tradeblocks-mcp 4.0.0 → 4.1.1

package/README.md

@@ -510,21 +510,35 @@ such as `calculatedAt`, sync times, and market-feed timestamps, remain ISO times
 
 ### Market Data Tools
 
-| Tool                         | Description                                                                        |
-| ---------------------------- | ---------------------------------------------------------------------------------- |
-| `import_market_csv`          | Import market data CSV with column mapping                                         |
-| `import_from_database`       | Import from external DuckDB databases                                              |
-| `import_flat_file`           | Import a local Parquet or CSV flat file for a ticker/timespan                      |
-| `fetch_bars`                 | Fetch daily or intraday OHLCV bars from configured provider                        |
-| `fetch_quotes`               | Fetch option minute quotes from configured provider                                |
-| `fetch_chain`                | Fetch option chain snapshot for an underlying on a given date                      |
-| `compute_vix_context`        | Compute cross-ticker VIX regime fields for a date range                            |
-| `refresh_market_data`        | Composite daily refresh: fetch bars, auto-fire VIX context, return coverage report |
-| `enrich_market_data`         | Compute ~40 derived indicators from raw OHLCV                                      |
-| `enrich_trades`              | Enrich trades with market context (lookahead-free)                                 |
-| `analyze_regime_performance` | Analyze P&L by market regime                                                       |
-| `suggest_filters`            | Suggest trade filters based on market conditions                                   |
-| `calculate_orb`              | Opening range breakout analysis from intraday bars                                 |
+| Tool                         | Description                                                                         |
+| ---------------------------- | ----------------------------------------------------------------------------------- |
+| `import_market_csv`          | Import market data CSV with column mapping                                          |
+| `import_from_database`       | Import from external DuckDB databases                                               |
+| `import_flat_file`           | Import a local Parquet or CSV flat file for a ticker/timespan                       |
+| `fetch_bars`                 | Fetch daily or intraday OHLCV bars from configured provider                         |
+| `fetch_quotes`               | Fetch option minute quotes from configured provider                                 |
+| `fetch_chain`                | Fetch option chain snapshot for an underlying on a given date                       |
+| `compute_vix_context`        | Compute cross-ticker VIX regime fields for a date range                             |
+| `refresh_market_data`        | Composite daily refresh: fetch bars, auto-fire VIX context, return coverage report  |
+| `enrich_market_data`         | Compute ~40 derived indicators from raw OHLCV                                       |
+| `enrich_trades`              | Enrich trades with causal market/dataset values, provenance and custom fields       |
+| `analyze_regime_performance` | Analyze P&L by presets or any registered field (numeric bins or categorical values) |
+| `suggest_filters`            | Default market filters or optional fields with generic threshold/exclusion sweeps   |
+| `calculate_orb`              | Opening range breakout analysis from intraday bars                                  |
+| `import_daily_dataset`       | Import or replace a user Static Dataset with per-column timing                      |
+| `list_daily_datasets`        | List user datasets, fields, timing and coverage                                     |
+| `delete_daily_dataset`       | Remove a dataset and its registered fields                                          |
+| `list_analysis_fields`       | Discover built-in and dataset fields at runtime                                     |
+
+Since 4.1.0, user daily datasets use `<dataset>.<column>` field names in profile filters,
+predictive reports, regime analysis and threshold sweeps. `import_daily_dataset` takes
+`name`, exactly one of inline `content` or `csvPath` under the server's data root, and optional
+`ticker`, `columnTiming` and `knownBy` (`HH:mm` ET). Re-import replaces the named dataset
+atomically, without changing market data or requiring provider credentials. Date-only close
+values are available the following calendar day at 00:00 ET; date-only open values require
+`knownBy`; timestamped rows are as-of. Sparse columns carry forward their latest available
+observation without a freshness cutoff. See the [dataset tools reference](../../docs/mcp-tools.md#market-analysis)
+and [4.1.0 behavior changes](../../releases/v4.1.0.md#behavior-changes).
 
 ### Strategy Profile Tools
 
@@ -538,6 +552,13 @@ such as `calculatedAt`, sync times, and market-feed timestamps, remain ISO times
 | `validate_entry_filters`  | Test each entry filter's contribution to edge                |
 | `portfolio_structure_map` | Regime x structure coverage matrix across strategies         |
 
+`validate_entry_filters` names unknown market fields with reasons in
+`unresolvable_filters`, warnings, and its summary; they are excluded from ablation
+so known filters remain analyzable. If all market filters are unknown, it returns
+`error: "no_resolvable_filters"`. `analyze_structure_fit` reports the same exclusions
+and keeps its remaining dimensions. Known fields with missing daily values retain
+their existing missing-data treatment.
+
 ### Import Tools
 
 | Tool         | Description                                              |

package/dist/{chunk-YQMQ3PI4.js → chunk-4UU7IT2A.js}

@@ -5327,6 +5327,115 @@ async function getTradesPage(blockId, offset, limit) {
 // ../lib/utils/trade-frequency.ts
 var MS_PER_DAY = 1e3 * 60 * 60 * 24;
 
+// ../lib/calculations/static-dataset-matcher.ts
+function getDatasetValueAvailableAt(dataset, row, column) {
+  if (!dataset.columns.includes(column)) throw new Error(`Unknown dataset column: ${column}`);
+  if (dataset.timingMode !== "declared") return new Date(row.timestamp);
+  const timing = dataset.columnTiming?.[column];
+  if (timing !== "close" && timing !== "open")
+    throw new Error(`Declare open or close timing for ${column}`);
+  if (!(row.dateOnly ?? dataset.dateOnly)) return new Date(row.timestamp);
+  const day = getDateOnly(new Date(row.timestamp));
+  if (timing === "open") {
+    if (!dataset.knownBy || !/^([01]\d|2[0-3]):[0-5]\d$/.test(dataset.knownBy)) {
+      throw new Error(`Date-only open column ${column} requires a known-by time (ET)`);
+    }
+    return combineDateAndTime(/* @__PURE__ */ new Date(`${day}T00:00:00Z`), dataset.knownBy);
+  }
+  const next = /* @__PURE__ */ new Date(`${day}T00:00:00Z`);
+  next.setUTCDate(next.getUTCDate() + 1);
+  return combineDateAndTime(next, "00:00");
+}
+var availabilityIndexes = /* @__PURE__ */ new WeakMap();
+function resolveDatasetColumnAtTime(dataset, rows, column, entryTime) {
+  if (!dataset.columns.includes(column)) throw new Error(`Unknown dataset column: ${column}`);
+  let rowIndexes = availabilityIndexes.get(dataset);
+  if (!rowIndexes) {
+    rowIndexes = /* @__PURE__ */ new WeakMap();
+    availabilityIndexes.set(dataset, rowIndexes);
+  }
+  let columns = rowIndexes.get(rows);
+  if (!columns) {
+    columns = /* @__PURE__ */ new Map();
+    rowIndexes.set(rows, columns);
+  }
+  let index = columns.get(column);
+  if (!index) {
+    index = rows.filter((row) => {
+      const value = row.values[column];
+      return value !== void 0 && value !== null && (typeof value !== "string" || value.trim() !== "");
+    }).map((row) => ({
+      row,
+      time: getDatasetValueAvailableAt(dataset, row, column).getTime()
+    })).sort((a, b) => a.time - b.time);
+    columns.set(column, index);
+  }
+  let left = 0;
+  let right = index.length;
+  const time = entryTime.getTime();
+  while (left < right) {
+    const mid = Math.floor((left + right) / 2);
+    if (index[mid].time <= time) left = mid + 1;
+    else right = mid;
+  }
+  if (!left) return null;
+  const match = index[left - 1];
+  return { value: match.row.values[column], row: match.row, availableAt: new Date(match.time) };
+}
+function combineDateAndTime(dateOpened, timeOpened) {
+  const d = new Date(dateOpened);
+  const isUtcMidnight = d.getUTCHours() === 0 && d.getUTCMinutes() === 0 && d.getUTCSeconds() === 0 && d.getUTCMilliseconds() === 0;
+  let year;
+  let month;
+  let day;
+  if (isUtcMidnight) {
+    year = d.getUTCFullYear();
+    month = d.getUTCMonth();
+    day = d.getUTCDate();
+  } else {
+    year = d.getFullYear();
+    month = d.getMonth();
+    day = d.getDate();
+  }
+  let hours = 0;
+  let minutes = 0;
+  let seconds = 0;
+  const timeParts = timeOpened.split(":");
+  if (timeParts.length >= 2) {
+    hours = parseInt(timeParts[0], 10) || 0;
+    minutes = parseInt(timeParts[1], 10) || 0;
+    seconds = timeParts.length > 2 ? parseInt(timeParts[2], 10) || 0 : 0;
+  }
+  const utcDate = Date.UTC(year, month, day, hours, minutes, seconds, 0);
+  const testDate = new Date(utcDate);
+  const etOffset = getEasternTimeOffset(testDate);
+  return new Date(utcDate - etOffset * 60 * 1e3);
+}
+function getEasternTimeOffset(date) {
+  const formatter = new Intl.DateTimeFormat("en-US", {
+    timeZone: "America/New_York",
+    timeZoneName: "shortOffset"
+  });
+  const parts = formatter.formatToParts(date);
+  const tzPart = parts.find((p) => p.type === "timeZoneName");
+  if (tzPart) {
+    const match = tzPart.value.match(/GMT([+-]\d+)/);
+    if (match) {
+      return parseInt(match[1], 10) * 60;
+    }
+  }
+  return -300;
+}
+function getDateOnly(date) {
+  const formatter = new Intl.DateTimeFormat("en-CA", {
+    timeZone: "America/New_York",
+    year: "numeric",
+    month: "2-digit",
+    day: "2-digit"
+  });
+  return formatter.format(date);
+}
+
 // ../lib/db/index.ts
 var DB_NAME = "TradeBlocksDB";
 var DB_VERSION = 7;
@@ -5805,6 +5914,8 @@ export {
   getNetPl,
   rebuildEquityCurve,
   formatDateKey,
+  resolveDatasetColumnAtTime,
+  combineDateAndTime,
   REPORTING_TRADE_COLUMN_ALIASES,
   addDailyLogEntries,
   getDailyLogsByBlock,
@@ -5830,4 +5941,4 @@ export {
   searchTrades,
   getTradesPage
 };
-//# sourceMappingURL=chunk-YQMQ3PI4.js.map
+//# sourceMappingURL=chunk-4UU7IT2A.js.map