QuantConnect MCP Server

Perform Engle-Granger cointegration test between two assets. Args: symbol1: First symbol for cointegration test symbol2: Second symbol for cointegration test start_date: Start date in YYYY-MM-DD format end_date: End date in YYYY-MM-DD format trend: Trend specification ('c' for constant, 'ct' for constant+trend) lags: Number of lags to include instance_name: QuantBook instance name Returns: Dictionary containing cointegration test results

{ "properties": { "end_date": { "title": "End Date", "type": "string" }, "instance_name": { "default": "default", "title": "Instance Name", "type": "string" }, "lags": { "default": 0, "title": "Lags", "type": "integer" }, "start_date": { "title": "Start Date", "type": "string" }, "symbol1": { "title": "Symbol1", "type": "string" }, "symbol2": { "title": "Symbol2", "type": "string" }, "trend": { "default": "c", "title": "Trend", "type": "string" } }, "required": [ "symbol1", "symbol2", "start_date", "end_date" ], "type": "object" }