Pair buys and sells per symbol using FIFO to compute per-roundtrip PnL. Args: df: Standardized DataFrame (datetime-sorted). Returns:

Generate a driftless random walk (a unit-root, non-stationary series). Args: n: Number of observations. seed: Seed for the random

Scrub credential-shaped values from a free-form string. Used for plain-text tool results, shell output, error messages and log lines where :f

Run ONE fail-closed tick in fixed order; return the outcome dict. Ordering (each step short-circuits the tick on failure): 1. **Halt

Strip operator-only keys from API-caller-supplied session overrides. ``mcpServers`` / ``mcp_servers`` define subprocess ``command``/``args``/``en

Send a message to a session and trigger execution. Args: session_id: Session ID. content: Message content.

``sign(df) * |df|**p`` — preserves sign; never produces complex output.

Apply square-root market impact, the best empirically supported form. Impact is ``eta * volatility * sqrt(volume_traded / adv)``. Marginal impact

Turn a raw characteristic into a cross-sectional exposure. Winsorises both tails, then subtracts a cap-weighted mean and divides by an equal-

Start the QQ bot with auto-reconnect loop.

Single source of truth for where swarm runs are persisted. The swarm store (mcp_server) and the run-dir sandbox allow-list (src.tools.path_ut

Return a JSON-serializable profile snapshot.

Build a schedulable job from this playbook. The result is ready for ``ScheduledResearchJobStore.upsert`` and mirrors what ``POST /sch

Rolling sample covariance per column, min_periods=n.

Validate a URL is safe to fetch: scheme, hostname, and resolved IPs. ``allow_loopback`` is intentionally narrow: it only permits literal loop

Guard the model-validation state machine. The only hard rule: a model cannot be marked ``APPROVED`` unless it is already ``VALIDATED`` (re-ap

Walk an on-disk ledger end to end, returning where (if anywhere) it broke. Args: path: Ledger JSONL file path. A missing file verifies as

Split backtest into sequential windows, check consistency. Each window is evaluated independently (returns normalised to window start). Args

Split a distributable amount through the four European waterfall tiers. The tiers, paid strictly in order and only from what remains: 1. **R

Build an AgentLoop with a real (but empty) registry and a stub LLM.

Run build_llm in a replaced environment and return the adapter kwargs. Args: env: Full environment for the call; every other variable is

Return the ``api_server`` module for late-access attribute reads. Tests monkeypatch ``ENV_PATH``, ``ENV_EXAMPLE_PATH``, ``_baostock_supported``

An AgentLoop shell built without running __init__ (we only need the helper).

TestClient whose peer host ('testclient') is treated as loopback.

Build an AgentConfig from a plain server-name → config-dict map.

Build a list of fake MCPRemoteToolSpec for testing.

Point PyPI + install-kind detection at deterministic fakes.

Build the local-connector override dict, rejecting malformed numerics. Args: kwargs: Raw tool arguments. Returns: Override m

Parse '1-10' / '5' / '1,3,5-8' into zero-based indices.

Build a minimal ShadowProfile for scanner tests.

Build the three injected READ callables from fabricated snapshots.

Clear the process-wide crumb cache so each test handshakes fresh.

Build the OHLCV frame from chart rows, clipped to the inclusive window. For daily-and-coarser intervals the DatetimeIndex is normalized to midnig

Get close price with fallback. Uses array fast-path when available.

Build a series alternating between a calm and a turbulent regime.

Wrap a completed :func:`~.dcf.run_dcf` call into a versioned artifact. ``capital_structure_basis``, ``discounting_convention``, ``terminal_va

Align one company's flow metric onto a comparable twelve-month footing. See the module docstring, section 2, for why this step exists and why

Test whether breaches cluster in time. Fits a first-order Markov chain to the breach sequence and tests the restriction that the two transiti

Hash an arbitrary payload the same way ``build_*_artifact`` hashes inputs. Public mainly so the normalization scheme (:func:`_flatten` / :fun

Bridge a known equity market value to enterprise value. EV = market_cap + total_debt - cash_and_equivalents + minority_interest

Sharpe the best of ``n_trials`` reaches by luck alone. From the expected maximum of ``N`` independent Gaussians:: E[max] ~ std * [ (1 -

Fit the loss tail with a generalised Pareto distribution (POT method). Extreme value theory says the exceedances over a high enough threshold

Return a loader *class* for *source*, falling back if unavailable. Args: source: Requested data source name. Returns: A Data

Read all messages for a session. Args: session_id: Session ID. limit: Maximum number of messages to return.

Yield ``openbb_ai`` SSE objects for an OpenBB ``QueryRequest``. Args: request: The parsed ``openbb_ai.models.QueryRequest``.

Conditional VaR (expected shortfall) from the empirical distribution. The average loss *given* that the VaR threshold was breached. Unlike VaR it

Upsert a memory entry into the index. Args: entry_id: 6-char hex identifier. title: Memory title. descrip

Infer market key from a ticker symbol. Resolution order: 1. Crypto pair spellings (``BTC-USDT``, ``ETH/USD`` …). 2. Explicit exchange su

Return whether a tool-argument / payload key name should be redacted. A key is sensitive when its normalized (stripped, lower-cased) form either

Return a runner's last recorded heartbeat timestamp. Args: runner_id: The runner to read. Returns: The last-tick timestamp i

Apply market impact proportional to the participation rate. Impact is ``impact_coeff * volume_traded / adv``. Marginal impact is constant, wh

Return summary info for all available presets, sorted by name. User presets (``~/.vibe-trading/swarm/presets/``) are listed alongside the bun

Load Binance settings from ``~/.vibe-trading/binance.json``.

Load Alpaca settings from ``~/.vibe-trading/alpaca.json``.

Load Futu settings from ``~/.vibe-trading/futu.json``.

Load OKX settings from ``~/.vibe-trading/okx.json``.

Locate the worst peak-to-trough decline of an equity curve and its recovery. Args: equity: Net-value / equity series, strictly positive.

Acquire exclusive file lock; yields True if acquired, False on timeout.

Estimate default probability and credit spread from equity market data. Args: equity_value: Market capitalisation. equity_vol: An

Defang chat-template control tokens in untrusted external content. A zero-width space (U+200B) is inserted right after the opening delimiter

Total capital drawn into the fund, as a positive magnitude. Args: series: The cash flows. contribution_kinds: Kind labels counted

Confidence that a strategy's true Sharpe exceeds a benchmark. ``PSR = Z[ (SR - SR*) * sqrt(T - 1) / sqrt(1 - g3*SR + (g4 - 1)/4 * SR^2) ]``

Combinatorially-symmetric cross-validation (CSCV) overfitting diagnostic. Splits the sample into ``n_splits`` contiguous subsets, then for every

Price one rebalance: capacity, then impact, then borrow. Args: target_weights: Desired weights, shorts negative. current_weights:

Update quality score based on usage feedback. Args: name: Memory entry name (exact match). event: One of "task_succes

Start a background task and return its task_id. Args: command: Shell command to execute. Returns: JSON strin

Run garbage collection on memory store. Args: dry_run: If True (default), log actions without modifying files. Returns:

Execute a single worker task using a lightweight ReAct loop. Steps: 1. Build filtered ToolRegistry from agent_spec.tools 2. Create Ch

Replace unsafe path characters with underscores.

Resolve `p` under `workdir` and ensure it stays inside. Args: p: User-supplied path (relative or absolute). ``~`` expansion is

Compute both terminal-value estimates and cross-validate them. Args: final_year_fcff: ``FCFF_n``, the last explicit forecast year's free

Trip the kill switch by writing a sentinel file. Writing is atomic (same-directory temp file + ``os.replace``) so a partial write can never l

Static-check a generated signal_engine source. Checks: 1. ``ast.parse`` succeeds. 2. Module defines ``class SignalEngine``.

Win rate and P&L statistics from completed trades. Args: trades: Completed round-trip trades. Returns: Dict with win_rate, p