System R Risk Intelligence
Pre-trade risk validation and position sizing for AI trading agents via G-formula and Iron Fist.
README
systemr
<!-- mcp-name: io.github.System-R-AI/systemr-risk-intelligence -->
Python SDK for agents.systemr.ai — Trading & Investment Operating System for AI agents.
47 tools for position sizing, risk validation, regime detection, Greeks analysis, equity curves, Monte Carlo simulation, signal scoring, trade planning, compliance checks, and more.
Install
pip install systemr
Quick Start
from systemr import SystemRClient
client = SystemRClient(api_key="sr_agent_...")
# Pre-trade gate: sizing + risk + health in one call ($0.01)
gate = client.pre_trade_gate(
symbol="AAPL",
direction="long",
entry_price="185.50",
stop_price="180.00",
equity="100000",
)
if gate["gate_passed"]:
print(f"Buy {gate['sizing']['shares']} shares")
Three Ways to Use Tools
1. Named Methods (common operations)
# Position sizing ($0.003)
size = client.calculate_position_size(
equity="100000", entry_price="185.50",
stop_price="180.00", direction="long",
)
# Risk validation ($0.004)
risk = client.check_risk(
symbol="AAPL", direction="long",
entry_price="185.50", stop_price="180.00",
quantity="100", equity="100000",
)
# Pre-trade gate ($0.01)
gate = client.pre_trade_gate(
symbol="AAPL", direction="long",
entry_price="185.50", stop_price="180.00",
equity="100000", r_multiples=["1.5", "-1.0", "2.0"],
)
# System assessment ($2.00)
assessment = client.assess_system(
r_multiples=["1.5", "-1.0", "2.0", "-0.5", "1.8",
"0.8", "-0.3", "2.5", "-1.0", "1.2"],
)
print(assessment["verdict"]) # STRONG_SYSTEM, VIABLE_SYSTEM, etc.
2. Generic Tool Call (all 47 tools)
# Equity curve from R-multiples ($0.004)
curve = client.call_tool("calculate_equity_curve",
r_multiples=["1.5", "-1.0", "2.0", "-0.5", "1.8"],
starting_equity="100000",
)
print(curve["total_return"], curve["max_drawdown_pct"])
# Signal quality scoring ($0.003)
signal = client.call_tool("score_signal",
conditions_met=4, total_conditions=5,
regime_aligned=True, indicator_confluence=3,
volume_confirmed=True, risk_reward_ratio="2.5",
)
# Regime detection ($0.006)
regime = client.call_tool("detect_regime",
prices=["180", "182", "179", "185", "188", "186"],
)
# Greeks analysis ($0.006)
greeks = client.call_tool("analyze_greeks",
chain=[{
"symbol": "AAPL240315C00185000",
"underlying_symbol": "AAPL",
"strike": "185", "expiration": "2024-03-15",
"option_type": "CALL", "bid": "5.20", "ask": "5.50",
"last": "5.35", "volume": 1000, "open_interest": 5000,
"implied_volatility": "0.25",
}],
underlying_price="185.50",
)
# List all available tools
tools = client.list_tools()
print(f"{tools['tool_count']} tools available")
3. Workflow Chains (multi-tool sequences)
# Full backtest diagnostic (6 tools, ~$0.032)
diag = client.run_backtest_diagnostic(
r_multiples=["1.5", "-1.0", "2.0", "-0.5", "1.8",
"0.8", "-0.3", "2.5", "-1.0", "1.2"],
starting_equity="100000",
)
print(diag["system_r_score"]["grade"]) # A, B, C, D, F
print(diag["equity_curve"]["total_return"]) # total return
print(diag["monte_carlo"]["median_final_equity"])
print(diag["variance_killers"]) # what's hurting G
# Post-trade analysis (2 tools, $0.006)
post = client.run_post_trade_analysis(
realized_pnl="500.00", realized_r="1.50",
mfe="800.00", one_r_dollars="333.33",
entry_price="180.00", exit_price="185.00",
quantity=100, direction="LONG",
)
print(post["outcome"]["outcome"]) # WIN/LOSS/BREAKEVEN
print(post["outcome"]["efficiency_score"]) # how much R captured
# Market scan + signal scoring (2+ tools, $0.005+)
scan = client.run_market_scan(
symbols=["AAPL", "MSFT", "GOOGL"],
conditions=["rsi_oversold", "volume_spike"],
market_data={
"AAPL": {"indicators": {"rsi_14": "25", "relative_volume": "2.0"},
"current_price": "180.00", "regime": "RANGING", "atr": "3.50"},
"MSFT": {"indicators": {"rsi_14": "55", "relative_volume": "0.8"},
"current_price": "400.00", "regime": "TRENDING_UP", "atr": "5.00"},
},
)
for signal in scan["scored_signals"]:
print(f"{signal['symbol']}: confidence={signal['signal_confidence']}")
All 47 Tools
| Category | Tools | Cost Range |
|---|---|---|
| Compound (2) | pre_trade_gate, assess_trading_system | $0.01-$2.00 |
| Core (4) | position_sizing, risk_check, evaluate_performance, get_pricing | $0.003-$1.00 |
| Analysis (18) | drawdown, monte_carlo, kelly, variance_killers, win_loss, what_if, confidence, consistency, correlation, distribution, recovery, risk_adjusted, segmentation, execution_quality, peak_valley, rolling_g, system_r_score, equity_curve | $0.004-$0.008 |
| Intelligence (11) | detect_regime, detect_patterns, structural_break, trend_structure, indicators, price_structure, correlations, liquidity, greeks, iv_surface, futures_curve, options_flow | $0.004-$0.008 |
| Planning (4) | options_sizing, futures_sizing, options_plan, futures_plan | $0.004-$0.008 |
| Data (3) | calculate_pnl, expected_value, compliance | $0.003-$0.004 |
| System (5) | equity_curve, score_signal, trade_outcome, margin, scanner | $0.002-$0.005 |
Use client.list_tools() for the full list with descriptions and input schemas.
Workflow Cookbook
See examples/workflow_cookbook.py for 5 complete runnable workflows:
- Pre-Trade Gate — call before every trade ($0.01)
- Backtest Diagnostic — 6-tool chain for system analysis (~$0.032)
- Post-Trade Analysis — execution quality review ($0.006)
- Market Scan — watchlist screening + signal scoring ($0.005+)
- System Assessment — comprehensive edge evaluation ($2.00)
Plus a full agent loop combining all workflows.
Get an API Key
import httpx
resp = httpx.post("https://agents.systemr.ai/v1/agents/register", json={
"owner_id": "your-id",
"agent_name": "my-trading-agent",
"agent_type": "trading",
})
data = resp.json()
print(data["api_key"]) # sr_agent_... (save this, shown only once)
Free tier: $30 USDC credited on registration (~10,000+ basic tool calls).
Error Handling
from systemr import SystemRClient, AuthenticationError, InsufficientBalanceError, SystemRError
client = SystemRClient(api_key="sr_agent_...")
try:
result = client.call_tool("detect_regime", prices=["180", "182", "179"])
except AuthenticationError:
print("Invalid API key or agent inactive")
except InsufficientBalanceError:
print("Deposit USDC to continue")
except SystemRError as e:
print(f"API error {e.status_code}: {e.detail}")
Context Manager
with SystemRClient(api_key="sr_agent_...") as client:
gate = client.pre_trade_gate(
symbol="AAPL", direction="long",
entry_price="185.50", stop_price="180.00",
equity="100000",
)
MCP (Model Context Protocol)
System R is also available as an MCP server in the official MCP Registry. Any MCP-compatible agent (Claude, ChatGPT, etc.) can connect directly:
{
"mcpServers": {
"systemr": {
"url": "https://agents.systemr.ai/mcp/sse",
"transport": "sse"
}
}
}
Links
- Live API — Production endpoint
- Demo Agent — Reference implementation with workflow examples
- MCP Registry — MCP server listing
License
MIT
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