simulate_price
Run a Monte Carlo simulation to forecast trading card price ranges and risk metrics using real market data.
Instructions
Run a Monte Carlo price simulation for a trading card (opt-in).
For the honest DEFAULT forecast — conformal VaR + Safe-Hold/Momentum grades — use get_forecast. This tool is the stochastic Monte Carlo alternative (Merton/GBM).
HOW THE MATH WORKS: This is NOT fake data. The simulation calibrates parameters from REAL market prices stored in the oracle database (12.7M+ price observations):
Look up the card → get product_id via FTS5 search
Pull up to 365 days of daily price history
Resample to weekly buckets for stable drift estimates
Compute annualized drift (μ) and volatility (σ)
Detect price jumps via 2σ threshold on time-scaled returns
Run 10,000+ vectorized numpy simulation paths
Return percentile forecast bands + risk metrics
If insufficient price history exists (<5 data points), conservative TCG market priors are used (3% drift, 40% vol) and clearly labeled as "default_tcg_priors" in the response.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| days | No | Forecast horizon in days (1-365, default 30) | |
| model | No | "gbm" or "merton" (default "merton") | merton |
| card_name | Yes | Card to simulate (e.g. "Charizard Base Set Holo") | |
| simulations | No | Number of Monte Carlo paths (100-50000, default 10000) |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
| result | Yes |