Vega Options

Add a strategy to one of the authenticated user's demo portfolios. This is a simulation; no real money is traded.

add_demo_portfolio_strategy

Evaluate one supplied option leg or multi-leg strategy using live option-chain data.

assess_option_strategy_risk

Check requested symbols against the Backtest and Research supported-symbol universe, or search that universe. Use this before run_backtest or run_research.

supportedSymbols

Mark a demo portfolio strategy as closed and optionally record exit details. This is a simulation; no real money is traded.

close_demo_portfolio_strategy

Return an on-demand daily review of demo portfolio strategies, Greeks, exposure, closures, and data warnings. It is a simulation, not real-money trading.

get_demo_portfolio_daily_review

Permanently remove a strategy from the authenticated user's demo portfolio. This is a simulation; no real money is traded.

remove_demo_portfolio_strategy

Run a free-form research program against raw historical JSONL data and return its final validated JSON. Mandatory GPT workflow: show the template, write the program, create a ZIP, and call this tool. Do not use init/onBar/onEnd for research. Research ZIP template (files must be at the ZIP root): Python: research-py/research.py ```py import json import os from datetime import datetime dataset_path = os.environ["RESEARCH_DATASET_PATH"] output_path = os.environ["RESEARCH_OUTPUT_PATH"] params = json.loads(os.environ["RESEARCH_PARAMS_JSON"]) date_from = datetime.strptime(params["dateFrom"], "%Y%m%d").date() date_to = datetime.strptime(params["dateTo"], "%Y%m%d").date() with open(output_path, "w", encoding="utf-8") as output: json.dump({"thesis": "replace with findings", "dateRange": {"from": str(date_from), "to": str(date_to)}, "params": params}, output) ``` JavaScript: research-js/research.js ```js const fs = require("fs"); const params = JSON.parse(process.env.RESEARCH_PARAMS_JSON); const { dateFrom, dateTo } = params; fs.writeFileSync(process.env.RESEARCH_OUTPUT_PATH, JSON.stringify({ thesis: "replace with findings", dateRange: { from: dateFrom, to: dateTo }, params })); ```

run_research

Run a structured init/onBar/onEnd strategy and return the complete performance report. Show the template, write the strategy, create a ZIP, and call this tool. Backtest ZIP template (files must be at the ZIP root): Python: strategy-py/strategy.py ```py def init(context): context.log("initialized") def onBar(bar, context): return [] def onEnd(summary, context): context.log(f"finished: {summary}") ``` JavaScript: strategy-js/strategy.js ```js function init(context) { context.log("initialized"); } function onBar(bar, context) { return []; } function onEnd(summary, context) { context.log(`finished: ${JSON.stringify(summary)}`); } module.exports = { init, onBar, onEnd }; ```

run_backtest

Return the best option strategies for one symbol with a simple signature.

scan_symbol_for_option_strategies

Fetch live option-chain data, compute GEX/Vanna/OI regime signals, and return deterministic top strategy candidates.

scan_symbols_for_option_strategies