tradeblocks-mcp 3.0.2 → 3.0.3

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (214) hide show
  1. package/README.md +82 -68
  2. package/dist/{chunk-LDKTV7GW.js → chunk-27S67XW3.js} +24 -52
  3. package/dist/chunk-27S67XW3.js.map +1 -0
  4. package/dist/{chunk-FGZH632F.js → chunk-2E63THNI.js} +13 -11
  5. package/dist/chunk-2E63THNI.js.map +1 -0
  6. package/dist/{chunk-BKQ4PM4Y.js → chunk-6S37CXUA.js} +11 -13
  7. package/dist/chunk-6S37CXUA.js.map +1 -0
  8. package/dist/{chunk-PRAYH3RT.js → chunk-AP7IHUUR.js} +29 -12
  9. package/dist/chunk-AP7IHUUR.js.map +1 -0
  10. package/dist/{chunk-QTTR7AAW.js → chunk-C6LL746C.js} +67 -84
  11. package/dist/{chunk-QTTR7AAW.js.map → chunk-C6LL746C.js.map} +1 -1
  12. package/dist/{chunk-W2PP3LEH.js → chunk-SEUZYQGQ.js} +17 -8
  13. package/dist/chunk-SEUZYQGQ.js.map +1 -0
  14. package/dist/{chunk-4BLCXNQ6.js → chunk-UBUC5A66.js} +105 -114
  15. package/dist/chunk-UBUC5A66.js.map +1 -0
  16. package/dist/{chunk-XXYOUIZY.js → chunk-VDU25Z6X.js} +63 -80
  17. package/dist/chunk-VDU25Z6X.js.map +1 -0
  18. package/dist/daily-log-processor-BY3ISY6K.js +9 -0
  19. package/dist/{daily-logs-store-D3QC2XPV.js → daily-logs-store-3C3OTGPK.js} +2 -2
  20. package/dist/iv-solver-worker.js +9 -1
  21. package/dist/market-provider-H3ARIVZ4.js +16 -0
  22. package/dist/{proto-3HZTCWK4.js → proto-V23GIZG2.js} +2 -2
  23. package/dist/{sync-PO4IPCYV.js → sync-EVLKB3ZJ.js} +7 -7
  24. package/dist/test-exports.js +358 -254
  25. package/dist/test-exports.js.map +1 -1
  26. package/dist/trade-processor-EYA3I3XB.js +9 -0
  27. package/dist/{trades-store-LOL3FQSF.js → trades-store-R3NL25T2.js} +2 -2
  28. package/manifest.json +3 -11
  29. package/package.json +1 -1
  30. package/server/{chunk-NZO6PT64.js → chunk-4P7D7YZP.js} +102 -113
  31. package/server/chunk-4P7D7YZP.js.map +1 -0
  32. package/server/{chunk-72GKJE2U.js → chunk-BOPHW5M6.js} +521 -235
  33. package/server/chunk-BOPHW5M6.js.map +1 -0
  34. package/server/{chunk-WA5AAPCH.js → chunk-GH2552SE.js} +17 -8
  35. package/server/chunk-GH2552SE.js.map +1 -0
  36. package/server/{chunk-5EBXHT6C.js → chunk-OBYKFW2B.js} +11 -13
  37. package/server/chunk-OBYKFW2B.js.map +1 -0
  38. package/server/{chunk-FBNDMCT5.js → chunk-T66KH2XH.js} +13 -11
  39. package/server/chunk-T66KH2XH.js.map +1 -0
  40. package/server/{chunk-NRFXAJF7.js → chunk-W5E7FHC4.js} +24 -52
  41. package/server/chunk-W5E7FHC4.js.map +1 -0
  42. package/server/{chunk-CSDVJPBB.js → chunk-YUCOAJ4Z.js} +29 -12
  43. package/server/chunk-YUCOAJ4Z.js.map +1 -0
  44. package/server/{chunk-PNKG7RY7.js → chunk-ZBJCF4ZG.js} +63 -80
  45. package/server/chunk-ZBJCF4ZG.js.map +1 -0
  46. package/server/{config-6IZXEFEX.js → config-DK7KOMNL.js} +1 -1
  47. package/server/config-DK7KOMNL.js.map +1 -0
  48. package/server/daily-log-processor-ENEUT22A.js +10 -0
  49. package/server/{daily-logs-store-NU7M4L5C.js → daily-logs-store-YFNXTB7J.js} +2 -2
  50. package/server/http-server.js +2 -5
  51. package/server/index.js +1771 -1538
  52. package/server/index.js.map +1 -1
  53. package/server/iv-solver-worker.js +9 -1
  54. package/server/market-provider-B437HKLW.js +17 -0
  55. package/server/{proto-DWRZJO4E.js → proto-YZ4TLX2N.js} +2 -2
  56. package/server/{sync-QFI5L7S7.js → sync-V25UQJA3.js} +7 -7
  57. package/server/trade-processor-L3PIQ5TG.js +10 -0
  58. package/server/{trades-store-VY26MWER.js → trades-store-RTTEYMXH.js} +2 -2
  59. package/src/auth/clients-store.ts +4 -4
  60. package/src/auth/code-store.ts +1 -1
  61. package/src/auth/config.ts +11 -12
  62. package/src/auth/login-page.ts +8 -10
  63. package/src/auth/provider.ts +35 -30
  64. package/src/auth/token.ts +17 -15
  65. package/src/db/backtest-schemas.ts +12 -4
  66. package/src/db/connection.ts +107 -40
  67. package/src/db/index.ts +37 -5
  68. package/src/db/json-adapters.ts +22 -31
  69. package/src/db/json-migration.ts +11 -15
  70. package/src/db/json-store.ts +5 -3
  71. package/src/db/market-datasets.ts +48 -15
  72. package/src/db/market-schemas.ts +11 -5
  73. package/src/db/market-views.ts +119 -32
  74. package/src/db/parquet-writer.ts +7 -7
  75. package/src/db/profile-schemas.ts +39 -22
  76. package/src/db/schemas.ts +2 -2
  77. package/src/http-server.ts +7 -12
  78. package/src/index.ts +8 -9
  79. package/src/market/ingestor/index.ts +1 -4
  80. package/src/market/ingestor/market-ingestor.ts +140 -67
  81. package/src/market/ingestor/types.ts +1 -3
  82. package/src/market/stores/chain-sql.ts +2 -8
  83. package/src/market/stores/chain-store.ts +1 -4
  84. package/src/market/stores/duckdb-chain-store.ts +3 -14
  85. package/src/market/stores/duckdb-enriched-store.ts +3 -13
  86. package/src/market/stores/duckdb-quote-store.ts +10 -27
  87. package/src/market/stores/duckdb-spot-store.ts +4 -20
  88. package/src/market/stores/enriched-sql.ts +3 -9
  89. package/src/market/stores/enriched-store.ts +2 -2
  90. package/src/market/stores/parquet-chain-store.ts +5 -22
  91. package/src/market/stores/parquet-enriched-store.ts +4 -16
  92. package/src/market/stores/parquet-oi-daily-store.ts +3 -14
  93. package/src/market/stores/parquet-quote-store.ts +9 -29
  94. package/src/market/stores/parquet-spot-store.ts +14 -33
  95. package/src/market/stores/quote-store.ts +2 -10
  96. package/src/market/stores/spot-sql.ts +3 -15
  97. package/src/market/stores/spot-store.ts +1 -1
  98. package/src/market/tickers/defaults.json +6 -6
  99. package/src/market/tickers/loader.ts +2 -7
  100. package/src/market/tickers/registry.ts +5 -15
  101. package/src/market/tickers/schemas.ts +2 -6
  102. package/src/models/strategy-profile.ts +39 -39
  103. package/src/sync/block-sync.ts +44 -65
  104. package/src/sync/index.ts +1 -4
  105. package/src/sync/metadata.ts +14 -20
  106. package/src/test-exports.ts +127 -123
  107. package/src/tools/analysis.ts +180 -159
  108. package/src/tools/batch-exit-analysis.ts +100 -59
  109. package/src/tools/blocks/analysis.ts +116 -101
  110. package/src/tools/blocks/comparison.ts +281 -364
  111. package/src/tools/blocks/core.ts +208 -253
  112. package/src/tools/blocks/health.ts +571 -563
  113. package/src/tools/blocks/similarity.ts +316 -283
  114. package/src/tools/edge-decay.ts +124 -197
  115. package/src/tools/exit-analysis.ts +130 -77
  116. package/src/tools/greeks-attribution.ts +84 -35
  117. package/src/tools/guides.ts +4 -6
  118. package/src/tools/imports.ts +9 -12
  119. package/src/tools/market-data.ts +1067 -757
  120. package/src/tools/market-enrichment.ts +3 -3
  121. package/src/tools/market-fetch.ts +148 -67
  122. package/src/tools/market-imports.ts +12 -12
  123. package/src/tools/middleware/sync-middleware.ts +5 -6
  124. package/src/tools/performance.ts +185 -302
  125. package/src/tools/profile-analysis.ts +52 -66
  126. package/src/tools/profiles.ts +106 -69
  127. package/src/tools/regime-advisor.ts +20 -45
  128. package/src/tools/replay.ts +81 -77
  129. package/src/tools/reports/discrepancies.ts +298 -328
  130. package/src/tools/reports/fields.ts +7 -25
  131. package/src/tools/reports/helpers.ts +18 -49
  132. package/src/tools/reports/predictive.ts +27 -70
  133. package/src/tools/reports/slippage-trends.ts +315 -345
  134. package/src/tools/reports/slippage.ts +1 -4
  135. package/src/tools/reports/strategy-matches.ts +399 -441
  136. package/src/tools/schema.ts +43 -40
  137. package/src/tools/shared/filters.ts +3 -9
  138. package/src/tools/snapshot.ts +9 -30
  139. package/src/tools/sql.ts +15 -14
  140. package/src/tools/tickers.ts +1 -4
  141. package/src/utils/batch-exit-analysis.ts +31 -42
  142. package/src/utils/black-scholes.ts +39 -29
  143. package/src/utils/block-loader.ts +68 -82
  144. package/src/utils/calibration-probe.ts +1 -2
  145. package/src/utils/chain-loader.ts +3 -3
  146. package/src/utils/csv-discovery.ts +16 -22
  147. package/src/utils/data-quality.ts +24 -36
  148. package/src/utils/exit-triggers.ts +91 -96
  149. package/src/utils/field-timing.ts +94 -79
  150. package/src/utils/filter-predicates.ts +13 -9
  151. package/src/utils/flatfile-importer.ts +94 -64
  152. package/src/utils/greeks-decomposition.ts +152 -100
  153. package/src/utils/iv-solver-pool.ts +55 -25
  154. package/src/utils/iv-solver-worker.ts +5 -5
  155. package/src/utils/market-enricher.ts +528 -497
  156. package/src/utils/market-importer.ts +31 -12
  157. package/src/utils/market-provider.ts +21 -23
  158. package/src/utils/massive-tier.ts +5 -7
  159. package/src/utils/migrate-option-data-helpers.ts +2 -8
  160. package/src/utils/option-quote-greeks.ts +25 -31
  161. package/src/utils/option-time.ts +4 -8
  162. package/src/utils/output-formatter.ts +1 -4
  163. package/src/utils/provider-capabilities.ts +1 -4
  164. package/src/utils/providers/massive.ts +59 -93
  165. package/src/utils/providers/thetadata/backfill.ts +14 -23
  166. package/src/utils/providers/thetadata/client.ts +12 -8
  167. package/src/utils/providers/thetadata/decode.ts +2 -20
  168. package/src/utils/providers/thetadata/endpoints.ts +32 -40
  169. package/src/utils/providers/thetadata/join.ts +11 -10
  170. package/src/utils/providers/thetadata/proto.ts +12 -10
  171. package/src/utils/providers/thetadata/quote-mid-greeks.ts +5 -5
  172. package/src/utils/providers/thetadata.ts +11 -10
  173. package/src/utils/quote-enricher.ts +4 -4
  174. package/src/utils/quote-parquet-projection.ts +3 -11
  175. package/src/utils/sample-date-selector.ts +3 -5
  176. package/src/utils/schema-metadata.ts +102 -70
  177. package/src/utils/ticker.ts +5 -9
  178. package/src/utils/trade-replay.ts +77 -68
  179. package/dist/chunk-4BLCXNQ6.js.map +0 -1
  180. package/dist/chunk-BKQ4PM4Y.js.map +0 -1
  181. package/dist/chunk-FGZH632F.js.map +0 -1
  182. package/dist/chunk-LDKTV7GW.js.map +0 -1
  183. package/dist/chunk-PRAYH3RT.js.map +0 -1
  184. package/dist/chunk-W2PP3LEH.js.map +0 -1
  185. package/dist/chunk-XXYOUIZY.js.map +0 -1
  186. package/dist/daily-log-processor-6MWJ23JK.js +0 -9
  187. package/dist/market-provider-VDRJUEF2.js +0 -16
  188. package/dist/trade-processor-NHU4VWRX.js +0 -9
  189. package/server/chunk-5EBXHT6C.js.map +0 -1
  190. package/server/chunk-72GKJE2U.js.map +0 -1
  191. package/server/chunk-CSDVJPBB.js.map +0 -1
  192. package/server/chunk-FBNDMCT5.js.map +0 -1
  193. package/server/chunk-NRFXAJF7.js.map +0 -1
  194. package/server/chunk-NZO6PT64.js.map +0 -1
  195. package/server/chunk-PNKG7RY7.js.map +0 -1
  196. package/server/chunk-WA5AAPCH.js.map +0 -1
  197. package/server/config-6IZXEFEX.js.map +0 -1
  198. package/server/daily-log-processor-Y3PVSVBM.js +0 -10
  199. package/server/market-provider-VOYYVYWT.js +0 -17
  200. package/server/trade-processor-JWVS37KM.js +0 -10
  201. /package/dist/{daily-log-processor-6MWJ23JK.js.map → daily-log-processor-BY3ISY6K.js.map} +0 -0
  202. /package/dist/{daily-logs-store-D3QC2XPV.js.map → daily-logs-store-3C3OTGPK.js.map} +0 -0
  203. /package/dist/{market-provider-VDRJUEF2.js.map → market-provider-H3ARIVZ4.js.map} +0 -0
  204. /package/dist/{proto-3HZTCWK4.js.map → proto-V23GIZG2.js.map} +0 -0
  205. /package/dist/{sync-PO4IPCYV.js.map → sync-EVLKB3ZJ.js.map} +0 -0
  206. /package/dist/{trade-processor-NHU4VWRX.js.map → trade-processor-EYA3I3XB.js.map} +0 -0
  207. /package/dist/{trades-store-LOL3FQSF.js.map → trades-store-R3NL25T2.js.map} +0 -0
  208. /package/server/{daily-log-processor-Y3PVSVBM.js.map → daily-log-processor-ENEUT22A.js.map} +0 -0
  209. /package/server/{daily-logs-store-NU7M4L5C.js.map → daily-logs-store-YFNXTB7J.js.map} +0 -0
  210. /package/server/{market-provider-VOYYVYWT.js.map → market-provider-B437HKLW.js.map} +0 -0
  211. /package/server/{proto-DWRZJO4E.js.map → proto-YZ4TLX2N.js.map} +0 -0
  212. /package/server/{sync-QFI5L7S7.js.map → sync-V25UQJA3.js.map} +0 -0
  213. /package/server/{trade-processor-JWVS37KM.js.map → trade-processor-L3PIQ5TG.js.map} +0 -0
  214. /package/server/{trades-store-VY26MWER.js.map → trades-store-RTTEYMXH.js.map} +0 -0
@@ -25,10 +25,7 @@ const DEFAULT_SEARCH_PATHS = [
25
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  /**
26
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  * Search for a file by name in multiple directories
27
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  */
28
- async function findFile(
29
- filename: string,
30
- searchPaths: string[]
31
- ): Promise<string | null> {
28
+ async function findFile(filename: string, searchPaths: string[]): Promise<string | null> {
32
29
  for (const dir of searchPaths) {
33
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  const fullPath = path.join(dir, filename);
34
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  try {
@@ -59,28 +56,28 @@ export function registerImportTools(server: McpServer, baseDir: string): void {
59
56
  .string()
60
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  .describe(
61
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  "Path to the CSV file. Can be: (1) absolute path like '/Users/me/data.csv', " +
62
- "(2) path with ~ like '~/Downloads/data.csv', or (3) just filename like 'data.csv' " +
63
- "(will search Downloads, Desktop, Documents)"
59
+ "(2) path with ~ like '~/Downloads/data.csv', or (3) just filename like 'data.csv' " +
60
+ "(will search Downloads, Desktop, Documents)",
64
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  ),
65
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  blockName: z
66
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  .string()
67
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  .describe(
68
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  "Name for the new block. Will be converted to kebab-case for the block ID. " +
69
- "Example: 'My Strategy 2024' becomes block ID 'my-strategy-2024'"
66
+ "Example: 'My Strategy 2024' becomes block ID 'my-strategy-2024'",
70
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  ),
71
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  csvType: z
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  .enum(["tradelog", "dailylog", "reportinglog"])
73
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  .default("tradelog")
74
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  .describe(
75
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  "Type of CSV: 'tradelog' (default) for trade records with P/L, " +
76
- "'dailylog' for daily portfolio values, 'reportinglog' for actual/reported trades"
73
+ "'dailylog' for daily portfolio values, 'reportinglog' for actual/reported trades",
77
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  ),
78
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  searchPaths: z
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  .array(z.string())
80
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  .optional()
81
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  .describe(
82
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  "Additional directories to search if csvPath is just a filename. " +
83
- "Defaults to ~/Downloads, ~/Desktop, ~/Documents"
80
+ "Defaults to ~/Downloads, ~/Desktop, ~/Documents",
84
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  ),
85
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  }),
86
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  },
@@ -105,7 +102,7 @@ export function registerImportTools(server: McpServer, baseDir: string): void {
105
102
  const searchedDirs = dirsToSearch.join(", ");
106
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  throw new Error(
107
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  `File "${resolvedPath}" not found. Searched: ${searchedDirs}. ` +
108
- `Please provide the full path to the file, or move it to one of these directories.`
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+ `Please provide the full path to the file, or move it to one of these directories.`,
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  );
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  }
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  resolvedPath = foundPath;
@@ -117,7 +114,7 @@ export function registerImportTools(server: McpServer, baseDir: string): void {
117
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  } catch {
118
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  throw new Error(
119
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  `File not found: ${resolvedPath}. ` +
120
- `Please check the path is correct. If the file is in Downloads, try: ~/Downloads/${path.basename(csvPath)}`
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+ `Please check the path is correct. If the file is in Downloads, try: ~/Downloads/${path.basename(csvPath)}`,
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  );
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  }
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@@ -159,6 +156,6 @@ export function registerImportTools(server: McpServer, baseDir: string): void {
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  isError: true,
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  };
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  }
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- }
159
+ },
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  );
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  }