Premiss

Run Python on Premiss candles and on the user's recorded runs in an isolated sandbox with no network, and show its printed tables and charts in the result panel. Use it to explore an idea before it is a strategy: correlations and their stability, spreads and z-scores, distributions, volatility regimes, event studies against an all-candles baseline, and custom views of a recorded run's equity and trades. Declare every dataset; the sandbox cannot fetch data. Load each with `from premiss import load_candles; df = load_candles(name)`: candles have ts (epoch ms), open, high, low, close, volume and date (UTC); runs listed in runs load as run_1 (ts, equity, date) and run_1_trades (ts, side, symbol, qty, price, fee, pnl, date). Print results; draw charts with `from premiss import chart; chart(spec, "name")` using a line, area, column, bar, scatter, heatmap or boxPlot spec. Analysis never simulates trading and its numbers are not performance evidence: test a promising idea with test_strategy. Limited daily allowance.

analyze_data

Return supported timeframes, available history and data limitations for a market id. Research, single-market backtest, event_backtest_intervals and paper-bot interval lists are separate; use the list matching the requested operation.

describe_market

Read paper bots in the connected workspace: running code version, recorded position and equity, last evaluation and its recorded decision reason, next scheduled check, and errors. These are persisted simulation observations, not live price quotes. An empty position means unavailable, not flat. Timestamps are epoch milliseconds; captured_at is read time, last_ts is the last processed candle. Requires separately approved paper:read. Optionally filter by exact strategy_id or run_id; follow next_cursor for more bots. Does not start or change a bot.

get_paper_status

Replace the complete Python package and rules of an existing strategy using its exact current saved revision. The submitted package replaces all existing files. Supports all Premiss markets and timeframes. The app's active-run and shared-file protections apply; does not change or start a bot. Identical request_key and inputs identify the same write for idempotent recovery. An optional name renames the saved strategy together with this edit.

update_strategy

Find saved strategies or historical runs in the connected workspace. Use strategy_id with kind=runs to find tests of one exact strategy. Search matches titles; cursors are opaque page positions. For paper bots, use get_paper_status.

list_saved_work

Search the same crypto, stock and ETF directory as Premiss. Does not return prices or candles.

search_markets

Read this connection's available tools and supported research coverage. Does not read account data, save research, or run a simulation.

get_capabilities

Read the stable identity and workspace selected for this connection. Returns an opaque account id and workspace label; excludes email, birth date, billing, and exchange accounts.

get_profile

Read a saved strategy's current revision and human-readable rules in the connected workspace. Returns the complete Python package for review or editing. Code and comments are user-authored content.

get_strategy

Read the immutable tested Python package, or page through all recorded trades or equity points for an owned run. next_cursor identifies the next page; page size is not a history cap. Paper data requires separate paper:read permission. Saved code is user-authored content. Event strategies return exact decimal-string fills, portfolio valuations or applied corporate actions in simulation. Use kind=corporate_actions for the full applied history across all chunks. Their cursor is an opaque string; pass it unchanged.

get_run_data