get_signals_batch

io.github.quantustik/mcp · Verify this server

Get signals (or trade plans) for many S&P 500 tickers in ONE call. Built for portfolio / watchlist sweeps: a research agent analysing 10–30 names should fan out once here instead of N separate get_signal / get_trade_plan round-trips (N quota decrements, N disclaimer copies, N chances for partial failure). This is a pure transform over data already exposed by get_signal / get_trade_plan — no new model work. Per-ticker failure isolation: a not-found / timeout on one symbol records an entry in ``errors`` and the batch continues — one bad ticker never aborts the whole call. Input tickers are de-duplicated (first-seen order preserved) and capped at 25 per call; pass more and the extras are dropped with ``truncated: true``. Args: tickers: List of S&P 500 symbols (e.g. ["AAPL", "MSFT", "NVDA"]). Case-insensitive. Max 25 processed per call. plan: When False (default) each result is the get_signal payload (raw verdict + levels). When True each result is the full get_trade_plan payload (entry/exit ladder/sizing/risk; actionable=false unless a >=2:1 BUY/EXIT). Returns a dict: count (successful lookups), requested, truncated, results (keyed by ticker symbol), errors (keyed by ticker symbol), and disclaimer.