Backtest360

The configured API key's permissions, limits, and current usage. Cheap. Call early in a session — before planning work — to learn what this key can do instead of discovering limits through failed calls. Returns: ``scopes``: the permission scopes the key carries. ``limits``: requests per minute and per day, max concurrent requests, and the

Engine version, API contract number, and health. Free (not quota-counted). Call once at the start of a session to confirm the engine is reachable and which contract it serves.

Fetch one engine reference catalog. Catalogs (cheap, cacheable per session): - 'operators' — comparison operators for condition expressions - 'execution-modes' — entry/exit anchors and fill algorithms, with the validity matrix by market type - 'stop-types' — stop-loss types, re-entry modes, and their parameters - 'sizing-methods' — positio

List indicators, or fetch one indicator's full schema. Cheap, cacheable per session. With no arguments: a compact catalog — ``{"indicators": [...], "count": N}`` — where each entry carries id, name, category, kind, and value_dtype (no description, to keep the discovery scan small). Use it to discover what exists. Pass name='rsi' (id or name, ca

List predesigned strategy templates, or fetch one in full. Cheap, cacheable per session. The engine returns the templates available to the calling key. With no arguments: a compact catalog — ``{"templates": [...], "count": N}`` — where each entry carries id, origin, name, and description. Use it to discover what exists. Pass name='sma-cross' (i

JSON Schema for the strategy document (condition_tree + indicators). Fetch this before composing a strategy by hand; the validate_strategy tool checks against the same rules.

Validate a strategy document without running a backtest. A cheap quota separate from backtest runs, so validate freely and ALWAYS before run_backtest. Args: strategy: The strategy document — name, indicators[], and condition_tree (see get_strategy_schema for the exact shape). injected_indicators: Names of custom time-series column

Run a historical backtest against the engine. Quota-counted and compute-bound. Validate the strategy first (validate_strategy is far cheaper). On a 504 compute timeout, do NOT retry the same request — reduce the date range, use a coarser frequency, or simplify the strategy. On 429/503, wait for the advertised Retry-After before retrying. Args:

Evaluate the strategy on the most recent bar only — no P&L, no stats. Returns the latest signal (-1/0/1), which condition slots fired, and the bar timestamp. Use for "what would this strategy do right now" questions; use run_backtest for performance.

Run several strategies on the same data and compare side by side. One quota-counted call, but compute scales with the number of strategies. If the wall-clock compute budget is exceeded, the call fails with a tool error (504) instead of returning partial results — narrow the request (fewer strategies, shorter date range, coarser frequency) and retry.

Export a multi-strategy comparison as an Excel workbook. Quota-counted; needs a key whose plan includes full-metrics export (a 403 means the configured key's plan does not — do not retry). Returns the workbook base64-encoded — decode and write it to a ``.xlsx`` file. Args: data_source: Shared data source (same shape as run_backtest).

Compute the engine's performance metrics from a returns series. Use when the returns came from somewhere other than run_backtest (an external system, a portfolio) — backtest results already include these statistics. Args: returns: Per-bar log returns as {"dates": [...], "values": [...]} parallel arrays (ISO-8601 dates). tr

Search available assets by ticker or name (relevance-ranked). Use to resolve a user's asset mention ("bitcoin", "S&P") to the exact ticker before requesting a server-side data fetch. asset_class filters to 'stocks', 'crypto', 'forex', or 'indices'.

List available tickers, optionally filtered by asset class. The full universe is very large, so the MCP server caps the returned list and marks it ``truncated_by_mcp`` — pass asset_class to narrow it, or use search_tickers to resolve a specific asset by name.

Available date range and estimated bar count for a symbol/frequency. Available on paid plans. Call before a server-side fetch so the requested start/end stay inside what the provider can deliver and the bar count stays inside the key's per-run limit.

Identity and data coverage for one symbol, in a single call. Metadata only — no market data, so no paid plan is needed. Returns the asset's identity (name, asset class, exchange, currency, and whether it is still active) together with a coverage summary for the given frequency: the available date range and an estimated bar count. Use it to confirm a symbo

Latest available price for a symbol. Requires a paid plan (managed market data). Returns the most recent *available* bar for the given frequency — the end-of-day close for daily, the last completed bar otherwise — as open/high/low/close/volume plus an ``as_of`` timestamp for that bar. This is a last-known price, not a live tick; read ``as_of`` to judge

OHLCV price history for a symbol over a date range. Requires a paid plan (managed market data). ``start`` is required (``YYYY-MM-DD``); ``end`` defaults to today. Returns a summary (symbol, resolved date range, total bar count, price range, gap flags), market-hours detection, and the OHLCV arrays. A long history is downsampled by the MCP server to a bounded

List the available macroeconomic series (the catalog). Free — no special plan. Returns the set of macro series you can fetch with get_macro_series, each with its stable ``id`` (the value get_macro_series takes), title, category, native reporting frequency, and units, plus the list of categories. Optionally filter to one ``category`` (e.g. rates, yield_cur

Observations for one macroeconomic series over an optional date range. Free — no special plan. ``series`` is an ``id`` from list_macro_series (e.g. treasury_10y, cpi, unemployment_rate); arbitrary external ids are not accepted. ``start``/``end`` are ``YYYY-MM-DD``, inclusive, both optional (full history when omitted). Returns the value series at its nativ