v0.4.0
Pre-release
Pre-release
Added
- Additional metrics in strategy list API; including: max draw down, downside risk, std. deviation, and more
- OpenAPI 3.0 documentation
- OpenTelemetry tracing
- New strategy: Keller's Protective Asset Allocation strategy (PAA)
- New strategy: Seeking Alpha SEEK algorithm
- New strategy: Momentum Driven Earnings Prediction algorithm
Changed
- /v1/ api now returns the current time in it's message
- Upgraded all libraries
- Switch to faster JSON serializer/deserializer: goccy/go-json, in some cases
it is up to 2x faster - Portfolio metrics are now computed using daily values (was formerly monthly)
- Data provider is now PVDB not Tiingo (to support strategies that invest in a large
number of securities)
Removed
- Tiingo data provider (all data pulled from pvdb now)
- FRED data provider (all data pulled from pvdb now)
Fixed
- When pvapi was running for a long time (>24 hrs) risk free rate data would become
out-dated. Set a refresh timer every 24 hours to update this data - Periodic refresh of JSON Web Key Set incase it is invalidated