tradeblocks-mcp 2.2.1 → 2.2.3

package/manifest.json

@@ -7,15 +7,15 @@
   "long_description": "TradeBlocks MCP server provides comprehensive options trading analysis capabilities. Import your trade logs and get detailed performance statistics, run walk-forward analysis to detect overfitting, perform Monte Carlo simulations for risk assessment, calculate optimal position sizing with Kelly criterion, and compare backtest results against actual trading performance. All analysis runs locally on your machine.",
   "author": {
     "name": "David Romeo",
-    "url": "https://github.com/davidromeo"
+    "url": "https://gitlab.com/davidromeo"
   },
   "repository": {
     "type": "git",
-    "url": "https://github.com/davidromeo/tradeblocks"
+    "url": "https://gitlab.com/davidromeo/tradeblocks"
   },
-  "homepage": "https://github.com/davidromeo/tradeblocks",
-  "documentation": "https://github.com/davidromeo/tradeblocks/tree/master/packages/mcp-server",
-  "support": "https://github.com/davidromeo/tradeblocks/issues",
+  "homepage": "https://gitlab.com/davidromeo/tradeblocks",
+  "documentation": "https://gitlab.com/davidromeo/tradeblocks/-/tree/master/packages/mcp-server",
+  "support": "https://gitlab.com/davidromeo/tradeblocks/-/issues",
   "server": {
     "type": "node",
     "entry_point": "server/index.js",

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "tradeblocks-mcp",
-  "version": "2.2.1",
+  "version": "2.2.3",
   "description": "MCP server for options trade analysis",
   "author": "David Romeo <davidmromeo@gmail.com>",
   "type": "module",
@@ -55,7 +55,7 @@
   "license": "MIT",
   "repository": {
     "type": "git",
-    "url": "https://github.com/davidromeo/tradeblocks",
+    "url": "https://gitlab.com/davidromeo/tradeblocks",
     "directory": "packages/mcp-server"
   }
 }

package/server/index.js

@@ -3296,22 +3296,28 @@ function buildOutcomeQuery(tradeDatesOrKeys) {
   if (tradeDatesOrKeys.length === 0) {
     return { sql: `SELECT * FROM market.daily WHERE 1=0`, params: [] };
   }
-  const dailyCloseCols = [...DAILY_CLOSE_FIELDS].map((f) => `d."${f}"`).join(", ");
   const vixCloseCols = VIX_FIELD_MAPPINGS.filter((m) => m.timing === "close").map((m) => `${m.tableAlias}."${m.sourceCol}" AS "${m.alias}"`).join(", ");
   const derivedCloseCols = [...DERIVED_CLOSE_FIELDS].map((f) => `cd."${f}"`).join(", ");
-  const vixJoins = buildVixJoins();
   if (typeof tradeDatesOrKeys[0] === "string") {
-    const tradeDates = tradeDatesOrKeys;
-    const placeholders = tradeDates.map((_, i) => `$${i + 1}`).join(", ");
-    const sql2 = `SELECT d.date, ${dailyCloseCols}, ${vixCloseCols}, ${derivedCloseCols}
-    FROM market.daily d
-    ${vixJoins}
-    LEFT JOIN market._context_derived cd ON cd.date = d.date
-    WHERE d.ticker = $${tradeDates.length + 1}
-      AND d.date IN (${placeholders})`;
-    return { sql: sql2, params: [...tradeDates, DEFAULT_MARKET_TICKER] };
+    return buildOutcomeQueryForDates(tradeDatesOrKeys, vixCloseCols, derivedCloseCols);
   }
-  const tradeKeys = tradeDatesOrKeys;
+  return buildOutcomeQueryForKeys(tradeDatesOrKeys, vixCloseCols, derivedCloseCols);
+}
+function buildOutcomeQueryForDates(tradeDates, vixCloseCols, derivedCloseCols) {
+  const a = "d";
+  const dailyCloseCols = [...DAILY_CLOSE_FIELDS].map((f) => `${a}."${f}"`).join(", ");
+  const placeholders = tradeDates.map((_, i) => `$${i + 1}`).join(", ");
+  const sql = `SELECT ${a}.date, ${dailyCloseCols}, ${vixCloseCols}, ${derivedCloseCols}
+    FROM market.daily ${a}
+    ${buildVixJoins(a)}
+    LEFT JOIN market._context_derived cd ON cd.date = ${a}.date
+    WHERE ${a}.ticker = $${tradeDates.length + 1}
+      AND ${a}.date IN (${placeholders})`;
+  return { sql, params: [...tradeDates, DEFAULT_MARKET_TICKER] };
+}
+function buildOutcomeQueryForKeys(tradeKeys, vixCloseCols, derivedCloseCols) {
+  const a = "m";
+  const dailyCloseCols = [...DAILY_CLOSE_FIELDS].map((f) => `${a}."${f}"`).join(", ");
   const normalizedKeys = tradeKeys.map((k) => ({
     date: k.date,
     ticker: k.ticker || DEFAULT_MARKET_TICKER
@@ -3324,13 +3330,13 @@ function buildOutcomeQuery(tradeDatesOrKeys) {
   const sql = `WITH requested(ticker, date) AS (
       VALUES ${valuePlaceholders.join(", ")}
     )
-    SELECT m.ticker, m.date, ${dailyCloseCols}, ${vixCloseCols}, ${derivedCloseCols}
-    FROM market.daily m
-    ${buildVixJoins("m")}
-    LEFT JOIN market._context_derived cd ON cd.date = m.date
+    SELECT ${a}.ticker, ${a}.date, ${dailyCloseCols}, ${vixCloseCols}, ${derivedCloseCols}
+    FROM market.daily ${a}
+    ${buildVixJoins(a)}
+    LEFT JOIN market._context_derived cd ON cd.date = ${a}.date
     JOIN requested
-      ON m.ticker = requested.ticker
-     AND m.date = requested.date`;
+      ON ${a}.ticker = requested.ticker
+     AND ${a}.date = requested.date`;
   return { sql, params: values };
 }