diff --git a/mcp_quant.py b/mcp_quant.py
index 087f8a07..52384048 100644
--- a/mcp_quant.py
+++ b/mcp_quant.py
@@ -2630,37 +2630,37 @@ async def _wrap_get_macd_signal(args: Dict[str, Any]):
     return await get_macd_signal(args.get("code"), args.get("days", 60))
 
 async def _wrap_check_oscillator_status(args: Dict[str, Any]):
-    return await check_oscillator_status(args.get("code"), args.get("days", 30))
+    return await check_oscillator_status(args.get("code"), args.get("days", 60))
 
 async def _wrap_analyze_bollinger_bands(args: Dict[str, Any]):
     return await analyze_bollinger_bands(args.get("code"), args.get("days", 60), args.get("period", 20))
 
 async def _wrap_calc_stop_loss_atr(args: Dict[str, Any]):
-    return await calc_stop_loss_atr(args.get("code"), args.get("days", 30), args.get("multiplier", 2.0))
+    return await calc_stop_loss_atr(args.get("code"), args.get("days", 30), args.get("atr_multiplier", 2.0))
 
 async def _wrap_analyze_market_heat(args: Dict[str, Any]):
-    return await analyze_market_heat(args.get("code"), args.get("days", 20))
+    return await analyze_market_heat(args.get("code"), args.get("days", 30))
 
 async def _wrap_check_volume_price_divergence(args: Dict[str, Any]):
-    return await check_volume_price_divergence(args.get("code"), args.get("days", 30))
+    return await check_volume_price_divergence(args.get("code"), args.get("days", 20))
 
 async def _wrap_check_new_high_breakout(args: Dict[str, Any]):
-    return await check_new_high_breakout(args.get("code"), args.get("days", 250))
+    return await check_new_high_breakout(args.get("code"), args.get("days", 60))
 
 async def _wrap_identify_candlestick_pattern(args: Dict[str, Any]):
     return await identify_candlestick_pattern(args.get("code"), args.get("days", 10))
 
 async def _wrap_find_price_gaps(args: Dict[str, Any]):
-    return await find_price_gaps(args.get("code"), args.get("days", 60), args.get("min_gap_pct", 2.0))
+    return await find_price_gaps(args.get("code"), args.get("days", 30))
 
 async def _wrap_calc_max_drawdown(args: Dict[str, Any]):
     return await calc_max_drawdown(args.get("code"), args.get("days", 250))
 
 async def _wrap_check_valuation_rank(args: Dict[str, Any]):
-    return await check_valuation_rank(args.get("code"), args.get("days", 250))
+    return await check_valuation_rank(args.get("code"), args.get("years", 3))
 
 async def _wrap_calc_price_zscore(args: Dict[str, Any]):
-    return await calc_price_zscore(args.get("code"), args.get("days", 60))
+    return await calc_price_zscore(args.get("code"), args.get("period", 60))
 
 async def _wrap_calc_market_profile_vpoc(args: Dict[str, Any]):
     return await calc_market_profile_vpoc(args.get("code"), args.get("date"))
@@ -2675,34 +2675,34 @@ async def _wrap_get_comprehensive_analysis(args: Dict[str, Any]):
     return await get_comprehensive_analysis(args.get("code"))
 
 async def _wrap_calc_rsi_divergence(args: Dict[str, Any]):
-    return await calc_rsi_divergence(args.get("code"), args.get("days", 60))
+    return await calc_rsi_divergence(args.get("code"), args.get("days", 60), args.get("rsi_period", 14))
 
 async def _wrap_calc_bollinger_squeeze(args: Dict[str, Any]):
-    return await calc_bollinger_squeeze(args.get("code"), args.get("days", 60))
+    return await calc_bollinger_squeeze(args.get("code"), args.get("days", 60), args.get("period", 20))
 
 async def _wrap_analyze_obv_trend(args: Dict[str, Any]):
     return await analyze_obv_trend(args.get("code"), args.get("days", 60))
 
 async def _wrap_calc_amihud_illiquidity(args: Dict[str, Any]):
-    return await calc_amihud_illiquidity(args.get("code"), args.get("days", 60))
+    return await calc_amihud_illiquidity(args.get("code"), args.get("days", 20))
 
 async def _wrap_calc_parkinson_volatility(args: Dict[str, Any]):
     return await calc_parkinson_volatility(args.get("code"), args.get("date"))
 
 async def _wrap_calc_trend_slope(args: Dict[str, Any]):
-    return await calc_trend_slope(args.get("code"), args.get("days", 60))
+    return await calc_trend_slope(args.get("code"), args.get("days", 20))
 
 async def _wrap_calc_hurst_exponent(args: Dict[str, Any]):
     return await calc_hurst_exponent(args.get("code"), args.get("days", 100))
 
 async def _wrap_test_cointegration(args: Dict[str, Any]):
-    return await test_cointegration(args.get("code1"), args.get("code2"), args.get("days", 120))
+    return await test_cointegration(args.get("code1"), args.get("code2"), args.get("days", 250))
 
 async def _wrap_calc_kelly_position(args: Dict[str, Any]):
     return await calc_kelly_position(args.get("win_rate"), args.get("win_loss_ratio"), args.get("max_position", 0.25))
 
 async def _wrap_search_similar_kline(args: Dict[str, Any]):
-    return await search_similar_kline(args.get("code"), args.get("lookback", 5), args.get("search_range", 250))
+    return await search_similar_kline(args.get("code"), args.get("lookback", 10), args.get("top_n", 5))
 
 async def _wrap_decompose_trend_simple(args: Dict[str, Any]):
     return await decompose_trend_simple(args.get("code"), args.get("days", 120))