feat: add get_orders and get_positions MCP tools

- Add get_orders tool: lists all orders for a strategy with symbol, side,
  type, status, price, amount, filled, cost, fee, fee_rate, slippage,
  created date. Supports window filter and limit parameter.
- Add get_positions tool: lists all positions for a strategy with symbol,
  amount, cost. Supports window filter.
- Add _all_orders() and _all_positions() helper functions
- Update tutorial notebook: 23 -> 25 tools, updated tool tables with
  strategy_ids/tag support columns, added orders/positions to docs

Author: MDUYN

examples/tutorial/notebooks/09_report_and_llm_workflow.ipynb

@@ -265,46 +265,53 @@
     "```\n",
     "\n",
     "Once running, your LLM in Copilot Chat (or any MCP client) automatically\n",
-    "discovers **23 tools** it can call."
+    "discovers **25 tools** it can call."
    ]
   },
   {
    "cell_type": "markdown",
    "id": "11",
    "metadata": {},
    "source": [
-    "## Step 4 — The LLM Toolkit (23 MCP Tools)\n",
+    "## Step 4 — The LLM Toolkit (25 MCP Tools)\n",
     "\n",
     "When the MCP server starts, the LLM gets access to these tool categories:\n",
     "\n",
     "### Data Exploration\n",
+    "| Tool | What it does | Supports `strategy_ids`? | Supports `tag`? |\n",
+    "|------|-------------|:---:|:---:|\n",
+    "| `list_strategies` | List all strategies with key metrics | ✅ | ✅ |\n",
+    "| `get_strategy_details` | Deep-dive into one strategy (all metrics, parameters) | — | — |\n",
+    "| `rank_strategies` | Rank by any metric (CAGR, Sharpe, max drawdown, etc.) | ✅ | ✅ |\n",
+    "| `compare_strategies` | Side-by-side comparison of 2 strategies | — | — |\n",
+    "| `get_full_analysis` | Complete data dump for AI analysis | ✅ | ✅ |\n",
+    "| `get_trading_activity` | Trading Activity table — all 12 trading metrics | ✅ | ✅ |\n",
+    "\n",
+    "### Time Series (all support multi-strategy stacking + window filter)\n",
+    "| Tool | What it does | Supports `strategy_ids`? | Supports `tag`? |\n",
+    "|------|-------------|:---:|:---:|\n",
+    "| `get_equity_curve` | Equity curve (portfolio value over time) | ✅ | ✅ |\n",
+    "| `get_drawdown_series` | Drawdown over time | ✅ | ✅ |\n",
+    "| `get_monthly_returns` | Monthly return heatmap grid | ✅ | ✅ |\n",
+    "| `get_yearly_returns` | Yearly return summary | ✅ | ✅ |\n",
+    "| `get_rolling_sharpe` | Rolling Sharpe ratio series | ✅ | ✅ |\n",
+    "| `get_correlation_matrix` | Strategy correlation matrix | ✅ | ✅ |\n",
+    "| `get_window_coverage` | Backtest window coverage info | ✅ | ✅ |\n",
+    "| `get_portfolio_snapshots` | Portfolio initial/final value & growth | ✅ | ✅ |\n",
+    "\n",
+    "### Trades, Orders & Positions (single strategy)\n",
     "| Tool | What it does |\n",
     "|------|-------------|\n",
-    "| `list_strategies` | List all strategies with key metrics |\n",
-    "| `get_strategy_details` | Deep-dive into one strategy (all metrics, parameters) |\n",
-    "| `rank_strategies` | Rank by any metric (CAGR, Sharpe, max drawdown, etc.) |\n",
-    "| `compare_strategies` | Side-by-side comparison of 2+ strategies |\n",
-    "| `get_full_analysis` | Complete data dump for AI analysis |\n",
-    "| `get_trading_activity` | Trading Activity table — all 12 trading metrics for every strategy |\n",
-    "\n",
-    "### Time Series & Trades (all support multi-strategy stacking + window filter)\n",
-    "| Tool | What it does | Multi-strategy? |\n",
-    "|------|-------------|:---:|\n",
-    "| `get_equity_curve` | Equity curve (portfolio value over time) | ✅ stacked table |\n",
-    "| `get_drawdown_series` | Drawdown over time | ✅ stacked table |\n",
-    "| `get_monthly_returns` | Monthly return heatmap grid | ✅ sequential per strategy |\n",
-    "| `get_yearly_returns` | Yearly return summary | ✅ stacked table |\n",
-    "| `get_rolling_sharpe` | Rolling Sharpe ratio series | ✅ stacked table |\n",
-    "| `get_trades` | All trades with entry/exit prices, P&L | single |\n",
-    "| `get_symbol_breakdown` | Per-symbol performance breakdown | single |\n",
-    "| `get_return_scenarios` | Best/worst case return scenarios | single |\n",
-    "| `get_correlation_matrix` | Strategy correlation matrix | all strategies |\n",
-    "| `get_window_coverage` | Backtest window coverage info | all strategies |\n",
-    "| `get_portfolio_snapshots` | Portfolio initial/final value & growth | ✅ stacked table |\n",
+    "| `get_trades` | All trades with entry/exit prices, P&L (top N by return magnitude) |\n",
+    "| `get_orders` | All orders with side, type, status, price, amount, fee, slippage |\n",
+    "| `get_positions` | All positions with symbol, amount, cost |\n",
+    "| `get_symbol_breakdown` | Per-symbol performance breakdown |\n",
+    "| `get_return_scenarios` | Best/worst case return scenarios |\n",
     "\n",
     "**Multi-strategy usage:** Pass `strategy_ids: [\"strat_A\", \"strat_B\", \"strat_C\"]`\n",
-    "instead of `strategy_id` to get a stacked comparison. Add `window: \"2024\"` to\n",
-    "filter to a specific backtest window.\n",
+    "instead of `strategy_id` to get a stacked comparison. Add `window: \"2024\"`\n",
+    "to filter to a specific backtest window. Or use `tag: \"experiment_A\"`\n",
+    "to filter by batch tag.\n",
     "\n",
     "### Notes & Report Building\n",
     "| Tool | What it does |\n",
@@ -314,7 +321,7 @@
     "| `get_note` | Read a note (shows snapshot IDs for embedding) |\n",
     "| `update_note` | Update note content, selections, or embed snapshots |\n",
     "| `delete_note` | Remove a note |\n",
-    "| `filter_strategies` | Apply a note's keep/maybe/reject selections to the dashboard |"
+    "| `filter_strategies` | Filter strategies by metric conditions (supports `strategy_ids` + `tag` pre-filtering) |"
    ]
   },
   {

investing_algorithm_framework/cli/mcp_server.py

@@ -241,6 +241,62 @@ def _top_trades(bt, n=10):
     return all_trades[:n]
 
 
+def _all_orders(bt, window=None, limit=50):
+    """Get all orders for a strategy across windows."""
+    orders = []
+    for run in bt.get_all_backtest_runs():
+        if window and run.backtest_date_range_name != window:
+            continue
+        wname = run.backtest_date_range_name or "—"
+        for o in (run.orders or []):
+            price = getattr(o, 'price', 0) or 0
+            amount = getattr(o, 'amount', 0) or 0
+            filled = getattr(o, 'filled', 0) or 0
+            fee = getattr(o, 'order_fee', 0) or 0
+            fee_rate = getattr(o, 'order_fee_rate', 0) or 0
+            slippage = getattr(o, 'slippage', 0) or 0
+            created = getattr(o, 'created_at', None)
+            orders.append({
+                "symbol": getattr(o, 'target_symbol', '—'),
+                "side": str(getattr(o, 'order_side', '—')),
+                "type": str(getattr(o, 'order_type', '—')),
+                "status": str(getattr(o, 'status', '—')),
+                "price": round(float(price), 4),
+                "amount": round(float(amount), 6),
+                "filled": round(float(filled), 6),
+                "cost": round(float(amount) * float(price), 2),
+                "fee": round(float(fee), 4),
+                "fee_rate": round(float(fee_rate), 4),
+                "slippage": round(float(slippage), 4),
+                "created": _fmt_date(created),
+                "window": wname,
+            })
+    orders.sort(
+        key=lambda x: x["created"] if x["created"] != "—" else "",
+        reverse=True,
+    )
+    return orders[:limit]
+
+
+def _all_positions(bt, window=None):
+    """Get all positions for a strategy across windows."""
+    positions = []
+    for run in bt.get_all_backtest_runs():
+        if window and run.backtest_date_range_name != window:
+            continue
+        wname = run.backtest_date_range_name or "—"
+        for p in (run.positions or []):
+            amount = getattr(p, 'amount', 0) or 0
+            cost = getattr(p, 'cost', 0) or 0
+            positions.append({
+                "symbol": getattr(p, 'symbol', '—'),
+                "amount": round(float(amount), 6),
+                "cost": round(float(cost), 2),
+                "window": wname,
+            })
+    return positions
+
+
 def _full_analysis(backtests, tags=None):
     """Generate a complete analysis markdown document."""
     has_tags = tags and any(tags.values())
@@ -1214,6 +1270,66 @@ def _get_tools(self):
                     "required": ["strategy_id"],
                 },
             },
+            {
+                "name": "get_orders",
+                "description": (
+                    "Get all orders for a strategy — symbol, side, type, "
+                    "status, price, amount, filled, cost, fee, fee_rate, "
+                    "slippage, and creation date. Optionally filter by "
+                    "window. Sorted by date (newest first)."
+                ),
+                "inputSchema": {
+                    "type": "object",
+                    "properties": {
+                        "strategy_id": {
+                            "type": "string",
+                            "description": (
+                                "The algorithm_id of the strategy"
+                            ),
+                        },
+                        "window": {
+                            "type": "string",
+                            "description": (
+                                "Optional: specific window name "
+                                "to filter by"
+                            ),
+                        },
+                        "limit": {
+                            "type": "integer",
+                            "description": (
+                                "Max orders to return (default 50)"
+                            ),
+                        },
+                    },
+                    "required": ["strategy_id"],
+                },
+            },
+            {
+                "name": "get_positions",
+                "description": (
+                    "Get all positions for a strategy — symbol, amount, "
+                    "and cost. Optionally filter by window."
+                ),
+                "inputSchema": {
+                    "type": "object",
+                    "properties": {
+                        "strategy_id": {
+                            "type": "string",
+                            "description": (
+                                "The algorithm_id of the strategy"
+                            ),
+                        },
+                        "window": {
+                            "type": "string",
+                            "description": (
+                                "Optional: specific window name "
+                                "to filter by"
+                            ),
+                        },
+                    },
+                    "required": ["strategy_id"],
+                },
+            },
             {
                 "name": "get_equity_curve",
                 "description": (
@@ -2018,6 +2134,72 @@ def _handle_tool_call(self, name, arguments):
                 )
             return md
 
+        elif name == "get_orders":
+            sid = arguments.get("strategy_id", "")
+            bt = self._bt_map.get(sid)
+            if not bt:
+                return f"Strategy '{sid}' not found."
+            window = arguments.get("window")
+            limit = arguments.get("limit", 50)
+            orders = _all_orders(bt, window=window, limit=limit)
+            if not orders:
+                return "No orders found."
+            md = f"# Orders for {sid}\n\n"
+            md += (
+                "| Symbol | Side | Type | Status"
+                " | Price | Amount | Filled"
+                " | Cost | Fee | Fee Rate"
+                " | Slippage | Created | Window |\n"
+            )
+            md += (
+                "|--------|------|------|--------"
+                "|-------|--------|--------"
+                "|------|-----|----------"
+                "|----------|---------|--------|\n"
+            )
+            for o in orders:
+                md += (
+                    f"| {o['symbol']} "
+                    f"| {o['side']} "
+                    f"| {o['type']} "
+                    f"| {o['status']} "
+                    f"| {o['price']} "
+                    f"| {o['amount']} "
+                    f"| {o['filled']} "
+                    f"| {o['cost']} "
+                    f"| {o['fee']} "
+                    f"| {o['fee_rate']} "
+                    f"| {o['slippage']} "
+                    f"| {o['created']} "
+                    f"| {o['window']} |\n"
+                )
+            md += (
+                f"\n*Showing {len(orders)} orders"
+                f" (limit: {limit})*\n"
+            )
+            return md
+
+        elif name == "get_positions":
+            sid = arguments.get("strategy_id", "")
+            bt = self._bt_map.get(sid)
+            if not bt:
+                return f"Strategy '{sid}' not found."
+            window = arguments.get("window")
+            positions = _all_positions(bt, window=window)
+            if not positions:
+                return "No positions found."
+            md = f"# Positions for {sid}\n\n"
+            md += "| Symbol | Amount | Cost | Window |\n"
+            md += "|--------|--------|------|--------|\n"
+            for p in positions:
+                md += (
+                    f"| {p['symbol']} "
+                    f"| {p['amount']} "
+                    f"| {p['cost']} "
+                    f"| {p['window']} |\n"
+                )
+            return md
+
         elif name == "get_equity_curve":
             window = arguments.get("window")
             sids = self._resolve_sids(arguments)