get_spread_analysis
Analyze spread trading PnL breakdown by path, book, or book+path to evaluate win rate, Calmar ratio, and best/worst days.
Instructions
Get detailed breakdown of spread trading PnL by path (source→sink), book, or book+path. Shows win rate, Calmar ratio, best/worst days per path or book. Use this when asked about specific paths, books, source/sink pairs, or route-level performance.
Tool call template
Replace each placeholder with a value matching the input schema. Only required parameters are included; add optional parameters as needed.
{
"id": 1,
"jsonrpc": "2.0",
"method": "tools/call",
"params": {
"arguments": {
"date_from": "<date_from>",
"date_to": "<date_to>"
},
"name": "get_spread_analysis"
}
}Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| group | No | Portfolio group name to filter by (leave blank to list available groups) | |
| date_to | Yes | End date in YYYY-MM-DD format | |
| breakdown | No | Breakdown dimension: path (source→sink), book, or book+path | path |
| date_from | Yes | Start date in YYYY-MM-DD format |