tradeblocks-mcp 4.3.0 → 4.4.0

package/README.md

@@ -549,6 +549,38 @@ Field-based `suggest_filters` retains all-trade `currentStats` and reports per-f
 Suggestions compare against those covered populations; `filter_curve.baseline`
 reports the same covered and uncovered counts and P&L.
 
+New in 4.4.0: [filter statistics](../../releases/v4.4.0.md) for asking whether a
+chosen filter survives a full threshold search, with explicit assumptions and work caps.
+
+`find_predictive_fields.method` selects `pearson` (default), `spearman`, or `kendall`
+(tau-b with ties). Explicit requests name their method; omission preserves the Pearson
+response. Ranking uses the chosen coefficient on the same causal entry-time values,
+including `maxMissedSessions` refusals.
+Kendall admits up to 75 million estimated pairs across fields, using each field's
+valid field/target coverage after strategy/date filtering. It refuses by name
+(`kendall_pair_work_limit`) before quadratic calculations. A 1,100-trade block with
+100 fully covered fields passes (60,445,000 pairs); a 20,000-trade field is refused.
+Pearson and Spearman retain their existing behavior.
+
+`filter_curve` accepts either the existing `field` or up to 10 distinct `fields`.
+Multi-field calls, an explicit `objective` (`totalPl` or `winRate`), or opt-in
+`permutation: { iterations: 499, block: "month", seed: 42 }` add the best threshold
+and per-year kept/removed stability. Permutation shuffles whole calendar-month outcome
+blocks and reruns the complete threshold sweep, not just the selected threshold.
+It reports add-one raw p-values and Holm-adjusted p-values across requested fields.
+Single-field calls without these options retain their old outputs.
+At least 30 covered trades and 8 observed months are required; refusals are named.
+Iterations are capped at 499. Only permutation requests limit threshold and percentile
+arrays to 100 entries, with a named `permutation_candidate_limit` refusal.
+Without permutation, larger arrays retain their previous schema acceptance.
+Sort-aware work admission caps permutation at 30 million units per field and
+90 million per request, refusing the whole request before any sweeps. At 1,100 trades,
+55 months, 499 iterations and default thresholds, the largest admitted family is
+3 fully covered fields (87,751,152 estimated units); 4 fields exceed the cap.
+Field, objective and mode choices across separate requests are outside the Holm family.
+Monthly blocks retain within-month dependence, not cross-month dependence; block
+exchangeability is an assumption. See [the full contract](../../docs/mcp-tools.md#filter-curve-significance-and-stability).
+
 `suggest_filters` defaults to `objective: "totalPl"`: only positive P&L improvements,
 ranked by P&L improvement with win-rate gain as tie-breaker. `objective: "winRate"`
 admits/ranks by win-rate gain with P&L tie-breaks. `minImprovementPct` (default 3

package/dist/{chunk-TLX7IBCM.js → chunk-CZNPQ574.js}

@@ -3790,7 +3790,7 @@ async function openReadWriteConnection(dbPath, threads, memoryLimit) {
   await createMarketParquetViews(connection, dataRoot);
   await ensureMarketDataTables(connection);
   try {
-    const blocksDir = (await import("./sync-EW33QZPD.js")).getBlocksDir(dataRoot);
+    const blocksDir = (await import("./sync-P6QUZFSF.js")).getBlocksDir(dataRoot);
     await migrateMetadataToJson(connection, dataRoot, blocksDir);
   } catch (err) {
     console.warn(
@@ -20622,7 +20622,7 @@ function calculateCorrelationMatrix(trades, options = {}) {
       }
       let correlation;
       if (method === "pearson") {
-        correlation = pearsonCorrelation2(returns1, returns2);
+        correlation = pearsonCorrelation(returns1, returns2);
       } else if (method === "spearman") {
         correlation = spearmanCorrelation(returns1, returns2);
       } else {
@@ -20635,7 +20635,7 @@ function calculateCorrelationMatrix(trades, options = {}) {
   }
   return { strategies, correlationData, sampleSizes };
 }
-function pearsonCorrelation2(x, y) {
+function pearsonCorrelation(x, y) {
   if (x.length !== y.length || x.length === 0) return 0;
   const meanX = mean(x);
   const meanY = mean(y);
@@ -20657,7 +20657,7 @@ function spearmanCorrelation(x, y) {
   if (x.length !== y.length || x.length === 0) return 0;
   const rankX = getRanks(x);
   const rankY = getRanks(y);
-  return pearsonCorrelation2(rankX, rankY);
+  return pearsonCorrelation(rankX, rankY);
 }
 function kendallCorrelation(x, y) {
   if (x.length !== y.length || x.length === 0) return 0;
@@ -23270,4 +23270,4 @@ decimal.js/decimal.mjs:
    *  MIT Licence
    *)
 */
-//# sourceMappingURL=chunk-TLX7IBCM.js.map
+//# sourceMappingURL=chunk-CZNPQ574.js.map