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Timefire

Portfolio value

get_simulation_nav
Read-only

Get the paper portfolio's daily value (NAV), market-cap-weighted vs SPY ("cap", the default) or equal-weighted vs RSP ("equal"), with both benchmarks on every row. There is one row per resolved trading day. The series stops at the newest date by which every book is revealed, because a later value holds positions from books still sealed. Use this for portfolio value over time, and get_simulation_trades for the trades behind it.

Input Schema

NameRequiredDescriptionDefault
to_dateNoLatest date to include, as YYYY-MM-DD. Omit for no upper bound.
from_dateNoEarliest date to include, as YYYY-MM-DD. Omit for no lower bound.
weightingNo"cap" for market-cap weights against SPY (the default), or "equal" for equal weights against RSP.cap

Output Schema

NameRequiredDescriptionDefault
resultYes

Schema Changelog

Changes observed during successful MCP inspections.

  1. Changed3 schema fields changed
    • addedInput schema / properties / from_date / description
      Added value: +"Earliest date to include, as YYYY-MM-DD. Omit for no lower bound."
    • addedInput schema / properties / to_date / description
      Added value: +"Latest date to include, as YYYY-MM-DD. Omit for no upper bound."
    • addedInput schema / properties / weighting / description
      Added value: +"\"cap\" for market-cap weights against SPY (the default), or \"equal\" for equal weights against RSP."
  2. First observed

TDQS

A4.3/5.0
Behavior4/5

Does the description disclose side effects, auth requirements, rate limits, or destructive behavior?

Annotations already declare readOnlyHint=true and destructiveHint=false, so safety is covered; the description adds the non-obvious disclosure that the series is truncated at the newest date where every book is revealed, because later values would include sealed positions. That is exactly the kind of caveat an agent cannot infer from structured fields, though the "books still sealed" phrasing is somewhat opaque and no limits or pagination behavior are mentioned.

Agents need to know what a tool does to the world before calling it. Descriptions should go beyond structured annotations to explain consequences.

Conciseness5/5

Is the description appropriately sized, front-loaded, and free of redundancy?

Four sentences, front-loaded with the resource and its modes, then the row shape, then the truncation constraint, then the sibling routing. No filler or repetition; every sentence contributes information.

Shorter descriptions cost fewer tokens and are easier for agents to parse. Every sentence should earn its place.

Completeness5/5

Given the tool's complexity, does the description cover enough for an agent to succeed on first attempt?

With an output schema present and rich annotations, the description needs only to supply the semantics structured fields cannot: row granularity, benchmark pairing, and the series-truncation rule. Those are all present, plus a pointer to the complementary trades tool, leaving nothing an agent needs in order to call this correctly.

Complex tools with many parameters or behaviors need more documentation. Simple tools need less. This dimension scales expectations accordingly.

Parameters3/5

Does the description clarify parameter syntax, constraints, interactions, or defaults beyond what the schema provides?

Schema coverage is 100%, and the description's weighting explanation ("cap" vs SPY default, "equal" vs RSP) largely restates the schema's own weighting description. It adds the useful row-level fact that both benchmarks appear on every row, but nothing about date-range semantics beyond what the schema documents. Baseline 3 applies when the schema does the heavy lifting.

Input schemas describe structure but not intent. Descriptions should explain non-obvious parameter relationships and valid value ranges.

Purpose5/5

Does the description clearly state what the tool does and how it differs from similar tools?

States a specific verb and resource ("Get the paper portfolio's daily value (NAV)") and immediately qualifies it with the two weighting modes and their benchmarks, so the agent knows exactly what series is returned. It is clearly distinguishable from get_simulation_trades, which is named as the trade-level counterpart.

Agents choose between tools based on descriptions. A clear purpose with a specific verb and resource helps agents select the right tool.

Usage Guidelines4/5

Does the description explain when to use this tool, when not to, or what alternatives exist?

Explicitly routes the agent: "Use this for portfolio value over time, and get_simulation_trades for the trades behind it." That gives a clear use case plus a named alternative. It does not differentiate against get_book_portfolio, which also concerns portfolio value, so no exclusion is stated for that sibling.

Agents often have multiple tools that could apply. Explicit usage guidance like "use X instead of Y when Z" prevents misuse.

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