compare_strategies

Compare macro-factor quantitative trading strategies side-by-side to evaluate key metrics like return, drawdown, and Sharpe ratio for risk profile assessment.

Instructions

Compare multiple QuantToGo macro-factor strategies side-by-side. Returns a comparison table of key metrics (return, drawdown, Sharpe, recent performance). Useful for evaluating which quantitative signal source strategies fit your risk profile.

Input Schema

TableJSON Schema

Name	Required	Description	Default
`productIds`	Yes	Array of product IDs to compare, e.g. ['PROD-E3X', 'PROD-PCR']

Implementation Reference

src/index.ts:229-270 (handler)

Handler function that executes compare_strategies tool logic: fetches products via callAPI, filters by productIds, and returns comparison data with key metrics (return, drawdown, recent performance)

async ({ productIds }) => {
  const res = (await callAPI("getProducts")) as {
    code: number;
    data: Record<string, unknown>[];
  };
  if (res.code !== 0 || !Array.isArray(res.data)) {
    return {
      content: [{ type: "text" as const, text: "Failed to fetch strategies" }],
    };
  }

  const selected = res.data.filter((p) =>
    productIds.includes(p.productId as string)
  );

  if (selected.length === 0) {
    return {
      content: [
        {
          type: "text" as const,
          text: `None of the specified product IDs were found. Use list_strategies to see available IDs.`,
        },
      ],
    };
  }

  const comparison = selected.map((p) => ({
    productId: p.productId,
    name: p.name,
    market: p.market || "—",
    totalReturn: p.totalReturn ?? p.totalReturn5Y ?? null,
    maxDrawdown: p.maxDrawdown ?? null,
    recent1dReturn: p.recent1dReturn ?? null,
    recent30dReturn: p.recent30dReturn ?? null,
  }));

  return {
    content: [
      { type: "text" as const, text: JSON.stringify(comparison, null, 2) },
    ],
  };
}

src/index.ts:218-271 (registration)

Tool registration using server.tool() with name 'compare_strategies', description, zod schema for input validation, and async handler function

server.tool(
  "compare_strategies",
  "Compare multiple QuantToGo macro-factor strategies side-by-side. Returns a comparison table of key metrics (return, drawdown, Sharpe, recent performance). Useful for evaluating which quantitative signal source strategies fit your risk profile.",
  {
    productIds: z
      .array(z.string())
      .min(2)
      .max(8)
      .describe("Array of product IDs to compare, e.g. ['PROD-E3X', 'PROD-PCR']"),
  },
  async ({ productIds }) => {
    const res = (await callAPI("getProducts")) as {
      code: number;
      data: Record<string, unknown>[];
    };
    if (res.code !== 0 || !Array.isArray(res.data)) {
      return {
        content: [{ type: "text" as const, text: "Failed to fetch strategies" }],
      };
    }

    const selected = res.data.filter((p) =>
      productIds.includes(p.productId as string)
    );

    if (selected.length === 0) {
      return {
        content: [
          {
            type: "text" as const,
            text: `None of the specified product IDs were found. Use list_strategies to see available IDs.`,
          },
        ],
      };
    }

    const comparison = selected.map((p) => ({
      productId: p.productId,
      name: p.name,
      market: p.market || "—",
      totalReturn: p.totalReturn ?? p.totalReturn5Y ?? null,
      maxDrawdown: p.maxDrawdown ?? null,
      recent1dReturn: p.recent1dReturn ?? null,
      recent30dReturn: p.recent30dReturn ?? null,
    }));

    return {
      content: [
        { type: "text" as const, text: JSON.stringify(comparison, null, 2) },
      ],
    };
  }
);

src/index.ts:222-228 (schema)

Zod schema definition for productIds parameter: array of strings with min 2 and max 8 elements, with descriptive text

{
  productIds: z
    .array(z.string())
    .min(2)
    .max(8)
    .describe("Array of product IDs to compare, e.g. ['PROD-E3X', 'PROD-PCR']"),
},

src/index.ts:11-19 (helper)

callAPI helper function used by the handler to fetch data from QuantToGo API endpoints via HTTP POST requests

async function callAPI(fn: string, body: Record<string, unknown> = {}): Promise<unknown> {
  const resp = await fetch(`${API_BASE}/${fn}`, {
    method: "POST",
    headers: { "Content-Type": "application/json" },
    body: JSON.stringify(body),
  });
  if (!resp.ok) throw new Error(`API ${fn} returned ${resp.status}`);
  return resp.json();
}

quanttogo-mcp