generate_portfolio_scenarios
Generate multiple portfolio scenarios with varying parameters to test optimization strategies across different market conditions.
Instructions
Generate multiple portfolio scenarios with varying parameters.
Useful for testing optimization strategies across different market conditions.
Large results are cached and returned as a reference with preview. Use get_cached_result to paginate through the full scenario data.
Args: base_symbols: List of asset symbols for all scenarios. num_scenarios: Number of different scenarios to generate. days: Number of trading days per scenario. return_range: (min, max) annual return range for random generation. volatility_range: (min, max) annual volatility range. seed: Random seed for reproducibility.
Returns: Dictionary containing: - ref_id: Reference ID for accessing full cached data - num_scenarios: Number of scenarios generated - preview: Sample of scenarios - summary: Summary statistics across scenarios
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| base_symbols | Yes | ||
| num_scenarios | No | ||
| days | No | ||
| return_range | No | ||
| volatility_range | No | ||
| seed | No |