此 MCP 可以做什么
Validates investment backtests using deflated Sharpe, overfitting, track-record, multiple-testing, and related statistical checks, with supporting SEC company histories.
功能
工具
15
工具
audit_backtest
Audit a backtest
One-call audit of a strategy's returns: deflated Sharpe, minimum track record and, with every variant's returns, the probability of backtest overfitting, each the matching validator's result with its own receipt. Point returns_file at the backtest's CSV or JSON instead of pasting long series. Prefer it to calling the validators one by one; one validation per check. A deflated Sharpe or overfitting probability above or below any threshold is not admission to anything and is not a forecast.
可访问外部资源
输入模式
{'type': 'object', '$schema': 'https://json-schema.org/draft/2020-12/schema', 'required': ['periods_per_year', 'effective_independent_trials', 'cross_trial_sharpe_sd_annualized'], 'properties': {'returns': {'type': 'array', 'items': {'type': 'number'}, 'maxItems': 20000, 'minItems': 2, 'description': 'Periodic returns as fractions (0.01 = 1%), oldest first; replaces the Sharpe, observations, skew and kurtosis.'}, 'n_splits': {'type': 'integer', 'maximum': 9007199254740991, 'description': 'Even number of blocks, at least 2; default 16.', 'exclusiveMinimum': 0}, 'variants': {'type': 'array', 'items': {'type': 'array', 'items': {'type': 'number'}, 'maxItems': 200}, 'maxItems': 20000, 'minItems': 2, 'description': 'Optional returns of every variant tried (this one included), one row per period, one column per variant; adds the overfitting check.'}, 'confidence': {'type': 'number', 'description': 'Between 0 and 1; default 0.95.', 'exclusiveMaximum': 1, 'exclusiveMinimum': 0}, 'returns_file': {'type': 'string', 'maxLength': 4096, 'minLength': 1, 'description': 'Path to a CSV or JSON of the returns on this machine (not on the hosted endpoint), instead of returns.'}, 'variants_file': {'type': 'string', 'maxLength': 4096, 'minLength': 1, 'description': 'Path to a CSV or JSON with one numeric column per variant, instead of variants.'}, 'returns_column': {'anyOf': [{'type': 'string', 'maxLength': 200, 'minLength': 1}, {'type': 'integer', 'maximum': 9007199254740991, 'minimum': 1}], 'description': 'Column name or 1-based position, when returns_file has several numeric columns.'}, 'periods_per_year': {'type': 'number', 'maximum': 10000, 'minimum': 1, 'description': 'Periods per year: 252 daily, 365 crypto, 52 weekly, 12 monthly.'}, 'benchmark_sharpe_annualized': {'type': 'number', 'maximum': 10, 'minimum': -10, 'description': 'Annualized Sharpe to beat; default 0.'}, 'effective_independent_trials': {'type': 'integer', 'maximum': 10000000, 'minimum': 2, 'description': 'Independent variants tried before choosing this one.'}, 'cross_trial_sharpe_sd_annualized': {'type': 'number', 'maximum': 10, 'minimum': 0, 'description': 'Standard deviation of annualized Sharpe across those trials.'}}, 'additionalProperties': False}
输出模式
{'type': 'object', '$schema': 'https://json-schema.org/draft/2020-12/schema', 'properties': {'note': {'type': 'string'}, 'error': {'anyOf': [{'type': 'object', 'properties': {}, 'additionalProperties': {}}, {'type': 'null'}]}, 'checks': {'type': 'object', 'properties': {}, 'additionalProperties': {}}, 'limits': {'type': 'array', 'items': {'type': 'string'}}, 'not_run': {'type': 'object', 'properties': {}, 'additionalProperties': {}}, 'readings': {'type': 'object', 'properties': {}, 'additionalProperties': {}}}, 'description': "checks holds each check's full validate_ result by name; readings one sentence per check; not_run the checks skipped and why.", 'additionalProperties': {}}
company_financial_history
Company financial history (SEC)
SEC-reported financial history for one company in the canlicapital.com reference, by cik or ticker: without a concept, the histories available; with one, observations newest first with accession, form, filed date and unit, plus the source's SHA-256. For point-in-time values use canli-fundamentals-mcp. Public company accounting reference, not market prices, returns, an investment recommendation, or ALPHAC performance. Validate a separately constructed return series with the validation API; accounting values are not returns.
只读
可访问外部资源
输入模式
{'type': 'object', '$schema': 'https://json-schema.org/draft/2020-12/schema', 'properties': {'cik': {'type': 'string', 'pattern': '^\\d{1,10}$', 'description': 'SEC CIK; send cik or ticker.'}, 'limit': {'type': 'integer', 'maximum': 200, 'minimum': 1, 'description': 'Most observations, newest first; default 40.'}, 'ticker': {'type': 'string', 'pattern': '^[A-Za-z0-9.\\-]{1,10}$', 'description': 'Ticker such as AAPL; send ticker or cik.'}, 'concept': {'type': 'string', 'pattern': '^[A-Za-z][A-Za-z0-9]{0,99}$', 'description': 'us-gaap concept such as Assets; omit to list them.'}}, 'additionalProperties': False}
输出模式
{'type': 'object', '$schema': 'https://json-schema.org/draft/2020-12/schema', 'properties': {'error': {'anyOf': [{'type': 'object', 'properties': {}, 'additionalProperties': {}}, {'type': 'null'}]}, 'source': {'type': 'object', 'properties': {}, 'additionalProperties': {}}, 'company': {'type': 'object', 'properties': {}, 'additionalProperties': {}}, 'history': {'type': 'object', 'properties': {}, 'additionalProperties': {}}, 'histories': {'type': 'array', 'items': {}}, 'claim_boundary': {'type': 'string'}}, 'description': 'Without a concept, histories lists what is available; with one, history holds the observations newest first as columns and rows, each with its filing. Values are as reported to the SEC.', 'additionalProperties': {}}
get_key
Get a free validation key
Issue a free validation key for this session. Rarely needed: the first validation issues one itself unless CANLI_KEY or local mode is set, and the read tools need none. Quotas: 1000 validations per key per UTC day, 5 keys per client per UTC day, 1048576 bytes per validation request, 1024 bytes per key revocation request, 20000 observations per series, 200 variants per matrix.
可访问外部资源
输入模式
{'type': 'object', '$schema': 'https://json-schema.org/draft/2020-12/schema', 'properties': {'label': {'type': 'string', 'maxLength': 64, 'description': 'Name for the key.'}}, 'additionalProperties': False}
输出模式
{'type': 'object', '$schema': 'https://json-schema.org/draft/2020-12/schema', 'properties': {'data': {'type': 'object', 'properties': {}, 'additionalProperties': {}}, 'note': {'type': 'string'}, 'error': {'anyOf': [{'type': 'object', 'properties': {}, 'additionalProperties': {}}, {'type': 'null'}]}, 'key_source': {'type': 'string'}, 'key_present': {'type': 'boolean'}}, 'description': 'key_source says which key the session uses; data.key is set when a new key was issued.', 'additionalProperties': {}}
get_receipt
Get a receipt
Fetch a stored verdict by receipt id to re-read it. No key; verify_receipt checks it is genuine. The receipt is content-hashed, reproducible from the open-source core it names, and signed with Ed25519 by a key published at https://canlicapital.com/.well-known/canli-receipt-keys.json.
只读
可访问外部资源
输入模式
{'type': 'object', '$schema': 'https://json-schema.org/draft/2020-12/schema', 'required': ['id'], 'properties': {'id': {'type': 'string', 'pattern': '^[0-9a-f]{24}$', 'description': 'Receipt id from a validation result.'}}, 'additionalProperties': False}
输出模式
{'type': 'object', '$schema': 'https://json-schema.org/draft/2020-12/schema', 'properties': {'data': {'type': 'object', 'properties': {}, 'additionalProperties': {}}, 'error': {'anyOf': [{'type': 'object', 'properties': {}, 'additionalProperties': {}}, {'type': 'null'}]}, 'limits': {'type': 'array', 'items': {'type': 'string'}}}, 'description': 'data is the stored receipt: validator, input, output, their hashes, source hashes and signature.', 'additionalProperties': {}}
service_status
Service status
Whether the validation API is up, with its quotas; check after a timeout before resubmitting. No key. This verdict is about the series exactly as submitted. The service never saw the data source, its costs, survivorship, or any lookahead in how the series was built.
只读
可访问外部资源
输入模式
{'type': 'object', '$schema': 'https://json-schema.org/draft/2020-12/schema', 'properties': {}, 'additionalProperties': False}
输出模式
{'type': 'object', '$schema': 'https://json-schema.org/draft/2020-12/schema', 'properties': {'data': {'type': 'object', 'properties': {}, 'additionalProperties': {}}, 'error': {'anyOf': [{'type': 'object', 'properties': {}, 'additionalProperties': {}}, {'type': 'null'}]}, 'limits': {'type': 'array', 'items': {'type': 'string'}}}, 'description': 'data.store_reachable, data.quotas and, when available, data.usage for this key.', 'additionalProperties': {}}
validate_backtest_length
Minimum backtest length
Minimum backtest length (years) before the best of N independent trials is not expected to reach a target Sharpe by luck; with backtest_years, the most trials those years allow. For planning a search; once it has a result, use validate_deflated_sharpe. A deflated Sharpe or overfitting probability above or below any threshold is not admission to anything and is not a forecast.
可访问外部资源
输入模式
{'type': 'object', '$schema': 'https://json-schema.org/draft/2020-12/schema', 'properties': {'backtest_years': {'type': 'number', 'maximum': 1000, 'description': 'Backtest length in years, for the most trials it allows.', 'exclusiveMinimum': 0}, 'target_sharpe_annualized': {'type': 'number', 'maximum': 10, 'description': 'In-sample annualized Sharpe you would call a discovery; default 1.', 'exclusiveMinimum': 0}, 'effective_independent_trials': {'type': 'integer', 'maximum': 1000000000, 'minimum': 2, 'description': 'Independent trials tried (backtests, parameter sets, ideas).'}}, 'additionalProperties': False}
输出模式
{'type': 'object', '$schema': 'https://json-schema.org/draft/2020-12/schema', 'properties': {'data': {'type': 'object', 'properties': {}, 'additionalProperties': {}}, 'note': {'type': 'string'}, 'error': {'anyOf': [{'type': 'object', 'properties': {}, 'additionalProperties': {}}, {'type': 'null'}]}, 'limits': {'type': 'array', 'items': {'type': 'string'}}, 'receipt': {'anyOf': [{'type': 'object', 'properties': {}, 'additionalProperties': {}}, {'type': 'null'}]}, 'computed': {'type': 'string'}}, 'description': 'data.result holds the statistics (data.plain_reading states them); limits say what the result does not establish; receipt ({id, url}) is the signed record, null when none was stored; error ({code, message}) is set only on refusal.', 'additionalProperties': {}}
validate_breadth
Validate breadth ceiling
Book Sharpe ceiling from adding sleeves of this quality and correlation, the Sharpe at a sleeve count, and the sleeves a target needs. For portfolio construction; it validates no single strategy. This verdict is about the series exactly as submitted. The service never saw the data source, its costs, survivorship, or any lookahead in how the series was built.
可访问外部资源
输入模式
{'type': 'object', '$schema': 'https://json-schema.org/draft/2020-12/schema', 'required': ['sleeve_sharpe', 'average_pairwise_correlation'], 'properties': {'target': {'type': 'number', 'description': 'Target book Sharpe, for the sleeves it needs.', 'exclusiveMinimum': 0}, 'sleeves': {'type': 'integer', 'maximum': 500, 'minimum': 1, 'description': "Sleeve count, for that book's Sharpe."}, 'sleeve_sharpe': {'type': 'number', 'description': 'Annualized Sharpe of one sleeve.', 'exclusiveMinimum': 0}, 'average_pairwise_correlation': {'type': 'number', 'maximum': 1, 'minimum': -1, 'description': 'Average correlation between sleeves, -1 to 1.'}}, 'additionalProperties': False}
输出模式
{'type': 'object', '$schema': 'https://json-schema.org/draft/2020-12/schema', 'properties': {'data': {'type': 'object', 'properties': {}, 'additionalProperties': {}}, 'note': {'type': 'string'}, 'error': {'anyOf': [{'type': 'object', 'properties': {}, 'additionalProperties': {}}, {'type': 'null'}]}, 'limits': {'type': 'array', 'items': {'type': 'string'}}, 'receipt': {'anyOf': [{'type': 'object', 'properties': {}, 'additionalProperties': {}}, {'type': 'null'}]}, 'computed': {'type': 'string'}}, 'description': 'data.result holds the statistics (data.plain_reading states them); limits say what the result does not establish; receipt ({id, url}) is the signed record, null when none was stored; error ({code, message}) is set only on refusal.', 'additionalProperties': {}}
validate_deflated_sharpe
Validate deflated Sharpe
Deflated Sharpe ratio: the probability (0 to 1) that the selected strategy's Sharpe beats the best that luck gives across the variants tried, with the probabilistic Sharpe and that luck benchmark. Send the seven statistics or a return series. With every variant's returns use validate_overfitting; luck as a trial count, validate_luck_trials; a multiple-testing haircut, validate_haircut_sharpe. A deflated Sharpe or overfitting probability above or below any threshold is not admission to anything and is not a forecast.
可访问外部资源
输入模式
{'type': 'object', '$schema': 'https://json-schema.org/draft/2020-12/schema', 'properties': {'skew': {'type': 'number', 'maximum': 20, 'minimum': -20, 'description': 'Skewness of returns; 0 if Normal.'}, 'returns': {'type': 'array', 'items': {'type': 'number'}, 'maxItems': 20000, 'minItems': 2, 'description': 'Periodic returns as fractions (0.01 = 1%), oldest first; replaces the Sharpe, observations, skew and kurtosis.'}, 'observations': {'type': 'integer', 'maximum': 1000000, 'minimum': 2, 'description': 'Number of return observations.'}, 'periods_per_year': {'type': 'number', 'maximum': 10000, 'minimum': 1, 'description': 'Periods per year: 252 daily, 365 crypto, 52 weekly, 12 monthly.'}, 'non_excess_kurtosis': {'type': 'number', 'maximum': 100, 'minimum': 1, 'description': 'Kurtosis, not excess kurtosis; 3 if Normal.'}, 'observed_sharpe_annualized': {'type': 'number', 'maximum': 10, 'minimum': -10, 'description': 'Annualized Sharpe as observed.'}, 'effective_independent_trials': {'type': 'integer', 'maximum': 10000000, 'minimum': 2, 'description': 'Independent variants tried before choosing this one.'}, 'cross_trial_sharpe_sd_annualized': {'type': 'number', 'maximum': 10, 'minimum': 0, 'description': 'Standard deviation of annualized Sharpe across those trials.'}}, 'additionalProperties': False}
输出模式
{'type': 'object', '$schema': 'https://json-schema.org/draft/2020-12/schema', 'properties': {'data': {'type': 'object', 'properties': {}, 'additionalProperties': {}}, 'note': {'type': 'string'}, 'error': {'anyOf': [{'type': 'object', 'properties': {}, 'additionalProperties': {}}, {'type': 'null'}]}, 'limits': {'type': 'array', 'items': {'type': 'string'}}, 'receipt': {'anyOf': [{'type': 'object', 'properties': {}, 'additionalProperties': {}}, {'type': 'null'}]}, 'computed': {'type': 'string'}}, 'description': 'data.result holds the statistics (data.plain_reading states them); limits say what the result does not establish; receipt ({id, url}) is the signed record, null when none was stored; error ({code, message}) is set only on refusal.', 'additionalProperties': {}}
validate_haircut_sharpe
Haircut Sharpe ratio
Haircut Sharpe for multiple testing (Harvey and Liu 2015): the Sharpe a single test would have needed, by Bonferroni and independent tests, and with the other tests' Sharpes, Holm and BHY. For the probability the Sharpe is real, use validate_deflated_sharpe. A deflated Sharpe or overfitting probability above or below any threshold is not admission to anything and is not a forecast.
可访问外部资源
输入模式
{'type': 'object', '$schema': 'https://json-schema.org/draft/2020-12/schema', 'required': ['observed_sharpe_annualized', 'periods_per_year', 'observations'], 'properties': {'tests': {'type': 'integer', 'maximum': 100000000, 'minimum': 1, 'description': 'Tests run, this one included; gives the Bonferroni and independent-test haircuts.'}, 'observations': {'type': 'integer', 'maximum': 1000000, 'minimum': 3, 'description': 'Return observations behind the Sharpe.'}, 'autocorrelation': {'type': 'number', 'description': 'Lag-1 autocorrelation of returns, -1 to 1; default 0. Corrects the annualized Sharpe (Lo 2002).', 'exclusiveMaximum': 1, 'exclusiveMinimum': -1}, 'periods_per_year': {'type': 'number', 'maximum': 10000, 'minimum': 1, 'description': 'Periods per year: 252 daily, 365 crypto, 52 weekly, 12 monthly.'}, 'observed_sharpe_annualized': {'type': 'number', 'maximum': 10, 'description': 'Annualized Sharpe as observed.', 'exclusiveMinimum': 0}, 'other_sharpe_ratios_annualized': {'type': 'array', 'items': {'type': 'number', 'maximum': 10, 'minimum': -10}, 'maxItems': 10000, 'minItems': 1, 'description': 'Annualized Sharpes of the other tests over the same observations; adds Holm and BHY.'}}, 'additionalProperties': False}
输出模式
{'type': 'object', '$schema': 'https://json-schema.org/draft/2020-12/schema', 'properties': {'data': {'type': 'object', 'properties': {}, 'additionalProperties': {}}, 'note': {'type': 'string'}, 'error': {'anyOf': [{'type': 'object', 'properties': {}, 'additionalProperties': {}}, {'type': 'null'}]}, 'limits': {'type': 'array', 'items': {'type': 'string'}}, 'receipt': {'anyOf': [{'type': 'object', 'properties': {}, 'additionalProperties': {}}, {'type': 'null'}]}, 'computed': {'type': 'string'}}, 'description': 'data.result holds the statistics (data.plain_reading states them); limits say what the result does not establish; receipt ({id, url}) is the signed record, null when none was stored; error ({code, message}) is set only on refusal.', 'additionalProperties': {}}
validate_luck_trials
Luck-equivalent trials
How many skill-less strategies a search would need for its best to reach this Sharpe by luck (Monte Carlo), and with a trial count, the chance it did. States luck as the best of N random tries; for the probability the Sharpe is real, use validate_deflated_sharpe. A deflated Sharpe or overfitting probability above or below any threshold is not admission to anything and is not a forecast.
可访问外部资源
输入模式
{'type': 'object', '$schema': 'https://json-schema.org/draft/2020-12/schema', 'required': ['observed_sharpe_annualized', 'periods_per_year', 'observations'], 'properties': {'skew': {'type': 'number', 'maximum': 100, 'minimum': -100, 'description': 'Skewness; below -0.5 the reading warns the counts are too generous.'}, 'observations': {'type': 'integer', 'maximum': 1000000, 'minimum': 3, 'description': 'Return observations behind the Sharpe.'}, 'autocorrelation': {'type': 'number', 'description': 'Lag-1 autocorrelation of returns, -1 to 1; default 0. Corrects the annualized Sharpe (Lo 2002).', 'exclusiveMaximum': 1, 'exclusiveMinimum': -1}, 'periods_per_year': {'type': 'number', 'maximum': 10000, 'minimum': 1, 'description': 'Periods per year: 252 daily, 365 crypto, 52 weekly, 12 monthly.'}, 'observed_sharpe_annualized': {'type': 'number', 'maximum': 20, 'minimum': -20, 'description': 'Annualized Sharpe as observed.'}, 'effective_independent_trials': {'type': 'integer', 'maximum': 1000000000, 'minimum': 1, 'description': 'Independent trials tried; adds the chance the best reached this Sharpe by luck.'}}, 'additionalProperties': False}
输出模式
{'type': 'object', '$schema': 'https://json-schema.org/draft/2020-12/schema', 'properties': {'data': {'type': 'object', 'properties': {}, 'additionalProperties': {}}, 'note': {'type': 'string'}, 'error': {'anyOf': [{'type': 'object', 'properties': {}, 'additionalProperties': {}}, {'type': 'null'}]}, 'limits': {'type': 'array', 'items': {'type': 'string'}}, 'receipt': {'anyOf': [{'type': 'object', 'properties': {}, 'additionalProperties': {}}, {'type': 'null'}]}, 'computed': {'type': 'string'}}, 'description': 'data.result holds the statistics (data.plain_reading states them); limits say what the result does not establish; receipt ({id, url}) is the signed record, null when none was stored; error ({code, message}) is set only on refusal.', 'additionalProperties': {}}
validate_overfitting
Validate overfitting (CSCV)
Probability of backtest overfitting (0 to 1) by CSCV: how often the in-sample best variant falls below the out-of-sample median. Needs every variant's returns (periods by variants); with summary statistics only, use validate_deflated_sharpe. A deflated Sharpe or overfitting probability above or below any threshold is not admission to anything and is not a forecast.
可访问外部资源
输入模式
{'type': 'object', '$schema': 'https://json-schema.org/draft/2020-12/schema', 'required': ['matrix'], 'properties': {'seed': {'type': 'number', 'description': 'Sampling seed; default 42.'}, 'matrix': {'type': 'array', 'items': {'type': 'array', 'items': {'type': 'number'}, 'maxItems': 200}, 'maxItems': 20000, 'minItems': 2, 'description': 'Returns as fractions, one row per period, one column per variant.'}, 'n_splits': {'type': 'integer', 'maximum': 9007199254740991, 'description': 'Even number of blocks, at least 2; default 16.', 'exclusiveMinimum': 0}, 'max_combinations': {'type': 'integer', 'maximum': 2000, 'description': 'Most splits evaluated, up to 2000 (default).', 'exclusiveMinimum': 0}}, 'additionalProperties': False}
输出模式
{'type': 'object', '$schema': 'https://json-schema.org/draft/2020-12/schema', 'properties': {'data': {'type': 'object', 'properties': {}, 'additionalProperties': {}}, 'note': {'type': 'string'}, 'error': {'anyOf': [{'type': 'object', 'properties': {}, 'additionalProperties': {}}, {'type': 'null'}]}, 'limits': {'type': 'array', 'items': {'type': 'string'}}, 'receipt': {'anyOf': [{'type': 'object', 'properties': {}, 'additionalProperties': {}}, {'type': 'null'}]}, 'computed': {'type': 'string'}}, 'description': 'data.result holds the statistics (data.plain_reading states them); limits say what the result does not establish; receipt ({id, url}) is the signed record, null when none was stored; error ({code, message}) is set only on refusal.', 'additionalProperties': {}}
validate_paper_evidence
Validate paper evidence
Whether a paper or simulated performance record meets canli.paper-evidence.v0, with a JSON pointer per failure. Checks structure and required disclosures, not whether the returns are good. This verdict is about the series exactly as submitted. The service never saw the data source, its costs, survivorship, or any lookahead in how the series was built.
可访问外部资源
输入模式
{'type': 'object', '$schema': 'https://json-schema.org/draft/2020-12/schema', 'required': ['record'], 'properties': {'record': {'type': 'object', 'description': 'A canli.paper-evidence.v0 record.', 'propertyNames': {'type': 'string'}, 'additionalProperties': {}}}, 'additionalProperties': False}
输出模式
{'type': 'object', '$schema': 'https://json-schema.org/draft/2020-12/schema', 'properties': {'data': {'type': 'object', 'properties': {}, 'additionalProperties': {}}, 'note': {'type': 'string'}, 'error': {'anyOf': [{'type': 'object', 'properties': {}, 'additionalProperties': {}}, {'type': 'null'}]}, 'limits': {'type': 'array', 'items': {'type': 'string'}}, 'receipt': {'anyOf': [{'type': 'object', 'properties': {}, 'additionalProperties': {}}, {'type': 'null'}]}, 'computed': {'type': 'string'}}, 'description': 'data.result holds the statistics (data.plain_reading states them); limits say what the result does not establish; receipt ({id, url}) is the signed record, null when none was stored; error ({code, message}) is set only on refusal.', 'additionalProperties': {}}
validate_reality_check
Data-snooping tests (SPA, Reality Check, StepM)
Data-snooping tests on every variant a search tried: Hansen's SPA p-value that the best beat the benchmark only by luck, White's Reality Check, and the variants Romano-Wolf StepM finds better. Send all variants tried, not only the winners. A deflated Sharpe or overfitting probability above or below any threshold is not admission to anything and is not a forecast.
可访问外部资源
输入模式
{'type': 'object', '$schema': 'https://json-schema.org/draft/2020-12/schema', 'properties': {'reps': {'type': 'integer', 'maximum': 400000, 'minimum': 500, 'description': 'Bootstrap draws; default 2000.'}, 'seed': {'type': 'integer', 'maximum': 9007199254740991, 'minimum': -9007199254740991, 'description': 'Sampling seed; default 42.'}, 'alpha': {'type': 'number', 'maximum': 0.5, 'description': 'Familywise error for StepM; default 0.05.', 'exclusiveMinimum': 0}, 'matrix': {'type': 'array', 'items': {'type': 'array', 'items': {'type': 'number'}, 'maxItems': 200}, 'maxItems': 20000, 'minItems': 30, 'description': 'Returns of every variant the search tried, one row per period, one column per variant.'}, 'benchmark': {'type': 'array', 'items': {'type': 'number'}, 'maxItems': 20000, 'minItems': 30, 'description': 'Benchmark return per period; default zero.'}, 'matrix_file': {'type': 'string', 'maxLength': 4096, 'minLength': 1, 'description': 'Path to a CSV or JSON with one numeric column per variant, instead of matrix.'}, 'block_length': {'type': 'integer', 'maximum': 10000, 'minimum': 1, 'description': 'Mean bootstrap block in periods; default round(n^(1/3)).'}}, 'additionalProperties': False}
输出模式
{'type': 'object', '$schema': 'https://json-schema.org/draft/2020-12/schema', 'properties': {'data': {'type': 'object', 'properties': {}, 'additionalProperties': {}}, 'note': {'type': 'string'}, 'error': {'anyOf': [{'type': 'object', 'properties': {}, 'additionalProperties': {}}, {'type': 'null'}]}, 'limits': {'type': 'array', 'items': {'type': 'string'}}, 'receipt': {'anyOf': [{'type': 'object', 'properties': {}, 'additionalProperties': {}}, {'type': 'null'}]}, 'computed': {'type': 'string'}}, 'description': 'data.result holds the statistics (data.plain_reading states them); limits say what the result does not establish; receipt ({id, url}) is the signed record, null when none was stored; error ({code, message}) is set only on refusal.', 'additionalProperties': {}}
validate_track_record
Minimum track record length
Minimum track record length (observations and years) for an observed Sharpe to beat a benchmark at a confidence level; with observations, the record's probabilistic Sharpe so far. For live or paper records; to size a backtest for its trials, use validate_backtest_length. A deflated Sharpe or overfitting probability above or below any threshold is not admission to anything and is not a forecast.
可访问外部资源
输入模式
{'type': 'object', '$schema': 'https://json-schema.org/draft/2020-12/schema', 'required': ['observed_sharpe_annualized', 'periods_per_year', 'skew', 'non_excess_kurtosis'], 'properties': {'skew': {'type': 'number', 'maximum': 20, 'minimum': -20, 'description': 'Skewness of returns; 0 if Normal.'}, 'confidence': {'type': 'number', 'description': 'Between 0 and 1; default 0.95.', 'exclusiveMaximum': 1, 'exclusiveMinimum': 0}, 'observations': {'type': 'integer', 'maximum': 1000000, 'minimum': 2, 'description': 'Record length so far, for its probabilistic Sharpe.'}, 'periods_per_year': {'type': 'number', 'maximum': 10000, 'minimum': 1, 'description': 'Periods per year: 252 daily, 365 crypto, 52 weekly, 12 monthly.'}, 'non_excess_kurtosis': {'type': 'number', 'maximum': 100, 'minimum': 1, 'description': 'Kurtosis, not excess kurtosis; 3 if Normal.'}, 'observed_sharpe_annualized': {'type': 'number', 'maximum': 10, 'minimum': -10, 'description': 'Annualized Sharpe as observed.'}, 'benchmark_sharpe_annualized': {'type': 'number', 'maximum': 10, 'minimum': -10, 'description': 'Annualized Sharpe to beat; default 0.'}}, 'additionalProperties': False}
输出模式
{'type': 'object', '$schema': 'https://json-schema.org/draft/2020-12/schema', 'properties': {'data': {'type': 'object', 'properties': {}, 'additionalProperties': {}}, 'note': {'type': 'string'}, 'error': {'anyOf': [{'type': 'object', 'properties': {}, 'additionalProperties': {}}, {'type': 'null'}]}, 'limits': {'type': 'array', 'items': {'type': 'string'}}, 'receipt': {'anyOf': [{'type': 'object', 'properties': {}, 'additionalProperties': {}}, {'type': 'null'}]}, 'computed': {'type': 'string'}}, 'description': 'data.result holds the statistics (data.plain_reading states them); limits say what the result does not establish; receipt ({id, url}) is the signed record, null when none was stored; error ({code, message}) is set only on refusal.', 'additionalProperties': {}}
verify_receipt
Verify a receipt
Verify a receipt offline: its Ed25519 signature against the bundled canlicapital.com key, its output hash and its id. Send an id to fetch it first, or the receipt itself. The receipt is content-hashed, reproducible from the open-source core it names, and signed with Ed25519 by a key published at https://canlicapital.com/.well-known/canli-receipt-keys.json.
只读
可访问外部资源
输入模式
{'type': 'object', '$schema': 'https://json-schema.org/draft/2020-12/schema', 'properties': {'id': {'type': 'string', 'pattern': '^[0-9a-f]{24}$', 'description': 'Receipt id from a validation result.'}, 'receipt': {'type': 'object', 'description': 'A receipt as get_receipt returns it, to verify without fetching.', 'propertyNames': {'type': 'string'}, 'additionalProperties': {}}}, 'additionalProperties': False}
输出模式
{'type': 'object', '$schema': 'https://json-schema.org/draft/2020-12/schema', 'properties': {'error': {'anyOf': [{'type': 'object', 'properties': {}, 'additionalProperties': {}}, {'type': 'null'}]}, 'valid': {'type': 'boolean'}, 'checks': {}, 'key_id': {'type': ['string', 'null']}, 'meaning': {'type': 'string'}, 'receipt_id': {'type': ['string', 'null']}}, 'description': 'valid is true only when the signature, output hash and content id all check out; checks lists each.', 'additionalProperties': {}}
历史
近期工具变更
已更改
company_financial_history
2026年9月30日 02:40
已更改
service_status
2026年9月30日 02:40
已更改
verify_receipt
2026年9月30日 02:40
已更改
get_receipt
2026年9月30日 02:40
已更改
audit_backtest
2026年9月30日 02:40
已更改
validate_luck_trials
2026年9月30日 02:40
已更改
validate_haircut_sharpe
2026年9月30日 02:40
已更改
validate_backtest_length
2026年9月30日 02:40
已更改
validate_track_record
2026年9月30日 02:40
已更改
validate_breadth
2026年9月30日 02:40
已更改
validate_paper_evidence
2026年9月30日 02:40
已添加
validate_reality_check
2026年9月30日 02:40
已更改
validate_overfitting
2026年9月30日 02:40
已更改
validate_deflated_sharpe
2026年9月30日 02:40
已更改
get_key
2026年9月30日 02:40
已添加
company_financial_history
2026年9月28日 02:40
已添加
service_status
2026年9月28日 02:40
已添加
verify_receipt
2026年9月28日 02:40
已添加
get_receipt
2026年9月28日 02:40
已添加
audit_backtest
2026年9月28日 02:40
已添加
validate_luck_trials
2026年9月28日 02:40
已添加
validate_haircut_sharpe
2026年9月28日 02:40
已添加
validate_backtest_length
2026年9月28日 02:40
已添加
validate_track_record
2026年9月28日 02:40
已添加
validate_breadth
2026年9月28日 02:40
已添加
validate_paper_evidence
2026年9月28日 02:40
已添加
validate_overfitting
2026年9月28日 02:40
已添加
validate_deflated_sharpe
2026年9月28日 02:40
已添加
get_key
2026年9月28日 02:40
发现
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