Trading Intel API

72 endpoints in this group.

POST /api/trading-intel/backtest

Run Backtest

Simulate a strategy over the requested date range using realized_trades.

Returns equity curve, CAGR, Sharpe, Sortino, max drawdown, win rate, profit factor, and a per-trade log.

Request body: application/json

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GET /api/trading-intel/committee/config

Get Committee Config

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PATCH /api/trading-intel/committee/config

Update Committee Config

Request body: application/json

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GET /api/trading-intel/committee/runs

List Committee Runs

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POST /api/trading-intel/committee/runs

Create Committee Run

Create and enqueue an Investment Committee run.

Request body: application/json

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GET /api/trading-intel/committee/runs/{run_id}

Get Committee Run

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GET /api/trading-intel/committee/runs/{run_id}/events

Get Committee Run Events

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POST /api/trading-intel/committee/runs/{run_id}/promote

Promote Committee Run

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GET /api/trading-intel/correlation

Get Correlation

Pearson correlation matrix for portfolio holdings + major benchmark indices.

Fetches the latest snapshot holdings (up to 20 symbols by market value), combines with SPY / QQQ / IWM / GLD / TLT / UUP benchmarks, then pulls 90-day daily closes via the market-data factory (ThetaData -> yfinance fallback). Returns an NxN matrix of Pearson r values rounded to 3 decimal places.

response is cached in Redis under bp:corr:v1:{tenant}:{account}:{symbols_hash}:{lookback} with a TTL of ~15 min during RTH and ~24h overnight. Cache hit served with X-Cache: HIT; cache miss computes, writes back, and serves with X-Cache: MISS. ETag (MD5 of response body) is always set; If-None-Match returns 304.

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POST /api/trading-intel/email-briefing

Send Email Briefing

Compose and send a daily trading briefing email via SendGrid.

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Request body: application/json

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GET /api/trading-intel/eod/history

Get Eod History

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GET /api/trading-intel/eod/review

Get Eod Review

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GET /api/trading-intel/exit

Get Exit Strategies

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POST /api/trading-intel/exit/compute

Compute Exit

Compute ATR-based stop-loss and trailing stops for open positions.

Request body: application/json

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GET /api/trading-intel/extended-hours

Get Extended Hours

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GET /api/trading-intel/feedback

Get Feedback Stats

Feedback loop: compare recommendations to realized outcomes.

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GET /api/trading-intel/gameplan

Get Game Plan

Pre-market game plan: signals + enriched market events with portfolio tagging.

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GET /api/trading-intel/hedging

Get Hedge Recommendations

Suggest inverse-ETF hedges for concentrated positions (>10% weight).

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GET /api/trading-intel/intel-feed

Get Intel Feed

Unified chronological intelligence feed.

Aggregates from four sources into a single time-ordered stream:

• intraday_signals → tag SIGNAL
• options_flow_signals → tag FLOW
• recommendations → tag ALERT (conf ≥ 0.80) or SIGNAL
• external_intel → tag NEWS

Each item: id, tag, symbol, text, confidence, source, created_at.

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GET /api/trading-intel/intraday/bars

Get Intraday Bars

Return today's OHLCV + VWAP/RSI/MACD bars for a symbol, oldest-first.

Sourced from market_data_intraday populated by fetch_and_store_bars(). Suitable for feeding directly to a charting library.

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POST /api/trading-intel/intraday/detect

Detect Intraday

Fetch live bars from yfinance, compute indicators, run setup detectors.

Steps:

1. fetch_and_store_bars — pull OHLCV, compute VWAP/RSI/MACD, upsert market_data_intraday.
2. detect_setups — run ORB / VWAP-reclaim / gap / volume-spike detectors, write results to intraday_signals.

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Request body: application/json

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POST /api/trading-intel/intraday/detect/portfolio

Detect Intraday Portfolio

Run intraday detection against the user's current portfolio positions.

Fetches the latest position symbols (up to limit, ordered by market_value DESC), then delegates to the same bar-fetch + setup-detect pipeline as /intraday/detect. Returns an empty result (not an error) when no positions are held.

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GET /api/trading-intel/intraday/discovery

Get Discovery Dashboard

Discovery dashboard: stats, scan breakdown, and full result feed.

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GET /api/trading-intel/intraday/discovery/opportunities

Get Opportunities

Return ranked market opportunities filtered by minimum composite score.

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POST /api/trading-intel/intraday/discovery/opportunities/compute

Compute Opportunities

Compute composite opportunity scores from recent scanner signals.

Request body: application/json

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POST /api/trading-intel/intraday/discovery/scan

Run Discovery Scan

Run a live market scan using yfinance data.

Fetches OHLCV + indicators for the chosen universe, ranks by scan_type, upserts into scanner_results, and returns ranked results.

Request body: application/json

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GET /api/trading-intel/intraday/discovery/watchlist

Get Discovery Watchlist

Return opportunity-scored symbols NOT currently in the user's portfolio.

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GET /api/trading-intel/intraday/flow

Get Flow Dashboard

Aggregated Flow Intelligence dashboard: stats, direction_breakdown, flow list.

Ported from legacy MTM_CLAUDE options_intel.get_options_signals and extended with KPI aggregation (total, direction split, avg P/C ratio, avg confidence).

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POST /api/trading-intel/intraday/flow/detect

Detect Flow

Fetch live option chains from yfinance, compute P/C ratios, upsert flow signals.

Steps:

1. For each symbol, download nearest-expiry option chain via yfinance.
2. Compute put_volume / call_volume ratio → classify as CALL_DOMINANCE / PUT_DOMINANCE / NEUTRAL_FLOW.
3. Upsert result into options_flow_signals (unique per tenant+symbol+date).

Request body: application/json

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GET /api/trading-intel/intraday/signal-dashboard

Get Intraday Signal Dashboard

Aggregated Signal Dashboard payload: stats, setup_breakdown, full signal list.

Extracted from legacy MTM_CLAUDE trading_intel/intraday_engine.get_intraday_signals and extended with KPI aggregation for the dashboard surface.

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GET /api/trading-intel/intraday/signals

Get Intraday Signals

Return recent intraday setup signals from the database.

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GET /api/trading-intel/market-context/indices

Get Market Indices

Return current price, change, and % change for SPY, QQQ, DIA, and ^VIX from the caller tenant's own broker connection.

Requires authentication. Unauthenticated requests receive 401.

Quotes are cached 60 seconds in Redis under a per-tenant key (market_context:indices:{tenant_id}). Unavailable payloads are cached for 10 seconds so a newly connected broker becomes visible quickly.

The response includes a data_status object:

An index row may include an optional reason field. It is set only when that broker cannot serve the index (index_not_available_from_broker). Rows with data and ordinary empty rows omit the field.

This endpoint does not read the shared cross-tenant quote cache and does not fall back to a platform Polygon snapshot. A Schwab quote failure on this route does not re-enter get_quote.

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POST /api/trading-intel/market-research/runs

Create Market Research Run

Return impersonal research commentary with no action or quantity fields.

Request body: application/json

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GET /api/trading-intel/mtm/election

Get Election

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POST /api/trading-intel/mtm/election

Upsert Election

Request body: application/json

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GET /api/trading-intel/mtm/form-4797.csv

Form 4797 Csv

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GET /api/trading-intel/mtm/form-4797.pdf

Form 4797 Pdf

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POST /api/trading-intel/mtm/reconcile

Reconcile

Run §475(f) MTM reconciliation against realized_trades for the year. Returns totals + equity/option split + any per-trade errors.

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GET /api/trading-intel/mtm/section-481

Get Section 481

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POST /api/trading-intel/mtm/section-481/compute

Compute Section 481

Compute the §481(a) adjustment for the tenant's active MTM election. Pulls open positions as of 12/31/<prior_year>, resolves year-end FMV, runs the pure calculator, and (optionally) persists to section_481_adjustments.

Request body: application/json

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GET /api/trading-intel/mtm/securities-mtm.csv

Securities Mtm Csv

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GET /api/trading-intel/mtm/securities-mtm.pdf

Securities Mtm Pdf

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GET /api/trading-intel/mtm/year-end-marks

List Year End Marks

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POST /api/trading-intel/mtm/year-end-marks/fetch

Fetch Year End Marks

Resolve year-end FMV for the given symbols (or all currently-open Schwab positions if symbols omitted). Falls back yfinance → alpha_vantage → manual. When persist=True, writes results to year_end_marks.

Request body: application/json

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GET /api/trading-intel/options/flow

Get Options Flow

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GET /api/trading-intel/position-mgmt/allocation

Get Allocations

Fetch stored allocation recommendations.

Default: latest compute only — one row per (symbol, method) ordered by most-recent computed_at. This avoids piling up multiple days of stale recommendations in the UI and ends the schema-bifurcation drift the older lookback window was masking .

Back-compat: passing ?days=N restores the legacy "last N days" window.

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POST /api/trading-intel/position-mgmt/allocation/compute

Compute Allocations

Compute and persist allocation recommendations for one method.

Request body: application/json

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GET /api/trading-intel/position-mgmt/exit

Get Exit Strategies

Fetch the tenant's current ATR-based exit strategies.

Computes replace the tenant's complete strategy set, so this read doesn't need a timestamp window. The production table intentionally has no computed_at column; ordering by the insertion id preserves a stable newest-first result without depending on a phantom schema field.

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POST /api/trading-intel/position-mgmt/exit/compute

Compute Exit Strategies

Compute ATR-based stop-loss and exit levels for portfolio positions.

Request body: application/json

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GET /api/trading-intel/position-mgmt/exit/triggers

Get Stop Triggers

Return positions where current price is at or below the stored stop-loss.

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POST /api/trading-intel/position-mgmt/schwab/ingest

Run Schwab Ingest

Pull Schwab transactions for the given year and persist to schwab_transactions, schwab_closed_lots, schwab_open_lots.

Idempotent — re-running refreshes raw_json and rebuilds open-lot snapshot. Safe to invoke repeatedly during Schwab session hours.

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GET /api/trading-intel/position-mgmt/strategy/by-symbol/{symbol}

Get Strategy By Symbol

Drill-down for a single symbol — lot-level trade list + KPIs.

Response shape matches frontend StrategyBySymbolResponse:

• trades[]: side, quantity, cost_basis, acquired_date, sold_date, holding_days, entry_price, exit_price, proceeds, fees, pnl, pnl_pct, multiplier, source, confidence, rationale, is_orphan, is_unknown_basis, is_partial
• summary: window_days, total_rows, kpi_rows, total_pnl, win_rate, avg_win, avg_loss, low_sample
• data_quality: orphan_count, unknown_basis_count, partial_count, full_match_count, low_sample, low_sample_threshold

KPI eligibility: excludes rows with cost<=0 (orphans + unknown-basis) so win rate and P&L reflect only computable trades.

TODO(mobile): This endpoint is mobile-consumed via @nocookiespot/shared-types. Before P1, tighten to an explicit Pydantic v2 response_model with:

• money fields (proceeds/cost/pnl/cum_pnl) as MoneyString (see packages/shared-types/src/schemas/money.ts in the mobile repo)
• date fields as ISO-8601 with offset
• summary/data_quality as named BaseModel subtypes Current shape is web-compatible (floats) and stable; coordinate the switch with mobile-claude when ready to regenerate shared-types.

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GET /api/trading-intel/position-mgmt/strategy/live

Get Live Strategy

Sharpe / Sortino / drawdown / win-rate analytics on realized_trades.

Default and effective source policy excludes csv_upload and orphan rows, so KPIs reflect only broker-verified closed lots.

Filtering precedence: when year is supplied, uses the explicit year range (optionally narrowed by month); otherwise falls back to rolling days.

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GET /api/trading-intel/recommendations

Get Recommendations

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POST /api/trading-intel/recommendations/generate

Generate Recommendations

Run NBA engine from stored signals and cached quote snapshots.

signals_considered and from_signals count only signals visible to the authenticated member. Signals on symbols watched only by another tenant member are excluded, and a symbol you request explicitly that only another member watches is answered exactly like a symbol nobody watches: the counts, reason and every other field are identical.

Request body: application/json

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GET /api/trading-intel/recommendations/history

Recommendation History

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PATCH /api/trading-intel/recommendations/{rec_id}/ack

Ack Recommendation

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GET /api/trading-intel/risk

Get Portfolio Risk

Portfolio concentration + volatility risk analysis with HHI.

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GET /api/trading-intel/risk/portfolio-metrics

Get Risk Portfolio Metrics

Sharpe, Sortino, max drawdown, CAGR, win rate, profit factor.

CAGR contract : cagr is derived only from portfolio_daily_facts.portfolio_value. Realized-trade rows still drive trade metrics, but never CAGR. At least 365 calendar days of positive snapshot history are required ; shorter windows return cagr=None and report total_return and history_days over the window instead. Endpoints are complete dates only : snapshots are summed per date across accounts, one row per account (the newest if a snapshot was stored twice). A date is an endpoint only when its account count equals the highest count among the dates within 3 days either side, so a partial sync is skipped while a newly opened or closed account is accepted after 3 days. total_return, history_days and cagr are measured between those endpoints.

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GET /api/trading-intel/scanner

Get Scanner

Market scanner — returns symbols matching the requested scan type.

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GET /api/trading-intel/sentiment/{symbol}/synthesis

Get Sentiment Synthesis

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POST /api/trading-intel/signals/refresh-market-wide

Refresh Market Wide Signals

Queue ML forecast generation for a market universe.

Returns immediately; forecasts run in the background. New signals appear in the pre-market gameplan within 1–3 minutes.

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GET /api/trading-intel/ta/analyze

Get Ta Analysis

Full technical analysis for a symbol.

Fetches OHLCV (yfinance primary, Alpaca fallback) and computes: RSI(14), MACD(12/26/9), SMA(20), SMA(50), Bollinger Bands(20,2), VWAP.

Also returns:

• Recent news/events from market_intel for the symbol
• Existing intraday AI signals for the symbol (existing_signals is empty when only another tenant member watches the symbol)
• Live market index quotes (SPY, QQQ, DIA, ^VIX) for macro context

Set include_context=false for chart-only requests. This preserves bars, indicators, and tenant-scoped signals while skipping news, macro quotes, options-chain analysis, and company, warehouse, and calendar enrichment.

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POST /api/trading-intel/ta/ask

Ta Ask

Ask Claude a free-form question about a symbol using live market context.

Accepts optional pre-fetched context (indicators, news, market_indices, bars_tail) to avoid a duplicate yfinance call when the frontend already has the data loaded. If not provided, falls back to a fresh fetch.

Request body: application/json

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GET /api/trading-intel/ta/chart

Get Ta Chart

OHLCV bars formatted for lightweight-charts (time = Unix seconds).

Returns a minimal payload suited for charting: no indicators, no news. Use /ta/analyze for the full analysis payload.

Provider selection is limited to implemented providers. Future provider stubs are not callable so the UI never sees a 501 for a selectable row.

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GET /api/trading-intel/ta/ml-forecast

Get Ml Forecast

ML-powered 5-day price target range.

TA-031: Trained models are persisted to disk and reused for <200 ms warm-path responses (cache TTL = 24 h, keyed by symbol + interval + feature_version).

TA-030: Pass features=extended to enable VP / FVG / sweep-distance features. Extended features are also gated by the user pref ml_extended_features (default false); both conditions must be true.

Trains a Random Forest Regressor on the requested OHLCV history using lagged returns + RSI / MACD / Bollinger Bands / VWAP / volume features. Returns target_low / target_high (±1σ tree spread) and a confidence score derived from test-set R² and prediction-interval tightness.

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POST /api/trading-intel/ta/options-payoff

Compute Options Payoff

Compute expiry P&L payoff for a portfolio of option contracts.

Returns 120-point price curve, max profit/loss, breakevens, and current PnL. Values are per strategy (quantity × 100 shares per contract).

Request body: application/json

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GET /api/trading-intel/ta/providers

List Ta Providers

List all registered OHLCV providers and whether their credentials are set.

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GET /api/trading-intel/timing

Get Timing Insights

Return timing insights derived from signal generation patterns.

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GET /api/trading-intel/trade-quality

Get Trade Quality

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POST /api/trading-intel/volume/detect

Detect Volume

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GET /api/trading-intel/volume/signals

Get Volume Signals

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