Skip to main content
Glama
sablier-ai

Sablier MCP Server

Official
by sablier-ai

forward_test_rules

Forward-test trading rules on FLOW-generated price paths to identify which rules help or hurt. Returns combined strategy performance and per-rule attribution using identical paths.

Instructions

Forward-test systematic trading rules against FLOW-generated price paths. Returns TWO levels of output: • combined_strategy — ALL rules applied together in priority order on every path. This is your actual strategy performance vs the base static portfolio. • rule_attribution — each rule tested individually to show which rules help vs hurt.

How it works:

  1. Loads the FLOW price paths (same N paths for every evaluation — fair comparison)

  2. Steps through each path day-by-day, applies rules in priority order, tracks P&L

  3. Returns Sharpe, CVaR, max drawdown, return for combined strategy and each rule alone

IMPORTANT: The FLOW model must include paths for ALL features referenced in rule triggers (both portfolio assets AND conditioning factors like VIX, DXY, etc.). Rules referencing features not in the FLOW model will silently fail — check warnings in the response. For checking rules against today's real market data (no FLOW dependency), use evaluate_rules instead.

Prerequisites: (1) create rules with create_rule; (2) activate them with toggle_rule(is_active=True); (3) generate FLOW paths with generate_flow_paths. If rule_ids is omitted, tests all active rules.

Input Schema

TableJSON Schema
NameRequiredDescriptionDefault
rule_idsNoSpecific rule UUIDs to test. Omit to test all active rules.
flow_job_idYesCompleted FLOW job ID
portfolio_idYesPortfolio UUID

Output Schema

TableJSON Schema
NameRequiredDescriptionDefault
resultYes
Behavior4/5

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

Annotations only include a title and no safety hints, so the description carries the burden. It discloses two output levels, the day-by-day processing approach, and a critical silent-failure caveat. However, it does not explicitly state whether the tool has side effects or mutates data, which would be useful given the lack of annotations.

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?

The description is well-structured with bullet points, a numbered workflow, and separate sections for important caveats and prerequisites. It packs necessary information without fluff, and each sentence contributes to understanding the tool's behavior.

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

Completeness5/5

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

Given the tool's complexity, the description covers prerequisites, workflow, outputs, limitations, and alternatives. Since an output schema is present, not detailing return fields is acceptable. The description is thorough and leaves no significant gaps for an agent to select and invoke the tool correctly.

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 coverage is 100% for all three parameters, so the baseline is 3. The description adds meaningful context by explaining that flow_job_id must reference a completed FLOW job with paths for all referenced features, and it clarifies the default behavior when rule_ids is omitted. This goes beyond the schema's brief descriptions.

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?

The description uses a specific verb ('Forward-test') and a clear resource ('systematic trading rules against FLOW-generated price paths'). It also distinguishes itself from the sibling tool evaluate_rules by explicitly stating that evaluate_rules is for real market data, showing clear differentiation.

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

Usage Guidelines5/5

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

The description provides explicit prerequisites (create rules, toggle active, generate FLOW paths), states what happens if rule_ids is omitted, and names the alternative tool for real-market testing. This gives clear when-to-use and when-not-to-use guidance.

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/sablier-ai/sablier-mcp'

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