tradeblocks-mcp 3.0.2 → 3.0.3

package/src/utils/providers/thetadata/join.ts

@@ -8,11 +8,7 @@ import {
   OPTION_QUOTE_GREEKS_RATE_TYPE,
   OPTION_QUOTE_GREEKS_REVISION,
 } from "../../option-quote-greeks.ts";
-import type {
-  ThetaFirstOrderGreekRow,
-  ThetaQuoteRow,
-  ThetaRight,
-} from "./types.ts";
+import type { ThetaFirstOrderGreekRow, ThetaQuoteRow, ThetaRight } from "./types.ts";
 
 export interface ThetaJoinedQuoteRow extends BulkQuoteRow {
   greeks_revision?: number | null;
@@ -76,10 +72,12 @@ type CompleteThetaFirstOrderGreekRow = ThetaFirstOrderGreekRow & {
 function hasProviderFirstOrderGreeks(
   row: ThetaFirstOrderGreekRow,
 ): row is CompleteThetaFirstOrderGreekRow {
-  return isFiniteNumber(row.delta)
-    && isFiniteNumber(row.theta)
-    && isFiniteNumber(row.vega)
-    && isFiniteNumber(row.iv);
+  return (
+    isFiniteNumber(row.delta) &&
+    isFiniteNumber(row.theta) &&
+    isFiniteNumber(row.vega) &&
+    isFiniteNumber(row.iv)
+  );
 }
 
 function splitTimestamp(timestamp: string): { date: string; time: string } {
@@ -87,7 +85,10 @@ function splitTimestamp(timestamp: string): { date: string; time: string } {
   return { date, time: time.slice(0, 5) };
 }
 
-function computeGamma(row: ThetaQuoteRow, greek: ThetaFirstOrderGreekRow): {
+function computeGamma(
+  row: ThetaQuoteRow,
+  greek: ThetaFirstOrderGreekRow,
+): {
   gamma: number | null;
   rateValue: number | null;
 } {

package/src/utils/providers/thetadata/proto.ts

@@ -9,16 +9,18 @@ import type { Root } from "protobufjs";
 const moduleDir = dirname(fileURLToPath(import.meta.url));
 
 function protoCandidates(): string[] {
-  return Array.from(new Set([
-    resolve(moduleDir, "mdds.proto"),
-    resolve(moduleDir, "../../../mdds.proto"),
-    resolve(moduleDir, "../../../../server/mdds.proto"),
-    resolve(moduleDir, "../../../../dist/mdds.proto"),
-    resolve(process.cwd(), "packages/mcp-server/src/utils/providers/thetadata/mdds.proto"),
-    resolve(process.cwd(), "src/utils/providers/thetadata/mdds.proto"),
-    resolve(process.cwd(), "server/mdds.proto"),
-    resolve(process.cwd(), "dist/mdds.proto"),
-  ]));
+  return Array.from(
+    new Set([
+      resolve(moduleDir, "mdds.proto"),
+      resolve(moduleDir, "../../../mdds.proto"),
+      resolve(moduleDir, "../../../../server/mdds.proto"),
+      resolve(moduleDir, "../../../../dist/mdds.proto"),
+      resolve(process.cwd(), "packages/mcp-server/src/utils/providers/thetadata/mdds.proto"),
+      resolve(process.cwd(), "src/utils/providers/thetadata/mdds.proto"),
+      resolve(process.cwd(), "server/mdds.proto"),
+      resolve(process.cwd(), "dist/mdds.proto"),
+    ]),
+  );
 }
 
 export function resolveMddsProtoPath(): string {

package/src/utils/providers/thetadata/quote-mid-greeks.ts

@@ -53,11 +53,11 @@ export function computeThetaQuoteMidGreekRow(params: {
     OPTION_QUOTE_MID_GREEKS_DIVIDEND_YIELD,
   );
   if (
-    !isFiniteNumber(greeks.delta)
-    || !isFiniteNumber(greeks.gamma)
-    || !isFiniteNumber(greeks.theta)
-    || !isFiniteNumber(greeks.vega)
-    || !isFiniteNumber(greeks.iv)
+    !isFiniteNumber(greeks.delta) ||
+    !isFiniteNumber(greeks.gamma) ||
+    !isFiniteNumber(greeks.theta) ||
+    !isFiniteNumber(greeks.vega) ||
+    !isFiniteNumber(greeks.iv)
   ) {
     return null;
   }

package/src/utils/providers/thetadata.ts

@@ -185,10 +185,12 @@ function isGreekForBulkContract(
   right: ThetaRight,
   contract: ThetaContractListRow,
 ): boolean {
-  return row.symbol.toUpperCase() === root.toUpperCase()
-    && row.expiration === contract.expiration
-    && formatStrike(row.strike) === formatStrike(contract.strike)
-    && row.right === right;
+  return (
+    row.symbol.toUpperCase() === root.toUpperCase() &&
+    row.expiration === contract.expiration &&
+    formatStrike(row.strike) === formatStrike(contract.strike) &&
+    row.right === right
+  );
 }
 
 function toMinuteQuote(row: BulkQuoteRow & { greeks_revision?: number | null }): MinuteQuote {
@@ -524,13 +526,12 @@ export class ThetaDataProvider implements MarketDataProvider {
       date,
       interval: "1m",
     } as const;
-    const [quotes, bandGreeks]: [ThetaQuoteRow[], ThetaFirstOrderGreekRow[]] =
-      await Promise.all([
-        this.quoteEndpoint(this.client, request),
-        this.fetchBulkGreekBand(root, contract.expiration, date, greekBandCache),
-      ]);
+    const [quotes, bandGreeks]: [ThetaQuoteRow[], ThetaFirstOrderGreekRow[]] = await Promise.all([
+      this.quoteEndpoint(this.client, request),
+      this.fetchBulkGreekBand(root, contract.expiration, date, greekBandCache),
+    ]);
     const contractBandGreeks = bandGreeks.filter((row) =>
-      isGreekForBulkContract(row, root, right, contract)
+      isGreekForBulkContract(row, root, right, contract),
     );
     const bandJoined = joinThetaQuotesAndFirstOrderGreeks({
       quotes,

package/src/utils/quote-enricher.ts

@@ -39,7 +39,7 @@ export interface EnrichmentPlanItem {
  */
 export interface QuoteEnrichmentResult {
   tickersProcessed: number;
-  tickersSkipped: number;  // already dense
+  tickersSkipped: number; // already dense
   rowsWritten: number;
   errors: Array<{ ticker: string; date: string; error: string }>;
   unsupportedReason?: string;
@@ -47,7 +47,7 @@ export interface QuoteEnrichmentResult {
 
 export interface EnrichmentPlanInput {
   tickers: Array<{ ticker: string; fromDate: string; toDate: string }>;
-  existingCoverage: Map<string, number>;  // "ticker:date" → barCount
+  existingCoverage: Map<string, number>; // "ticker:date" → barCount
   providerSupportsQuotes: boolean;
 }
 
@@ -108,8 +108,8 @@ export function buildEnrichmentPlan(input: EnrichmentPlanInput): EnrichmentPlanI
  */
 function expandDateRange(fromDate: string, toDate: string): string[] {
   const dates: string[] = [];
-  const from = new Date(fromDate + 'T00:00:00Z');
-  const to = new Date(toDate + 'T00:00:00Z');
+  const from = new Date(fromDate + "T00:00:00Z");
+  const to = new Date(toDate + "T00:00:00Z");
   const current = new Date(from);
   while (current <= to) {
     dates.push(current.toISOString().slice(0, 10));

package/src/utils/quote-parquet-projection.ts

@@ -105,14 +105,9 @@ export function quoteParquetGreekProjection(
  * Read path (`quoteParquetGreekProjection` above) stays untouched so
  * existing DOUBLE partitions continue to read without widening cost.
  */
-export function quoteParquetGreekWriteProjection(
-  columns: ParquetColumnSet,
-  alias = "q",
-): string {
+export function quoteParquetGreekWriteProjection(columns: ParquetColumnSet, alias = "q"): string {
   const castReal = (name: string) =>
-    hasColumn(columns, name)
-      ? `CAST(${alias}.${name} AS REAL)`
-      : `NULL::REAL`;
+    hasColumn(columns, name) ? `CAST(${alias}.${name} AS REAL)` : `NULL::REAL`;
   return [
     `${castReal("delta")} AS delta`,
     `${castReal("gamma")} AS gamma`,
@@ -127,10 +122,7 @@ export function quoteParquetGreekWriteProjection(
   ].join(",\n              ");
 }
 
-export function quoteParquetCanonicalProjection(
-  columns: ParquetColumnSet,
-  alias = "q",
-): string {
+export function quoteParquetCanonicalProjection(columns: ParquetColumnSet, alias = "q"): string {
   return [
     `${quoteParquetColumnExpr(columns, alias, "underlying", "VARCHAR")} AS underlying`,
     `${quoteParquetColumnExpr(columns, alias, "date", "VARCHAR")} AS date`,

package/src/utils/sample-date-selector.ts

@@ -118,9 +118,7 @@ export function selectVerificationSampleDates(
     ...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: SampleDate[] = [];
   const pool = [...candidates];
@@ -129,7 +127,7 @@ export function selectVerificationSampleDates(
     random.push({ date: pool.splice(idx, 1)[0], category: "random" });
   }
 
-  return [...PHASE_5_KNOWN_EVENTS, ...PHASE_5_STRUCTURAL_DATES, ...random].sort(
-    (a, b) => a.date.localeCompare(b.date),
+  return [...PHASE_5_KNOWN_EVENTS, ...PHASE_5_STRUCTURAL_DATES, ...random].sort((a, b) =>
+    a.date.localeCompare(b.date),
   );
 }

package/src/utils/schema-metadata.ts

@@ -30,7 +30,7 @@ export interface ColumnDescription {
    *  - 'static': Calendar/metadata facts known before the day (Day_of_Week, Month, Is_Opex)
    *  Only applicable to market.enriched and market.enriched_context columns. Omit for non-market tables.
    */
-  timing?: 'open' | 'close' | 'static';
+  timing?: "open" | "close" | "static";
 }
 
 export interface TableDescription {
@@ -164,7 +164,8 @@ export const SCHEMA_DESCRIPTIONS: SchemaMetadata = {
             hypothesis: true,
           },
           legs: {
-            description: "Option legs description with strikes (e.g., 'SPY 450P/445P') - compare with trade_data.legs to identify strike differences",
+            description:
+              "Option legs description with strikes (e.g., 'SPY 450P/445P') - compare with trade_data.legs to identify strike differences",
             hypothesis: true,
           },
           initial_premium: {
@@ -221,174 +222,182 @@ export const SCHEMA_DESCRIPTIONS: SchemaMetadata = {
             hypothesis: true,
           },
           date: {
-            description: "Trading date (VARCHAR, format YYYY-MM-DD). Composite primary key with ticker.",
+            description:
+              "Trading date (VARCHAR, format YYYY-MM-DD). Composite primary key with ticker.",
             hypothesis: true,
           },
           // Raw OHLCV
           open: {
             description: "Underlying open price",
             hypothesis: false,
-            timing: 'open',
+            timing: "open",
           },
           high: {
             description: "Underlying high price",
             hypothesis: false,
-            timing: 'close',
+            timing: "close",
           },
           low: {
             description: "Underlying low price",
             hypothesis: false,
-            timing: 'close',
+            timing: "close",
           },
           close: {
             description: "Underlying close price",
             hypothesis: false,
-            timing: 'close',
+            timing: "close",
           },
           Prior_Close: {
             description: "Previous day's close price",
             hypothesis: false,
-            timing: 'open',
+            timing: "open",
           },
           // Tier 1 enrichment — open-known
           Gap_Pct: {
             description: "Overnight gap percentage ((Open - Prior_Close) / Prior_Close * 100)",
             hypothesis: true,
-            timing: 'open',
+            timing: "open",
           },
           Prev_Return_Pct: {
             description: "Previous day's total return percentage (prior close to prior close)",
             hypothesis: true,
-            timing: 'open',
+            timing: "open",
           },
           Prior_Range_vs_ATR: {
-            description: "Prior trading day's (high - low) / ATR ratio, measures prior day's range relative to average true range",
+            description:
+              "Prior trading day's (high - low) / ATR ratio, measures prior day's range relative to average true range",
             hypothesis: true,
-            timing: 'open',
+            timing: "open",
           },
           // Tier 1 enrichment — close-derived
           ATR_Pct: {
             description: "Average True Range as percentage of price (14-day Wilder smoothing)",
             hypothesis: true,
-            timing: 'close',
+            timing: "close",
           },
           RSI_14: {
             description: "14-day RSI (0-100, >70 overbought, <30 oversold)",
             hypothesis: true,
-            timing: 'close',
+            timing: "close",
           },
           Price_vs_EMA21_Pct: {
             description: "Price vs 21-day EMA as percentage ((close - EMA21) / EMA21 * 100)",
             hypothesis: true,
-            timing: 'close',
+            timing: "close",
           },
           Price_vs_SMA50_Pct: {
             description: "Price vs 50-day SMA as percentage ((close - SMA50) / SMA50 * 100)",
             hypothesis: true,
-            timing: 'close',
+            timing: "close",
           },
           Realized_Vol_5D: {
             description: "5-day realized volatility (annualized standard deviation of log returns)",
             hypothesis: true,
-            timing: 'close',
+            timing: "close",
           },
           Realized_Vol_20D: {
-            description: "20-day realized volatility (annualized standard deviation of log returns)",
+            description:
+              "20-day realized volatility (annualized standard deviation of log returns)",
             hypothesis: true,
-            timing: 'close',
+            timing: "close",
           },
           Return_5D: {
             description: "5-day cumulative return percentage",
             hypothesis: true,
-            timing: 'close',
+            timing: "close",
           },
           Return_20D: {
             description: "20-day cumulative return percentage",
             hypothesis: true,
-            timing: 'close',
+            timing: "close",
           },
           Intraday_Range_Pct: {
             description: "Intraday range as percentage ((High - Low) / Open * 100)",
             hypothesis: true,
-            timing: 'close',
+            timing: "close",
           },
           Intraday_Return_Pct: {
             description: "Open to close return percentage ((Close - Open) / Open * 100)",
             hypothesis: true,
-            timing: 'close',
+            timing: "close",
           },
           Close_Position_In_Range: {
             description: "Where close is in day's range (0 = low, 1 = high)",
             hypothesis: true,
-            timing: 'close',
+            timing: "close",
           },
           Gap_Filled: {
             description: "Whether overnight gap was filled (1 = yes, 0 = no)",
             hypothesis: true,
-            timing: 'close',
+            timing: "close",
           },
           Consecutive_Days: {
             description: "Consecutive up/down days (positive=up, negative=down)",
             hypothesis: true,
-            timing: 'close',
+            timing: "close",
           },
           // Tier 3 intraday timing (columns exist in schema, enrichment deferred)
           High_Time: {
             description: "Time of day high as decimal hours (e.g., 10.5 = 10:30 AM ET)",
             hypothesis: true,
-            timing: 'close',
+            timing: "close",
           },
           Low_Time: {
             description: "Time of day low as decimal hours (e.g., 14.25 = 2:15 PM ET)",
             hypothesis: true,
-            timing: 'close',
+            timing: "close",
           },
           High_Before_Low: {
             description: "Did high occur before low? (1=yes, 0=no)",
             hypothesis: true,
-            timing: 'close',
+            timing: "close",
           },
           Reversal_Type: {
-            description: "Reversal pattern type (1=morning reversal up, -1=morning reversal down, 0=trend day)",
+            description:
+              "Reversal pattern type (1=morning reversal up, -1=morning reversal down, 0=trend day)",
             hypothesis: true,
-            timing: 'close',
+            timing: "close",
           },
           Opening_Drive_Strength: {
-            description: "First-30-min range / full-day range ratio (0-1); higher = strong opening drive",
+            description:
+              "First-30-min range / full-day range ratio (0-1); higher = strong opening drive",
             hypothesis: true,
-            timing: 'close',
+            timing: "close",
           },
           Intraday_Realized_Vol: {
-            description: "Annualized realized volatility from intraday bar returns (decimal, e.g., 0.15 = 15%)",
+            description:
+              "Annualized realized volatility from intraday bar returns (decimal, e.g., 0.15 = 15%)",
             hypothesis: true,
-            timing: 'close',
+            timing: "close",
           },
           // Calendar fields — static
           Day_of_Week: {
             description: "Day of week (2=Monday through 6=Friday)",
             hypothesis: true,
-            timing: 'static',
+            timing: "static",
           },
           Month: {
             description: "Month number (1-12)",
             hypothesis: true,
-            timing: 'static',
+            timing: "static",
           },
           Is_Opex: {
             description: "Options expiration day flag (1=opex, 0=not)",
             hypothesis: true,
-            timing: 'static',
+            timing: "static",
           },
           // VIX-family ticker IVR/IVP (populated for VIX, VIX9D, VIX3M, etc.)
           ivr: {
-            description: "Implied Volatility Rank (252-day): where current close sits in range (0=min, 100=max). Populated for VIX-family tickers only.",
+            description:
+              "Implied Volatility Rank (252-day): where current close sits in range (0=min, 100=max). Populated for VIX-family tickers only.",
             hypothesis: true,
-            timing: 'close',
+            timing: "close",
           },
           ivp: {
-            description: "Implied Volatility Percentile (252-day): percentage of prior 251 trading days where close was at or below current level (0-100). Populated for VIX-family tickers only.",
+            description:
+              "Implied Volatility Percentile (252-day): percentage of prior 251 trading days where close was at or below current level (0-100). Populated for VIX-family tickers only.",
             hypothesis: true,
-            timing: 'close',
+            timing: "close",
           },
         },
       },
@@ -402,29 +411,33 @@ export const SCHEMA_DESCRIPTIONS: SchemaMetadata = {
             hypothesis: true,
           },
           Vol_Regime: {
-            description: "Volatility regime classification based on VIX close (1=very low <10, 2=low 10-15, 3=normal 15-20, 4=elevated 20-25, 5=high 25-30, 6=extreme >30)",
+            description:
+              "Volatility regime classification based on VIX close (1=very low <10, 2=low 10-15, 3=normal 15-20, 4=elevated 20-25, 5=high 25-30, 6=extreme >30)",
             hypothesis: true,
-            timing: 'close',
+            timing: "close",
           },
           Term_Structure_State: {
-            description: "VIX term structure state based on VIX9D/VIX ratio (-1=backwardation/inverted, 0=flat, 1=contango/normal). NULL when VIX9D data is absent.",
+            description:
+              "VIX term structure state based on VIX9D/VIX ratio (-1=backwardation/inverted, 0=flat, 1=contango/normal). NULL when VIX9D data is absent.",
             hypothesis: true,
-            timing: 'close',
+            timing: "close",
           },
           Trend_Direction: {
-            description: "Trend direction classification based on 20-day return: up (>1%), down (<-1%), flat (-1% to 1%). NULL if Return_20D unavailable.",
+            description:
+              "Trend direction classification based on 20-day return: up (>1%), down (<-1%), flat (-1% to 1%). NULL if Return_20D unavailable.",
             hypothesis: true,
-            timing: 'close',
+            timing: "close",
           },
           VIX_Spike_Pct: {
             description: "VIX spike from open to high as percentage",
             hypothesis: true,
-            timing: 'close',
+            timing: "close",
           },
           VIX_Gap_Pct: {
-            description: "VIX overnight gap percentage ((VIX_Open - prior VIX_Close) / prior VIX_Close * 100)",
+            description:
+              "VIX overnight gap percentage ((VIX_Open - prior VIX_Close) / prior VIX_Close * 100)",
             hypothesis: true,
-            timing: 'open',
+            timing: "open",
           },
         },
       },
@@ -434,15 +447,18 @@ export const SCHEMA_DESCRIPTIONS: SchemaMetadata = {
         keyColumns: ["ticker", "date", "time"],
         columns: {
           ticker: {
-            description: "Underlying ticker symbol (part of composite primary key with date and time).",
+            description:
+              "Underlying ticker symbol (part of composite primary key with date and time).",
             hypothesis: true,
           },
           date: {
-            description: "Trading date (VARCHAR, format YYYY-MM-DD). Part of composite primary key.",
+            description:
+              "Trading date (VARCHAR, format YYYY-MM-DD). Part of composite primary key.",
             hypothesis: true,
           },
           time: {
-            description: "Bar time in HH:MM Eastern Time format (e.g., '09:30', '10:00'). Part of composite primary key.",
+            description:
+              "Bar time in HH:MM Eastern Time format (e.g., '09:30', '10:00'). Part of composite primary key.",
             hypothesis: false,
           },
           open: {
@@ -587,19 +603,23 @@ export const SCHEMA_DESCRIPTIONS: SchemaMetadata = {
             hypothesis: false,
           },
           delta: {
-            description: "Option delta for the minute when available from provider data or computed fallback.",
+            description:
+              "Option delta for the minute when available from provider data or computed fallback.",
             hypothesis: true,
           },
           gamma: {
-            description: "Option gamma for the minute when available from provider data or computed fallback.",
+            description:
+              "Option gamma for the minute when available from provider data or computed fallback.",
             hypothesis: false,
           },
           theta: {
-            description: "Option theta for the minute when available from provider data or computed fallback.",
+            description:
+              "Option theta for the minute when available from provider data or computed fallback.",
             hypothesis: false,
           },
           vega: {
-            description: "Option vega (per 1% IV move) for the minute when available from provider data or computed fallback.",
+            description:
+              "Option vega (per 1% IV move) for the minute when available from provider data or computed fallback.",
             hypothesis: false,
           },
           iv: {
@@ -607,15 +627,18 @@ export const SCHEMA_DESCRIPTIONS: SchemaMetadata = {
             hypothesis: true,
           },
           greeks_source: {
-            description: "Origin of the stored minute greeks: provider-native or computed fallback.",
+            description:
+              "Origin of the stored minute greeks: provider-native or computed fallback.",
             hypothesis: false,
           },
           greeks_revision: {
-            description: "Computation revision for stored computed greeks; null for provider-native values.",
+            description:
+              "Computation revision for stored computed greeks; null for provider-native values.",
             hypothesis: false,
           },
           rate_type: {
-            description: "Interest-rate curve or rate label used by the provider or computed-greeks path.",
+            description:
+              "Interest-rate curve or rate label used by the provider or computed-greeks path.",
             hypothesis: false,
           },
           rate_value: {
@@ -623,7 +646,8 @@ export const SCHEMA_DESCRIPTIONS: SchemaMetadata = {
             hypothesis: false,
           },
           gamma_source: {
-            description: "Provenance label for the stored gamma value when it differs from the broader greeks source.",
+            description:
+              "Provenance label for the stored gamma value when it differs from the broader greeks source.",
             hypothesis: false,
           },
         },
@@ -716,7 +740,8 @@ ORDER BY t.date_opened`,
   ],
   joins: [
     {
-      description: "Trade P&L with market context (lag-aware: multi-table JOIN before LAG for correctness)",
+      description:
+        "Trade P&L with market context (lag-aware: multi-table JOIN before LAG for correctness)",
       sql: `WITH joined AS (
   SELECT d.ticker, d.date,
     d.Gap_Pct, d.Prior_Close, d.Prev_Return_Pct,
@@ -748,7 +773,8 @@ WHERE t.block_id = 'my-block'
 ORDER BY t.date_opened DESC`,
     },
     {
-      description: "Trades with ORB context (opening range breakout from minute bars in market.spot)",
+      description:
+        "Trades with ORB context (opening range breakout from minute bars in market.spot)",
       sql: `WITH orb_range AS (
   SELECT ticker, date,
     MAX(high) AS ORB_High,
@@ -775,7 +801,8 @@ WHERE t.block_id = 'my-block'
 ORDER BY t.date_opened`,
     },
     {
-      description: "VIX intraday data for a specific date (VIX bars are in market.spot with ticker='VIX')",
+      description:
+        "VIX intraday data for a specific date (VIX bars are in market.spot with ticker='VIX')",
       sql: `SELECT time, open, high, low, close
 FROM market.spot
 WHERE ticker = 'VIX'
@@ -783,7 +810,8 @@ WHERE ticker = 'VIX'
 ORDER BY time`,
     },
     {
-      description: "Trades on reversal days (lag-aware: Reversal_Type uses prior trading day via LAG)",
+      description:
+        "Trades on reversal days (lag-aware: Reversal_Type uses prior trading day via LAG)",
       sql: `WITH joined AS (
   SELECT d.ticker, d.date,
     d.High_Before_Low, d.Reversal_Type
@@ -805,7 +833,8 @@ WHERE m.prev_Reversal_Type != 0
   AND t.block_id = 'my-block'`,
     },
     {
-      description: "Enrich trades with market data (lag-aware: use enrich_trades tool for full enrichment)",
+      description:
+        "Enrich trades with market data (lag-aware: use enrich_trades tool for full enrichment)",
       sql: `WITH joined AS (
   SELECT d.ticker, d.date,
     d.Gap_Pct, d.Prior_Close,
@@ -833,7 +862,8 @@ WHERE t.block_id = 'my-block'`,
   ],
   hypothesis: [
     {
-      description: "Win rate by VIX regime (lag-aware: uses prior day's Vol_Regime from market.enriched_context)",
+      description:
+        "Win rate by VIX regime (lag-aware: uses prior day's Vol_Regime from market.enriched_context)",
       sql: `WITH joined AS (
   SELECT d.ticker, d.date, cd.Vol_Regime
   FROM market.enriched d
@@ -872,7 +902,8 @@ GROUP BY d.Day_of_Week
 ORDER BY d.Day_of_Week`,
     },
     {
-      description: "Performance by VIX term structure (lag-aware: uses prior day's Term_Structure_State from market.enriched_context)",
+      description:
+        "Performance by VIX term structure (lag-aware: uses prior day's Term_Structure_State from market.enriched_context)",
       sql: `WITH joined AS (
   SELECT d.ticker, d.date, cd.Term_Structure_State
   FROM market.enriched d
@@ -899,7 +930,8 @@ WHERE t.block_id = 'my-block'
 GROUP BY term_structure`,
     },
     {
-      description: "Aggregate by VIX buckets (lag-aware: uses prior day's VIX close from market.spot_daily ticker='VIX')",
+      description:
+        "Aggregate by VIX buckets (lag-aware: uses prior day's VIX close from market.spot_daily ticker='VIX')",
       sql: `WITH joined AS (
   SELECT d.ticker, d.date, vix_s.close AS VIX_Close
   FROM market.enriched d