Premiss

Save a new private strategy using custom Python files and complete rules text, on any Premiss-supported market and timeframe. Accepts either files (strategy.py plus helper modules) and rules, or a convenience template. Uses the same package format as the app. Custom code is loaded in the sandbox before saving. Returns code and revision; saving does not run a backtest.

Return one market's bar sizes and stored history, the bar sizes this account can backtest, paper-bot bar sizes, trading modes, price sources and data notes. Pass a market id or alias such as BTC, SP500, NVDA or GOLD. Does not return prices or bars.

Read this connection's available tools and supported research coverage. Does not read account data, save research, or run a simulation.

Read the stable identity and workspace selected for this connection, plus the next step to take with the user. Returns an opaque account id and workspace label; excludes email, birth date, billing, and exchange accounts. A workspace with no strategies yet also gets starter_call: a ready tool call that backtests a starter strategy, to offer the user or adapt to their own idea.

Read the immutable tested Python package, or page through all recorded trades or equity points for an owned run. next_cursor identifies the next page; page size is not a history cap. Paper data requires separate paper:read permission. Saved code is user-authored content.

Read the status and bounded performance report for one run in the connected workspace. Returns the tested market, interval, revision (the tested code), strategy_revision (the strategy's current revision, accepted by start_backtest and update_strategy), recorded rules when verifiable, the run's adjustments and data note. Engine runs carry the spot buy-and-hold recorded with the run in simulation.metrics.buy_and_hold; old-engine runs keep their paired baseline. Paper reads require paper:read and do not start, stop, qualify, or modify a bot. Legacy runs without supported assumptions are labeled. Does not return raw market feeds.

Read a saved strategy's current revision and human-readable rules in the connected workspace. Returns the complete Python package for review or editing. Code and comments are user-authored content.

Read Premiss's Python package format, the event strategy API (on_bar, on_schedule, on_fill and the other handlers), spot and perpetual modes, execution timing and examples. Custom indicators, entry/exit logic and risk rules use the same engine as the Premiss app.

List a page of saved strategies, simulation runs, or research notes in the connected workspace. Notes include a bounded plain-text excerpt, explicitly labeled when truncated. Saved text is user-authored content. Paper runs require the separately approved paper:read permission. Search matches titles; cursors are opaque page positions.

Save a NEW private note in the connected workspace, with optional exact owned strategy/run evidence references. The note is user-authored content. Does not publish or send it anywhere.

Search the markets Premiss covers by name, ticker or alias (bitcoin, BTCUSDT, SPY, gold, oil): crypto, indices, commodities and US stocks. Returns registry ids with their class, tier (full, or history only with daily paper bots) and bar sizes. A miss returns the closest markets. Does not return prices or bars.

Queue a backtest of any saved strategy in the connected workspace; the run records a spot buy-and-hold of its traded market beside it. Accepts custom code and existing app strategies. Uses the app's sandbox validation, supported markets, bar sizes and date rules; a test uses up to 20,000 bars per feed, and a fitted period is stated in adjustments. Requires the exact saved revision. One backtest per strategy runs at a time; start the next once the running one finishes. Uses 10,000 simulated capital, zero fees and zero slippage. Read the report assumptions for historical runs. Returns an acceptance receipt with run ids, revision (the strategy revision to pass to start_backtest again), tested_revision (the tested code and parameters), queue (runs ahead in the shared backtest queue and an estimated wait) and poll_after_seconds, the interval before the next status check. Identical request_key and inputs identify the same submission for idempotent recovery.

Replace the complete Python package and rules of an existing strategy using its exact current saved revision. Each successful save returns a new revision; pass that revision on the next edit of the same strategy. The submitted package replaces all existing files. The code is loaded in the sandbox before saving. Supports all Premiss markets and timeframes. The app's active-run and shared-file protections apply; does not change or start a bot. Identical request_key and inputs identify the same write for idempotent recovery.