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.
Files changed (218) hide show
  1. package/README.md +85 -80
  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-QTTR7AAW.js → chunk-2I3S2ZLT.js} +325 -84
  7. package/dist/chunk-2I3S2ZLT.js.map +1 -0
  8. package/dist/{chunk-4BLCXNQ6.js → chunk-4HZLVUOZ.js} +179 -183
  9. package/dist/chunk-4HZLVUOZ.js.map +1 -0
  10. package/dist/{chunk-XXYOUIZY.js → chunk-NWNSKALN.js} +63 -80
  11. package/dist/chunk-NWNSKALN.js.map +1 -0
  12. package/dist/{chunk-PRAYH3RT.js → chunk-WNTYA7ER.js} +29 -12
  13. package/dist/chunk-WNTYA7ER.js.map +1 -0
  14. package/dist/{chunk-BKQ4PM4Y.js → chunk-YZA4RS76.js} +24 -18
  15. package/dist/chunk-YZA4RS76.js.map +1 -0
  16. package/dist/{chunk-W2PP3LEH.js → chunk-ZTJXC3LS.js} +17 -8
  17. package/dist/chunk-ZTJXC3LS.js.map +1 -0
  18. package/dist/daily-log-processor-MZW2XBZY.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-6U33TQUT.js +16 -0
  22. package/dist/{proto-3HZTCWK4.js → proto-V23GIZG2.js} +2 -2
  23. package/dist/{sync-PO4IPCYV.js → sync-3UBC37VW.js} +7 -7
  24. package/dist/test-exports.js +876 -483
  25. package/dist/test-exports.js.map +1 -1
  26. package/dist/trade-processor-DKDCWGKD.js +9 -0
  27. package/dist/{trades-store-LOL3FQSF.js → trades-store-R3NL25T2.js} +2 -2
  28. package/package.json +2 -6
  29. package/server/{chunk-CSDVJPBB.js → chunk-536NSFED.js} +29 -12
  30. package/server/chunk-536NSFED.js.map +1 -0
  31. package/server/{chunk-WA5AAPCH.js → chunk-A3UKD64A.js} +17 -8
  32. package/server/chunk-A3UKD64A.js.map +1 -0
  33. package/server/{chunk-PNKG7RY7.js → chunk-OMUDNJBJ.js} +63 -80
  34. package/server/chunk-OMUDNJBJ.js.map +1 -0
  35. package/server/{chunk-72GKJE2U.js → chunk-RJDJHZ5Y.js} +934 -335
  36. package/server/chunk-RJDJHZ5Y.js.map +1 -0
  37. package/server/{chunk-NZO6PT64.js → chunk-RM4B2VKS.js} +167 -177
  38. package/server/chunk-RM4B2VKS.js.map +1 -0
  39. package/server/{chunk-5EBXHT6C.js → chunk-SY6GDNVI.js} +24 -18
  40. package/server/chunk-SY6GDNVI.js.map +1 -0
  41. package/server/{chunk-FBNDMCT5.js → chunk-T66KH2XH.js} +13 -11
  42. package/server/chunk-T66KH2XH.js.map +1 -0
  43. package/server/{chunk-NRFXAJF7.js → chunk-W5E7FHC4.js} +24 -52
  44. package/server/chunk-W5E7FHC4.js.map +1 -0
  45. package/server/{config-6IZXEFEX.js → config-DK7KOMNL.js} +1 -1
  46. package/server/config-DK7KOMNL.js.map +1 -0
  47. package/server/daily-log-processor-B2VPU2FQ.js +10 -0
  48. package/server/{daily-logs-store-NU7M4L5C.js → daily-logs-store-YFNXTB7J.js} +2 -2
  49. package/server/http-server.js +2 -5
  50. package/server/index.js +2497 -2029
  51. package/server/index.js.map +1 -1
  52. package/server/iv-solver-worker.js +9 -1
  53. package/server/market-provider-L56RFHAC.js +17 -0
  54. package/server/{proto-DWRZJO4E.js → proto-YZ4TLX2N.js} +2 -2
  55. package/server/{sync-QFI5L7S7.js → sync-CENKDN53.js} +7 -7
  56. package/server/trade-processor-3PI4LHZI.js +10 -0
  57. package/server/{trades-store-VY26MWER.js → trades-store-RTTEYMXH.js} +2 -2
  58. package/src/auth/clients-store.ts +4 -4
  59. package/src/auth/code-store.ts +1 -1
  60. package/src/auth/config.ts +11 -12
  61. package/src/auth/login-page.ts +8 -10
  62. package/src/auth/provider.ts +35 -30
  63. package/src/auth/token.ts +17 -15
  64. package/src/db/backtest-schemas.ts +38 -8
  65. package/src/db/connection.ts +107 -40
  66. package/src/db/data-root.ts +22 -0
  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 +139 -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/index.ts +2 -0
  114. package/src/tools/blocks/paired-comparison.ts +425 -0
  115. package/src/tools/blocks/similarity.ts +316 -283
  116. package/src/tools/edge-decay.ts +124 -197
  117. package/src/tools/exit-analysis.ts +130 -77
  118. package/src/tools/greeks-attribution.ts +84 -35
  119. package/src/tools/guides.ts +4 -6
  120. package/src/tools/imports.ts +11 -14
  121. package/src/tools/market-data.ts +1067 -757
  122. package/src/tools/market-enrichment.ts +3 -3
  123. package/src/tools/market-fetch.ts +148 -67
  124. package/src/tools/market-imports.ts +12 -12
  125. package/src/tools/middleware/sync-middleware.ts +5 -6
  126. package/src/tools/performance.ts +185 -302
  127. package/src/tools/profile-analysis.ts +52 -66
  128. package/src/tools/profiles.ts +106 -69
  129. package/src/tools/regime-advisor.ts +20 -45
  130. package/src/tools/replay.ts +81 -77
  131. package/src/tools/reports/discrepancies.ts +298 -328
  132. package/src/tools/reports/fields.ts +7 -25
  133. package/src/tools/reports/helpers.ts +18 -49
  134. package/src/tools/reports/predictive.ts +27 -70
  135. package/src/tools/reports/slippage-trends.ts +315 -345
  136. package/src/tools/reports/slippage.ts +1 -4
  137. package/src/tools/reports/strategy-matches.ts +399 -441
  138. package/src/tools/schema.ts +43 -40
  139. package/src/tools/shared/filters.ts +3 -9
  140. package/src/tools/snapshot.ts +9 -30
  141. package/src/tools/sql.ts +15 -14
  142. package/src/tools/tickers.ts +1 -4
  143. package/src/utils/batch-exit-analysis.ts +31 -42
  144. package/src/utils/black-scholes.ts +39 -29
  145. package/src/utils/block-loader.ts +69 -83
  146. package/src/utils/calibration-probe.ts +3 -4
  147. package/src/utils/chain-loader.ts +3 -3
  148. package/src/utils/csv-discovery.ts +16 -22
  149. package/src/utils/data-quality.ts +24 -36
  150. package/src/utils/exit-triggers.ts +91 -96
  151. package/src/utils/field-timing.ts +94 -79
  152. package/src/utils/filter-predicates.ts +13 -9
  153. package/src/utils/flatfile-importer.ts +94 -64
  154. package/src/utils/greeks-decomposition.ts +152 -100
  155. package/src/utils/iv-solver-pool.ts +55 -25
  156. package/src/utils/iv-solver-worker.ts +5 -5
  157. package/src/utils/market-enricher.ts +528 -497
  158. package/src/utils/market-importer.ts +31 -12
  159. package/src/utils/market-provider.ts +21 -23
  160. package/src/utils/massive-tier.ts +5 -7
  161. package/src/utils/migrate-option-data-helpers.ts +2 -8
  162. package/src/utils/option-quote-greeks.ts +25 -31
  163. package/src/utils/option-time.ts +4 -8
  164. package/src/utils/output-formatter.ts +1 -4
  165. package/src/utils/provider-capabilities.ts +1 -4
  166. package/src/utils/providers/massive.ts +59 -93
  167. package/src/utils/providers/thetadata/backfill.ts +14 -23
  168. package/src/utils/providers/thetadata/client.ts +12 -8
  169. package/src/utils/providers/thetadata/decode.ts +2 -20
  170. package/src/utils/providers/thetadata/endpoints.ts +32 -40
  171. package/src/utils/providers/thetadata/join.ts +11 -10
  172. package/src/utils/providers/thetadata/proto.ts +12 -10
  173. package/src/utils/providers/thetadata/quote-mid-greeks.ts +5 -5
  174. package/src/utils/providers/thetadata.ts +11 -10
  175. package/src/utils/quote-enricher.ts +4 -4
  176. package/src/utils/quote-parquet-projection.ts +3 -11
  177. package/src/utils/sample-date-selector.ts +3 -5
  178. package/src/utils/schema-metadata.ts +102 -70
  179. package/src/utils/ticker.ts +5 -9
  180. package/src/utils/trade-replay.ts +77 -68
  181. package/dist/chunk-4BLCXNQ6.js.map +0 -1
  182. package/dist/chunk-BKQ4PM4Y.js.map +0 -1
  183. package/dist/chunk-FGZH632F.js.map +0 -1
  184. package/dist/chunk-LDKTV7GW.js.map +0 -1
  185. package/dist/chunk-PRAYH3RT.js.map +0 -1
  186. package/dist/chunk-QTTR7AAW.js.map +0 -1
  187. package/dist/chunk-W2PP3LEH.js.map +0 -1
  188. package/dist/chunk-XXYOUIZY.js.map +0 -1
  189. package/dist/daily-log-processor-6MWJ23JK.js +0 -9
  190. package/dist/market-provider-VDRJUEF2.js +0 -16
  191. package/dist/trade-processor-NHU4VWRX.js +0 -9
  192. package/manifest.json +0 -141
  193. package/server/chunk-5EBXHT6C.js.map +0 -1
  194. package/server/chunk-72GKJE2U.js.map +0 -1
  195. package/server/chunk-CSDVJPBB.js.map +0 -1
  196. package/server/chunk-FBNDMCT5.js.map +0 -1
  197. package/server/chunk-NRFXAJF7.js.map +0 -1
  198. package/server/chunk-NZO6PT64.js.map +0 -1
  199. package/server/chunk-PNKG7RY7.js.map +0 -1
  200. package/server/chunk-WA5AAPCH.js.map +0 -1
  201. package/server/config-6IZXEFEX.js.map +0 -1
  202. package/server/daily-log-processor-Y3PVSVBM.js +0 -10
  203. package/server/market-provider-VOYYVYWT.js +0 -17
  204. package/server/trade-processor-JWVS37KM.js +0 -10
  205. /package/dist/{daily-log-processor-6MWJ23JK.js.map → daily-log-processor-MZW2XBZY.js.map} +0 -0
  206. /package/dist/{daily-logs-store-D3QC2XPV.js.map → daily-logs-store-3C3OTGPK.js.map} +0 -0
  207. /package/dist/{market-provider-VDRJUEF2.js.map → market-provider-6U33TQUT.js.map} +0 -0
  208. /package/dist/{proto-3HZTCWK4.js.map → proto-V23GIZG2.js.map} +0 -0
  209. /package/dist/{sync-PO4IPCYV.js.map → sync-3UBC37VW.js.map} +0 -0
  210. /package/dist/{trade-processor-NHU4VWRX.js.map → trade-processor-DKDCWGKD.js.map} +0 -0
  211. /package/dist/{trades-store-LOL3FQSF.js.map → trades-store-R3NL25T2.js.map} +0 -0
  212. /package/server/{daily-log-processor-Y3PVSVBM.js.map → daily-log-processor-B2VPU2FQ.js.map} +0 -0
  213. /package/server/{daily-logs-store-NU7M4L5C.js.map → daily-logs-store-YFNXTB7J.js.map} +0 -0
  214. /package/server/{market-provider-VOYYVYWT.js.map → market-provider-L56RFHAC.js.map} +0 -0
  215. /package/server/{proto-DWRZJO4E.js.map → proto-YZ4TLX2N.js.map} +0 -0
  216. /package/server/{sync-QFI5L7S7.js.map → sync-CENKDN53.js.map} +0 -0
  217. /package/server/{trade-processor-JWVS37KM.js.map → trade-processor-3PI4LHZI.js.map} +0 -0
  218. /package/server/{trades-store-VY26MWER.js.map → trades-store-RTTEYMXH.js.map} +0 -0
@@ -2,7 +2,7 @@
2
2
  * Import Tools
3
3
  *
4
4
  * MCP tools for importing CSV files into the blocks directory.
5
- * Designed for local filesystem access (via npx or mcpb desktop extension).
5
+ * Designed for local filesystem access (via npx tradeblocks-mcp).
6
6
  */
7
7
 
8
8
  import { z } from "zod";
@@ -25,10 +25,7 @@ const DEFAULT_SEARCH_PATHS = [
25
25
  /**
26
26
  * Search for a file by name in multiple directories
27
27
  */
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
30
  const fullPath = path.join(dir, filename);
34
31
  try {
@@ -52,35 +49,35 @@ export function registerImportTools(server: McpServer, baseDir: string): void {
52
49
  description:
53
50
  "Import a CSV file from the local filesystem into the blocks directory. " +
54
51
  "Creates a new block that can be analyzed with other TradeBlocks tools. " +
55
- "Requires local filesystem access (run via npx tradeblocks-mcp or mcpb desktop extension). " +
52
+ "Requires local filesystem access (run via npx tradeblocks-mcp). " +
56
53
  "If only a filename is provided (not full path), searches common directories (Downloads, Desktop, Documents).",
57
54
  inputSchema: z.object({
58
55
  csvPath: z
59
56
  .string()
60
57
  .describe(
61
58
  "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
61
  ),
65
62
  blockName: z
66
63
  .string()
67
64
  .describe(
68
65
  "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
67
  ),
71
68
  csvType: z
72
69
  .enum(["tradelog", "dailylog", "reportinglog"])
73
70
  .default("tradelog")
74
71
  .describe(
75
72
  "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
74
  ),
78
75
  searchPaths: z
79
76
  .array(z.string())
80
77
  .optional()
81
78
  .describe(
82
79
  "Additional directories to search if csvPath is just a filename. " +
83
- "Defaults to ~/Downloads, ~/Desktop, ~/Documents"
80
+ "Defaults to ~/Downloads, ~/Desktop, ~/Documents",
84
81
  ),
85
82
  }),
86
83
  },
@@ -105,7 +102,7 @@ export function registerImportTools(server: McpServer, baseDir: string): void {
105
102
  const searchedDirs = dirsToSearch.join(", ");
106
103
  throw new Error(
107
104
  `File "${resolvedPath}" not found. Searched: ${searchedDirs}. ` +
108
- `Please provide the full path to the file, or move it to one of these directories.`
105
+ `Please provide the full path to the file, or move it to one of these directories.`,
109
106
  );
110
107
  }
111
108
  resolvedPath = foundPath;
@@ -117,7 +114,7 @@ export function registerImportTools(server: McpServer, baseDir: string): void {
117
114
  } catch {
118
115
  throw new Error(
119
116
  `File not found: ${resolvedPath}. ` +
120
- `Please check the path is correct. If the file is in Downloads, try: ~/Downloads/${path.basename(csvPath)}`
117
+ `Please check the path is correct. If the file is in Downloads, try: ~/Downloads/${path.basename(csvPath)}`,
121
118
  );
122
119
  }
123
120
 
@@ -159,6 +156,6 @@ export function registerImportTools(server: McpServer, baseDir: string): void {
159
156
  isError: true,
160
157
  };
161
158
  }
162
- }
159
+ },
163
160
  );
164
161
  }