screen_universe
Filter assets by metadata and price metrics like momentum, volatility, and RSI. Use comparison operators to narrow results and rank top candidates for portfolio building.
Instructions
Screen the asset universe by metadata (sector, region, asset type) and price-based metrics (momentum, volatility, percentile rank, z-score, RSI, MA distance). Only screens assets already in the Sablier catalog with training data. Use search_features + add_feature first to expand the catalog if needed. Metadata fields: sector, region, asset_type, category, source. Price fields: momentum_20d/60d/252d, volatility_20d/60d, percentile_1y, z_score_60d, ma_distance_50d/200d, rsi_14, current_price, change_1d_pct/1w_pct/1m_pct. Operators: eq, neq, in (metadata); gt, gte, lt, lte, between (price). Results include computed metrics per asset. Use top results to create a portfolio.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| limit | No | Max results (default 20) | |
| sort_by | No | Field to sort results by (default: first price criterion or momentum_60d) | |
| criteria | Yes | List of filter criteria. Each: {field, operator, value}. Examples: {field: 'sector', operator: 'in', value: ['Technology', 'Healthcare']}, {field: 'momentum_60d', operator: 'gt', value: 0.05}, {field: 'volatility_20d', operator: 'lt', value: 0.30}, {field: 'percentile_1y', operator: 'gt', value: 80} | |
| sort_order | No | 'desc' (default) or 'asc' | desc |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
| result | Yes |