IB Analytics MCP Server

# Changelog All notable changes to this project will be documented in this file. ## [0.1.0] - 2025-10-06 ### Added #### Core Infrastructure - **Project Structure**: Professional Python package structure with `pyproject.toml` - **Dependency Management**: Latest stable versions (requests 2.32.5, pandas 2.2.3, pydantic 2.10.0) - **Configuration**: Environment-based config with `.env` support - **Documentation**: Comprehensive README, INSTALL guide, and inline documentation #### API Client - **FlexQueryClient**: IB Flex Query API v3 client - **Multi-Account Support**: Fetch data from multiple accounts - **Async Support**: Parallel data fetching with `httpx` - **Error Handling**: Robust retry logic and error recovery - **Rate Limiting**: Configurable timeout and retry settings #### Data Models (Pydantic v2) - **Trade**: Trading activity with buy/sell, P&L, commissions - **Position**: Current holdings with unrealized P&L - **Account**: Account-level data aggregation - **Portfolio**: Multi-account portfolio aggregation - **Type Safety**: Full validation and type checking #### Parsers - **CSVParser**: Parse IB Flex Query CSV format - **Multi-Section Support**: Account info, cash, positions, trades - **XMLParser**: Placeholder for future XML support #### Analyzers - **PerformanceAnalyzer**: Win rate, profit factor, ROI metrics - **CostAnalyzer**: Commission analysis and cost efficiency - **BondAnalyzer**: Zero-coupon bond analytics (YTM, duration) - **TaxAnalyzer**: Phantom income (OID) and capital gains tax - **RiskAnalyzer**: Interest rate scenarios and concentration risk #### Calculation Engine - **PerformanceCalculator**: 15+ financial calculations - **Bond Calculations**: YTM, duration, price sensitivity - **Tax Calculations**: Phantom income using constant yield method - **Risk Metrics**: Sharpe ratio, max drawdown, etc. #### Aggregation - **MultiAccountAggregator**: Cross-account data aggregation - **Symbol Aggregation**: Aggregate trades/positions by symbol - **Asset Class Aggregation**: Group by asset class - **Account Allocation**: Calculate percentage allocations #### Reporting - **ConsoleReport**: Rich console output with tables and formatting - **BaseReport**: Abstract base for future report types - **HTML/PDF Support**: Planned for future releases #### CLI Tools - **ib-sec-fetch**: Fetch data from IB API - **ib-sec-analyze**: Run analysis on CSV data - **ib-sec-report**: Generate reports (placeholder) - **Rich UI**: Beautiful terminal interface #### Utilities - **Config**: Settings management with validation - **Validators**: CUSIP, ISIN, date, symbol validation - **Type Converters**: Safe decimal parsing ### Migration - Moved existing scripts to `legacy/` folder - Preserved all original functionality - New modular architecture for better maintainability ### Documentation - README with quick start guide - INSTALL guide with examples - API documentation in docstrings - Example usage script ## [Unreleased] ### Planned Features - [ ] Unit tests with pytest - [ ] HTML report generation - [ ] PDF report generation with charts - [ ] XML parser implementation - [ ] Additional analyzers (Sharpe ratio, max drawdown) - [ ] Portfolio optimization tools - [ ] Backtesting framework - [ ] Real-time data streaming - [ ] Web dashboard (Streamlit/Dash) - [ ] Docker containerization - [ ] CI/CD pipeline ### Known Issues - XML parsing not yet implemented - PDF report generation requires additional dependencies - Some edge cases in date parsing may need handling - Multi-currency FX rate conversion not fully implemented