tradeblocks-mcp 4.4.0 → 4.5.1

package/README.md

@@ -105,6 +105,12 @@ verification starts.
 The server's first npx launch may need network access to download TradeBlocks;
 setup does not install clients, Node/npm, or change system settings.
 
+Option chains and minute quotes are always persisted as Parquet partitions under your data directory.
+No storage setting or provider key is needed for local file imports.
+`TRADEBLOCKS_PARQUET=true` is an optional switch for spot/enriched Parquet writes and
+metadata/profile JSON storage, default off; setup does not add it.
+See [storage and client configuration](../../docs/market-data.md#storage-and-configuration).
+
 For **Claude Code only**, the separate
 [tradeblocks-skills plugin](https://github.com/tradeblocks-org/tradeblocks-skills)
 is optional and is not installed by setup. Manual CSV import and core analysis
@@ -581,6 +587,31 @@ 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-ENXBPJ7Y.js → chunk-7F73I2XO.js}

@@ -3767,7 +3767,20 @@ var TREASURY_RATES = {
   "2026-10-01": 4,
   "2026-10-02": 4.01,
   "2026-10-05": 4.05,
-  "2026-10-06": 4.04
+  "2026-10-06": 4.04,
+  "2026-10-07": 4.05,
+  "2026-10-08": 4.05,
+  "2026-10-09": 4.06,
+  "2026-10-13": 4.09,
+  "2026-10-14": 4.1,
+  "2026-10-15": 4.1,
+  "2026-10-16": 4.08,
+  "2026-10-19": 4.1,
+  "2026-10-20": 4.08,
+  "2026-10-21": 4.07,
+  "2026-10-22": 4.04,
+  "2026-10-23": 4.04,
+  "2026-10-26": 4.05
 };
 
 // ../lib/data/sofr-rates.ts
@@ -4960,7 +4973,20 @@ var SOFR_RATES = {
   "2026-10-02": 3.88,
   "2026-10-05": 3.89,
   "2026-10-06": 3.9,
-  "2026-10-07": 3.88
+  "2026-10-07": 3.88,
+  "2026-10-08": 3.87,
+  "2026-10-09": 3.87,
+  "2026-10-13": 3.89,
+  "2026-10-14": 3.88,
+  "2026-10-15": 3.89,
+  "2026-10-16": 3.88,
+  "2026-10-19": 3.87,
+  "2026-10-20": 3.88,
+  "2026-10-21": 3.88,
+  "2026-10-22": 3.9,
+  "2026-10-23": 3.92,
+  "2026-10-26": 3.93,
+  "2026-10-27": 3.95
 };
 
 // ../lib/utils/published-rates.ts
@@ -5331,16 +5357,21 @@ var MS_PER_DAY = 1e3 * 60 * 60 * 24;
 var XNYS_SESSION_CALENDAR_REVISION = "xnys-full-day-2022-2030-v1";
 var XNYS_SESSION_CALENDAR_SUPPORTED_FROM = "2022-01-01";
 var XNYS_SESSION_CALENDAR_SUPPORTED_THROUGH = "2030-12-31";
+var V1 = {
+  revision: XNYS_SESSION_CALENDAR_REVISION,
+  from: XNYS_SESSION_CALENDAR_SUPPORTED_FROM,
+  through: XNYS_SESSION_CALENDAR_SUPPORTED_THROUGH
+};
 var ISO_DATE_RE = /^\d{4}-\d{2}-\d{2}$/;
 var MS_PER_DAY2 = 24 * 60 * 60 * 1e3;
-var SPECIAL_CLOSURES = /* @__PURE__ */ new Set(["2025-01-09"]);
+var SPECIAL_CLOSURES = /* @__PURE__ */ new Set(["2018-12-05", "2025-01-09"]);
 function isoDate(date) {
   return date.toISOString().slice(0, 10);
 }
 function utcDate(year, monthIndex, day) {
   return new Date(Date.UTC(year, monthIndex, day));
 }
-function parseSupportedDate(value, label) {
+function parseSupportedDate(value, label, calendar) {
   if (!ISO_DATE_RE.test(value)) {
     throw new TypeError(
       `${label} must be an ISO calendar date (YYYY-MM-DD): ${JSON.stringify(value)}`
@@ -5350,9 +5381,9 @@ function parseSupportedDate(value, label) {
   if (!Number.isFinite(parsed.getTime()) || isoDate(parsed) !== value) {
     throw new TypeError(`${label} is not a real calendar date: ${JSON.stringify(value)}`);
   }
-  if (value < XNYS_SESSION_CALENDAR_SUPPORTED_FROM || value > XNYS_SESSION_CALENDAR_SUPPORTED_THROUGH) {
+  if (value < calendar.from || value > calendar.through) {
     throw new RangeError(
-      `${label} ${JSON.stringify(value)} is outside XNYS calendar revision ${XNYS_SESSION_CALENDAR_REVISION} [${XNYS_SESSION_CALENDAR_SUPPORTED_FROM}, ${XNYS_SESSION_CALENDAR_SUPPORTED_THROUGH}]`
+      `${label} ${JSON.stringify(value)} is outside XNYS calendar revision ${calendar.revision} [${calendar.from}, ${calendar.through}]`
     );
   }
   return parsed;
@@ -5411,7 +5442,7 @@ function holidayClosures(year) {
   add(nthWeekdayOfMonth(year, 1, 1, 3));
   add(addDays(easterSunday(year), -2));
   add(lastWeekdayOfMonth(year, 4, 1));
-  add(observedFixedHoliday(year, 5, 19));
+  if (year >= 2022) add(observedFixedHoliday(year, 5, 19));
   add(observedFixedHoliday(year, 6, 4));
   add(nthWeekdayOfMonth(year, 8, 1, 1));
   add(nthWeekdayOfMonth(year, 10, 4, 4));
@@ -5430,15 +5461,18 @@ function closuresForYear(year) {
   }
   return closures;
 }
-function isXnysSessionDate(value) {
-  const date = parseSupportedDate(value, "XNYS session date");
+function isSessionDate(value, calendar) {
+  const date = parseSupportedDate(value, "XNYS session date", calendar);
   const weekday = date.getUTCDay();
   if (weekday === 0 || weekday === 6) return false;
   return !closuresForYear(date.getUTCFullYear()).has(value);
 }
 function enumerateXnysSessions(from, through) {
-  const first = parseSupportedDate(from, "XNYS session range from");
-  const last = parseSupportedDate(through, "XNYS session range through");
+  return enumerateSessions(from, through, V1);
+}
+function enumerateSessions(from, through, calendar) {
+  const first = parseSupportedDate(from, "XNYS session range from", calendar);
+  const last = parseSupportedDate(through, "XNYS session range through", calendar);
   if (first.getTime() > last.getTime()) {
     throw new RangeError(
       `XNYS session range from ${JSON.stringify(from)} exceeds through ${JSON.stringify(through)}`
@@ -5447,7 +5481,7 @@ function enumerateXnysSessions(from, through) {
   const sessions = [];
   for (let cursor = first; cursor.getTime() <= last.getTime(); cursor = addDays(cursor, 1)) {
     const date = isoDate(cursor);
-    if (isXnysSessionDate(date)) sessions.push(date);
+    if (isSessionDate(date, calendar)) sessions.push(date);
   }
   return Object.freeze(sessions);
 }
@@ -5553,12 +5587,12 @@ function combineDateAndTime(dateOpened, timeOpened) {
   const etOffset = getEasternTimeOffset(testDate);
   return new Date(utcDate2 - etOffset * 60 * 1e3);
 }
+var easternOffsetFormatter = new Intl.DateTimeFormat("en-US", {
+  timeZone: "America/New_York",
+  timeZoneName: "shortOffset"
+});
 function getEasternTimeOffset(date) {
-  const formatter = new Intl.DateTimeFormat("en-US", {
-    timeZone: "America/New_York",
-    timeZoneName: "shortOffset"
-  });
-  const parts = formatter.formatToParts(date);
+  const parts = easternOffsetFormatter.formatToParts(date);
   const tzPart = parts.find((p) => p.type === "timeZoneName");
   if (tzPart) {
     const match = tzPart.value.match(/GMT([+-]\d+)/);
@@ -5568,14 +5602,14 @@ function getEasternTimeOffset(date) {
   }
   return -300;
 }
+var easternDateFormatter = new Intl.DateTimeFormat("en-CA", {
+  timeZone: "America/New_York",
+  year: "numeric",
+  month: "2-digit",
+  day: "2-digit"
+});
 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);
+  return easternDateFormatter.format(date);
 }
 
 // ../lib/db/index.ts
@@ -6083,4 +6117,4 @@ export {
   searchTrades,
   getTradesPage
 };
-//# sourceMappingURL=chunk-ENXBPJ7Y.js.map
+//# sourceMappingURL=chunk-7F73I2XO.js.map