create_feature_set
Create custom feature sets from catalog tickers and sources for quantitative analysis. Build arbitrary factor sets to replace pre-built templates and pass the resulting ID to analyze_quantitative.
Instructions
Create a custom conditioning set (or target set) from features in the catalog. Use this to build arbitrary factor sets for analyze_quantitative instead of using pre-built templates. Each feature needs at minimum a 'ticker' and 'source' ('YAHOO' or 'FRED'). The display_name is auto-resolved from available_features if omitted. Returns the conditioning_set_id that can be passed to analyze_quantitative.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| name | Yes | Name for the set (e.g. 'Custom Macro Factors') | |
| features | Yes | List of features. Each needs 'ticker' and 'source' (YAHOO/FRED). Optional: 'display_name'. | |
| set_type | No | 'conditioning' (market drivers) or 'target' (assets to model) | conditioning |
| description | No | Optional description |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
| result | Yes |