Trace a move to its random draws
explainTrace one ticker's daily price move down to the random draws behind each factor, as a replayable tree. Use it to see which draws moved that name's factors in a simulated market.
Instructions
Trace one name's price move on one day down to the random draws that caused it, as a tree: the day's log move at the top, then each factor, then the draw addresses beneath them. Every node can be replayed, and every number is measured by running the day again. Use explain_price_move to see which factors moved prices across the roster; use this for one name when you need to know which draws moved those factors. depth sets how much of the tree the render text shows. Builds and runs its own market for up to 60 days; read-only and deterministic.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| day | No | The trading day to explain, 1 to 60. | |
| seed | No | Simulation seed, an integer from 0 to 2**64 - 1. The same seed and arguments give the same result. | |
| depth | No | How many levels of the tree the `render` text shows, 0 to 4. The `tree` field is always whole. | |
| ticker | No | One ticker from the roster. Omit to take the largest moves (explain_price_move) or the first name (explain). | |
| universe | No | A roster document, usually the `universe` field of a build_universe result. Either {"size": n, "seed": s, "sectors": [...]} or {"instruments": [...]}. When given it replaces universe_size, universe_seed and universe_sectors. | |
| universe_seed | No | Seed that generates the roster, separate from the simulation seed. Ignored when `universe` is given. | |
| universe_size | No | Names in a generated roster, 2 to 120. Ignored when `universe` is given. | |
| universe_sectors | No | Lowercase sector ids to concentrate a generated roster on, for example ["technology", "energy"]. The ids: technology, financial_services, healthcare, energy, consumer_discretionary, consumer_staples, industrials, materials, real_estate, utilities, telecommunications, transportation. A concentrated roster is a named envelope gap, and the result says so. |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
No arguments | |||