Backtest360

Install

Works with Claude Code, VS Code, Codex, Cursor, Windsurf, Claude Desktop. Read the repository before you give any tool access to your data.

npx agentmarket install connector/backtest360-com-backtest360

About

No reviews yet. Installed it? Reviews come from verified installers only. How reviews work

Permissions

What this server can do and what it asks for, from its tool list and install config. Checked Oct 25, 2026.

Tools

17 read · 1 write · 0 delete · 2 not yet classified

Secrets

2 (API keys, tokens or passwords)

Install scripts

None found

Runs as

Python package

Tools (20)

As the server listed them on Oct 25, 2026. Descriptions are the server’s own words; hidden characters are shown as [U+…].

• compare_backtests

  Run several strategies on the same data and compare side by side. One quota-counted call, but compute scales with the number of strategies. If the wall-clock compute budget is exceeded, the call fails with a tool error (504) instead of returning partial results — narrow the request (fewer strategies, shorter date range, coarser frequency) and retry. Args: data_source: Shared data source (same shape as run_backtest). strategies: List of {"label": str, "strategy": {...}, "execution": {...}?} entries. Labels…

• compute_stats

  Compute the engine's performance metrics from a returns series. Use when the returns came from somewhere other than run_backtest (an external system, a portfolio) — backtest results already include these statistics. Args: returns: Per-bar log returns as {"dates": [...], "values": [...]} parallel arrays (ISO-8601 dates). trading_days_per_year: Required annualization factor — 252 for a daily equities calendar, 365 for 24/7 crypto. Must match the bar calendar of the returns series; a wrong va…

• engine_info

  Engine version, API contract number, and health. Free (not quota-counted). Call once at the start of a session to confirm the engine is reachable and which contract it serves.

• export_backtest

  Export a multi-strategy comparison as an Excel workbook. Quota-counted; needs a key whose plan includes full-metrics export (a 403 means the configured key's plan does not — do not retry). Returns the workbook base64-encoded — decode and write it to a ``.xlsx`` file. Args: data_source: Shared data source (same shape as run_backtest). strategies: Same shape as compare_backtests' ``strategies``. include_benchmark: Add a buy-and-hold benchmark to the export. Returns: {"filename", "content_type", "si…

• get_catalog

  Fetch one engine reference catalog. Catalogs (cheap, cacheable per session): - 'operators' — comparison operators for condition expressions - 'execution-modes' — entry/exit anchors and fill algorithms, with the validity matrix by market type - 'stop-types' — stop-loss types, re-entry modes, and their parameters - 'sizing-methods' — position-sizing methods and their parameters - 'bar-frequencies' — supported bar frequencies and the signal x execution validity matrix (which combinations are allowed) - 'sections' — the f…

• get_data_range

  Available date range and estimated bar count for a symbol/frequency. Available on paid plans. Call before a server-side fetch so the requested start/end stay inside what the provider can deliver and the bar count stays inside the key's per-run limit.

• get_latest_signal

  Evaluate the strategy on the most recent bar only — no P&L, no stats. Returns the latest signal (-1/0/1), which condition slots fired, and the bar timestamp. Use for "what would this strategy do right now" questions; use run_backtest for performance.

• get_macro_series

  Observations for one macroeconomic series over an optional date range. Free — no special plan. ``series`` is an ``id`` from list_macro_series (e.g. treasury_10y, cpi, unemployment_rate); arbitrary external ids are not accepted. ``start``/``end`` are ``YYYY-MM-DD``, inclusive, both optional (full history when omitted). Returns the value series at its native reporting frequency, with the series descriptor and an ``as_of`` date. A long history is downsampled by the MCP server to a bounded number of points (first and last kept), marked with …

• get_me

  The configured API key's permissions, limits, and current usage. Cheap. Call early in a session — before planning work — to learn what this key can do instead of discovering limits through failed calls. Returns: ``scopes``: the permission scopes the key carries. ``limits``: requests per minute and per day, max concurrent requests, and the per-run bar cap (null when uncapped). ``usage``: current consumption against those limits, with reset countdowns in seconds. ``capabilities``: feature flags such as server-s…

• get_price_history

  OHLCV price history for a symbol over a date range. Requires a paid plan (managed market data). ``start`` is required (``YYYY-MM-DD``); ``end`` defaults to today. Returns a summary (symbol, resolved date range, total bar count, price range, gap flags), market-hours detection, and the OHLCV arrays. A long history is downsampled by the MCP server to a bounded number of points — first and last bar always kept, every column thinned on the same dates — with ``downsampled_from_bars`` and ``points_returned`` recorded on the ``ohlcv`` bl…

• get_quote

  Latest available price for a symbol. Requires a paid plan (managed market data). Returns the most recent *available* bar for the given frequency — the end-of-day close for daily, the last completed bar otherwise — as open/high/low/close/volume plus an ``as_of`` timestamp for that bar. This is a last-known price, not a live tick; read ``as_of`` to judge how stale it is.

• get_strategy_schema

  JSON Schema for the strategy document (condition_tree + indicators). Fetch this before composing a strategy by hand; the validate_strategy tool checks against the same rules.

• get_ticker_info

  Identity and data coverage for one symbol, in a single call. Metadata only — no market data, so no paid plan is needed. Returns the asset's identity (name, asset class, exchange, currency, and whether it is still active) together with a coverage summary for the given frequency: the available date range and an estimated bar count. Use it to confirm a symbol resolves and that the history you need exists before requesting a quote or a price fetch. For the precise per-frequency range use get_data_range.

• list_indicators

  List indicators, or fetch one indicator's full schema. Cheap, cacheable per session. With no arguments: a compact catalog — ``{"indicators": [...], "count": N}`` — where each entry carries id, name, category, kind, and value_dtype (no description, to keep the discovery scan small). Use it to discover what exists. Pass name='rsi' (id or name, case-insensitive) to get that single indicator's complete entry including its description and params_schema — do this before adding an indicator to a strategy so its parameters are exactly r…

• list_macro_series

  List the available macroeconomic series (the catalog). Free — no special plan. Returns the set of macro series you can fetch with get_macro_series, each with its stable ``id`` (the value get_macro_series takes), title, category, native reporting frequency, and units, plus the list of categories. Optionally filter to one ``category`` (e.g. rates, yield_curve, inflation, employment, recession, growth). Call this first to find the ``id`` for the series you want.

Signals

Stars

0

Forks

0

Open issues

0

Weekly downloads

52

Last commit

Jul 29, 2026 (3 months ago)

Last release

Jul 29, 2026 (3 months ago)

Last package publish

Jul 29, 2026 (3 months ago)

From GitHub (fetched Oct 24, 2026) and the package registry.

Details

Registry name

com.backtest360/backtest360

Version

0.5.0

Auth

API key

Packages

pypi backtest360-mcp

License

MIT

Repository

github.com/Backtest360/backtest360-mcp

First seen

Oct 24, 2026

Last checked

Oct 25, 2026

Source

Official MCP Registrygithub-graphql