compute_market_features
Derive non-directional market features—close-to-close returns, realized volatility, ATR, and return correlations—from aligned OHLCV bars to quantify market behavior without fetching data or recommending trades.
Instructions
Compute deterministic, non-directional features from exact-time-aligned closed OHLCV observations, typically returned by get_aligned_history: close-to-close return, realized volatility, ATR, and return correlations. It does not fetch data, fill gaps, or produce a trade recommendation.
Tool call template
Replace each placeholder with a value matching the input schema. Only required parameters are included; add optional parameters as needed.
{
"id": 1,
"jsonrpc": "2.0",
"method": "tools/call",
"params": {
"arguments": {
"primary_symbol": "<primary_symbol>",
"observations": "<observations>"
},
"name": "compute_market_features"
}
}Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| window | No | Number of latest observations. Default: 20 | |
| observations | Yes | Exact-time-aligned, closed-bar observations from get_aligned_history | |
| primary_symbol | Yes | Symbol whose return, volatility, and ATR to compute |