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.
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 |