tradeblocks-mcp 4.2.0 → 4.3.0

package/dist/test-exports.js

@@ -131,7 +131,7 @@ import {
   writeParquetPartition,
   writeQuoteMinutesPartition,
   writeSpotPartition
-} from "./chunk-62GCLMQA.js";
+} from "./chunk-TLX7IBCM.js";
 import "./chunk-D4AWELQU.js";
 import "./chunk-IW75IC6I.js";
 import "./chunk-ZSVYX5PP.js";
@@ -149,7 +149,7 @@ import {
   resolveTreasuryRateByKey,
   setPublishedRates,
   validatePublishedRates
-} from "./chunk-4UU7IT2A.js";
+} from "./chunk-ENXBPJ7Y.js";
 import "./chunk-BH6SQOWF.js";
 import {
   loadMddsProtoRoot
@@ -3589,9 +3589,13 @@ async function handleDeleteProfile(input, baseDir) {
 }
 
 // src/tools/profile-analysis.ts
-import { z as z5 } from "zod";
+import { z as z6 } from "zod";
 
 // src/db/dataset-schemas.ts
+import { z as z5 } from "zod";
+var maxMissedSessionsSchema = z5.number().int().nonnegative().optional().describe(
+  "Opt-in maximum missed XNYS sessions for dataset values. No limit when omitted. Unsupported calendar ages (outside 2022\u20132030) are refused when a limit is set."
+);
 async function listDatasets(conn) {
   const exists = await conn.runAndReadAll(
     "SELECT count(*) FROM information_schema.tables WHERE table_schema = 'datasets' AND table_name = 'dataset'"
@@ -3641,7 +3645,7 @@ function datasetFields(entries) {
         (value) => typeof value === "number" || typeof value === "string" && value.trim() !== ""
       ).every((value) => typeof value === "number") ? "numeric" : "categorical",
       timing: dataset.columnTiming[column],
-      knownBy: dataset.knownBy ?? null,
+      knownBy: dataset.columnTiming[column] === "open" ? dataset.knownBy ?? null : null,
       source
     }))
   );
@@ -3661,24 +3665,26 @@ async function runtimeFieldCatalog(conn) {
     ...datasetFields(entries)
   ];
 }
-function resolveTradeDatasets(entries, trade) {
+function resolveTradeDatasets(entries, trade, maxMissedSessions) {
   const values = {};
   const provenance = {};
+  const rejected = {};
   const entryTime = combineDateAndTime(trade.dateOpened, trade.timeOpened);
   for (const { dataset, rows, ticker } of entries) {
     if (ticker && ticker !== resolveTradeTicker(trade)) continue;
     for (const column of dataset.columns) {
-      const match = resolveDatasetColumnAtTime(dataset, rows, column, entryTime);
+      const match = resolveDatasetColumnAtTime(dataset, rows, column, entryTime, maxMissedSessions);
       if (!match) continue;
       const field = `${dataset.name}.${column}`;
-      values[field] = match.value;
-      provenance[field] = {
+      if (match.accepted) values[field] = match.value;
+      (match.accepted ? provenance : rejected)[field] = {
         sourceTimestamp: match.row.timestamp.toISOString(),
-        availableAt: match.availableAt.toISOString()
+        availableAt: match.availableAt.toISOString(),
+        sessionAge: match.sessionAge
       };
     }
   }
-  return { values, provenance };
+  return { values, provenance, rejected };
 }
 var easternCalendar = new Intl.DateTimeFormat("en-US", {
   timeZone: "America/New_York",
@@ -3700,23 +3706,37 @@ function summarizeDatasetAge(trades, matches) {
     const entryDay = easternDayNumber(
       combineDateAndTime(trades[i].dateOpened, trades[i].timeOpened)
     );
-    for (const [field, provenance] of Object.entries(matches[i].provenance)) {
-      const samples = ages.get(field) ?? [];
-      samples.push(entryDay - easternDayNumber(new Date(provenance.sourceTimestamp)));
+    for (const [field, provenance] of Object.entries({
+      ...matches[i].provenance,
+      ...matches[i].rejected
+    })) {
+      const samples = ages.get(field) ?? { days: [], sessions: [], unsupported: 0, rejected: 0 };
+      if (matches[i].rejected?.[field]) samples.rejected++;
+      else samples.days.push(entryDay - easternDayNumber(new Date(provenance.sourceTimestamp)));
+      if (typeof provenance.sessionAge === "number") samples.sessions.push(provenance.sessionAge);
+      else samples.unsupported++;
       ages.set(field, samples);
     }
   }
   return Object.fromEntries(
     [...ages].map(([field, samples]) => {
-      samples.sort((a, b) => a - b);
-      const middle = Math.floor(samples.length / 2);
+      const days = samples.days.sort((a, b) => a - b);
+      const sessions = samples.sessions.sort((a, b) => a - b);
+      const middle = Math.floor(days.length / 2);
+      const sessionMiddle = Math.floor(sessions.length / 2);
       return [
         field,
         {
-          attachments: samples.length,
-          medianAgeDays: samples.length % 2 ? samples[middle] : (samples[middle - 1] + samples[middle]) / 2,
-          maxAgeDays: samples[samples.length - 1],
-          olderThan3Days: samples.filter((age) => age > 3).length
+          attachments: days.length,
+          medianAgeDays: !days.length ? null : days.length % 2 ? days[middle] : (days[middle - 1] + days[middle]) / 2,
+          maxAgeDays: days.length ? days[days.length - 1] : null,
+          olderThan3Days: days.filter((age) => age > 3).length,
+          sessionAgeStatus: samples.unsupported ? "unsupported" : "supported",
+          medianAgeSessions: !sessions.length ? null : sessions.length % 2 ? sessions[sessionMiddle] : (sessions[sessionMiddle - 1] + sessions[sessionMiddle]) / 2,
+          maxAgeSessions: sessions.length ? sessions[sessions.length - 1] : null,
+          staleAttachments: sessions.filter((age) => age >= 1).length,
+          unsupportedSessionAge: samples.unsupported,
+          rejectedAttachments: samples.rejected
         }
       ];
     })
@@ -3726,7 +3746,18 @@ function datasetAgeOutput(summary, fields) {
   const selected = Object.fromEntries(
     fields.filter((field) => summary[field]).map((field) => [field, summary[field]])
   );
-  return Object.keys(selected).length ? { datasetAge: selected } : {};
+  const datasetWarnings = Object.entries(selected).flatMap(([field, age]) => [
+    ...age.staleAttachments ? [
+      `${field}: ${age.staleAttachments} candidate attachments missed at least one expected XNYS session.`
+    ] : [],
+    ...age.unsupportedSessionAge ? [
+      `${field}: session age unsupported for ${age.unsupportedSessionAge} candidate attachments outside XNYS calendar 2022\u20132030.`
+    ] : [],
+    ...age.rejectedAttachments ? [
+      `${field}: ${age.rejectedAttachments} attachments refused by maxMissedSessions; counted as uncovered.`
+    ] : []
+  ]);
+  return Object.keys(selected).length ? { datasetAge: selected, ...datasetWarnings.length ? { datasetWarnings } : {} } : {};
 }
 
 // src/tools/profile-analysis.ts
@@ -3838,7 +3869,7 @@ function partitionMarketFilters(entryFilters, catalog) {
   );
   return { filters, unresolvable, warnings };
 }
-async function loadTradesAndMarket(baseDir, blockId, strategyName) {
+async function loadTradesAndMarket(baseDir, blockId, strategyName, maxMissedSessions) {
   const block = await loadBlock(baseDir, blockId);
   let trades = filterByStrategy(block.trades, strategyName);
   if (trades.length === 0 && block.trades.length > 0) {
@@ -3857,7 +3888,9 @@ async function loadTradesAndMarket(baseDir, blockId, strategyName) {
   const marketRecords = resultToRecords(result);
   const marketMap = recordsByTickerDate(marketRecords);
   const datasets = await listDatasets(conn);
-  const datasetMatches = trades.map((trade) => resolveTradeDatasets(datasets, trade));
+  const datasetMatches = trades.map(
+    (trade) => resolveTradeDatasets(datasets, trade, maxMissedSessions)
+  );
   const rows = [];
   let unmatchedCount = 0;
   for (const [index, trade] of trades.entries()) {
@@ -3869,7 +3902,8 @@ async function loadTradesAndMarket(baseDir, blockId, strategyName) {
       trade,
       builtIn,
       market: { ...builtIn, ...datasetValues },
-      provenance: datasetMatches[index].provenance
+      provenance: datasetMatches[index].provenance,
+      rejected: datasetMatches[index].rejected
     });
     if (!builtIn) unmatchedCount++;
   }
@@ -3913,10 +3947,11 @@ function findBucket(value, buckets) {
   }
   return null;
 }
-var analyzeStructureFitSchema = z5.object({
-  blockId: z5.string().describe("Block ID to analyze"),
-  strategyName: z5.string().describe("Strategy name matching a stored profile"),
-  minTrades: z5.number().optional().default(10).describe("Minimum trades per bucket for reliable stats (thin-data warning threshold)")
+var analyzeStructureFitSchema = z6.object({
+  blockId: z6.string().describe("Block ID to analyze"),
+  strategyName: z6.string().describe("Strategy name matching a stored profile"),
+  maxMissedSessions: maxMissedSessionsSchema,
+  minTrades: z6.number().optional().default(10).describe("Minimum trades per bucket for reliable stats (thin-data warning threshold)")
 });
 async function handleAnalyzeStructureFit(input, baseDir) {
   const { blockId, strategyName } = input;
@@ -3932,7 +3967,8 @@ async function handleAnalyzeStructureFit(input, baseDir) {
   const { rows, unmatchedCount, allTrades } = await loadTradesAndMarket(
     baseDir,
     blockId,
-    strategyName
+    strategyName,
+    input.maxMissedSessions
   );
   const catalog = await runtimeFieldCatalog(conn);
   const marketFilters = partitionMarketFilters(profile.entryFilters, catalog);
@@ -3949,6 +3985,7 @@ async function handleAnalyzeStructureFit(input, baseDir) {
     return createToolOutput(`Uncovered dataset fields: ${uncovered.join(", ")}`, {
       error: "uncovered_fields",
       fields: uncovered,
+      ...datasetAgeOutput(datasetAge, uncovered),
       warnings
     });
   if (allTrades.length === 0) {
@@ -4135,11 +4172,12 @@ async function handleAnalyzeStructureFit(input, baseDir) {
     }
   });
 }
-var validateEntryFiltersSchema = z5.object({
-  blockId: z5.string().describe("Block ID to analyze"),
-  strategyName: z5.string().describe("Strategy name matching a stored profile"),
-  minTrades: z5.number().optional().default(10).describe("Minimum trades per group for reliable stats"),
-  maxAblationFilters: z5.number().optional().default(8).describe("Maximum number of filters for pairwise ablation (cap for combinatorial explosion)")
+var validateEntryFiltersSchema = z6.object({
+  blockId: z6.string().describe("Block ID to analyze"),
+  strategyName: z6.string().describe("Strategy name matching a stored profile"),
+  maxMissedSessions: maxMissedSessionsSchema,
+  minTrades: z6.number().optional().default(10).describe("Minimum trades per group for reliable stats"),
+  maxAblationFilters: z6.number().optional().default(8).describe("Maximum number of filters for pairwise ablation (cap for combinatorial explosion)")
 });
 async function handleValidateEntryFilters(input, baseDir) {
   const { blockId, strategyName } = input;
@@ -4179,7 +4217,8 @@ async function handleValidateEntryFilters(input, baseDir) {
   const { rows, unmatchedCount, allTrades } = await loadTradesAndMarket(
     baseDir,
     blockId,
-    strategyName
+    strategyName,
+    input.maxMissedSessions
   );
   const predicates = filters.map(
     (filter) => buildFilterPredicate(filter, catalog)
@@ -4187,9 +4226,10 @@ async function handleValidateEntryFilters(input, baseDir) {
   const matched = rows.filter(
     ({ market }) => predicates.every((predicate) => predicate.hasData(market))
   );
+  const ageRows = input.maxMissedSessions === void 0 ? matched : rows;
   const datasetAge = summarizeDatasetAge(
-    matched.map(({ trade }) => trade),
-    matched
+    ageRows.map(({ trade }) => trade),
+    ageRows
   );
   const uncovered = filters.filter(
     (filter) => filter.field.includes(".") && !rows.some(({ market }) => market[filter.field] !== void 0)
@@ -4198,6 +4238,7 @@ async function handleValidateEntryFilters(input, baseDir) {
     return createToolOutput(`Uncovered dataset fields: ${uncovered.join(", ")}`, {
       error: "uncovered_fields",
       fields: uncovered,
+      ...datasetAgeOutput(datasetAge, uncovered),
       warnings
     });
   if (executionFilters.length > 0) {
@@ -4372,9 +4413,9 @@ async function handleValidateEntryFilters(input, baseDir) {
     warnings
   });
 }
-var portfolioStructureMapSchema = z5.object({
-  blockId: z5.string().optional().describe("Block ID to analyze. When omitted, aggregate across all blocks."),
-  minTrades: z5.number().optional().default(10).describe("Thin-data warning threshold (default: 10)")
+var portfolioStructureMapSchema = z6.object({
+  blockId: z6.string().optional().describe("Block ID to analyze. When omitted, aggregate across all blocks."),
+  minTrades: z6.number().optional().default(10).describe("Thin-data warning threshold (default: 10)")
 });
 async function handlePortfolioStructureMap(input, baseDir) {
   try {
@@ -4566,7 +4607,7 @@ async function handlePortfolioStructureMap(input, baseDir) {
 }
 
 // src/tools/regime-advisor.ts
-import { z as z6 } from "zod";
+import { z as z7 } from "zod";
 function formatTradeDate2(date) {
   if (typeof date === "string") {
     const match = date.match(/^(\d{4})-(\d{2})-(\d{2})/);
@@ -4632,9 +4673,9 @@ var VOL_REGIME_LABELS2 = {
   5: "high",
   6: "extreme"
 };
-var regimeAllocationAdvisorSchema = z6.object({
-  blockId: z6.string().optional().describe("Block ID to analyze. When omitted, aggregate across all profiled strategies."),
-  minTrades: z6.number().optional().default(5).describe("Minimum trades per regime cell for reliable stats (default: 5)")
+var regimeAllocationAdvisorSchema = z7.object({
+  blockId: z7.string().optional().describe("Block ID to analyze. When omitted, aggregate across all profiled strategies."),
+  minTrades: z7.number().optional().default(5).describe("Minimum trades per regime cell for reliable stats (default: 5)")
 });
 async function handleRegimeAllocationAdvisor(input, baseDir) {
   const minTrades = input.minTrades ?? 5;
@@ -4812,7 +4853,7 @@ async function handleRegimeAllocationAdvisor(input, baseDir) {
 }
 
 // src/utils/providers/massive.ts
-import { z as z7 } from "zod";
+import { z as z8 } from "zod";
 
 // src/utils/black-scholes.ts
 var BACHELIER_DTE_THRESHOLD = 0.1;
@@ -5072,94 +5113,94 @@ function resolveMassiveDataTier(env = process.env) {
 }
 
 // src/utils/providers/massive.ts
-var MassiveBarSchema = z7.object({
-  v: z7.number().optional(),
-  vw: z7.number().optional(),
-  o: z7.number(),
-  c: z7.number(),
-  h: z7.number(),
-  l: z7.number(),
-  t: z7.number(),
-  n: z7.number().optional()
+var MassiveBarSchema = z8.object({
+  v: z8.number().optional(),
+  vw: z8.number().optional(),
+  o: z8.number(),
+  c: z8.number(),
+  h: z8.number(),
+  l: z8.number(),
+  t: z8.number(),
+  n: z8.number().optional()
 });
-var MassiveAggregateResponseSchema = z7.object({
-  ticker: z7.string(),
-  queryCount: z7.number(),
-  resultsCount: z7.number().optional(),
-  adjusted: z7.boolean().optional(),
-  results: z7.array(MassiveBarSchema).default([]),
-  status: z7.string(),
-  request_id: z7.string(),
-  next_url: z7.string().optional()
+var MassiveAggregateResponseSchema = z8.object({
+  ticker: z8.string(),
+  queryCount: z8.number(),
+  resultsCount: z8.number().optional(),
+  adjusted: z8.boolean().optional(),
+  results: z8.array(MassiveBarSchema).default([]),
+  status: z8.string(),
+  request_id: z8.string(),
+  next_url: z8.string().optional()
 });
-var MassiveQuoteSchema = z7.object({
-  bid_price: z7.number(),
-  ask_price: z7.number(),
-  sip_timestamp: z7.number(),
+var MassiveQuoteSchema = z8.object({
+  bid_price: z8.number(),
+  ask_price: z8.number(),
+  sip_timestamp: z8.number(),
   // nanoseconds
-  bid_size: z7.number(),
-  ask_size: z7.number(),
-  sequence_number: z7.number()
+  bid_size: z8.number(),
+  ask_size: z8.number(),
+  sequence_number: z8.number()
 });
-var MassiveQuotesResponseSchema = z7.object({
-  status: z7.string(),
-  request_id: z7.string(),
-  results: z7.array(MassiveQuoteSchema).default([]),
-  next_url: z7.string().optional()
+var MassiveQuotesResponseSchema = z8.object({
+  status: z8.string(),
+  request_id: z8.string(),
+  results: z8.array(MassiveQuoteSchema).default([]),
+  next_url: z8.string().optional()
 });
-var MassiveSnapshotGreeksSchema = z7.object({
-  delta: z7.number(),
-  gamma: z7.number(),
-  theta: z7.number(),
-  vega: z7.number()
+var MassiveSnapshotGreeksSchema = z8.object({
+  delta: z8.number(),
+  gamma: z8.number(),
+  theta: z8.number(),
+  vega: z8.number()
 });
-var MassiveSnapshotDaySchema = z7.object({
-  open: z7.number(),
-  high: z7.number(),
-  low: z7.number(),
-  close: z7.number(),
-  change: z7.number(),
-  change_percent: z7.number(),
-  volume: z7.number().optional(),
-  vwap: z7.number().optional(),
-  previous_close: z7.number(),
-  last_updated: z7.number()
+var MassiveSnapshotDaySchema = z8.object({
+  open: z8.number(),
+  high: z8.number(),
+  low: z8.number(),
+  close: z8.number(),
+  change: z8.number(),
+  change_percent: z8.number(),
+  volume: z8.number().optional(),
+  vwap: z8.number().optional(),
+  previous_close: z8.number(),
+  last_updated: z8.number()
 });
-var MassiveSnapshotQuoteSchema = z7.object({
-  bid: z7.number(),
-  ask: z7.number(),
-  midpoint: z7.number(),
-  bid_size: z7.number(),
-  ask_size: z7.number(),
-  last_updated: z7.number(),
-  timeframe: z7.string()
+var MassiveSnapshotQuoteSchema = z8.object({
+  bid: z8.number(),
+  ask: z8.number(),
+  midpoint: z8.number(),
+  bid_size: z8.number(),
+  ask_size: z8.number(),
+  last_updated: z8.number(),
+  timeframe: z8.string()
 });
-var MassiveSnapshotTradeSchema = z7.object({
-  price: z7.number(),
-  size: z7.number(),
-  sip_timestamp: z7.number(),
-  conditions: z7.array(z7.number()).optional(),
-  timeframe: z7.string()
+var MassiveSnapshotTradeSchema = z8.object({
+  price: z8.number(),
+  size: z8.number(),
+  sip_timestamp: z8.number(),
+  conditions: z8.array(z8.number()).optional(),
+  timeframe: z8.string()
 });
-var MassiveSnapshotDetailsSchema = z7.object({
-  ticker: z7.string(),
-  contract_type: z7.string(),
-  strike_price: z7.number(),
-  expiration_date: z7.string(),
-  exercise_style: z7.string(),
-  shares_per_contract: z7.number()
+var MassiveSnapshotDetailsSchema = z8.object({
+  ticker: z8.string(),
+  contract_type: z8.string(),
+  strike_price: z8.number(),
+  expiration_date: z8.string(),
+  exercise_style: z8.string(),
+  shares_per_contract: z8.number()
 });
-var MassiveSnapshotUnderlyingSchema = z7.object({
-  ticker: z7.string(),
-  price: z7.number(),
-  change_to_break_even: z7.number(),
-  last_updated: z7.number(),
-  timeframe: z7.string()
+var MassiveSnapshotUnderlyingSchema = z8.object({
+  ticker: z8.string(),
+  price: z8.number(),
+  change_to_break_even: z8.number(),
+  last_updated: z8.number(),
+  timeframe: z8.string()
 });
-var MassiveSnapshotContractSchema = z7.object({
-  break_even_price: z7.number(),
-  implied_volatility: z7.number(),
-  open_interest: z7.number(),
+var MassiveSnapshotContractSchema = z8.object({
+  break_even_price: z8.number(),
+  implied_volatility: z8.number(),
+  open_interest: z8.number(),
   greeks: MassiveSnapshotGreeksSchema.optional(),
   day: MassiveSnapshotDaySchema,
   last_quote: MassiveSnapshotQuoteSchema,
@@ -5167,23 +5208,23 @@ var MassiveSnapshotContractSchema = z7.object({
   details: MassiveSnapshotDetailsSchema,
   underlying_asset: MassiveSnapshotUnderlyingSchema
 });
-var MassiveSnapshotResponseSchema = z7.object({
-  request_id: z7.string(),
-  status: z7.string(),
-  results: z7.array(MassiveSnapshotContractSchema),
-  next_url: z7.string().optional()
+var MassiveSnapshotResponseSchema = z8.object({
+  request_id: z8.string(),
+  status: z8.string(),
+  results: z8.array(MassiveSnapshotContractSchema),
+  next_url: z8.string().optional()
 });
-var MassiveContractReferenceSchema = z7.object({
-  ticker: z7.string(),
-  strike_price: z7.number(),
-  expiration_date: z7.string(),
-  contract_type: z7.string(),
-  exercise_style: z7.string().optional().default("american")
+var MassiveContractReferenceSchema = z8.object({
+  ticker: z8.string(),
+  strike_price: z8.number(),
+  expiration_date: z8.string(),
+  contract_type: z8.string(),
+  exercise_style: z8.string().optional().default("american")
 });
-var MassiveContractListResponseSchema = z7.object({
-  results: z7.array(MassiveContractReferenceSchema),
-  next_url: z7.string().nullable().optional(),
-  count: z7.number().optional()
+var MassiveContractListResponseSchema = z8.object({
+  results: z8.array(MassiveContractReferenceSchema),
+  next_url: z8.string().nullable().optional(),
+  count: z8.number().optional()
 });
 var MASSIVE_BASE_URL = "https://api.massive.com";
 var MASSIVE_MAX_LIMIT = 5e4;
@@ -8224,7 +8265,7 @@ function getResolvedProviderCapabilities(env = process.env) {
 }
 
 // src/tools/replay.ts
-import { z as z8 } from "zod";
+import { z as z9 } from "zod";
 
 // src/market/tickers/resolver.ts
 var OCC_RE = /^([A-Z]+)\d{6}[CP]\d{6,11}$/;
@@ -8243,39 +8284,39 @@ function rootToUnderlying(input, registry) {
 }
 
 // src/tools/replay.ts
-var replayTradeSchema = z8.object({
+var replayTradeSchema = z9.object({
   // Mode A: Hypothetical / explicit legs
-  legs: z8.array(
-    z8.object({
-      ticker: z8.string().describe("Underlying ticker, e.g., 'SPY', 'SPX'"),
-      strike: z8.number().describe("Strike price"),
-      type: z8.enum(["C", "P"]).describe("Call or Put"),
-      expiry: z8.string().describe("Expiration date YYYY-MM-DD"),
-      quantity: z8.number().describe("Positive = long, negative = short"),
-      entry_price: z8.number().describe("Per-contract entry price (premium paid/received)")
+  legs: z9.array(
+    z9.object({
+      ticker: z9.string().describe("Underlying ticker, e.g., 'SPY', 'SPX'"),
+      strike: z9.number().describe("Strike price"),
+      type: z9.enum(["C", "P"]).describe("Call or Put"),
+      expiry: z9.string().describe("Expiration date YYYY-MM-DD"),
+      quantity: z9.number().describe("Positive = long, negative = short"),
+      entry_price: z9.number().describe("Per-contract entry price (premium paid/received)")
     })
   ).optional().describe("Explicit leg definitions for hypothetical replay"),
   // Mode B: Tradelog replay
-  block_id: z8.string().optional().describe("Block ID to load trade from"),
-  trade_index: z8.number().optional().describe("0-based index of trade in block's tradelog (ordered by date_opened)"),
+  block_id: z9.string().optional().describe("Block ID to load trade from"),
+  trade_index: z9.number().optional().describe("0-based index of trade in block's tradelog (ordered by date_opened)"),
   // Common fields
-  open_date: z8.string().optional().describe(
+  open_date: z9.string().optional().describe(
     "Trade open date YYYY-MM-DD (required for hypothetical mode, auto-resolved for tradelog mode)"
   ),
-  close_date: z8.string().optional().describe(
+  close_date: z9.string().optional().describe(
     "Trade close date YYYY-MM-DD (required for hypothetical, auto-resolved for tradelog)"
   ),
-  open_time: z8.string().optional().describe(
+  open_time: z9.string().optional().describe(
     "Trade entry time HH:MM ET. The P&L path starts at the first bar at or after this time on open_date. Optional for hypothetical mode (defaults to the first available bar); auto-resolved from the tradelog's time_opened in tradelog mode."
   ),
-  multiplier: z8.number().default(100).describe("Contract multiplier (default 100 for standard options)"),
-  format: z8.enum(["full", "summary", "sampled"]).default("sampled").describe(
+  multiplier: z9.number().default(100).describe("Contract multiplier (default 100 for standard options)"),
+  format: z9.enum(["full", "summary", "sampled"]).default("sampled").describe(
     "Output format: 'sampled' returns path sampled at ~15min intervals (default), 'full' returns complete minute-by-minute P&L path, 'summary' returns MFE/MAE/P&L without minute-level path"
   ),
-  close_at: z8.enum(["trade", "expiry"]).default("trade").describe(
+  close_at: z9.enum(["trade", "expiry"]).default("trade").describe(
     "When to end the P&L path: 'trade' (default) truncates at the trade's actual close time, 'expiry' shows full path through option expiry. Only applies to tradelog mode."
   ),
-  skip_quotes: z8.boolean().default(false).describe(
+  skip_quotes: z9.boolean().default(false).describe(
     "Skip NBBO quote enrichment for option bars. Faster, but uses cached trade bars / HL2 marks."
   )
 });
@@ -8574,27 +8615,27 @@ import { existsSync as existsSync3, readdirSync as readdirSync2 } from "fs";
 import * as path3 from "path";
 
 // src/market/tickers/schemas.ts
-import { z as z9 } from "zod";
+import { z as z10 } from "zod";
 var TICKER_RE = /^[A-Z][A-Z0-9^_-]*$/;
-var UnderlyingsFileSchema = z9.object({
-  version: z9.literal(1),
-  underlyings: z9.array(
-    z9.object({
-      underlying: z9.string().min(1).max(16).regex(TICKER_RE),
-      roots: z9.array(z9.string().min(1).max(16).regex(TICKER_RE)).min(1).max(32)
+var UnderlyingsFileSchema = z10.object({
+  version: z10.literal(1),
+  underlyings: z10.array(
+    z10.object({
+      underlying: z10.string().min(1).max(16).regex(TICKER_RE),
+      roots: z10.array(z10.string().min(1).max(16).regex(TICKER_RE)).min(1).max(32)
     })
   )
 });
-var registerUnderlyingSchema = z9.object({
-  underlying: z9.string().min(1).max(16).regex(TICKER_RE).describe("Canonical underlying symbol, e.g. SPX"),
-  roots: z9.array(z9.string().min(1).max(16).regex(TICKER_RE)).min(1).max(32).describe("OCC roots that resolve to this underlying, e.g. ['SPX','SPXW','SPXQ']")
+var registerUnderlyingSchema = z10.object({
+  underlying: z10.string().min(1).max(16).regex(TICKER_RE).describe("Canonical underlying symbol, e.g. SPX"),
+  roots: z10.array(z10.string().min(1).max(16).regex(TICKER_RE)).min(1).max(32).describe("OCC roots that resolve to this underlying, e.g. ['SPX','SPXW','SPXQ']")
 });
-var unregisterUnderlyingSchema = z9.object({
-  underlying: z9.string().min(1).max(16).regex(TICKER_RE).describe("Underlying to remove. Bundled defaults cannot be removed.")
+var unregisterUnderlyingSchema = z10.object({
+  underlying: z10.string().min(1).max(16).regex(TICKER_RE).describe("Underlying to remove. Bundled defaults cannot be removed.")
 });
-var listUnderlyingsSchema = z9.object({});
-var resolveRootSchema = z9.object({
-  input: z9.string().min(1).max(32).describe("Bare root ('SPXW') or full OCC ticker ('SPXW251219C05000000')")
+var listUnderlyingsSchema = z10.object({});
+var resolveRootSchema = z10.object({
+  input: z10.string().min(1).max(32).describe("Bare root ('SPXW') or full OCC ticker ('SPXW251219C05000000')")
 });
 
 // src/market/stores/enriched-legacy-migration.ts
@@ -11558,15 +11599,15 @@ async function proveCanonicalMarketDataPrefix(partitions, ancestor, descendant)
 }
 
 // src/tools/snapshot.ts
-import { z as z10 } from "zod";
-var getOptionSnapshotSchema = z10.object({
-  underlying: z10.string().describe("Underlying ticker symbol (e.g., 'SPX', 'SPY', 'AAPL')"),
-  strike_price_gte: z10.number().optional().describe("Minimum strike price filter"),
-  strike_price_lte: z10.number().optional().describe("Maximum strike price filter"),
-  expiration_date_gte: z10.string().optional().describe("Earliest expiration date (YYYY-MM-DD)"),
-  expiration_date_lte: z10.string().optional().describe("Latest expiration date (YYYY-MM-DD)"),
-  contract_type: z10.enum(["call", "put"]).optional().describe("Filter by call or put"),
-  limit: z10.number().optional().default(50).describe("Max contracts to return (default 50, use higher for full chain)")
+import { z as z11 } from "zod";
+var getOptionSnapshotSchema = z11.object({
+  underlying: z11.string().describe("Underlying ticker symbol (e.g., 'SPX', 'SPY', 'AAPL')"),
+  strike_price_gte: z11.number().optional().describe("Minimum strike price filter"),
+  strike_price_lte: z11.number().optional().describe("Maximum strike price filter"),
+  expiration_date_gte: z11.string().optional().describe("Earliest expiration date (YYYY-MM-DD)"),
+  expiration_date_lte: z11.string().optional().describe("Latest expiration date (YYYY-MM-DD)"),
+  contract_type: z11.enum(["call", "put"]).optional().describe("Filter by call or put"),
+  limit: z11.number().optional().default(50).describe("Max contracts to return (default 50, use higher for full chain)")
 });
 async function handleGetOptionSnapshot(params) {
   try {
@@ -12437,8 +12478,8 @@ function analyzeExitTriggers(config) {
 }
 
 // src/tools/exit-analysis.ts
-import { z as z11 } from "zod";
-var triggerTypeEnum = z11.enum([
+import { z as z12 } from "zod";
+var triggerTypeEnum = z12.enum([
   "profitTarget",
   "stopLoss",
   "trailingStop",
@@ -12455,70 +12496,70 @@ var triggerTypeEnum = z11.enum([
   "slRatioThreshold",
   "slRatioMove"
 ]);
-var triggerConfigSchema = z11.object({
+var triggerConfigSchema = z12.object({
   type: triggerTypeEnum,
-  threshold: z11.number(),
-  unit: z11.enum(["percent", "dollar"]).default("dollar").optional(),
-  expiry: z11.string().optional(),
-  openDate: z11.string().optional(),
-  clockTime: z11.string().optional(),
-  trailAmount: z11.number().optional(),
-  steps: z11.array(
-    z11.object({
-      armAt: z11.number(),
-      stopAt: z11.number(),
-      closeAllocationPct: z11.number().min(0).max(1).optional().describe("Fraction of REMAINING position to close at this milestone (0-1)")
+  threshold: z12.number(),
+  unit: z12.enum(["percent", "dollar"]).default("dollar").optional(),
+  expiry: z12.string().optional(),
+  openDate: z12.string().optional(),
+  clockTime: z12.string().optional(),
+  trailAmount: z12.number().optional(),
+  steps: z12.array(
+    z12.object({
+      armAt: z12.number(),
+      stopAt: z12.number(),
+      closeAllocationPct: z12.number().min(0).max(1).optional().describe("Fraction of REMAINING position to close at this milestone (0-1)")
     })
   ).optional(),
-  spreadWidth: z11.number().optional(),
-  contracts: z11.number().optional(),
-  legIndex: z11.number().optional().describe("0-based leg index for perLegDelta \u2014 targets specific leg"),
-  exitAbove: z11.number().optional().describe("Fire when value exceeds this (directional, no abs)"),
-  exitBelow: z11.number().optional().describe("Fire when value drops below this (directional, no abs)")
+  spreadWidth: z12.number().optional(),
+  contracts: z12.number().optional(),
+  legIndex: z12.number().optional().describe("0-based leg index for perLegDelta \u2014 targets specific leg"),
+  exitAbove: z12.number().optional().describe("Fire when value exceeds this (directional, no abs)"),
+  exitBelow: z12.number().optional().describe("Fire when value drops below this (directional, no abs)")
 });
-var legSchema = z11.object({
-  ticker: z11.string(),
-  strike: z11.number(),
-  type: z11.enum(["C", "P"]),
-  expiry: z11.string(),
-  quantity: z11.number(),
-  entry_price: z11.number()
+var legSchema = z12.object({
+  ticker: z12.string(),
+  strike: z12.number(),
+  type: z12.enum(["C", "P"]),
+  expiry: z12.string(),
+  quantity: z12.number(),
+  entry_price: z12.number()
 });
-var analyzeExitTriggersSchema = z11.object({
+var analyzeExitTriggersSchema = z12.object({
   // Replay inputs (same shape as replay_trade)
-  legs: z11.array(legSchema).optional(),
-  block_id: z11.string().optional(),
-  trade_index: z11.number().optional(),
-  open_date: z11.string().optional(),
-  close_date: z11.string().optional(),
-  multiplier: z11.number().default(100),
-  triggers: z11.array(triggerConfigSchema).describe("Exit triggers to evaluate against the P&L path"),
-  actual_exit_timestamp: z11.string().optional().describe("Actual exit time for comparison (format: YYYY-MM-DD HH:MM)"),
-  leg_groups: z11.array(
-    z11.object({
-      label: z11.string(),
-      leg_indices: z11.array(z11.number()),
-      triggers: z11.array(triggerConfigSchema)
+  legs: z12.array(legSchema).optional(),
+  block_id: z12.string().optional(),
+  trade_index: z12.number().optional(),
+  open_date: z12.string().optional(),
+  close_date: z12.string().optional(),
+  multiplier: z12.number().default(100),
+  triggers: z12.array(triggerConfigSchema).describe("Exit triggers to evaluate against the P&L path"),
+  actual_exit_timestamp: z12.string().optional().describe("Actual exit time for comparison (format: YYYY-MM-DD HH:MM)"),
+  leg_groups: z12.array(
+    z12.object({
+      label: z12.string(),
+      leg_indices: z12.array(z12.number()),
+      triggers: z12.array(triggerConfigSchema)
     })
   ).optional().describe("Per-leg-group exit triggers for multi-structure strategies"),
-  format: z11.enum(["summary", "full"]).default("summary").describe("'summary' omits per-step trigger states, 'full' includes all fire events")
+  format: z12.enum(["summary", "full"]).default("summary").describe("'summary' omits per-step trigger states, 'full' includes all fire events")
 });
-var decomposeGreeksSchema = z11.object({
+var decomposeGreeksSchema = z12.object({
   // Same replay inputs
-  legs: z11.array(legSchema).optional(),
-  block_id: z11.string().optional(),
-  trade_index: z11.number().optional(),
-  open_date: z11.string().optional(),
-  close_date: z11.string().optional(),
-  multiplier: z11.number().default(100),
-  leg_groups: z11.array(
-    z11.object({
-      label: z11.string(),
-      leg_indices: z11.array(z11.number())
+  legs: z12.array(legSchema).optional(),
+  block_id: z12.string().optional(),
+  trade_index: z12.number().optional(),
+  open_date: z12.string().optional(),
+  close_date: z12.string().optional(),
+  multiplier: z12.number().default(100),
+  leg_groups: z12.array(
+    z12.object({
+      label: z12.string(),
+      leg_indices: z12.array(z12.number())
     })
   ).optional().describe("Leg grouping for per-group vega attribution (e.g., front_month vs back_month)"),
-  format: z11.enum(["summary", "full"]).default("summary").describe("'summary' shows ranked factors, 'full' includes per-step contributions"),
-  skip_quotes: z11.boolean().default(false).describe("Skip NBBO quote enrichment for option bars. Faster, but lower precision.")
+  format: z12.enum(["summary", "full"]).default("summary").describe("'summary' shows ranked factors, 'full' includes per-step contributions"),
+  skip_quotes: z12.boolean().default(false).describe("Skip NBBO quote enrichment for option bars. Faster, but lower precision.")
 });
 var REVERSE_ROOT_MAP = {
   SPXW: "SPX",
@@ -12952,7 +12993,7 @@ function analyzeBatch(trades, config) {
 }
 
 // src/tools/batch-exit-analysis.ts
-import { z as z12 } from "zod";
+import { z as z13 } from "zod";
 async function mapWithLimit(items, limit, fn) {
   const results = new Array(items.length);
   let idx = 0;
@@ -12966,7 +13007,7 @@ async function mapWithLimit(items, limit, fn) {
   await Promise.all(workers);
   return results;
 }
-var triggerTypeEnum2 = z12.enum([
+var triggerTypeEnum2 = z13.enum([
   "profitTarget",
   "stopLoss",
   "trailingStop",
@@ -12983,50 +13024,50 @@ var triggerTypeEnum2 = z12.enum([
   "slRatioThreshold",
   "slRatioMove"
 ]);
-var triggerConfigSchema2 = z12.object({
+var triggerConfigSchema2 = z13.object({
   type: triggerTypeEnum2,
-  threshold: z12.number(),
-  unit: z12.enum(["percent", "dollar"]).default("dollar").optional(),
-  expiry: z12.string().optional(),
-  openDate: z12.string().optional(),
-  clockTime: z12.string().optional(),
-  trailAmount: z12.number().optional(),
-  steps: z12.array(
-    z12.object({
-      armAt: z12.number(),
-      stopAt: z12.number(),
-      closeAllocationPct: z12.number().min(0).max(1).optional().describe("Fraction of REMAINING position to close at this milestone (0-1)")
+  threshold: z13.number(),
+  unit: z13.enum(["percent", "dollar"]).default("dollar").optional(),
+  expiry: z13.string().optional(),
+  openDate: z13.string().optional(),
+  clockTime: z13.string().optional(),
+  trailAmount: z13.number().optional(),
+  steps: z13.array(
+    z13.object({
+      armAt: z13.number(),
+      stopAt: z13.number(),
+      closeAllocationPct: z13.number().min(0).max(1).optional().describe("Fraction of REMAINING position to close at this milestone (0-1)")
     })
   ).optional(),
-  spreadWidth: z12.number().optional(),
-  contracts: z12.number().optional(),
-  legIndex: z12.number().optional().describe("0-based leg index for perLegDelta \u2014 targets specific leg"),
-  exitAbove: z12.number().optional().describe("Fire when value exceeds this (directional, no abs)"),
-  exitBelow: z12.number().optional().describe("Fire when value drops below this (directional, no abs)")
+  spreadWidth: z13.number().optional(),
+  contracts: z13.number().optional(),
+  legIndex: z13.number().optional().describe("0-based leg index for perLegDelta \u2014 targets specific leg"),
+  exitAbove: z13.number().optional().describe("Fire when value exceeds this (directional, no abs)"),
+  exitBelow: z13.number().optional().describe("Fire when value drops below this (directional, no abs)")
 });
-var batchExitAnalysisSchema = z12.object({
-  block_id: z12.string().describe("Block ID to analyze trades from"),
-  strategy: z12.string().optional().describe("Filter trades by strategy name (case-insensitive ILIKE)"),
-  date_range: z12.object({
-    from: z12.string().optional().describe("Start date YYYY-MM-DD"),
-    to: z12.string().optional().describe("End date YYYY-MM-DD")
+var batchExitAnalysisSchema = z13.object({
+  block_id: z13.string().describe("Block ID to analyze trades from"),
+  strategy: z13.string().optional().describe("Filter trades by strategy name (case-insensitive ILIKE)"),
+  date_range: z13.object({
+    from: z13.string().optional().describe("Start date YYYY-MM-DD"),
+    to: z13.string().optional().describe("End date YYYY-MM-DD")
   }).optional().describe("Filter trades by date range"),
-  candidate_policy: z12.array(triggerConfigSchema2).describe("Candidate exit policy triggers to evaluate -- same schema as analyze_exit_triggers"),
-  leg_groups: z12.array(
-    z12.object({
-      label: z12.string(),
-      leg_indices: z12.array(z12.number()),
-      triggers: z12.array(triggerConfigSchema2)
+  candidate_policy: z13.array(triggerConfigSchema2).describe("Candidate exit policy triggers to evaluate -- same schema as analyze_exit_triggers"),
+  leg_groups: z13.array(
+    z13.object({
+      label: z13.string(),
+      leg_indices: z13.array(z13.number()),
+      triggers: z13.array(triggerConfigSchema2)
     })
   ).optional().describe("Per-leg-group exit triggers for multi-structure strategies"),
-  baseline_mode: z12.enum(["actual", "holdToEnd"]).default("actual").describe(
+  baseline_mode: z13.enum(["actual", "holdToEnd"]).default("actual").describe(
     "'actual' compares candidate vs trade's actual P&L; 'holdToEnd' compares vs last replay timestamp"
   ),
-  limit: z12.number().min(1).max(200).default(50).describe("Max trades to analyze. Most recent trades selected"),
-  min_pl: z12.number().optional().describe("Only include trades with actual P&L >= this value"),
-  max_pl: z12.number().optional().describe("Only include trades with actual P&L <= this value"),
-  multiplier: z12.number().default(100).describe("Contract multiplier (default 100)"),
-  format: z12.enum(["summary", "full"]).default("summary").describe(
+  limit: z13.number().min(1).max(200).default(50).describe("Max trades to analyze. Most recent trades selected"),
+  min_pl: z13.number().optional().describe("Only include trades with actual P&L >= this value"),
+  max_pl: z13.number().optional().describe("Only include trades with actual P&L <= this value"),
+  multiplier: z13.number().default(100).describe("Contract multiplier (default 100)"),
+  format: z13.enum(["summary", "full"]).default("summary").describe(
     "'summary' returns aggregate stats + trigger attribution; 'full' adds per-trade breakdown"
   )
 });
@@ -13244,7 +13285,7 @@ function expandDateRange(fromDate, toDate) {
 
 // src/tools/sql.ts
 import * as path6 from "path";
-import { z as z13 } from "zod";
+import { z as z14 } from "zod";
 import { DuckDBDateValue } from "@duckdb/node-api";
 var BLOCKED_PATTERNS = [
   // External access
@@ -13640,18 +13681,18 @@ function formatIsoDate2(date) {
 }
 
 // src/tools/greeks-attribution.ts
-import { z as z14 } from "zod";
-var getGreeksAttributionSchema = z14.object({
-  block_id: z14.string().describe("Block ID to analyze"),
-  mode: z14.enum(["summary", "instance"]).default("summary").describe("summary: block-level attribution. instance: single trade time-series."),
-  trade_index: z14.number().int().min(0).optional().describe(
+import { z as z15 } from "zod";
+var getGreeksAttributionSchema = z15.object({
+  block_id: z15.string().describe("Block ID to analyze"),
+  mode: z15.enum(["summary", "instance"]).default("summary").describe("summary: block-level attribution. instance: single trade time-series."),
+  trade_index: z15.number().int().min(0).optional().describe(
     "Trade index (required for instance mode). Use get_block_info to find trade indices."
   ),
-  skip_quotes: z14.boolean().default(true).describe(
+  skip_quotes: z15.boolean().default(true).describe(
     "Use cached bar data only (fast). Set false to fetch NBBO quotes for higher precision."
   ),
-  detailed: z14.boolean().default(false).describe("false: 5 factors (delta, gamma, theta, vega, residual). true: adds charm, vanna."),
-  strategy: z14.string().optional().describe("Filter to trades matching this strategy name (case-insensitive).")
+  detailed: z15.boolean().default(false).describe("false: 5 factors (delta, gamma, theta, vega, residual). true: adds charm, vanna."),
+  strategy: z15.string().optional().describe("Filter to trades matching this strategy name (case-insensitive).")
 });
 var COLLAPSE_MAP = {
   charm: "delta",