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v0.4.0

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@jdfergason jdfergason released this 13 Aug 21:01
· 590 commits to main since this release
da1da29

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