get_optimization_history
Retrieve historical portfolio optimization outcomes, including optimal weights, expected return, volatility, VaR, and Sharpe ratio, with optional filtering by simulation batch.
Instructions
Retrieve past portfolio optimization results. Each entry includes the objective, optimal weights, expected return, volatility, VaR, and Sharpe ratio. Optionally filter by simulation_batch_id to see results for a specific beta computation.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| portfolio_id | Yes | The portfolio UUID | |
| simulation_batch_id | No | Filter to a specific beta simulation run. Optional. |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
| result | Yes |