tradeblocks-mcp 3.0.2 → 3.0.3

package/dist/{chunk-QTTR7AAW.js → chunk-C6LL746C.js}

@@ -19791,8 +19791,10 @@ var PortfolioStatsCalculator = class _PortfolioStatsCalculator {
         if (!trade.dateOpened) return false;
         const date = new Date(trade.dateOpened);
         if (isNaN(date.getTime())) return false;
-        if (typeof trade.openingCommissionsFees !== "number" || isNaN(trade.openingCommissionsFees)) return false;
-        if (typeof trade.closingCommissionsFees !== "number" || isNaN(trade.closingCommissionsFees)) return false;
+        if (typeof trade.openingCommissionsFees !== "number" || isNaN(trade.openingCommissionsFees))
+          return false;
+        if (typeof trade.closingCommissionsFees !== "number" || isNaN(trade.closingCommissionsFees))
+          return false;
         return true;
       } catch {
         return false;
@@ -19831,7 +19833,10 @@ var PortfolioStatsCalculator = class _PortfolioStatsCalculator {
     const streaks = this.calculateStreaks(validTrades);
     const timeInDrawdown = this.calculateTimeInDrawdown(validTrades, adjustedDailyLogs);
     const periodicWinRates = this.calculatePeriodicWinRates(validTrades);
-    const initialCapital = _PortfolioStatsCalculator.calculateInitialCapital(validTrades, adjustedDailyLogs);
+    const initialCapital = _PortfolioStatsCalculator.calculateInitialCapital(
+      validTrades,
+      adjustedDailyLogs
+    );
     return {
       totalTrades,
       totalPl,
@@ -19869,14 +19874,17 @@ var PortfolioStatsCalculator = class _PortfolioStatsCalculator {
     if (trades.length === 0) {
       return {};
     }
-    const tradesByStrategy = trades.reduce((acc, trade) => {
-      const strategy = trade.strategy || "Unknown";
-      if (!acc[strategy]) {
-        acc[strategy] = [];
-      }
-      acc[strategy].push(trade);
-      return acc;
-    }, {});
+    const tradesByStrategy = trades.reduce(
+      (acc, trade) => {
+        const strategy = trade.strategy || "Unknown";
+        if (!acc[strategy]) {
+          acc[strategy] = [];
+        }
+        acc[strategy].push(trade);
+        return acc;
+      },
+      {}
+    );
     const strategyStats = {};
     Object.entries(tradesByStrategy).forEach(([strategyName, strategyTrades]) => {
       const portfolioStats = this.calculatePortfolioStats(strategyTrades);
@@ -19911,7 +19919,9 @@ var PortfolioStatsCalculator = class _PortfolioStatsCalculator {
       return maxDrawdown2;
     }
     if (trades.length === 0) return 0;
-    const closedTrades = trades.filter((trade) => trade.dateClosed && trade.fundsAtClose !== void 0);
+    const closedTrades = trades.filter(
+      (trade) => trade.dateClosed && trade.fundsAtClose !== void 0
+    );
     if (closedTrades.length === 0) return 0;
     const sortedTrades = [...closedTrades].sort((a, b) => {
       try {
@@ -20012,9 +20022,7 @@ var PortfolioStatsCalculator = class _PortfolioStatsCalculator {
    * Calculate average days to expiration (DTE)
    */
   calculateAvgDTE(trades) {
-    const tradesWithDTE = trades.filter(
-      (trade) => trade.dateClosed && trade.dateOpened
-    );
+    const tradesWithDTE = trades.filter((trade) => trade.dateClosed && trade.dateOpened);
     if (tradesWithDTE.length === 0) return void 0;
     const totalDTE = tradesWithDTE.reduce((sum2, trade) => {
       const openDate = new Date(trade.dateOpened);
@@ -20035,7 +20043,9 @@ var PortfolioStatsCalculator = class _PortfolioStatsCalculator {
       return a.timeOpened.localeCompare(b.timeOpened);
     });
     const startDate = new Date(sortedTrades[0].dateOpened);
-    const endDate = new Date(sortedTrades[sortedTrades.length - 1].dateClosed || sortedTrades[sortedTrades.length - 1].dateOpened);
+    const endDate = new Date(
+      sortedTrades[sortedTrades.length - 1].dateClosed || sortedTrades[sortedTrades.length - 1].dateOpened
+    );
     const totalYears = (endDate.getTime() - startDate.getTime()) / (1e3 * 60 * 60 * 24 * 365.25);
     if (totalYears <= 0) return void 0;
     const initialCapital = _PortfolioStatsCalculator.calculateInitialCapital(trades);
@@ -20102,7 +20112,9 @@ var PortfolioStatsCalculator = class _PortfolioStatsCalculator {
     if (winningTrades.length === 0 || losingTrades.length === 0) return void 0;
     const winRate = winningTrades.length / trades.length;
     const avgWin = winningTrades.reduce((sum2, trade) => sum2 + trade.pl, 0) / winningTrades.length;
-    const avgLoss = Math.abs(losingTrades.reduce((sum2, trade) => sum2 + trade.pl, 0) / losingTrades.length);
+    const avgLoss = Math.abs(
+      losingTrades.reduce((sum2, trade) => sum2 + trade.pl, 0) / losingTrades.length
+    );
     if (avgLoss === 0) return void 0;
     const winLossRatio = avgWin / avgLoss;
     const kellyPercentage = (winRate * winLossRatio - (1 - winRate)) / winLossRatio;
@@ -20148,7 +20160,9 @@ var PortfolioStatsCalculator = class _PortfolioStatsCalculator {
       return daysInDrawdown / dailyLogEntries.length * 100;
     }
     if (trades.length === 0) return void 0;
-    const closedTrades = trades.filter((trade) => trade.dateClosed && trade.fundsAtClose !== void 0);
+    const closedTrades = trades.filter(
+      (trade) => trade.dateClosed && trade.fundsAtClose !== void 0
+    );
     if (closedTrades.length === 0) return void 0;
     const sortedTrades = [...closedTrades].sort((a, b) => {
       try {
@@ -20197,7 +20211,9 @@ var PortfolioStatsCalculator = class _PortfolioStatsCalculator {
       }
       monthlyTrades.get(monthKey).push(trade);
       const startOfYear = new Date(date.getFullYear(), 0, 1);
-      const weekNumber = Math.ceil(((date.getTime() - startOfYear.getTime()) / 864e5 + startOfYear.getDay() + 1) / 7);
+      const weekNumber = Math.ceil(
+        ((date.getTime() - startOfYear.getTime()) / 864e5 + startOfYear.getDay() + 1) / 7
+      );
       const weekKey = `${date.getFullYear()}-${String(weekNumber).padStart(2, "0")}`;
       if (!weeklyTrades.has(weekKey)) {
         weeklyTrades.set(weekKey, []);
@@ -20377,12 +20393,7 @@ function normalQuantile(p) {
     4.374664141464968,
     2.938163982698783
   ];
-  const d = [
-    0.007784695709041462,
-    0.3224671290700398,
-    2.445134137142996,
-    3.754408661907416
-  ];
+  const d = [0.007784695709041462, 0.3224671290700398, 2.445134137142996, 3.754408661907416];
   const pLow = 0.02425;
   const pHigh = 1 - pLow;
   let q;
@@ -20510,10 +20521,7 @@ function calculateCorrelationMatrix(trades, options = {}) {
   }
   const strategyReturns = {};
   for (const strategy of Object.keys(strategyDailyReturns)) {
-    strategyReturns[strategy] = aggregateByPeriod(
-      strategyDailyReturns[strategy],
-      timePeriod
-    );
+    strategyReturns[strategy] = aggregateByPeriod(strategyDailyReturns[strategy], timePeriod);
   }
   const allDates = /* @__PURE__ */ new Set();
   for (const returns of Object.values(strategyReturns)) {
@@ -20648,9 +20656,7 @@ function normalizeReturn(trade, mode) {
       return trade.pl / trade.marginReq;
     }
     case "notional": {
-      const notional = Math.abs(
-        (trade.openingPrice || 0) * (trade.numContracts || 0)
-      );
+      const notional = Math.abs((trade.openingPrice || 0) * (trade.numContracts || 0));
       if (!notional) {
         return null;
       }
@@ -20663,9 +20669,7 @@ function normalizeReturn(trade, mode) {
 function getTradeDateKey(trade, basis) {
   const date = basis === "closed" ? trade.dateClosed : trade.dateOpened;
   if (!date) {
-    throw new Error(
-      "Trade is missing required date information for correlation calculation"
-    );
+    throw new Error("Trade is missing required date information for correlation calculation");
   }
   const year = date.getFullYear();
   const month = String(date.getMonth() + 1).padStart(2, "0");
@@ -20682,9 +20686,7 @@ function getIsoWeekKey(dateStr) {
   const dayOfWeek = thursday.getUTCDay() || 7;
   thursday.setUTCDate(thursday.getUTCDate() + (4 - dayOfWeek));
   const yearStart = new Date(Date.UTC(thursday.getUTCFullYear(), 0, 1));
-  const weekNum = Math.ceil(
-    ((thursday.getTime() - yearStart.getTime()) / 864e5 + 1) / 7
-  );
+  const weekNum = Math.ceil(((thursday.getTime() - yearStart.getTime()) / 864e5 + 1) / 7);
   return `${thursday.getUTCFullYear()}-W${String(weekNum).padStart(2, "0")}`;
 }
 function getMonthKey(dateStr) {
@@ -20734,9 +20736,7 @@ function performTailRiskAnalysis(trades, options = {}) {
   }
   if (strategyFilter && strategyFilter.length > 0) {
     const filterSet = new Set(strategyFilter);
-    filteredTrades = filteredTrades.filter(
-      (t) => t.strategy && filterSet.has(t.strategy)
-    );
+    filteredTrades = filteredTrades.filter((t) => t.strategy && filterSet.has(t.strategy));
   }
   if (dateRange?.from || dateRange?.to) {
     filteredTrades = filteredTrades.filter((t) => {
@@ -20751,41 +20751,27 @@ function performTailRiskAnalysis(trades, options = {}) {
       return true;
     });
   }
-  const aligned = aggregateAndAlignReturns(
-    filteredTrades,
-    normalization,
-    dateBasis
-  );
+  const aligned = aggregateAndAlignReturns(filteredTrades, normalization, dateBasis);
   if (aligned.strategies.length < 2) {
-    return createEmptyResult(
-      aligned,
-      tailThreshold,
-      varianceThreshold,
-      startTime
-    );
+    return createEmptyResult(aligned, tailThreshold, varianceThreshold, startTime);
   }
   if (aligned.dates.length < minTradingDays) {
-    return createEmptyResult(
-      aligned,
-      tailThreshold,
-      varianceThreshold,
-      startTime
-    );
+    return createEmptyResult(aligned, tailThreshold, varianceThreshold, startTime);
   }
   const transformedReturns = aligned.returns.map(
     (strategyReturns) => probabilityIntegralTransform(strategyReturns)
   );
   const copulaCorrelationMatrix = computeCorrelationMatrix(transformedReturns);
-  const { eigenvalues, eigenvectors, explainedVariance, effectiveFactors } = performEigenAnalysis(copulaCorrelationMatrix, varianceThreshold);
+  const { eigenvalues, eigenvectors, explainedVariance, effectiveFactors } = performEigenAnalysis(
+    copulaCorrelationMatrix,
+    varianceThreshold
+  );
   const jointTailRiskResult = estimateJointTailRisk(
     transformedReturns,
     aligned.tradedMask,
     tailThreshold
   );
-  const analytics = calculateTailRiskAnalytics(
-    jointTailRiskResult.matrix,
-    aligned.strategies
-  );
+  const analytics = calculateTailRiskAnalytics(jointTailRiskResult.matrix, aligned.strategies);
   const marginalContributions = calculateMarginalContributions(
     copulaCorrelationMatrix,
     jointTailRiskResult.matrix,
@@ -20882,9 +20868,7 @@ function normalizeReturn2(trade, mode) {
       break;
     }
     case "notional": {
-      const notional = Math.abs(
-        (trade.openingPrice || 0) * (trade.numContracts || 0)
-      );
+      const notional = Math.abs((trade.openingPrice || 0) * (trade.numContracts || 0));
       if (!notional || notional === 0) {
         return null;
       }
@@ -20968,10 +20952,7 @@ function performEigenAnalysis(correlationMatrix, varianceThreshold = 0.8) {
       effectiveFactors
     };
   } catch (error) {
-    console.warn(
-      "Eigenvalue decomposition failed, using identity fallback:",
-      error
-    );
+    console.warn("Eigenvalue decomposition failed, using identity fallback:", error);
     return {
       eigenvalues: new Array(n).fill(1),
       eigenvectors: correlationMatrix.map(
@@ -21030,10 +21011,7 @@ function estimateJointTailRisk(transformedReturns, tradedMask, tailThreshold) {
           }
         }
       }
-      const minTailObs = getMinTailObservations(
-        tailThreshold,
-        sharedTradingDays
-      );
+      const minTailObs = getMinTailObservations(tailThreshold, sharedTradingDays);
       if (iInTailAndBothTraded < minTailObs) {
         row.push(NaN);
         insufficientPairs++;
@@ -21104,10 +21082,7 @@ function calculateMarginalContributions(_copulaCorrelationMatrix, jointTailRiskM
   }
   const contributions = [];
   const firstEigenvector = eigenvectors[0] || new Array(n).fill(0);
-  const sumAbsLoadings = firstEigenvector.reduce(
-    (sum2, val) => sum2 + Math.abs(val),
-    0
-  );
+  const sumAbsLoadings = firstEigenvector.reduce((sum2, val) => sum2 + Math.abs(val), 0);
   for (let i = 0; i < n; i++) {
     const concentrationScore = sumAbsLoadings > 0 ? Math.abs(firstEigenvector[i]) / sumAbsLoadings : 1 / n;
     let sumJointRisk = 0;
@@ -21303,7 +21278,9 @@ var PerformanceCalculator = class {
   static calculateMonthlyReturns(trades, initialCapital) {
     if (trades.length === 0) return {};
     if (!initialCapital) {
-      const firstTrade = trades.sort((a, b) => new Date(a.dateOpened).getTime() - new Date(b.dateOpened).getTime())[0];
+      const firstTrade = trades.sort(
+        (a, b) => new Date(a.dateOpened).getTime() - new Date(b.dateOpened).getTime()
+      )[0];
       initialCapital = firstTrade.fundsAtClose - firstTrade.pl;
     }
     const monthlyPl = this.aggregatePLByPeriod(trades, "monthly");
@@ -21467,9 +21444,15 @@ var CalculationOrchestrator = class {
       };
     }
     const calculator = new PortfolioStatsCalculator(config4);
-    const portfolioStats = calculator.calculatePortfolioStats(trades, dailyLogs);
+    const portfolioStats = calculator.calculatePortfolioStats(
+      trades,
+      dailyLogs
+    );
     const strategyStats = calculator.calculateStrategyStats(trades);
-    const performanceMetrics = PerformanceCalculator.calculatePerformanceMetrics(trades, dailyLogs);
+    const performanceMetrics = PerformanceCalculator.calculatePerformanceMetrics(
+      trades,
+      dailyLogs
+    );
     this.cache.set(blockId, {
       portfolioStats,
       strategyStats,
@@ -21509,9 +21492,9 @@ var calculationOrchestrator = new CalculationOrchestrator();
 var REPORTING_TRADE_COLUMN_ALIASES = {
   "Initial Premium ($)": "Initial Premium",
   "Initial Credit": "Initial Premium",
-  "Contracts": "No. of Contracts",
+  Contracts: "No. of Contracts",
   "Contracts Traded": "No. of Contracts",
-  "PL": "P/L"
+  PL: "P/L"
 };
 
 // ../lib/processing/tat-adapter.ts
@@ -21669,4 +21652,4 @@ decimal.js/decimal.mjs:
    *  MIT Licence
    *)
 */
-//# sourceMappingURL=chunk-QTTR7AAW.js.map
+//# sourceMappingURL=chunk-C6LL746C.js.map