tradeblocks-mcp 3.0.2 → 3.0.3

package/src/tools/profiles.ts

@@ -14,12 +14,7 @@
 import { z } from "zod";
 import type { McpServer } from "@modelcontextprotocol/sdk/server/mcp.js";
 import { getConnection, upgradeToReadWrite, downgradeToReadOnly } from "../db/connection.ts";
-import {
-  upsertProfile,
-  getProfile,
-  listProfiles,
-  deleteProfile,
-} from "../db/profile-schemas.ts";
+import { upsertProfile, getProfile, listProfiles, deleteProfile } from "../db/profile-schemas.ts";
 import { createToolOutput } from "../utils/output-formatter.ts";
 import { withSyncedBlock } from "./middleware/sync-middleware.ts";
 
@@ -34,13 +29,13 @@ export const profileStrategySchema = z.object({
     .string()
     .describe(
       "Option structure type: iron_condor, calendar_spread, double_calendar, vertical_spread, " +
-        "butterfly, reverse_iron_condor, short_put_spread, short_call_spread, straddle, strangle, etc."
+        "butterfly, reverse_iron_condor, short_put_spread, short_call_spread, straddle, strangle, etc.",
     ),
   greeksBias: z
     .string()
     .describe(
       "Primary greeks exposure: theta_positive, vega_negative, delta_neutral, delta_positive, " +
-        "delta_negative, gamma_scalp, etc."
+        "delta_negative, gamma_scalp, etc.",
     ),
   thesis: z.string().default("").describe("Free-text description of the strategy thesis"),
   legs: z
@@ -50,9 +45,12 @@ export const profileStrategySchema = z.object({
         strike: z.string().describe("Strike selection: ATM, 5-delta, 30-delta, etc."),
         expiry: z.string().describe("Expiry selection: same-day, weekly, 45-DTE, etc."),
         quantity: z.number().describe("Quantity (positive=long, negative=short)"),
-        strikeMethod: z.enum(['delta', 'dollar_price', 'offset', 'percentage']).optional().describe("How strike is selected"),
+        strikeMethod: z
+          .enum(["delta", "dollar_price", "offset", "percentage"])
+          .optional()
+          .describe("How strike is selected"),
         strikeValue: z.number().optional().describe("Numeric strike value (e.g., 25 for 25-delta)"),
-      })
+      }),
     )
     .default([])
     .describe("Structured leg descriptions"),
@@ -65,32 +63,52 @@ export const profileStrategySchema = z.object({
           .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)."),
+    .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"),
-        trigger: z.string().describe("Trigger condition: '200% of credit', '50% of max profit', '15:00 ET'"),
+        trigger: z
+          .string()
+          .describe("Trigger condition: '200% of credit', '50% of max profit', '15:00 ET'"),
         description: z.string().optional().describe("Human-readable description"),
-        stopLossType: z.enum(['percentage', 'dollar', 'sl_ratio', 'debit_percentage']).optional().describe("Stop loss calculation method"),
+        stopLossType: z
+          .enum(["percentage", "dollar", "sl_ratio", "debit_percentage"])
+          .optional()
+          .describe("Stop loss calculation method"),
         stopLossValue: z.number().optional().describe("Stop loss numeric value"),
-        monitoring: z.object({
-          granularity: z.enum(['intra_minute', 'candle_close', 'end_of_bar']).optional().describe("Price check frequency"),
-          priceSource: z.enum(['nbbo', 'mid', 'last']).optional().describe("Which price to use"),
-        }).optional().describe("Monitoring configuration for this rule"),
+        monitoring: z
+          .object({
+            granularity: z
+              .enum(["intra_minute", "candle_close", "end_of_bar"])
+              .optional()
+              .describe("Price check frequency"),
+            priceSource: z.enum(["nbbo", "mid", "last"]).optional().describe("Which price to use"),
+          })
+          .optional()
+          .describe("Monitoring configuration for this rule"),
         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+"),
+    .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)"),
@@ -103,24 +121,37 @@ export const profileStrategySchema = z.object({
     .describe("Performance benchmarks and strategy-specific metrics"),
   positionSizing: z
     .object({
-      method: z.string().describe("Sizing method: pct_of_portfolio, fixed_contracts, fixed_dollar, discretionary"),
-      allocationPct: z.number().optional().describe("Portfolio allocation percentage (e.g., 2 for 2%)"),
+      method: z
+        .string()
+        .describe("Sizing method: pct_of_portfolio, fixed_contracts, fixed_dollar, discretionary"),
+      allocationPct: z
+        .number()
+        .optional()
+        .describe("Portfolio allocation percentage (e.g., 2 for 2%)"),
       maxContracts: z.number().optional().describe("Maximum contracts per trade"),
       maxAllocationDollar: z.number().optional().describe("Maximum dollar allocation per trade"),
       maxOpenPositions: z.number().optional().describe("Maximum concurrent open positions"),
       description: z.string().optional().describe("Free-text sizing notes"),
       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)"),
+      maxContractsPerTrade: z
+        .number()
+        .optional()
+        .describe("Per-entry contract cap (distinct from maxContracts hard cap)"),
     })
     .optional()
-    .describe("Position sizing rules. Per-block — same strategy in backtest vs portfolio may have different sizing."),
+    .describe(
+      "Position sizing rules. Per-block — 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"),
   capLosses: z.boolean().optional().describe("Losses are capped by structure"),
   requireTwoPricesPT: z.boolean().optional().describe("Profit target requires two prices"),
-  closeOnCompletion: z.boolean().optional().describe("Close entire position when any leg hits target"),
+  closeOnCompletion: z
+    .boolean()
+    .optional()
+    .describe("Close entire position when any leg hits target"),
   ignoreMarginReq: z.boolean().optional().describe("Strategy ignores standard margin requirements"),
 });
 
@@ -130,7 +161,10 @@ export const getStrategyProfileSchema = z.object({
 });
 
 export const listProfilesSchema = z.object({
-  blockId: z.string().optional().describe("Optional block ID filter. Omit to list all profiles across all blocks."),
+  blockId: z
+    .string()
+    .optional()
+    .describe("Optional block ID filter. Omit to list all profiles across all blocks."),
 });
 
 export const deleteProfileSchema = z.object({
@@ -147,35 +181,38 @@ export const deleteProfileSchema = z.object({
  */
 export async function handleProfileStrategy(
   input: z.infer<typeof profileStrategySchema>,
-  baseDir: string
+  baseDir: string,
 ): Promise<ReturnType<typeof createToolOutput>> {
   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 ${input.blockId}`, {
+      profile: stored,
+    });
   } finally {
     await downgradeToReadOnly(baseDir);
   }
@@ -186,20 +223,17 @@ export async function handleProfileStrategy(
  */
 export async function handleGetStrategyProfile(
   input: z.infer<typeof getStrategyProfileSchema>,
-  baseDir: string
+  baseDir: string,
 ): Promise<ReturnType<typeof createToolOutput>> {
   const conn = await getConnection(baseDir);
   const profile = await getProfile(conn, input.blockId, input.strategyName, baseDir);
   if (!profile) {
     return createToolOutput(
       `No profile found for strategy '${input.strategyName}' in block '${input.blockId}'`,
-      { profile: null }
+      { profile: null },
     );
   }
-  return createToolOutput(
-    `Profile: ${input.strategyName} in block ${input.blockId}`,
-    { profile }
-  );
+  return createToolOutput(`Profile: ${input.strategyName} in block ${input.blockId}`, { profile });
 }
 
 /**
@@ -207,7 +241,7 @@ export async function handleGetStrategyProfile(
  */
 export async function handleListProfiles(
   input: z.infer<typeof listProfilesSchema>,
-  baseDir: string
+  baseDir: string,
 ): Promise<ReturnType<typeof createToolOutput>> {
   const conn = await getConnection(baseDir);
   const profiles = await listProfiles(conn, input.blockId, baseDir);
@@ -222,7 +256,7 @@ export async function handleListProfiles(
   }));
   return createToolOutput(
     `Found ${profiles.length} profile(s)${input.blockId ? ` for block ${input.blockId}` : ""}`,
-    { count: profiles.length, profiles: summaryRows }
+    { count: profiles.length, profiles: summaryRows },
   );
 }
 
@@ -231,7 +265,7 @@ export async function handleListProfiles(
  */
 export async function handleDeleteProfile(
   input: z.infer<typeof deleteProfileSchema>,
-  baseDir: string
+  baseDir: string,
 ): Promise<ReturnType<typeof createToolOutput>> {
   await upgradeToReadWrite(baseDir);
   try {
@@ -240,12 +274,12 @@ export async function handleDeleteProfile(
     if (deleted) {
       return createToolOutput(
         `Deleted profile: ${input.strategyName} from block ${input.blockId}`,
-        { deleted: true }
+        { deleted: true },
       );
     }
     return createToolOutput(
       `No profile found for strategy '${input.strategyName}' in block '${input.blockId}' — nothing to delete`,
-      { deleted: false }
+      { deleted: false },
     );
   } finally {
     await downgradeToReadOnly(baseDir);
@@ -280,7 +314,7 @@ export function registerProfileTools(server: McpServer, baseDir: string): void {
     },
     withSyncedBlock(baseDir, async (input, ctx) => {
       return handleProfileStrategy(input, ctx.baseDir);
-    })
+    }),
   );
 
   // -------------------------------------------------------------------------
@@ -296,7 +330,7 @@ export function registerProfileTools(server: McpServer, baseDir: string): void {
     },
     withSyncedBlock(baseDir, async (input, ctx) => {
       return handleGetStrategyProfile(input, ctx.baseDir);
-    })
+    }),
   );
 
   // -------------------------------------------------------------------------
@@ -315,13 +349,16 @@ export function registerProfileTools(server: McpServer, baseDir: string): void {
       // list_profiles has optional blockId — when provided, sync the block first;
       // when omitted, query directly without sync (no block to validate).
       if (input.blockId) {
-        const syncedHandler = withSyncedBlock(baseDir, async (syncInput: { blockId: string }, ctx) => {
-          return handleListProfiles({ blockId: syncInput.blockId }, ctx.baseDir);
-        });
+        const syncedHandler = withSyncedBlock(
+          baseDir,
+          async (syncInput: { blockId: string }, ctx) => {
+            return handleListProfiles({ blockId: syncInput.blockId }, ctx.baseDir);
+          },
+        );
         return syncedHandler({ blockId: input.blockId });
       }
       return handleListProfiles(input, baseDir);
-    }
+    },
   );
 
   // -------------------------------------------------------------------------
@@ -337,6 +374,6 @@ export function registerProfileTools(server: McpServer, baseDir: string): void {
     },
     withSyncedBlock(baseDir, async (input, ctx) => {
       return handleDeleteProfile(input, ctx.baseDir);
-    })
+    }),
   );
 }

package/src/tools/regime-advisor.ts

@@ -14,21 +14,10 @@ import type { Trade } from "@tradeblocks/lib";
 import { getConnection } from "../db/connection.ts";
 import { listProfiles } from "../db/profile-schemas.ts";
 import { filterByStrategy } from "./shared/filters.ts";
-import {
-  buildLookaheadFreeQuery,
-  type MarketLookupKey,
-} from "../utils/field-timing.ts";
-import {
-  DEFAULT_MARKET_TICKER,
-  marketTickerDateKey,
-  resolveTradeTicker,
-} from "../utils/ticker.ts";
+import { buildLookaheadFreeQuery, type MarketLookupKey } from "../utils/field-timing.ts";
+import { DEFAULT_MARKET_TICKER, marketTickerDateKey, resolveTradeTicker } from "../utils/ticker.ts";
 import { computeSliceStats, type SliceStats } from "../utils/analysis-stats.ts";
-import {
-  upgradeToReadWrite,
-  downgradeToReadOnly,
-  getConnectionMode,
-} from "../db/connection.ts";
+import { upgradeToReadWrite, downgradeToReadOnly, getConnectionMode } from "../db/connection.ts";
 import { syncAllBlocks } from "../sync/index.ts";
 
 // =============================================================================
@@ -86,7 +75,7 @@ function resultToRecords(result: {
 }
 
 function recordsByTickerDate(
-  records: Record<string, unknown>[]
+  records: Record<string, unknown>[],
 ): Map<string, Record<string, unknown>> {
   const mapped = new Map<string, Record<string, unknown>>();
   for (const record of records) {
@@ -144,16 +133,12 @@ export const regimeAllocationAdvisorSchema = z.object({
   blockId: z
     .string()
     .optional()
-    .describe(
-      "Block ID to analyze. When omitted, aggregate across all profiled strategies."
-    ),
+    .describe("Block ID to analyze. When omitted, aggregate across all profiled strategies."),
   minTrades: z
     .number()
     .optional()
     .default(5)
-    .describe(
-      "Minimum trades per regime cell for reliable stats (default: 5)"
-    ),
+    .describe("Minimum trades per regime cell for reliable stats (default: 5)"),
 });
 
 // =============================================================================
@@ -162,7 +147,7 @@ export const regimeAllocationAdvisorSchema = z.object({
 
 export async function handleRegimeAllocationAdvisor(
   input: z.infer<typeof regimeAllocationAdvisorSchema>,
-  baseDir: string
+  baseDir: string,
 ): Promise<ReturnType<typeof createToolOutput>> {
   const minTrades = input.minTrades ?? 5;
   const warnings: string[] = [];
@@ -177,7 +162,7 @@ export async function handleRegimeAllocationAdvisor(
       input.blockId
         ? `No strategy profiles found for block '${input.blockId}'. Use profile_strategy to create profiles first.`
         : "No strategy profiles found. Use profile_strategy to create profiles first.",
-      { error: "no_profiles" }
+      { error: "no_profiles" },
     );
   }
 
@@ -206,7 +191,7 @@ export async function handleRegimeAllocationAdvisor(
       if (!profile.expectedRegimes || profile.expectedRegimes.length === 0) {
         skippedNoRegimes++;
         profileUpgradeHints.push(
-          `Strategy '${profile.strategyName}' (block: ${profile.blockId}) has no expectedRegimes. Add via profile_strategy.`
+          `Strategy '${profile.strategyName}' (block: ${profile.blockId}) has no expectedRegimes. Add via profile_strategy.`,
         );
         continue;
       }
@@ -217,7 +202,7 @@ export async function handleRegimeAllocationAdvisor(
         block = await loadBlock(baseDir, profile.blockId);
       } catch {
         warnings.push(
-          `Could not load block '${profile.blockId}' for strategy '${profile.strategyName}'. Skipped.`
+          `Could not load block '${profile.blockId}' for strategy '${profile.strategyName}'. Skipped.`,
         );
         continue;
       }
@@ -233,7 +218,7 @@ export async function handleRegimeAllocationAdvisor(
 
       if (trades.length === 0) {
         warnings.push(
-          `No trades found for strategy '${profile.strategyName}' in block '${profile.blockId}'. Skipped.`
+          `No trades found for strategy '${profile.strategyName}' in block '${profile.blockId}'. Skipped.`,
         );
         continue;
       }
@@ -267,14 +252,14 @@ export async function handleRegimeAllocationAdvisor(
       if (matched.length === 0) {
         skippedNoMarket++;
         warnings.push(
-          `No market data matched for strategy '${profile.strategyName}' (${trades.length} trades). Import and enrich market data first.`
+          `No market data matched for strategy '${profile.strategyName}' (${trades.length} trades). Import and enrich market data first.`,
         );
         continue;
       }
 
       if (unmatchedCount > 0) {
         warnings.push(
-          `Strategy '${profile.strategyName}': ${unmatchedCount} of ${trades.length} trades had no market data match.`
+          `Strategy '${profile.strategyName}': ${unmatchedCount} of ${trades.length} trades had no market data match.`,
         );
       }
 
@@ -297,9 +282,7 @@ export async function handleRegimeAllocationAdvisor(
       }
 
       // Build per-regime comparison
-      const expectedSet = new Set(
-        profile.expectedRegimes.map((r) => r.toLowerCase())
-      );
+      const expectedSet = new Set(profile.expectedRegimes.map((r) => r.toLowerCase()));
       const regimePerformance: Record<string, RegimeCell> = {};
 
       for (const [label, pls] of Object.entries(regimePls)) {
@@ -345,8 +328,7 @@ export async function handleRegimeAllocationAdvisor(
 
       // Allocation from position sizing
       const allocationPct =
-        profile.positionSizing?.liveAllocationPct ??
-        profile.positionSizing?.allocationPct;
+        profile.positionSizing?.liveAllocationPct ?? profile.positionSizing?.allocationPct;
 
       strategies.push({
         strategyName: profile.strategyName,
@@ -362,7 +344,7 @@ export async function handleRegimeAllocationAdvisor(
       });
     } catch (err) {
       warnings.push(
-        `Error processing strategy '${profile.strategyName}' (block: ${profile.blockId}): ${(err as Error).message}`
+        `Error processing strategy '${profile.strategyName}' (block: ${profile.blockId}): ${(err as Error).message}`,
       );
     }
   }
@@ -400,12 +382,8 @@ export async function handleRegimeAllocationAdvisor(
   const summaryText =
     `Regime allocation advisor: ${strategies.length}/${profiles.length} strategies analyzed. ` +
     `${allThesisViolations.length} thesis violation(s), ${allHiddenEdges.length} hidden edge(s). ` +
-    (skippedNoRegimes > 0
-      ? `${skippedNoRegimes} skipped (no expectedRegimes). `
-      : "") +
-    (skippedNoMarket > 0
-      ? `${skippedNoMarket} skipped (no market data). `
-      : "");
+    (skippedNoRegimes > 0 ? `${skippedNoRegimes} skipped (no expectedRegimes). ` : "") +
+    (skippedNoMarket > 0 ? `${skippedNoMarket} skipped (no market data). ` : "");
 
   return createToolOutput(summaryText, {
     strategies,
@@ -420,10 +398,7 @@ export async function handleRegimeAllocationAdvisor(
 // Registration
 // =============================================================================
 
-export function registerRegimeAdvisorTools(
-  server: McpServer,
-  baseDir: string
-): void {
+export function registerRegimeAdvisorTools(server: McpServer, baseDir: string): void {
   server.registerTool(
     "regime_allocation_advisor",
     {
@@ -450,6 +425,6 @@ export function registerRegimeAdvisorTools(
         }
       }
       return handleRegimeAllocationAdvisor(input, baseDir);
-    }
+    },
   );
 }