tradeblocks-mcp 3.0.2 → 3.3.1
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.
- package/README.md +85 -80
- package/dist/{chunk-LDKTV7GW.js → chunk-27S67XW3.js} +24 -52
- package/dist/chunk-27S67XW3.js.map +1 -0
- package/dist/{chunk-FGZH632F.js → chunk-2E63THNI.js} +13 -11
- package/dist/chunk-2E63THNI.js.map +1 -0
- package/dist/{chunk-QTTR7AAW.js → chunk-2I3S2ZLT.js} +325 -84
- package/dist/chunk-2I3S2ZLT.js.map +1 -0
- package/dist/{chunk-4BLCXNQ6.js → chunk-4HZLVUOZ.js} +179 -183
- package/dist/chunk-4HZLVUOZ.js.map +1 -0
- package/dist/{chunk-XXYOUIZY.js → chunk-NWNSKALN.js} +63 -80
- package/dist/chunk-NWNSKALN.js.map +1 -0
- package/dist/{chunk-PRAYH3RT.js → chunk-WNTYA7ER.js} +29 -12
- package/dist/chunk-WNTYA7ER.js.map +1 -0
- package/dist/{chunk-BKQ4PM4Y.js → chunk-YZA4RS76.js} +24 -18
- package/dist/chunk-YZA4RS76.js.map +1 -0
- package/dist/{chunk-W2PP3LEH.js → chunk-ZTJXC3LS.js} +17 -8
- package/dist/chunk-ZTJXC3LS.js.map +1 -0
- package/dist/daily-log-processor-MZW2XBZY.js +9 -0
- package/dist/{daily-logs-store-D3QC2XPV.js → daily-logs-store-3C3OTGPK.js} +2 -2
- package/dist/iv-solver-worker.js +9 -1
- package/dist/market-provider-6U33TQUT.js +16 -0
- package/dist/{proto-3HZTCWK4.js → proto-V23GIZG2.js} +2 -2
- package/dist/{sync-PO4IPCYV.js → sync-3UBC37VW.js} +7 -7
- package/dist/test-exports.js +876 -483
- package/dist/test-exports.js.map +1 -1
- package/dist/trade-processor-DKDCWGKD.js +9 -0
- package/dist/{trades-store-LOL3FQSF.js → trades-store-R3NL25T2.js} +2 -2
- package/package.json +2 -6
- package/server/{chunk-CSDVJPBB.js → chunk-536NSFED.js} +29 -12
- package/server/chunk-536NSFED.js.map +1 -0
- package/server/{chunk-WA5AAPCH.js → chunk-A3UKD64A.js} +17 -8
- package/server/chunk-A3UKD64A.js.map +1 -0
- package/server/{chunk-PNKG7RY7.js → chunk-OMUDNJBJ.js} +63 -80
- package/server/chunk-OMUDNJBJ.js.map +1 -0
- package/server/{chunk-72GKJE2U.js → chunk-RJDJHZ5Y.js} +934 -335
- package/server/chunk-RJDJHZ5Y.js.map +1 -0
- package/server/{chunk-NZO6PT64.js → chunk-RM4B2VKS.js} +167 -177
- package/server/chunk-RM4B2VKS.js.map +1 -0
- package/server/{chunk-5EBXHT6C.js → chunk-SY6GDNVI.js} +24 -18
- package/server/chunk-SY6GDNVI.js.map +1 -0
- package/server/{chunk-FBNDMCT5.js → chunk-T66KH2XH.js} +13 -11
- package/server/chunk-T66KH2XH.js.map +1 -0
- package/server/{chunk-NRFXAJF7.js → chunk-W5E7FHC4.js} +24 -52
- package/server/chunk-W5E7FHC4.js.map +1 -0
- package/server/{config-6IZXEFEX.js → config-DK7KOMNL.js} +1 -1
- package/server/config-DK7KOMNL.js.map +1 -0
- package/server/daily-log-processor-B2VPU2FQ.js +10 -0
- package/server/{daily-logs-store-NU7M4L5C.js → daily-logs-store-YFNXTB7J.js} +2 -2
- package/server/http-server.js +2 -5
- package/server/index.js +2497 -2029
- package/server/index.js.map +1 -1
- package/server/iv-solver-worker.js +9 -1
- package/server/market-provider-L56RFHAC.js +17 -0
- package/server/{proto-DWRZJO4E.js → proto-YZ4TLX2N.js} +2 -2
- package/server/{sync-QFI5L7S7.js → sync-CENKDN53.js} +7 -7
- package/server/trade-processor-3PI4LHZI.js +10 -0
- package/server/{trades-store-VY26MWER.js → trades-store-RTTEYMXH.js} +2 -2
- package/src/auth/clients-store.ts +4 -4
- package/src/auth/code-store.ts +1 -1
- package/src/auth/config.ts +11 -12
- package/src/auth/login-page.ts +8 -10
- package/src/auth/provider.ts +35 -30
- package/src/auth/token.ts +17 -15
- package/src/db/backtest-schemas.ts +38 -8
- package/src/db/connection.ts +107 -40
- package/src/db/data-root.ts +22 -0
- package/src/db/index.ts +37 -5
- package/src/db/json-adapters.ts +22 -31
- package/src/db/json-migration.ts +11 -15
- package/src/db/json-store.ts +5 -3
- package/src/db/market-datasets.ts +48 -15
- package/src/db/market-schemas.ts +11 -5
- package/src/db/market-views.ts +119 -32
- package/src/db/parquet-writer.ts +7 -7
- package/src/db/profile-schemas.ts +39 -22
- package/src/db/schemas.ts +2 -2
- package/src/http-server.ts +7 -12
- package/src/index.ts +8 -9
- package/src/market/ingestor/index.ts +1 -4
- package/src/market/ingestor/market-ingestor.ts +140 -67
- package/src/market/ingestor/types.ts +1 -3
- package/src/market/stores/chain-sql.ts +2 -8
- package/src/market/stores/chain-store.ts +1 -4
- package/src/market/stores/duckdb-chain-store.ts +3 -14
- package/src/market/stores/duckdb-enriched-store.ts +3 -13
- package/src/market/stores/duckdb-quote-store.ts +10 -27
- package/src/market/stores/duckdb-spot-store.ts +4 -20
- package/src/market/stores/enriched-sql.ts +3 -9
- package/src/market/stores/enriched-store.ts +2 -2
- package/src/market/stores/parquet-chain-store.ts +5 -22
- package/src/market/stores/parquet-enriched-store.ts +4 -16
- package/src/market/stores/parquet-oi-daily-store.ts +3 -14
- package/src/market/stores/parquet-quote-store.ts +9 -29
- package/src/market/stores/parquet-spot-store.ts +14 -33
- package/src/market/stores/quote-store.ts +2 -10
- package/src/market/stores/spot-sql.ts +3 -15
- package/src/market/stores/spot-store.ts +1 -1
- package/src/market/tickers/defaults.json +6 -6
- package/src/market/tickers/loader.ts +2 -7
- package/src/market/tickers/registry.ts +5 -15
- package/src/market/tickers/schemas.ts +2 -6
- package/src/models/strategy-profile.ts +39 -39
- package/src/sync/block-sync.ts +44 -65
- package/src/sync/index.ts +1 -4
- package/src/sync/metadata.ts +14 -20
- package/src/test-exports.ts +139 -123
- package/src/tools/analysis.ts +180 -159
- package/src/tools/batch-exit-analysis.ts +100 -59
- package/src/tools/blocks/analysis.ts +116 -101
- package/src/tools/blocks/comparison.ts +281 -364
- package/src/tools/blocks/core.ts +208 -253
- package/src/tools/blocks/health.ts +571 -563
- package/src/tools/blocks/index.ts +2 -0
- package/src/tools/blocks/paired-comparison.ts +425 -0
- package/src/tools/blocks/similarity.ts +316 -283
- package/src/tools/edge-decay.ts +124 -197
- package/src/tools/exit-analysis.ts +130 -77
- package/src/tools/greeks-attribution.ts +84 -35
- package/src/tools/guides.ts +4 -6
- package/src/tools/imports.ts +11 -14
- package/src/tools/market-data.ts +1067 -757
- package/src/tools/market-enrichment.ts +3 -3
- package/src/tools/market-fetch.ts +148 -67
- package/src/tools/market-imports.ts +12 -12
- package/src/tools/middleware/sync-middleware.ts +5 -6
- package/src/tools/performance.ts +185 -302
- package/src/tools/profile-analysis.ts +52 -66
- package/src/tools/profiles.ts +106 -69
- package/src/tools/regime-advisor.ts +20 -45
- package/src/tools/replay.ts +81 -77
- package/src/tools/reports/discrepancies.ts +298 -328
- package/src/tools/reports/fields.ts +7 -25
- package/src/tools/reports/helpers.ts +18 -49
- package/src/tools/reports/predictive.ts +27 -70
- package/src/tools/reports/slippage-trends.ts +315 -345
- package/src/tools/reports/slippage.ts +1 -4
- package/src/tools/reports/strategy-matches.ts +399 -441
- package/src/tools/schema.ts +43 -40
- package/src/tools/shared/filters.ts +3 -9
- package/src/tools/snapshot.ts +9 -30
- package/src/tools/sql.ts +15 -14
- package/src/tools/tickers.ts +1 -4
- package/src/utils/batch-exit-analysis.ts +31 -42
- package/src/utils/black-scholes.ts +39 -29
- package/src/utils/block-loader.ts +69 -83
- package/src/utils/calibration-probe.ts +3 -4
- package/src/utils/chain-loader.ts +3 -3
- package/src/utils/csv-discovery.ts +16 -22
- package/src/utils/data-quality.ts +24 -36
- package/src/utils/exit-triggers.ts +91 -96
- package/src/utils/field-timing.ts +94 -79
- package/src/utils/filter-predicates.ts +13 -9
- package/src/utils/flatfile-importer.ts +94 -64
- package/src/utils/greeks-decomposition.ts +152 -100
- package/src/utils/iv-solver-pool.ts +55 -25
- package/src/utils/iv-solver-worker.ts +5 -5
- package/src/utils/market-enricher.ts +528 -497
- package/src/utils/market-importer.ts +31 -12
- package/src/utils/market-provider.ts +21 -23
- package/src/utils/massive-tier.ts +5 -7
- package/src/utils/migrate-option-data-helpers.ts +2 -8
- package/src/utils/option-quote-greeks.ts +25 -31
- package/src/utils/option-time.ts +4 -8
- package/src/utils/output-formatter.ts +1 -4
- package/src/utils/provider-capabilities.ts +1 -4
- package/src/utils/providers/massive.ts +59 -93
- package/src/utils/providers/thetadata/backfill.ts +14 -23
- package/src/utils/providers/thetadata/client.ts +12 -8
- package/src/utils/providers/thetadata/decode.ts +2 -20
- package/src/utils/providers/thetadata/endpoints.ts +32 -40
- package/src/utils/providers/thetadata/join.ts +11 -10
- package/src/utils/providers/thetadata/proto.ts +12 -10
- package/src/utils/providers/thetadata/quote-mid-greeks.ts +5 -5
- package/src/utils/providers/thetadata.ts +11 -10
- package/src/utils/quote-enricher.ts +4 -4
- package/src/utils/quote-parquet-projection.ts +3 -11
- package/src/utils/sample-date-selector.ts +3 -5
- package/src/utils/schema-metadata.ts +102 -70
- package/src/utils/ticker.ts +5 -9
- package/src/utils/trade-replay.ts +77 -68
- package/dist/chunk-4BLCXNQ6.js.map +0 -1
- package/dist/chunk-BKQ4PM4Y.js.map +0 -1
- package/dist/chunk-FGZH632F.js.map +0 -1
- package/dist/chunk-LDKTV7GW.js.map +0 -1
- package/dist/chunk-PRAYH3RT.js.map +0 -1
- package/dist/chunk-QTTR7AAW.js.map +0 -1
- package/dist/chunk-W2PP3LEH.js.map +0 -1
- package/dist/chunk-XXYOUIZY.js.map +0 -1
- package/dist/daily-log-processor-6MWJ23JK.js +0 -9
- package/dist/market-provider-VDRJUEF2.js +0 -16
- package/dist/trade-processor-NHU4VWRX.js +0 -9
- package/manifest.json +0 -141
- package/server/chunk-5EBXHT6C.js.map +0 -1
- package/server/chunk-72GKJE2U.js.map +0 -1
- package/server/chunk-CSDVJPBB.js.map +0 -1
- package/server/chunk-FBNDMCT5.js.map +0 -1
- package/server/chunk-NRFXAJF7.js.map +0 -1
- package/server/chunk-NZO6PT64.js.map +0 -1
- package/server/chunk-PNKG7RY7.js.map +0 -1
- package/server/chunk-WA5AAPCH.js.map +0 -1
- package/server/config-6IZXEFEX.js.map +0 -1
- package/server/daily-log-processor-Y3PVSVBM.js +0 -10
- package/server/market-provider-VOYYVYWT.js +0 -17
- package/server/trade-processor-JWVS37KM.js +0 -10
- /package/dist/{daily-log-processor-6MWJ23JK.js.map → daily-log-processor-MZW2XBZY.js.map} +0 -0
- /package/dist/{daily-logs-store-D3QC2XPV.js.map → daily-logs-store-3C3OTGPK.js.map} +0 -0
- /package/dist/{market-provider-VDRJUEF2.js.map → market-provider-6U33TQUT.js.map} +0 -0
- /package/dist/{proto-3HZTCWK4.js.map → proto-V23GIZG2.js.map} +0 -0
- /package/dist/{sync-PO4IPCYV.js.map → sync-3UBC37VW.js.map} +0 -0
- /package/dist/{trade-processor-NHU4VWRX.js.map → trade-processor-DKDCWGKD.js.map} +0 -0
- /package/dist/{trades-store-LOL3FQSF.js.map → trades-store-R3NL25T2.js.map} +0 -0
- /package/server/{daily-log-processor-Y3PVSVBM.js.map → daily-log-processor-B2VPU2FQ.js.map} +0 -0
- /package/server/{daily-logs-store-NU7M4L5C.js.map → daily-logs-store-YFNXTB7J.js.map} +0 -0
- /package/server/{market-provider-VOYYVYWT.js.map → market-provider-L56RFHAC.js.map} +0 -0
- /package/server/{proto-DWRZJO4E.js.map → proto-YZ4TLX2N.js.map} +0 -0
- /package/server/{sync-QFI5L7S7.js.map → sync-CENKDN53.js.map} +0 -0
- /package/server/{trade-processor-JWVS37KM.js.map → trade-processor-3PI4LHZI.js.map} +0 -0
- /package/server/{trades-store-VY26MWER.js.map → trades-store-RTTEYMXH.js.map} +0 -0
package/src/test-exports.ts
CHANGED
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type CsvMappings,
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type ImportCsvResult,
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} from
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} from "./utils/block-loader.ts";
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// Export CSV discovery utilities for unit testing
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export {
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export {
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detectCsvType,
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} from "./utils/csv-discovery.ts";
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// Export PortfolioStatsCalculator for testing block_diff logic
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export { PortfolioStatsCalculator } from
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export { PortfolioStatsCalculator } from "@tradeblocks/lib";
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// Export correlation and tail-risk utilities for testing strategy_similarity
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export { calculateCorrelationMatrix, performTailRiskAnalysis } from
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export { calculateCorrelationMatrix, performTailRiskAnalysis } from "@tradeblocks/lib";
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// Export
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// Export paired_bootstrap_comparison internals for integration testing
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registerPairedComparisonTool,
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runPairedBootstrapComparison,
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buildBlockTradingDayIndex,
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buildArmDaySeries,
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type PairedComparisonParams,
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type PairedComparisonReport,
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} from "./tools/blocks/paired-comparison.ts";
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// Export sync layer for integration testing
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export { syncAllBlocks, syncBlock, type SyncResult, type BlockSyncResult } from "./sync/index.ts";
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// Export DuckDB connection utilities for integration testing
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export {
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getConnection,
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getReadOnlyConnection,
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closeConnection,
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isConnected,
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getConnectionMode,
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getCurrentConnection,
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} from "./db/connection.ts";
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export type {
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MarketOnlyConnection,
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MarketParquetConnection,
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MarketReadOnlyConnection,
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export { setDataRoot, getDataRoot, resetDataRoot } from "./db/data-root.ts";
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export { yesterdayET } from "./utils/trading-dates.ts";
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resolveCanonicalMarketFile,
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resolveCanonicalMarketPartitionDir,
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resolveCanonicalMarketPartitionPath,
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// Export market schema utilities for integration testing
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export { ensureMutableMarketTables, ensureMarketDataTables } from
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export { ensureMutableMarketTables, ensureMarketDataTables } from "./db/market-schemas.ts";
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// Export shared filter utilities for testing
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filterDailyLogsByDateRange,
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// Export field timing utilities for testing
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buildLookaheadFreeQuery,
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buildOutcomeQuery,
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// Export data availability helper for testing
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checkDataAvailability,
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type DataAvailabilityReport,
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export { checkDataAvailability, type DataAvailabilityReport } from "./utils/data-availability.ts";
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export {
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queryCoverage,
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scoreDataQuality,
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formatCoverageReport,
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} from "./utils/data-quality.ts";
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// Export intraday timing utilities for testing
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export { computeIntradayTimingFields } from
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export { computeIntradayTimingFields } from "./utils/market-enricher.ts";
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// Export schema metadata for classification completeness tests
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export { SCHEMA_DESCRIPTIONS } from
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export type { ColumnDescription } from
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export { SCHEMA_DESCRIPTIONS } from "./utils/schema-metadata.ts";
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export type { ColumnDescription } from "./utils/schema-metadata.ts";
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// Export market import utilities for integration testing
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type ImportMarketCsvParams,
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type ImportFromDatabaseParams,
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type ImportSpotResult,
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} from "./utils/market-importer.ts";
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getSharedIvSolverPool,
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destroySharedIvSolverPool,
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export {
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deleteJsonFile,
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listJsonFiles,
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MassiveSnapshotResponseSchema,
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MassiveSnapshotContractSchema,
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export { handleGetOptionSnapshot, getOptionSnapshotSchema } from "./tools/snapshot.ts";
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} from "./utils/greeks-decomposition.ts";
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// Export exit trigger analysis utilities for unit testing
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} from "./utils/exit-triggers.ts";
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export {
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analyzeExitTriggersSchema,
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decomposeGreeksSchema,
|
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} from
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|
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} from "./tools/exit-analysis.ts";
|
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|
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// Export batch exit analysis engine for unit testing
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|
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|
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|
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|
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|
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} from
|
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} from "./utils/batch-exit-analysis.ts";
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// Export batch exit analysis tool handler and schema for integration testing
|
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export {
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|
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batchExitAnalysisSchema,
|
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} from './tools/batch-exit-analysis.ts';
|
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|
+
export { handleBatchExitAnalysis, batchExitAnalysisSchema } from "./tools/batch-exit-analysis.ts";
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|
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// Export quote enricher pure functions for unit testing
|
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|
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export { shouldSkipEnrichment, buildEnrichmentPlan } from
|
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|
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export type { EnrichmentPlanInput } from
|
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|
+
export { shouldSkipEnrichment, buildEnrichmentPlan } from "./utils/quote-enricher.ts";
|
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|
+
export type { EnrichmentPlanInput } from "./utils/quote-enricher.ts";
|
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|
|
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// SQL tool validator — unit-tested for path-gate + hard-block rules
|
|
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|
-
export { validateQuery, isUnderDataRoot } from
|
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|
+
export { validateQuery, isUnderDataRoot } from "./tools/sql.ts";
|
|
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402
|
|
|
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403
|
// Chain loader pure functions (unit testing)
|
|
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|
-
export { filterChain } from
|
|
404
|
+
export { filterChain } from "./utils/chain-loader.ts";
|
|
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405
|
|
|
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406
|
// Provider classes for capability-resolution testing
|
|
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|
-
export { ThetaDataProvider } from
|
|
407
|
+
export { ThetaDataProvider } from "./utils/providers/thetadata.ts";
|
|
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408
|
|
|
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409
|
// ThetaData MDDS provider internals (unit testing)
|
|
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|
export {
|
|
@@ -413,7 +433,7 @@ export {
|
|
|
413
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|
stockHistoryEod,
|
|
414
434
|
stockHistoryOhlc,
|
|
415
435
|
thetaTimestampToEtMinute,
|
|
416
|
-
} from
|
|
436
|
+
} from "./utils/providers/thetadata/index.ts";
|
|
417
437
|
|
|
418
438
|
// ThetaData MDDS backfill preflight helpers
|
|
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|
export {
|
|
@@ -432,7 +452,7 @@ export {
|
|
|
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452
|
makeBackfillRunId,
|
|
433
453
|
parseBackfillOccTicker,
|
|
434
454
|
projectBackfillWallTimeHours,
|
|
435
|
-
} from
|
|
455
|
+
} from "./utils/providers/thetadata/backfill.ts";
|
|
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|
export type {
|
|
437
457
|
BackfillBandRequestCountInput,
|
|
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458
|
BackfillConcreteFallback,
|
|
@@ -445,10 +465,10 @@ export type {
|
|
|
445
465
|
BackfillRequestCountInput,
|
|
446
466
|
BackfillRewriteSelectInput,
|
|
447
467
|
BackfillStagedGreekRow,
|
|
448
|
-
} from
|
|
468
|
+
} from "./utils/providers/thetadata/backfill.ts";
|
|
449
469
|
|
|
450
470
|
// Parquet view registration (integration testing)
|
|
451
|
-
export { createMarketParquetViews } from
|
|
471
|
+
export { createMarketParquetViews } from "./db/market-views.ts";
|
|
452
472
|
|
|
453
473
|
// Greeks attribution (v2.3)
|
|
454
474
|
export {
|
|
@@ -460,13 +480,13 @@ export {
|
|
|
460
480
|
type AttributionSummaryResult,
|
|
461
481
|
type AttributionInstanceResult,
|
|
462
482
|
type AttributionStepEntry,
|
|
463
|
-
} from
|
|
483
|
+
} from "./tools/greeks-attribution.ts";
|
|
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484
|
|
|
465
485
|
export {
|
|
466
486
|
handleGetGreeksAttribution,
|
|
467
487
|
getGreeksAttributionSchema,
|
|
468
488
|
filterSparseSteps,
|
|
469
|
-
} from
|
|
489
|
+
} from "./tools/greeks-attribution.ts";
|
|
470
490
|
|
|
471
491
|
// Export json-adapters for integration testing
|
|
472
492
|
export {
|
|
@@ -482,11 +502,11 @@ export {
|
|
|
482
502
|
upsertMarketImportMetadataJson,
|
|
483
503
|
getFlatImportLogJson,
|
|
484
504
|
upsertFlatImportLogJson,
|
|
485
|
-
} from
|
|
486
|
-
export type { FlatImportLogEntry } from
|
|
505
|
+
} from "./db/json-adapters.ts";
|
|
506
|
+
export type { FlatImportLogEntry } from "./db/json-adapters.ts";
|
|
487
507
|
|
|
488
508
|
// Export json-migration for integration testing
|
|
489
|
-
export { migrateMetadataToJson, type MigrationResult } from
|
|
509
|
+
export { migrateMetadataToJson, type MigrationResult } from "./db/json-migration.ts";
|
|
490
510
|
|
|
491
511
|
// ============================================================================
|
|
492
512
|
// Market Data — store interfaces, registry, datasets
|
|
@@ -501,21 +521,21 @@ export {
|
|
|
501
521
|
ChainStore,
|
|
502
522
|
QuoteStore,
|
|
503
523
|
createMarketStores,
|
|
504
|
-
} from
|
|
524
|
+
} from "./market/stores/index.ts";
|
|
505
525
|
export type {
|
|
506
526
|
StoreContext,
|
|
507
527
|
MarketStores,
|
|
508
528
|
EnrichedReadOpts,
|
|
509
529
|
QuoteRow,
|
|
510
530
|
CoverageReport,
|
|
511
|
-
} from
|
|
512
|
-
export type { BarRow as MarketStoreBarRow, ContractRow } from
|
|
531
|
+
} from "./market/stores/index.ts";
|
|
532
|
+
export type { BarRow as MarketStoreBarRow, ContractRow } from "./market/stores/index.ts";
|
|
513
533
|
|
|
514
534
|
// Ticker registry + resolver + loader + schemas
|
|
515
|
-
export { extractRoot, rootToUnderlying } from
|
|
516
|
-
export { TickerRegistry } from
|
|
517
|
-
export type { TickerEntry, EntrySource } from
|
|
518
|
-
export { loadRegistry, saveUserOverride } from
|
|
535
|
+
export { extractRoot, rootToUnderlying } from "./market/tickers/resolver.ts";
|
|
536
|
+
export { TickerRegistry } from "./market/tickers/registry.ts";
|
|
537
|
+
export type { TickerEntry, EntrySource } from "./market/tickers/registry.ts";
|
|
538
|
+
export { loadRegistry, saveUserOverride } from "./market/tickers/loader.ts";
|
|
519
539
|
export {
|
|
520
540
|
UnderlyingsFileSchema,
|
|
521
541
|
registerUnderlyingSchema,
|
|
@@ -523,13 +543,13 @@ export {
|
|
|
523
543
|
listUnderlyingsSchema,
|
|
524
544
|
resolveRootSchema,
|
|
525
545
|
TICKER_RE,
|
|
526
|
-
} from
|
|
546
|
+
} from "./market/tickers/schemas.ts";
|
|
527
547
|
|
|
528
548
|
// Parquet writer multi-level options type
|
|
529
549
|
// Note: the value-level parquet-writer re-exports above already cover the
|
|
530
550
|
// runtime symbols; this line adds the type alias for the multi-level
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531
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// overload so tests can type-check against the V3 shape.
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532
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-
export type { WriteParquetPartitionOptsV3 } from
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552
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+
export type { WriteParquetPartitionOptsV3 } from "./db/parquet-writer.ts";
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553
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// Dataset registry + per-dataset helpers
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export {
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@@ -540,8 +560,8 @@ export {
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writeOiDailyPartition,
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writeEnrichedTickerFile,
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writeEnrichedContext,
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543
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-
} from
|
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544
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-
export type { DatasetDef } from
|
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563
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+
} from "./db/market-datasets.ts";
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564
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+
export type { DatasetDef } from "./db/market-datasets.ts";
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565
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// Ticker MCP tool handlers — schemas re-exported from tickers/schemas.ts above
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export {
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@@ -550,7 +570,7 @@ export {
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handleUnregisterUnderlying,
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551
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handleListUnderlyings,
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552
572
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handleResolveRoot,
|
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553
|
-
} from
|
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573
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+
} from "./tools/tickers.ts";
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574
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// ============================================================================
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// Pure helpers + watermark adapter
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@@ -564,17 +584,17 @@ export {
|
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564
584
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buildReadBarsSQL,
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565
585
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buildReadDailyBarsSQL,
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566
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buildReadRthOpensSQL,
|
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567
|
-
} from
|
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568
|
-
export type { BuiltSQL } from
|
|
569
|
-
export { buildReadEnrichedSQL } from
|
|
570
|
-
export type { BuildReadEnrichedArgs } from
|
|
571
|
-
export { buildReadChainSQL } from
|
|
572
|
-
export { buildReadQuotesSQL } from
|
|
573
|
-
export { rthDailyAggregateSubquery } from
|
|
574
|
-
export type { RthWindowOpts } from
|
|
587
|
+
} from "./market/stores/spot-sql.ts";
|
|
588
|
+
export type { BuiltSQL } from "./market/stores/spot-sql.ts";
|
|
589
|
+
export { buildReadEnrichedSQL } from "./market/stores/enriched-sql.ts";
|
|
590
|
+
export type { BuildReadEnrichedArgs } from "./market/stores/enriched-sql.ts";
|
|
591
|
+
export { buildReadChainSQL } from "./market/stores/chain-sql.ts";
|
|
592
|
+
export { buildReadQuotesSQL } from "./market/stores/quote-sql.ts";
|
|
593
|
+
export { rthDailyAggregateSubquery } from "./market/stores/rth-aggregation.ts";
|
|
594
|
+
export type { RthWindowOpts } from "./market/stores/rth-aggregation.ts";
|
|
575
595
|
|
|
576
596
|
// Shared coverage helper
|
|
577
|
-
export { listPartitionValues } from
|
|
597
|
+
export { listPartitionValues } from "./market/stores/coverage.ts";
|
|
578
598
|
|
|
579
599
|
// Enrichment watermark adapter
|
|
580
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|
export {
|
|
@@ -582,8 +602,8 @@ export {
|
|
|
582
602
|
loadEnrichmentWatermarks,
|
|
583
603
|
getEnrichedThrough,
|
|
584
604
|
upsertEnrichedThrough,
|
|
585
|
-
} from
|
|
586
|
-
export type { EnrichmentWatermarks } from
|
|
605
|
+
} from "./db/json-adapters.ts";
|
|
606
|
+
export type { EnrichmentWatermarks } from "./db/json-adapters.ts";
|
|
587
607
|
|
|
588
608
|
// Schema ensure functions are re-exported earlier in this file via
|
|
589
609
|
// `ensureMutableMarketTables, ensureMarketDataTables` near the top; do NOT
|
|
@@ -597,19 +617,19 @@ export type { EnrichmentWatermarks } from './db/json-adapters.ts';
|
|
|
597
617
|
// ============================================================================
|
|
598
618
|
|
|
599
619
|
// Concrete Spot store pair
|
|
600
|
-
export { ParquetSpotStore } from
|
|
601
|
-
export { DuckdbSpotStore } from
|
|
620
|
+
export { ParquetSpotStore } from "./market/stores/parquet-spot-store.ts";
|
|
621
|
+
export { DuckdbSpotStore } from "./market/stores/duckdb-spot-store.ts";
|
|
602
622
|
|
|
603
623
|
// Concrete Chain store pair
|
|
604
|
-
export { ParquetChainStore } from
|
|
605
|
-
export { DuckdbChainStore } from
|
|
624
|
+
export { ParquetChainStore } from "./market/stores/parquet-chain-store.ts";
|
|
625
|
+
export { DuckdbChainStore } from "./market/stores/duckdb-chain-store.ts";
|
|
606
626
|
|
|
607
627
|
// Concrete Quote store pair
|
|
608
|
-
export { ParquetQuoteStore } from
|
|
609
|
-
export { DuckdbQuoteStore } from
|
|
628
|
+
export { ParquetQuoteStore } from "./market/stores/parquet-quote-store.ts";
|
|
629
|
+
export { DuckdbQuoteStore } from "./market/stores/duckdb-quote-store.ts";
|
|
610
630
|
|
|
611
631
|
// Daily open-interest store
|
|
612
|
-
export { ParquetOiDailyStore } from
|
|
632
|
+
export { ParquetOiDailyStore } from "./market/stores/parquet-oi-daily-store.ts";
|
|
613
633
|
|
|
614
634
|
// ============================================================================
|
|
615
635
|
// Concrete Enriched stores
|
|
@@ -621,8 +641,8 @@ export { ParquetOiDailyStore } from './market/stores/parquet-oi-daily-store.ts';
|
|
|
621
641
|
// ============================================================================
|
|
622
642
|
|
|
623
643
|
// Concrete Enriched store pair
|
|
624
|
-
export { ParquetEnrichedStore } from
|
|
625
|
-
export { DuckdbEnrichedStore } from
|
|
644
|
+
export { ParquetEnrichedStore } from "./market/stores/parquet-enriched-store.ts";
|
|
645
|
+
export { DuckdbEnrichedStore } from "./market/stores/duckdb-enriched-store.ts";
|
|
626
646
|
|
|
627
647
|
// ============================================================================
|
|
628
648
|
// Ingestor exports
|
|
@@ -660,8 +680,8 @@ export {
|
|
|
660
680
|
buildOptionChainSelectQuery,
|
|
661
681
|
buildOptionQuoteSelectQuery,
|
|
662
682
|
LEVERAGED_ETFS,
|
|
663
|
-
} from
|
|
664
|
-
export type { GroupResult } from
|
|
683
|
+
} from "./utils/migrate-option-data-helpers.ts";
|
|
684
|
+
export type { GroupResult } from "./utils/migrate-option-data-helpers.ts";
|
|
665
685
|
|
|
666
686
|
// ============================================================================
|
|
667
687
|
// Spot backfill + enrichment-rebuild support
|
|
@@ -673,19 +693,15 @@ export {
|
|
|
673
693
|
PHASE_5_FIXTURE_SEED,
|
|
674
694
|
PHASE_5_KNOWN_EVENTS,
|
|
675
695
|
PHASE_5_STRUCTURAL_DATES,
|
|
676
|
-
} from
|
|
677
|
-
export type { SampleDate } from
|
|
696
|
+
} from "./utils/sample-date-selector.ts";
|
|
697
|
+
export type { SampleDate } from "./utils/sample-date-selector.ts";
|
|
678
698
|
export {
|
|
679
699
|
compareFields,
|
|
680
700
|
compareRow,
|
|
681
701
|
DOUBLE_EPSILON,
|
|
682
702
|
ENRICHED_FIELD_TYPES,
|
|
683
703
|
CONTEXT_FIELD_TYPES,
|
|
684
|
-
} from
|
|
685
|
-
export type {
|
|
686
|
-
|
|
687
|
-
FieldDiff,
|
|
688
|
-
RowDiff,
|
|
689
|
-
} from './utils/enrichment-verification.ts';
|
|
690
|
-
export { calibrateProviderFetch } from './utils/calibration-probe.ts';
|
|
704
|
+
} from "./utils/enrichment-verification.ts";
|
|
705
|
+
export type { FieldType, FieldDiff, RowDiff } from "./utils/enrichment-verification.ts";
|
|
706
|
+
export { calibrateProviderFetch } from "./utils/calibration-probe.ts";
|
|
691
707
|
// ============================================================================
|