mcp-optimizer

Args: assets: List of asset dictionaries with expected return, risk, and sector objective: Optimization objective ("maximize_return", "minimize_risk", "maximize_sharpe", "risk_parity") budget: Total budget to allocate (default: 1.0) risk_tolerance: Maximum acceptable portfolio risk (optional) sector_constraints: Maximum allocation per sector (optional) min_allocation: Minimum allocation per asset (default: 0.0) max_allocation: Maximum allocation per asset (default: 1.0) solver_name: Solver to use ("CBC", "GLPK", "GUROBI", "CPLEX") time_limit_seconds: Maximum solving time in seconds (default: 30.0) Returns: Optimization result with optimal portfolio allocation

{ "properties": { "assets": { "items": { "additionalProperties": true, "type": "object" }, "title": "Assets", "type": "array" }, "budget": { "default": 1, "title": "Budget", "type": "number" }, "max_allocation": { "default": 1, "title": "Max Allocation", "type": "number" }, "min_allocation": { "default": 0, "title": "Min Allocation", "type": "number" }, "objective": { "default": "maximize_return", "title": "Objective", "type": "string" }, "risk_tolerance": { "anyOf": [ { "type": "number" }, { "type": "null" } ], "default": null, "title": "Risk Tolerance" }, "sector_constraints": { "anyOf": [ { "additionalProperties": { "type": "number" }, "type": "object" }, { "type": "null" } ], "default": null, "title": "Sector Constraints" }, "solver_name": { "default": "CBC", "title": "Solver Name", "type": "string" }, "time_limit_seconds": { "default": 30, "title": "Time Limit Seconds", "type": "number" } }, "required": [ "assets" ], "type": "object" }