tradeblocks-mcp 3.0.2 → 3.0.3

package/src/models/strategy-profile.ts

@@ -7,30 +7,30 @@
  */
 
 export interface PositionSizing {
-  method: string;              // "pct_of_portfolio" | "fixed_contracts" | "fixed_dollar" | "discretionary"
-  allocationPct?: number;      // e.g., 2, 10
-  maxContracts?: number;       // hard cap per trade
+  method: string; // "pct_of_portfolio" | "fixed_contracts" | "fixed_dollar" | "discretionary"
+  allocationPct?: number; // e.g., 2, 10
+  maxContracts?: number; // hard cap per trade
   maxAllocationDollar?: number; // hard dollar cap per trade
-  maxOpenPositions?: number;   // concurrency limit
-  description?: string;        // free text for anything unusual
-  backtestAllocationPct?: number;  // allocation % used in backtest
-  liveAllocationPct?: number;      // allocation % used in live portfolio
-  maxContractsPerTrade?: number;   // per-entry cap (distinct from maxContracts hard cap)
+  maxOpenPositions?: number; // concurrency limit
+  description?: string; // free text for anything unusual
+  backtestAllocationPct?: number; // allocation % used in backtest
+  liveAllocationPct?: number; // allocation % used in live portfolio
+  maxContractsPerTrade?: number; // per-entry cap (distinct from maxContracts hard cap)
 }
 
 export interface StrategyProfile {
   blockId: string;
   strategyName: string;
-  structureType: string;        // e.g., "iron_condor", "calendar_spread", "reverse_iron_condor"
-  greeksBias: string;           // e.g., "theta_positive", "vega_negative", "delta_neutral"
-  thesis: string;               // Free-text description of the strategy thesis
-  legs: LegDetail[];            // Structured leg descriptions
-  entryFilters: EntryFilter[];  // Conditions for entry
-  exitRules: ExitRule[];        // Exit criteria
-  expectedRegimes: string[];    // Market regimes this strategy targets
-  keyMetrics: KeyMetrics;       // Performance benchmarks
+  structureType: string; // e.g., "iron_condor", "calendar_spread", "reverse_iron_condor"
+  greeksBias: string; // e.g., "theta_positive", "vega_negative", "delta_neutral"
+  thesis: string; // Free-text description of the strategy thesis
+  legs: LegDetail[]; // Structured leg descriptions
+  entryFilters: EntryFilter[]; // Conditions for entry
+  exitRules: ExitRule[]; // Exit criteria
+  expectedRegimes: string[]; // Market regimes this strategy targets
+  keyMetrics: KeyMetrics; // Performance benchmarks
   positionSizing?: PositionSizing; // Per-block position sizing rules
-  underlying?: string;              // e.g., "SPX", "QQQ"
+  underlying?: string; // e.g., "SPX", "QQQ"
   reEntry?: boolean;
   capProfits?: boolean;
   capLosses?: boolean;
@@ -42,43 +42,43 @@ export interface StrategyProfile {
 }
 
 export interface LegDetail {
-  type: string;     // "long_put", "short_call", etc.
-  strike: string;   // Relative description: "ATM", "5-delta", "30-delta"
-  expiry: string;   // Relative: "same-day", "weekly", "45-DTE"
+  type: string; // "long_put", "short_call", etc.
+  strike: string; // Relative description: "ATM", "5-delta", "30-delta"
+  expiry: string; // Relative: "same-day", "weekly", "45-DTE"
   quantity: number; // Positive = long, negative = short
-  strikeMethod?: 'delta' | 'dollar_price' | 'offset' | 'percentage';
+  strikeMethod?: "delta" | "dollar_price" | "offset" | "percentage";
   strikeValue?: number; // numeric value (e.g., 25 for 25-delta, 3.50 for dollar_price)
 }
 
 export interface EntryFilter {
-  field: string;       // e.g., "VIX_Close", "RSI_14", "Vol_Regime"
-  operator: string;    // ">", "<", ">=", "<=", "==", "between", "in"
+  field: string; // e.g., "VIX_Close", "RSI_14", "Vol_Regime"
+  operator: string; // ">", "<", ">=", "<=", "==", "between", "in"
   value: string | number | (string | number)[];
   description?: string;
   source?: "market" | "execution"; // "market" = testable against market data, "execution" = OO/platform-level
 }
 
 export interface ExitRuleMonitoring {
-  granularity?: 'intra_minute' | 'candle_close' | 'end_of_bar';
-  priceSource?: 'nbbo' | 'mid' | 'last';
+  granularity?: "intra_minute" | "candle_close" | "end_of_bar";
+  priceSource?: "nbbo" | "mid" | "last";
 }
 
 export interface ExitRule {
-  type: string;        // "stop_loss", "profit_target", "time_exit", "conditional"
-  trigger: string;     // e.g., "200% of credit", "50% of max profit", "15:00 ET"
+  type: string; // "stop_loss", "profit_target", "time_exit", "conditional"
+  trigger: string; // e.g., "200% of credit", "50% of max profit", "15:00 ET"
   description?: string;
-  stopLossType?: 'percentage' | 'dollar' | 'sl_ratio' | 'debit_percentage';
+  stopLossType?: "percentage" | "dollar" | "sl_ratio" | "debit_percentage";
   stopLossValue?: number;
   monitoring?: ExitRuleMonitoring;
-  slippage?: number;   // per-rule slippage override
+  slippage?: number; // per-rule slippage override
 }
 
 export interface KeyMetrics {
-  expectedWinRate?: number;     // 0-1
-  targetPremium?: number;       // Dollar amount
-  maxLoss?: number;             // Dollar amount per contract
-  profitTarget?: number;        // Dollar amount or percentage
-  [key: string]: unknown;       // Extensible for strategy-specific metrics
+  expectedWinRate?: number; // 0-1
+  targetPremium?: number; // Dollar amount
+  maxLoss?: number; // Dollar amount per contract
+  profitTarget?: number; // Dollar amount or percentage
+  [key: string]: unknown; // Extensible for strategy-specific metrics
 }
 
 /**
@@ -91,12 +91,12 @@ export interface StrategyProfileRow {
   structure_type: string;
   greeks_bias: string;
   thesis: string;
-  legs: string;             // JSON string
-  entry_filters: string;    // JSON string
-  exit_rules: string;       // JSON string
+  legs: string; // JSON string
+  entry_filters: string; // JSON string
+  exit_rules: string; // JSON string
   expected_regimes: string; // JSON string
-  key_metrics: string;      // JSON string
-  position_sizing: string;  // JSON string
+  key_metrics: string; // JSON string
+  position_sizing: string; // JSON string
   underlying: string | null;
   re_entry: boolean | null;
   cap_profits: boolean | null;

package/src/sync/block-sync.ts

@@ -38,7 +38,10 @@ export interface BlockSyncResult {
  */
 function parseCSV(content: string): Record<string, string>[] {
   // Strip UTF-8 BOM if present (common in Windows/Excel CSV exports)
-  const lines = content.replace(/^\uFEFF/, "").trim().split("\n");
+  const lines = content
+    .replace(/^\uFEFF/, "")
+    .trim()
+    .split("\n");
   if (lines.length < 2) return [];
 
   const headers = parseCSVLine(lines[0]);
@@ -118,11 +121,7 @@ function normalizeCsvDate(value: string | undefined): string | null {
   }
 
   const dt = new Date(Date.UTC(year, month - 1, day));
-  if (
-    dt.getUTCFullYear() !== year ||
-    dt.getUTCMonth() + 1 !== month ||
-    dt.getUTCDate() !== day
-  ) {
+  if (dt.getUTCFullYear() !== year || dt.getUTCMonth() + 1 !== month || dt.getUTCDate() !== day) {
     return raw;
   }
 
@@ -137,9 +136,7 @@ function normalizeCsvDate(value: string | undefined): string | null {
  * Find the tradelog CSV file for a block using header-sniffing discovery.
  * No longer reads block.json — uses discoverCsvFiles from csv-discovery.ts.
  */
-async function findTradelogFile(
-  blockPath: string
-): Promise<string | null> {
+async function findTradelogFile(blockPath: string): Promise<string | null> {
   const { mappings } = await discoverCsvFiles(blockPath);
   return mappings.tradelog || null;
 }
@@ -149,7 +146,7 @@ async function findTradelogFile(
  * No longer reads block.json — uses discoverCsvFiles from csv-discovery.ts.
  */
 async function findOptionalLogFiles(
-  blockPath: string
+  blockPath: string,
 ): Promise<{ dailylog: string | null; reportinglog: string | null }> {
   const { mappings } = await discoverCsvFiles(blockPath);
   return {
@@ -174,7 +171,7 @@ async function insertTradeBatch(
   blockId: string,
   records: Record<string, string>[],
   startIdx: number,
-  batchSize: number
+  batchSize: number,
 ): Promise<void> {
   const batch = records.slice(startIdx, startIdx + batchSize);
   if (batch.length === 0) return;
@@ -188,10 +185,7 @@ async function insertTradeBatch(
   for (let rowIdx = 0; rowIdx < batch.length; rowIdx++) {
     const record = batch[rowIdx];
     const baseParam = rowIdx * columnsPerRow + 1;
-    const rowPlaceholders = Array.from(
-      { length: columnsPerRow },
-      (_, i) => `$${baseParam + i}`
-    );
+    const rowPlaceholders = Array.from({ length: columnsPerRow }, (_, i) => `$${baseParam + i}`);
     placeholders.push(`(${rowPlaceholders.join(", ")})`);
 
     // Parse numeric values safely
@@ -219,7 +213,7 @@ async function insertTradeBatch(
       isNaN(marginReq) ? null : marginReq, // margin_req
       isNaN(openingCommissions) ? 0 : openingCommissions, // opening_commissions
       isNaN(closingCommissions) ? 0 : closingCommissions, // closing_commissions
-      ticker // ticker
+      ticker, // ticker
     );
   }
 
@@ -264,7 +258,7 @@ async function insertReportingBatch(
   trades: ReportingTrade[],
   tickers: string[],
   startIdx: number,
-  batchSize: number
+  batchSize: number,
 ): Promise<void> {
   const batch = trades.slice(startIdx, startIdx + batchSize);
   const batchTickers = tickers.slice(startIdx, startIdx + batchSize);
@@ -278,10 +272,7 @@ async function insertReportingBatch(
   for (let rowIdx = 0; rowIdx < batch.length; rowIdx++) {
     const trade = batch[rowIdx];
     const baseParam = rowIdx * columnsPerRow + 1;
-    const rowPlaceholders = Array.from(
-      { length: columnsPerRow },
-      (_, i) => `$${baseParam + i}`
-    );
+    const rowPlaceholders = Array.from({ length: columnsPerRow }, (_, i) => `$${baseParam + i}`);
     placeholders.push(`(${rowPlaceholders.join(", ")})`);
 
     params.push(
@@ -299,7 +290,7 @@ async function insertReportingBatch(
       trade.avgClosingCost ?? null,
       trade.reasonForClose || null,
       trade.openingPrice ?? null,
-      batchTickers[rowIdx]
+      batchTickers[rowIdx],
     );
   }
 
@@ -347,7 +338,7 @@ function versionedHash(hash: string): string {
 export async function syncBlockInternal(
   conn: DuckDBConnection,
   blockId: string,
-  blockPath: string
+  blockPath: string,
 ): Promise<BlockSyncResult> {
   const blocksDir = path.dirname(blockPath);
   try {
@@ -361,14 +352,8 @@ export async function syncBlockInternal(
       if (existingMetadata) {
         await conn.run("BEGIN TRANSACTION");
         try {
-          await conn.run(
-            "DELETE FROM trades.trade_data WHERE block_id = $1",
-            [blockId]
-          );
-          await conn.run(
-            "DELETE FROM trades.reporting_data WHERE block_id = $1",
-            [blockId]
-          );
+          await conn.run("DELETE FROM trades.trade_data WHERE block_id = $1", [blockId]);
+          await conn.run("DELETE FROM trades.reporting_data WHERE block_id = $1", [blockId]);
           await deleteSyncMetadata(conn, blockId, blocksDir);
           await conn.run("COMMIT");
           return { blockId, status: "deleted" };
@@ -419,10 +404,7 @@ export async function syncBlockInternal(
 
     try {
       // Delete old trade data for this block
-      await conn.run(
-        "DELETE FROM trades.trade_data WHERE block_id = $1",
-        [blockId]
-      );
+      await conn.run("DELETE FROM trades.trade_data WHERE block_id = $1", [blockId]);
 
       // Read and parse CSV
       const csvContent = await fs.readFile(tradelogPath, "utf-8");
@@ -441,9 +423,9 @@ export async function syncBlockInternal(
 
       if (optionalLogs.dailylog) {
         try {
-          dailylogHash = versionedHash(await hashFileContent(
-            path.join(blockPath, optionalLogs.dailylog)
-          ));
+          dailylogHash = versionedHash(
+            await hashFileContent(path.join(blockPath, optionalLogs.dailylog)),
+          );
         } catch {
           // Dailylog file can't be read, leave hash null
         }
@@ -451,9 +433,9 @@ export async function syncBlockInternal(
 
       if (optionalLogs.reportinglog) {
         try {
-          reportinglogHash = versionedHash(await hashFileContent(
-            path.join(blockPath, optionalLogs.reportinglog)
-          ));
+          reportinglogHash = versionedHash(
+            await hashFileContent(path.join(blockPath, optionalLogs.reportinglog)),
+          );
         } catch {
           // Reportinglog file can't be read, leave hash null
         }
@@ -461,10 +443,7 @@ export async function syncBlockInternal(
 
       // Sync reporting log if it exists and has changed
       // Always delete old reporting data for this block (same pattern as trade_data)
-      await conn.run(
-        "DELETE FROM trades.reporting_data WHERE block_id = $1",
-        [blockId]
-      );
+      await conn.run("DELETE FROM trades.reporting_data WHERE block_id = $1", [blockId]);
 
       if (optionalLogs.reportinglog && reportinglogHash) {
         // Read and parse reporting CSV, then convert to ReportingTrade objects.
@@ -485,7 +464,14 @@ export async function syncBlockInternal(
 
         // Insert reporting trades in batches of 500
         for (let i = 0; i < reportingTrades.length; i += batchSize) {
-          await insertReportingBatch(conn, blockId, reportingTrades, reportingTickers, i, batchSize);
+          await insertReportingBatch(
+            conn,
+            blockId,
+            reportingTrades,
+            reportingTickers,
+            i,
+            batchSize,
+          );
         }
       }
 
@@ -517,14 +503,8 @@ export async function syncBlockInternal(
       if (existingMetadata) {
         try {
           await conn.run("BEGIN TRANSACTION");
-          await conn.run(
-            "DELETE FROM trades.trade_data WHERE block_id = $1",
-            [blockId]
-          );
-          await conn.run(
-            "DELETE FROM trades.reporting_data WHERE block_id = $1",
-            [blockId]
-          );
+          await conn.run("DELETE FROM trades.trade_data WHERE block_id = $1", [blockId]);
+          await conn.run("DELETE FROM trades.reporting_data WHERE block_id = $1", [blockId]);
           await deleteSyncMetadata(conn, blockId, blocksDir);
           await conn.run("COMMIT");
         } catch {
@@ -562,7 +542,7 @@ export async function syncBlockInternal(
  */
 export async function detectBlockChanges(
   conn: DuckDBConnection,
-  baseDir: string
+  baseDir: string,
 ): Promise<{ toSync: string[]; toDelete: string[] }> {
   const toSync: string[] = [];
   const toDelete: string[] = [];
@@ -577,7 +557,12 @@ export async function detectBlockChanges(
   for (const entry of entries) {
     if (!entry.isDirectory()) continue;
     if (entry.name.startsWith(".") || entry.name.startsWith("_")) continue; // Skip hidden/internal folders
-    if (entry.name.endsWith(".tmp") || entry.name.endsWith(".duckdb") || entry.name.endsWith(".duckdb.tmp")) continue; // Skip DuckDB/temp files
+    if (
+      entry.name.endsWith(".tmp") ||
+      entry.name.endsWith(".duckdb") ||
+      entry.name.endsWith(".duckdb.tmp")
+    )
+      continue; // Skip DuckDB/temp files
 
     const blockId = entry.name;
     folderNames.add(blockId);
@@ -651,19 +636,13 @@ export async function detectBlockChanges(
 export async function cleanupDeletedBlocks(
   conn: DuckDBConnection,
   deletedBlockIds: string[],
-  blocksDir?: string
+  blocksDir?: string,
 ): Promise<void> {
   for (const blockId of deletedBlockIds) {
     await conn.run("BEGIN TRANSACTION");
     try {
-      await conn.run(
-        "DELETE FROM trades.trade_data WHERE block_id = $1",
-        [blockId]
-      );
-      await conn.run(
-        "DELETE FROM trades.reporting_data WHERE block_id = $1",
-        [blockId]
-      );
+      await conn.run("DELETE FROM trades.trade_data WHERE block_id = $1", [blockId]);
+      await conn.run("DELETE FROM trades.reporting_data WHERE block_id = $1", [blockId]);
       await deleteSyncMetadata(conn, blockId, blocksDir);
       await conn.run("COMMIT");
     } catch (err) {

package/src/sync/index.ts

@@ -133,10 +133,7 @@ export async function syncAllBlocks(baseDir: string): Promise<SyncResult> {
  * @param baseDir - Base data directory containing block folders
  * @returns Sync result for the block
  */
-export async function syncBlock(
-  blockId: string,
-  baseDir: string
-): Promise<BlockSyncResult> {
+export async function syncBlock(blockId: string, baseDir: string): Promise<BlockSyncResult> {
   const conn = await getConnection(baseDir);
   const blocksDir = getBlocksDir(baseDir);
   const blockPath = path.join(blocksDir, blockId);

package/src/sync/metadata.ts

@@ -28,7 +28,6 @@ export interface BlockSyncMetadata {
   sync_version: number;
 }
 
-
 /**
  * Get sync metadata for a block.
  *
@@ -39,7 +38,7 @@ export interface BlockSyncMetadata {
 export async function getSyncMetadata(
   conn: DuckDBConnection,
   blockId: string,
-  blocksDir?: string
+  blocksDir?: string,
 ): Promise<BlockSyncMetadata | null> {
   if (isParquetMode() && blocksDir) {
     return getSyncMetadataJson(blockId, blocksDir);
@@ -48,7 +47,7 @@ export async function getSyncMetadata(
     `SELECT block_id, tradelog_hash, dailylog_hash, reportinglog_hash, synced_at, sync_version
      FROM trades._sync_metadata
      WHERE block_id = $1`,
-    [blockId]
+    [blockId],
   );
 
   const rows = reader.getRows();
@@ -76,7 +75,7 @@ export async function getSyncMetadata(
 export async function upsertSyncMetadata(
   conn: DuckDBConnection,
   metadata: BlockSyncMetadata,
-  blocksDir?: string
+  blocksDir?: string,
 ): Promise<void> {
   if (isParquetMode() && blocksDir) {
     return upsertSyncMetadataJson(metadata, blocksDir);
@@ -92,7 +91,7 @@ export async function upsertSyncMetadata(
       metadata.reportinglog_hash,
       metadata.synced_at.toISOString(),
       metadata.sync_version,
-    ]
+    ],
   );
 }
 
@@ -105,16 +104,13 @@ export async function upsertSyncMetadata(
 export async function deleteSyncMetadata(
   conn: DuckDBConnection,
   blockId: string,
-  blocksDir?: string
+  blocksDir?: string,
 ): Promise<void> {
   if (isParquetMode() && blocksDir) {
     await deleteSyncMetadataJson(blockId, blocksDir);
     return;
   }
-  await conn.run(
-    `DELETE FROM trades._sync_metadata WHERE block_id = $1`,
-    [blockId]
-  );
+  await conn.run(`DELETE FROM trades._sync_metadata WHERE block_id = $1`, [blockId]);
 }
 
 /**
@@ -125,14 +121,12 @@ export async function deleteSyncMetadata(
  */
 export async function getAllSyncedBlockIds(
   conn: DuckDBConnection,
-  blocksDir?: string
+  blocksDir?: string,
 ): Promise<string[]> {
   if (isParquetMode() && blocksDir) {
     return getAllSyncedBlockIdsJson(blocksDir);
   }
-  const reader = await conn.runAndReadAll(
-    `SELECT block_id FROM trades._sync_metadata`
-  );
+  const reader = await conn.runAndReadAll(`SELECT block_id FROM trades._sync_metadata`);
 
   const rows = reader.getRows();
   return rows.map((row) => row[0] as string);
@@ -150,8 +144,8 @@ export async function getAllSyncedBlockIds(
  * Use these helpers for all Phase 61+ import tool calls.
  */
 export interface MarketImportMetadata {
-  source: string;       // e.g., "import_market_csv:/abs/path/to/file.csv"
-  ticker: string;       // Normalized ticker e.g. "SPX"
+  source: string; // e.g., "import_market_csv:/abs/path/to/file.csv"
+  ticker: string; // Normalized ticker e.g. "SPX"
   target_table: string; // "daily" | "date_context" | "intraday" | other canonical datasets
   max_date: string | null;
   synced_at: Date;
@@ -165,7 +159,7 @@ export async function getMarketImportMetadata(
   source: string,
   ticker: string,
   targetTable: string,
-  dataDir?: string
+  dataDir?: string,
 ): Promise<MarketImportMetadata | null> {
   if (isParquetMode() && dataDir) {
     return getMarketImportMetadataJson(source, ticker, targetTable, dataDir);
@@ -174,7 +168,7 @@ export async function getMarketImportMetadata(
     `SELECT source, ticker, target_table, max_date, synced_at
      FROM market._sync_metadata
      WHERE source = $1 AND ticker = $2 AND target_table = $3`,
-    [source, ticker, targetTable]
+    [source, ticker, targetTable],
   );
   const rows = reader.getRows();
   if (rows.length === 0) return null;
@@ -195,7 +189,7 @@ export async function getMarketImportMetadata(
 export async function upsertMarketImportMetadata(
   conn: DuckDBConnection,
   metadata: MarketImportMetadata,
-  dataDir?: string
+  dataDir?: string,
 ): Promise<void> {
   if (isParquetMode() && dataDir) {
     return upsertMarketImportMetadataJson(metadata, dataDir);
@@ -213,6 +207,6 @@ export async function upsertMarketImportMetadata(
       metadata.target_table,
       metadata.max_date,
       metadata.synced_at.toISOString(),
-    ]
+    ],
   );
 }