tradeblocks-mcp 4.2.0 → 4.4.0

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 (48) hide show
  1. package/README.md +72 -1
  2. package/dist/{chunk-YRD62LDE.js → chunk-35RVWZGT.js} +4 -1
  3. package/dist/{chunk-4UU7IT2A.js.map → chunk-35RVWZGT.js.map} +1 -1
  4. package/dist/{chunk-62GCLMQA.js → chunk-CZNPQ574.js} +6 -9
  5. package/dist/chunk-CZNPQ574.js.map +1 -0
  6. package/dist/{chunk-4UU7IT2A.js → chunk-ENXBPJ7Y.js} +148 -6
  7. package/dist/chunk-ENXBPJ7Y.js.map +1 -0
  8. package/dist/{daily-logs-store-PXB53WEK.js → daily-logs-store-FZRIGYUX.js} +2 -2
  9. package/dist/{daily-logs-store-65YHFJ5F.js → daily-logs-store-MEZ5S3BR.js} +2 -2
  10. package/dist/market/provenance/index.js +1 -4
  11. package/dist/market/provenance/index.js.map +1 -1
  12. package/dist/{sync-JL7OPLCT.js → sync-P6QUZFSF.js} +3 -3
  13. package/dist/test-exports.js +320 -279
  14. package/dist/test-exports.js.map +1 -1
  15. package/dist/{trades-store-UGZ62A7N.js → trades-store-3TOLBL2W.js} +2 -2
  16. package/dist/{trades-store-MOFJHRC2.js → trades-store-PNLPRYRJ.js} +2 -2
  17. package/package.json +1 -1
  18. package/server/{chunk-J4GWE6JR.js → chunk-5JTQEV7P.js} +307 -255
  19. package/server/chunk-5JTQEV7P.js.map +1 -0
  20. package/server/{chunk-7N6HBOAY.js → chunk-PDSUY2X2.js} +148 -6
  21. package/server/chunk-PDSUY2X2.js.map +1 -0
  22. package/server/{daily-logs-store-YAXASQN4.js → daily-logs-store-LRVO7COL.js} +2 -2
  23. package/server/index.js +1326 -928
  24. package/server/index.js.map +1 -1
  25. package/server/{sync-ZV3QEGMO.js → sync-336543PJ.js} +3 -3
  26. package/server/{trades-store-MF7YYLCH.js → trades-store-MXUZLSF5.js} +2 -2
  27. package/src/db/dataset-schemas.ts +97 -23
  28. package/src/tools/market-data.ts +327 -245
  29. package/src/tools/profile-analysis.ts +18 -4
  30. package/src/tools/reports/fields.ts +16 -11
  31. package/src/tools/reports/helpers.ts +6 -2
  32. package/src/tools/reports/predictive.ts +177 -191
  33. package/src/tools/shared/field-analysis.ts +57 -14
  34. package/src/tools/shared/filter-objective.ts +73 -0
  35. package/src/utils/filter-curve.ts +257 -0
  36. package/src/utils/trade-analysis-fields.ts +19 -4
  37. package/dist/chunk-62GCLMQA.js.map +0 -1
  38. package/dist/chunk-YRD62LDE.js.map +0 -1
  39. package/server/chunk-7N6HBOAY.js.map +0 -1
  40. package/server/chunk-J4GWE6JR.js.map +0 -1
  41. /package/dist/{daily-logs-store-65YHFJ5F.js.map → daily-logs-store-FZRIGYUX.js.map} +0 -0
  42. /package/dist/{daily-logs-store-PXB53WEK.js.map → daily-logs-store-MEZ5S3BR.js.map} +0 -0
  43. /package/dist/{sync-JL7OPLCT.js.map → sync-P6QUZFSF.js.map} +0 -0
  44. /package/dist/{trades-store-MOFJHRC2.js.map → trades-store-3TOLBL2W.js.map} +0 -0
  45. /package/dist/{trades-store-UGZ62A7N.js.map → trades-store-PNLPRYRJ.js.map} +0 -0
  46. /package/server/{daily-logs-store-YAXASQN4.js.map → daily-logs-store-LRVO7COL.js.map} +0 -0
  47. /package/server/{sync-ZV3QEGMO.js.map → sync-336543PJ.js.map} +0 -0
  48. /package/server/{trades-store-MF7YYLCH.js.map → trades-store-MXUZLSF5.js.map} +0 -0
package/dist/{chunk-62GCLMQA.js → chunk-CZNPQ574.js} RENAMED
@@ -6,7 +6,7 @@ import {
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  getNetPl,
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  getRiskFreeRate,
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  resolveTreasuryRateByKey
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- } from "./chunk-4UU7IT2A.js";
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+ } from "./chunk-ENXBPJ7Y.js";
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  import {
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  PlBasis
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  } from "./chunk-BH6SQOWF.js";
@@ -3790,7 +3790,7 @@ async function openReadWriteConnection(dbPath, threads, memoryLimit) {
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  await createMarketParquetViews(connection, dataRoot);
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  await ensureMarketDataTables(connection);
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  try {
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- const blocksDir = (await import("./sync-JL7OPLCT.js")).getBlocksDir(dataRoot);
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+ const blocksDir = (await import("./sync-P6QUZFSF.js")).getBlocksDir(dataRoot);
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  await migrateMetadataToJson(connection, dataRoot, blocksDir);
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  } catch (err) {
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  console.warn(
@@ -20622,7 +20622,7 @@ function calculateCorrelationMatrix(trades, options = {}) {
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  }
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  let correlation;
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  if (method === "pearson") {
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- correlation = pearsonCorrelation2(returns1, returns2);
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+ correlation = pearsonCorrelation(returns1, returns2);
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  } else if (method === "spearman") {
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  correlation = spearmanCorrelation(returns1, returns2);
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  } else {
@@ -20635,7 +20635,7 @@ function calculateCorrelationMatrix(trades, options = {}) {
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  }
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  return { strategies, correlationData, sampleSizes };
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  }
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- function pearsonCorrelation2(x, y) {
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+ function pearsonCorrelation(x, y) {
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  if (x.length !== y.length || x.length === 0) return 0;
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  const meanX = mean(x);
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  const meanY = mean(y);
@@ -20657,7 +20657,7 @@ function spearmanCorrelation(x, y) {
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  if (x.length !== y.length || x.length === 0) return 0;
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  const rankX = getRanks(x);
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  const rankY = getRanks(y);
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- return pearsonCorrelation2(rankX, rankY);
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+ return pearsonCorrelation(rankX, rankY);
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  }
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  function kendallCorrelation(x, y) {
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  if (x.length !== y.length || x.length === 0) return 0;
@@ -21585,9 +21585,6 @@ function pairedBlockBootstrap(input) {
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  };
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  }
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- // ../lib/calculations/xnys-session-calendar.ts
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- var MS_PER_DAY = 24 * 60 * 60 * 1e3;
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-
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  // ../lib/processing/tat-adapter.ts
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  var TAT_SIGNATURE_HEADERS = ["tradeid", "profitloss", "buyingpower"];
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  function isTatFormat(headers) {
@@ -23273,4 +23270,4 @@ decimal.js/decimal.mjs:
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  * MIT Licence
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  *)
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  */
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- //# sourceMappingURL=chunk-62GCLMQA.js.map
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+ //# sourceMappingURL=chunk-CZNPQ574.js.map