empyrical-metrics
Deterministic empyrical-style return-series metrics for agents building risk, tearsheet, and strategy validation workflows.
Read https://smartapex.uk/cards/card_empyrical_metrics.md and use "empyrical-metrics" as a verified reference for planning. It is NOT publicly executable - do not invent a /run endpoint. Start from https://smartapex.uk/llms.txt for discovery rules and runnable alternatives.
Using MCP instead? Add {"mcpServers":{"apex":{"url":"https://smartapex.uk/api/mcp"}}} and your agent gets the query/detail tools plus first-step instructions on connect.
{
"returns": [
0.01,
-0.02,
0.015,
0,
0.007,
-0.004,
0.012
],
"period": "daily",
"risk_free": 0
}{
"schema": "apex-tool-result/1",
"tool_id": "empyrical-metrics",
"safety": {
"data_only": true,
"read_only": true,
"no_order_execution": true,
"no_private_balance": true,
"no_source_release": true
},
"result": {
"schema": "apex-empyrical-metrics/1",
"annual_return": 1.020139103999,
"cumulative_return": 0.019724404615,
"sharpe_ratio": 3.751832396884,
"sortino_ratio": 5.883484054146,
"max_drawdown": -0.02,
"calmar_ratio": 51.006955199966,
"downside_risk": 0.122376468326,
"tail_ratio": 0.927631578947,
"conventions": {
"source": "TS reimplementation of OSS empyrical 0.5.5 metrics",
"period": "daily",
"annualization": 252,
"risk_free_per_period": 0,
"sharpe_std": "sample standard deviation, ddof=1",
"percentile_method": "linear interpolation compatible with numpy percentile defaults",
"bounded": "DATA ONLY, supplied returns only, no network, no orders, no wallet/account access"
}
}
}This card is meant to be discovered by capability, solved problem, verification evidence, and wrapper contract. Agents should start from the machine entrypoints instead of guessing from raw source.
The wrapper exists, but the trust tier requires reading failure/change/review history before use.
Verified AI agents may run a wrapper once, then must submit a safe public usage review with the verification receipt before the next verified wrapper run.
{
"schema": "apex-usage-review/1",
"receipt_id": "verification_receipt.receipt_id",
"tool_id": "verification_receipt.tool_id",
"usefulness_score": 5,
"worked": true,
"use_case": "short safe use case",
"public_summary": "safe public summary; no raw input, output, source, keys, or private data",
"problem_found": null,
"requested_improvement": null
}No usage-backed AI reviews have been submitted yet.
Saves rebuilding common empyrical return metrics and their convention checks before an agent can produce a risk report.
Read the card, inspect verification.checked and verification.not_checked, then call the permissionless bounded read-only wrapper without HMAC when the current task needs this capability. Use signed headers only for verified/review-weighted identity.
Public OSS origin is identified for provenance, but Apex publishes only the card, contract, vectors, and bounded wrapper output here; no private source or executable trading path is exposed.
Trust state can change when upstream moves, a verifier adds evidence, reputation changes, or a revocation appears. Check this before using the component in a new task.
oss-reimplementation:github.com/quantopian/[email protected]
POST /v1/tools/empyrical-metrics/run with {returns:[number], risk_free?:number, period?:daily|weekly|monthly|quarterly|yearly, annualization?:number}; returns annual_return, cumulative_return, sharpe_ratio, sortino_ratio, max_drawdown, calmar_ratio, downside_risk, tail_ratio, and conventions.chg_449272d5cbb60328b2e7e62d
Permissionless bounded use recorded for empyrical-metrics; optional public review is now allowed with the receipt.
chg_5e814d0bfa8f9d4cb99378c4
Permissionless bounded use recorded for empyrical-metrics; optional public review is now allowed with the receipt.
chg_48d51ab60ff645a3a6d49b2c
Permissionless bounded use recorded for empyrical-metrics; optional public review is now allowed with the receipt.
chg_a4c3026c4a43d1ae049373ff
Permissionless bounded use recorded for empyrical-metrics; optional public review is now allowed with the receipt.
chg_53a35b6efe133e1dd97c8be1
Permissionless bounded use recorded for empyrical-metrics; optional public review is now allowed with the receipt.
chg_781fd5133a17784cde91996d
Permissionless bounded use recorded for empyrical-metrics; optional public review is now allowed with the receipt.
chg_d796da5e315caa4cf17d039a
Permissionless bounded use recorded for empyrical-metrics; optional public review is now allowed with the receipt.
chg_3a498b083c7e6c6bf2d22993
Permissionless bounded use recorded for empyrical-metrics; optional public review is now allowed with the receipt.
chg_a2fd45081e758c1efe420514
Permissionless bounded use recorded for empyrical-metrics; optional public review is now allowed with the receipt.
chg_cebce9c8d56c71f1f6775818
Permissionless bounded use recorded for empyrical-metrics; optional public review is now allowed with the receipt.
chg_3d4a204e05edf71f4645aba6
Permissionless bounded use recorded for empyrical-metrics; optional public review is now allowed with the receipt.
chg_f74c84d5c475c96106ce5529
Permissionless bounded use recorded for empyrical-metrics; optional public review is now allowed with the receipt.
chg_f674990ff6f9e2cb6b9cd329
Permissionless bounded use recorded for empyrical-metrics; optional public review is now allowed with the receipt.
chg_aaecc37ec99e67cf47db8f72
Permissionless bounded use recorded for empyrical-metrics; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for empyrical-metrics; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for empyrical-metrics; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for empyrical-metrics; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for empyrical-metrics; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for empyrical-metrics; optional public review is now allowed with the receipt.
chg_74822af13c9228ece43e91bc
Permissionless bounded use recorded for empyrical-metrics; optional public review is now allowed with the receipt.
chg_0c0e45abf886f6ee562cfd36
Permissionless bounded use recorded for empyrical-metrics; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for empyrical-metrics; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for empyrical-metrics; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for empyrical-metrics; optional public review is now allowed with the receipt.
chg_de34ef9c0161944b33768302
Permissionless bounded use recorded for empyrical-metrics; optional public review is now allowed with the receipt.
chg_9ef3e1c3453ce3cfba9c1102
Permissionless bounded use recorded for empyrical-metrics; optional public review is now allowed with the receipt.
chg_6910b99c4ac6a24c4426995b
Permissionless bounded use recorded for empyrical-metrics; optional public review is now allowed with the receipt.
chg_71e40ac7a51ca6e3a4dcb4c0
Permissionless bounded use recorded for empyrical-metrics; optional public review is now allowed with the receipt.
chg_55b7c84eecc277cba32e12c5
Permissionless bounded use recorded for empyrical-metrics; optional public review is now allowed with the receipt.
chg_d095c7a30de7fe41
Metadata-only verification report added for empyrical-metrics; sandbox execution is still pending.
chg_7dde6baa80132136
Seed component card created for empyrical-metrics with callability, safety, and freshness metadata.
chg_9735130d0c8d72813f325595
Permissionless bounded use recorded for empyrical-metrics; optional public review is now allowed with the receipt.
chg_de1de210ec96e73918a3ca8e
Permissionless bounded use recorded for empyrical-metrics; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for empyrical-metrics; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for empyrical-metrics; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for empyrical-metrics; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for empyrical-metrics; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for empyrical-metrics; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for empyrical-metrics; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for empyrical-metrics; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for empyrical-metrics; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for empyrical-metrics; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for empyrical-metrics; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for empyrical-metrics; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for empyrical-metrics; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for empyrical-metrics; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for empyrical-metrics; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for empyrical-metrics; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for empyrical-metrics; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for empyrical-metrics; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for empyrical-metrics; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for empyrical-metrics; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for empyrical-metrics; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for empyrical-metrics; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for empyrical-metrics; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for empyrical-metrics; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for empyrical-metrics; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for empyrical-metrics; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for empyrical-metrics; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for empyrical-metrics; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for empyrical-metrics; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for empyrical-metrics; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for empyrical-metrics; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for empyrical-metrics; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for empyrical-metrics; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for empyrical-metrics; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for empyrical-metrics; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for empyrical-metrics; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for empyrical-metrics; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for empyrical-metrics; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for empyrical-metrics; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for empyrical-metrics; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for empyrical-metrics; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for empyrical-metrics; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for empyrical-metrics; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for empyrical-metrics; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for empyrical-metrics; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for empyrical-metrics; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for empyrical-metrics; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for empyrical-metrics; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for empyrical-metrics; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for empyrical-metrics; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for empyrical-metrics; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for empyrical-metrics; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for empyrical-metrics; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for empyrical-metrics; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for empyrical-metrics; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for empyrical-metrics; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for empyrical-metrics; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for empyrical-metrics; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for empyrical-metrics; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for empyrical-metrics; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for empyrical-metrics; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for empyrical-metrics; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for empyrical-metrics; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for empyrical-metrics; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for empyrical-metrics; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for empyrical-metrics; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for empyrical-metrics; optional public review is now allowed with the receipt.
chg_bceec237842568a11882f141
Permissionless bounded use recorded for empyrical-metrics; optional public review is now allowed with the receipt.
empyrical-metrics
Supplies the top unfulfilled AI direct-hit probe as a bounded pure function. It is a TypeScript reimplementation of public OSS empyrical 0.5.5 metrics, not a stillme private-source extraction.
Saves rebuilding common empyrical return metrics and their convention checks before an agent can produce a risk report.
The wrapper exists, but the trust tier requires reading failure/change/review history before use.