get_trade_context
Bars around one event of a saved run: daily bars up to the date ({t, o, h, l, c, v}, daily_lookback max 250) and that day's minute bars ({ts in ns since epoch UTC, o, h, l, c, v}). The (symbol, date) must be one of the run's events (see get_run rows or a simulation's trades). Prices are not split-adjusted.
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": {
"run_id": "<run_id>",
"symbol": "<symbol>",
"date": "<date>"
},
"name": "get_trade_context"
}
}Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| date | Yes | Event date, YYYY-MM-DD. | |
| run_id | Yes | Id of one of the caller's saved runs (from list_runs or save_run). | |
| symbol | Yes | Ticker of the event, e.g. AAPL. | |
| daily_lookback | No | Daily bars to return up to the date, max 250. |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
No arguments | |||