tradeblocks-mcp 4.4.0 → 4.5.0

package/README.md

@@ -581,6 +581,31 @@ Field, objective and mode choices across separate requests are outside the Holm
 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).
 
+In 4.5.0, `unit: "day"` aggregates entry-date P&L before scoring and month
+permutation; win rate counts profitable days. A field varying within a day is
+refused as `day_field_varies`, with the varying dates. Cheap request/work admission
+precedes causal field resolution and counts the chosen unit conservatively before
+coverage. Omitted `unit` retains trade-mode outputs.
+Day mode also offers `sharpe` (daily dollar P&L, rf=0, sample std, √252),
+`mar` (calendar-day CAGR / drawdown fraction of observed starting capital), and
+`maxDrawdown` (dollar drawdown reduction; smaller is better). Filtered dates are
+flat. Trade units refuse these objectives; MAR additionally refuses missing capital.
+`objectiveMetadata` documents definitions and undefined cases. This dollar-P&L
+Sharpe intentionally differs from the capital-based portfolio return Sharpe.
+`groupBy: "regime.label"` adds chosen-threshold `perGroup` rows in either unit,
+with the same covered baseline/kept/removed shape as `perYear`. Numeric groups use
+`bins` or shared regime-analysis quartiles; categorical groups use values.
+Missing values form an explicit uncovered group, small groups stay flagged,
+and within-day varying groups refuse as `day_group_varies`. Group values honor
+the same causal availability and optional freshness limit.
+
+Missing groups use `group: null`, `groupValue: null`, `uncoveredGroup: true`, distinct
+from a real `"uncovered"` category. Varchar market fields such as `Trend_Direction`
+are now categorical for filter suggestions and regime analysis. Explicit-field
+tools resolve only consumed fields without changing their timing or values. See the
+[4.5.0 release notes](../../releases/v4.5.0.md) for the timings, MAR capital/window
+policy and the under-90-day per-year/per-group `marUnstable` guard.
+
 `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-CZNPQ574.js → chunk-6IUDE55E.js}

@@ -6,7 +6,7 @@ import {
   getNetPl,
   getRiskFreeRate,
   resolveTreasuryRateByKey
-} from "./chunk-ENXBPJ7Y.js";
+} from "./chunk-UOGG5TZQ.js";
 import {
   PlBasis
 } from "./chunk-BH6SQOWF.js";
@@ -3790,7 +3790,7 @@ async function openReadWriteConnection(dbPath, threads, memoryLimit) {
   await createMarketParquetViews(connection, dataRoot);
   await ensureMarketDataTables(connection);
   try {
-    const blocksDir = (await import("./sync-P6QUZFSF.js")).getBlocksDir(dataRoot);
+    const blocksDir = (await import("./sync-R7BQBTN4.js")).getBlocksDir(dataRoot);
     await migrateMetadataToJson(connection, dataRoot, blocksDir);
   } catch (err) {
     console.warn(
@@ -23270,4 +23270,4 @@ decimal.js/decimal.mjs:
    *  MIT Licence
    *)
 */
-//# sourceMappingURL=chunk-CZNPQ574.js.map
+//# sourceMappingURL=chunk-6IUDE55E.js.map

package/dist/{chunk-35RVWZGT.js → chunk-BF4WFIP7.js}

@@ -5184,6 +5184,18 @@ var MS_PER_DAY = 1e3 * 60 * 60 * 24;
 // ../lib/calculations/xnys-session-calendar.ts
 var MS_PER_DAY2 = 24 * 60 * 60 * 1e3;
 
+// ../lib/calculations/static-dataset-matcher.ts
+var easternOffsetFormatter = new Intl.DateTimeFormat("en-US", {
+  timeZone: "America/New_York",
+  timeZoneName: "shortOffset"
+});
+var easternDateFormatter = new Intl.DateTimeFormat("en-CA", {
+  timeZone: "America/New_York",
+  year: "numeric",
+  month: "2-digit",
+  day: "2-digit"
+});
+
 // ../lib/db/index.ts
 var DB_NAME = "TradeBlocksDB";
 var DB_VERSION = 7;
@@ -5674,4 +5686,4 @@ export {
   searchTrades,
   getTradesPage
 };
-//# sourceMappingURL=chunk-35RVWZGT.js.map
+//# sourceMappingURL=chunk-BF4WFIP7.js.map