Weight a multi-asset allocation
solve_allocation_weightsIdempotent
Weight a mix of instruments and strategies on one date, without saving it.
The ad hoc form of ``build_allocation_strategy``: the same arguments and defaults,
solved once instead of saved.
Returns each item's weight and risk contribution, the volatility reached against
the target, and the looked-through instruments. ``request`` plus a name is the
``build_allocation_strategy`` call that saves it; the looked-through ids and
weights, passed as ``holdings``, are what the ``describe_portfolio_*`` reads
measure unsaved. A strategy item the client
owns that holds nothing yet has its holdings published first, as a build does;
``writes`` says so. With ``glide_target_date`` the weights are those of the level in
force today, and ``glide`` is the schedule. ``signal`` scores show on each item.
Tool call template
Replace each placeholder with a value matching the input schema. Only required parameters are included; add optional parameters as needed.
{
"id": 1,
"jsonrpc": "2.0",
"method": "tools/call",
"params": {
"arguments": {
"items": "<items>"
},
"name": "solve_allocation_weights"
}
}Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| date | No | ||
| items | Yes | ||
| signal | No | ||
| risk_level | No | ||
| loss_tolerance | No | ||
| max_asset_weight | No | ||
| glide_target_date | No | ||
| max_equity_weight | No | ||
| max_sector_weight | No | ||
| max_country_weight | No | ||
| max_tactical_weight | No | ||
| short_rate_asset_id | No | ||
| max_alternative_weight | No |