get_strategy_performance

Retrieve detailed performance metrics and daily NAV history for QuantToGo macro-factor trading strategies to analyze historical returns and generate performance charts.

Instructions

Get detailed performance data for a specific QuantToGo macro-factor strategy, including daily NAV (net asset value) history for charting. QuantToGo is a quantitative signal source where every signal is timestamped and immutable from the moment it's published. Use productId from list_strategies.

Input Schema

TableJSON Schema

Name	Required	Description	Default
`productId`	Yes	Strategy product ID, e.g. 'PROD-E3X'
`includeChart`	No	Include daily NAV data points for charting

Implementation Reference

src/index.ts:107-165 (handler)

Handler function that executes get_strategy_performance tool logic. Makes parallel API calls to getProductDetail and getProductChart, constructs and returns detailed performance data including NAV history for charting.

  async ({ productId, includeChart }) => {
    const [detailRes, chartRes] = await Promise.all([
      callAPI("getProductDetail", { productId }) as Promise<{
        code: number;
        data: Record<string, unknown>;
      }>,
      includeChart
        ? (callAPI("getProductChart", { productId }) as Promise<{
            code: number;
            data: Record<string, unknown>;
          }>)
        : Promise.resolve(null),
    ]);

    if (detailRes.code !== 0 || !detailRes.data) {
      return {
        content: [
          {
            type: "text" as const,
            text: `Strategy '${productId}' not found`,
          },
        ],
      };
    }

    const d = detailRes.data;
    const result: Record<string, unknown> = {
      productId: d.productId,
      name: d.name,
      market: d.market,
      description: d.description || d.shortDescription,
      totalReturn: d.totalReturn ?? d.totalReturn5Y,
      metricsYearLabel: d.metricsYearLabel,
      maxDrawdown: d.maxDrawdown,
      recent1dReturn: d.recent1dReturn,
      recent30dReturn: d.recent30dReturn,
      tradeCount: d.tradeCount ?? d.tradeCount5Y,
      status: d.status,
    };

    if (chartRes?.data) {
      const cd = chartRes.data;
      result.chart = {
        totalPoints: cd.totalPoints,
        lastUpdated: cd.lastUpdated,
        dataPoints: cd.dataPoints, // [{d, nav}, ...]
      };
    }

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

src/index.ts:99-106 (schema)

Input schema definition using Zod. Defines productId (required string) and includeChart (optional boolean with default true) parameters for the tool.

{
  productId: z.string().describe("Strategy product ID, e.g. 'PROD-E3X'"),
  includeChart: z
    .boolean()
    .optional()
    .default(true)
    .describe("Include daily NAV data points for charting"),
},

src/index.ts:96-165 (registration)

Complete tool registration using server.tool() method. Registers 'get_strategy_performance' with description, input schema, and handler function.

server.tool(
  "get_strategy_performance",
  "Get detailed performance data for a specific QuantToGo macro-factor strategy, including daily NAV (net asset value) history for charting. QuantToGo is a quantitative signal source where every signal is timestamped and immutable from the moment it's published. Use productId from list_strategies.",
  {
    productId: z.string().describe("Strategy product ID, e.g. 'PROD-E3X'"),
    includeChart: z
      .boolean()
      .optional()
      .default(true)
      .describe("Include daily NAV data points for charting"),
  },
  async ({ productId, includeChart }) => {
    const [detailRes, chartRes] = await Promise.all([
      callAPI("getProductDetail", { productId }) as Promise<{
        code: number;
        data: Record<string, unknown>;
      }>,
      includeChart
        ? (callAPI("getProductChart", { productId }) as Promise<{
            code: number;
            data: Record<string, unknown>;
          }>)
        : Promise.resolve(null),
    ]);

    if (detailRes.code !== 0 || !detailRes.data) {
      return {
        content: [
          {
            type: "text" as const,
            text: `Strategy '${productId}' not found`,
          },
        ],
      };
    }

    const d = detailRes.data;
    const result: Record<string, unknown> = {
      productId: d.productId,
      name: d.name,
      market: d.market,
      description: d.description || d.shortDescription,
      totalReturn: d.totalReturn ?? d.totalReturn5Y,
      metricsYearLabel: d.metricsYearLabel,
      maxDrawdown: d.maxDrawdown,
      recent1dReturn: d.recent1dReturn,
      recent30dReturn: d.recent30dReturn,
      tradeCount: d.tradeCount ?? d.tradeCount5Y,
      status: d.status,
    };

    if (chartRes?.data) {
      const cd = chartRes.data;
      result.chart = {
        totalPoints: cd.totalPoints,
        lastUpdated: cd.lastUpdated,
        dataPoints: cd.dataPoints, // [{d, nav}, ...]
      };
    }

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

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

Helper function callAPI that makes POST requests to QuantToGo API endpoints. Used by the handler to fetch product details and chart data.

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