feat(mcp): add quarterly pyramid distribution lookup
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@@ -25,6 +25,7 @@ from ..research.workspace_contracts import FieldAvailabilityInput
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from ..schemas import JobInput
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from ..submission import CheckInput, correlation_allows_check, create_check_job, local_alpha, source
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from ..submission import fingerprint as submission_fingerprint
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from ..worldquant import WqError
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from .contracts import DirectCandidate, History
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from .queries import EvidenceQueries, page
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@@ -48,6 +49,25 @@ class ResearchAccess:
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def run_url(self, run_id):
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return f"{self.public_origin}/#backtests?run_id={run_id}"
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async def pyramid_distribution(self, args):
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"""Read the supplied date's full quarter using the three-Alpha completion rule."""
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from .pyramids import distribution, quarter_period
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account = await self.db.get(Account, self.principal.account_id)
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if not account or account.wq_user_id != self.principal.wq_user_id:
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raise ResearchError("ACCOUNT_MISMATCH", "平台账户绑定已变化")
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period = quarter_period(args.current_date)
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try:
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raw = await self.client.get_pyramid_alphas(period["start_date"], period["end_date"])
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groups = distribution(raw, args.region, args.delay)
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except WqError as exc:
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raise ResearchError(exc.code.upper(), str(exc), retryable=True) from None
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except ValueError as exc:
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raise ResearchError("INVALID_PLATFORM_DATA", str(exc)) from None
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return {"region": args.region, "delay": args.delay, "threshold": 3,
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"current_date": args.current_date.isoformat(), "period": period,
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"source": "worldquant_platform", **groups}
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async def capabilities(self, args):
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return {**await self.backtests.capabilities(), "max_candidates": 100,
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"settings_schema": DirectCandidate.model_json_schema(),
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