get_earnings_calendar

io.github.quantustik/mcp · Verify this server

Get the earnings calendar (next + last report) for one S&P 500 ticker. Earnings are a scheduled volatility event. A swing entry held into a print carries gap risk that no stop can protect against — the price can jump the stop overnight. This tool surfaces the next-upcoming and last-reported earnings dates plus a derived `earnings_risk_note` so an agent can time entries around the event rather than blindly into it. Edge / risk discipline: when the next report is <= 5 days out, swing BUYs are suppressed server-side (see get_signal / get_trade_plan) — the note here says so loudly and flags any entry as elevated gap risk. Far from a print, the note is neutral. This is the timing companion to get_trade_plan. Graceful degradation: earnings data is a silently-degrading signal. When no data is available (cold cache + no live source), `available` is false and `next`/`last` are null — treat that as "unknown", not "no earnings". Args: ticker: Stock ticker symbol (e.g. "AAPL", "MSFT", "NVDA"). Case-insensitive. Returns a dict with available, next, last, days_until_next, earnings_risk_note, as_of and disclaimer embedded in the payload.