System R Risk Intelligence

System R Risk Intelligence

Pre-trade risk validation and position sizing for AI trading agents via G-formula and Iron Fist.

Category
访问服务器

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.

PyPI Python License: MIT

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:

  1. Pre-Trade Gate — call before every trade ($0.01)
  2. Backtest Diagnostic — 6-tool chain for system analysis (~$0.032)
  3. Post-Trade Analysis — execution quality review ($0.006)
  4. Market Scan — watchlist screening + signal scoring ($0.005+)
  5. 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

License

MIT

推荐服务器

Baidu Map

Baidu Map

百度地图核心API现已全面兼容MCP协议,是国内首家兼容MCP协议的地图服务商。

官方
精选
JavaScript
Playwright MCP Server

Playwright MCP Server

一个模型上下文协议服务器,它使大型语言模型能够通过结构化的可访问性快照与网页进行交互,而无需视觉模型或屏幕截图。

官方
精选
TypeScript
Magic Component Platform (MCP)

Magic Component Platform (MCP)

一个由人工智能驱动的工具,可以从自然语言描述生成现代化的用户界面组件,并与流行的集成开发环境(IDE)集成,从而简化用户界面开发流程。

官方
精选
本地
TypeScript
Audiense Insights MCP Server

Audiense Insights MCP Server

通过模型上下文协议启用与 Audiense Insights 账户的交互,从而促进营销洞察和受众数据的提取和分析,包括人口统计信息、行为和影响者互动。

官方
精选
本地
TypeScript
VeyraX

VeyraX

一个单一的 MCP 工具,连接你所有喜爱的工具:Gmail、日历以及其他 40 多个工具。

官方
精选
本地
graphlit-mcp-server

graphlit-mcp-server

模型上下文协议 (MCP) 服务器实现了 MCP 客户端与 Graphlit 服务之间的集成。 除了网络爬取之外,还可以将任何内容(从 Slack 到 Gmail 再到播客订阅源)导入到 Graphlit 项目中,然后从 MCP 客户端检索相关内容。

官方
精选
TypeScript
Kagi MCP Server

Kagi MCP Server

一个 MCP 服务器,集成了 Kagi 搜索功能和 Claude AI,使 Claude 能够在回答需要最新信息的问题时执行实时网络搜索。

官方
精选
Python
e2b-mcp-server

e2b-mcp-server

使用 MCP 通过 e2b 运行代码。

官方
精选
Neon MCP Server

Neon MCP Server

用于与 Neon 管理 API 和数据库交互的 MCP 服务器

官方
精选
Exa MCP Server

Exa MCP Server

模型上下文协议(MCP)服务器允许像 Claude 这样的 AI 助手使用 Exa AI 搜索 API 进行网络搜索。这种设置允许 AI 模型以安全和受控的方式获取实时的网络信息。

官方
精选