tradeblocks-mcp 3.0.2 → 3.0.3

package/dist/test-exports.js

@@ -80,7 +80,7 @@ import {
   writeParquetPartition,
   writeQuoteMinutesPartition,
   writeSpotPartition
-} from "./chunk-4BLCXNQ6.js";
+} from "./chunk-UBUC5A66.js";
 import {
   BACHELIER_DTE_THRESHOLD,
   IvSolverPool,
@@ -156,17 +156,17 @@ import {
   stockHistoryOhlc,
   thetaTimestampToEtMinute,
   toMassiveTicker
-} from "./chunk-XXYOUIZY.js";
+} from "./chunk-VDU25Z6X.js";
 import {
   PortfolioStatsCalculator,
   calculateCorrelationMatrix,
   performTailRiskAnalysis
-} from "./chunk-QTTR7AAW.js";
-import "./chunk-PRAYH3RT.js";
-import "./chunk-W2PP3LEH.js";
-import "./chunk-BKQ4PM4Y.js";
-import "./chunk-LDKTV7GW.js";
-import "./chunk-FGZH632F.js";
+} from "./chunk-C6LL746C.js";
+import "./chunk-AP7IHUUR.js";
+import "./chunk-SEUZYQGQ.js";
+import "./chunk-6S37CXUA.js";
+import "./chunk-27S67XW3.js";
+import "./chunk-2E63THNI.js";
 import "./chunk-5WRI5ZAA.js";
 
 // src/utils/trading-dates.ts
@@ -189,9 +189,7 @@ function yesterdayET(now = /* @__PURE__ */ new Date()) {
 // src/tools/shared/filters.ts
 function filterByStrategy(trades, strategy) {
   if (!strategy) return trades;
-  return trades.filter(
-    (t) => t.strategy.toLowerCase() === strategy.toLowerCase()
-  );
+  return trades.filter((t) => t.strategy.toLowerCase() === strategy.toLowerCase());
 }
 var DATE_RE = /^\d{4}-\d{2}-\d{2}$/;
 function validateDateParam(date) {
@@ -798,10 +796,22 @@ var VIX_OHLCV_MAPPINGS = [
   { alias: "VIX_Low", tableAlias: "vix", sourceCol: "low", ticker: "VIX", timing: "close" },
   // VIX9D
   { alias: "VIX9D_Open", tableAlias: "vix9d", sourceCol: "open", ticker: "VIX9D", timing: "open" },
-  { alias: "VIX9D_Close", tableAlias: "vix9d", sourceCol: "close", ticker: "VIX9D", timing: "close" },
+  {
+    alias: "VIX9D_Close",
+    tableAlias: "vix9d",
+    sourceCol: "close",
+    ticker: "VIX9D",
+    timing: "close"
+  },
   // VIX3M
   { alias: "VIX3M_Open", tableAlias: "vix3m", sourceCol: "open", ticker: "VIX3M", timing: "open" },
-  { alias: "VIX3M_Close", tableAlias: "vix3m", sourceCol: "close", ticker: "VIX3M", timing: "close" }
+  {
+    alias: "VIX3M_Close",
+    tableAlias: "vix3m",
+    sourceCol: "close",
+    ticker: "VIX3M",
+    timing: "close"
+  }
 ];
 var VIX_ENRICHED_MAPPINGS = [
   { alias: "VIX_IVR", tableAlias: "evix", sourceCol: "ivr", ticker: "VIX", timing: "close" },
@@ -811,10 +821,7 @@ var VIX_ENRICHED_MAPPINGS = [
   { alias: "VIX3M_IVR", tableAlias: "evix3m", sourceCol: "ivr", ticker: "VIX3M", timing: "close" },
   { alias: "VIX3M_IVP", tableAlias: "evix3m", sourceCol: "ivp", ticker: "VIX3M", timing: "close" }
 ];
-var VIX_ALL_MAPPINGS = [
-  ...VIX_OHLCV_MAPPINGS,
-  ...VIX_ENRICHED_MAPPINGS
-];
+var VIX_ALL_MAPPINGS = [...VIX_OHLCV_MAPPINGS, ...VIX_ENRICHED_MAPPINGS];
 var VIX_TICKER_ALIASES = [...new Set(VIX_OHLCV_MAPPINGS.map((m) => m.tableAlias))];
 var VIX_TICKER_FOR_ALIAS = Object.fromEntries([
   ...VIX_OHLCV_MAPPINGS.map((m) => [m.tableAlias, m.ticker]),
@@ -851,9 +858,7 @@ var CLOSE_KNOWN_FIELDS = /* @__PURE__ */ new Set([
   ...DAILY_CLOSE_FIELDS,
   ...CONTEXT_CLOSE_FIELDS
 ]);
-var STATIC_FIELDS = /* @__PURE__ */ new Set([
-  ...DAILY_STATIC_FIELDS
-]);
+var STATIC_FIELDS = /* @__PURE__ */ new Set([...DAILY_STATIC_FIELDS]);
 function buildVixJoinClause(tickerAliases, baseAlias = "d") {
   return tickerAliases.flatMap((alias) => {
     const ticker = VIX_TICKER_FOR_ALIAS[alias];
@@ -978,7 +983,11 @@ function buildOutcomeQuery(tradeDatesOrKeys) {
   if (typeof tradeDatesOrKeys[0] === "string") {
     return buildOutcomeQueryForDates(tradeDatesOrKeys, vixCloseCols, derivedCloseCols);
   }
-  return buildOutcomeQueryForKeys(tradeDatesOrKeys, vixCloseCols, derivedCloseCols);
+  return buildOutcomeQueryForKeys(
+    tradeDatesOrKeys,
+    vixCloseCols,
+    derivedCloseCols
+  );
 }
 function buildTargetCloseCols(eAlias, sAlias) {
   return [...DAILY_CLOSE_FIELDS].map((f) => `${OHLCV_COLS.has(f) ? sAlias : eAlias}."${f}"`).join(", ");
@@ -1098,11 +1107,11 @@ function scoreDataQuality(input) {
 async function queryCoverage(stores, underlying, fromDate, toDate) {
   const spotCov = await stores.spot.getCoverage(underlying, fromDate, toDate);
   const quoteCov = await stores.quote.getCoverage(underlying, fromDate, toDate);
-  const dates = enumerateCoveredDates(spotCov.earliest, spotCov.latest).concat(enumerateCoveredDates(quoteCov.earliest, quoteCov.latest));
-  const uniqueDates = [...new Set(dates)].sort();
-  const quoteDateSet = new Set(
+  const dates = enumerateCoveredDates(spotCov.earliest, spotCov.latest).concat(
     enumerateCoveredDates(quoteCov.earliest, quoteCov.latest)
   );
+  const uniqueDates = [...new Set(dates)].sort();
+  const quoteDateSet = new Set(enumerateCoveredDates(quoteCov.earliest, quoteCov.latest));
   if (uniqueDates.length === 0) {
     return {
       totalBars: 0,
@@ -1168,9 +1177,7 @@ function formatCoverageReport(tickerPattern, coverage) {
   }
   if (current) groups.push(current);
   for (const group of groups) {
-    const avgBars = group.barCounts.length > 0 ? Math.round(
-      group.barCounts.reduce((s, v) => s + v, 0) / group.barCounts.length
-    ) : 0;
+    const avgBars = group.barCounts.length > 0 ? Math.round(group.barCounts.reduce((s, v) => s + v, 0) / group.barCounts.length) : 0;
     const rangeStr = group.fromDate === group.toDate ? group.fromDate : `${group.fromDate} to ${group.toDate}`;
     let detail;
     if (group.density === "dense") {
@@ -1445,7 +1452,9 @@ async function setupParquetWorkingTables(conn, dataDir) {
   const enrichedTickerGlob = path.join(enrichedDir, "ticker=*", "data.parquet");
   const enrichedContextPath = path.join(enrichedDir, "context", "data.parquet");
   if (existsSync(dailyPath)) {
-    await conn.run(`CREATE TEMP TABLE "${dailyTable}" AS SELECT * FROM read_parquet('${dailyPath}')`);
+    await conn.run(
+      `CREATE TEMP TABLE "${dailyTable}" AS SELECT * FROM read_parquet('${dailyPath}')`
+    );
     await alignDailyWorkingTableColumns(conn, dailyTable);
   } else if (hasEnrichedTickerFiles(enrichedDir)) {
     await conn.run(
@@ -1460,9 +1469,7 @@ async function setupParquetWorkingTables(conn, dataDir) {
     }
     await alignDailyWorkingTableColumns(conn, dailyTable);
   } else {
-    await conn.run(
-      `CREATE TEMP TABLE "${dailyTable}" AS SELECT * FROM market.enriched WHERE 1=0`
-    );
+    await conn.run(`CREATE TEMP TABLE "${dailyTable}" AS SELECT * FROM market.enriched WHERE 1=0`);
     for (const ohlcv of ["open", "high", "low", "close"]) {
       try {
         await conn.run(`ALTER TABLE "${dailyTable}" ADD COLUMN "${ohlcv}" DOUBLE`);
@@ -1485,7 +1492,9 @@ async function setupParquetWorkingTables(conn, dataDir) {
   } catch {
   }
   if (existsSync(dateContextPath)) {
-    await conn.run(`CREATE TEMP TABLE "${dateContextTable}" AS SELECT * FROM read_parquet('${dateContextPath}')`);
+    await conn.run(
+      `CREATE TEMP TABLE "${dateContextTable}" AS SELECT * FROM read_parquet('${dateContextPath}')`
+    );
   } else if (existsSync(enrichedContextPath)) {
     await conn.run(
       `CREATE TEMP TABLE "${dateContextTable}" AS SELECT * FROM read_parquet('${enrichedContextPath}')`
@@ -1496,7 +1505,9 @@ async function setupParquetWorkingTables(conn, dataDir) {
       Trend_Direction VARCHAR, VIX_Spike_Pct DOUBLE, VIX_Gap_Pct DOUBLE
     )`);
   }
-  await conn.run(`CREATE UNIQUE INDEX "idx_${dateContextTable}_date" ON "${dateContextTable}"(date)`);
+  await conn.run(
+    `CREATE UNIQUE INDEX "idx_${dateContextTable}_date" ON "${dateContextTable}"(date)`
+  );
   await conn.run(`CREATE UNIQUE INDEX "idx_${dailyTable}_pk" ON "${dailyTable}"(ticker, date)`);
   return { dailyTable, dateContextTable };
 }
@@ -1523,12 +1534,7 @@ async function flushEnrichedToParquet(conn, dataDir, ticker, tables) {
     targetPath: tickerFile,
     selectQuery: `SELECT ticker, date, ${enrichedColList} FROM "${tables.dailyTable}" WHERE ticker = '${ticker}' ORDER BY date`
   });
-  const contextFile = path.join(
-    resolveMarketDir(dataDir),
-    "enriched",
-    "context",
-    "data.parquet"
-  );
+  const contextFile = path.join(resolveMarketDir(dataDir), "enriched", "context", "data.parquet");
   await writeParquetAtomic(conn, {
     targetPath: contextFile,
     selectQuery: `SELECT * FROM "${tables.dateContextTable}" ORDER BY date`
@@ -1564,7 +1570,9 @@ async function runTier2(conn, targets, spotStore) {
       const BATCH_SIZE = 500;
       for (let start = 0; start < bars.length; start += BATCH_SIZE) {
         const batch = bars.slice(start, start + BATCH_SIZE);
-        const placeholders = batch.map((_, i) => `($${i * 6 + 1},$${i * 6 + 2},$${i * 6 + 3},$${i * 6 + 4},$${i * 6 + 5},$${i * 6 + 6})`).join(",");
+        const placeholders = batch.map(
+          (_, i) => `($${i * 6 + 1},$${i * 6 + 2},$${i * 6 + 3},$${i * 6 + 4},$${i * 6 + 5},$${i * 6 + 6})`
+        ).join(",");
         const params = batch.flatMap((b) => [b.ticker, b.date, b.open, b.high, b.low, b.close]);
         await conn.run(
           `INSERT INTO "${vixTempTable}" VALUES ${placeholders}`,
@@ -1696,12 +1704,21 @@ async function runTier2(conn, targets, spotStore) {
       };
     });
     const enrichedContext = computeVIXDerivedFields(contextRows);
-    const derivedCols = ["date", "Vol_Regime", "Term_Structure_State", "Trend_Direction", "VIX_Spike_Pct", "VIX_Gap_Pct"];
+    const derivedCols = [
+      "date",
+      "Vol_Regime",
+      "Term_Structure_State",
+      "Trend_Direction",
+      "VIX_Spike_Pct",
+      "VIX_Gap_Pct"
+    ];
     const BATCH_SIZE = 500;
     for (let start = 0; start < enrichedContext.length; start += BATCH_SIZE) {
       const batch = enrichedContext.slice(start, start + BATCH_SIZE);
       const placeholders = batch.map((_, rowIdx) => {
-        const params2 = derivedCols.map((__, colIdx) => `$${rowIdx * derivedCols.length + colIdx + 1}`);
+        const params2 = derivedCols.map(
+          (__, colIdx) => `$${rowIdx * derivedCols.length + colIdx + 1}`
+        );
         return `(${params2.join(", ")})`;
       }).join(", ");
       const sql = `INSERT OR REPLACE INTO ${dateContextTarget} (${derivedCols.join(", ")}) VALUES ${placeholders}`;
@@ -1735,10 +1752,9 @@ async function hasTier3Data(conn, ticker, spotStore) {
     const cov = await spotStore.getCoverage(ticker, "1970-01-01", "9999-12-31");
     return cov.totalDates > 0;
   }
-  const r = await conn.runAndReadAll(
-    `SELECT COUNT(*) FROM market.spot WHERE ticker = $1 LIMIT 1`,
-    [ticker]
-  );
+  const r = await conn.runAndReadAll(`SELECT COUNT(*) FROM market.spot WHERE ticker = $1 LIMIT 1`, [
+    ticker
+  ]);
   return Number(r.getRows()[0]?.[0] ?? 0) > 0;
 }
 async function runContextEnrichment(conn, targets) {
@@ -1778,7 +1794,10 @@ async function runEnrichment(conn, ticker, opts = {}, io) {
         fetchParams.push(lookbackStart);
       }
       fetchSql += ` ORDER BY date ASC`;
-      const rawReader = await conn.runAndReadAll(fetchSql, fetchParams);
+      const rawReader = await conn.runAndReadAll(
+        fetchSql,
+        fetchParams
+      );
       rawRows = rawReader.getRows();
     }
     if (rawRows.length === 0) {
@@ -1995,7 +2014,8 @@ function computeIntradayTimingFields(bars) {
   const highInAfternoon = highTime >= 12;
   const lowInAfternoon = lowTime >= 12;
   let reversalType = 0;
-  if (highInMorning && lowInAfternoon) reversalType = 1;
+  if (highInMorning && lowInAfternoon)
+    reversalType = 1;
   else if (lowInMorning && highInAfternoon) reversalType = -1;
   const openingBars = bars.filter((b) => hhmmToDecimalHours(b.time) < 10);
   let openingDriveStrength = 0;
@@ -2020,7 +2040,14 @@ function computeIntradayTimingFields(bars) {
       intradayRealizedVol = barStdDev * Math.sqrt(bars.length * 252);
     }
   }
-  return { highTime, lowTime, highBeforeLow, reversalType, openingDriveStrength, intradayRealizedVol };
+  return {
+    highTime,
+    lowTime,
+    highBeforeLow,
+    reversalType,
+    openingDriveStrength,
+    intradayRealizedVol
+  };
 }
 async function runTier3(conn, ticker, dates, dailyTarget = "market.enriched", spotStore) {
   const hasData = await hasTier3Data(conn, ticker, spotStore);
@@ -2086,7 +2113,14 @@ async function runTier3(conn, ticker, dates, dailyTarget = "market.enriched", sp
       reason: "intraday data exists but no bars overlap with enrichment date range"
     };
   }
-  const tier3Cols = ["High_Time", "Low_Time", "High_Before_Low", "Reversal_Type", "Opening_Drive_Strength", "Intraday_Realized_Vol"];
+  const tier3Cols = [
+    "High_Time",
+    "Low_Time",
+    "High_Before_Low",
+    "Reversal_Type",
+    "Opening_Drive_Strength",
+    "Intraday_Realized_Vol"
+  ];
   const enrichedRows = [];
   for (const [dateStr, bars] of barsByDate) {
     const timing = computeIntradayTimingFields(bars);
@@ -2205,7 +2239,9 @@ function applyColumnMapping(rows, columnMapping, ticker) {
     if (hasNullDate) continue;
     if (!("date" in mapped)) continue;
     if (!("time" in mapped)) {
-      const dateSourceCol = Object.entries(columnMapping).find(([, schema]) => schema === "date")?.[0];
+      const dateSourceCol = Object.entries(columnMapping).find(
+        ([, schema]) => schema === "date"
+      )?.[0];
       if (dateSourceCol) {
         const rawDateValue = row[dateSourceCol] ?? "";
         const numericDate = Number(rawDateValue);
@@ -2599,9 +2635,13 @@ var profileStrategySchema = z.object({
       operator: z.string().describe("Comparison operator: >, <, >=, <=, ==, between, in"),
       value: z.union([z.string(), z.number(), z.array(z.union([z.string(), z.number()]))]).describe("Filter value or array for between/in operators"),
       description: z.string().optional().describe("Human-readable description of this filter"),
-      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.")
+      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."
+      )
     })
-  ).default([]).describe("Entry condition filters. Tag each with source: 'market' (testable in analysis) or 'execution' (OO/platform-level, skipped in analysis)."),
+  ).default([]).describe(
+    "Entry condition filters. Tag each with source: 'market' (testable in analysis) or 'execution' (OO/platform-level, skipped in analysis)."
+  ),
   exitRules: z.array(
     z.object({
       type: z.string().describe("Rule type: stop_loss, profit_target, time_exit, conditional"),
@@ -2616,7 +2656,9 @@ var profileStrategySchema = z.object({
       slippage: z.number().optional().describe("Per-rule slippage override")
     })
   ).default([]).describe("Exit rules and triggers"),
-  expectedRegimes: z.array(z.enum(["very_low", "low", "below_avg", "above_avg", "high", "extreme"])).default([]).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+"),
+  expectedRegimes: z.array(z.enum(["very_low", "low", "below_avg", "above_avg", "high", "extreme"])).default([]).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+"
+  ),
   keyMetrics: z.object({
     expectedWinRate: z.number().optional().describe("Expected win rate (0-1)"),
     targetPremium: z.number().optional().describe("Target premium collected ($)"),
@@ -2633,7 +2675,9 @@ var profileStrategySchema = z.object({
     backtestAllocationPct: z.number().optional().describe("Allocation % used in backtest"),
     liveAllocationPct: z.number().optional().describe("Allocation % used in live portfolio"),
     maxContractsPerTrade: z.number().optional().describe("Per-entry contract cap (distinct from maxContracts hard cap)")
-  }).optional().describe("Position sizing rules. Per-block \u2014 same strategy in backtest vs portfolio may have different sizing."),
+  }).optional().describe(
+    "Position sizing rules. Per-block \u2014 same strategy in backtest vs portfolio may have different sizing."
+  ),
   underlying: z.string().optional().describe("Underlying symbol: SPX, QQQ, etc."),
   reEntry: z.boolean().optional().describe("Strategy supports re-entry on same day"),
   capProfits: z.boolean().optional().describe("Profits are capped by structure"),
@@ -2657,30 +2701,33 @@ async function handleProfileStrategy(input, baseDir) {
   await upgradeToReadWrite(baseDir);
   try {
     const conn = await getConnection(baseDir);
-    const stored = await upsertProfile(conn, {
-      blockId: input.blockId,
-      strategyName: input.strategyName,
-      structureType: input.structureType,
-      greeksBias: input.greeksBias,
-      thesis: input.thesis,
-      legs: input.legs,
-      entryFilters: input.entryFilters,
-      exitRules: input.exitRules,
-      expectedRegimes: input.expectedRegimes,
-      keyMetrics: input.keyMetrics,
-      positionSizing: input.positionSizing,
-      underlying: input.underlying,
-      reEntry: input.reEntry,
-      capProfits: input.capProfits,
-      capLosses: input.capLosses,
-      requireTwoPricesPT: input.requireTwoPricesPT,
-      closeOnCompletion: input.closeOnCompletion,
-      ignoreMarginReq: input.ignoreMarginReq
-    }, baseDir);
-    return createToolOutput(
-      `Profile saved: ${input.strategyName} for block ${input.blockId}`,
-      { profile: stored }
+    const stored = await upsertProfile(
+      conn,
+      {
+        blockId: input.blockId,
+        strategyName: input.strategyName,
+        structureType: input.structureType,
+        greeksBias: input.greeksBias,
+        thesis: input.thesis,
+        legs: input.legs,
+        entryFilters: input.entryFilters,
+        exitRules: input.exitRules,
+        expectedRegimes: input.expectedRegimes,
+        keyMetrics: input.keyMetrics,
+        positionSizing: input.positionSizing,
+        underlying: input.underlying,
+        reEntry: input.reEntry,
+        capProfits: input.capProfits,
+        capLosses: input.capLosses,
+        requireTwoPricesPT: input.requireTwoPricesPT,
+        closeOnCompletion: input.closeOnCompletion,
+        ignoreMarginReq: input.ignoreMarginReq
+      },
+      baseDir
     );
+    return createToolOutput(`Profile saved: ${input.strategyName} for block ${input.blockId}`, {
+      profile: stored
+    });
   } finally {
     await downgradeToReadOnly(baseDir);
   }
@@ -2694,10 +2741,7 @@ async function handleGetStrategyProfile(input, baseDir) {
       { profile: null }
     );
   }
-  return createToolOutput(
-    `Profile: ${input.strategyName} in block ${input.blockId}`,
-    { profile }
-  );
+  return createToolOutput(`Profile: ${input.strategyName} in block ${input.blockId}`, { profile });
 }
 async function handleListProfiles(input, baseDir) {
   const conn = await getConnection(baseDir);
@@ -3286,7 +3330,9 @@ async function handleValidateEntryFilters(input, baseDir) {
       single: ablationSingle,
       pairs: ablationPairs
     },
-    execution_filters_skipped: executionFilters.map((f) => f.description || `${f.field} ${f.operator} ${f.value}`),
+    execution_filters_skipped: executionFilters.map(
+      (f) => f.description || `${f.field} ${f.operator} ${f.value}`
+    ),
     profile_update_hints: profileUpdateHints,
     warnings
   });
@@ -3317,7 +3363,9 @@ async function handlePortfolioStructureMap(input, baseDir) {
       try {
         block = await loadBlock(baseDir, profile.blockId);
       } catch {
-        warnings.push(`Could not load block '${profile.blockId}' for strategy '${profile.strategyName}'`);
+        warnings.push(
+          `Could not load block '${profile.blockId}' for strategy '${profile.strategyName}'`
+        );
         continue;
       }
       let trades = filterByStrategy(block.trades, profile.strategyName);
@@ -3328,7 +3376,9 @@ async function handlePortfolioStructureMap(input, baseDir) {
         }
       }
       if (trades.length === 0) {
-        warnings.push(`No trades found for strategy '${profile.strategyName}' in block '${profile.blockId}'`);
+        warnings.push(
+          `No trades found for strategy '${profile.strategyName}' in block '${profile.blockId}'`
+        );
         continue;
       }
       const tradeKeys = uniqueTradeLookupKeys(trades);
@@ -3446,10 +3496,7 @@ async function handlePortfolioStructureMap(input, baseDir) {
       );
     }
     const unknownTrendStats = unknownTrendPls.size > 0 ? Object.fromEntries(
-      [...unknownTrendPls.entries()].map(([name, pls]) => [
-        name,
-        computeSliceStats(pls)
-      ])
+      [...unknownTrendPls.entries()].map(([name, pls]) => [name, computeSliceStats(pls)])
     ) : void 0;
     const coverageSummary = {
       totalCells: 18,
@@ -3551,12 +3598,8 @@ var VOL_REGIME_LABELS2 = {
   6: "extreme"
 };
 var regimeAllocationAdvisorSchema = z3.object({
-  blockId: z3.string().optional().describe(
-    "Block ID to analyze. When omitted, aggregate across all profiled strategies."
-  ),
-  minTrades: z3.number().optional().default(5).describe(
-    "Minimum trades per regime cell for reliable stats (default: 5)"
-  )
+  blockId: z3.string().optional().describe("Block ID to analyze. When omitted, aggregate across all profiled strategies."),
+  minTrades: z3.number().optional().default(5).describe("Minimum trades per regime cell for reliable stats (default: 5)")
 });
 async function handleRegimeAllocationAdvisor(input, baseDir) {
   const minTrades = input.minTrades ?? 5;
@@ -3648,9 +3691,7 @@ async function handleRegimeAllocationAdvisor(input, baseDir) {
         if (!regimeAggPls[label]) regimeAggPls[label] = [];
         regimeAggPls[label].push(trade.pl);
       }
-      const expectedSet = new Set(
-        profile.expectedRegimes.map((r) => r.toLowerCase())
-      );
+      const expectedSet = new Set(profile.expectedRegimes.map((r) => r.toLowerCase()));
       const regimePerformance = {};
       for (const [label, pls] of Object.entries(regimePls)) {
         const stats = computeSliceStats(pls);
@@ -3787,9 +3828,7 @@ var replayTradeSchema = z4.object({
   ).optional().describe("Explicit leg definitions for hypothetical replay"),
   // Mode B: Tradelog replay
   block_id: z4.string().optional().describe("Block ID to load trade from"),
-  trade_index: z4.number().optional().describe(
-    "0-based index of trade in block's tradelog (ordered by date_opened)"
-  ),
+  trade_index: z4.number().optional().describe("0-based index of trade in block's tradelog (ordered by date_opened)"),
   // Common fields
   open_date: z4.string().optional().describe(
     "Trade open date YYYY-MM-DD (required for hypothetical mode, auto-resolved for tradelog mode)"
@@ -3836,22 +3875,13 @@ function resolveOODateRange(parsedLegs, tradeYear, tradeOpenDate) {
   return { from: tradeOpenDate, to: maxDate };
 }
 async function handleReplayTrade(params, baseDir, stores, injectedConn) {
-  const {
-    legs: inputLegs,
-    block_id,
-    trade_index,
-    multiplier,
-    close_at,
-    skip_quotes
-  } = params;
+  const { legs: inputLegs, block_id, trade_index, multiplier, close_at, skip_quotes } = params;
   let { open_date, close_date } = params;
   let tradeCloseTimestamp;
   let replayLegs;
   if (inputLegs && inputLegs.length > 0) {
     if (!open_date || !close_date) {
-      throw new Error(
-        "open_date and close_date are required for hypothetical replay mode"
-      );
+      throw new Error("open_date and close_date are required for hypothetical replay mode");
     }
     replayLegs = inputLegs.map((leg) => ({
       occTicker: buildOccTicker(leg.ticker, leg.expiry, leg.type, leg.strike),
@@ -3870,9 +3900,7 @@ async function handleReplayTrade(params, baseDir, stores, injectedConn) {
     );
     const rows = result.getRows();
     if (rows.length === 0) {
-      throw new Error(
-        `No trade found at index ${trade_index} in block "${block_id}"`
-      );
+      throw new Error(`No trade found at index ${trade_index} in block "${block_id}"`);
     }
     const row = rows[0];
     const legsStr = String(row[0] ?? "");
@@ -3981,11 +4009,7 @@ async function handleReplayTrade(params, baseDir, stores, injectedConn) {
   );
   if (underlyingBars.length === 0) {
     try {
-      underlyingBars = await stores.spot.readDailyBars(
-        underlyingTicker,
-        open_date,
-        close_date
-      );
+      underlyingBars = await stores.spot.readDailyBars(underlyingTicker, open_date, close_date);
     } catch {
     }
   }
@@ -4112,9 +4136,7 @@ var getOptionSnapshotSchema = z5.object({
   expiration_date_gte: z5.string().optional().describe("Earliest expiration date (YYYY-MM-DD)"),
   expiration_date_lte: z5.string().optional().describe("Latest expiration date (YYYY-MM-DD)"),
   contract_type: z5.enum(["call", "put"]).optional().describe("Filter by call or put"),
-  limit: z5.number().optional().default(50).describe(
-    "Max contracts to return (default 50, use higher for full chain)"
-  )
+  limit: z5.number().optional().default(50).describe("Max contracts to return (default 50, use higher for full chain)")
 });
 async function handleGetOptionSnapshot(params) {
   try {
@@ -4231,7 +4253,9 @@ function numericalDecomposition(config, totalPnlChange, stepCount) {
     ...f,
     pctOfTotal: totalAbsSum > 0 ? Math.abs(f.totalPnl) / totalAbsSum * 100 : 0
   }));
-  const summaryParts = factors.map((f) => `${f.factor} ${f.totalPnl.toFixed(2)} (${f.pctOfTotal.toFixed(0)}%)`);
+  const summaryParts = factors.map(
+    (f) => `${f.factor} ${f.totalPnl.toFixed(2)} (${f.pctOfTotal.toFixed(0)}%)`
+  );
   const summary = `P&L of ${totalPnlChange.toFixed(2)} (numerical): ${summaryParts.join(", ")}`;
   return {
     factors,
@@ -4266,7 +4290,15 @@ function priceOption(type, S, K, dte, r, q, iv) {
   return bsPrice(bsType, S, K, T, r, q, iv);
 }
 function decomposeGreeks(config) {
-  const { pnlPath, legs, underlyingPrices, legGroups, legPricingInputs, riskFreeRate, dividendYield } = config;
+  const {
+    pnlPath,
+    legs,
+    underlyingPrices,
+    legGroups,
+    legPricingInputs,
+    riskFreeRate,
+    dividendYield
+  } = config;
   if (pnlPath.length <= 1) {
     const emptyFactors = [
       { factor: "delta", totalPnl: 0, pctOfTotal: 0, steps: [] },
@@ -4426,7 +4458,9 @@ function decomposeGreeks(config) {
   const summaryParts = factors.filter((f) => f.factor !== "residual").map((f) => `${f.factor} ${f.totalPnl.toFixed(2)} (${f.pctOfTotal.toFixed(0)}%)`);
   const residualFactor = factors.find((f) => f.factor === "residual");
   if (residualFactor && Math.abs(residualFactor.totalPnl) > 0.01) {
-    summaryParts.push(`residual ${residualFactor.totalPnl.toFixed(2)} (${residualFactor.pctOfTotal.toFixed(0)}%)`);
+    summaryParts.push(
+      `residual ${residualFactor.totalPnl.toFixed(2)} (${residualFactor.pctOfTotal.toFixed(0)}%)`
+    );
   }
   const summary = `P&L of ${totalPnlChange.toFixed(2)} (${methodLabel}): ${summaryParts.join(", ")}`;
   const warning = residualPct > 0.5 ? `Residual ${(residualPct * 100).toFixed(0)}% \u2014 attribution limited for some legs.` : null;
@@ -4558,7 +4592,7 @@ function evaluateTrigger(trigger, pnlPath, legs) {
     switch (type) {
       case "profitTarget": {
         if (trigger.unit === "percent" && trigger.entryCost == null) break;
-        const requiredHits = trigger.requiredHits ?? 1;
+        const requiredHits = trigger.requiredHits ?? 2;
         const dollarThresholdPT = trigger.unit === "percent" ? threshold * Math.abs(trigger.entryCost) : threshold;
         if (pnl >= dollarThresholdPT) {
           if (point.allLegsSync !== false) profitTargetHits++;
@@ -4940,11 +4974,13 @@ var triggerConfigSchema = z6.object({
   openDate: z6.string().optional(),
   clockTime: z6.string().optional(),
   trailAmount: z6.number().optional(),
-  steps: z6.array(z6.object({
-    armAt: z6.number(),
-    stopAt: z6.number(),
-    closeAllocationPct: z6.number().min(0).max(1).optional().describe("Fraction of REMAINING position to close at this milestone (0-1)")
-  })).optional(),
+  steps: z6.array(
+    z6.object({
+      armAt: z6.number(),
+      stopAt: z6.number(),
+      closeAllocationPct: z6.number().min(0).max(1).optional().describe("Fraction of REMAINING position to close at this milestone (0-1)")
+    })
+  ).optional(),
   spreadWidth: z6.number().optional(),
   contracts: z6.number().optional(),
   legIndex: z6.number().optional().describe("0-based leg index for perLegDelta \u2014 targets specific leg"),
@@ -4969,11 +5005,13 @@ var analyzeExitTriggersSchema = z6.object({
   multiplier: z6.number().default(100),
   triggers: z6.array(triggerConfigSchema).describe("Exit triggers to evaluate against the P&L path"),
   actual_exit_timestamp: z6.string().optional().describe("Actual exit time for comparison (format: YYYY-MM-DD HH:MM)"),
-  leg_groups: z6.array(z6.object({
-    label: z6.string(),
-    leg_indices: z6.array(z6.number()),
-    triggers: z6.array(triggerConfigSchema)
-  })).optional().describe("Per-leg-group exit triggers for multi-structure strategies"),
+  leg_groups: z6.array(
+    z6.object({
+      label: z6.string(),
+      leg_indices: z6.array(z6.number()),
+      triggers: z6.array(triggerConfigSchema)
+    })
+  ).optional().describe("Per-leg-group exit triggers for multi-structure strategies"),
   format: z6.enum(["summary", "full"]).default("summary").describe("'summary' omits per-step trigger states, 'full' includes all fire events")
 });
 var decomposeGreeksSchema = z6.object({
@@ -4984,10 +5022,12 @@ var decomposeGreeksSchema = z6.object({
   open_date: z6.string().optional(),
   close_date: z6.string().optional(),
   multiplier: z6.number().default(100),
-  leg_groups: z6.array(z6.object({
-    label: z6.string(),
-    leg_indices: z6.array(z6.number())
-  })).optional().describe("Leg grouping for per-group vega attribution (e.g., front_month vs back_month)"),
+  leg_groups: z6.array(
+    z6.object({
+      label: z6.string(),
+      leg_indices: z6.array(z6.number())
+    })
+  ).optional().describe("Leg grouping for per-group vega attribution (e.g., front_month vs back_month)"),
   format: z6.enum(["summary", "full"]).default("summary").describe("'summary' shows ranked factors, 'full' includes per-step contributions"),
   skip_quotes: z6.boolean().default(false).describe("Skip NBBO quote enrichment for option bars. Faster, but lower precision.")
 });
@@ -5012,7 +5052,8 @@ async function fetchPriceMap(stores, ticker, from, to) {
       }
     }
     for (const b of bars) {
-      if (!Number.isFinite(b.open) || b.open <= 0 || !Number.isFinite(b.high) || b.high <= 0 || !Number.isFinite(b.low) || b.low <= 0 || !Number.isFinite(b.close) || b.close <= 0) continue;
+      if (!Number.isFinite(b.open) || b.open <= 0 || !Number.isFinite(b.high) || b.high <= 0 || !Number.isFinite(b.low) || b.low <= 0 || !Number.isFinite(b.close) || b.close <= 0)
+        continue;
       const ts = `${b.date} ${b.time ?? ""}`.trim();
       map.set(ts, markPrice(b));
     }
@@ -5083,12 +5124,7 @@ async function handleAnalyzeExitTriggers(params, baseDir, stores, injectedConn)
     vix9dPrices = await fetchPriceMap(stores, "VIX9D", firstDate, lastDate);
   }
   if (needsUnderlying) {
-    underlyingPrices = await fetchPriceMap(
-      stores,
-      underlyingTicker,
-      firstDate,
-      lastDate
-    );
+    underlyingPrices = await fetchPriceMap(stores, underlyingTicker, firstDate, lastDate);
   }
   const exitTriggers = triggers.map((t) => ({
     type: t.type,
@@ -5458,11 +5494,13 @@ var triggerConfigSchema2 = z7.object({
   openDate: z7.string().optional(),
   clockTime: z7.string().optional(),
   trailAmount: z7.number().optional(),
-  steps: z7.array(z7.object({
-    armAt: z7.number(),
-    stopAt: z7.number(),
-    closeAllocationPct: z7.number().min(0).max(1).optional().describe("Fraction of REMAINING position to close at this milestone (0-1)")
-  })).optional(),
+  steps: z7.array(
+    z7.object({
+      armAt: z7.number(),
+      stopAt: z7.number(),
+      closeAllocationPct: z7.number().min(0).max(1).optional().describe("Fraction of REMAINING position to close at this milestone (0-1)")
+    })
+  ).optional(),
   spreadWidth: z7.number().optional(),
   contracts: z7.number().optional(),
   legIndex: z7.number().optional().describe("0-based leg index for perLegDelta \u2014 targets specific leg"),
@@ -5477,17 +5515,23 @@ var batchExitAnalysisSchema = z7.object({
     to: z7.string().optional().describe("End date YYYY-MM-DD")
   }).optional().describe("Filter trades by date range"),
   candidate_policy: z7.array(triggerConfigSchema2).describe("Candidate exit policy triggers to evaluate -- same schema as analyze_exit_triggers"),
-  leg_groups: z7.array(z7.object({
-    label: z7.string(),
-    leg_indices: z7.array(z7.number()),
-    triggers: z7.array(triggerConfigSchema2)
-  })).optional().describe("Per-leg-group exit triggers for multi-structure strategies"),
-  baseline_mode: z7.enum(["actual", "holdToEnd"]).default("actual").describe("'actual' compares candidate vs trade's actual P&L; 'holdToEnd' compares vs last replay timestamp"),
+  leg_groups: z7.array(
+    z7.object({
+      label: z7.string(),
+      leg_indices: z7.array(z7.number()),
+      triggers: z7.array(triggerConfigSchema2)
+    })
+  ).optional().describe("Per-leg-group exit triggers for multi-structure strategies"),
+  baseline_mode: z7.enum(["actual", "holdToEnd"]).default("actual").describe(
+    "'actual' compares candidate vs trade's actual P&L; 'holdToEnd' compares vs last replay timestamp"
+  ),
   limit: z7.number().min(1).max(200).default(50).describe("Max trades to analyze. Most recent trades selected"),
   min_pl: z7.number().optional().describe("Only include trades with actual P&L >= this value"),
   max_pl: z7.number().optional().describe("Only include trades with actual P&L <= this value"),
   multiplier: z7.number().default(100).describe("Contract multiplier (default 100)"),
-  format: z7.enum(["summary", "full"]).default("summary").describe("'summary' returns aggregate stats + trigger attribution; 'full' adds per-trade breakdown")
+  format: z7.enum(["summary", "full"]).default("summary").describe(
+    "'summary' returns aggregate stats + trigger attribution; 'full' adds per-trade breakdown"
+  )
 });
 async function handleBatchExitAnalysis(params, baseDir, stores, injectedConn) {
   const {
@@ -5650,9 +5694,7 @@ async function handleBatchExitAnalysis(params, baseDir, stores, injectedConn) {
       if (profile) {
         result.profileContext = {
           structureType: profile.structureType,
-          exitRules: profile.exitRules.map(
-            (r) => r.description ?? `${r.type} ${r.trigger}`
-          )
+          exitRules: profile.exitRules.map((r) => r.description ?? `${r.type} ${r.trigger}`)
         };
       }
     } catch {
@@ -5813,13 +5855,7 @@ function filterChain(contracts, filter) {
 import { open, mkdir } from "fs/promises";
 import { dirname, join as join2 } from "path";
 function backfillManifestPath(dataRoot, runId) {
-  return join2(
-    dataRoot,
-    "market",
-    "_manifests",
-    "thetadata-mdds-backfill",
-    `${runId}.ndjson`
-  );
+  return join2(dataRoot, "market", "_manifests", "thetadata-mdds-backfill", `${runId}.ndjson`);
 }
 function backfillPartitionPath(dataRoot, underlying, date) {
   return join2(
@@ -6129,8 +6165,12 @@ function tradingDays(from, to) {
 var getGreeksAttributionSchema = z9.object({
   block_id: z9.string().describe("Block ID to analyze"),
   mode: z9.enum(["summary", "instance"]).default("summary").describe("summary: block-level attribution. instance: single trade time-series."),
-  trade_index: z9.number().int().min(0).optional().describe("Trade index (required for instance mode). Use get_block_info to find trade indices."),
-  skip_quotes: z9.boolean().default(true).describe("Use cached bar data only (fast). Set false to fetch NBBO quotes for higher precision."),
+  trade_index: z9.number().int().min(0).optional().describe(
+    "Trade index (required for instance mode). Use get_block_info to find trade indices."
+  ),
+  skip_quotes: z9.boolean().default(true).describe(
+    "Use cached bar data only (fast). Set false to fetch NBBO quotes for higher precision."
+  ),
   detailed: z9.boolean().default(false).describe("false: 5 factors (delta, gamma, theta, vega, residual). true: adds charm, vanna."),
   strategy: z9.string().optional().describe("Filter to trades matching this strategy name (case-insensitive).")
 });
@@ -6138,7 +6178,16 @@ var COLLAPSE_MAP = {
   charm: "delta",
   vanna: "vega"
 };
-var FACTOR_ORDER = ["theta", "vega", "delta", "gamma", "residual", "time_and_vol", "charm", "vanna"];
+var FACTOR_ORDER = [
+  "theta",
+  "vega",
+  "delta",
+  "gamma",
+  "residual",
+  "time_and_vol",
+  "charm",
+  "vanna"
+];
 function collapseFactors(factors, detailed) {
   const totals = /* @__PURE__ */ new Map();
   for (const f of factors) {
@@ -6188,9 +6237,25 @@ async function handleGetGreeksAttribution(params, baseDir, stores, injectedConn)
     if (trade_index == null) {
       throw new Error("trade_index is required for instance mode");
     }
-    return handleInstanceMode(block_id, trade_index, skip_quotes, detailed, baseDir, stores, injectedConn);
+    return handleInstanceMode(
+      block_id,
+      trade_index,
+      skip_quotes,
+      detailed,
+      baseDir,
+      stores,
+      injectedConn
+    );
   }
-  return handleSummaryMode(block_id, skip_quotes, detailed, strategy, baseDir, stores, injectedConn);
+  return handleSummaryMode(
+    block_id,
+    skip_quotes,
+    detailed,
+    strategy,
+    baseDir,
+    stores,
+    injectedConn
+  );
 }
 async function handleSummaryMode(block_id, skip_quotes, detailed, strategy, baseDir, stores, injectedConn) {
   const conn = injectedConn ?? await getConnection(baseDir);
@@ -6242,7 +6307,10 @@ async function handleSummaryMode(block_id, skip_quotes, detailed, strategy, base
           injectedConn
         ).then((result) => {
           for (const factor of result.factors) {
-            accumulated.set(factor.factor, (accumulated.get(factor.factor) ?? 0) + factor.totalPnl);
+            accumulated.set(
+              factor.factor,
+              (accumulated.get(factor.factor) ?? 0) + factor.totalPnl
+            );
           }
           actualTotalPnl += trade.actualPl;
           markTotalPnl += result.totalPnlChange;
@@ -6345,10 +6413,20 @@ async function handleInstanceMode(block_id, trade_index, skip_quotes, detailed,
   for (let i = 0; i <= stepCount; i++) {
     const entry = {
       date: getStepDate(i),
-      delta: getStepValue(factorSteps, "delta", i, detailed ? 0 : factorSteps.get("charm")?.[i] ?? 0),
+      delta: getStepValue(
+        factorSteps,
+        "delta",
+        i,
+        detailed ? 0 : factorSteps.get("charm")?.[i] ?? 0
+      ),
       gamma: getStepValue(factorSteps, "gamma", i, 0),
       theta: getStepValue(factorSteps, "theta", i, 0),
-      vega: getStepValue(factorSteps, "vega", i, detailed ? 0 : factorSteps.get("vanna")?.[i] ?? 0),
+      vega: getStepValue(
+        factorSteps,
+        "vega",
+        i,
+        detailed ? 0 : factorSteps.get("vanna")?.[i] ?? 0
+      ),
       residual: getStepValue(factorSteps, "residual", i, 0)
     };
     if (factorSteps.has("time_and_vol")) {
@@ -6815,11 +6893,7 @@ var ParquetSpotStore = class extends SpotStore {
     }));
   }
   async getCoverage(ticker, from, to) {
-    const tickerDir = path5.join(
-      resolveMarketDir(this.ctx.dataDir),
-      "spot",
-      `ticker=${ticker}`
-    );
+    const tickerDir = path5.join(resolveMarketDir(this.ctx.dataDir), "spot", `ticker=${ticker}`);
     if (!existsSync4(tickerDir)) {
       return { earliest: null, latest: null, missingDates: [], totalDates: 0 };
     }
@@ -7044,9 +7118,7 @@ var ParquetEnrichedStore = class extends EnrichedStore {
     });
     const reader = await this.ctx.conn.runAndReadAll(sql);
     const names = reader.columnNames();
-    return reader.getRows().map(
-      (row) => Object.fromEntries(names.map((n, i) => [n, row[i]]))
-    );
+    return reader.getRows().map((row) => Object.fromEntries(names.map((n, i) => [n, row[i]])));
   }
   async getCoverage(ticker) {
     const filePath = path6.join(
@@ -7119,9 +7191,7 @@ var DuckdbEnrichedStore = class extends EnrichedStore {
     });
     const reader = await this.ctx.conn.runAndReadAll(sql);
     const names = reader.columnNames();
-    return reader.getRows().map(
-      (row) => Object.fromEntries(names.map((n, i) => [n, row[i]]))
-    );
+    return reader.getRows().map((row) => Object.fromEntries(names.map((n, i) => [n, row[i]])));
   }
   async getCoverage(ticker) {
     const tickerLit = ticker.replace(/'/g, "''");
@@ -7474,9 +7544,7 @@ var ParquetQuoteStore = class extends QuoteStore {
   }
   async readQuotes(occTickers, from, to) {
     if (occTickers.length === 0) return /* @__PURE__ */ new Map();
-    const firstUnderlying = this.ctx.tickers.resolve(
-      extractRoot(occTickers[0])
-    );
+    const firstUnderlying = this.ctx.tickers.resolve(extractRoot(occTickers[0]));
     for (const t of occTickers) {
       const u = this.ctx.tickers.resolve(extractRoot(t));
       if (u !== firstUnderlying) {
@@ -7791,9 +7859,7 @@ var DuckdbQuoteStore = class extends QuoteStore {
   }
   async readQuotes(occTickers, from, to) {
     if (occTickers.length === 0) return /* @__PURE__ */ new Map();
-    const firstUnderlying = this.ctx.tickers.resolve(
-      extractRoot(occTickers[0])
-    );
+    const firstUnderlying = this.ctx.tickers.resolve(extractRoot(occTickers[0]));
     for (const t of occTickers) {
       const u = this.ctx.tickers.resolve(extractRoot(t));
       if (u !== firstUnderlying) {
@@ -8084,18 +8150,14 @@ var UnderlyingsFileSchema = z10.object({
 });
 var registerUnderlyingSchema = z10.object({
   underlying: z10.string().min(1).max(16).regex(TICKER_RE).describe("Canonical underlying symbol, e.g. SPX"),
-  roots: z10.array(z10.string().min(1).max(16).regex(TICKER_RE)).min(1).max(32).describe(
-    "OCC roots that resolve to this underlying, e.g. ['SPX','SPXW','SPXQ']"
-  )
+  roots: z10.array(z10.string().min(1).max(16).regex(TICKER_RE)).min(1).max(32).describe("OCC roots that resolve to this underlying, e.g. ['SPX','SPXW','SPXQ']")
 });
 var unregisterUnderlyingSchema = z10.object({
   underlying: z10.string().min(1).max(16).regex(TICKER_RE).describe("Underlying to remove. Bundled defaults cannot be removed.")
 });
 var listUnderlyingsSchema = z10.object({});
 var resolveRootSchema = z10.object({
-  input: z10.string().min(1).max(32).describe(
-    "Bare root ('SPXW') or full OCC ticker ('SPXW251219C05000000')"
-  )
+  input: z10.string().min(1).max(32).describe("Bare root ('SPXW') or full OCC ticker ('SPXW251219C05000000')")
 });
 
 // src/market/tickers/registry.ts
@@ -8107,9 +8169,7 @@ function validate(underlying, roots) {
   }
   for (const r of roots) {
     if (!TICKER_RE.test(r)) {
-      throw new Error(
-        `TickerRegistry: invalid root "${r}" \u2014 must match ${TICKER_RE.source}`
-      );
+      throw new Error(`TickerRegistry: invalid root "${r}" \u2014 must match ${TICKER_RE.source}`);
     }
   }
 }
@@ -8192,9 +8252,7 @@ var TickerRegistry = class {
   unregister(underlying) {
     const entry = this.entries.get(underlying);
     if (!entry) {
-      throw new Error(
-        `TickerRegistry.unregister: unknown underlying "${underlying}"`
-      );
+      throw new Error(`TickerRegistry.unregister: unknown underlying "${underlying}"`);
     }
     if (entry.source === "default") {
       throw new Error(
@@ -8482,7 +8540,13 @@ var MarketIngestor = class {
           assetClass
         });
       } catch (error) {
-        const mapped = this.mapProviderFailure(provider, "bars", normalizedTicker, error, assetClass);
+        const mapped = this.mapProviderFailure(
+          provider,
+          "bars",
+          normalizedTicker,
+          error,
+          assetClass
+        );
         if (mapped) return mapped;
         throw error;
       }
@@ -8735,11 +8799,7 @@ var MarketIngestor = class {
         if (mapped) return mapped;
         throw error;
       }
-      const written = await this.writeQuotesForTicker(
-        provider,
-        ticker,
-        quotes
-      );
+      const written = await this.writeQuotesForTicker(provider, ticker, quotes);
       totalRows += written.rowsWritten;
       if (written.minDate && (!minDate || written.minDate < minDate)) minDate = written.minDate;
       if (written.maxDate && (!maxDate || written.maxDate > maxDate)) maxDate = written.maxDate;
@@ -8775,12 +8835,7 @@ var MarketIngestor = class {
     for (const underlying of underlyings) {
       const upperUnderlying = underlying.toUpperCase();
       for (const date of dates) {
-        const drain = await this.drainBulkQuotes(
-          provider,
-          upperUnderlying,
-          date,
-          onProgress
-        );
+        const drain = await this.drainBulkQuotes(provider, upperUnderlying, date, onProgress);
         if (drain.rowsWritten > 0) {
           totalRows += drain.rowsWritten;
           if (!minDate || date < minDate) minDate = date;
@@ -8840,7 +8895,11 @@ var MarketIngestor = class {
         totalContracts: info.totalContracts
       });
     } : void 0;
-    const stream = provider.fetchBulkQuotes({ underlying: upperUnderlying, date, onGroupComplete });
+    const stream = provider.fetchBulkQuotes({
+      underlying: upperUnderlying,
+      date,
+      onGroupComplete
+    });
     for await (const chunk of stream) {
       for (const row of chunk) {
         const root = extractRoot(row.ticker);
@@ -8891,15 +8950,12 @@ var MarketIngestor = class {
         );
       } catch (error) {
         const message = error instanceof Error ? error.message : String(error);
-        console.warn(
-          "[drainBulkQuotes] enrichQuoteRows failed; skipping batch",
-          {
-            underlying: resolvedUnderlying,
-            date,
-            rows: rows.length,
-            error: message
-          }
-        );
+        console.warn("[drainBulkQuotes] enrichQuoteRows failed; skipping batch", {
+          underlying: resolvedUnderlying,
+          date,
+          rows: rows.length,
+          error: message
+        });
         skipped.push({
           underlying: resolvedUnderlying,
           date,
@@ -8986,16 +9042,13 @@ var MarketIngestor = class {
         );
       } catch (error) {
         const message = error instanceof Error ? error.message : String(error);
-        console.warn(
-          "[writeQuotesForTicker] enrichQuoteRows failed; skipping batch",
-          {
-            underlying,
-            date,
-            ticker,
-            rows: rows.length,
-            error: message
-          }
-        );
+        console.warn("[writeQuotesForTicker] enrichQuoteRows failed; skipping batch", {
+          underlying,
+          date,
+          ticker,
+          rows: rows.length,
+          error: message
+        });
         skipped.push({
           underlying,
           date,
@@ -9062,7 +9115,12 @@ var MarketIngestor = class {
     for (const underlying of opts.underlyings) {
       const upperUnderlying = underlying.toUpperCase();
       const assetClass = this.detectAssetClass(upperUnderlying);
-      const unsupported = this.preflightProviderSupport(provider, "chain", upperUnderlying, assetClass);
+      const unsupported = this.preflightProviderSupport(
+        provider,
+        "chain",
+        upperUnderlying,
+        assetClass
+      );
       if (unsupported) return unsupported;
       const dates = this.enumerateDates(opts.from, opts.to);
       for (const date of dates) {
@@ -9074,7 +9132,13 @@ var MarketIngestor = class {
             expired: true
           });
         } catch (error) {
-          const mapped = this.mapProviderFailure(provider, "chain", upperUnderlying, error, assetClass);
+          const mapped = this.mapProviderFailure(
+            provider,
+            "chain",
+            upperUnderlying,
+            error,
+            assetClass
+          );
           if (mapped) return mapped;
           throw error;
         }
@@ -9222,43 +9286,75 @@ var MarketIngestor = class {
         case "spot_bars": {
           const ticker = opts.partition.ticker;
           if (!ticker) {
-            return { status: "error", rowsWritten: 0, error: "partition.ticker is required for datasetType='spot_bars'" };
+            return {
+              status: "error",
+              rowsWritten: 0,
+              error: "partition.ticker is required for datasetType='spot_bars'"
+            };
           }
           const { rowCount } = await this.deps.stores.spot.writeFromSelect(
             { ticker: ticker.toUpperCase(), date: partitionDate },
             opts.selectSql
           );
-          return { status: "ok", rowsWritten: rowCount, dateRange: { from: partitionDate, to: partitionDate } };
+          return {
+            status: "ok",
+            rowsWritten: rowCount,
+            dateRange: { from: partitionDate, to: partitionDate }
+          };
         }
         case "option_quotes": {
           const underlying = opts.partition.underlying;
           if (!underlying) {
-            return { status: "error", rowsWritten: 0, error: "partition.underlying is required for datasetType='option_quotes'" };
+            return {
+              status: "error",
+              rowsWritten: 0,
+              error: "partition.underlying is required for datasetType='option_quotes'"
+            };
           }
           const { rowCount } = await this.deps.stores.quote.writeFromSelect(
             { underlying: underlying.toUpperCase(), date: partitionDate },
             opts.selectSql
           );
-          return { status: "ok", rowsWritten: rowCount, dateRange: { from: partitionDate, to: partitionDate } };
+          return {
+            status: "ok",
+            rowsWritten: rowCount,
+            dateRange: { from: partitionDate, to: partitionDate }
+          };
         }
         case "option_chain": {
           const underlying = opts.partition.underlying;
           if (!underlying) {
-            return { status: "error", rowsWritten: 0, error: "partition.underlying is required for datasetType='option_chain'" };
+            return {
+              status: "error",
+              rowsWritten: 0,
+              error: "partition.underlying is required for datasetType='option_chain'"
+            };
           }
           const { rowCount } = await this.deps.stores.chain.writeFromSelect(
             { underlying: underlying.toUpperCase(), date: partitionDate },
             opts.selectSql
           );
-          return { status: "ok", rowsWritten: rowCount, dateRange: { from: partitionDate, to: partitionDate } };
+          return {
+            status: "ok",
+            rowsWritten: rowCount,
+            dateRange: { from: partitionDate, to: partitionDate }
+          };
         }
         default: {
           const _exhaustive = opts.datasetType;
-          return { status: "error", rowsWritten: 0, error: `Unknown datasetType: ${String(_exhaustive)}` };
+          return {
+            status: "error",
+            rowsWritten: 0,
+            error: `Unknown datasetType: ${String(_exhaustive)}`
+          };
         }
       }
     } catch (err) {
-      return { status: "error", rowsWritten: 0, error: err instanceof Error ? err.message : String(err) };
+      return {
+        status: "error",
+        rowsWritten: 0,
+        error: err instanceof Error ? err.message : String(err)
+      };
     }
   }
   async computeVixContext(opts) {
@@ -9348,7 +9444,11 @@ var MarketIngestor = class {
     const coverage = {};
     for (const ticker of opts.spotTickers) {
       try {
-        const cov = await this.deps.stores.spot.getCoverage(ticker.toUpperCase(), opts.asOf, opts.asOf);
+        const cov = await this.deps.stores.spot.getCoverage(
+          ticker.toUpperCase(),
+          opts.asOf,
+          opts.asOf
+        );
         coverage[ticker] = {
           totalDates: cov.totalDates,
           dateRange: cov.earliest && cov.latest ? { from: cov.earliest, to: cov.latest } : void 0
@@ -9372,7 +9472,13 @@ var MarketIngestor = class {
     else status = "ok";
     return {
       status,
-      perOperation: { spot: spotResults, chain: chainResults, quotes: quoteResults, openInterest: openInterestResults, vixContext },
+      perOperation: {
+        spot: spotResults,
+        chain: chainResults,
+        quotes: quoteResults,
+        openInterest: openInterestResults,
+        vixContext
+      },
       coverage,
       errors,
       ...aggregateSkipped.length > 0 ? { skipped: aggregateSkipped } : {}
@@ -9455,9 +9561,7 @@ function selectVerificationSampleDates(fromDate = "2022-01-01", toDate = (/* @__
     ...PHASE_5_KNOWN_EVENTS.map((s) => s.date),
     ...PHASE_5_STRUCTURAL_DATES.map((s) => s.date)
   ]);
-  const candidates = enumerateWeekdays(fromDate, toDate).filter(
-    (d) => !selectedSet.has(d)
-  );
+  const candidates = enumerateWeekdays(fromDate, toDate).filter((d) => !selectedSet.has(d));
   const random = [];
   const pool = [...candidates];
   for (let i = 0; i < randomCount && pool.length > 0; i++) {