 100)\n * @param tolerance - Convergence tolerance (default 1e-6)\n * @returns Normal implied volatility (dollar vol, e.g., ~800 for SPX) or null\n */\nexport function solveNormalIV(\n type: 'call' | 'put',\n marketPrice: number,\n S: number,\n K: number,\n T: number,\n r: number,\n q: number,\n maxIter: number = 100,\n tolerance: number = 1e-6,\n): number | null {\n if (marketPrice <= 0 || T <= 0) return null;\n // Initial guess: Brenner-Subrahmanyam for normal model\n // sigma_n ~ marketPrice / sqrt(T/(2*pi))\n let sigma_n = marketPrice / Math.sqrt(T / (2 * Math.PI));\n // Clamp initial guess to reasonable range\n sigma_n = Math.max(sigma_n, 1); // at least $1 normal vol\n\n // Bisection bounds — normal vol is in dollar terms (typically 10-10000 for index options)\n let lo = 0.01;\n let hi = 50000;\n\n for (let i = 0; i < maxIter; i++) {\n const price = bachelierPrice(type, S, K, T, r, q, sigma_n);\n const diff = price - marketPrice;\n if (Math.abs(diff) < tolerance) return sigma_n;\n // Raw vega for Newton step (without /100 per-1% scaling)\n const forward = S * Math.exp((r - q) * T);\n const d = (forward - K) / (sigma_n * Math.sqrt(T));\n const rawVega = Math.exp(-r * T) * Math.sqrt(T) * pdf(d);\n\n if (rawVega < 1e-10) {\n // Bisection fallback when vega is near zero\n if (diff > 0) {\n hi = sigma_n;\n } else {\n lo = sigma_n;\n }\n sigma_n = (lo + hi) / 2;\n } else {\n // Newton-Raphson step\n const newSigma = sigma_n - diff / rawVega;\n if (newSigma <= 0 || newSigma > 100000) {\n // Fall back to bisection\n if (diff > 0) {\n hi = sigma_n;\n } else {\n lo = sigma_n;\n }\n sigma_n = (lo + hi) / 2;\n } else {\n sigma_n = newSigma;\n }\n }\n }\n return null;\n}\n\n/**\n * Compute all greeks for a single option leg.\n *\n * First solves for IV from the market price, then computes delta, gamma, theta, vega.\n * Returns all nulls if IV cannot be determined.\n *\n * @param optionPrice - Market price of the option\n * @param underlyingPrice - Current underlying price (S)\n * @param strike - Option strike price (K)\n * @param dte - Days to expiry (fractional days, converted to years internally)\n * @param type - \"C\" for call, \"P\" for put\n * @param riskFreeRate - Risk-free interest rate\n * @param dividendYield - Continuous dividend yield\n * @returns GreeksResult with delta, gamma, theta, vega, iv (all nullable)\n */\nexport function computeLegGreeks(\n optionPrice: number,\n underlyingPrice: number,\n strike: number,\n dte: number,\n type: 'C' | 'P',\n riskFreeRate: number,\n dividendYield: number,\n): GreeksResult {\n const T = dte / 365;\n const bsType = type === 'C' ? 'call' : 'put';\n const nullResult: GreeksResult = { delta: null, gamma: null, theta: null, vega: null, iv: null };\n\n if (dte < BACHELIER_DTE_THRESHOLD) {\n // Bachelier normal model for short-dated options (dte < 0.1 days / ~2.4 hours).\n // iv field stores normal (dollar) volatility, not log-normal vol.\n const iv = solveNormalIV(bsType, optionPrice, underlyingPrice, strike, T, riskFreeRate, dividendYield);\n if (iv === null) return nullResult;\n return {\n delta: bachelierDelta(bsType, underlyingPrice, strike, T, riskFreeRate, dividendYield, iv),\n gamma: bachelierGamma(underlyingPrice, strike, T, riskFreeRate, dividendYield, iv),\n theta: bachelierTheta(bsType, underlyingPrice, strike, T, riskFreeRate, dividendYield, iv),\n vega: bachelierVega(underlyingPrice, strike, T, riskFreeRate, dividendYield, iv),\n iv,\n model: 'bachelier',\n };\n }\n\n // Black-Scholes for longer-dated options (dte >= 0.1 days).\n // iv field stores annualized log-normal volatility (0-N, not percentage).\n const iv = solveIV(bsType, optionPrice, underlyingPrice, strike, T, riskFreeRate, dividendYield);\n if (iv === null) return nullResult;\n return {\n delta: bsDelta(bsType, underlyingPrice, strike, T, riskFreeRate, dividendYield, iv),\n gamma: bsGamma(underlyingPrice, strike, T, riskFreeRate, dividendYield, iv),\n theta: bsTheta(bsType, underlyingPrice, strike, T, riskFreeRate, dividendYield, iv),\n vega: bsVega(underlyingPrice, strike, T, riskFreeRate, dividendYield, iv),\n iv,\n model: 'bs',\n };\n}\n","/**\n * ThetaData Market Data Provider (stub)\n *\n * Placeholder implementation — will be replaced with full ThetaData REST API\n * adapter in a subsequent task.\n */\n\nimport type {\n MarketDataProvider,\n BarRow,\n FetchBarsOptions,\n FetchSnapshotOptions,\n FetchSnapshotResult,\n} from \"../market-provider.js\";\n\nexport class ThetaDataProvider implements MarketDataProvider {\n readonly name = \"thetadata\";\n\n // eslint-disable-next-line @typescript-eslint/no-unused-vars\n async fetchBars(options: FetchBarsOptions): Promise<BarRow[]> {\n throw new Error(\"ThetaData provider not yet implemented — set MARKET_DATA_PROVIDER=massive\");\n }\n\n // eslint-disable-next-line @typescript-eslint/no-unused-vars\n async fetchOptionSnapshot(options: FetchSnapshotOptions): Promise<FetchSnapshotResult> {\n throw new Error(\"ThetaData provider not yet implemented — set MARKET_DATA_PROVIDER=massive\");\n }\n}\n","/**\n * Market Data Provider Interface\n *\n * Defines the shared types and provider abstraction for fetching market data\n * from external APIs (Massive.com, ThetaData, etc.).\n *\n * All providers normalize their responses to BarRow and OptionContract types.\n * The factory function getProvider() selects the active provider based on the\n * MARKET_DATA_PROVIDER environment variable (default: \"massive\").\n */\n\nimport { MassiveProvider } from \"./providers/massive.js\";\nimport { ThetaDataProvider } from \"./providers/thetadata.js\";\n\n// ---------------------------------------------------------------------------\n// Shared Types\n// ---------------------------------------------------------------------------\n\n/** Normalized OHLCV bar — shared output type for all providers. */\nexport interface BarRow {\n date: string; // \"YYYY-MM-DD\" Eastern Time\n open: number;\n high: number;\n low: number;\n close: number;\n volume: number;\n ticker: string; // Plain storage format (no prefix)\n time?: string; // \"HH:MM\" ET — only set for intraday (minute/hour) bars\n bid?: number; // Best bid — only set when provider supplies quote data\n ask?: number; // Best ask — only set when provider supplies quote data\n}\n\n/** Asset classes supported by market data providers. */\nexport type AssetClass = \"stock\" | \"index\" | \"option\";\n\n/** Options for fetching OHLCV bars. */\nexport interface FetchBarsOptions {\n /** Plain ticker — VIX, AAPL, SPX251219C05000000 (no provider-specific prefix) */\n ticker: string;\n /** Start date \"YYYY-MM-DD\" */\n from: string;\n /** End date \"YYYY-MM-DD\" */\n to: string;\n /** Bar timespan (default: \"day\") */\n timespan?: \"day\" | \"minute\" | \"hour\";\n /** Bar multiplier (default: 1) */\n multiplier?: number;\n /** Asset class (default: \"stock\") */\n assetClass?: AssetClass;\n}\n\n/** Curated option contract returned by all providers. */\nexport interface OptionContract {\n ticker: string;\n underlying_ticker: string;\n underlying_price: number;\n contract_type: \"call\" | \"put\";\n strike: number;\n expiration: string; // \"YYYY-MM-DD\"\n exercise_style: string;\n delta: number | null;\n gamma: number | null;\n theta: number | null;\n vega: number | null;\n iv: number | null;\n greeks_source: \"massive\" | \"thetadata\" | \"computed\";\n bid: number;\n ask: number;\n midpoint: number;\n last_price: number | null;\n open_interest: number;\n volume: number;\n break_even: number;\n}\n\n/** Options for fetching option chain snapshots. */\nexport interface FetchSnapshotOptions {\n underlying: string;\n strike_price_gte?: number;\n strike_price_lte?: number;\n expiration_date_gte?: string;\n expiration_date_lte?: string;\n contract_type?: \"call\" | \"put\";\n}\n\n/** Result from fetching an option chain snapshot. */\nexport interface FetchSnapshotResult {\n contracts: OptionContract[];\n underlying_price: number;\n underlying_ticker: string;\n}\n\n/** The contract every market data provider must implement. */\nexport interface MarketDataProvider {\n readonly name: string;\n fetchBars(options: FetchBarsOptions): Promise<BarRow[]>;\n fetchOptionSnapshot(options: FetchSnapshotOptions): Promise<FetchSnapshotResult>;\n /** Best-effort bid/ask quotes keyed by \"YYYY-MM-DD HH:MM\" ET. Optional — not all providers support this. */\n fetchQuotes?(ticker: string, from: string, to: string): Promise<Map<string, { bid: number; ask: number }>>;\n}\n\n// ---------------------------------------------------------------------------\n// Provider Factory (lazy singleton with static imports)\n// ---------------------------------------------------------------------------\n\nlet _cached: MarketDataProvider | null = null;\n\n/**\n * Get the active market data provider.\n *\n * Reads MARKET_DATA_PROVIDER env var (default: \"massive\").\n * Returns a lazy singleton — cached after first call.\n */\nexport function getProvider(): MarketDataProvider {\n if (_cached) return _cached;\n const name = (process.env.MARKET_DATA_PROVIDER ?? \"massive\").toLowerCase();\n switch (name) {\n case \"massive\":\n _cached = new MassiveProvider();\n break;\n case \"thetadata\":\n _cached = new ThetaDataProvider();\n break;\n default:\n throw new Error(\n `Unknown MARKET_DATA_PROVIDER: \"${name}\". Supported: massive, thetadata`\n );\n }\n return _cached!;\n}\n\n/** Reset cached provider — for test isolation only. */\nexport function _resetProvider(): void {\n _cached = null;\n}\n","/**\n * Shared Analysis Statistics\n *\n * Reusable stat computation extracted from analyze_regime_performance.\n * Used by portfolio_structure_map, analyze_structure_fit, and\n * analyze_regime_performance to compute per-slice statistics from P&L arrays.\n */\n\n/**\n * Statistics for a slice (segment, bucket, group) of trades.\n */\nexport interface SliceStats {\n tradeCount: number;\n wins: number;\n losses: number;\n /** Win rate as percentage (0-100) */\n winRate: number;\n totalPl: number;\n avgPl: number;\n avgWin: number;\n avgLoss: number;\n /** Gross wins / gross losses. null if no losses but has wins. 0 if no wins or empty. */\n profitFactor: number | null;\n}\n\n/**\n * Round a number to 2 decimal places.\n */\nfunction round2(n: number): number {\n return Math.round(n * 100) / 100;\n}\n\n/**\n * Compute statistics for an array of P&L values.\n * Wins are P&L > 0, losses are P&L <= 0.\n * All numeric values are rounded to 2 decimal places.\n *\n * @param pls - Array of P&L values (positive = win, zero/negative = loss)\n * @returns Computed slice statistics\n */\nexport function computeSliceStats(pls: number[]): SliceStats {\n if (pls.length === 0) {\n return {\n tradeCount: 0,\n wins: 0,\n losses: 0,\n winRate: 0,\n totalPl: 0,\n avgPl: 0,\n avgWin: 0,\n avgLoss: 0,\n profitFactor: 0,\n };\n }\n\n const winPls = pls.filter((p) => p > 0);\n const lossPls = pls.filter((p) => p <= 0);\n\n const wins = winPls.length;\n const losses = lossPls.length;\n const winRate = (wins / pls.length) * 100;\n const totalPl = pls.reduce((sum, p) => sum + p, 0);\n const avgPl = totalPl / pls.length;\n\n const avgWin = wins > 0 ? winPls.reduce((s, p) => s + p, 0) / wins : 0;\n const avgLoss = losses > 0 ? lossPls.reduce((s, p) => s + p, 0) / losses : 0;\n\n const grossWins = winPls.reduce((s, p) => s + p, 0);\n const grossLosses = Math.abs(lossPls.reduce((s, p) => s + p, 0));\n\n let profitFactor: number | null;\n if (grossLosses > 0) {\n profitFactor = grossWins / grossLosses;\n } else if (grossWins > 0) {\n profitFactor = null; // All winners, no losses to divide by\n } else {\n profitFactor = 0;\n }\n\n return {\n tradeCount: pls.length,\n wins,\n losses,\n winRate: round2(winRate),\n totalPl: round2(totalPl),\n avgPl: round2(avgPl),\n avgWin: round2(avgWin),\n avgLoss: round2(avgLoss),\n profitFactor: profitFactor !== null ? round2(profitFactor) : null,\n };\n}\n","/**\n * Filter Predicate Builder\n *\n * Converts EntryFilter objects into runtime predicates that can evaluate\n * market data records. Handles field timing awareness via CLOSE_KNOWN_FIELDS\n * to automatically apply the prev_ prefix for close-derived fields.\n *\n * Used by analyze_structure_fit and portfolio_structure_map to evaluate\n * entry filters against market data rows.\n */\n\nimport { CLOSE_KNOWN_FIELDS } from \"./field-timing.js\";\nimport type { EntryFilter } from \"../models/strategy-profile.js\";\n\n/**\n * A compiled filter predicate with metadata about the field key used.\n */\nexport interface FilterPredicate {\n /** Evaluate this predicate against a market data record */\n test: (market: Record<string, unknown>) => boolean;\n /** The actual field key used for lookup (may have prev_ prefix) */\n fieldKey: string;\n /** Whether the field was detected as close-derived and lagged */\n isLagged: boolean;\n}\n\n/**\n * Day-of-week name to number mapping (market data uses 1=Mon to 5=Fri).\n */\nconst DAY_NAME_TO_NUM: Record<string, number> = {\n monday: 1, mon: 1,\n tuesday: 2, tue: 2, tues: 2,\n wednesday: 3, wed: 3,\n thursday: 4, thu: 4, thurs: 4,\n friday: 5, fri: 5,\n};\n\n/**\n * If a filter value is a day-of-week name and the field is Day_of_Week,\n * convert it to the corresponding number. Returns null if not applicable.\n */\nfunction resolveDayName(value: unknown): number | null {\n if (typeof value !== \"string\") return null;\n return DAY_NAME_TO_NUM[value.toLowerCase()] ?? null;\n}\n\n/**\n * Safely extract a numeric value from a record.\n * Returns NaN if the value is missing, null, undefined, or non-numeric.\n */\nfunction getNum(record: Record<string, unknown>, key: string): number {\n const val = record[key];\n if (val === null || val === undefined) return NaN;\n const num = Number(val);\n return num;\n}\n\n/**\n * Safely extract a value from a record for loose equality comparison.\n * Returns undefined if the key is missing.\n */\nfunction getRaw(record: Record<string, unknown>, key: string): unknown {\n return record[key];\n}\n\n/**\n * Check whether a filter value is a cross-field reference (a string that\n * looks like a field name rather than a pure numeric literal).\n */\nfunction isCrossFieldRef(value: unknown): value is string {\n if (typeof value !== \"string\") return false;\n // If it parses as a finite number, it's a numeric literal, not a field ref\n if (value.trim() !== \"\" && isFinite(Number(value))) return false;\n return true;\n}\n\n/**\n * Resolve a cross-field reference value. If the value is a string that\n * already exists as a key in the market record, use it as-is. Otherwise,\n * if the bare field name (without prev_ prefix) is close-derived, try\n * the prev_ prefixed version.\n */\nfunction resolveFieldRef(\n refName: string,\n market: Record<string, unknown>\n): number {\n // Direct lookup first (handles cases like \"prev_VIX_Close\" spelled out)\n if (refName in market) {\n return getNum(market, refName);\n }\n // If the ref looks like a bare close-derived field, try prev_ prefix\n if (CLOSE_KNOWN_FIELDS.has(refName)) {\n return getNum(market, `prev_${refName}`);\n }\n return NaN;\n}\n\n/**\n * Build a runtime predicate from an EntryFilter.\n *\n * Automatically detects close-derived fields via CLOSE_KNOWN_FIELDS and\n * prepends \"prev_\" to the field key for correct lookahead-free evaluation.\n *\n * For comparison operators (>, <, >=, <=, ==), if the filter value is a\n * string that looks like a field name (not a pure numeric string), it is\n * treated as a cross-field reference. The referenced field's value is\n * looked up from the market record at evaluation time.\n *\n * NaN/null/undefined values in the market record always return false\n * (missing data never matches a filter).\n *\n * @param filter - Entry filter specification\n * @returns Compiled predicate with metadata\n */\nexport function buildFilterPredicate(filter: EntryFilter): FilterPredicate {\n const isLagged = CLOSE_KNOWN_FIELDS.has(filter.field);\n const fieldKey = isLagged ? `prev_${filter.field}` : filter.field;\n\n const { operator, value } = filter;\n\n const test = (market: Record<string, unknown>): boolean => {\n // For \"in\" and \"==\" operators, we may need raw value access\n if (operator === \"in\") {\n const raw = getRaw(market, fieldKey);\n if (raw === null || raw === undefined) return false;\n if (!Array.isArray(value)) return false;\n // Try day-of-week name resolution for each element\n return value.some((v) => {\n const dayNum = resolveDayName(v);\n if (dayNum !== null) return Number(raw) === dayNum;\n return v == raw; // eslint-disable-line eqeqeq\n });\n }\n\n if (operator === \"==\") {\n const raw = getRaw(market, fieldKey);\n if (raw === null || raw === undefined) return false;\n // Day-of-week name resolution (e.g., \"Tuesday\" == 2)\n const dayNum = resolveDayName(value);\n if (dayNum !== null) return Number(raw) === dayNum;\n // Cross-field reference for ==\n if (isCrossFieldRef(value)) {\n const refVal = resolveFieldRef(value, market);\n if (isNaN(refVal)) return false;\n return Number(raw) === refVal;\n }\n return value == raw; // eslint-disable-line eqeqeq\n }\n\n // Numeric operators: >, <, >=, <=, between\n const num = getNum(market, fieldKey);\n if (isNaN(num)) return false;\n\n // For comparison operators, check if value is a cross-field reference\n if (\n isCrossFieldRef(value) &&\n (operator === \">\" || operator === \"<\" || operator === \">=\" || operator === \"<=\")\n ) {\n const refVal = resolveFieldRef(value, market);\n if (isNaN(refVal)) return false;\n switch (operator) {\n case \">\":\n return num > refVal;\n case \"<\":\n return num < refVal;\n case \">=\":\n return num >= refVal;\n case \"<=\":\n return num <= refVal;\n }\n }\n\n switch (operator) {\n case \">\":\n return num > Number(value);\n case \"<\":\n return num < Number(value);\n case \">=\":\n return num >= Number(value);\n case \"<=\":\n return num <= Number(value);\n case \"between\": {\n if (!Array.isArray(value) || value.length < 2) return false;\n const lo = Number(value[0]);\n const hi = Number(value[1]);\n return num >= lo && num <= hi;\n }\n default:\n return false;\n }\n };\n\n return { test, fieldKey, isLagged };\n}\n","/**\n * Strategy Profile Tools\n *\n * MCP tools for CRUD operations on strategy profiles stored in DuckDB.\n * Wraps the Phase 60 storage layer (db/profile-schemas.ts) as conversational tools.\n *\n * Tools registered:\n * - profile_strategy — Create or update a strategy profile\n * - get_strategy_profile — Retrieve a single profile by block + strategy name\n * - list_profiles — List profiles (optionally filtered by block)\n * - delete_profile — Remove a profile (idempotent)\n */\n\nimport { z } from \"zod\";\nimport type { McpServer } from \"@modelcontextprotocol/sdk/server/mcp.js\";\nimport { getConnection, upgradeToReadWrite, downgradeToReadOnly } from \"../db/connection.js\";\nimport {\n upsertProfile,\n getProfile,\n listProfiles,\n deleteProfile,\n} from \"../db/profile-schemas.js\";\nimport { createToolOutput } from \"../utils/output-formatter.js\";\nimport { withSyncedBlock } from \"./middleware/sync-middleware.js\";\n\n// ---------------------------------------------------------------------------\n// Zod schemas (exported for testability)\n// ---------------------------------------------------------------------------\n\nexport const profileStrategySchema = z.object({\n blockId: z.string().describe(\"Block ID (block_id) to associate the profile with\"),\n strategyName: z.string().describe(\"Human-readable strategy name (e.g., 'Pickle RIC v2')\"),\n structureType: z\n .string()\n .describe(\n \"Option structure type: iron_condor, calendar_spread, double_calendar, vertical_spread, \" +\n \"butterfly, reverse_iron_condor, short_put_spread, short_call_spread, straddle, strangle, etc.\"\n ),\n greeksBias: z\n .string()\n .describe(\n \"Primary greeks exposure: theta_positive, vega_negative, delta_neutral, delta_positive, \" +\n \"delta_negative, gamma_scalp, etc.\"\n ),\n thesis: z.string().default(\"\").describe(\"Free-text description of the strategy thesis\"),\n legs: z\n .array(\n z.object({\n type: z.string().describe(\"Leg type: long_put, short_call, long_call, short_put, etc.\"),\n strike: z.string().describe(\"Strike selection: ATM, 5-delta, 30-delta, etc.\"),\n expiry: z.string().describe(\"Expiry selection: same-day, weekly, 45-DTE, etc.\"),\n quantity: z.number().describe(\"Quantity (positive=long, negative=short)\"),\n strikeMethod: z.enum(['delta', 'dollar_price', 'offset', 'percentage']).optional().describe(\"How strike is selected\"),\n strikeValue: z.number().optional().describe(\"Numeric strike value (e.g., 25 for 25-delta)\"),\n })\n )\n .default([])\n .describe(\"Structured leg descriptions\"),\n entryFilters: z\n .array(\n z.object({\n field: z.string().describe(\"Market data field: VIX_Close, RSI_14, Vol_Regime, etc.\"),\n operator: z.string().describe(\"Comparison operator: >, <, >=, <=, ==, between, in\"),\n value: z\n .union([z.string(), z.number(), z.array(z.union([z.string(), z.number()]))])\n .describe(\"Filter value or array for between/in operators\"),\n description: z.string().optional().describe(\"Human-readable description of this filter\"),\n source: z.enum([\"market\", \"execution\"]).optional().describe(\"Filter source: 'market' = testable against market data columns, 'execution' = platform-level (time windows, leg ratios). Defaults to 'market'. Execution filters are documented but skipped during validate_entry_filters analysis.\"),\n })\n )\n .default([])\n .describe(\"Entry condition filters. Tag each with source: 'market' (testable in analysis) or 'execution' (OO/platform-level, skipped in analysis).\"),\n exitRules: z\n .array(\n z.object({\n type: z.string().describe(\"Rule type: stop_loss, profit_target, time_exit, conditional\"),\n trigger: z.string().describe(\"Trigger condition: '200% of credit', '50% of max profit', '15:00 ET'\"),\n description: z.string().optional().describe(\"Human-readable description\"),\n stopLossType: z.enum(['percentage', 'dollar', 'sl_ratio', 'debit_percentage']).optional().describe(\"Stop loss calculation method\"),\n stopLossValue: z.number().optional().describe(\"Stop loss numeric value\"),\n monitoring: z.object({\n granularity: z.enum(['intra_minute', 'candle_close', 'end_of_bar']).optional().describe(\"Price check frequency\"),\n priceSource: z.enum(['nbbo', 'mid', 'last']).optional().describe(\"Which price to use\"),\n }).optional().describe(\"Monitoring configuration for this rule\"),\n slippage: z.number().optional().describe(\"Per-rule slippage override\"),\n })\n )\n .default([])\n .describe(\"Exit rules and triggers\"),\n expectedRegimes: z\n .array(z.enum([\"very_low\", \"low\", \"below_avg\", \"above_avg\", \"high\", \"extreme\"]))\n .default([])\n .describe(\"VIX-based vol regimes this strategy targets. very_low=VIX<13, low=13-16, below_avg=16-20, above_avg=20-25, high=25-30, extreme=30+\"),\n keyMetrics: z\n .object({\n expectedWinRate: z.number().optional().describe(\"Expected win rate (0-1)\"),\n targetPremium: z.number().optional().describe(\"Target premium collected ($)\"),\n maxLoss: z.number().optional().describe(\"Maximum loss per contract ($)\"),\n profitTarget: z.number().optional().describe(\"Profit target ($ or %)\"),\n })\n .passthrough()\n .default({})\n .describe(\"Performance benchmarks and strategy-specific metrics\"),\n positionSizing: z\n .object({\n method: z.string().describe(\"Sizing method: pct_of_portfolio, fixed_contracts, fixed_dollar, discretionary\"),\n allocationPct: z.number().optional().describe(\"Portfolio allocation percentage (e.g., 2 for 2%)\"),\n maxContracts: z.number().optional().describe(\"Maximum contracts per trade\"),\n maxAllocationDollar: z.number().optional().describe(\"Maximum dollar allocation per trade\"),\n maxOpenPositions: z.number().optional().describe(\"Maximum concurrent open positions\"),\n description: z.string().optional().describe(\"Free-text sizing notes\"),\n backtestAllocationPct: z.number().optional().describe(\"Allocation % used in backtest\"),\n liveAllocationPct: z.number().optional().describe(\"Allocation % used in live portfolio\"),\n maxContractsPerTrade: z.number().optional().describe(\"Per-entry contract cap (distinct from maxContracts hard cap)\"),\n })\n .optional()\n .describe(\"Position sizing rules. Per-block — same strategy in backtest vs portfolio may have different sizing.\"),\n underlying: z.string().optional().describe(\"Underlying symbol: SPX, QQQ, etc.\"),\n reEntry: z.boolean().optional().describe(\"Strategy supports re-entry on same day\"),\n capProfits: z.boolean().optional().describe(\"Profits are capped by structure\"),\n capLosses: z.boolean().optional().describe(\"Losses are capped by structure\"),\n requireTwoPricesPT: z.boolean().optional().describe(\"Profit target requires two prices\"),\n closeOnCompletion: z.boolean().optional().describe(\"Close entire position when any leg hits target\"),\n ignoreMarginReq: z.boolean().optional().describe(\"Strategy ignores standard margin requirements\"),\n});\n\nexport const getStrategyProfileSchema = z.object({\n blockId: z.string().describe(\"Block ID to look up\"),\n strategyName: z.string().describe(\"Strategy name to look up\"),\n});\n\nexport const listProfilesSchema = z.object({\n blockId: z.string().optional().describe(\"Optional block ID filter. Omit to list all profiles across all blocks.\"),\n});\n\nexport const deleteProfileSchema = z.object({\n blockId: z.string().describe(\"Block ID of the profile to delete\"),\n strategyName: z.string().describe(\"Strategy name of the profile to delete\"),\n});\n\n// ---------------------------------------------------------------------------\n// Handler functions (exported for testability)\n// ---------------------------------------------------------------------------\n\n/**\n * Handle profile_strategy: create or update a strategy profile.\n */\nexport async function handleProfileStrategy(\n input: z.infer<typeof profileStrategySchema>,\n baseDir: string\n): Promise<ReturnType<typeof createToolOutput>> {\n await upgradeToReadWrite(baseDir);\n try {\n const conn = await getConnection(baseDir);\n const stored = await upsertProfile(conn, {\n blockId: input.blockId,\n strategyName: input.strategyName,\n structureType: input.structureType,\n greeksBias: input.greeksBias,\n thesis: input.thesis,\n legs: input.legs,\n entryFilters: input.entryFilters,\n exitRules: input.exitRules,\n expectedRegimes: input.expectedRegimes,\n keyMetrics: input.keyMetrics,\n positionSizing: input.positionSizing,\n underlying: input.underlying,\n reEntry: input.reEntry,\n capProfits: input.capProfits,\n capLosses: input.capLosses,\n requireTwoPricesPT: input.requireTwoPricesPT,\n closeOnCompletion: input.closeOnCompletion,\n ignoreMarginReq: input.ignoreMarginReq,\n });\n return createToolOutput(\n `Profile saved: ${input.strategyName} for block ${input.blockId}`,\n { profile: stored }\n );\n } finally {\n await downgradeToReadOnly(baseDir);\n }\n}\n\n/**\n * Handle get_strategy_profile: retrieve a single profile.\n */\nexport async function handleGetStrategyProfile(\n input: z.infer<typeof getStrategyProfileSchema>,\n baseDir: string\n): Promise<ReturnType<typeof createToolOutput>> {\n const conn = await getConnection(baseDir);\n const profile = await getProfile(conn, input.blockId, input.strategyName);\n if (!profile) {\n return createToolOutput(\n `No profile found for strategy '${input.strategyName}' in block '${input.blockId}'`,\n { profile: null }\n );\n }\n return createToolOutput(\n `Profile: ${input.strategyName} in block ${input.blockId}`,\n { profile }\n );\n}\n\n/**\n * Handle list_profiles: list profiles with optional block filter.\n */\nexport async function handleListProfiles(\n input: z.infer<typeof listProfilesSchema>,\n baseDir: string\n): Promise<ReturnType<typeof createToolOutput>> {\n const conn = await getConnection(baseDir);\n const profiles = await listProfiles(conn, input.blockId);\n const summaryRows = profiles.map((p) => ({\n blockId: p.blockId,\n strategyName: p.strategyName,\n structureType: p.structureType,\n greeksBias: p.greeksBias,\n underlying: p.underlying ?? null,\n positionSizing: p.positionSizing?.method ?? null,\n updatedAt: p.updatedAt,\n }));\n return createToolOutput(\n `Found ${profiles.length} profile(s)${input.blockId ? ` for block ${input.blockId}` : \"\"}`,\n { count: profiles.length, profiles: summaryRows }\n );\n}\n\n/**\n * Handle delete_profile: remove a profile (idempotent).\n */\nexport async function handleDeleteProfile(\n input: z.infer<typeof deleteProfileSchema>,\n baseDir: string\n): Promise<ReturnType<typeof createToolOutput>> {\n await upgradeToReadWrite(baseDir);\n try {\n const conn = await getConnection(baseDir);\n const deleted = await deleteProfile(conn, input.blockId, input.strategyName);\n if (deleted) {\n return createToolOutput(\n `Deleted profile: ${input.strategyName} from block ${input.blockId}`,\n { deleted: true }\n );\n }\n return createToolOutput(\n `No profile found for strategy '${input.strategyName}' in block '${input.blockId}' — nothing to delete`,\n { deleted: false }\n );\n } finally {\n await downgradeToReadOnly(baseDir);\n }\n}\n\n// ---------------------------------------------------------------------------\n// Registration\n// ---------------------------------------------------------------------------\n\n/**\n * Register all profile CRUD tools on the MCP server.\n *\n * @param server - McpServer instance to register tools on\n * @param baseDir - Base data directory (passed to connection helpers)\n */\nexport function registerProfileTools(server: McpServer, baseDir: string): void {\n // -------------------------------------------------------------------------\n // Tool: profile_strategy\n // -------------------------------------------------------------------------\n server.registerTool(\n \"profile_strategy\",\n {\n description:\n \"Create or update a strategy profile for a block. Stores structure type, greeks bias, \" +\n \"legs, entry filters, exit rules, expected regimes, key metrics, and position sizing. \" +\n \"If a profile with the same block_id + strategy_name already exists, it is overwritten (upsert). \" +\n \"When profiling the same strategy across multiple blocks (e.g., backtest vs live portfolio), \" +\n \"retrieve the existing profile with get_strategy_profile and copy its fields, updating only \" +\n \"positionSizing or other block-specific params rather than re-asking the user for all details.\",\n inputSchema: profileStrategySchema,\n },\n withSyncedBlock(baseDir, async (input, ctx) => {\n return handleProfileStrategy(input, ctx.baseDir);\n })\n );\n\n // -------------------------------------------------------------------------\n // Tool: get_strategy_profile\n // -------------------------------------------------------------------------\n server.registerTool(\n \"get_strategy_profile\",\n {\n description:\n \"Retrieve a single strategy profile by block_id and strategy_name. \" +\n \"Returns the full profile including all schema fields, or a not-found message.\",\n inputSchema: getStrategyProfileSchema,\n },\n withSyncedBlock(baseDir, async (input, ctx) => {\n return handleGetStrategyProfile(input, ctx.baseDir);\n })\n );\n\n // -------------------------------------------------------------------------\n // Tool: list_profiles\n // -------------------------------------------------------------------------\n server.registerTool(\n \"list_profiles\",\n {\n description:\n \"List strategy profiles. Provide block_id to filter by block, or omit to list all profiles \" +\n \"across all blocks. Returns summary rows with block_id, strategy_name, structure_type, \" +\n \"greeks_bias, and updated_at.\",\n inputSchema: listProfilesSchema,\n },\n async (input) => {\n // list_profiles has optional blockId — when provided, sync the block first;\n // when omitted, query directly without sync (no block to validate).\n if (input.blockId) {\n const syncedHandler = withSyncedBlock(baseDir, async (syncInput: { blockId: string }, ctx) => {\n return handleListProfiles({ blockId: syncInput.blockId }, ctx.baseDir);\n });\n return syncedHandler({ blockId: input.blockId });\n }\n return handleListProfiles(input, baseDir);\n }\n );\n\n // -------------------------------------------------------------------------\n // Tool: delete_profile\n // -------------------------------------------------------------------------\n server.registerTool(\n \"delete_profile\",\n {\n description:\n \"Delete a strategy profile by block_id and strategy_name. \" +\n \"Idempotent: deleting a nonexistent profile returns success with a not-found message.\",\n inputSchema: deleteProfileSchema,\n },\n withSyncedBlock(baseDir, async (input, ctx) => {\n return handleDeleteProfile(input, ctx.baseDir);\n })\n );\n}\n","/**\n * Output Formatter\n *\n * Utilities for formatting MCP tool output.\n *\n * JSON-First Pattern:\n * Tools return structured JSON as the primary format. JSON is machine-readable,\n * enabling reliable data extraction without parsing natural language.\n *\n * A brief text summary is included for user visibility, but the JSON\n * is the authoritative source for all data and reasoning.\n */\n\n/**\n * MCP content item types\n */\nexport interface McpTextContent {\n type: \"text\";\n text: string;\n}\n\nexport interface McpResourceContent {\n type: \"resource\";\n resource: {\n uri: string;\n mimeType: string;\n text: string;\n };\n}\n\nexport type McpContent = McpTextContent | McpResourceContent;\n\nexport interface ToolOutput {\n [x: string]: unknown;\n content: McpContent[];\n}\n\n// Legacy alias for backward compatibility\nexport type DualOutput = ToolOutput;\n\n/**\n * Create JSON-first output for MCP tools.\n *\n * The structured JSON is the primary data source for Claude reasoning.\n * A brief text summary is provided for user visibility.\n *\n * @param summary - Brief text summary (1-3 lines) for user display\n * @param data - Structured data object - the authoritative data source\n * @returns MCP-compatible response with JSON as primary content\n */\nexport function createToolOutput(summary: string, data: object): ToolOutput {\n return {\n content: [\n { type: \"text\", text: summary },\n {\n type: \"resource\",\n resource: {\n uri: \"data:application/json\",\n mimeType: \"application/json\",\n text: JSON.stringify(data),\n },\n },\n ],\n };\n}\n\n/**\n * Legacy function - redirects to createToolOutput.\n * @deprecated Use createToolOutput instead\n */\nexport function createDualOutput(markdown: string, data: object): DualOutput {\n // Extract a brief summary from the markdown (first non-empty line or heading)\n const lines = markdown.split(\"\\n\").filter((l) => l.trim());\n const summary = lines[0]?.replace(/^#+\\s*/, \"\") || \"Results available\";\n return createToolOutput(summary, data);\n}\n\n/**\n * Format a number as currency ($1,234.56)\n */\nexport function formatCurrency(value: number): string {\n const isNegative = value < 0;\n const absValue = Math.abs(value);\n const formatted = absValue.toLocaleString(\"en-US\", {\n minimumFractionDigits: 2,\n maximumFractionDigits: 2,\n });\n return isNegative ? `-$${formatted}` : `$${formatted}`;\n}\n\n/**\n * Format a number as percentage (12.34%)\n */\nexport function formatPercent(value: number, decimals: number = 2): string {\n return `${value.toFixed(decimals)}%`;\n}\n\n/**\n * Format a ratio with specified decimals\n */\nexport function formatRatio(\n value: number | undefined,\n decimals: number = 2\n): string {\n if (value === undefined || value === null || !isFinite(value)) {\n return \"N/A\";\n }\n return value.toFixed(decimals);\n}\n","/**\n * Profile Analysis Tools\n *\n * MCP tools that use stored strategy profiles for targeted analysis:\n * - analyze_structure_fit: Dimension-based performance breakdown using profile context\n * - validate_entry_filters: Entry filter effectiveness analysis with ablation study\n * - portfolio_structure_map: Vol_Regime x Trend_Direction matrix across strategies\n */\n\nimport { z } from \"zod\";\nimport type { McpServer } from \"@modelcontextprotocol/sdk/server/mcp.js\";\nimport { loadBlock } from \"../utils/block-loader.js\";\nimport { createToolOutput } from \"../utils/output-formatter.js\";\nimport type { Trade } from \"@tradeblocks/lib\";\nimport { getConnection } from \"../db/connection.js\";\nimport { getProfile, listProfiles } from \"../db/profile-schemas.js\";\nimport { filterByStrategy } from \"./shared/filters.js\";\nimport {\n buildLookaheadFreeQuery,\n type MarketLookupKey,\n} from \"../utils/field-timing.js\";\nimport {\n DEFAULT_MARKET_TICKER,\n marketTickerDateKey,\n resolveTradeTicker,\n} from \"../utils/ticker.js\";\nimport { computeSliceStats, type SliceStats } from \"../utils/analysis-stats.js\";\nimport { buildFilterPredicate, type FilterPredicate } from \"../utils/filter-predicates.js\";\nimport { withSyncedBlock } from \"./middleware/sync-middleware.js\";\nimport {\n upgradeToReadWrite,\n downgradeToReadOnly,\n getConnectionMode,\n} from \"../db/connection.js\";\nimport { syncAllBlocks } from \"../sync/index.js\";\n\n// =============================================================================\n// Utility Functions (local to this module)\n// =============================================================================\n\n/**\n * Format trade date to YYYY-MM-DD for market data matching.\n */\nfunction formatTradeDate(date: Date | string): string {\n if (typeof date === \"string\") {\n const match = date.match(/^(\\d{4})-(\\d{2})-(\\d{2})/);\n if (match) return `${match[1]}-${match[2]}-${match[3]}`;\n }\n const d = typeof date === \"string\" ? new Date(date) : date;\n const year = d.getFullYear();\n const month = String(d.getMonth() + 1).padStart(2, \"0\");\n const day = String(d.getDate()).padStart(2, \"0\");\n return `${year}-${month}-${day}`;\n}\n\nfunction getTradeLookupKey(trade: Trade): MarketLookupKey {\n return {\n date: formatTradeDate(trade.dateOpened),\n ticker: resolveTradeTicker(trade, DEFAULT_MARKET_TICKER),\n };\n}\n\nfunction uniqueTradeLookupKeys(trades: Trade[]): MarketLookupKey[] {\n const byKey = new Map<string, MarketLookupKey>();\n for (const trade of trades) {\n const lookup = getTradeLookupKey(trade);\n byKey.set(marketTickerDateKey(lookup.ticker, lookup.date), lookup);\n }\n return Array.from(byKey.values());\n}\n\nfunction resultToRecords(result: {\n columnCount: number;\n columnName(i: number): string;\n getRows(): Iterable<unknown[]>;\n}): Record<string, unknown>[] {\n const columnCount = result.columnCount;\n const colNames: string[] = [];\n for (let i = 0; i < columnCount; i++) {\n colNames.push(result.columnName(i));\n }\n const records: Record<string, unknown>[] = [];\n for (const row of result.getRows()) {\n const record: Record<string, unknown> = {};\n for (let i = 0; i < columnCount; i++) {\n const val = row[i];\n record[colNames[i]] = typeof val === \"bigint\" ? Number(val) : val;\n }\n records.push(record);\n }\n return records;\n}\n\nfunction recordsByTickerDate(\n records: Record<string, unknown>[]\n): Map<string, Record<string, unknown>> {\n const mapped = new Map<string, Record<string, unknown>>();\n for (const record of records) {\n const date = String(record[\"date\"] || \"\");\n const ticker = String(record[\"ticker\"] || DEFAULT_MARKET_TICKER);\n mapped.set(marketTickerDateKey(ticker, date), record);\n }\n return mapped;\n}\n\nfunction getNum(record: Record<string, unknown>, field: string): number {\n const val = record[field];\n if (val === null || val === undefined) return NaN;\n if (typeof val === \"bigint\") return Number(val);\n return val as number;\n}\n\n// =============================================================================\n// Vol Regime Labels\n// =============================================================================\n\nconst VOL_REGIME_LABELS: Record<number, string> = {\n 1: \"very_low\",\n 2: \"low\",\n 3: \"below_avg\",\n 4: \"above_avg\",\n 5: \"high\",\n 6: \"extreme\",\n};\n\nconst TREND_LABELS = [\"up\", \"down\", \"flat\"] as const;\ntype TrendLabel = (typeof TREND_LABELS)[number];\n\n/**\n * Day of week labels (market data: 1=Mon to 5=Fri)\n */\nconst DAY_LABELS: Record<number, string> = {\n 1: \"Monday\",\n 2: \"Tuesday\",\n 3: \"Wednesday\",\n 4: \"Thursday\",\n 5: \"Friday\",\n};\n\n/**\n * Determine time-of-day bucket from timeOpened string (format \"HH:MM:SS\" or \"HH:MM\").\n */\nfunction getTimeBucket(timeOpened: string | undefined): string | null {\n if (!timeOpened) return null;\n const match = timeOpened.match(/^(\\d{1,2}):(\\d{2})/);\n if (!match) return null;\n const hours = parseInt(match[1], 10);\n const minutes = parseInt(match[2], 10);\n const totalMinutes = hours * 60 + minutes;\n\n // morning: 09:30-11:00, midday: 11:00-14:00, afternoon: 14:00-16:00\n if (totalMinutes < 570) return null; // before 09:30\n if (totalMinutes < 660) return \"morning\"; // 09:30-11:00\n if (totalMinutes < 840) return \"midday\"; // 11:00-14:00\n if (totalMinutes <= 960) return \"afternoon\"; // 14:00-16:00\n return null; // after 16:00\n}\n\n/**\n * Safely get a raw value from a record.\n */\nfunction getRaw(record: Record<string, unknown>, field: string): unknown {\n return record[field];\n}\n\ninterface TradeWithMarket {\n trade: Trade;\n market: Record<string, unknown>;\n}\n\n/**\n * Load trades and market data for a strategy profile analysis.\n * Shared between analyze_structure_fit and validate_entry_filters.\n */\nasync function loadTradesAndMarket(\n baseDir: string,\n blockId: string,\n strategyName: string\n): Promise<{\n matched: TradeWithMarket[];\n unmatchedCount: number;\n allTrades: Trade[];\n}> {\n const block = await loadBlock(baseDir, blockId);\n let trades = filterByStrategy(block.trades, strategyName);\n\n // Single-strategy backtest blocks may have a different strategy name in the CSV\n // (e.g., blockId fallback \"2_3 dc\" vs profile name \"2/3 DC - v2\").\n // If no trades match by name and the block has only one unique strategy, use all trades.\n if (trades.length === 0 && block.trades.length > 0) {\n const uniqueStrategies = new Set(block.trades.map((t) => t.strategy));\n if (uniqueStrategies.size === 1) {\n trades = block.trades;\n }\n }\n\n if (trades.length === 0) {\n return { matched: [], unmatchedCount: 0, allTrades: [] };\n }\n\n // Collect unique trade keys for market query\n const tradeKeys = uniqueTradeLookupKeys(trades);\n\n // Query market data\n const conn = await getConnection(baseDir);\n const { sql, params } = buildLookaheadFreeQuery(tradeKeys);\n const result = await conn.runAndReadAll(sql, params);\n const marketRecords = resultToRecords(result);\n const marketMap = recordsByTickerDate(marketRecords);\n\n // Match trades to market records\n const matched: TradeWithMarket[] = [];\n let unmatchedCount = 0;\n\n for (const trade of trades) {\n const lookup = getTradeLookupKey(trade);\n const key = marketTickerDateKey(lookup.ticker, lookup.date);\n const market = marketMap.get(key);\n if (market) {\n matched.push({ trade, market });\n } else {\n unmatchedCount++;\n }\n }\n\n return { matched, unmatchedCount, allTrades: trades };\n}\n\n/**\n * Create numeric bucket labels from data values.\n * Divides sorted values into ~4 quartile-based ranges.\n */\nfunction createNumericBuckets(values: number[]): { label: string; min: number; max: number }[] {\n if (values.length === 0) return [];\n const sorted = [...values].sort((a, b) => a - b);\n\n const uniqueValues = [...new Set(sorted)];\n if (uniqueValues.length <= 4) {\n return uniqueValues.map((v) => ({\n label: String(Math.round(v * 100) / 100),\n min: v,\n max: v,\n }));\n }\n\n const buckets: { label: string; min: number; max: number }[] = [];\n const quartileSize = Math.ceil(sorted.length / 4);\n for (let i = 0; i < 4; i++) {\n const start = i * quartileSize;\n const end = Math.min((i + 1) * quartileSize - 1, sorted.length - 1);\n if (start > sorted.length - 1) break;\n const min = sorted[start];\n const max = sorted[end];\n const r = (n: number) => Math.round(n * 100) / 100;\n buckets.push({\n label: min === max ? `${r(min)}` : `${r(min)} to ${r(max)}`,\n min,\n max,\n });\n }\n\n return buckets;\n}\n\n/**\n * Find which bucket a value belongs to.\n */\nfunction findBucket(\n value: number,\n buckets: { label: string; min: number; max: number }[]\n): string | null {\n for (const bucket of buckets) {\n if (value >= bucket.min && value <= bucket.max) return bucket.label;\n }\n return null;\n}\n\n// =============================================================================\n// analyze_structure_fit Schema and Handler\n// =============================================================================\n\nexport const analyzeStructureFitSchema = z.object({\n blockId: z.string().describe(\"Block ID to analyze\"),\n strategyName: z.string().describe(\"Strategy name matching a stored profile\"),\n minTrades: z\n .number()\n .optional()\n .default(10)\n .describe(\"Minimum trades per bucket for reliable stats (thin-data warning threshold)\"),\n});\n\nexport async function handleAnalyzeStructureFit(\n input: z.infer<typeof analyzeStructureFitSchema>,\n baseDir: string\n): Promise<ReturnType<typeof createToolOutput>> {\n const { blockId, strategyName } = input;\n const minTrades = input.minTrades ?? 10;\n\n // Load profile\n const conn = await getConnection(baseDir);\n const profile = await getProfile(conn, blockId, strategyName);\n if (!profile) {\n return createToolOutput(\n `No profile found for strategy '${strategyName}' in block '${blockId}'. Create one with profile_strategy first.`,\n { error: \"profile_not_found\" }\n );\n }\n\n // Load trades + market data\n const { matched, unmatchedCount, allTrades } = await loadTradesAndMarket(\n baseDir,\n blockId,\n strategyName\n );\n\n const warnings: string[] = [];\n\n if (allTrades.length === 0) {\n return createToolOutput(\n `No trades found for strategy '${strategyName}' in block '${blockId}'.`,\n { error: \"no_trades\" }\n );\n }\n\n if (unmatchedCount > 0) {\n warnings.push(\n `${unmatchedCount} of ${allTrades.length} trades had no matching market data and were excluded from market-based analysis.`\n );\n }\n\n if (matched.length === 0) {\n return createToolOutput(\n `No trades could be matched to market data for strategy '${strategyName}'.`,\n { error: \"no_market_match\", warnings }\n );\n }\n\n // Overall stats\n const allPls = matched.map((m) => m.trade.pl);\n const overall = computeSliceStats(allPls);\n\n // Dimension analysis\n const dimensions: Record<string, Record<string, SliceStats>> = {};\n\n // --- Fixed dimension: Vol_Regime ---\n const volRegimeBuckets: Record<string, number[]> = {};\n for (const { trade, market } of matched) {\n const val = getNum(market, \"prev_Vol_Regime\");\n if (isNaN(val)) continue;\n const label = VOL_REGIME_LABELS[val] || `regime_${val}`;\n if (!volRegimeBuckets[label]) volRegimeBuckets[label] = [];\n volRegimeBuckets[label].push(trade.pl);\n }\n const volRegimeStats: Record<string, SliceStats> = {};\n for (const [label, pls] of Object.entries(volRegimeBuckets)) {\n volRegimeStats[label] = computeSliceStats(pls);\n }\n dimensions[\"Vol_Regime\"] = volRegimeStats;\n\n // --- Fixed dimension: day_of_week ---\n const dowBuckets: Record<string, number[]> = {};\n for (const { trade, market } of matched) {\n const val = getNum(market, \"Day_of_Week\");\n if (isNaN(val)) continue;\n const label = DAY_LABELS[val] || `day_${val}`;\n if (!dowBuckets[label]) dowBuckets[label] = [];\n dowBuckets[label].push(trade.pl);\n }\n const dowStats: Record<string, SliceStats> = {};\n for (const [label, pls] of Object.entries(dowBuckets)) {\n dowStats[label] = computeSliceStats(pls);\n }\n dimensions[\"day_of_week\"] = dowStats;\n\n // --- Fixed dimension: time_of_day ---\n const todBuckets: Record<string, number[]> = {};\n for (const { trade } of matched) {\n const bucket = getTimeBucket(trade.timeOpened);\n if (!bucket) continue;\n if (!todBuckets[bucket]) todBuckets[bucket] = [];\n todBuckets[bucket].push(trade.pl);\n }\n const todStats: Record<string, SliceStats> = {};\n for (const [label, pls] of Object.entries(todBuckets)) {\n todStats[label] = computeSliceStats(pls);\n }\n dimensions[\"time_of_day\"] = todStats;\n\n // --- Profile-derived dimensions from entry_filters (market-source only) ---\n for (const filter of profile.entryFilters.filter((f) => f.source !== \"execution\")) {\n const predicate = buildFilterPredicate(filter);\n const fieldKey = predicate.fieldKey;\n\n // Collect numeric values for this field from matched trades\n const fieldValues: { val: number; pl: number }[] = [];\n for (const { trade, market } of matched) {\n const raw = getRaw(market, fieldKey);\n if (raw === null || raw === undefined) continue;\n const num = Number(raw);\n if (isNaN(num)) continue;\n fieldValues.push({ val: num, pl: trade.pl });\n }\n\n if (fieldValues.length === 0) continue;\n\n // Create buckets from the data\n const buckets = createNumericBuckets(fieldValues.map((f) => f.val));\n if (buckets.length === 0) continue;\n\n const filterBuckets: Record<string, number[]> = {};\n for (const { val, pl } of fieldValues) {\n const bucketLabel = findBucket(val, buckets);\n if (!bucketLabel) continue;\n if (!filterBuckets[bucketLabel]) filterBuckets[bucketLabel] = [];\n filterBuckets[bucketLabel].push(pl);\n }\n\n const filterStats: Record<string, SliceStats> = {};\n for (const [label, pls] of Object.entries(filterBuckets)) {\n filterStats[label] = computeSliceStats(pls);\n }\n dimensions[filter.field] = filterStats;\n }\n\n // Thin-data warnings\n for (const [dimName, bucketStats] of Object.entries(dimensions)) {\n for (const [bucketLabel, stats] of Object.entries(bucketStats)) {\n if (stats.tradeCount > 0 && stats.tradeCount < minTrades) {\n warnings.push(\n `${dimName}/${bucketLabel}: only ${stats.tradeCount} trades (< ${minTrades} threshold)`\n );\n }\n }\n }\n\n // Profile update hints\n const profileUpdateHints: { field: string; suggested: string; reason: string }[] = [];\n\n // Check Vol_Regime performance vs overall\n for (const [label, stats] of Object.entries(volRegimeStats)) {\n if (stats.tradeCount >= minTrades) {\n const winRateDiff = stats.winRate - overall.winRate;\n if (winRateDiff >= 20) {\n profileUpdateHints.push({\n field: \"expectedRegimes\",\n suggested: label,\n reason: `Win rate ${stats.winRate.toFixed(1)}% in ${label} is ${winRateDiff.toFixed(1)}pp above overall ${overall.winRate.toFixed(1)}%`,\n });\n }\n if (winRateDiff <= -20) {\n profileUpdateHints.push({\n field: \"expectedRegimes\",\n suggested: `avoid_${label}`,\n reason: `Win rate ${stats.winRate.toFixed(1)}% in ${label} is ${Math.abs(winRateDiff).toFixed(1)}pp below overall ${overall.winRate.toFixed(1)}%`,\n });\n }\n }\n }\n\n // Check day_of_week for stark differences\n for (const [label, stats] of Object.entries(dowStats)) {\n if (stats.tradeCount >= minTrades) {\n const winRateDiff = stats.winRate - overall.winRate;\n if (Math.abs(winRateDiff) >= 20) {\n profileUpdateHints.push({\n field: \"day_of_week\",\n suggested: winRateDiff > 0 ? `favor_${label}` : `avoid_${label}`,\n reason: `Win rate ${stats.winRate.toFixed(1)}% on ${label} vs overall ${overall.winRate.toFixed(1)}%`,\n });\n }\n }\n }\n\n // Check time_of_day for stark differences\n for (const [label, stats] of Object.entries(todStats)) {\n if (stats.tradeCount >= minTrades) {\n const winRateDiff = stats.winRate - overall.winRate;\n if (Math.abs(winRateDiff) >= 20) {\n profileUpdateHints.push({\n field: \"time_of_day\",\n suggested: winRateDiff > 0 ? `favor_${label}` : `avoid_${label}`,\n reason: `Win rate ${stats.winRate.toFixed(1)}% during ${label} vs overall ${overall.winRate.toFixed(1)}%`,\n });\n }\n }\n }\n\n // Summary text\n const dimNames = Object.keys(dimensions).join(\", \");\n const summaryText = `Structure fit analysis for '${strategyName}': ${matched.length} trades analyzed across ${Object.keys(dimensions).length} dimensions (${dimNames}). Overall win rate: ${overall.winRate.toFixed(1)}%, avg P&L: $${overall.avgPl.toFixed(2)}. ${profileUpdateHints.length} update hint(s).`;\n\n return createToolOutput(summaryText, {\n overall,\n dimensions,\n profile_update_hints: profileUpdateHints,\n warnings,\n profile: {\n strategyName: profile.strategyName,\n structureType: profile.structureType,\n greeksBias: profile.greeksBias,\n thesis: profile.thesis,\n expectedRegimes: profile.expectedRegimes,\n },\n });\n}\n\n// =============================================================================\n// validate_entry_filters Schema and Handler\n// =============================================================================\n\nexport const validateEntryFiltersSchema = z.object({\n blockId: z.string().describe(\"Block ID to analyze\"),\n strategyName: z.string().describe(\"Strategy name matching a stored profile\"),\n minTrades: z\n .number()\n .optional()\n .default(10)\n .describe(\"Minimum trades per group for reliable stats\"),\n maxAblationFilters: z\n .number()\n .optional()\n .default(8)\n .describe(\"Maximum number of filters for pairwise ablation (cap for combinatorial explosion)\"),\n});\n\nexport async function handleValidateEntryFilters(\n input: z.infer<typeof validateEntryFiltersSchema>,\n baseDir: string\n): Promise<ReturnType<typeof createToolOutput>> {\n const { blockId, strategyName } = input;\n const minTrades = input.minTrades ?? 10;\n const maxAblationFilters = input.maxAblationFilters ?? 8;\n\n // Load profile\n const conn = await getConnection(baseDir);\n const profile = await getProfile(conn, blockId, strategyName);\n if (!profile) {\n return createToolOutput(\n `No profile found for strategy '${strategyName}' in block '${blockId}'. Create one with profile_strategy first.`,\n { error: \"profile_not_found\" }\n );\n }\n\n // Early return if no entry filters\n if (!profile.entryFilters || profile.entryFilters.length === 0) {\n return createToolOutput(\n `Profile '${strategyName}' has no entry_filters defined. Add filters via profile_strategy to enable validation.`,\n { no_filters: true }\n );\n }\n\n // Separate market-testable filters from execution-only filters\n const allFilters = profile.entryFilters;\n const marketFilters = allFilters.filter((f) => f.source !== \"execution\");\n const executionFilters = allFilters.filter((f) => f.source === \"execution\");\n\n if (marketFilters.length === 0) {\n return createToolOutput(\n `Profile '${strategyName}' has ${allFilters.length} filter(s) but all are tagged source:'execution' (platform-level). No market-data filters to validate.`,\n { no_market_filters: true, execution_filters: executionFilters }\n );\n }\n\n // Load trades + market data\n const { matched, unmatchedCount, allTrades } = await loadTradesAndMarket(\n baseDir,\n blockId,\n strategyName\n );\n\n const warnings: string[] = [];\n\n if (executionFilters.length > 0) {\n warnings.push(\n `${executionFilters.length} execution-level filter(s) skipped (not testable against market data): ${executionFilters.map((f) => f.description || f.field).join(\", \")}`\n );\n }\n\n if (allTrades.length === 0) {\n return createToolOutput(\n `No trades found for strategy '${strategyName}' in block '${blockId}'.`,\n { error: \"no_trades\" }\n );\n }\n\n if (unmatchedCount > 0) {\n warnings.push(\n `${unmatchedCount} of ${allTrades.length} trades had no matching market data and were excluded.`\n );\n }\n\n if (matched.length === 0) {\n return createToolOutput(\n `No trades could be matched to market data for strategy '${strategyName}'.`,\n { error: \"no_market_match\", warnings }\n );\n }\n\n // Build predicates for market-testable filters only\n const filters = marketFilters;\n const predicates: FilterPredicate[] = filters.map((f) => buildFilterPredicate(f));\n\n // No-filters baseline: all matched trades\n const noFiltersPls = matched.map((m) => m.trade.pl);\n const noFiltersStats = computeSliceStats(noFiltersPls);\n\n // Per-filter comparison\n const perFilter: Record<\n string,\n { entered: SliceStats; filtered_out: SliceStats; no_data_count: number }\n > = {};\n\n for (let i = 0; i < filters.length; i++) {\n const filter = filters[i];\n const predicate = predicates[i];\n const filterDesc =\n filter.description || `${filter.field} ${filter.operator} ${JSON.stringify(filter.value)}`;\n\n const enteredPls: number[] = [];\n const filteredOutPls: number[] = [];\n let noDataCount = 0;\n\n for (const { trade, market } of matched) {\n const raw = getRaw(market, predicate.fieldKey);\n if (raw === null || raw === undefined) {\n noDataCount++;\n continue;\n }\n if (predicate.test(market)) {\n enteredPls.push(trade.pl);\n } else {\n filteredOutPls.push(trade.pl);\n }\n }\n\n perFilter[filterDesc] = {\n entered: computeSliceStats(enteredPls),\n filtered_out: computeSliceStats(filteredOutPls),\n no_data_count: noDataCount,\n };\n }\n\n // Ablation study\n // Baseline: all filters applied\n const baselinePls: number[] = [];\n for (const { trade, market } of matched) {\n let passesAll = true;\n let hasData = true;\n for (const predicate of predicates) {\n const raw = getRaw(market, predicate.fieldKey);\n if (raw === null || raw === undefined) {\n hasData = false;\n break;\n }\n if (!predicate.test(market)) {\n passesAll = false;\n break;\n }\n }\n if (hasData && passesAll) {\n baselinePls.push(trade.pl);\n }\n }\n const baseline = computeSliceStats(baselinePls);\n\n // Single removal ablation\n const ablationSingle: Record<string, SliceStats> = {};\n for (let skip = 0; skip < filters.length; skip++) {\n const filterDesc =\n filters[skip].description ||\n `${filters[skip].field} ${filters[skip].operator} ${JSON.stringify(filters[skip].value)}`;\n\n const pls: number[] = [];\n for (const { trade, market } of matched) {\n let passesRemaining = true;\n let hasData = true;\n for (let j = 0; j < predicates.length; j++) {\n if (j === skip) continue;\n const raw = getRaw(market, predicates[j].fieldKey);\n if (raw === null || raw === undefined) {\n hasData = false;\n break;\n }\n if (!predicates[j].test(market)) {\n passesRemaining = false;\n break;\n }\n }\n if (hasData && passesRemaining) {\n pls.push(trade.pl);\n }\n }\n ablationSingle[filterDesc] = computeSliceStats(pls);\n }\n\n // Pairwise removal ablation (only if filter count <= maxAblationFilters)\n const ablationPairs: Record<string, SliceStats> = {};\n if (filters.length <= maxAblationFilters) {\n for (let i = 0; i < filters.length; i++) {\n for (let j = i + 1; j < filters.length; j++) {\n const descI =\n filters[i].description ||\n `${filters[i].field} ${filters[i].operator} ${JSON.stringify(filters[i].value)}`;\n const descJ =\n filters[j].description ||\n `${filters[j].field} ${filters[j].operator} ${JSON.stringify(filters[j].value)}`;\n const pairKey = `${descI} + ${descJ}`;\n\n const pls: number[] = [];\n for (const { trade, market } of matched) {\n let passesRemaining = true;\n let hasData = true;\n for (let k = 0; k < predicates.length; k++) {\n if (k === i || k === j) continue;\n const raw = getRaw(market, predicates[k].fieldKey);\n if (raw === null || raw === undefined) {\n hasData = false;\n break;\n }\n if (!predicates[k].test(market)) {\n passesRemaining = false;\n break;\n }\n }\n if (hasData && passesRemaining) {\n pls.push(trade.pl);\n }\n }\n ablationPairs[pairKey] = computeSliceStats(pls);\n }\n }\n }\n\n // Profile update hints\n const profileUpdateHints: {\n field: string;\n action: \"remove\" | \"adjust\";\n reason: string;\n }[] = [];\n\n // Check per-filter: if entered performs worse than filtered_out, suggest removal\n for (const [filterDesc, { entered, filtered_out }] of Object.entries(perFilter)) {\n if (\n entered.tradeCount >= minTrades &&\n filtered_out.tradeCount >= minTrades\n ) {\n if (entered.avgPl < filtered_out.avgPl && filtered_out.avgPl > 0) {\n profileUpdateHints.push({\n field: filterDesc,\n action: \"remove\",\n reason: `Entered avg P&L ($${entered.avgPl.toFixed(2)}) worse than filtered-out ($${filtered_out.avgPl.toFixed(2)}) — filter may be counterproductive`,\n });\n }\n }\n }\n\n // Check ablation: if removing a filter improves over baseline\n for (const [filterDesc, stats] of Object.entries(ablationSingle)) {\n if (stats.tradeCount >= minTrades && baseline.tradeCount >= minTrades) {\n if (stats.avgPl > baseline.avgPl && stats.winRate > baseline.winRate) {\n profileUpdateHints.push({\n field: filterDesc,\n action: \"remove\",\n reason: `Removing this filter improves avg P&L ($${stats.avgPl.toFixed(2)} vs $${baseline.avgPl.toFixed(2)}) and win rate (${stats.winRate.toFixed(1)}% vs ${baseline.winRate.toFixed(1)}%)`,\n });\n }\n }\n }\n\n // Thin-data warnings\n if (baseline.tradeCount > 0 && baseline.tradeCount < minTrades) {\n warnings.push(\n `Baseline (all filters): only ${baseline.tradeCount} trades (< ${minTrades} threshold)`\n );\n }\n for (const [filterDesc, { entered, filtered_out }] of Object.entries(perFilter)) {\n if (entered.tradeCount > 0 && entered.tradeCount < minTrades) {\n warnings.push(\n `${filterDesc} entered: only ${entered.tradeCount} trades (< ${minTrades} threshold)`\n );\n }\n if (filtered_out.tradeCount > 0 && filtered_out.tradeCount < minTrades) {\n warnings.push(\n `${filterDesc} filtered_out: only ${filtered_out.tradeCount} trades (< ${minTrades} threshold)`\n );\n }\n }\n\n // Summary text\n const execNote = executionFilters.length > 0 ? ` (${executionFilters.length} execution filter(s) skipped)` : \"\";\n const summaryText = `Filter validation for '${strategyName}': ${filters.length} market filter(s) analyzed across ${matched.length} trades${execNote}. Baseline (all market filters): ${baseline.tradeCount} trades, win rate ${baseline.winRate.toFixed(1)}%, avg P&L $${baseline.avgPl.toFixed(2)}. ${profileUpdateHints.length} update hint(s).`;\n\n return createToolOutput(summaryText, {\n baseline,\n no_filters: noFiltersStats,\n per_filter: perFilter,\n ablation: {\n single: ablationSingle,\n pairs: ablationPairs,\n },\n execution_filters_skipped: executionFilters.map((f) => f.description || `${f.field} ${f.operator} ${f.value}`),\n profile_update_hints: profileUpdateHints,\n warnings,\n });\n}\n\n// =============================================================================\n// portfolio_structure_map Schema and Handler\n// =============================================================================\n\nexport const portfolioStructureMapSchema = z.object({\n blockId: z\n .string()\n .optional()\n .describe(\"Block ID to analyze. When omitted, aggregate across all blocks.\"),\n minTrades: z\n .number()\n .optional()\n .default(10)\n .describe(\"Thin-data warning threshold (default: 10)\"),\n});\n\nexport async function handlePortfolioStructureMap(\n input: z.infer<typeof portfolioStructureMapSchema>,\n baseDir: string\n): Promise<ReturnType<typeof createToolOutput> | { content: Array<{ type: \"text\"; text: string }>; isError?: boolean }> {\n try {\n const { blockId, minTrades } = portfolioStructureMapSchema.parse(input);\n const conn = await getConnection(baseDir);\n\n // Load profiles\n const profiles = await listProfiles(conn, blockId);\n if (profiles.length === 0) {\n return {\n content: [\n {\n type: \"text\",\n text: blockId\n ? `No strategy profiles found for block '${blockId}'. Use profile_strategy to create profiles first.`\n : \"No strategy profiles found. Use profile_strategy to create profiles first.\",\n },\n ],\n };\n }\n\n // Collect all trades per strategy, matched to market data\n interface StrategyTradeMarket {\n strategyName: string;\n trade: Trade;\n market: Record<string, unknown>;\n }\n\n const allTradeMarkets: StrategyTradeMarket[] = [];\n const warnings: string[] = [];\n\n for (const profile of profiles) {\n let block;\n try {\n block = await loadBlock(baseDir, profile.blockId);\n } catch {\n warnings.push(`Could not load block '${profile.blockId}' for strategy '${profile.strategyName}'`);\n continue;\n }\n\n let trades = filterByStrategy(block.trades, profile.strategyName);\n // Single-strategy block fallback (see loadTradesAndMarket)\n if (trades.length === 0 && block.trades.length > 0) {\n const uniqueStrategies = new Set(block.trades.map((t) => t.strategy));\n if (uniqueStrategies.size === 1) {\n trades = block.trades;\n }\n }\n if (trades.length === 0) {\n warnings.push(`No trades found for strategy '${profile.strategyName}' in block '${profile.blockId}'`);\n continue;\n }\n\n // Query market data for trade dates\n const tradeKeys = uniqueTradeLookupKeys(trades);\n const { sql, params } = buildLookaheadFreeQuery(tradeKeys);\n const dailyResult = await conn.runAndReadAll(sql, params);\n const dailyRecords = resultToRecords(dailyResult);\n const daily = recordsByTickerDate(dailyRecords);\n\n for (const trade of trades) {\n const lookup = getTradeLookupKey(trade);\n const marketKey = marketTickerDateKey(lookup.ticker, lookup.date);\n const market = daily.get(marketKey);\n if (market) {\n allTradeMarkets.push({\n strategyName: profile.strategyName,\n trade,\n market,\n });\n }\n }\n }\n\n if (allTradeMarkets.length === 0) {\n return {\n content: [\n {\n type: \"text\",\n text: \"No trades could be matched to market data. Ensure market data is imported and enriched.\",\n },\n ],\n };\n }\n\n // Build the 18-cell matrix: Vol_Regime (6) x Trend_Direction (3)\n // Use prev_ prefix for both fields (both are close-derived, need LAG)\n const strategyNames = [...new Set(allTradeMarkets.map((t) => t.strategyName))];\n\n // Collect PLs per cell per strategy\n type CellKey = string; // \"regime:trend\"\n const cellPls = new Map<CellKey, Map<string, number[]>>();\n\n let unknownTrendCount = 0;\n const unknownTrendPls = new Map<string, number[]>(); // strategy -> pls for unknown trend\n\n for (const { strategyName, trade, market } of allTradeMarkets) {\n const volRegime = getNum(market, \"prev_Vol_Regime\");\n const trendRaw = market[\"prev_Trend_Direction\"];\n\n // Handle missing Vol_Regime\n if (isNaN(volRegime) || volRegime < 1 || volRegime > 6) continue;\n\n // Handle missing Trend_Direction\n let trend: TrendLabel | null = null;\n if (\n trendRaw === null ||\n trendRaw === undefined ||\n trendRaw === \"\"\n ) {\n unknownTrendCount++;\n if (!unknownTrendPls.has(strategyName)) {\n unknownTrendPls.set(strategyName, []);\n }\n unknownTrendPls.get(strategyName)!.push(trade.pl);\n continue;\n }\n const trendStr = String(trendRaw).toLowerCase();\n if (trendStr === \"up\" || trendStr === \"down\" || trendStr === \"flat\") {\n trend = trendStr as TrendLabel;\n } else {\n unknownTrendCount++;\n if (!unknownTrendPls.has(strategyName)) {\n unknownTrendPls.set(strategyName, []);\n }\n unknownTrendPls.get(strategyName)!.push(trade.pl);\n continue;\n }\n\n const regimeLabel = VOL_REGIME_LABELS[volRegime] || `regime_${volRegime}`;\n const cellKey = `${regimeLabel}:${trend}`;\n\n if (!cellPls.has(cellKey)) {\n cellPls.set(cellKey, new Map());\n }\n const cellMap = cellPls.get(cellKey)!;\n if (!cellMap.has(strategyName)) {\n cellMap.set(strategyName, []);\n }\n cellMap.get(strategyName)!.push(trade.pl);\n }\n\n // Build matrix output\n const matrix: Record<string, Record<string, Record<string, SliceStats>>> = {};\n const overlaps: Array<{\n regime: string;\n trend: string;\n strategies: string[];\n totalTrades: number;\n }> = [];\n const blindSpots: Array<{ regime: string; trend: string }> = [];\n let coveredCells = 0;\n let overlapCells = 0;\n\n for (const [, regimeLabel] of Object.entries(VOL_REGIME_LABELS)) {\n matrix[regimeLabel] = {};\n for (const trend of TREND_LABELS) {\n const cellKey = `${regimeLabel}:${trend}`;\n const cellMap = cellPls.get(cellKey);\n\n if (!cellMap || cellMap.size === 0) {\n blindSpots.push({ regime: regimeLabel, trend });\n matrix[regimeLabel][trend] = {};\n continue;\n }\n\n coveredCells++;\n const cellStats: Record<string, SliceStats> = {};\n const strategiesInCell: string[] = [];\n let totalTradesInCell = 0;\n\n for (const [stratName, pls] of cellMap) {\n cellStats[stratName] = computeSliceStats(pls);\n strategiesInCell.push(stratName);\n totalTradesInCell += pls.length;\n\n // Thin-data warning\n if (pls.length > 0 && pls.length < minTrades) {\n warnings.push(\n `Thin data: '${stratName}' has only ${pls.length} trades in ${regimeLabel}/${trend} (threshold: ${minTrades})`\n );\n }\n }\n\n matrix[regimeLabel][trend] = cellStats;\n\n // Overlap detection: 2+ strategies in same cell\n if (strategiesInCell.length >= 2) {\n overlapCells++;\n overlaps.push({\n regime: regimeLabel,\n trend,\n strategies: strategiesInCell,\n totalTrades: totalTradesInCell,\n });\n }\n }\n }\n\n const blindSpotCells = blindSpots.length;\n\n // Handle unknown trend trades\n if (unknownTrendCount > 0) {\n warnings.push(\n `${unknownTrendCount} trades had missing or unknown Trend_Direction. Consider running enrich_market_data to populate Trend_Direction.`\n );\n }\n\n // Build unknown trend stats if any\n const unknownTrendStats: Record<string, SliceStats> | undefined =\n unknownTrendPls.size > 0\n ? Object.fromEntries(\n [...unknownTrendPls.entries()].map(([name, pls]) => [\n name,\n computeSliceStats(pls),\n ])\n )\n : undefined;\n\n const coverageSummary = {\n totalCells: 18,\n coveredCells,\n blindSpotCells,\n overlapCells,\n };\n\n const summary = `Portfolio structure map: ${strategyNames.length} strategies | ${coveredCells}/18 cells covered | ${overlapCells} overlaps | ${blindSpotCells} blind spots`;\n\n const structuredData: Record<string, unknown> = {\n strategies: strategyNames,\n matrix,\n overlaps,\n blind_spots: blindSpots,\n coverage_summary: coverageSummary,\n warnings,\n };\n\n if (unknownTrendStats) {\n structuredData.unknown_trend = unknownTrendStats;\n }\n\n return createToolOutput(summary, structuredData);\n } catch (error) {\n return {\n content: [\n {\n type: \"text\",\n text: `Error building portfolio structure map: ${(error as Error).message}`,\n },\n ],\n isError: true,\n };\n }\n}\n\n// =============================================================================\n// Registration\n// =============================================================================\n\n/**\n * Register all profile analysis tools.\n * This includes portfolio_structure_map (from Plan 03) and\n * analyze_structure_fit + validate_entry_filters (from Plan 02, if present).\n */\nexport function registerProfileAnalysisTools(\n server: McpServer,\n baseDir: string\n): void {\n // portfolio_structure_map: optional blockId means we can't always use withSyncedBlock.\n // When blockId is provided, sync that block. When omitted, sync all blocks.\n server.registerTool(\n \"portfolio_structure_map\",\n {\n description:\n \"Build a Vol_Regime x Trend_Direction matrix (18 cells) across all profiled strategies. \" +\n \"Shows per-strategy stats in each cell, detects overlap (2+ strategies in same cell), \" +\n \"blind spots (cells with zero trades), and thin-data warnings. \" +\n \"Optionally filter to a single block or aggregate across all blocks.\",\n inputSchema: portfolioStructureMapSchema,\n },\n async (input) => {\n // Manual sync: if blockId provided, sync just that block; otherwise sync all\n await upgradeToReadWrite(baseDir, { fallbackToReadOnly: true });\n if (getConnectionMode() === \"read_write\") {\n try {\n if (input.blockId) {\n const { syncBlock } = await import(\"../sync/index.js\");\n await syncBlock(input.blockId, baseDir);\n } else {\n await syncAllBlocks(baseDir);\n }\n } finally {\n await downgradeToReadOnly(baseDir);\n }\n }\n\n return handlePortfolioStructureMap(input, baseDir);\n }\n );\n\n // -------------------------------------------------------------------------\n // Tool: analyze_structure_fit\n // -------------------------------------------------------------------------\n server.registerTool(\n \"analyze_structure_fit\",\n {\n description:\n \"Analyze how well a strategy fits various market dimensions using its stored profile. \" +\n \"Returns performance breakdown by Vol_Regime, day-of-week, time-of-day, and profile-derived \" +\n \"dimensions from entry_filters. Includes profile_update_hints when data shows clear patterns \" +\n \"diverging from profile, and thin-data warnings for small buckets.\",\n inputSchema: analyzeStructureFitSchema,\n },\n withSyncedBlock(baseDir, async (input, ctx) => {\n return handleAnalyzeStructureFit(input, ctx.baseDir);\n })\n );\n\n // -------------------------------------------------------------------------\n // Tool: validate_entry_filters\n // -------------------------------------------------------------------------\n server.registerTool(\n \"validate_entry_filters\",\n {\n description:\n \"Validate effectiveness of a strategy's entry filters. Splits trades into entered vs \" +\n \"filtered-out groups per filter and shows full stat suite for both. Runs ablation study \" +\n \"removing one filter at a time and testing all pairs. Returns profile_update_hints when \" +\n \"filters appear counterproductive.\",\n inputSchema: validateEntryFiltersSchema,\n },\n withSyncedBlock(baseDir, async (input, ctx) => {\n return handleValidateEntryFilters(input, ctx.baseDir);\n })\n );\n}\n","/**\n * Regime Allocation Advisor Tool\n *\n * Cross-references strategy profiles' expected regimes with actual trading\n * performance per regime. Surfaces thesis violations and hidden edges as\n * structured data without prescriptive recommendations.\n */\n\nimport { z } from \"zod\";\nimport type { McpServer } from \"@modelcontextprotocol/sdk/server/mcp.js\";\nimport { loadBlock } from \"../utils/block-loader.js\";\nimport { createToolOutput } from \"../utils/output-formatter.js\";\nimport type { Trade } from \"@tradeblocks/lib\";\nimport { getConnection } from \"../db/connection.js\";\nimport { listProfiles } from \"../db/profile-schemas.js\";\nimport { filterByStrategy } from \"./shared/filters.js\";\nimport {\n buildLookaheadFreeQuery,\n type MarketLookupKey,\n} from \"../utils/field-timing.js\";\nimport {\n DEFAULT_MARKET_TICKER,\n marketTickerDateKey,\n resolveTradeTicker,\n} from \"../utils/ticker.js\";\nimport { computeSliceStats, type SliceStats } from \"../utils/analysis-stats.js\";\nimport {\n upgradeToReadWrite,\n downgradeToReadOnly,\n getConnectionMode,\n} from \"../db/connection.js\";\nimport { syncAllBlocks } from \"../sync/index.js\";\n\n// =============================================================================\n// Utility Functions (local to this module, copied from profile-analysis.ts)\n// =============================================================================\n\nfunction formatTradeDate(date: Date | string): string {\n if (typeof date === \"string\") {\n const match = date.match(/^(\\d{4})-(\\d{2})-(\\d{2})/);\n if (match) return `${match[1]}-${match[2]}-${match[3]}`;\n }\n const d = typeof date === \"string\" ? new Date(date) : date;\n const year = d.getFullYear();\n const month = String(d.getMonth() + 1).padStart(2, \"0\");\n const day = String(d.getDate()).padStart(2, \"0\");\n return `${year}-${month}-${day}`;\n}\n\nfunction getTradeLookupKey(trade: Trade): MarketLookupKey {\n return {\n date: formatTradeDate(trade.dateOpened),\n ticker: resolveTradeTicker(trade, DEFAULT_MARKET_TICKER),\n };\n}\n\nfunction uniqueTradeLookupKeys(trades: Trade[]): MarketLookupKey[] {\n const byKey = new Map<string, MarketLookupKey>();\n for (const trade of trades) {\n const lookup = getTradeLookupKey(trade);\n byKey.set(marketTickerDateKey(lookup.ticker, lookup.date), lookup);\n }\n return Array.from(byKey.values());\n}\n\nfunction resultToRecords(result: {\n columnCount: number;\n columnName(i: number): string;\n getRows(): Iterable<unknown[]>;\n}): Record<string, unknown>[] {\n const columnCount = result.columnCount;\n const colNames: string[] = [];\n for (let i = 0; i < columnCount; i++) {\n colNames.push(result.columnName(i));\n }\n const records: Record<string, unknown>[] = [];\n for (const row of result.getRows()) {\n const record: Record<string, unknown> = {};\n for (let i = 0; i < columnCount; i++) {\n const val = row[i];\n record[colNames[i]] = typeof val === \"bigint\" ? Number(val) : val;\n }\n records.push(record);\n }\n return records;\n}\n\nfunction recordsByTickerDate(\n records: Record<string, unknown>[]\n): Map<string, Record<string, unknown>> {\n const mapped = new Map<string, Record<string, unknown>>();\n for (const record of records) {\n const date = String(record[\"date\"] || \"\");\n const ticker = String(record[\"ticker\"] || DEFAULT_MARKET_TICKER);\n mapped.set(marketTickerDateKey(ticker, date), record);\n }\n return mapped;\n}\n\nfunction getNum(record: Record<string, unknown>, field: string): number {\n const val = record[field];\n if (val === null || val === undefined) return NaN;\n if (typeof val === \"bigint\") return Number(val);\n return val as number;\n}\n\nconst VOL_REGIME_LABELS: Record<number, string> = {\n 1: \"very_low\",\n 2: \"low\",\n 3: \"below_avg\",\n 4: \"above_avg\",\n 5: \"high\",\n 6: \"extreme\",\n};\n\n// =============================================================================\n// Types\n// =============================================================================\n\ninterface RegimeCell {\n stats: SliceStats;\n isExpected: boolean;\n classification: \"thesis_aligned\" | \"thesis_violation\" | \"hidden_edge\" | \"neutral\";\n}\n\ninterface StrategyRegimeComparison {\n strategyName: string;\n blockId: string;\n structureType: string;\n underlying?: string;\n allocationPct?: number;\n expectedRegimes: string[];\n regimePerformance: Record<string, RegimeCell>;\n tradeCount: number;\n matchedToMarket: number;\n unmatchedCount: number;\n}\n\n// =============================================================================\n// Schema\n// =============================================================================\n\nexport const regimeAllocationAdvisorSchema = z.object({\n blockId: z\n .string()\n .optional()\n .describe(\n \"Block ID to analyze. When omitted, aggregate across all profiled strategies.\"\n ),\n minTrades: z\n .number()\n .optional()\n .default(5)\n .describe(\n \"Minimum trades per regime cell for reliable stats (default: 5)\"\n ),\n});\n\n// =============================================================================\n// Handler\n// =============================================================================\n\nexport async function handleRegimeAllocationAdvisor(\n input: z.infer<typeof regimeAllocationAdvisorSchema>,\n baseDir: string\n): Promise<ReturnType<typeof createToolOutput>> {\n const minTrades = input.minTrades ?? 5;\n const warnings: string[] = [];\n const profileUpgradeHints: string[] = [];\n\n // Load all profiles, optionally filtered by blockId\n const conn = await getConnection(baseDir);\n const profiles = await listProfiles(conn, input.blockId);\n\n if (profiles.length === 0) {\n return createToolOutput(\n input.blockId\n ? `No strategy profiles found for block '${input.blockId}'. Use profile_strategy to create profiles first.`\n : \"No strategy profiles found. Use profile_strategy to create profiles first.\",\n { error: \"no_profiles\" }\n );\n }\n\n const strategies: StrategyRegimeComparison[] = [];\n let skippedNoRegimes = 0;\n let skippedNoMarket = 0;\n const allThesisViolations: {\n strategyName: string;\n regime: string;\n winRate: number;\n expectedWinRate: number;\n }[] = [];\n const allHiddenEdges: {\n strategyName: string;\n regime: string;\n winRate: number;\n overallWinRate: number;\n }[] = [];\n\n // Per-regime aggregation across all strategies\n const regimeAggPls: Record<string, number[]> = {};\n\n for (const profile of profiles) {\n try {\n // Skip profiles without expectedRegimes\n if (!profile.expectedRegimes || profile.expectedRegimes.length === 0) {\n skippedNoRegimes++;\n profileUpgradeHints.push(\n `Strategy '${profile.strategyName}' (block: ${profile.blockId}) has no expectedRegimes. Add via profile_strategy.`\n );\n continue;\n }\n\n // Load trades\n let block;\n try {\n block = await loadBlock(baseDir, profile.blockId);\n } catch {\n warnings.push(\n `Could not load block '${profile.blockId}' for strategy '${profile.strategyName}'. Skipped.`\n );\n continue;\n }\n\n let trades = filterByStrategy(block.trades, profile.strategyName);\n // Single-strategy block fallback\n if (trades.length === 0 && block.trades.length > 0) {\n const uniqueStrategies = new Set(block.trades.map((t) => t.strategy));\n if (uniqueStrategies.size === 1) {\n trades = block.trades;\n }\n }\n\n if (trades.length === 0) {\n warnings.push(\n `No trades found for strategy '${profile.strategyName}' in block '${profile.blockId}'. Skipped.`\n );\n continue;\n }\n\n // Query market data\n const tradeKeys = uniqueTradeLookupKeys(trades);\n const { sql, params } = buildLookaheadFreeQuery(tradeKeys);\n const result = await conn.runAndReadAll(sql, params);\n const marketRecords = resultToRecords(result);\n const marketMap = recordsByTickerDate(marketRecords);\n\n // Match trades to market records\n interface TradeWithMarket {\n trade: Trade;\n market: Record<string, unknown>;\n }\n const matched: TradeWithMarket[] = [];\n let unmatchedCount = 0;\n\n for (const trade of trades) {\n const lookup = getTradeLookupKey(trade);\n const key = marketTickerDateKey(lookup.ticker, lookup.date);\n const market = marketMap.get(key);\n if (market) {\n matched.push({ trade, market });\n } else {\n unmatchedCount++;\n }\n }\n\n if (matched.length === 0) {\n skippedNoMarket++;\n warnings.push(\n `No market data matched for strategy '${profile.strategyName}' (${trades.length} trades). Import and enrich market data first.`\n );\n continue;\n }\n\n if (unmatchedCount > 0) {\n warnings.push(\n `Strategy '${profile.strategyName}': ${unmatchedCount} of ${trades.length} trades had no market data match.`\n );\n }\n\n // Compute overall stats for this strategy\n const allPls = matched.map((m) => m.trade.pl);\n const overallStats = computeSliceStats(allPls);\n\n // Group trades by Vol_Regime\n const regimePls: Record<string, number[]> = {};\n for (const { trade, market } of matched) {\n const val = getNum(market, \"prev_Vol_Regime\");\n if (isNaN(val) || val < 1 || val > 6) continue;\n const label = VOL_REGIME_LABELS[val] || `regime_${val}`;\n if (!regimePls[label]) regimePls[label] = [];\n regimePls[label].push(trade.pl);\n\n // Aggregate across strategies\n if (!regimeAggPls[label]) regimeAggPls[label] = [];\n regimeAggPls[label].push(trade.pl);\n }\n\n // Build per-regime comparison\n const expectedSet = new Set(\n profile.expectedRegimes.map((r) => r.toLowerCase())\n );\n const regimePerformance: Record<string, RegimeCell> = {};\n\n for (const [label, pls] of Object.entries(regimePls)) {\n const stats = computeSliceStats(pls);\n const isExpected = expectedSet.has(label.toLowerCase());\n\n // Classification logic:\n // thesis_aligned: isExpected AND performing reasonably (WR > 50% or > overall WR)\n // thesis_violation: isExpected AND WR significantly below overall (>10pp)\n // hidden_edge: NOT isExpected AND WR significantly above overall (>10pp) AND enough trades\n // neutral: everything else\n let classification: RegimeCell[\"classification\"];\n const wrDelta = stats.winRate - overallStats.winRate;\n\n if (isExpected) {\n if (wrDelta < -10) {\n classification = \"thesis_violation\";\n allThesisViolations.push({\n strategyName: profile.strategyName,\n regime: label,\n winRate: stats.winRate,\n expectedWinRate: overallStats.winRate,\n });\n } else {\n classification = \"thesis_aligned\";\n }\n } else {\n if (wrDelta > 10 && stats.tradeCount >= minTrades) {\n classification = \"hidden_edge\";\n allHiddenEdges.push({\n strategyName: profile.strategyName,\n regime: label,\n winRate: stats.winRate,\n overallWinRate: overallStats.winRate,\n });\n } else {\n classification = \"neutral\";\n }\n }\n\n regimePerformance[label] = { stats, isExpected, classification };\n }\n\n // Allocation from position sizing\n const allocationPct =\n profile.positionSizing?.liveAllocationPct ??\n profile.positionSizing?.allocationPct;\n\n strategies.push({\n strategyName: profile.strategyName,\n blockId: profile.blockId,\n structureType: profile.structureType,\n underlying: profile.underlying ?? undefined,\n allocationPct,\n expectedRegimes: profile.expectedRegimes,\n regimePerformance,\n tradeCount: trades.length,\n matchedToMarket: matched.length,\n unmatchedCount,\n });\n } catch (err) {\n warnings.push(\n `Error processing strategy '${profile.strategyName}' (block: ${profile.blockId}): ${(err as Error).message}`\n );\n }\n }\n\n // Build regime overview (aggregate stats per regime)\n const regimeOverview: Record<\n string,\n { strategiesActive: number; totalTrades: number; combinedStats: SliceStats }\n > = {};\n\n for (const [label, pls] of Object.entries(regimeAggPls)) {\n // Count how many strategies had trades in this regime\n let strategiesActive = 0;\n for (const strategy of strategies) {\n if (strategy.regimePerformance[label]) {\n strategiesActive++;\n }\n }\n regimeOverview[label] = {\n strategiesActive,\n totalTrades: pls.length,\n combinedStats: computeSliceStats(pls),\n };\n }\n\n const summary = {\n totalStrategies: profiles.length,\n profiled: strategies.length,\n skippedNoRegimes,\n skippedNoMarket,\n thesisViolations: allThesisViolations,\n hiddenEdges: allHiddenEdges,\n };\n\n const summaryText =\n `Regime allocation advisor: ${strategies.length}/${profiles.length} strategies analyzed. ` +\n `${allThesisViolations.length} thesis violation(s), ${allHiddenEdges.length} hidden edge(s). ` +\n (skippedNoRegimes > 0\n ? `${skippedNoRegimes} skipped (no expectedRegimes). `\n : \"\") +\n (skippedNoMarket > 0\n ? `${skippedNoMarket} skipped (no market data). `\n : \"\");\n\n return createToolOutput(summaryText, {\n strategies,\n summary,\n regimeOverview,\n warnings,\n profileUpgradeHints,\n });\n}\n\n// =============================================================================\n// Registration\n// =============================================================================\n\nexport function registerRegimeAdvisorTools(\n server: McpServer,\n baseDir: string\n): void {\n server.registerTool(\n \"regime_allocation_advisor\",\n {\n description:\n \"Cross-reference strategy profiles' expected regimes with actual trading performance. \" +\n \"Shows per-strategy, per-regime comparison with win rate, P&L, and trade count. \" +\n \"Classifications (thesis_aligned, thesis_violation, hidden_edge) emerge from data delta. \" +\n \"Optionally filter to a single block or aggregate across all profiled strategies.\",\n inputSchema: regimeAllocationAdvisorSchema,\n },\n async (input) => {\n // Manual sync pattern (same as portfolio_structure_map)\n await upgradeToReadWrite(baseDir, { fallbackToReadOnly: true });\n if (getConnectionMode() === \"read_write\") {\n try {\n if (input.blockId) {\n const { syncBlock } = await import(\"../sync/index.js\");\n await syncBlock(input.blockId, baseDir);\n } else {\n await syncAllBlocks(baseDir);\n }\n } finally {\n await downgradeToReadOnly(baseDir);\n }\n }\n return handleRegimeAllocationAdvisor(input, baseDir);\n }\n );\n}\n","/**\n * Trade Replay Pure Logic Module\n *\n * OCC ticker construction, tradelog legs string parsing, multi-leg P&L path\n * computation with HL2 mark pricing, and MFE/MAE calculation.\n *\n * All functions are pure — no fetch, no DuckDB.\n */\n\nimport type { BarRow } from './market-provider.js';\nimport { computeLegGreeks, type GreeksResult } from './black-scholes.js';\n\n// ---------------------------------------------------------------------------\n// Types\n// ---------------------------------------------------------------------------\n\n/** A parsed leg from a tradelog \"legs\" string (before OCC ticker resolution). */\nexport interface ParsedLeg {\n root: string; // \"SPY\", \"SPX\", \"SPXW\"\n strike: number; // Numeric strike price\n type: 'C' | 'P'; // Call or Put\n quantity: number; // +1 or -1 (direction derived from position in spread)\n}\n\n/** A fully resolved leg ready for replay (after OCC ticker construction). */\nexport interface ReplayLeg {\n occTicker: string; // Full OCC ticker for Massive API fetch\n quantity: number; // Positive = long, negative = short\n entryPrice: number; // Per-contract entry price\n multiplier: number; // 100 for standard equity/index options\n}\n\n/** A single point on the strategy P&L path. */\nexport interface PnlPoint {\n timestamp: string; // \"YYYY-MM-DD HH:MM\" ET\n strategyPnl: number; // Combined P&L across all legs at this minute\n legPrices: number[]; // Mark price for each leg at this minute (bid/ask mid or HL2 fallback)\n // Per-leg greeks (Phase 69) — array parallel to legPrices\n legGreeks?: GreeksResult[];\n // Net position greeks — quantity-weighted aggregation across legs\n netDelta?: number | null;\n netGamma?: number | null;\n netTheta?: number | null;\n netVega?: number | null;\n // IVP from market.context\n ivp?: number | null;\n}\n\n/** Configuration for greeks computation in P&L path. */\nexport interface GreeksConfig {\n underlyingPrices: Map<string, number>; // timestamp -> underlying price\n legs: Array<{ strike: number; type: 'C' | 'P'; expiryDate: string }>; // per-leg BS inputs\n riskFreeRate: number; // e.g. 0.045\n dividendYield: number; // e.g. 0.015 for SPX, 0 otherwise\n ivpByDate?: Map<string, number>; // date -> IVP value\n /** Sorted intraday timestamps from underlyingPrices for nearest-timestamp binary search. */\n sortedTimestamps?: string[];\n}\n\n/** Complete replay result with P&L path, MFE/MAE, and metadata. */\nexport interface ReplayResult {\n pnlPath: PnlPoint[];\n mfe: number; // Max of strategyPnl series\n mae: number; // Min of strategyPnl series\n mfeTimestamp: string; // When MFE occurred\n maeTimestamp: string; // When MAE occurred\n totalPnl: number; // Final P&L at last bar\n totalBars?: number; // Total minute bars before format filtering\n legs: ReplayLeg[]; // The legs that were replayed\n greeksWarning?: string | null; // D-12: warning when >50% of leg-timestamps have null greeks\n}\n\n// ---------------------------------------------------------------------------\n// markPrice\n// ---------------------------------------------------------------------------\n\n/**\n * Prefer (bid+ask)/2 when both are present and non-zero; fall back to HL2.\n *\n * When providers supply bid/ask data (e.g., option chains), the midpoint is a\n * more accurate mark price than HL2. This is opt-in — existing data without\n * bid/ask continues to use HL2 identically.\n */\nexport function markPrice(bar: Pick<BarRow, 'high' | 'low' | 'bid' | 'ask'>): number {\n if (bar.bid != null && bar.ask != null && (bar.bid > 0 || bar.ask > 0)) {\n return (bar.bid + bar.ask) / 2;\n }\n return (bar.high + bar.low) / 2;\n}\n\n// ---------------------------------------------------------------------------\n// findNearestTimestamp\n// ---------------------------------------------------------------------------\n\n/**\n * Find the nearest timestamp in a sorted array within tolerance (seconds).\n * Uses binary search for O(log n) performance.\n *\n * Timestamps are compared by minutes-since-midnight (HH:MM format).\n * Returns undefined if no timestamp is within the tolerance.\n *\n * Per D-07/D-08: Tolerates up to 60s mismatch between option and underlying bars.\n */\nexport function findNearestTimestamp(\n sortedTimestamps: string[],\n target: string,\n toleranceSec: number = 60,\n): string | undefined {\n if (sortedTimestamps.length === 0) return undefined;\n\n const targetMin = timestampToMinutes(target);\n if (targetMin === null) return undefined;\n\n let lo = 0, hi = sortedTimestamps.length - 1;\n let bestIdx = 0;\n let bestDiff = Infinity;\n\n while (lo <= hi) {\n const mid = (lo + hi) >>> 1;\n const midMin = timestampToMinutes(sortedTimestamps[mid]);\n if (midMin === null) { lo = mid + 1; continue; }\n\n const diff = Math.abs(midMin - targetMin);\n if (diff < bestDiff) { bestDiff = diff; bestIdx = mid; }\n if (midMin < targetMin) lo = mid + 1;\n else if (midMin > targetMin) hi = mid - 1;\n else break; // exact match\n }\n\n // bestDiff is in minutes; convert tolerance from seconds\n return bestDiff <= toleranceSec / 60 ? sortedTimestamps[bestIdx] : undefined;\n}\n\nfunction timestampToMinutes(ts: string): number | null {\n const timePart = ts.split(' ')[1];\n if (!timePart) return null;\n const [h, m] = timePart.split(':').map(Number);\n if (isNaN(h) || isNaN(m)) return null;\n return h * 60 + m;\n}\n\n// ---------------------------------------------------------------------------\n// parseLegsString\n// ---------------------------------------------------------------------------\n\n// Compact format with root: \"SPY 470C\", \"SPX 4500P\", \"SPY 0.50C\"\nconst COMPACT_LEG_RE = /^([A-Z]+)\\s+(\\d+(?:\\.\\d+)?)\\s*(C|P)$/i;\n\n// Compact format without root (subsequent legs in spreads): \"465C\", \"500C\"\nconst COMPACT_NO_ROOT_RE = /^(\\d+(?:\\.\\d+)?)\\s*(C|P)$/i;\n\n// Verbose format: \"SPY Jan25 470 Call\", \"SPX Feb25 4500 Put\"\nconst VERBOSE_LEG_RE = /^([A-Z]+)\\s+\\w+\\s+(\\d+(?:\\.\\d+)?)\\s+(Call|Put)$/i;\n\n// Option Omega format: \"{contracts} {Mon} {day} {strike} {P|C} {STO|BTO} {price}\"\n// Example: \"397 Mar 12 6610 P STO 35.85\"\n// Captures: (1)contracts (2)month (3)day (4)strike (5)C|P (6)STO|BTO (7)price\nconst OO_LEG_RE = /^(\\d+)\\s+(\\w+)\\s+(\\d+)\\s+(\\d+(?:\\.\\d+)?)\\s+(C|P)\\s+(STO|BTO|STC|BTC)\\s+(\\d+(?:\\.\\d+)?)$/i;\n\n/** Extended parsed leg with entry price from OO format. */\nexport interface ParsedLegOO extends ParsedLeg {\n entryPrice?: number; // Fill price from OO leg (e.g., 35.85)\n contracts?: number; // Contract count from OO leg\n expiryHint?: string; // \"Mon DD\" from OO format (e.g., \"Mar 12\") for multi-expiry strategies\n}\n\n/**\n * Parse a tradelog \"legs\" string into structured ParsedLeg objects.\n *\n * Supported formats:\n * - \"SPY 470C\" (single leg)\n * - \"SPY 470C/465C\" (two-leg spread, \"/\" delimiter)\n * - \"SPY 490C/500C/510C\" (butterfly)\n * - \"SPY Jan25 470 Call\" (verbose format)\n * - Option Omega pipe-delimited format:\n * \"397 Mar 12 6610 P STO 35.85 | 397 Mar 12 6925 C STO 10.90 | ...\"\n * Direction: STO = short (-1), BTO = long (+1)\n * Includes per-leg entry price and contract count\n *\n * @throws Error if legs string is empty or cannot be parsed\n */\nexport function parseLegsString(legsStr: string): ParsedLegOO[] {\n if (!legsStr || legsStr.trim() === '') {\n throw new Error('Cannot parse legs \"\" — use hypothetical mode with explicit strikes');\n }\n\n // Detect Option Omega pipe-delimited format\n if (legsStr.includes('|')) {\n return parseOOLegs(legsStr);\n }\n\n const parts = legsStr.includes('/') ? legsStr.split('/') : [legsStr];\n const legs: ParsedLegOO[] = [];\n let inheritedRoot = '';\n\n for (let i = 0; i < parts.length; i++) {\n const raw = parts[i].trim();\n let root: string;\n let strike: number;\n let type: 'C' | 'P';\n\n const compactMatch = raw.match(COMPACT_LEG_RE);\n if (compactMatch) {\n root = compactMatch[1].toUpperCase();\n strike = parseFloat(compactMatch[2]);\n type = compactMatch[3].toUpperCase() as 'C' | 'P';\n } else {\n // Try compact without root (e.g., \"465C\" in \"SPY 470C/465C\")\n const noRootMatch = raw.match(COMPACT_NO_ROOT_RE);\n if (noRootMatch && inheritedRoot) {\n root = inheritedRoot;\n strike = parseFloat(noRootMatch[1]);\n type = noRootMatch[2].toUpperCase() as 'C' | 'P';\n } else {\n const verboseMatch = raw.match(VERBOSE_LEG_RE);\n if (verboseMatch) {\n root = verboseMatch[1].toUpperCase();\n strike = parseFloat(verboseMatch[2]);\n type = verboseMatch[3].toLowerCase() === 'call' ? 'C' : 'P';\n } else {\n throw new Error(\n `Cannot parse legs \"${legsStr}\" — use hypothetical mode with explicit strikes`\n );\n }\n }\n }\n\n // Propagate root to subsequent legs that may omit it\n if (i === 0) inheritedRoot = root;\n\n // First leg is bought (+1), subsequent alternate -1, +1, -1...\n const quantity = i === 0 ? 1 : (i % 2 === 0 ? 1 : -1);\n\n legs.push({ root, strike, type, quantity });\n }\n\n return legs;\n}\n\n/**\n * Parse Option Omega pipe-delimited legs format.\n *\n * Each segment: \"{contracts} {Mon} {day} {strike} {P|C} {STO|BTO} {price}\"\n * STO = sell-to-open (short, quantity = -1), BTO = buy-to-open (long, quantity = +1)\n *\n * Dedup key includes date+strike+type to handle:\n * - Calendar spreads: same strike, different expiry (both kept)\n * - Open+close fills: same strike, same date, opposite direction (close dropped)\n */\nfunction parseOOLegs(legsStr: string): ParsedLegOO[] {\n const segments = legsStr.split('|').map(s => s.trim());\n const legs: ParsedLegOO[] = [];\n const seen = new Set<string>();\n\n for (const seg of segments) {\n const match = seg.match(OO_LEG_RE);\n if (!match) {\n throw new Error(\n `Cannot parse OO leg segment \"${seg}\" — use hypothetical mode with explicit strikes`\n );\n }\n\n const contracts = parseInt(match[1], 10);\n const month = match[2];\n const day = match[3];\n const strike = parseFloat(match[4]);\n const type = match[5].toUpperCase() as 'C' | 'P';\n const direction = match[6].toUpperCase();\n const price = parseFloat(match[7]);\n\n // Dedup by date+strike+type: keeps calendar legs (different dates),\n // drops close fills (same date+strike+type, opposite direction)\n const key = `${month}${day}:${strike}${type}`;\n if (seen.has(key)) continue;\n seen.add(key);\n\n legs.push({\n root: '', // OO format doesn't include root — caller provides via trade's ticker field\n strike,\n type,\n quantity: direction === 'BTO' ? 1 : -1,\n entryPrice: price,\n contracts,\n expiryHint: `${month} ${day}`,\n });\n }\n\n return legs;\n}\n\n// ---------------------------------------------------------------------------\n// buildOccTicker\n// ---------------------------------------------------------------------------\n\n/**\n * Build an OCC-format option ticker from components.\n *\n * Format: {root}{YYMMDD}{C|P}{strike*1000 padded to 8 digits}\n *\n * Example: SPY, 2025-01-17, C, 470 -> \"SPY250117C00470000\"\n */\nexport function buildOccTicker(\n root: string,\n expiry: string,\n type: 'C' | 'P',\n strike: number,\n): string {\n // Extract YYMMDD from \"YYYY-MM-DD\"\n const [yyyy, mm, dd] = expiry.split('-');\n const yy = yyyy.slice(2);\n\n // Strike * 1000 padded to 8 digits\n const strikeInt = Math.round(strike * 1000);\n const strikePadded = String(strikeInt).padStart(8, '0');\n\n return `${root}${yy}${mm}${dd}${type}${strikePadded}`;\n}\n\n// ---------------------------------------------------------------------------\n// computeStrategyPnlPath\n// ---------------------------------------------------------------------------\n\n/**\n * Combine per-leg minute bars into a single strategy P&L path.\n *\n * Mark price at each minute = (bid+ask)/2 when available, else HL2 = (high + low) / 2.\n * Combined P&L = sum across legs of (currentMark - entryPrice) * quantity * multiplier.\n *\n * Only includes timestamps where ALL legs have a bar.\n * Returns empty array if any leg has no bars.\n */\nexport function computeStrategyPnlPath(\n legs: ReplayLeg[],\n barsByLeg: BarRow[][],\n greeksConfig?: GreeksConfig,\n): PnlPoint[] {\n if (legs.length === 0 || barsByLeg.length === 0) return [];\n\n // Check if any leg has no bars\n for (const bars of barsByLeg) {\n if (bars.length === 0) return [];\n }\n\n // Build maps of timestamp -> bar for each leg\n const legMaps: Map<string, BarRow>[] = barsByLeg.map((bars) => {\n const map = new Map<string, BarRow>();\n for (const bar of bars) {\n const ts = `${bar.date} ${bar.time ?? ''}`.trim();\n map.set(ts, bar);\n }\n return map;\n });\n\n // Collect ALL unique timestamps across ALL legs (union, not intersection)\n const allTimestamps = new Set<string>();\n for (const bars of barsByLeg) {\n for (const bar of bars) {\n allTimestamps.add(`${bar.date} ${bar.time ?? ''}`.trim());\n }\n }\n const sortedTimestamps = [...allTimestamps].sort();\n\n // Build P&L path with forward-fill for missing bars\n const path: PnlPoint[] = [];\n const lastBar: (BarRow | undefined)[] = new Array(legs.length).fill(undefined);\n\n\n for (const ts of sortedTimestamps) {\n let complete = true;\n const legPrices: number[] = [];\n let strategyPnl = 0;\n\n for (let i = 0; i < legs.length; i++) {\n const bar = legMaps[i].get(ts);\n if (bar) {\n lastBar[i] = bar;\n }\n const effective = bar ?? lastBar[i];\n if (!effective) {\n complete = false;\n break;\n }\n const hl2 = markPrice(effective);\n legPrices.push(hl2);\n strategyPnl += (hl2 - legs[i].entryPrice) * legs[i].quantity * legs[i].multiplier;\n }\n\n if (complete) {\n const point: PnlPoint = { timestamp: ts, strategyPnl, legPrices };\n\n // Compute greeks if config provided\n if (greeksConfig) {\n // Look up underlying price — try exact timestamp, then nearest within 60s, then date-only\n let underlyingPrice = greeksConfig.underlyingPrices.get(ts);\n if (underlyingPrice === undefined && greeksConfig.sortedTimestamps) {\n const nearest = findNearestTimestamp(greeksConfig.sortedTimestamps, ts, 60);\n if (nearest) underlyingPrice = greeksConfig.underlyingPrices.get(nearest);\n }\n if (underlyingPrice === undefined) {\n const dateOnly = ts.split(' ')[0];\n underlyingPrice = greeksConfig.underlyingPrices.get(dateOnly);\n }\n\n if (underlyingPrice !== undefined) {\n const legGreeksArr: GreeksResult[] = [];\n let netDelta = 0, netGamma = 0, netTheta = 0, netVega = 0;\n let allNull = true;\n\n for (let j = 0; j < legs.length; j++) {\n const legCfg = greeksConfig.legs[j];\n if (!legCfg || !legCfg.expiryDate) {\n legGreeksArr.push({ delta: null, gamma: null, theta: null, vega: null, iv: null });\n continue;\n }\n\n // Compute fractional DTE from bar timestamp to leg expiry\n const dateStr = ts.split(' ')[0];\n const timePart = ts.split(' ')[1] ?? '09:30';\n const [eyy, emm, edd] = legCfg.expiryDate.split('-').map(Number);\n const [byy, bmm, bdd] = dateStr.split('-').map(Number);\n const [hh, min] = timePart.split(':').map(Number);\n\n const expiryMs = new Date(eyy, emm - 1, edd).getTime() + 16 * 60 * 60 * 1000; // 4:00 PM ET\n const barMs = new Date(byy, bmm - 1, bdd).getTime() + (hh * 60 + min) * 60 * 1000;\n const dte = (expiryMs - barMs) / (1000 * 60 * 60 * 24);\n\n if (dte <= 0) {\n legGreeksArr.push({ delta: null, gamma: null, theta: null, vega: null, iv: null });\n continue;\n }\n\n const g = computeLegGreeks(\n legPrices[j],\n underlyingPrice,\n legCfg.strike,\n dte,\n legCfg.type,\n greeksConfig.riskFreeRate,\n greeksConfig.dividendYield,\n );\n legGreeksArr.push(g);\n\n if (g.delta !== null) {\n allNull = false;\n const weight = legs[j].quantity * legs[j].multiplier / 100;\n netDelta += g.delta * weight;\n netGamma += g.gamma! * weight;\n netTheta += g.theta! * weight;\n netVega += g.vega! * weight;\n }\n }\n\n point.legGreeks = legGreeksArr;\n point.netDelta = allNull ? null : netDelta;\n point.netGamma = allNull ? null : netGamma;\n point.netTheta = allNull ? null : netTheta;\n point.netVega = allNull ? null : netVega;\n\n\n // IVP lookup by date\n const ivpDate = ts.split(' ')[0];\n point.ivp = greeksConfig.ivpByDate?.get(ivpDate) ?? null;\n }\n }\n\n path.push(point);\n }\n }\n\n return path;\n}\n\n// ---------------------------------------------------------------------------\n// computeReplayMfeMae\n// ---------------------------------------------------------------------------\n\n/**\n * Compute MFE (Maximum Favorable Excursion) and MAE (Maximum Adverse Excursion)\n * from a P&L path.\n *\n * MFE = max of strategyPnl series\n * MAE = min of strategyPnl series\n */\nexport function computeReplayMfeMae(pnlPath: PnlPoint[]): {\n mfe: number;\n mae: number;\n mfeTimestamp: string;\n maeTimestamp: string;\n} {\n if (pnlPath.length === 0) {\n return { mfe: 0, mae: 0, mfeTimestamp: '', maeTimestamp: '' };\n }\n\n let mfe = pnlPath[0].strategyPnl;\n let mae = pnlPath[0].strategyPnl;\n let mfeTimestamp = pnlPath[0].timestamp;\n let maeTimestamp = pnlPath[0].timestamp;\n\n for (let i = 1; i < pnlPath.length; i++) {\n const pnl = pnlPath[i].strategyPnl;\n if (pnl > mfe) {\n mfe = pnl;\n mfeTimestamp = pnlPath[i].timestamp;\n }\n if (pnl < mae) {\n mae = pnl;\n maeTimestamp = pnlPath[i].timestamp;\n }\n }\n\n return { mfe, mae, mfeTimestamp, maeTimestamp };\n}\n","/**\n * Trade Replay Tools\n *\n * MCP tool for replaying trades using historical minute-level option bars\n * from Massive.com. Supports two modes:\n * A) Hypothetical replay — explicit legs with strikes/expiry/dates\n * B) Tradelog replay — block_id + trade_index to replay from existing trade data\n *\n * Tools registered:\n * - replay_trade — Replay a trade and compute minute-by-minute P&L path with MFE/MAE\n */\n\nimport { z } from \"zod\";\nimport type { McpServer } from \"@modelcontextprotocol/sdk/server/mcp.js\";\nimport { getConnection } from \"../db/connection.js\";\nimport { createToolOutput } from \"../utils/output-formatter.js\";\nimport { fetchBarsWithCache } from \"../utils/bar-cache.js\";\nimport {\n parseLegsString,\n buildOccTicker,\n computeStrategyPnlPath,\n computeReplayMfeMae,\n markPrice,\n type ReplayLeg,\n type ReplayResult,\n type GreeksConfig,\n} from \"../utils/trade-replay.js\";\nimport type { BarRow } from \"../utils/market-provider.js\";\n\n// ---------------------------------------------------------------------------\n// Zod schema\n// ---------------------------------------------------------------------------\n\nexport const replayTradeSchema = z.object({\n // Mode A: Hypothetical / explicit legs\n legs: z\n .array(\n z.object({\n ticker: z.string().describe(\"Underlying ticker, e.g., 'SPY', 'SPX'\"),\n strike: z.number().describe(\"Strike price\"),\n type: z.enum([\"C\", \"P\"]).describe(\"Call or Put\"),\n expiry: z.string().describe(\"Expiration date YYYY-MM-DD\"),\n quantity: z.number().describe(\"Positive = long, negative = short\"),\n entry_price: z\n .number()\n .describe(\"Per-contract entry price (premium paid/received)\"),\n })\n )\n .optional()\n .describe(\"Explicit leg definitions for hypothetical replay\"),\n\n // Mode B: Tradelog replay\n block_id: z.string().optional().describe(\"Block ID to load trade from\"),\n trade_index: z\n .number()\n .optional()\n .describe(\n \"0-based index of trade in block's tradelog (ordered by date_opened)\"\n ),\n\n // Common fields\n open_date: z\n .string()\n .optional()\n .describe(\n \"Trade open date YYYY-MM-DD (required for hypothetical mode, auto-resolved for tradelog mode)\"\n ),\n close_date: z\n .string()\n .optional()\n .describe(\n \"Trade close date YYYY-MM-DD (required for hypothetical, auto-resolved for tradelog)\"\n ),\n multiplier: z\n .number()\n .default(100)\n .describe(\"Contract multiplier (default 100 for standard options)\"),\n format: z\n .enum([\"full\", \"summary\", \"sampled\"])\n .default(\"sampled\")\n .describe(\n \"Output format: 'sampled' returns path sampled at ~15min intervals (default), \" +\n \"'full' returns complete minute-by-minute P&L path, \" +\n \"'summary' returns MFE/MAE/P&L without minute-level path\"\n ),\n close_at: z\n .enum([\"trade\", \"expiry\"])\n .default(\"trade\")\n .describe(\n \"When to end the P&L path: 'trade' (default) truncates at the trade's actual close time, \" +\n \"'expiry' shows full path through option expiry. Only applies to tradelog mode.\"\n ),\n});\n\n// ---------------------------------------------------------------------------\n// Helpers\n// ---------------------------------------------------------------------------\n\nconst MONTH_MAP: Record<string, string> = {\n Jan: '01', Feb: '02', Mar: '03', Apr: '04', May: '05', Jun: '06',\n Jul: '07', Aug: '08', Sep: '09', Oct: '10', Nov: '11', Dec: '12',\n};\n\n/** Convert OO expiry hint \"Mar 13\" + year \"2026\" → \"2026-03-13\" */\nfunction resolveOOExpiryHint(hint: string, year: string): string {\n const [mon, day] = hint.split(' ');\n const mm = MONTH_MAP[mon] ?? '01';\n const dd = day.padStart(2, '0');\n return `${year}-${mm}-${dd}`;\n}\n\n/**\n * Derive fetch date range from OO leg expiryHints.\n *\n * For calendar spreads (different expiries): min(expiry)→max(expiry).\n * For single-expiry trades: tradeOpenDate→expiry.\n * Returns null if no legs have expiryHint (caller falls back to trade dates).\n */\nexport function resolveOODateRange(\n parsedLegs: import(\"../utils/trade-replay.js\").ParsedLegOO[],\n tradeYear: string,\n tradeOpenDate: string,\n): { from: string; to: string } | null {\n const hints = parsedLegs\n .filter(l => l.expiryHint)\n .map(l => resolveOOExpiryHint(l.expiryHint!, tradeYear));\n\n if (hints.length === 0) return null;\n\n const sorted = [...hints].sort();\n const minDate = sorted[0];\n const maxDate = sorted[sorted.length - 1];\n\n if (minDate === maxDate) {\n // Single expiry — fetch from trade open to expiry\n return { from: tradeOpenDate, to: maxDate };\n }\n // Calendar spread — near-term to far-term expiry\n return { from: minDate, to: maxDate };\n}\n\n// ---------------------------------------------------------------------------\n// Handler (exported for testing)\n// ---------------------------------------------------------------------------\n\nexport async function handleReplayTrade(\n params: z.infer<typeof replayTradeSchema>,\n baseDir: string,\n injectedConn?: import(\"@duckdb/node-api\").DuckDBConnection\n): Promise<ReplayResult> {\n const { legs: inputLegs, block_id, trade_index, multiplier, close_at } = params;\n let { open_date, close_date } = params;\n let tradeCloseTimestamp: string | undefined; // \"YYYY-MM-DD HH:MM\" when trade actually closed\n\n let replayLegs: ReplayLeg[];\n\n if (inputLegs && inputLegs.length > 0) {\n // ----- Mode A: Hypothetical replay -----\n if (!open_date || !close_date) {\n throw new Error(\n \"open_date and close_date are required for hypothetical replay mode\"\n );\n }\n\n replayLegs = inputLegs.map((leg) => ({\n occTicker: buildOccTicker(leg.ticker, leg.expiry, leg.type, leg.strike),\n quantity: leg.quantity,\n entryPrice: leg.entry_price,\n multiplier,\n }));\n } else if (block_id !== undefined && trade_index !== undefined) {\n // ----- Mode B: Tradelog replay -----\n const conn = injectedConn ?? await getConnection(baseDir);\n\n const result = await conn.runAndReadAll(\n `SELECT legs, premium, date_opened, date_closed, ticker, num_contracts, time_closed\n FROM trades.trade_data\n WHERE block_id = '${block_id.replace(/'/g, \"''\")}'\n ORDER BY date_opened\n LIMIT 1 OFFSET ${trade_index}`\n );\n\n const rows = result.getRows();\n if (rows.length === 0) {\n throw new Error(\n `No trade found at index ${trade_index} in block \"${block_id}\"`\n );\n }\n\n const row = rows[0];\n const legsStr = String(row[0] ?? \"\");\n const premium = Number(row[1] ?? 0);\n const dateOpened = String(row[2] ?? \"\");\n const dateClosed = String(row[3] ?? \"\");\n const ticker = String(row[4] ?? \"\");\n const numContracts = Number(row[5] ?? 1);\n const timeClosed = String(row[6] ?? \"\");\n\n // Build actual trade close timestamp for path truncation\n if (dateClosed && timeClosed) {\n // time_closed is \"HH:MM:SS\" or \"HH:MM\" — normalize to \"HH:MM\"\n const normalizedTime = timeClosed.slice(0, 5);\n tradeCloseTimestamp = `${dateClosed} ${normalizedTime}`;\n }\n\n // Use trade dates if not provided\n open_date = open_date || dateOpened;\n close_date = close_date || dateClosed;\n\n // Parse legs from tradelog\n let parsedLegs;\n try {\n parsedLegs = parseLegsString(legsStr);\n } catch {\n throw new Error(\n `Cannot parse legs \"${legsStr}\" from tradelog — use hypothetical mode with explicit strikes`\n );\n }\n\n // Build ReplayLeg[] from parsed legs\n const root = ticker || parsedLegs[0].root;\n const perContractPremium =\n numContracts > 0 ? premium / numContracts : premium;\n\n // OO format provides per-leg entry price, contract count, and expiry hint\n const hasOOData = parsedLegs.some(l => l.entryPrice !== undefined);\n\n // Resolve per-leg expiry: OO expiryHint (\"Mar 13\") + year from trade date\n const tradeYear = (open_date || dateOpened).split('-')[0];\n\n // Override fetch date range from OO expiryHints when available\n if (hasOOData) {\n const ooRange = resolveOODateRange(parsedLegs, tradeYear, open_date || dateOpened);\n if (ooRange) {\n open_date = ooRange.from;\n close_date = ooRange.to;\n }\n }\n\n replayLegs = parsedLegs.map((leg) => {\n let legExpiry = close_date!;\n if (hasOOData && leg.expiryHint) {\n legExpiry = resolveOOExpiryHint(leg.expiryHint, tradeYear);\n }\n return {\n occTicker: buildOccTicker(root, legExpiry, leg.type, leg.strike),\n quantity: hasOOData\n ? leg.quantity * (leg.contracts ?? 1)\n : leg.quantity * (numContracts > 0 ? numContracts : 1),\n entryPrice: hasOOData\n ? leg.entryPrice!\n : perContractPremium / parsedLegs.length,\n multiplier,\n };\n });\n } else {\n throw new Error(\n \"Provide either legs[] for hypothetical mode or block_id + trade_index for tradelog mode\"\n );\n }\n\n // ----- Fetch minute bars for each leg -----\n // Index options often trade under a weekly root on Massive (e.g., SPX→SPXW).\n // If the primary root fetch returns empty, retry with the mapped fallback root.\n const ROOT_FALLBACK_MAP: Record<string, string> = {\n SPX: 'SPXW',\n NDX: 'NDXP',\n RUT: 'RUTW',\n };\n\n const fetchLegBars = async (occTicker: string): Promise<BarRow[]> => {\n const bars = await fetchBarsWithCache({\n ticker: occTicker,\n from: open_date!,\n to: close_date!,\n timespan: 'minute',\n assetClass: 'option',\n conn: injectedConn,\n baseDir,\n });\n if (bars.length > 0) return bars;\n\n // Fallback root retry (SPX→SPXW, NDX→NDXP, RUT→RUTW)\n const rootMatch = occTicker.match(/^([A-Z]+)/);\n const root = rootMatch ? rootMatch[1] : '';\n const fallbackRoot = ROOT_FALLBACK_MAP[root];\n if (fallbackRoot && !occTicker.startsWith(fallbackRoot)) {\n const fallbackTicker = fallbackRoot + occTicker.slice(root.length);\n const fallbackBars = await fetchBarsWithCache({\n ticker: fallbackTicker,\n from: open_date!,\n to: close_date!,\n timespan: 'minute',\n assetClass: 'option',\n conn: injectedConn,\n baseDir,\n });\n if (fallbackBars.length > 0) {\n const leg = replayLegs.find(l => l.occTicker === occTicker);\n if (leg) leg.occTicker = fallbackTicker;\n return fallbackBars;\n }\n }\n return [];\n };\n\n const barsByLeg = await Promise.all(\n replayLegs.map((leg) => fetchLegBars(leg.occTicker))\n );\n\n // ----- Fetch underlying bars + build greeks config -----\n // Reverse-map weekly roots back to standard root for underlying fetch\n const REVERSE_ROOT_MAP: Record<string, string> = {\n SPXW: 'SPX', NDXP: 'NDX', RUTW: 'RUT',\n };\n const DIVIDEND_YIELDS: Record<string, number> = {\n SPX: 0.015, SPXW: 0.015, NDX: 0.015, NDXP: 0.015,\n };\n\n // Extract root from first leg's OCC ticker\n const firstRootMatch = replayLegs[0]?.occTicker.match(/^([A-Z]+)/);\n const rawRoot = firstRootMatch ? firstRootMatch[1] : '';\n const underlyingTicker = REVERSE_ROOT_MAP[rawRoot] ?? rawRoot;\n const dividendYield = DIVIDEND_YIELDS[rawRoot] ?? 0;\n\n // Fetch underlying minute bars via shared cache utility (cache-read → API → cache-write)\n let underlyingBars: BarRow[] = await fetchBarsWithCache({\n ticker: underlyingTicker,\n from: open_date!,\n to: close_date!,\n timespan: 'minute',\n assetClass: underlyingTicker === 'SPX' || underlyingTicker === 'NDX' || underlyingTicker === 'RUT' ? 'index' : 'stock',\n conn: injectedConn,\n baseDir,\n });\n\n // Daily fallback when minute bars unavailable\n if (underlyingBars.length === 0) {\n try {\n const conn = injectedConn ?? await getConnection(baseDir);\n const result = await conn.runAndReadAll(\n `SELECT date, close FROM market.daily\n WHERE ticker = '${underlyingTicker}'\n AND date >= '${open_date}' AND date <= '${close_date}'\n ORDER BY date`\n );\n const dailyRows = result.getRows();\n underlyingBars = dailyRows.map(r => ({\n date: String(r[0]),\n open: Number(r[1]),\n high: Number(r[1]),\n low: Number(r[1]),\n close: Number(r[1]),\n volume: 0,\n ticker: underlyingTicker,\n }));\n } catch {\n // No fallback available — greeks will be omitted\n }\n }\n\n // Build underlying price map for greeks config\n const underlyingPrices = new Map<string, number>();\n for (const b of underlyingBars) {\n const ts = `${b.date} ${b.time ?? ''}`.trim();\n underlyingPrices.set(ts, markPrice(b));\n }\n\n // Build sorted timestamps array for tolerant nearest-timestamp lookup (D-07/D-08)\n const sortedTimestamps = Array.from(underlyingPrices.keys())\n .filter(k => k.includes(' ')) // Only intraday timestamps, not date-only keys\n .sort();\n\n // IVP lookup from market.daily VIX ticker (normalized schema)\n let ivpByDate: Map<string, number> | undefined;\n try {\n const conn = injectedConn ?? await getConnection(baseDir);\n const ivpResult = await conn.runAndReadAll(\n `SELECT date, ivp FROM market.daily\n WHERE ticker = 'VIX'\n AND date >= '${open_date}' AND date <= '${close_date}'\n AND ivp IS NOT NULL\n ORDER BY date`\n );\n const ivpRows = ivpResult.getRows();\n if (ivpRows.length > 0) {\n ivpByDate = new Map();\n for (const r of ivpRows) {\n ivpByDate.set(String(r[0]), Number(r[1]));\n }\n }\n } catch {\n // IVP is optional enrichment — don't fail\n }\n\n // Build GreeksConfig\n let greeksConfig: GreeksConfig | undefined;\n if (underlyingPrices.size > 0) {\n greeksConfig = {\n underlyingPrices,\n sortedTimestamps,\n legs: replayLegs.map(leg => {\n // Extract strike, type, expiry from OCC ticker: ROOT{YYMMDD}{C|P}{strike*1000}\n const occMatch = leg.occTicker.match(/^[A-Z]+(\\d{6})([CP])(\\d{8})$/);\n if (!occMatch) return { strike: 0, type: 'C' as const, expiryDate: '' };\n const yymmdd = occMatch[1];\n const type = occMatch[2] as 'C' | 'P';\n const strike = parseInt(occMatch[3], 10) / 1000;\n const expiryDate = `20${yymmdd.slice(0, 2)}-${yymmdd.slice(2, 4)}-${yymmdd.slice(4, 6)}`;\n return { strike, type, expiryDate };\n }),\n riskFreeRate: 0.045,\n dividendYield,\n ivpByDate,\n };\n }\n\n // ----- Compute P&L path + MFE/MAE -----\n let fullPath = computeStrategyPnlPath(replayLegs, barsByLeg, greeksConfig);\n let { mfe, mae, mfeTimestamp, maeTimestamp } =\n computeReplayMfeMae(fullPath);\n let totalPnl = fullPath.length > 0 ? fullPath[fullPath.length - 1].strategyPnl : 0;\n\n // Compute greeks warning (D-12): warn when >50% of leg-timestamps have null greeks\n let greeksNullCount = 0;\n let greeksTotalCount = 0;\n for (const point of fullPath) {\n if (point.legGreeks) {\n for (const lg of point.legGreeks) {\n greeksTotalCount++;\n if (lg.delta === null) greeksNullCount++;\n }\n }\n }\n const greeksWarning = greeksTotalCount > 0 && greeksNullCount / greeksTotalCount > 0.5\n ? `Greeks unavailable for ${greeksNullCount} of ${greeksTotalCount} leg-timestamps (0DTE options use Bachelier model; some legs may have insufficient time value for IV computation)`\n : null;\n\n // Apply format filter\n // Truncate path at trade close timestamp when close_at === \"trade\" (default)\n // This ensures decompose_greeks and exit triggers only analyze the actual holding period\n if (close_at === \"trade\" && tradeCloseTimestamp && fullPath.length > 0) {\n const truncIdx = fullPath.findIndex(p => p.timestamp > tradeCloseTimestamp!);\n if (truncIdx > 0) {\n fullPath = fullPath.slice(0, truncIdx);\n // Recompute MFE/MAE/totalPnl on truncated path\n mfe = -Infinity;\n mae = Infinity;\n for (const p of fullPath) {\n if (p.strategyPnl > mfe) { mfe = p.strategyPnl; mfeTimestamp = p.timestamp; }\n if (p.strategyPnl < mae) { mae = p.strategyPnl; maeTimestamp = p.timestamp; }\n }\n totalPnl = fullPath[fullPath.length - 1].strategyPnl;\n }\n }\n\n const { format } = params;\n let pnlPath: typeof fullPath;\n if (format === \"summary\") {\n // Return only MFE, MAE, and boundary points (first, last, MFE timestamp, MAE timestamp)\n const keyTimestamps = new Set([\n fullPath[0]?.timestamp,\n fullPath[fullPath.length - 1]?.timestamp,\n mfeTimestamp,\n maeTimestamp,\n ]);\n pnlPath = fullPath.filter(p => keyTimestamps.has(p.timestamp));\n } else if (format === \"sampled\") {\n // Sample at ~15min intervals (keep every 15th bar, plus first/last/MFE/MAE)\n const keyTimestamps = new Set([mfeTimestamp, maeTimestamp]);\n pnlPath = fullPath.filter((p, i) =>\n i === 0 || i === fullPath.length - 1 || i % 15 === 0 || keyTimestamps.has(p.timestamp)\n );\n } else {\n pnlPath = fullPath;\n }\n\n return {\n pnlPath,\n mfe,\n mae,\n mfeTimestamp,\n maeTimestamp,\n totalPnl,\n totalBars: fullPath.length,\n legs: replayLegs,\n greeksWarning,\n };\n}\n\n// ---------------------------------------------------------------------------\n// Tool registration\n// ---------------------------------------------------------------------------\n\nexport function registerReplayTools(\n server: McpServer,\n baseDir: string\n): void {\n server.registerTool(\n \"replay_trade\",\n {\n description:\n \"Replay a trade using historical minute-level option bars. \" +\n \"Uses cached bars from market.intraday if available; fetches from Massive.com API on cache miss (requires MASSIVE_API_KEY). \" +\n \"Returns minute-by-minute P&L path with MFE (Maximum Favorable Excursion) and MAE (Maximum Adverse Excursion). \" +\n \"Two modes: (A) Hypothetical — provide explicit legs with strikes, expiry, entry prices. \" +\n \"(B) Tradelog — provide block_id + trade_index to replay an existing trade from your data.\",\n inputSchema: replayTradeSchema,\n },\n async (params) => {\n try {\n const result = await handleReplayTrade(params, baseDir);\n\n const summary =\n `Replayed ${result.legs.length}-leg strategy from ${params.open_date ?? \"trade dates\"} to ${params.close_date ?? \"trade dates\"}: ` +\n `$${result.totalPnl.toFixed(2)} P&L, MFE=$${result.mfe.toFixed(2)}, MAE=$${result.mae.toFixed(2)}, ` +\n `${result.pnlPath.length} minute bars, greeks=${result.pnlPath[0]?.legGreeks ? 'yes' : 'no'}`;\n\n return createToolOutput(summary, result);\n } catch (error) {\n return {\n content: [\n {\n type: \"text\" as const,\n text: `Error replaying trade: ${(error as Error).message}`,\n },\n ],\n isError: true,\n };\n }\n }\n );\n}\n","/**\n * bar-cache.ts\n *\n * Shared fetch+cache utility for Massive.com bar data.\n *\n * Implements the cache-read → API-fetch → cache-write lifecycle for intraday bars:\n * 1. Cache-read: query market.intraday first (avoids redundant API calls)\n * 2. API fetch: call fetchBars on cache miss\n * 3. Cache-write: write fetched bars to market.intraday (best-effort, batched)\n *\n * Per D-02/D-03/D-04: Eliminates duplicated cache logic in replay.ts.\n * Historical option and underlying bars are immutable — cached bars are always valid.\n */\n\nimport type { BarRow, AssetClass } from './market-provider.js';\nimport { getProvider } from './market-provider.js';\nimport { getConnection } from '../db/connection.js';\nimport type { DuckDBConnection } from '@duckdb/node-api';\n\n/** Check if quotes enrichment is enabled via MASSIVE_QUOTES_ENABLED env var. */\nfunction quotesEnabled(): boolean {\n return process.env.MASSIVE_QUOTES_ENABLED === 'true' || process.env.MASSIVE_QUOTES_ENABLED === '1';\n}\n\n// ---------------------------------------------------------------------------\n// Types\n// ---------------------------------------------------------------------------\n\nexport interface FetchBarsWithCacheOptions {\n ticker: string;\n from: string;\n to: string;\n timespan?: \"day\" | \"minute\" | \"hour\";\n assetClass?: AssetClass;\n /** Pre-opened DuckDB connection (avoids re-opening in hot paths). */\n conn?: DuckDBConnection;\n /** Base directory for getConnection (used when conn is not provided). */\n baseDir?: string;\n}\n\n// ---------------------------------------------------------------------------\n// fetchBarsWithCache\n// ---------------------------------------------------------------------------\n\n/**\n * Fetch minute bars for a ticker over a date range, using market.intraday as a cache.\n *\n * Steps:\n * 1. Try to read bars from market.intraday (cache hit → return immediately)\n * 2. On cache miss, call fetchBars (Massive API)\n * 3. Write fetched bars back to market.intraday in batches of 500 (best-effort)\n *\n * DuckDB errors in steps 1 or 3 are swallowed — step 2 is always attempted on miss.\n * Returns [] when both cache and API return no bars (or API throws).\n */\nexport async function fetchBarsWithCache(opts: FetchBarsWithCacheOptions): Promise<BarRow[]> {\n const { ticker, from, to, timespan, assetClass, baseDir } = opts;\n\n // 1. Cache-read from market.intraday\n try {\n const conn = opts.conn ?? await getConnection(baseDir ?? '.');\n const escaped = ticker.replace(/'/g, \"''\");\n const cached = await conn.runAndReadAll(\n `SELECT open, high, low, close, bid, ask, time, date\n FROM market.intraday\n WHERE ticker = '${escaped}'\n AND date >= '${from}'\n AND date <= '${to}'\n ORDER BY date, time`\n );\n const rows = cached.getRows() as unknown[][];\n if (rows.length > 0) {\n const bars = rows.map((row) => ({\n open: Number(row[0]),\n high: Number(row[1]),\n low: Number(row[2]),\n close: Number(row[3]),\n bid: row[4] != null ? Number(row[4]) : undefined,\n ask: row[5] != null ? Number(row[5]) : undefined,\n time: String(row[6]),\n date: String(row[7]),\n ticker,\n volume: 0, // market.intraday has no volume column\n }));\n\n // Backfill bid/ask from quotes endpoint if cached bars are missing them\n const missingQuotes = assetClass === \"option\" && quotesEnabled()\n && bars.some(b => b.bid == null && b.ask == null);\n if (missingQuotes) {\n try {\n const provider = getProvider();\n if (provider.fetchQuotes) {\n const quotesMap = await provider.fetchQuotes(ticker, from, to);\n if (quotesMap.size > 0) {\n const updates: string[] = [];\n for (const bar of bars) {\n if (bar.time != null) {\n const key = `${bar.date} ${bar.time}`;\n const quote = quotesMap.get(key);\n if (quote != null) {\n bar.bid = quote.bid;\n bar.ask = quote.ask;\n updates.push(\n `('${escaped}', '${bar.date}', '${bar.time}', ${quote.bid}, ${quote.ask})`\n );\n }\n }\n }\n // Persist enriched bid/ask back to cache (batched INSERT OR REPLACE)\n if (updates.length > 0) {\n const updateConn = opts.conn ?? await getConnection(baseDir ?? '.');\n for (let i = 0; i < updates.length; i += 500) {\n const chunk = updates.slice(i, i + 500);\n await updateConn.run(\n `UPDATE market.intraday AS m SET bid = v.bid, ask = v.ask\n FROM (VALUES ${chunk.join(', ')}) AS v(ticker, date, time, bid, ask)\n WHERE m.ticker = v.ticker AND m.date = v.date AND m.time = v.time`\n );\n }\n }\n }\n }\n } catch {\n // Best-effort — return cached bars without bid/ask\n }\n }\n\n return bars;\n }\n } catch {\n // Cache miss or table not available — fall through to API fetch\n }\n\n // 2. API fetch on cache miss\n let bars: BarRow[] = [];\n try {\n bars = await getProvider().fetchBars({\n ticker,\n from,\n to,\n timespan: timespan ?? 'minute',\n assetClass,\n });\n } catch {\n return [];\n }\n if (bars.length === 0) return [];\n\n // 3. Cache-write to market.intraday (best-effort, batched)\n try {\n const conn = opts.conn ?? await getConnection(baseDir ?? '.');\n const escaped = ticker.replace(/'/g, \"''\");\n const values = bars\n .filter(b => b.time)\n .map(b =>\n `('${escaped}', '${b.date}', '${b.time}', ${b.open}, ${b.high}, ${b.low}, ${b.close}, ${b.bid ?? 'NULL'}, ${b.ask ?? 'NULL'})`\n );\n for (let i = 0; i < values.length; i += 500) {\n const chunk = values.slice(i, i + 500);\n await conn.run(\n `INSERT OR REPLACE INTO market.intraday (ticker, date, time, open, high, low, close, bid, ask) VALUES ${chunk.join(', ')}`\n );\n }\n } catch {\n // Cache-write is best-effort — don't fail the fetch\n }\n\n return bars;\n}\n","/**\n * Option Snapshot Tools\n *\n * MCP tool for fetching live option chain snapshots from Massive.com.\n * Returns current greeks, IV, open interest, and quotes for option contracts\n * on a specified underlying.\n *\n * Tools registered:\n * - get_option_snapshot — Fetch live option chain with greeks/IV/OI\n */\n\nimport { z } from \"zod\";\nimport type { McpServer } from \"@modelcontextprotocol/sdk/server/mcp.js\";\nimport { getProvider } from \"../utils/market-provider.js\";\n\n// ---------------------------------------------------------------------------\n// Zod schema\n// ---------------------------------------------------------------------------\n\nexport const getOptionSnapshotSchema = z.object({\n underlying: z\n .string()\n .describe(\"Underlying ticker symbol (e.g., 'SPX', 'SPY', 'AAPL')\"),\n strike_price_gte: z\n .number()\n .optional()\n .describe(\"Minimum strike price filter\"),\n strike_price_lte: z\n .number()\n .optional()\n .describe(\"Maximum strike price filter\"),\n expiration_date_gte: z\n .string()\n .optional()\n .describe(\"Earliest expiration date (YYYY-MM-DD)\"),\n expiration_date_lte: z\n .string()\n .optional()\n .describe(\"Latest expiration date (YYYY-MM-DD)\"),\n contract_type: z\n .enum([\"call\", \"put\"])\n .optional()\n .describe(\"Filter by call or put\"),\n limit: z\n .number()\n .optional()\n .default(50)\n .describe(\n \"Max contracts to return (default 50, use higher for full chain)\"\n ),\n});\n\n// ---------------------------------------------------------------------------\n// Handler (exported for testing)\n// ---------------------------------------------------------------------------\n\nexport async function handleGetOptionSnapshot(\n params: z.infer<typeof getOptionSnapshotSchema>,\n): Promise<string> {\n try {\n const {\n underlying,\n strike_price_gte,\n strike_price_lte,\n expiration_date_gte,\n expiration_date_lte,\n contract_type,\n limit,\n } = params;\n\n const result = await getProvider().fetchOptionSnapshot({\n underlying,\n strike_price_gte,\n strike_price_lte,\n expiration_date_gte,\n expiration_date_lte,\n contract_type,\n });\n\n // Client-side limit truncation: API fetches all filtered contracts\n // (ensuring BS fallback runs on all), then we truncate for presentation\n const contractsTotal = result.contracts.length;\n const contracts =\n limit != null && contractsTotal > limit\n ? result.contracts.slice(0, limit)\n : result.contracts;\n\n return JSON.stringify({\n underlying_ticker: result.underlying_ticker,\n underlying_price: result.underlying_price,\n contracts_returned: contracts.length,\n contracts_total: contractsTotal,\n contracts,\n });\n } catch (error) {\n return JSON.stringify({\n error: (error as Error).message,\n });\n }\n}\n\n// ---------------------------------------------------------------------------\n// Tool registration\n// ---------------------------------------------------------------------------\n\nexport function registerSnapshotTools(server: McpServer): void {\n server.registerTool(\n \"get_option_snapshot\",\n {\n description:\n \"Fetch live option chain snapshot with greeks, IV, open interest, and quotes from Massive.com. \" +\n \"Returns current market data for option contracts on the specified underlying. \" +\n \"Use filters to narrow by strike range, expiration range, or call/put type. \" +\n \"Replaces TastyTrade get_option_chain for analysis.\",\n inputSchema: getOptionSnapshotSchema,\n },\n async (params) => {\n const text = await handleGetOptionSnapshot(params);\n return {\n content: [{ type: \"text\" as const, text }],\n };\n }\n );\n}\n","/**\n * Greeks Decomposition Engine\n *\n * Decomposes a replay P&L path into ranked greek factor contributions\n * (delta, gamma, theta, vega, residual) using full revaluation P&L attribution.\n *\n * Full revaluation reprices each leg with one input changed at a time\n * (spot, time, vol) to capture all higher-order effects (charm, vanna, volga)\n * naturally. This produces near-zero residual for any strategy where the\n * pricing model (BS or Bachelier) can accurately price the options.\n *\n * Falls back to numerical decomposition (realized delta from price changes)\n * when full revaluation still produces >80% residual (model pricing failure).\n *\n * Pure logic module — no I/O, no DuckDB, no fetch.\n */\n\nimport type { PnlPoint, ReplayLeg } from './trade-replay.js';\nimport { bsPrice, bachelierPrice, BACHELIER_DTE_THRESHOLD } from './black-scholes.js';\n\n// ---------------------------------------------------------------------------\n// Types\n// ---------------------------------------------------------------------------\n\nexport type FactorName = 'delta' | 'gamma' | 'theta' | 'vega' | 'charm' | 'vanna' | 'residual' | 'time_and_vol';\n\nexport interface FactorContribution {\n factor: FactorName;\n totalPnl: number; // Sum of step contributions\n pctOfTotal: number; // % of total abs P&L move\n steps: number[]; // Per-step contribution values\n}\n\nexport interface LegGroupVega {\n label: string; // e.g., \"front_month\", \"back_month\"\n legIndices: number[]; // Which legs are in this group\n totalVegaPnl: number; // Sum of vega P&L for this group\n avgIvChange: number; // Average IV change for this group's legs\n steps: number[]; // Per-step vega contribution for this group\n}\n\nexport interface GreeksDecompositionResult {\n factors: FactorContribution[]; // Sorted by abs(totalPnl) descending\n legGroupVega?: LegGroupVega[]; // Per-leg-group vega attribution\n totalPnlChange: number; // Actual P&L change from first to last point\n totalAttributed: number; // Sum of factor contributions (excl residual)\n totalResidual: number; // Total residual\n stepCount: number; // Number of steps (pnlPath.length - 1)\n summary: string; // Human-readable summary\n warning?: string | null; // D-13: high residual warning\n method: 'full_reval' | 'model' | 'numerical'; // which method produced the attribution\n}\n\nexport interface LegGroupDef {\n label: string;\n legIndices: number[];\n}\n\nexport interface LegPricingInput {\n strike: number;\n type: 'C' | 'P';\n expiryDate: string; // YYYY-MM-DD\n}\n\nexport interface GreeksDecompositionConfig {\n pnlPath: PnlPoint[];\n legs: ReplayLeg[];\n underlyingPrices?: Map<string, number>; // timestamp -> underlying price\n legGroups?: LegGroupDef[]; // Optional leg grouping for per-group vega\n /** Per-leg pricing inputs for full revaluation. When provided, uses full reval\n * instead of Taylor expansion. Falls back to Taylor when missing. */\n legPricingInputs?: LegPricingInput[];\n riskFreeRate?: number; // e.g. 0.045\n dividendYield?: number; // e.g. 0.015 for SPX\n}\n\n// ---------------------------------------------------------------------------\n// Time delta helper\n// ---------------------------------------------------------------------------\n\nconst TRADING_MINUTES_PER_DAY = 390;\n\n/**\n * Compute time delta in trading days between two timestamps.\n * Format: \"YYYY-MM-DD HH:MM\"\n *\n * Same day: minutes difference / 390\n * Cross day: calendar day difference (simplified — treats each gap as 1 day)\n */\nexport function computeTimeDeltaDays(ts1: string, ts2: string): number {\n const [date1, time1] = ts1.split(' ');\n const [date2, time2] = ts2.split(' ');\n\n if (date1 === date2) {\n // Same day: count minutes difference\n const [h1, m1] = time1.split(':').map(Number);\n const [h2, m2] = time2.split(':').map(Number);\n const mins1 = h1 * 60 + m1;\n const mins2 = h2 * 60 + m2;\n const diffMins = Math.abs(mins2 - mins1);\n return diffMins / TRADING_MINUTES_PER_DAY;\n }\n\n // Cross-day: compute calendar day difference\n const d1 = new Date(date1 + 'T12:00:00'); // noon to avoid DST issues\n const d2 = new Date(date2 + 'T12:00:00');\n const diffMs = Math.abs(d2.getTime() - d1.getTime());\n const diffDays = Math.round(diffMs / (24 * 60 * 60 * 1000));\n\n // Add fractional day from time within each day\n const [h1, m1] = time1.split(':').map(Number);\n const [h2, m2] = time2.split(':').map(Number);\n // Fraction of trading day for ts2's time (from market open ~9:30)\n const minsIntoDay2 = (h2 * 60 + m2) - (9 * 60 + 30);\n const fracDay2 = Math.max(0, minsIntoDay2) / TRADING_MINUTES_PER_DAY;\n // Fraction remaining in ts1's day\n const minsIntoDay1 = (h1 * 60 + m1) - (9 * 60 + 30);\n const fracDayRemaining1 = Math.max(0, 1 - minsIntoDay1 / TRADING_MINUTES_PER_DAY);\n\n // Total: remaining fraction of day1 + (diffDays - 1) full days + fraction of day2\n if (diffDays <= 1) {\n return fracDayRemaining1 + fracDay2;\n }\n return fracDayRemaining1 + (diffDays - 1) + fracDay2;\n}\n\n// ---------------------------------------------------------------------------\n// Numerical fallback decomposition (D-09/D-10/D-11)\n// ---------------------------------------------------------------------------\n\n/**\n * Numerical decomposition: compute realized delta from price changes when\n * model-based attribution has > 80% residual.\n *\n * Splits P&L into: delta (from realized delta), gamma (from delta changes),\n * and time_and_vol (everything else — theta + vega + unexplained).\n */\nfunction numericalDecomposition(\n config: GreeksDecompositionConfig,\n totalPnlChange: number,\n stepCount: number,\n): GreeksDecompositionResult {\n const { pnlPath, underlyingPrices } = config;\n\n const numDeltaSteps: number[] = [];\n const numGammaSteps: number[] = [];\n const numResidualSteps: number[] = [];\n\n let prevRealizedDelta: number | null = null;\n\n for (let i = 0; i < stepCount; i++) {\n const cur = pnlPath[i];\n const next = pnlPath[i + 1];\n const actualChange = next.strategyPnl - cur.strategyPnl;\n\n // Underlying price change\n let underlyingChange = 0;\n if (underlyingPrices) {\n const p1 = underlyingPrices.get(cur.timestamp);\n const p2 = underlyingPrices.get(next.timestamp);\n if (p1 !== undefined && p2 !== undefined) {\n underlyingChange = p2 - p1;\n }\n }\n\n // Skip when underlying barely moves (< $0.01) — can't estimate delta\n if (Math.abs(underlyingChange) < 0.01) {\n numDeltaSteps.push(0);\n numGammaSteps.push(0);\n numResidualSteps.push(actualChange);\n // Do NOT update prevRealizedDelta — delta is unknown\n continue;\n }\n\n // Realized delta = total option PnL change / underlying change\n const realizedDelta = actualChange / underlyingChange;\n\n // Gamma from delta changes (D-10): only when we have a previous delta\n let gammaPnl = 0;\n if (prevRealizedDelta !== null) {\n const deltaChange = realizedDelta - prevRealizedDelta;\n gammaPnl = 0.5 * deltaChange * underlyingChange;\n }\n\n const pureDeltaPnl = realizedDelta * underlyingChange - gammaPnl;\n const residual = actualChange - pureDeltaPnl - gammaPnl;\n\n numDeltaSteps.push(pureDeltaPnl);\n numGammaSteps.push(gammaPnl);\n numResidualSteps.push(residual);\n\n prevRealizedDelta = realizedDelta;\n }\n\n const sumSteps = (s: number[]) => s.reduce((a, v) => a + v, 0);\n const totalDelta = sumSteps(numDeltaSteps);\n const totalGamma = sumSteps(numGammaSteps);\n const totalTimeAndVol = sumSteps(numResidualSteps);\n\n const rawFactors = [\n { factor: 'delta' as FactorName, totalPnl: totalDelta, steps: numDeltaSteps },\n { factor: 'gamma' as FactorName, totalPnl: totalGamma, steps: numGammaSteps },\n { factor: 'time_and_vol' as FactorName, totalPnl: totalTimeAndVol, steps: numResidualSteps },\n ];\n\n rawFactors.sort((a, b) => Math.abs(b.totalPnl) - Math.abs(a.totalPnl));\n const totalAbsSum = rawFactors.reduce((s, f) => s + Math.abs(f.totalPnl), 0);\n const factors: FactorContribution[] = rawFactors.map(f => ({\n ...f,\n pctOfTotal: totalAbsSum > 0 ? (Math.abs(f.totalPnl) / totalAbsSum) * 100 : 0,\n }));\n\n const summaryParts = factors.map(f => `${f.factor} ${f.totalPnl.toFixed(2)} (${f.pctOfTotal.toFixed(0)}%)`);\n const summary = `P&L of ${totalPnlChange.toFixed(2)} (numerical): ${summaryParts.join(', ')}`;\n\n return {\n factors,\n legGroupVega: undefined, // Leg-group vega not available in numerical mode\n totalPnlChange,\n totalAttributed: totalDelta + totalGamma,\n totalResidual: totalTimeAndVol,\n stepCount,\n summary,\n warning: 'Model-based attribution had >80% residual. Switched to numerical method (realized delta from price changes).',\n method: 'numerical',\n };\n}\n\n// ---------------------------------------------------------------------------\n// Core decomposition\n// ---------------------------------------------------------------------------\n\n/**\n * Compute DTE in days from a bar timestamp to a leg's expiry (4:00 PM ET).\n */\nfunction computeDte(timestamp: string, expiryDate: string): number {\n const dateStr = timestamp.split(' ')[0];\n const timePart = timestamp.split(' ')[1] ?? '09:30';\n const [eyy, emm, edd] = expiryDate.split('-').map(Number);\n const [byy, bmm, bdd] = dateStr.split('-').map(Number);\n const [hh, min] = timePart.split(':').map(Number);\n\n const expiryMs = new Date(eyy, emm - 1, edd).getTime() + 16 * 60 * 60 * 1000; // 4:00 PM ET\n const barMs = new Date(byy, bmm - 1, bdd).getTime() + (hh * 60 + min) * 60 * 1000;\n return (expiryMs - barMs) / (1000 * 60 * 60 * 24);\n}\n\n/**\n * Price an option using the appropriate model (BS or Bachelier) based on DTE.\n * Returns null if pricing fails (DTE <= 0 or IV missing).\n */\nfunction priceOption(\n type: 'C' | 'P',\n S: number,\n K: number,\n dte: number,\n r: number,\n q: number,\n iv: number,\n): number | null {\n if (dte <= 0 || iv <= 0) return null;\n const T = dte / 365;\n const bsType = type === 'C' ? 'call' as const : 'put' as const;\n if (dte < BACHELIER_DTE_THRESHOLD) {\n return bachelierPrice(bsType, S, K, T, r, q, iv);\n }\n return bsPrice(bsType, S, K, T, r, q, iv);\n}\n\n/**\n * Decompose a replay P&L path into ranked greek factor contributions.\n *\n * Uses full revaluation when legPricingInputs are provided:\n * For each step, reprices each leg with one input changed at a time\n * (spot only, time only, vol only) to isolate each factor's contribution.\n * This captures all higher-order effects (charm, vanna, volga) naturally.\n *\n * Falls back to numerical decomposition when full reval produces >80% residual\n * (pricing model failure for that strategy/DTE combination).\n */\nexport function decomposeGreeks(config: GreeksDecompositionConfig): GreeksDecompositionResult {\n const { pnlPath, legs, underlyingPrices, legGroups, legPricingInputs, riskFreeRate, dividendYield } = config;\n\n // Edge case: empty or single-point path\n if (pnlPath.length <= 1) {\n const emptyFactors: FactorContribution[] = [\n { factor: 'delta', totalPnl: 0, pctOfTotal: 0, steps: [] },\n { factor: 'gamma', totalPnl: 0, pctOfTotal: 0, steps: [] },\n { factor: 'theta', totalPnl: 0, pctOfTotal: 0, steps: [] },\n { factor: 'vega', totalPnl: 0, pctOfTotal: 0, steps: [] },\n { factor: 'residual', totalPnl: 0, pctOfTotal: 0, steps: [] },\n ];\n return {\n factors: emptyFactors,\n legGroupVega: legGroups ? legGroups.map(g => ({\n label: g.label,\n legIndices: g.legIndices,\n totalVegaPnl: 0,\n avgIvChange: 0,\n steps: [],\n })) : undefined,\n totalPnlChange: 0,\n totalAttributed: 0,\n totalResidual: 0,\n stepCount: 0,\n summary: 'No P&L path to decompose (0 steps)',\n warning: null,\n method: 'full_reval',\n };\n }\n\n const stepCount = pnlPath.length - 1;\n const canFullReval = legPricingInputs && legPricingInputs.length === legs.length\n && riskFreeRate !== undefined && dividendYield !== undefined && underlyingPrices;\n const r = riskFreeRate ?? 0.045;\n const q = dividendYield ?? 0.015;\n\n // Accumulators\n const deltaSteps: number[] = [];\n const thetaSteps: number[] = [];\n const vegaSteps: number[] = [];\n const charmSteps: number[] = [];\n const vannaSteps: number[] = [];\n const residualSteps: number[] = [];\n\n // Per-leg-group vega accumulators\n const groupSteps: number[][] | undefined = legGroups\n ? legGroups.map(() => [] as number[])\n : undefined;\n\n for (let i = 0; i < stepCount; i++) {\n const cur = pnlPath[i];\n const next = pnlPath[i + 1];\n\n let stepDelta = 0;\n let stepTheta = 0;\n let stepVega = 0;\n let stepCharm = 0;\n let stepVanna = 0;\n let stepResidual = 0;\n\n const groupVegaAccum: number[] | undefined = legGroups ? legGroups.map(() => 0) : undefined;\n\n const legCount = Math.min(legs.length, cur.legPrices?.length ?? 0, next.legPrices?.length ?? 0);\n\n // Underlying prices at cur and next timestamps\n const S1 = underlyingPrices?.get(cur.timestamp);\n const S2 = underlyingPrices?.get(next.timestamp);\n\n for (let j = 0; j < legCount; j++) {\n const positionSize = legs[j].quantity * legs[j].multiplier;\n const legActualChange = ((next.legPrices?.[j] ?? 0) - (cur.legPrices?.[j] ?? 0)) * positionSize;\n\n const curIv = cur.legGreeks?.[j]?.iv;\n const nextIv = next.legGreeks?.[j]?.iv;\n const lpi = legPricingInputs?.[j];\n\n // Full revaluation: reprice with one input changed at a time\n if (canFullReval && lpi && S1 !== undefined && S2 !== undefined\n && curIv !== null && curIv !== undefined && curIv > 0\n && nextIv !== null && nextIv !== undefined && nextIv > 0) {\n\n const dte1 = computeDte(cur.timestamp, lpi.expiryDate);\n const dte2 = computeDte(next.timestamp, lpi.expiryDate);\n\n if (dte1 > 0 && dte2 > 0) {\n // Baseline: price at (S1, T1, IV1)\n const priceBase = priceOption(lpi.type, S1, lpi.strike, dte1, r, q, curIv);\n\n // Delta: price at (S2, T1, IV1) — only spot changed\n const priceDelta = priceOption(lpi.type, S2, lpi.strike, dte1, r, q, curIv);\n\n // Theta: price at (S1, T2, IV1) — only time changed\n const priceTheta = priceOption(lpi.type, S1, lpi.strike, dte2, r, q, curIv);\n\n // Vega: price at (S1, T1, IV2) — only vol changed\n const priceVega = priceOption(lpi.type, S1, lpi.strike, dte1, r, q, nextIv);\n\n // Cross-term repricing: two inputs changed at once\n // Charm (spot×time): P(S2, T2, σ1) - base - delta - theta\n const priceCharm = priceOption(lpi.type, S2, lpi.strike, dte2, r, q, curIv);\n // Vanna (spot×vol): P(S2, T1, σ2) - base - delta - vega\n const priceVanna = priceOption(lpi.type, S2, lpi.strike, dte1, r, q, nextIv);\n\n if (priceBase !== null && priceDelta !== null && priceTheta !== null\n && priceVega !== null && priceCharm !== null && priceVanna !== null) {\n const legDeltaPnl = (priceDelta - priceBase) * positionSize;\n const legThetaPnl = (priceTheta - priceBase) * positionSize;\n const legVegaPnl = (priceVega - priceBase) * positionSize;\n const legCharmPnl = ((priceCharm - priceBase) - (priceDelta - priceBase) - (priceTheta - priceBase)) * positionSize;\n const legVannaPnl = ((priceVanna - priceBase) - (priceDelta - priceBase) - (priceVega - priceBase)) * positionSize;\n const legResidual = legActualChange - legDeltaPnl - legThetaPnl - legVegaPnl - legCharmPnl - legVannaPnl;\n\n stepDelta += legDeltaPnl;\n stepTheta += legThetaPnl;\n stepVega += legVegaPnl;\n stepCharm += legCharmPnl;\n stepVanna += legVannaPnl;\n stepResidual += legResidual;\n\n // Per-leg-group vega\n if (legGroups && groupVegaAccum) {\n for (let g = 0; g < legGroups.length; g++) {\n if (legGroups[g].legIndices.includes(j)) {\n groupVegaAccum[g] += legVegaPnl;\n }\n }\n }\n continue; // leg handled by full reval\n }\n }\n }\n\n // Fallback: leg P&L goes to residual (no pricing possible)\n stepResidual += legActualChange;\n }\n\n deltaSteps.push(stepDelta);\n thetaSteps.push(stepTheta);\n vegaSteps.push(stepVega);\n charmSteps.push(stepCharm);\n vannaSteps.push(stepVanna);\n residualSteps.push(stepResidual);\n\n if (groupSteps && groupVegaAccum) {\n for (let g = 0; g < legGroups!.length; g++) {\n groupSteps[g].push(groupVegaAccum[g]);\n }\n }\n }\n\n const sumSteps = (steps: number[]): number => steps.reduce((s, v) => s + v, 0);\n\n // Full reval factors:\n // - delta: spot-only P&L (includes gamma — all spot-driven effects)\n // - theta: time-only P&L\n // - vega: vol-only P&L\n // - charm: spot×time cross-effect (delta changing with time)\n // - vanna: spot×vol cross-effect (delta changing with vol)\n // - residual: triple cross (spot+time+vol simultaneously) + model error\n const rawFactors: Array<{ factor: FactorName; totalPnl: number; steps: number[] }> = [\n { factor: 'delta', totalPnl: sumSteps(deltaSteps), steps: deltaSteps },\n { factor: 'theta', totalPnl: sumSteps(thetaSteps), steps: thetaSteps },\n { factor: 'vega', totalPnl: sumSteps(vegaSteps), steps: vegaSteps },\n { factor: 'charm', totalPnl: sumSteps(charmSteps), steps: charmSteps },\n { factor: 'vanna', totalPnl: sumSteps(vannaSteps), steps: vannaSteps },\n { factor: 'residual', totalPnl: sumSteps(residualSteps), steps: residualSteps },\n ];\n\n rawFactors.sort((a, b) => Math.abs(b.totalPnl) - Math.abs(a.totalPnl));\n const totalAbsSum = rawFactors.reduce((s, f) => s + Math.abs(f.totalPnl), 0);\n const factors: FactorContribution[] = rawFactors.map(f => ({\n ...f,\n pctOfTotal: totalAbsSum > 0 ? (Math.abs(f.totalPnl) / totalAbsSum) * 100 : 0,\n }));\n\n const totalPnlChange = pnlPath[pnlPath.length - 1].strategyPnl - pnlPath[0].strategyPnl;\n const totalResidual = sumSteps(residualSteps);\n const totalAttributed = sumSteps(deltaSteps) + sumSteps(thetaSteps) + sumSteps(vegaSteps) + sumSteps(charmSteps) + sumSteps(vannaSteps);\n\n const residualPct = Math.abs(totalPnlChange) > 0.01\n ? Math.abs(totalResidual) / Math.abs(totalPnlChange)\n : 0;\n\n // Numerical fallback when full reval still produces >80% residual\n // (model pricing failure — BS/Bachelier can't accurately price these options)\n if (residualPct > 0.8 && pnlPath.length > 2) {\n return numericalDecomposition(config, totalPnlChange, stepCount);\n }\n\n // Build leg group vega results\n let legGroupVega: LegGroupVega[] | undefined;\n if (legGroups && groupSteps) {\n legGroupVega = legGroups.map((group, g) => {\n const steps = groupSteps[g];\n const totalVegaPnl = sumSteps(steps);\n\n let totalIvChange = 0;\n let ivStepCount = 0;\n for (let si = 0; si < stepCount; si++) {\n const cur = pnlPath[si];\n const nxt = pnlPath[si + 1];\n if (!cur.legGreeks || !nxt.legGreeks) continue;\n for (const j of group.legIndices) {\n const iv1 = cur.legGreeks[j]?.iv;\n const iv2 = nxt.legGreeks[j]?.iv;\n if (iv1 !== null && iv1 !== undefined && iv2 !== null && iv2 !== undefined) {\n totalIvChange += (iv2 - iv1) * 100;\n ivStepCount++;\n }\n }\n }\n\n return {\n label: group.label,\n legIndices: group.legIndices,\n totalVegaPnl,\n avgIvChange: ivStepCount > 0 ? totalIvChange / ivStepCount : 0,\n steps,\n };\n });\n }\n\n // Build summary\n const methodLabel = canFullReval ? 'full_reval' : 'model';\n const summaryParts = factors\n .filter(f => f.factor !== 'residual')\n .map(f => `${f.factor} ${f.totalPnl.toFixed(2)} (${f.pctOfTotal.toFixed(0)}%)`);\n const residualFactor = factors.find(f => f.factor === 'residual');\n if (residualFactor && Math.abs(residualFactor.totalPnl) > 0.01) {\n summaryParts.push(`residual ${residualFactor.totalPnl.toFixed(2)} (${residualFactor.pctOfTotal.toFixed(0)}%)`);\n }\n const summary = `P&L of ${totalPnlChange.toFixed(2)} (${methodLabel}): ${summaryParts.join(', ')}`;\n\n const warning = residualPct > 0.5\n ? `Residual ${(residualPct * 100).toFixed(0)}% — attribution limited for some legs.`\n : null;\n\n return {\n factors,\n legGroupVega,\n totalPnlChange,\n totalAttributed,\n totalResidual,\n stepCount,\n summary,\n warning,\n method: canFullReval ? 'full_reval' : 'model',\n };\n}\n","/**\n * Exit Trigger Evaluation Engine\n *\n * Pure logic module (no I/O, no DuckDB, no fetch) that evaluates 15 exit\n * trigger types against a greeks-enriched P&L path from trade replay.\n *\n * Provides the computational heart of the `analyze_exit_triggers` tool.\n */\n\nimport type { PnlPoint, ReplayLeg } from './trade-replay.js';\n\n// ---------------------------------------------------------------------------\n// Types\n// ---------------------------------------------------------------------------\n\nexport type TriggerType =\n | 'profitTarget'\n | 'stopLoss'\n | 'trailingStop'\n | 'profitAction'\n | 'dteExit'\n | 'ditExit'\n | 'clockTimeExit'\n | 'underlyingPriceMove'\n | 'positionDelta'\n | 'perLegDelta'\n | 'vixMove'\n | 'vix9dMove'\n | 'vix9dVixRatio'\n | 'slRatioThreshold'\n | 'slRatioMove';\n\nexport interface PartialClose {\n index: number;\n pnlAtFire: number;\n allocation: number;\n trigger: string;\n}\n\nexport interface ExitTriggerConfig {\n type: TriggerType;\n threshold: number;\n unit?: 'percent' | 'dollar'; // D-07: default 'dollar', backwards compatible\n steps?: Array<{ armAt: number; stopAt: number; closeAllocationPct?: number }>;\n // Context-specific optional fields:\n expiry?: string; // YYYY-MM-DD for dteExit\n openDate?: string; // YYYY-MM-DD for ditExit\n clockTime?: string; // \"HH:MM\" for clockTimeExit (threshold ignored)\n trailAmount?: number; // Dollar trail for trailingStop\n // Directional delta fields (OO-style per-leg exits):\n legIndex?: number; // 0-based leg index for perLegDelta — targets specific leg\n exitAbove?: number; // Fire when value > exitAbove (directional, no abs)\n exitBelow?: number; // Fire when value < exitBelow (directional, no abs)\n // Data maps for triggers needing external prices:\n underlyingPrices?: Map<string, number>; // timestamp -> price\n vixPrices?: Map<string, number>; // timestamp -> VIX price\n vix9dPrices?: Map<string, number>; // timestamp -> VIX9D price\n // S/L ratio inputs:\n spreadWidth?: number; // Width of spread in dollars\n contracts?: number; // Number of contracts\n multiplier?: number; // Default 100\n // Internal: set by handler when unit='percent' to compute dollar threshold\n entryCost?: number; // D-11: cost/credit of entry (negative = credit received)\n}\n\nexport interface TriggerFireEvent {\n type: TriggerType;\n firedAt: string; // Timestamp when trigger fired\n pnlAtFire: number; // Strategy P&L when trigger fired\n index: number; // Index into pnlPath\n detail?: string; // Human-readable description\n}\n\nexport interface ExitTriggerResult {\n triggers: TriggerFireEvent[]; // All triggers that fired (sorted by fire time)\n firstToFire: TriggerFireEvent | null; // Earliest trigger\n actualExit?: {\n timestamp: string;\n pnl: number;\n pnlDifference: number; // firstToFire.pnl - actualExit.pnl\n };\n partialCloses?: PartialClose[]; // Partial position closes from profitAction steps\n summary: string;\n}\n\nexport interface LegGroupConfig {\n label: string;\n legIndices: number[];\n triggers: ExitTriggerConfig[];\n}\n\nexport interface LegGroupResult {\n label: string;\n result: ExitTriggerResult;\n groupPnl: number[];\n}\n\n// ---------------------------------------------------------------------------\n// Internal helpers\n// ---------------------------------------------------------------------------\n\n/** Parse \"YYYY-MM-DD\" to a Date at local midnight. */\nfunction parseDate(dateStr: string): Date {\n const [y, m, d] = dateStr.split('-').map(Number);\n return new Date(y, m - 1, d);\n}\n\n/** Extract date portion \"YYYY-MM-DD\" from timestamp \"YYYY-MM-DD HH:MM\". */\nfunction extractDate(timestamp: string): string {\n return timestamp.slice(0, 10);\n}\n\n/** Extract time portion \"HH:MM\" from timestamp \"YYYY-MM-DD HH:MM\". */\nfunction extractTime(timestamp: string): string {\n return timestamp.slice(11, 16);\n}\n\n/** Calendar days between two dates (absolute). */\nfunction calendarDaysBetween(a: Date, b: Date): number {\n const MS_PER_DAY = 86_400_000;\n return Math.abs(Math.floor((b.getTime() - a.getTime()) / MS_PER_DAY));\n}\n\n/** Compute S/L ratio for spread positions. */\nfunction computeSLRatio(\n point: PnlPoint,\n legs: ReplayLeg[],\n spreadWidth: number,\n contracts: number,\n multiplier: number,\n): number {\n // Spread value = sum of abs(markPrice * quantity * multiplier) for short legs\n let spreadValue = 0;\n for (let i = 0; i < legs.length; i++) {\n if (legs[i].quantity < 0) {\n const markPrice = point.legPrices[i] ?? 0;\n spreadValue += Math.abs(markPrice * legs[i].quantity * legs[i].multiplier);\n }\n }\n const maxLoss = spreadWidth * contracts * multiplier;\n if (maxLoss === 0) return 0;\n return spreadValue / maxLoss;\n}\n\n// ---------------------------------------------------------------------------\n// evaluateProfitAction — partial close aware evaluator\n// ---------------------------------------------------------------------------\n\n/**\n * Evaluate a profitAction trigger with partial close support.\n * Steps with closeAllocationPct will close a fraction of the REMAINING position\n * when their armAt is first reached. The remaining position's P&L is scaled down.\n *\n * Returns both the fire event (stop hit on remaining) and any partial closes.\n */\nexport function evaluateProfitAction(\n trigger: ExitTriggerConfig,\n pnlPath: PnlPoint[],\n _legs: ReplayLeg[], // eslint-disable-line @typescript-eslint/no-unused-vars\n): { fireEvent: TriggerFireEvent | null; partialCloses: PartialClose[] } {\n const partialCloses: PartialClose[] = [];\n\n if (pnlPath.length === 0 || !trigger.steps?.length) {\n return { fireEvent: null, partialCloses };\n }\n if (trigger.unit === 'percent' && trigger.entryCost == null) {\n return { fireEvent: null, partialCloses };\n }\n\n const scale = trigger.unit === 'percent'\n ? Math.abs(trigger.entryCost!)\n : 1;\n\n const normalizedSteps = [...trigger.steps]\n .sort((a, b) => a.armAt - b.armAt)\n .map((step) => ({\n armAt: step.armAt * scale,\n stopAt: step.stopAt * scale,\n closeAllocationPct: step.closeAllocationPct,\n }));\n\n let remainingAllocation = 1.0;\n let runningMaxPnl = -Infinity;\n // Track which steps have already triggered their partial close\n const stepPartialFired = new Array(normalizedSteps.length).fill(false);\n\n for (let i = 0; i < pnlPath.length; i++) {\n const point = pnlPath[i];\n const pnl = point.strategyPnl;\n\n if (pnl > runningMaxPnl) runningMaxPnl = pnl;\n\n // Check each step for partial close (only when armAt first reached)\n for (let s = 0; s < normalizedSteps.length; s++) {\n const step = normalizedSteps[s];\n if (!stepPartialFired[s] && step.closeAllocationPct && runningMaxPnl >= step.armAt) {\n stepPartialFired[s] = true;\n const closeAmt = remainingAllocation * step.closeAllocationPct;\n partialCloses.push({\n index: i,\n pnlAtFire: pnl * remainingAllocation * step.closeAllocationPct,\n allocation: closeAmt,\n trigger: 'profitAction',\n });\n remainingAllocation -= closeAmt;\n }\n }\n\n // Compute active stop floor (same logic as original)\n let activeFloor = -Infinity;\n for (const step of normalizedSteps) {\n if (runningMaxPnl >= step.armAt) {\n activeFloor = Math.max(activeFloor, step.stopAt);\n }\n }\n\n // Check if stop hit on remaining allocation\n // Scaled comparison: pnl * remainingAllocation <= activeFloor * remainingAllocation\n // Simplifies to: pnl <= activeFloor (when remainingAllocation > 0)\n if (activeFloor > -Infinity && remainingAllocation > 0 && pnl <= activeFloor) {\n const effectivePnl = pnl * remainingAllocation;\n const detail = trigger.unit === 'percent'\n ? `Profit action: stop adjusted to ${(activeFloor / scale * 100).toFixed(0)}% ($${activeFloor.toFixed(2)}) at max P&L $${runningMaxPnl.toFixed(2)}, hit at $${pnl.toFixed(2)} (remaining ${(remainingAllocation * 100).toFixed(0)}%)`\n : `Profit action: stop adjusted to $${activeFloor.toFixed(2)} at max P&L $${runningMaxPnl.toFixed(2)}, hit at $${pnl.toFixed(2)} (remaining ${(remainingAllocation * 100).toFixed(0)}%)`;\n\n return {\n fireEvent: {\n type: 'profitAction',\n firedAt: point.timestamp,\n pnlAtFire: effectivePnl,\n index: i,\n detail,\n },\n partialCloses,\n };\n }\n }\n\n return { fireEvent: null, partialCloses };\n}\n\n// ---------------------------------------------------------------------------\n// evaluateTrigger\n// ---------------------------------------------------------------------------\n\n/**\n * Evaluate a single trigger against the full P&L path.\n * Returns the first point where it fires, or null.\n */\nexport function evaluateTrigger(\n trigger: ExitTriggerConfig,\n pnlPath: PnlPoint[],\n legs: ReplayLeg[],\n): TriggerFireEvent | null {\n if (pnlPath.length === 0) return null;\n\n const { type, threshold } = trigger;\n\n // State for triggers that track running values\n let runningMaxPnl = -Infinity;\n let initialSLRatio: number | null = null;\n let firstUnderlyingPrice: number | null = null;\n let firstVixPrice: number | null = null;\n let firstVix9dPrice: number | null = null;\n\n for (let i = 0; i < pnlPath.length; i++) {\n const point = pnlPath[i];\n const pnl = point.strategyPnl;\n\n // Update running max for trailingStop\n if (pnl > runningMaxPnl) runningMaxPnl = pnl;\n\n let fired = false;\n let detail: string | undefined;\n\n switch (type) {\n case 'profitTarget': {\n // unit='percent' requires entryCost; if missing, cannot compute — no fire\n if (trigger.unit === 'percent' && trigger.entryCost == null) break;\n const dollarThresholdPT = trigger.unit === 'percent'\n ? threshold * Math.abs(trigger.entryCost!)\n : threshold;\n if (pnl >= dollarThresholdPT) {\n fired = true;\n detail = trigger.unit === 'percent'\n ? `P&L $${pnl.toFixed(2)} >= ${(threshold * 100).toFixed(0)}% of $${Math.abs(trigger.entryCost!).toFixed(2)} ($${dollarThresholdPT.toFixed(2)})`\n : `P&L $${pnl.toFixed(2)} >= target $${dollarThresholdPT.toFixed(2)}`;\n }\n break;\n }\n\n case 'stopLoss': {\n // Normalize negative threshold — users may pass -2 meaning \"stop at $2 loss\"\n const absThreshold = Math.abs(threshold);\n // unit='percent' requires entryCost; if missing, cannot compute — no fire\n if (trigger.unit === 'percent' && trigger.entryCost == null) break;\n const dollarThresholdSL = trigger.unit === 'percent'\n ? absThreshold * Math.abs(trigger.entryCost!)\n : absThreshold;\n if (pnl <= -dollarThresholdSL) {\n fired = true;\n detail = trigger.unit === 'percent'\n ? `P&L $${pnl.toFixed(2)} <= -${(absThreshold * 100).toFixed(0)}% of $${Math.abs(trigger.entryCost!).toFixed(2)} (-$${dollarThresholdSL.toFixed(2)})`\n : `P&L $${pnl.toFixed(2)} <= stop -$${dollarThresholdSL.toFixed(2)}`;\n }\n break;\n }\n\n case 'trailingStop': {\n const trailAmt = trigger.trailAmount ?? threshold;\n const dropdown = runningMaxPnl - pnl;\n if (dropdown >= trailAmt && runningMaxPnl > -Infinity) {\n fired = true;\n detail = `Dropdown $${dropdown.toFixed(2)} from max $${runningMaxPnl.toFixed(2)} >= trail $${trailAmt.toFixed(2)}`;\n }\n break;\n }\n\n case 'profitAction': {\n // Delegate to evaluateProfitAction for the full path evaluation\n // (evaluateTrigger is called point-by-point in the loop, but profitAction\n // needs full-path context for partial close tracking, so we handle it\n // by breaking out of the loop and evaluating the full path at once.)\n const paResult = evaluateProfitAction(trigger, pnlPath, legs);\n return paResult.fireEvent;\n }\n\n case 'dteExit': {\n if (!trigger.expiry) break;\n const pointDate = parseDate(extractDate(point.timestamp));\n const expiryDate = parseDate(trigger.expiry);\n const dte = calendarDaysBetween(pointDate, expiryDate);\n // Only fire if point is before/on expiry\n if (pointDate <= expiryDate && dte <= threshold) {\n fired = true;\n detail = `DTE ${dte} <= threshold ${threshold}`;\n }\n break;\n }\n\n case 'ditExit': {\n if (!trigger.openDate) break;\n const pointDate = parseDate(extractDate(point.timestamp));\n const openDate = parseDate(trigger.openDate);\n const dit = calendarDaysBetween(openDate, pointDate);\n if (dit >= threshold) {\n fired = true;\n detail = `DIT ${dit} >= threshold ${threshold}`;\n }\n break;\n }\n\n case 'clockTimeExit': {\n const clockTime = trigger.clockTime ?? '15:00';\n const pointTime = extractTime(point.timestamp);\n if (pointTime >= clockTime) {\n fired = true;\n detail = `Time ${pointTime} >= ${clockTime}`;\n }\n break;\n }\n\n case 'underlyingPriceMove': {\n if (!trigger.underlyingPrices) break;\n const price = trigger.underlyingPrices.get(point.timestamp);\n if (price == null) break;\n if (firstUnderlyingPrice === null) {\n firstUnderlyingPrice = price;\n break; // Can't compute move on first price\n }\n const pctMove = ((price - firstUnderlyingPrice) / firstUnderlyingPrice) * 100;\n if (Math.abs(pctMove) >= threshold) {\n fired = true;\n detail = `Underlying moved ${pctMove.toFixed(2)}% (threshold ${threshold}%)`;\n }\n break;\n }\n\n case 'positionDelta': {\n const netDelta = point.netDelta ?? 0;\n if (trigger.exitAbove != null) {\n if (netDelta > trigger.exitAbove) {\n fired = true;\n detail = `Net delta ${netDelta.toFixed(4)} > exitAbove ${trigger.exitAbove}`;\n }\n } else if (trigger.exitBelow != null) {\n if (netDelta < trigger.exitBelow) {\n fired = true;\n detail = `Net delta ${netDelta.toFixed(4)} < exitBelow ${trigger.exitBelow}`;\n }\n } else if (Math.abs(netDelta) >= threshold) {\n fired = true;\n detail = `Net delta ${netDelta.toFixed(4)} >= threshold ${threshold}`;\n }\n break;\n }\n\n case 'perLegDelta': {\n if (!point.legGreeks) break;\n if (trigger.legIndex != null) {\n // Target a specific leg\n if (trigger.legIndex >= point.legGreeks.length) break;\n const legDelta = point.legGreeks[trigger.legIndex].delta ?? 0;\n if (trigger.exitAbove != null) {\n if (legDelta > trigger.exitAbove) {\n fired = true;\n detail = `Leg ${trigger.legIndex} delta ${legDelta.toFixed(4)} > exitAbove ${trigger.exitAbove}`;\n }\n } else if (trigger.exitBelow != null) {\n if (legDelta < trigger.exitBelow) {\n fired = true;\n detail = `Leg ${trigger.legIndex} delta ${legDelta.toFixed(4)} < exitBelow ${trigger.exitBelow}`;\n }\n } else {\n // legIndex set but no directional fields — use abs() on that single leg\n if (Math.abs(legDelta) >= threshold) {\n fired = true;\n detail = `Leg ${trigger.legIndex} delta ${legDelta.toFixed(4)} >= threshold ${threshold}`;\n }\n }\n } else {\n // No legIndex — iterate all legs with abs() (backward compat)\n for (let li = 0; li < point.legGreeks.length; li++) {\n const legDelta = point.legGreeks[li].delta ?? 0;\n if (Math.abs(legDelta) >= threshold) {\n fired = true;\n detail = `Leg ${li} delta ${legDelta.toFixed(4)} >= threshold ${threshold}`;\n break;\n }\n }\n }\n break;\n }\n\n case 'vixMove': {\n if (!trigger.vixPrices) break;\n const vix = trigger.vixPrices.get(point.timestamp);\n if (vix == null) break;\n if (firstVixPrice === null) {\n firstVixPrice = vix;\n break;\n }\n const pctMove = ((vix - firstVixPrice) / firstVixPrice) * 100;\n if (Math.abs(pctMove) >= threshold) {\n fired = true;\n detail = `VIX moved ${pctMove.toFixed(2)}% (threshold ${threshold}%)`;\n }\n break;\n }\n\n case 'vix9dMove': {\n if (!trigger.vix9dPrices) break;\n const vix9d = trigger.vix9dPrices.get(point.timestamp);\n if (vix9d == null) break;\n if (firstVix9dPrice === null) {\n firstVix9dPrice = vix9d;\n break;\n }\n const pctMove = ((vix9d - firstVix9dPrice) / firstVix9dPrice) * 100;\n if (Math.abs(pctMove) >= threshold) {\n fired = true;\n detail = `VIX9D moved ${pctMove.toFixed(2)}% (threshold ${threshold}%)`;\n }\n break;\n }\n\n case 'vix9dVixRatio': {\n if (!trigger.vixPrices || !trigger.vix9dPrices) break;\n const vix = trigger.vixPrices.get(point.timestamp);\n const vix9d = trigger.vix9dPrices.get(point.timestamp);\n if (vix == null || vix9d == null || vix === 0) break;\n const ratio = vix9d / vix;\n // If threshold >= 1, fire when ratio >= threshold (contango deepening)\n // If threshold < 1, fire when ratio <= threshold (backwardation)\n const crosses = threshold >= 1 ? ratio >= threshold : ratio <= threshold;\n if (crosses) {\n fired = true;\n detail = `VIX9D/VIX ratio ${ratio.toFixed(4)} crossed threshold ${threshold}`;\n }\n break;\n }\n\n case 'slRatioThreshold': {\n const sw = trigger.spreadWidth ?? 0;\n const ct = trigger.contracts ?? 1;\n const mp = trigger.multiplier ?? 100;\n if (sw === 0) break;\n const slRatio = computeSLRatio(point, legs, sw, ct, mp);\n if (slRatio >= threshold) {\n fired = true;\n detail = `S/L ratio ${slRatio.toFixed(4)} >= threshold ${threshold}`;\n }\n break;\n }\n\n case 'slRatioMove': {\n const sw = trigger.spreadWidth ?? 0;\n const ct = trigger.contracts ?? 1;\n const mp = trigger.multiplier ?? 100;\n if (sw === 0) break;\n const slRatio = computeSLRatio(point, legs, sw, ct, mp);\n if (initialSLRatio === null) {\n initialSLRatio = slRatio;\n break; // Can't compute change on first point\n }\n const change = Math.abs(slRatio - initialSLRatio);\n if (change >= threshold) {\n fired = true;\n detail = `S/L ratio change ${change.toFixed(4)} from initial ${initialSLRatio.toFixed(4)} >= threshold ${threshold}`;\n }\n break;\n }\n }\n\n if (fired) {\n return {\n type,\n firedAt: point.timestamp,\n pnlAtFire: pnl,\n index: i,\n detail,\n };\n }\n }\n\n return null;\n}\n\n// ---------------------------------------------------------------------------\n// computeGroupPnl\n// ---------------------------------------------------------------------------\n\n/**\n * Compute per-group P&L at each timestamp from leg prices.\n * groupPnl[t] = sum over legIndices of (legPrices[i] - entryPrice[i]) * quantity[i] * multiplier[i]\n */\nfunction computeGroupPnl(\n pnlPath: PnlPoint[],\n legs: ReplayLeg[],\n legIndices: number[],\n): number[] {\n return pnlPath.map((point) => {\n let groupPnl = 0;\n for (const idx of legIndices) {\n if (idx < legs.length && idx < point.legPrices.length) {\n const leg = legs[idx];\n const markPrice = point.legPrices[idx];\n groupPnl += (markPrice - leg.entryPrice) * leg.quantity * leg.multiplier;\n }\n }\n return groupPnl;\n });\n}\n\n// ---------------------------------------------------------------------------\n// analyzeExitTriggers\n// ---------------------------------------------------------------------------\n\n/**\n * Run all triggers against the P&L path, find first-to-fire,\n * compute actual exit comparison, and evaluate leg group triggers.\n */\nexport function analyzeExitTriggers(config: {\n pnlPath: PnlPoint[];\n legs: ReplayLeg[];\n triggers: ExitTriggerConfig[];\n actualExitTimestamp?: string;\n legGroups?: LegGroupConfig[];\n}): {\n overall: ExitTriggerResult;\n legGroups?: LegGroupResult[];\n} {\n const { pnlPath, legs, triggers, actualExitTimestamp, legGroups } = config;\n\n // Evaluate all triggers\n const fireEvents: TriggerFireEvent[] = [];\n let allPartialCloses: PartialClose[] = [];\n for (const trigger of triggers) {\n if (trigger.type === 'profitAction') {\n // Use the partial-close-aware helper for profitAction\n const paResult = evaluateProfitAction(trigger, pnlPath, legs);\n if (paResult.fireEvent) {\n fireEvents.push(paResult.fireEvent);\n }\n if (paResult.partialCloses.length > 0) {\n allPartialCloses = allPartialCloses.concat(paResult.partialCloses);\n }\n } else {\n const event = evaluateTrigger(trigger, pnlPath, legs);\n if (event) {\n fireEvents.push(event);\n }\n }\n }\n\n // Sort by fire index (earliest first)\n fireEvents.sort((a, b) => a.index - b.index);\n\n const firstToFire = fireEvents.length > 0 ? fireEvents[0] : null;\n\n // Actual exit comparison\n let actualExit: ExitTriggerResult['actualExit'];\n if (actualExitTimestamp && firstToFire) {\n // Find closest point to actualExitTimestamp\n let closestIdx = 0;\n let closestDist = Infinity;\n for (let i = 0; i < pnlPath.length; i++) {\n // Simple string comparison — timestamps are lexicographically ordered\n const dist = Math.abs(pnlPath[i].timestamp.localeCompare(actualExitTimestamp));\n if (pnlPath[i].timestamp === actualExitTimestamp) {\n closestIdx = i;\n break;\n }\n if (dist < closestDist) {\n closestDist = dist;\n closestIdx = i;\n }\n }\n // Fallback: use last point if actualExitTimestamp is after all points\n if (actualExitTimestamp > pnlPath[pnlPath.length - 1].timestamp) {\n closestIdx = pnlPath.length - 1;\n }\n const actualPnl = pnlPath[closestIdx].strategyPnl;\n actualExit = {\n timestamp: pnlPath[closestIdx].timestamp,\n pnl: actualPnl,\n pnlDifference: firstToFire.pnlAtFire - actualPnl,\n };\n }\n\n // Build summary\n let summary: string;\n if (!firstToFire) {\n summary = `No triggers fired across ${pnlPath.length} data points.`;\n } else if (actualExit) {\n const betterWorse = actualExit.pnlDifference > 0 ? 'better' : 'worse';\n summary = `${firstToFire.type} fired at ${firstToFire.firedAt} (P&L $${firstToFire.pnlAtFire.toFixed(2)}). ` +\n `Actual exit at ${actualExit.timestamp} (P&L $${actualExit.pnl.toFixed(2)}). ` +\n `Trigger was $${Math.abs(actualExit.pnlDifference).toFixed(2)} ${betterWorse}.`;\n } else {\n summary = `${firstToFire.type} fired first at ${firstToFire.firedAt} (P&L $${firstToFire.pnlAtFire.toFixed(2)}). ` +\n `${fireEvents.length} trigger(s) fired total.`;\n }\n\n const overall: ExitTriggerResult = {\n triggers: fireEvents,\n firstToFire,\n actualExit,\n partialCloses: allPartialCloses.length > 0 ? allPartialCloses : undefined,\n summary,\n };\n\n // Leg group evaluation\n let legGroupResults: LegGroupResult[] | undefined;\n if (legGroups && legGroups.length > 0) {\n legGroupResults = legGroups.map((group) => {\n const groupPnlArr = computeGroupPnl(pnlPath, legs, group.legIndices);\n\n // Build a synthetic PnlPoint[] for this group with groupPnl as strategyPnl\n const groupPath: PnlPoint[] = pnlPath.map((point, idx) => ({\n ...point,\n strategyPnl: groupPnlArr[idx],\n // Filter legPrices/legGreeks to only this group's legs\n legPrices: group.legIndices.map((li) => point.legPrices[li] ?? 0),\n legGreeks: point.legGreeks\n ? group.legIndices.map((li) => point.legGreeks![li])\n : undefined,\n }));\n\n // Build group legs subset\n const groupLegs = group.legIndices.map((li) => legs[li]);\n\n // Evaluate per-group triggers\n const groupFireEvents: TriggerFireEvent[] = [];\n for (const trigger of group.triggers) {\n const event = evaluateTrigger(trigger, groupPath, groupLegs);\n if (event) groupFireEvents.push(event);\n }\n groupFireEvents.sort((a, b) => a.index - b.index);\n\n const groupFirstToFire = groupFireEvents.length > 0 ? groupFireEvents[0] : null;\n\n // Actual exit for group\n let groupActualExit: ExitTriggerResult['actualExit'];\n if (actualExitTimestamp && groupFirstToFire) {\n let closestIdx = pnlPath.length - 1;\n for (let i = 0; i < pnlPath.length; i++) {\n if (pnlPath[i].timestamp === actualExitTimestamp) {\n closestIdx = i;\n break;\n }\n }\n if (actualExitTimestamp > pnlPath[pnlPath.length - 1].timestamp) {\n closestIdx = pnlPath.length - 1;\n }\n const actualGroupPnl = groupPnlArr[closestIdx];\n groupActualExit = {\n timestamp: pnlPath[closestIdx].timestamp,\n pnl: actualGroupPnl,\n pnlDifference: groupFirstToFire.pnlAtFire - actualGroupPnl,\n };\n }\n\n const groupSummary = groupFirstToFire\n ? `${group.label}: ${groupFirstToFire.type} fired at ${groupFirstToFire.firedAt} (group P&L $${groupFirstToFire.pnlAtFire.toFixed(2)})`\n : `${group.label}: No triggers fired.`;\n\n return {\n label: group.label,\n result: {\n triggers: groupFireEvents,\n firstToFire: groupFirstToFire,\n actualExit: groupActualExit,\n summary: groupSummary,\n },\n groupPnl: groupPnlArr,\n };\n });\n }\n\n return {\n overall,\n legGroups: legGroupResults,\n };\n}\n","/**\n * Exit Analysis Tools\n *\n * MCP tools for analyzing exit triggers and decomposing P&L into greek factor\n * contributions. Both tools run trade replay internally -- a single tool call\n * fetches data, replays the trade, and analyzes the results.\n *\n * Tools registered:\n * - analyze_exit_triggers -- Evaluate 15 trigger types against a replay P&L path\n * - decompose_greeks -- Decompose P&L into delta/gamma/theta/vega/residual factors\n */\n\nimport { z } from \"zod\";\nimport type { McpServer } from \"@modelcontextprotocol/sdk/server/mcp.js\";\nimport { createToolOutput } from \"../utils/output-formatter.js\";\nimport { handleReplayTrade } from \"./replay.js\";\nimport { getProvider } from \"../utils/market-provider.js\";\nimport {\n analyzeExitTriggers,\n type ExitTriggerConfig,\n type LegGroupConfig,\n} from \"../utils/exit-triggers.js\";\nimport {\n decomposeGreeks,\n type LegGroupDef,\n} from \"../utils/greeks-decomposition.js\";\nimport { markPrice } from \"../utils/trade-replay.js\";\n\n// ---------------------------------------------------------------------------\n// Shared trigger type enum\n// ---------------------------------------------------------------------------\n\nconst triggerTypeEnum = z.enum([\n 'profitTarget', 'stopLoss', 'trailingStop', 'profitAction',\n 'dteExit', 'ditExit', 'clockTimeExit',\n 'underlyingPriceMove', 'positionDelta', 'perLegDelta',\n 'vixMove', 'vix9dMove', 'vix9dVixRatio',\n 'slRatioThreshold', 'slRatioMove',\n]);\n\nconst triggerConfigSchema = z.object({\n type: triggerTypeEnum,\n threshold: z.number(),\n unit: z.enum(['percent', 'dollar']).default('dollar').optional(),\n expiry: z.string().optional(),\n openDate: z.string().optional(),\n clockTime: z.string().optional(),\n trailAmount: z.number().optional(),\n steps: z.array(z.object({\n armAt: z.number(),\n stopAt: z.number(),\n closeAllocationPct: z.number().min(0).max(1).optional()\n .describe(\"Fraction of REMAINING position to close at this milestone (0-1)\"),\n })).optional(),\n spreadWidth: z.number().optional(),\n contracts: z.number().optional(),\n legIndex: z.number().optional()\n .describe(\"0-based leg index for perLegDelta — targets specific leg\"),\n exitAbove: z.number().optional()\n .describe(\"Fire when value exceeds this (directional, no abs)\"),\n exitBelow: z.number().optional()\n .describe(\"Fire when value drops below this (directional, no abs)\"),\n});\n\n// ---------------------------------------------------------------------------\n// Leg schema (shared between both tools)\n// ---------------------------------------------------------------------------\n\nconst legSchema = z.object({\n ticker: z.string(),\n strike: z.number(),\n type: z.enum([\"C\", \"P\"]),\n expiry: z.string(),\n quantity: z.number(),\n entry_price: z.number(),\n});\n\n// ---------------------------------------------------------------------------\n// analyze_exit_triggers schema\n// ---------------------------------------------------------------------------\n\nexport const analyzeExitTriggersSchema = z.object({\n // Replay inputs (same as replay_trade per D-02)\n legs: z.array(legSchema).optional(),\n block_id: z.string().optional(),\n trade_index: z.number().optional(),\n open_date: z.string().optional(),\n close_date: z.string().optional(),\n multiplier: z.number().default(100),\n\n // Trigger configs per D-03\n triggers: z.array(triggerConfigSchema)\n .describe(\"Exit triggers to evaluate against the P&L path\"),\n\n // Per D-05\n actual_exit_timestamp: z.string().optional()\n .describe(\"Actual exit time for comparison (format: YYYY-MM-DD HH:MM)\"),\n\n // Per D-06\n leg_groups: z.array(z.object({\n label: z.string(),\n leg_indices: z.array(z.number()),\n triggers: z.array(triggerConfigSchema),\n })).optional().describe(\"Per-leg-group exit triggers for multi-structure strategies\"),\n\n format: z.enum([\"summary\", \"full\"]).default(\"summary\")\n .describe(\"'summary' omits per-step trigger states, 'full' includes all fire events\"),\n});\n\n// ---------------------------------------------------------------------------\n// decompose_greeks schema\n// ---------------------------------------------------------------------------\n\nexport const decomposeGreeksSchema = z.object({\n // Same replay inputs\n legs: z.array(legSchema).optional(),\n block_id: z.string().optional(),\n trade_index: z.number().optional(),\n open_date: z.string().optional(),\n close_date: z.string().optional(),\n multiplier: z.number().default(100),\n\n // Per D-08\n leg_groups: z.array(z.object({\n label: z.string(),\n leg_indices: z.array(z.number()),\n })).optional().describe(\"Leg grouping for per-group vega attribution (e.g., front_month vs back_month)\"),\n\n format: z.enum([\"summary\", \"full\"]).default(\"summary\")\n .describe(\"'summary' shows ranked factors, 'full' includes per-step contributions\"),\n});\n\n// ---------------------------------------------------------------------------\n// Helpers\n// ---------------------------------------------------------------------------\n\n// Reverse-map weekly roots to standard root for underlying/VIX fetching\nconst REVERSE_ROOT_MAP: Record<string, string> = {\n SPXW: 'SPX', NDXP: 'NDX', RUTW: 'RUT',\n};\n\n/**\n * Extract the underlying root ticker from the first replay leg's OCC ticker.\n * Maps weekly roots (SPXW, NDXP) back to their standard root.\n */\nfunction extractUnderlyingTicker(occTicker: string): string {\n const rootMatch = occTicker.match(/^([A-Z]+)/);\n const rawRoot = rootMatch ? rootMatch[1] : '';\n return REVERSE_ROOT_MAP[rawRoot] ?? rawRoot;\n}\n\n/**\n * Fetch VIX or VIX9D minute bars and build a timestamp->price map.\n */\nasync function fetchPriceMap(\n ticker: string,\n from: string,\n to: string,\n): Promise<Map<string, number>> {\n const map = new Map<string, number>();\n try {\n const bars = await getProvider().fetchBars({\n ticker,\n from,\n to,\n timespan: \"minute\",\n assetClass: \"index\",\n });\n for (const b of bars) {\n const ts = `${b.date} ${b.time ?? ''}`.trim();\n map.set(ts, markPrice(b));\n }\n } catch {\n // VIX/VIX9D data is best-effort\n }\n return map;\n}\n\n// ---------------------------------------------------------------------------\n// handleAnalyzeExitTriggers\n// ---------------------------------------------------------------------------\n\nexport async function handleAnalyzeExitTriggers(\n params: z.infer<typeof analyzeExitTriggersSchema>,\n baseDir: string,\n injectedConn?: import(\"@duckdb/node-api\").DuckDBConnection,\n): Promise<ReturnType<typeof analyzeExitTriggers>> {\n const {\n legs: inputLegs, block_id, trade_index,\n open_date, close_date, multiplier,\n triggers, actual_exit_timestamp, leg_groups,\n } = params;\n\n // 1. Run replay to get full P&L path with greeks\n const replayResult = await handleReplayTrade(\n {\n legs: inputLegs,\n block_id,\n trade_index,\n open_date,\n close_date,\n multiplier,\n format: 'full',\n close_at: 'trade',\n },\n baseDir,\n injectedConn,\n );\n\n const pnlPath = replayResult.pnlPath;\n const replayLegs = replayResult.legs;\n\n // Compute entry cost for percentage-based triggers (D-11)\n const entryCost = replayLegs.reduce((sum, leg) => {\n return sum + leg.entryPrice * leg.quantity * leg.multiplier;\n }, 0);\n\n if (pnlPath.length === 0) {\n return {\n overall: {\n triggers: [],\n firstToFire: null,\n summary: 'No P&L data available from replay.',\n },\n };\n }\n\n // 2. Determine date range from replay path\n const firstDate = pnlPath[0].timestamp.slice(0, 10);\n const lastDate = pnlPath[pnlPath.length - 1].timestamp.slice(0, 10);\n\n // 3. Check which external data maps are needed\n const allTriggerTypes = new Set(triggers.map(t => t.type));\n const groupTriggerTypes = new Set(\n (leg_groups ?? []).flatMap(g => g.triggers.map(t => t.type))\n );\n for (const t of groupTriggerTypes) allTriggerTypes.add(t);\n\n // Determine underlying ticker for underlying price triggers\n const underlyingTicker = extractUnderlyingTicker(replayLegs[0].occTicker);\n\n // Fetch VIX/VIX9D/underlying price maps as needed\n let vixPrices: Map<string, number> | undefined;\n let vix9dPrices: Map<string, number> | undefined;\n let underlyingPrices: Map<string, number> | undefined;\n\n const needsVix = allTriggerTypes.has('vixMove') || allTriggerTypes.has('vix9dVixRatio');\n const needsVix9d = allTriggerTypes.has('vix9dMove') || allTriggerTypes.has('vix9dVixRatio');\n const needsUnderlying = allTriggerTypes.has('underlyingPriceMove');\n\n if (needsVix) {\n vixPrices = await fetchPriceMap('VIX', firstDate, lastDate);\n }\n if (needsVix9d) {\n vix9dPrices = await fetchPriceMap('VIX9D', firstDate, lastDate);\n }\n if (needsUnderlying) {\n underlyingPrices = await fetchPriceMap(\n underlyingTicker, firstDate, lastDate,\n );\n }\n\n // 4. Map tool trigger params to ExitTriggerConfig[] with data maps\n const exitTriggers: ExitTriggerConfig[] = triggers.map(t => ({\n type: t.type,\n threshold: t.threshold,\n unit: t.unit,\n entryCost,\n expiry: t.expiry,\n openDate: t.openDate,\n clockTime: t.clockTime,\n trailAmount: t.trailAmount,\n steps: t.steps,\n spreadWidth: t.spreadWidth,\n contracts: t.contracts,\n multiplier,\n underlyingPrices,\n vixPrices,\n vix9dPrices,\n }));\n\n // 5. Map leg groups with their triggers\n const legGroupConfigs: LegGroupConfig[] | undefined = leg_groups?.map(g => ({\n label: g.label,\n legIndices: g.leg_indices,\n triggers: g.triggers.map(t => ({\n type: t.type,\n threshold: t.threshold,\n unit: t.unit,\n entryCost,\n expiry: t.expiry,\n openDate: t.openDate,\n clockTime: t.clockTime,\n trailAmount: t.trailAmount,\n steps: t.steps,\n spreadWidth: t.spreadWidth,\n contracts: t.contracts,\n multiplier,\n underlyingPrices,\n vixPrices,\n vix9dPrices,\n })),\n }));\n\n // 6. Run the pure analysis engine\n return analyzeExitTriggers({\n pnlPath,\n legs: replayLegs,\n triggers: exitTriggers,\n actualExitTimestamp: actual_exit_timestamp,\n legGroups: legGroupConfigs,\n });\n}\n\n// ---------------------------------------------------------------------------\n// handleDecomposeGreeks\n// ---------------------------------------------------------------------------\n\nexport async function handleDecomposeGreeks(\n params: z.infer<typeof decomposeGreeksSchema>,\n baseDir: string,\n injectedConn?: import(\"@duckdb/node-api\").DuckDBConnection,\n): Promise<import(\"../utils/greeks-decomposition.js\").GreeksDecompositionResult> {\n const {\n legs: inputLegs, block_id, trade_index,\n open_date, close_date, multiplier,\n leg_groups, format,\n } = params;\n\n // 1. Run replay to get full P&L path with greeks\n const replayResult = await handleReplayTrade(\n {\n legs: inputLegs,\n block_id,\n trade_index,\n open_date,\n close_date,\n multiplier,\n format: 'full',\n close_at: 'trade',\n },\n baseDir,\n injectedConn,\n );\n\n const pnlPath = replayResult.pnlPath;\n const replayLegs = replayResult.legs;\n\n // 2. Check greeks data availability\n if (pnlPath.length > 0 && !pnlPath[0].legGreeks) {\n throw new Error(\n \"No greeks data available. Ensure MASSIVE_API_KEY is set and underlying price data exists.\"\n );\n }\n\n // 3. Fetch underlying prices for decomposition\n const underlyingTicker = extractUnderlyingTicker(replayLegs[0]?.occTicker ?? '');\n let underlyingPrices: Map<string, number> | undefined;\n\n if (pnlPath.length > 0 && underlyingTicker) {\n const firstDate = pnlPath[0].timestamp.slice(0, 10);\n const lastDate = pnlPath[pnlPath.length - 1].timestamp.slice(0, 10);\n\n underlyingPrices = await fetchPriceMap(\n underlyingTicker, firstDate, lastDate,\n );\n }\n\n // 4. Map leg groups\n const legGroupDefs: LegGroupDef[] | undefined = leg_groups?.map(g => ({\n label: g.label,\n legIndices: g.leg_indices,\n }));\n\n // 5. Build leg pricing inputs from OCC tickers for full revaluation\n const DIVIDEND_YIELDS: Record<string, number> = {\n SPX: 0.015, SPXW: 0.015, NDX: 0.015, NDXP: 0.015,\n };\n const rootMatch = replayLegs[0]?.occTicker.match(/^([A-Z]+)/);\n const rawRoot = rootMatch ? rootMatch[1] : '';\n const divYield = DIVIDEND_YIELDS[rawRoot] ?? 0;\n\n const legPricingInputs = replayLegs.map(leg => {\n const m = leg.occTicker.match(/^[A-Z]+(\\d{6})([CP])(\\d{8})$/);\n if (!m) return { strike: 0, type: 'C' as const, expiryDate: '' };\n return {\n strike: parseInt(m[3], 10) / 1000,\n type: m[2] as 'C' | 'P',\n expiryDate: `20${m[1].slice(0, 2)}-${m[1].slice(2, 4)}-${m[1].slice(4, 6)}`,\n };\n });\n\n // 6. Run decomposition with full revaluation\n const result = decomposeGreeks({\n pnlPath,\n legs: replayLegs,\n underlyingPrices,\n legGroups: legGroupDefs,\n legPricingInputs,\n riskFreeRate: 0.045,\n dividendYield: divYield,\n });\n\n // 7. Strip steps if format=\"summary\"\n if (format === \"summary\") {\n for (const factor of result.factors) {\n factor.steps = [];\n }\n if (result.legGroupVega) {\n for (const group of result.legGroupVega) {\n group.steps = [];\n }\n }\n }\n\n return result;\n}\n\n// ---------------------------------------------------------------------------\n// Tool registration\n// ---------------------------------------------------------------------------\n\nexport function registerExitAnalysisTools(\n server: McpServer,\n baseDir: string,\n): void {\n server.registerTool(\n \"analyze_exit_triggers\",\n {\n description:\n \"Analyze when exit triggers would fire on a trade replay. Runs replay internally \" +\n \"-- provide block_id + trade_index or explicit legs. Evaluates 14 trigger types \" +\n \"(profit target, stop loss, trailing stop, DTE, DIT, clock time, underlying move, \" +\n \"delta, VIX moves, S/L ratio) against minute-by-minute P&L path with greeks. \" +\n \"Uses cached bars from market.intraday when available; fetches from Massive.com on cache miss (requires MASSIVE_API_KEY).\",\n inputSchema: analyzeExitTriggersSchema,\n },\n async (params) => {\n try {\n const result = await handleAnalyzeExitTriggers(params, baseDir);\n\n const summary = result.overall.summary;\n return createToolOutput(summary, result);\n } catch (error) {\n return {\n content: [\n {\n type: \"text\" as const,\n text: `Error analyzing exit triggers: ${(error as Error).message}`,\n },\n ],\n isError: true,\n };\n }\n }\n );\n\n server.registerTool(\n \"decompose_greeks\",\n {\n description:\n \"Decompose a trade's P&L into greek factor contributions (delta, gamma, theta, \" +\n \"vega, residual). Runs replay internally. Shows which factor drove P&L movement \" +\n \"and by how much. For calendar/double-calendar strategies, includes per-leg-group \" +\n \"vega attribution showing front vs back month IV divergence. \" +\n \"Uses cached bars from market.intraday when available; fetches from Massive.com on cache miss (requires MASSIVE_API_KEY).\",\n inputSchema: decomposeGreeksSchema,\n },\n async (params) => {\n try {\n const result = await handleDecomposeGreeks(params, baseDir);\n\n const summary = result.summary;\n return createToolOutput(summary, result);\n } catch (error) {\n return {\n content: [\n {\n type: \"text\" as const,\n text: `Error decomposing greeks: ${(error as Error).message}`,\n },\n ],\n isError: true,\n };\n }\n }\n );\n}\n","/**\n * Batch Exit Analysis Engine\n *\n * Pure logic module (no I/O, no DuckDB, no fetch) that takes pre-analyzed\n * trade inputs and a candidate exit policy, evaluates the policy against each\n * trade's P&L path, and computes aggregate statistics with per-trigger attribution.\n *\n * This is the computational heart of the `batch_exit_analysis` MCP tool.\n */\n\nimport {\n analyzeExitTriggers,\n type ExitTriggerConfig,\n type TriggerType,\n type LegGroupConfig,\n type PartialClose,\n} from './exit-triggers.js';\nimport type { PnlPoint, ReplayLeg } from './trade-replay.js';\n\n// ---------------------------------------------------------------------------\n// Types\n// ---------------------------------------------------------------------------\n\nexport type BaselineMode = 'actual' | 'holdToEnd';\n\nexport interface BatchExitConfig {\n /** Triggers to evaluate as candidate exit policy. */\n candidatePolicy: ExitTriggerConfig[];\n /** Optional per-group triggers (passed through to analyzeExitTriggers). */\n legGroups?: LegGroupConfig[];\n /** Baseline mode: 'actual' uses tradelog P&L, 'holdToEnd' uses last path point. */\n baselineMode: BaselineMode;\n /** Output density: 'summary' omits per-trade breakdown; 'full' includes it. */\n format: 'summary' | 'full';\n}\n\nexport interface TradeInput {\n tradeIndex: number;\n /** Trade open date YYYY-MM-DD */\n dateOpened: string;\n /** Actual P&L from tradelog pl field (used when baselineMode='actual'). */\n actualPnl: number;\n /** Full replay P&L path from trade-replay module. */\n pnlPath: PnlPoint[];\n /** Replay legs parallel to pnlPath.legPrices. */\n legs: ReplayLeg[];\n /** Entry cost for percentage-based triggers (D-11). */\n entryCost?: number;\n}\n\nexport interface TradeExitResult {\n tradeIndex: number;\n dateOpened: string;\n /** Actual P&L from tradelog. */\n actualPnl: number;\n /** P&L if candidate policy was applied. */\n candidatePnl: number;\n /** Baseline P&L (actual or holdToEnd). */\n baselinePnl: number;\n /** candidatePnl - baselinePnl */\n pnlDelta: number;\n /** Which trigger fired first, or 'noTrigger'. */\n triggerFired: TriggerType | 'noTrigger';\n /** Timestamp when trigger fired, or null. */\n fireTimestamp: string | null;\n /** Partial position closes from profitAction steps (if any). */\n partialCloses?: PartialClose[];\n}\n\nexport interface TriggerAttribution {\n trigger: TriggerType | 'noTrigger';\n /** How many trades this trigger fired first on. */\n count: number;\n /** Average candidate P&L when this trigger fired. */\n avgPnl: number;\n /** Sum candidate P&L for this trigger group. */\n totalPnl: number;\n /** Average pnlDelta vs baseline for this trigger group. */\n avgDelta: number;\n}\n\nexport interface AggregateStats {\n totalTrades: number;\n /** candidatePnl > 0 */\n winningTrades: number;\n /** candidatePnl < 0 */\n losingTrades: number;\n /** winningTrades / totalTrades */\n winRate: number;\n /** Sum of candidatePnl */\n totalPnl: number;\n /** Mean candidatePnl */\n avgPnl: number;\n /** Mean of winning candidatePnls */\n avgWin: number;\n /** Mean of losing candidatePnls */\n avgLoss: number;\n maxWin: number;\n maxLoss: number;\n /** sum(wins) / abs(sum(losses)); Infinity if no losses */\n profitFactor: number;\n /** Max sequential drawdown from equity curve (cumsum of candidatePnls) */\n maxDrawdown: number;\n /** mean/stddev of candidatePnls; null if < 2 trades */\n sharpeRatio: number | null;\n maxWinStreak: number;\n maxLossStreak: number;\n // Deltas vs baseline\n baselineTotalPnl: number;\n /** totalPnl - baselineTotalPnl */\n totalPnlDelta: number;\n baselineWinRate: number;\n}\n\nexport interface BatchExitResult {\n aggregate: AggregateStats;\n triggerAttribution: TriggerAttribution[];\n /** Empty if format='summary'. */\n perTrade: TradeExitResult[];\n baselineMode: BaselineMode;\n summary: string;\n profileContext?: {\n structureType: string;\n exitRules: string[];\n };\n /** Trades skipped due to replay errors (D-15). */\n skippedTrades?: Array<{ tradeIndex: number; dateOpened: string; error: string }>;\n}\n\n// ---------------------------------------------------------------------------\n// computeAggregateStats\n// ---------------------------------------------------------------------------\n\n/**\n * Compute aggregate statistics from a set of per-trade exit results.\n */\nexport function computeAggregateStats(tradeResults: TradeExitResult[]): AggregateStats {\n if (tradeResults.length === 0) {\n return {\n totalTrades: 0,\n winningTrades: 0,\n losingTrades: 0,\n winRate: 0,\n totalPnl: 0,\n avgPnl: 0,\n avgWin: 0,\n avgLoss: 0,\n maxWin: 0,\n maxLoss: 0,\n profitFactor: 0,\n maxDrawdown: 0,\n sharpeRatio: null,\n maxWinStreak: 0,\n maxLossStreak: 0,\n baselineTotalPnl: 0,\n totalPnlDelta: 0,\n baselineWinRate: 0,\n };\n }\n\n const candidatePnls = tradeResults.map(r => r.candidatePnl);\n const baselinePnls = tradeResults.map(r => r.baselinePnl);\n\n const winningTrades = candidatePnls.filter(p => p > 0).length;\n const losingTrades = candidatePnls.filter(p => p < 0).length;\n const totalTrades = tradeResults.length;\n const winRate = winningTrades / totalTrades;\n\n const totalPnl = candidatePnls.reduce((sum, p) => sum + p, 0);\n const avgPnl = totalPnl / totalTrades;\n\n const wins = candidatePnls.filter(p => p > 0);\n const losses = candidatePnls.filter(p => p < 0);\n\n const avgWin = wins.length > 0 ? wins.reduce((s, p) => s + p, 0) / wins.length : 0;\n const avgLoss = losses.length > 0 ? losses.reduce((s, p) => s + p, 0) / losses.length : 0;\n const maxWin = wins.length > 0 ? Math.max(...wins) : 0;\n const maxLoss = losses.length > 0 ? Math.min(...losses) : 0;\n\n // Profit factor: sum(wins) / abs(sum(losses)), Infinity if no losses\n const sumWins = wins.reduce((s, p) => s + p, 0);\n const sumLosses = losses.reduce((s, p) => s + p, 0);\n const profitFactor = losses.length === 0\n ? Infinity\n : sumWins / Math.abs(sumLosses);\n\n // Max drawdown from equity curve (cumsum of candidatePnls)\n let runningPeak = 0;\n let equity = 0;\n let maxDrawdown = 0;\n for (const pnl of candidatePnls) {\n equity += pnl;\n if (equity > runningPeak) runningPeak = equity;\n const dd = runningPeak - equity;\n if (dd > maxDrawdown) maxDrawdown = dd;\n }\n\n // Sharpe ratio: mean / sample stddev (N-1), null if < 2 trades\n let sharpeRatio: number | null = null;\n if (totalTrades >= 2) {\n const mean = avgPnl;\n const variance =\n candidatePnls.reduce((sum, p) => sum + (p - mean) ** 2, 0) / (totalTrades - 1);\n const stddev = Math.sqrt(variance);\n sharpeRatio = stddev === 0 ? null : mean / stddev;\n }\n\n // Win/loss streaks\n let maxWinStreak = 0;\n let maxLossStreak = 0;\n let currentWinStreak = 0;\n let currentLossStreak = 0;\n for (const pnl of candidatePnls) {\n if (pnl > 0) {\n currentWinStreak++;\n currentLossStreak = 0;\n if (currentWinStreak > maxWinStreak) maxWinStreak = currentWinStreak;\n } else if (pnl < 0) {\n currentLossStreak++;\n currentWinStreak = 0;\n if (currentLossStreak > maxLossStreak) maxLossStreak = currentLossStreak;\n } else {\n // Breakeven — reset both streaks\n currentWinStreak = 0;\n currentLossStreak = 0;\n }\n }\n\n // Baseline aggregates\n const baselineTotalPnl = baselinePnls.reduce((sum, p) => sum + p, 0);\n const baselineWins = baselinePnls.filter(p => p > 0).length;\n const baselineWinRate = baselineWins / totalTrades;\n\n return {\n totalTrades,\n winningTrades,\n losingTrades,\n winRate,\n totalPnl,\n avgPnl,\n avgWin,\n avgLoss,\n maxWin,\n maxLoss,\n profitFactor,\n maxDrawdown,\n sharpeRatio,\n maxWinStreak,\n maxLossStreak,\n baselineTotalPnl,\n totalPnlDelta: totalPnl - baselineTotalPnl,\n baselineWinRate,\n };\n}\n\n// ---------------------------------------------------------------------------\n// computeTriggerAttribution\n// ---------------------------------------------------------------------------\n\n/**\n * Group trade results by which trigger fired first.\n * Returns attribution sorted by count descending.\n */\nexport function computeTriggerAttribution(\n tradeResults: TradeExitResult[],\n): TriggerAttribution[] {\n const groups = new Map<\n TriggerType | 'noTrigger',\n { count: number; totalPnl: number; totalDelta: number }\n >();\n\n for (const result of tradeResults) {\n const key = result.triggerFired;\n const existing = groups.get(key);\n if (existing) {\n existing.count++;\n existing.totalPnl += result.candidatePnl;\n existing.totalDelta += result.pnlDelta;\n } else {\n groups.set(key, {\n count: 1,\n totalPnl: result.candidatePnl,\n totalDelta: result.pnlDelta,\n });\n }\n }\n\n return Array.from(groups.entries())\n .map(([trigger, { count, totalPnl, totalDelta }]) => ({\n trigger,\n count,\n totalPnl,\n avgPnl: totalPnl / count,\n avgDelta: totalDelta / count,\n }))\n .sort((a, b) => b.count - a.count);\n}\n\n// ---------------------------------------------------------------------------\n// analyzeBatch\n// ---------------------------------------------------------------------------\n\n/**\n * Evaluate a candidate exit policy against a set of trade replay results.\n *\n * For each trade:\n * 1. Run analyzeExitTriggers with the candidate policy against the trade's P&L path.\n * 2. candidatePnl = firstToFire.pnlAtFire if trigger fired, else last path point P&L.\n * 3. baselinePnl = trade.actualPnl if baselineMode='actual', else last path point P&L.\n * 4. Build TradeExitResult.\n *\n * Then compute aggregate stats and trigger attribution.\n */\nexport function analyzeBatch(\n trades: TradeInput[],\n config: BatchExitConfig,\n): BatchExitResult {\n if (trades.length === 0) {\n const emptyAggregate = computeAggregateStats([]);\n return {\n aggregate: emptyAggregate,\n triggerAttribution: [],\n perTrade: [],\n baselineMode: config.baselineMode,\n summary: 'Analyzed 0 trades: no data.',\n };\n }\n\n const { candidatePolicy, legGroups, baselineMode, format } = config;\n\n const perTradeResults: TradeExitResult[] = trades.map(trade => {\n const { pnlPath, legs, actualPnl, tradeIndex, dateOpened, entryCost } = trade;\n\n // Last path point P&L — used as holdToEnd value\n const lastPnl = pnlPath.length > 0\n ? pnlPath[pnlPath.length - 1].strategyPnl\n : 0;\n\n // Copy entryCost onto each trigger config for percentage-based triggers (D-11)\n const triggersWithCost = candidatePolicy.map(t => ({\n ...t,\n entryCost,\n }));\n\n const legGroupsWithCost = legGroups?.map(group => ({\n ...group,\n triggers: group.triggers.map(trigger => ({\n ...trigger,\n entryCost,\n })),\n }));\n\n // Run exit trigger analysis with candidate policy\n const analysisResult = analyzeExitTriggers({\n pnlPath,\n legs,\n triggers: triggersWithCost,\n legGroups: legGroupsWithCost,\n });\n\n const { firstToFire, partialCloses } = analysisResult.overall;\n\n // Candidate P&L: account for partial closes from profitAction steps\n let candidatePnl: number;\n if (partialCloses && partialCloses.length > 0) {\n // Sum of partial close P&Ls\n const partialPnl = partialCloses.reduce((sum, pc) => sum + pc.pnlAtFire, 0);\n const closedAllocation = partialCloses.reduce((sum, pc) => sum + pc.allocation, 0);\n const remainingAllocation = 1 - closedAllocation;\n // Remaining position: firstToFire.pnlAtFire already reflects remaining allocation,\n // or if no trigger fired, scale last P&L by remaining allocation\n const remainingPnl = firstToFire !== null\n ? firstToFire.pnlAtFire\n : lastPnl * remainingAllocation;\n candidatePnl = partialPnl + remainingPnl;\n } else {\n // No partial closes: original behavior\n candidatePnl = firstToFire !== null ? firstToFire.pnlAtFire : lastPnl;\n }\n\n // Baseline P&L depends on mode\n const baselinePnl = baselineMode === 'actual' ? actualPnl : lastPnl;\n\n const pnlDelta = candidatePnl - baselinePnl;\n\n const triggerFired: TriggerType | 'noTrigger' =\n firstToFire !== null ? firstToFire.type : 'noTrigger';\n const fireTimestamp = firstToFire !== null ? firstToFire.firedAt : null;\n\n return {\n tradeIndex,\n dateOpened,\n actualPnl,\n candidatePnl,\n baselinePnl,\n pnlDelta,\n triggerFired,\n fireTimestamp,\n partialCloses: partialCloses && partialCloses.length > 0 ? partialCloses : undefined,\n };\n });\n\n const aggregate = computeAggregateStats(perTradeResults);\n const triggerAttribution = computeTriggerAttribution(perTradeResults);\n\n // Build summary string\n const topTrigger = triggerAttribution.length > 0 ? triggerAttribution[0] : null;\n const topTriggerStr = topTrigger\n ? `Top trigger: ${topTrigger.trigger} fired on ${topTrigger.count} trades.`\n : 'No triggers fired.';\n\n const summary =\n `Analyzed ${trades.length} trades: candidate win rate ${(aggregate.winRate * 100).toFixed(1)}%, ` +\n `total P&L $${aggregate.totalPnl.toFixed(2)} (delta $${aggregate.totalPnlDelta.toFixed(2)} vs baseline). ` +\n topTriggerStr;\n\n return {\n aggregate,\n triggerAttribution,\n perTrade: format === 'summary' ? [] : perTradeResults,\n baselineMode,\n summary,\n };\n}\n","/**\n * Batch Exit Analysis Tool\n *\n * MCP tool that evaluates a candidate exit policy across multiple trades in a\n * block. Queries trades from DuckDB, replays each one (checking market.intraday\n * cache before fetching from Massive), evaluates the candidate policy via the\n * pure batch exit analysis engine, and returns aggregate statistics with\n * per-trigger attribution.\n *\n * Tools registered:\n * - batch_exit_analysis -- Evaluate a candidate exit policy across an entire block\n */\n\nimport { z } from \"zod\";\nimport type { McpServer } from \"@modelcontextprotocol/sdk/server/mcp.js\";\nimport { getConnection } from \"../db/connection.js\";\nimport { createToolOutput } from \"../utils/output-formatter.js\";\nimport { handleReplayTrade } from \"./replay.js\";\nimport {\n analyzeBatch,\n type TradeInput,\n type BatchExitConfig,\n type BatchExitResult,\n} from \"../utils/batch-exit-analysis.js\";\nimport { getProfile } from \"../db/profile-schemas.js\";\nimport type { ExitTriggerConfig, LegGroupConfig } from \"../utils/exit-triggers.js\";\n\n// ---------------------------------------------------------------------------\n// Concurrency limiter — hand-rolled semaphore, no external dependency (D-15)\n// ---------------------------------------------------------------------------\n\n/**\n * Simple concurrency limiter. Runs async tasks with at most `limit` in flight.\n * No external dependency — hand-rolled semaphore pattern per D-15.\n */\nasync function mapWithLimit<T, R>(\n items: T[],\n limit: number,\n fn: (item: T) => Promise<R>,\n): Promise<R[]> {\n const results: R[] = new Array(items.length);\n let idx = 0;\n\n async function worker(): Promise<void> {\n while (idx < items.length) {\n const i = idx++;\n results[i] = await fn(items[i]);\n }\n }\n\n const workers = Array.from({ length: Math.min(limit, items.length) }, () => worker());\n await Promise.all(workers);\n return results;\n}\n\n// ---------------------------------------------------------------------------\n// Shared trigger type enum (mirrors exit-analysis.ts)\n// ---------------------------------------------------------------------------\n\nconst triggerTypeEnum = z.enum([\n 'profitTarget', 'stopLoss', 'trailingStop', 'profitAction',\n 'dteExit', 'ditExit', 'clockTimeExit',\n 'underlyingPriceMove', 'positionDelta', 'perLegDelta',\n 'vixMove', 'vix9dMove', 'vix9dVixRatio',\n 'slRatioThreshold', 'slRatioMove',\n]);\n\nconst triggerConfigSchema = z.object({\n type: triggerTypeEnum,\n threshold: z.number(),\n unit: z.enum(['percent', 'dollar']).default('dollar').optional(),\n expiry: z.string().optional(),\n openDate: z.string().optional(),\n clockTime: z.string().optional(),\n trailAmount: z.number().optional(),\n steps: z.array(z.object({\n armAt: z.number(),\n stopAt: z.number(),\n closeAllocationPct: z.number().min(0).max(1).optional()\n .describe(\"Fraction of REMAINING position to close at this milestone (0-1)\"),\n })).optional(),\n spreadWidth: z.number().optional(),\n contracts: z.number().optional(),\n legIndex: z.number().optional()\n .describe(\"0-based leg index for perLegDelta — targets specific leg\"),\n exitAbove: z.number().optional()\n .describe(\"Fire when value exceeds this (directional, no abs)\"),\n exitBelow: z.number().optional()\n .describe(\"Fire when value drops below this (directional, no abs)\"),\n});\n\n// ---------------------------------------------------------------------------\n// Zod Schema\n// ---------------------------------------------------------------------------\n\nexport const batchExitAnalysisSchema = z.object({\n block_id: z.string().describe(\"Block ID to analyze trades from\"),\n\n strategy: z.string().optional()\n .describe(\"Filter trades by strategy name (case-insensitive ILIKE)\"),\n\n date_range: z.object({\n from: z.string().optional().describe(\"Start date YYYY-MM-DD\"),\n to: z.string().optional().describe(\"End date YYYY-MM-DD\"),\n }).optional().describe(\"Filter trades by date range\"),\n\n candidate_policy: z.array(triggerConfigSchema)\n .describe(\"Candidate exit policy triggers to evaluate -- same schema as analyze_exit_triggers\"),\n\n leg_groups: z.array(z.object({\n label: z.string(),\n leg_indices: z.array(z.number()),\n triggers: z.array(triggerConfigSchema),\n })).optional().describe(\"Per-leg-group exit triggers for multi-structure strategies\"),\n\n baseline_mode: z.enum(['actual', 'holdToEnd']).default('actual')\n .describe(\"'actual' compares candidate vs trade's actual P&L; 'holdToEnd' compares vs last replay timestamp\"),\n\n limit: z.number().min(1).max(200).default(50)\n .describe(\"Max trades to analyze. Most recent trades selected\"),\n\n min_pl: z.number().optional()\n .describe(\"Only include trades with actual P&L >= this value\"),\n\n max_pl: z.number().optional()\n .describe(\"Only include trades with actual P&L <= this value\"),\n\n multiplier: z.number().default(100)\n .describe(\"Contract multiplier (default 100)\"),\n\n format: z.enum(['summary', 'full']).default('summary')\n .describe(\"'summary' returns aggregate stats + trigger attribution; 'full' adds per-trade breakdown\"),\n});\n\n// ---------------------------------------------------------------------------\n// Handler\n// ---------------------------------------------------------------------------\n\nexport async function handleBatchExitAnalysis(\n params: z.infer<typeof batchExitAnalysisSchema>,\n baseDir: string,\n injectedConn?: import(\"@duckdb/node-api\").DuckDBConnection,\n): Promise<BatchExitResult> {\n const {\n block_id,\n strategy,\n date_range,\n candidate_policy,\n leg_groups,\n baseline_mode,\n limit,\n min_pl,\n max_pl,\n multiplier,\n format,\n } = params;\n\n // 1. Query trades from DuckDB with deterministic ROW_NUMBER ordering\n const conn = injectedConn ?? await getConnection(baseDir);\n const escapedBlockId = block_id.replace(/'/g, \"''\");\n\n // Build WHERE clauses\n const whereClauses: string[] = [`block_id = '${escapedBlockId}'`];\n\n if (strategy) {\n const escapedStrategy = strategy.replace(/'/g, \"''\");\n whereClauses.push(`strategy ILIKE '%${escapedStrategy}%'`);\n }\n if (date_range?.from) {\n whereClauses.push(`date_opened >= '${date_range.from}'`);\n }\n if (date_range?.to) {\n whereClauses.push(`date_opened <= '${date_range.to}'`);\n }\n if (min_pl !== undefined) {\n whereClauses.push(`pl >= ${min_pl}`);\n }\n if (max_pl !== undefined) {\n whereClauses.push(`pl <= ${max_pl}`);\n }\n\n // ROW_NUMBER must be computed over the FULL block (no strategy/date filters)\n // because handleReplayTrade resolves trade_index as OFFSET against the full block.\n // Filters are applied AFTER numbering to preserve the global index.\n const filterClauses = whereClauses.slice(1); // drop block_id clause (already in CTE)\n const query = `\n WITH numbered AS (\n SELECT *, ROW_NUMBER() OVER (ORDER BY date_opened, rowid) - 1 AS trade_idx\n FROM trades.trade_data\n WHERE block_id = '${escapedBlockId}'\n )\n SELECT trade_idx, pl, date_opened\n FROM numbered\n ${filterClauses.length > 0 ? 'WHERE ' + filterClauses.join(' AND ') : ''}\n ORDER BY date_opened DESC\n LIMIT ${limit}\n `;\n\n const queryResult = await conn.runAndReadAll(query);\n const rows = queryResult.getRows();\n\n if (rows.length === 0) {\n const emptyResult: BatchExitResult = {\n aggregate: {\n totalTrades: 0,\n winningTrades: 0,\n losingTrades: 0,\n winRate: 0,\n totalPnl: 0,\n avgPnl: 0,\n avgWin: 0,\n avgLoss: 0,\n maxWin: 0,\n maxLoss: 0,\n profitFactor: 0,\n maxDrawdown: 0,\n sharpeRatio: null,\n maxWinStreak: 0,\n maxLossStreak: 0,\n baselineTotalPnl: 0,\n totalPnlDelta: 0,\n baselineWinRate: 0,\n },\n triggerAttribution: [],\n perTrade: [],\n baselineMode: baseline_mode,\n summary: 'Analyzed 0 trades: no matching trades found.',\n };\n return emptyResult;\n }\n\n // 2. Replay trades in parallel with concurrency limit (D-14)\n const MAX_CONCURRENT_REPLAYS = 5;\n\n type ReplayOutcome =\n | { ok: true; input: TradeInput }\n | { ok: false; tradeIndex: number; dateOpened: string; error: string };\n\n const outcomes = await mapWithLimit(\n rows,\n MAX_CONCURRENT_REPLAYS,\n async (row): Promise<ReplayOutcome> => {\n const tradeIdx = Number(row[0] ?? 0);\n const pl = Number(row[1] ?? 0);\n const dateOpened = String(row[2] ?? '');\n\n try {\n // Always pass format:'full' to get complete pnlPath for analyzeBatch.\n // params.format controls the batch output density, not the replay resolution.\n const replayResult = await handleReplayTrade(\n {\n block_id,\n trade_index: tradeIdx,\n multiplier,\n format: 'full',\n close_at: 'trade',\n },\n baseDir,\n injectedConn,\n );\n\n // Compute entry cost for percentage-based triggers (D-11)\n const tradeEntryCost = replayResult.legs.reduce((sum: number, leg) => {\n return sum + leg.entryPrice * leg.quantity * leg.multiplier;\n }, 0);\n\n return {\n ok: true,\n input: {\n tradeIndex: tradeIdx,\n dateOpened,\n actualPnl: pl,\n pnlPath: replayResult.pnlPath,\n legs: replayResult.legs,\n entryCost: tradeEntryCost,\n },\n };\n } catch (err) {\n return {\n ok: false,\n tradeIndex: Number(row[0] ?? 0),\n dateOpened: String(row[2] ?? ''),\n error: err instanceof Error ? err.message : String(err),\n };\n }\n },\n );\n\n const tradeInputs: TradeInput[] = [];\n const skippedTrades: Array<{ tradeIndex: number; dateOpened: string; error: string }> = [];\n\n for (const outcome of outcomes) {\n if (outcome.ok) {\n tradeInputs.push(outcome.input);\n } else {\n skippedTrades.push({\n tradeIndex: outcome.tradeIndex,\n dateOpened: outcome.dateOpened,\n error: outcome.error,\n });\n }\n }\n\n // 3. Build BatchExitConfig\n const config: BatchExitConfig = {\n candidatePolicy: candidate_policy as ExitTriggerConfig[],\n legGroups: leg_groups?.map(g => ({\n label: g.label,\n legIndices: g.leg_indices,\n triggers: g.triggers as ExitTriggerConfig[],\n })) as LegGroupConfig[] | undefined,\n baselineMode: baseline_mode,\n format,\n };\n\n // 4. Run the pure batch analysis engine\n const result = analyzeBatch(tradeInputs, config);\n\n // 5. Augment summary with skip info if any trades were skipped\n if (skippedTrades.length > 0) {\n result.summary = result.summary.replace(\n /^Analyzed (\\d+) trades/,\n `Analyzed ${tradeInputs.length} trades (${skippedTrades.length} skipped due to replay errors)`,\n );\n result.skippedTrades = skippedTrades;\n }\n\n // 6. Load profile context if strategy is specified (per D-16)\n if (strategy) {\n try {\n const profileConn = injectedConn ?? await getConnection(baseDir);\n const profile = await getProfile(profileConn, block_id, strategy);\n if (profile) {\n result.profileContext = {\n structureType: profile.structureType,\n exitRules: profile.exitRules.map(r =>\n r.description ?? `${r.type} ${r.trigger}`\n ),\n };\n }\n } catch {\n // Profile is informational context, not critical — swallow errors\n }\n }\n\n return result;\n}\n\n// ---------------------------------------------------------------------------\n// Tool registration\n// ---------------------------------------------------------------------------\n\nexport function registerBatchExitAnalysisTools(\n server: McpServer,\n baseDir: string,\n): void {\n server.registerTool(\n \"batch_exit_analysis\",\n {\n description:\n \"Analyze how a candidate exit policy would perform across multiple trades in a block. \" +\n \"Replays each matching trade, evaluates exit triggers against the minute-level P&L path, \" +\n \"and returns aggregate statistics (win rate, Sharpe, profit factor, drawdown) comparable \" +\n \"to get_statistics. Includes per-trigger attribution showing which triggers drive outcomes. \" +\n \"Uses cached bars from market.intraday when available; fetches from Massive.com on cache miss \" +\n \"(requires MASSIVE_API_KEY). Use with strategy profiles to iterate on exit rules.\",\n inputSchema: batchExitAnalysisSchema,\n },\n async (params) => {\n try {\n const result = await handleBatchExitAnalysis(params, baseDir);\n return createToolOutput(result.summary, result);\n } catch (error) {\n return {\n content: [{\n type: \"text\" as const,\n text: `Error in batch exit analysis: ${(error as Error).message}`,\n }],\n isError: true,\n };\n }\n }\n 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