tradeblocks-mcp 3.0.2 → 3.3.1

package/src/tools/reports/fields.ts

@@ -34,21 +34,10 @@ export function registerFieldTools(server: McpServer, baseDir: string): void {
         blockId: z.string().describe("Block folder name"),
         field: z
           .string()
-          .describe(
-            "Field name to analyze (e.g., 'openingVix', 'pl', 'rom', 'mfePercent')"
-          ),
-        strategy: z
-          .string()
-          .optional()
-          .describe("Filter by strategy name (case-insensitive)"),
-        startDate: z
-          .string()
-          .optional()
-          .describe("Filter by start date (YYYY-MM-DD)"),
-        endDate: z
-          .string()
-          .optional()
-          .describe("Filter by end date (YYYY-MM-DD)"),
+          .describe("Field name to analyze (e.g., 'openingVix', 'pl', 'rom', 'mfePercent')"),
+        strategy: z.string().optional().describe("Filter by strategy name (case-insensitive)"),
+        startDate: z.string().optional().describe("Filter by start date (YYYY-MM-DD)"),
+        endDate: z.string().optional().describe("Filter by end date (YYYY-MM-DD)"),
         histogramBuckets: z
           .number()
           .min(3)
@@ -59,14 +48,7 @@ export function registerFieldTools(server: McpServer, baseDir: string): void {
     },
     withSyncedBlock(
       baseDir,
-      async ({
-        blockId,
-        field,
-        strategy,
-        startDate,
-        endDate,
-        histogramBuckets,
-      }) => {
+      async ({ blockId, field, strategy, startDate, endDate, histogramBuckets }) => {
         try {
           const block = await loadBlock(baseDir, blockId);
           let trades = block.trades;
@@ -168,7 +150,7 @@ export function registerFieldTools(server: McpServer, baseDir: string): void {
             isError: true,
           };
         }
-      }
-    )
+      },
+    ),
   );
 }

package/src/tools/reports/helpers.ts

@@ -52,15 +52,11 @@ function computeDurationHours(trade: Trade): number | undefined {
   if (!trade.dateClosed || !trade.timeClosed) return undefined;
   try {
     const openingDate = new Date(trade.dateOpened);
-    const [openHours, openMinutes, openSeconds] = trade.timeOpened
-      .split(":")
-      .map(Number);
+    const [openHours, openMinutes, openSeconds] = trade.timeOpened.split(":").map(Number);
     openingDate.setHours(openHours, openMinutes, openSeconds || 0, 0);
 
     const closingDate = new Date(trade.dateClosed);
-    const [closeHours, closeMinutes, closeSeconds] = trade.timeClosed
-      .split(":")
-      .map(Number);
+    const [closeHours, closeMinutes, closeSeconds] = trade.timeClosed.split(":").map(Number);
     closingDate.setHours(closeHours, closeMinutes, closeSeconds || 0, 0);
 
     const diffMs = closingDate.getTime() - openingDate.getTime();
@@ -105,9 +101,7 @@ function getISOWeekNumber(date: Date): number {
   const dayNum = d.getDay() || 7;
   d.setDate(d.getDate() + 4 - dayNum);
   const yearStart = new Date(d.getFullYear(), 0, 1);
-  const weekNo = Math.ceil(
-    ((d.getTime() - yearStart.getTime()) / 86400000 + 1) / 7
-  );
+  const weekNo = Math.ceil(((d.getTime() - yearStart.getTime()) / 86400000 + 1) / 7);
   return weekNo;
 }
 
@@ -119,31 +113,22 @@ function getISOWeekNumber(date: Date): number {
 export function enrichTrades(trades: Trade[]): EnrichedTrade[] {
   return trades.map((trade, index) => {
     const dateOpened = new Date(trade.dateOpened);
-    const totalFees =
-      trade.openingCommissionsFees + (trade.closingCommissionsFees ?? 0);
+    const totalFees = trade.openingCommissionsFees + (trade.closingCommissionsFees ?? 0);
     const netPl = trade.pl - totalFees;
 
     // VIX changes
-    const hasVixData =
-      trade.openingVix != null && trade.closingVix != null;
-    const vixChange = hasVixData
-      ? trade.closingVix! - trade.openingVix!
-      : undefined;
+    const hasVixData = trade.openingVix != null && trade.closingVix != null;
+    const vixChange = hasVixData ? trade.closingVix! - trade.openingVix! : undefined;
     const vixChangePct =
       hasVixData && trade.openingVix !== 0
         ? ((trade.closingVix! - trade.openingVix!) / trade.openingVix!) * 100
         : undefined;
 
     // Return metrics
-    const rom =
-      trade.marginReq > 0 ? (trade.pl / trade.marginReq) * 100 : undefined;
+    const rom = trade.marginReq > 0 ? (trade.pl / trade.marginReq) * 100 : undefined;
     const totalPremium = trade.premium * trade.numContracts;
-    const plPct =
-      totalPremium !== 0
-        ? (trade.pl / Math.abs(totalPremium)) * 100
-        : undefined;
-    const netPlPct =
-      totalPremium !== 0 ? (netPl / Math.abs(totalPremium)) * 100 : undefined;
+    const plPct = totalPremium !== 0 ? (trade.pl / Math.abs(totalPremium)) * 100 : undefined;
+    const netPlPct = totalPremium !== 0 ? (netPl / Math.abs(totalPremium)) * 100 : undefined;
 
     // MFE/MAE approximation from maxProfit/maxLoss (if available in trade data)
     let mfePercent: number | undefined;
@@ -158,18 +143,10 @@ export function enrichTrades(trades: Trade[]): EnrichedTrade[] {
     if (trade.maxLoss !== undefined && totalPremium !== 0) {
       maePercent = (Math.abs(trade.maxLoss) / Math.abs(totalPremium)) * 100;
     }
-    if (
-      mfePercent !== undefined &&
-      trade.maxProfit &&
-      trade.maxProfit > 0
-    ) {
+    if (mfePercent !== undefined && trade.maxProfit && trade.maxProfit > 0) {
       profitCapturePercent = (trade.pl / trade.maxProfit) * 100;
     }
-    if (
-      mfePercent !== undefined &&
-      maePercent !== undefined &&
-      maePercent > 0
-    ) {
+    if (mfePercent !== undefined && maePercent !== undefined && maePercent > 0) {
       excursionRatio = mfePercent / maePercent;
     }
     if (trade.maxLoss !== undefined && Math.abs(trade.maxLoss) > 0) {
@@ -214,10 +191,7 @@ export function enrichTrades(trades: Trade[]): EnrichedTrade[] {
  * Get the value of a field from an enriched trade
  * Returns null if the field doesn't exist or has no value
  */
-export function getTradeFieldValue(
-  trade: EnrichedTrade,
-  field: string
-): number | null {
+export function getTradeFieldValue(trade: EnrichedTrade, field: string): number | null {
   // Guard against undefined or non-string field
   if (typeof field !== "string") {
     return null;
@@ -260,7 +234,7 @@ export function evaluateOperator(
   value: number,
   operator: FilterOperator,
   compareValue: number,
-  compareValue2?: number
+  compareValue2?: number,
 ): boolean {
   switch (operator) {
     case "eq":
@@ -299,7 +273,7 @@ export interface FilterCondition {
 export function applyFilterConditions(
   trades: EnrichedTrade[],
   conditions: FilterCondition[],
-  logic: "and" | "or"
+  logic: "and" | "or",
 ): EnrichedTrade[] {
   if (conditions.length === 0) {
     return trades;
@@ -340,8 +314,7 @@ export function percentile(sorted: number[], p: number): number {
 export function stdDev(values: number[], avg: number): number {
   if (values.length < 2) return 0;
   const squaredDiffs = values.map((v) => Math.pow(v - avg, 2));
-  const variance =
-    squaredDiffs.reduce((a, b) => a + b, 0) / (values.length - 1);
+  const variance = squaredDiffs.reduce((a, b) => a + b, 0) / (values.length - 1);
   return Math.sqrt(variance);
 }
 
@@ -350,7 +323,7 @@ export function stdDev(values: number[], avg: number): number {
  */
 export function generateHistogram(
   values: number[],
-  bucketCount: number = 10
+  bucketCount: number = 10,
 ): Array<{ min: number; max: number; count: number }> {
   if (values.length === 0) return [];
 
@@ -362,16 +335,12 @@ export function generateHistogram(
   const buckets: Array<{ min: number; max: number; count: number }> = [];
   for (let i = 0; i < bucketCount; i++) {
     const bucketMin = min + i * bucketSize;
-    const bucketMax =
-      i === bucketCount - 1 ? max + 0.001 : min + (i + 1) * bucketSize;
+    const bucketMax = i === bucketCount - 1 ? max + 0.001 : min + (i + 1) * bucketSize;
     buckets.push({ min: bucketMin, max: bucketMax, count: 0 });
   }
 
   for (const value of values) {
-    const bucketIndex = Math.min(
-      Math.floor((value - min) / bucketSize),
-      bucketCount - 1
-    );
+    const bucketIndex = Math.min(Math.floor((value - min) / bucketSize), bucketCount - 1);
     if (bucketIndex >= 0 && bucketIndex < buckets.length) {
       buckets[bucketIndex].count++;
     }

package/src/tools/reports/predictive.ts

@@ -10,12 +10,7 @@ import { loadBlock } from "../../utils/block-loader.ts";
 import { createToolOutput } from "../../utils/output-formatter.ts";
 import { REPORT_FIELDS, pearsonCorrelation } from "@tradeblocks/lib";
 import { filterByStrategy, filterByDateRange } from "../shared/filters.ts";
-import {
-  enrichTrades,
-  getTradeFieldValue,
-  percentile,
-  type EnrichedTrade,
-} from "./helpers.ts";
+import { enrichTrades, getTradeFieldValue, percentile, type EnrichedTrade } from "./helpers.ts";
 import { withSyncedBlock } from "../middleware/sync-middleware.ts";
 import { getConnection } from "../../db/connection.ts";
 import { getProfile } from "../../db/profile-schemas.ts";
@@ -23,10 +18,7 @@ import { getProfile } from "../../db/profile-schemas.ts";
 /**
  * Register predictive-related report tools
  */
-export function registerPredictiveTools(
-  server: McpServer,
-  baseDir: string
-): void {
+export function registerPredictiveTools(server: McpServer, baseDir: string): void {
   // Tool 5: find_predictive_fields
   server.registerTool(
     "find_predictive_fields",
@@ -35,22 +27,15 @@ export function registerPredictiveTools(
         "Identify which trade entry conditions predict profitability by calculating Pearson correlations between all numeric fields and a target field (usually P/L). Returns fields ranked by predictive strength.",
       inputSchema: z.object({
         blockId: z.string().describe("Block folder name"),
-        strategy: z
-          .string()
-          .optional()
-          .describe("Pre-filter by strategy name (case-insensitive)"),
+        strategy: z.string().optional().describe("Pre-filter by strategy name (case-insensitive)"),
         strategyName: z
           .string()
           .optional()
-          .describe("Strategy profile name. When provided, auto-filters to that strategy's trades and adds profile context to output."),
-        startDate: z
-          .string()
-          .optional()
-          .describe("Pre-filter by start date (YYYY-MM-DD)"),
-        endDate: z
-          .string()
-          .optional()
-          .describe("Pre-filter by end date (YYYY-MM-DD)"),
+          .describe(
+            "Strategy profile name. When provided, auto-filters to that strategy's trades and adds profile context to output.",
+          ),
+        startDate: z.string().optional().describe("Pre-filter by start date (YYYY-MM-DD)"),
+        endDate: z.string().optional().describe("Pre-filter by end date (YYYY-MM-DD)"),
         targetField: z
           .string()
           .default("pl")
@@ -60,7 +45,7 @@ export function registerPredictiveTools(
           .min(10)
           .default(30)
           .describe(
-            "Minimum trades with valid values for reliable correlation (default: 30, min: 10)"
+            "Minimum trades with valid values for reliable correlation (default: 30, min: 10)",
           ),
         includeCustomFields: z
           .boolean()
@@ -256,9 +241,7 @@ export function registerPredictiveTools(
               const conn = await getConnection(baseDir);
               const profile = await getProfile(conn, blockId, strategyName, baseDir);
               if (profile && profile.entryFilters.length > 0) {
-                const profileFilterFields = new Set(
-                  profile.entryFilters.map((f) => f.field)
-                );
+                const profileFilterFields = new Set(profile.entryFilters.map((f) => f.field));
                 const alignedFields = rankedFields
                   .filter((rf) => profileFilterFields.has(rf.field))
                   .map((rf) => ({
@@ -292,8 +275,8 @@ export function registerPredictiveTools(
             isError: true,
           };
         }
-      }
-    )
+      },
+    ),
   );
 
   // Tool 6: filter_curve
@@ -306,39 +289,28 @@ export function registerPredictiveTools(
         blockId: z.string().describe("Block folder name"),
         field: z
           .string()
-          .describe(
-            "Field to sweep thresholds on (e.g., 'openingVix', 'durationHours')"
-          ),
+          .describe("Field to sweep thresholds on (e.g., 'openingVix', 'durationHours')"),
         mode: z
           .enum(["lt", "gt", "both"])
           .default("both")
           .describe(
-            "Direction of filter: 'lt' (field < threshold), 'gt' (field > threshold), 'both' (show both directions)"
+            "Direction of filter: 'lt' (field < threshold), 'gt' (field > threshold), 'both' (show both directions)",
           ),
         thresholds: z
           .array(z.number())
           .optional()
           .describe(
-            "Custom threshold values to test. If omitted, auto-generates from field percentiles."
+            "Custom threshold values to test. If omitted, auto-generates from field percentiles.",
           ),
         percentileSteps: z
           .array(z.number())
           .default([5, 10, 25, 50, 75, 90, 95])
           .describe(
-            "Percentiles to use for auto-generated thresholds (default: [5, 10, 25, 50, 75, 90, 95])"
+            "Percentiles to use for auto-generated thresholds (default: [5, 10, 25, 50, 75, 90, 95])",
           ),
-        strategy: z
-          .string()
-          .optional()
-          .describe("Pre-filter by strategy name (case-insensitive)"),
-        startDate: z
-          .string()
-          .optional()
-          .describe("Pre-filter by start date (YYYY-MM-DD)"),
-        endDate: z
-          .string()
-          .optional()
-          .describe("Pre-filter by end date (YYYY-MM-DD)"),
+        strategy: z.string().optional().describe("Pre-filter by strategy name (case-insensitive)"),
+        startDate: z.string().optional().describe("Pre-filter by start date (YYYY-MM-DD)"),
+        endDate: z.string().optional().describe("Pre-filter by end date (YYYY-MM-DD)"),
       }),
     },
     withSyncedBlock(
@@ -402,9 +374,7 @@ export function registerPredictiveTools(
           const baselinePls = tradesWithField.map((t) => t.pl);
           const baselineTotalPl = baselinePls.reduce((a, b) => a + b, 0);
           const baselineAvgPl = baselineTotalPl / tradesWithField.length;
-          const baselineWinners = tradesWithField.filter(
-            (t) => t.pl > 0
-          ).length;
+          const baselineWinners = tradesWithField.filter((t) => t.pl > 0).length;
           const baselineWinRate = baselineWinners / tradesWithField.length;
 
           const baseline = {
@@ -469,8 +439,7 @@ export function registerPredictiveTools(
             const avgPl = totalPl / filteredTrades.length;
             const winners = filteredTrades.filter((t) => t.pl > 0).length;
             const winRate = winners / filteredTrades.length;
-            const percentOfTrades =
-              (filteredTrades.length / tradesWithField.length) * 100;
+            const percentOfTrades = (filteredTrades.length / tradesWithField.length) * 100;
 
             const result: ReturnType<typeof calculateMetrics> = {
               count: filteredTrades.length,
@@ -478,16 +447,12 @@ export function registerPredictiveTools(
               winRate: Math.round(winRate * 10000) / 10000,
               avgPl: Math.round(avgPl * 100) / 100,
               totalPl: Math.round(totalPl * 100) / 100,
-              winRateDelta:
-                Math.round((winRate - baseline.winRate) * 10000) / 10000,
+              winRateDelta: Math.round((winRate - baseline.winRate) * 10000) / 10000,
               avgPlDelta: Math.round((avgPl - baseline.avgPl) * 100) / 100,
             };
 
             // Add warning for small sample sizes
-            if (
-              filteredTrades.length < MIN_SAMPLE_SIZE &&
-              filteredTrades.length > 0
-            ) {
+            if (filteredTrades.length < MIN_SAMPLE_SIZE && filteredTrades.length > 0) {
               result.lowSampleWarning = `${filteredTrades.length} trades may be insufficient for reliable statistics (recommend >= ${MIN_SAMPLE_SIZE})`;
             }
 
@@ -541,11 +506,7 @@ export function registerPredictiveTools(
             // Check lt direction
             if (result.lt) {
               const { winRateDelta, avgPlDelta, percentOfTrades } = result.lt;
-              if (
-                winRateDelta > 0 &&
-                avgPlDelta > 0 &&
-                percentOfTrades >= 20
-              ) {
+              if (winRateDelta > 0 && avgPlDelta > 0 && percentOfTrades >= 20) {
                 const score = winRateDelta * avgPlDelta;
                 sweetSpots.push({
                   threshold: result.threshold,
@@ -561,11 +522,7 @@ export function registerPredictiveTools(
             // Check gt direction
             if (result.gt) {
               const { winRateDelta, avgPlDelta, percentOfTrades } = result.gt;
-              if (
-                winRateDelta > 0 &&
-                avgPlDelta > 0 &&
-                percentOfTrades >= 20
-              ) {
+              if (winRateDelta > 0 && avgPlDelta > 0 && percentOfTrades >= 20) {
                 const score = winRateDelta * avgPlDelta;
                 sweetSpots.push({
                   threshold: result.threshold,
@@ -618,7 +575,7 @@ export function registerPredictiveTools(
             isError: true,
           };
         }
-      }
-    )
+      },
+    ),
   );
 }