Skip to main content
Glama
iuk-ink

Binance MCP Server

VaR · CVaR

analysis_var
Read-only

Calculate VaR and CVaR from historical K-line returns to estimate single-candle risk, and use as a stop-loss reference: stop-loss should be at least single-candle VaR × leverage.

Instructions

直连版:拉取 K 线推导收益率,按历史模拟法计算置信度下的 VaR 与 CVaR(负值=损失;度量标的单根 K 线尾部风险,非账户绩效)。可作止损距离参考:止损应 ≥ 单根 VaR × 杠杆,否则易被正常波动扫损。

Input Schema

TableJSON Schema
NameRequiredDescriptionDefault
limitNo
symbolYes
intervalYes
confidenceNo置信度(0.5~0.99)

Output Schema

TableJSON Schema
NameRequiredDescriptionDefault
varYes
cvarYes
confidenceYes
sampleCountYes
Behavior4/5

Does the description disclose side effects, auth requirements, rate limits, or destructive behavior?

在注解已有 liveHint=true 与 openWorldHint=true 的基础上,描述补充分传了额外行为:历史模拟法、计算对象为收益率序列、单一 K 线对象的含义,以及重要符号约定'负值=损失'。这些信息能防止把结果直接读作另一层含义,帮助智能体正确理解调用后的结果。

Agents need to know what a tool does to the world before calling it. Descriptions should go beyond structured annotations to explain consequences.

Conciseness5/5

Is the description appropriately sized, front-loaded, and free of redundancy?

全部内容只有两条有效句子:第一句讲计算对象、方法、结果并通过符号约定;第二句给出阈值且是真正可执行的止损指导。每句都有独立价值,无冗余,起点句在句首,结构紧凑清晰。

Shorter descriptions cost fewer tokens and are easier for agents to parse. Every sentence should earn its place.

Completeness4/5

Given the tool's complexity, does the description cover enough for an agent to succeed on first attempt?

在已有输出 schema 以及 readonly/openWorld 注解的前提下,描述已覆盖计算全员向量、统计方法、置信度、结果定义容忍、适用配置六个关键,能让智能体有安全决策所需的信息。只差少量有关结果输出格式与极端置信度(limit 过小)注意事项的更多补充,不给失去完整分。

Complex tools with many parameters or behaviors need more documentation. Simple tools need less. This dimension scales expectations accordingly.

Parameters4/5

Does the description clarify parameter syntax, constraints, interactions, or defaults beyond what the schema provides?

schema 文本覆盖率仅 25%(只有 confidence 有描述),需要描述补齐参数含义。描述通过'K线——收益率——VaR/CVaR'的链路让 symbol 与 interval 的实际角色自然成立,也暗示了 limit 的效率与样本采样意义。虽然没有逐参数列名说明,但已能给充分弥补了 schema 的缺口。

Input schemas describe structure but not intent. Descriptions should explain non-obvious parameter relationships and valid value ranges.

Purpose5/5

Does the description clearly state what the tool does and how it differs from similar tools?

描述正确定义了动词与资源:拉取 K 线推导收益率,按历史模拟法计算置信度下的 VaR 与 CVaR。通过'度量工具后单根 K 线尾部风险,非账户绩效'进一步将它与 analysis_sharpe、analysis_drawdown 等账户/策略类评估分开,属于清晰的用途定义。

Agents choose between tools based on descriptions. A clear purpose with a specific verb and resource helps agents select the right tool.

Usage Guidelines4/5

Does the description explain when to use this tool, when not to, or what alternatives exist?

明确说明了该工具的核心情境——单根 K 线尾部风险——并提出了参考规则:止损 ≥ 单根 VaR × 杠杆,否则可能被正常波动扫损。'非账户绩效'是对应用范围的明确排除,可视为一种边界说明;缺点是没有直接指出应与哪个具体兄弟工具对比使用中选择。

Agents often have multiple tools that could apply. Explicit usage guidance like "use X instead of Y when Z" prevents misuse.

Install Server

Other Tools

Latest Blog Posts

MCP directory API

We provide all the information about MCP servers via our MCP API.

curl -X GET 'https://glama.ai/api/mcp/v1/servers/iuk-ink/binance-mcp-server'

If you have feedback or need assistance with the MCP directory API, please join our Discord server