changepoint_* tool: offline detection by PELT, binary segmentation, bottom-up merging, window sliding, dynamic programming or kernel search, with segment costs for shifts in mean, median, mean and covariance, distribution (kernel, cosine, rank), Mahalanobis distance, regression coefficients, continuous trends and autoregressive dynamics, stopped by a number of breaks, a penalty or a cost budget. Finance tools find volatility and return regimes, trend changes, beta and hedge-ratio breaks and mean-reversion regime changes in spreads and rates; penalty sweeps, the choice of the number of breaks, segmentation metrics and synthetic teaching signals complete it. It runs on Fincept’s servers; your agent sends numbers or data references and gets back a result envelope with tables and charts.
Fincept Change Points tools are free. They count toward the rate limit only; a
$fincept reference inside a call is charged like a direct call to that tool.Modules
Tools are grouped in modules. Each module is a toolset namedchangepoint_<module>, so you can list it or search within it. The Fincept Change Points reference lists every module and tool.
changepoint_catalog returns the live list of modules and tools from inside your agent.
Inputs
Prices become returns before the search with
transform: pct_change for simple returns, log_return for log returns. changepoint_return_regimes takes prices by default and returns with returns_data: true.
Limits
A computation that runs past its time limit answers
timeout; a busy engine answers busy and the call can be retried a few seconds later.
Outputs
Every search returns the change points with their dates, each segment’s span and statistics, and the signal with its segment means or fitted trend and the breaks marked as a series with a chart.changepoint_return_regimes adds each regime’s annualised return and volatility, Sharpe ratio, cumulative return, maximum drawdown and mean correlation; changepoint_regression_breaks and changepoint_ar_breaks the coefficients, persistence and half-life per regime. changepoint_penalty_sweep and changepoint_select_count return the number of breaks at each penalty or by BIC, AIC and the elbow, with the chosen segmentation.
Example
Prompt
volatility regimes, finds changepoint_return_regimes, and passes the closes as values and their dates as dates, both $fincept references to market_get_candles (candles.close and candles.time).