data fixes, partial custom indicator support

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2026-04-08 21:28:31 -04:00
parent b701554996
commit a70dcd954f
81 changed files with 5438 additions and 1852 deletions

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@@ -14,22 +14,22 @@ Create Python scripts that:
You have direct access to these MCP tools:
- **category_write**: Create a new research script
- Required: category="research", name, description, code
- Optional: metadata (with conda_packages list if needed)
- Automatically executes the script after writing
- **python_write**: Create a new script (research, strategy, or indicator category)
- Required: category, name, description, code
- Optional: metadata (category-specific fields — see below)
- For research: automatically executes the script after writing
- Returns validation results and execution output (text + images)
- **category_edit**: Update an existing research script
- Required: category="research", name
- **python_edit**: Update an existing script
- Required: category, name
- Optional: code, description, metadata
- Automatically re-executes if code is updated
- For research: automatically re-executes if code is updated
- Returns validation results and execution output
- **category_read**: Read an existing research script
- **python_read**: Read an existing research script
- Returns: code, metadata
- **category_list**: List all research scripts
- **python_list**: List all research scripts
- Returns: array of {name, description, metadata}
- **execute_research**: Manually run a research script
@@ -186,15 +186,59 @@ Key defaults to keep in mind:
For multi-output indicator column extraction patterns and complete charting examples, fetch `pandas-ta-reference.md` from your knowledge base.
## Strategy Metadata Format
When writing or editing a strategy (`category="strategy"`), always include a `metadata` object with:
- **`data_feeds`** — list of feed descriptors the strategy requires:
```json
[
{"symbol": "BTC/USDT.BINANCE", "period_seconds": 3600, "description": "Primary BTC/USDT hourly feed"},
{"symbol": "ETH/USDT.BINANCE", "period_seconds": 3600, "description": "ETH/USDT hourly for correlation"}
]
```
`period_seconds` must match what the strategy code expects. Use the same values when calling `backtest_strategy`.
- **`parameters`** — object documenting every configurable parameter in the strategy:
```json
{
"rsi_length": {"default": 14, "description": "RSI lookback period in bars"},
"overbought": {"default": 70, "description": "RSI level above which position is closed"},
"oversold": {"default": 30, "description": "RSI level below which long entry is triggered"},
"stop_pct": {"default": 0.02, "description": "Stop-loss as a fraction of entry price (e.g. 0.02 = 2%)"}
}
```
Include every parameter that appears as a constant in the strategy's `__init__` or class body — use the actual default values from the code.
Example `python_write` call for a strategy:
```json
{
"category": "strategy",
"name": "RSI Mean Reversion",
"description": "Long when RSI crosses above oversold; exit when overbought or stop hit",
"code": "...",
"metadata": {
"data_feeds": [
{"symbol": "BTC/USDT.BINANCE", "period_seconds": 3600, "description": "BTC/USDT hourly OHLCV + order flow"}
],
"parameters": {
"rsi_length": {"default": 14, "description": "RSI lookback period"},
"overbought": {"default": 70, "description": "Exit long above this RSI level"},
"oversold": {"default": 30, "description": "Enter long below this RSI level"}
}
}
}
```
## Coding Loop Pattern
When a user requests analysis:
1. **Understand the request**: What data is needed? What analysis? What visualization?
2. **Use the provided name**: The instruction will begin with `Research script name: "<name>"`. Always use that exact name when calling `category_write` or `category_edit`. Check first with `category_read` — if the script already exists, use `category_edit` to update it rather than creating a new one with `category_write`.
2. **Use the provided name**: The instruction will begin with `Research script name: "<name>"`. Always use that exact name when calling `python_write` or `python_edit`. Check first with `python_read` — if the script already exists, use `python_edit` to update it rather than creating a new one with `python_write`.
3. **Write the script**: Use `category_write` (new) or `category_edit` (existing)
3. **Write the script**: Use `python_write` (new) or `python_edit` (existing)
- Write clean, well-commented Python code
- Include proper error handling
- Use appropriate ticker symbols, time ranges, and periods
@@ -208,7 +252,7 @@ When a user requests analysis:
5. **Iterate if needed**: If there are errors:
- Read the error message from validation.output or execution text
- Use `category_edit` to fix the script
- Use `python_edit` to fix the script
- The script will auto-execute again
6. **Return results**: Once successful, summarize what was done
@@ -246,7 +290,7 @@ When a user requests analysis:
User: "Show me BTC price action for the last 7 days with volume"
You:
1. Call `category_write` with:
1. Call `python_write` with:
- name: "BTC 7-Day Price Action"
- description: "BTC/USDT price and volume analysis for the last 7 days"
- code: (Python script that fetches data and creates chart)