An Angular application to live test investment strategies. Performance is tracked and evaluated on a remote server and displayed in this application. Results can be made available publicly or under a key to protect intellectual property. Backend investment logic is never exposed, only results and statistics related to performance are displayed. This application is designed such that everything can be controlled from the server including the menus displayed, statistics given, and timescale displayed on the graph.
Two addresses need to be specified under master/src/app/data.service.ts (details below). By default they are set to:
pollUrl = 'http://localhost:8008/data';
statsUrl = 'http://localhost:8008/stats';First, in order to display a graph and statistics for a specific strategy, this application will send a post request to pollUrl as such:
{
id : 'abcd1234', // the id of the algorithm that you want to view
key : 'somekey', // the key the user has submitted to the server. '' if no key
options : { // the selected options from the dropdown menus above the graph
'leverage' : 1.5, // these are examples, you can use whatever names and values you want
'rebalance' : 'weekly'
}
}The server should respond as such:
{
status : 200, //this value should be constant
dates : ['2017-01-02', '2017-01-02', ...], // array of date strings following this format
algorithm : [0, 0.006, 0.004, 0.0073, ...], // array with (normalized) data about algorithm performace
benchmark : [0, 0.005, 0.004, 0.0064, ...], // array with (normalized) benchmark data for comparison
benchmark-symbol : 'SPY', // the symbol that represents the benchmark above
options : { // options and parameters to appear in dropdown select menu above graph,
// selecting an option in the menu sends a new POST request to the server to get
// an updated version of the results with these options
leverage : [1.0, 1.5, 2.0], // these are examples, you can use whatever names and values you want
rebalance : ['weekly', 'monthly']
},
defaults : { // the defaults for the above options
leverage : 1.0,
rebalance : 'monthly'
},
stats : { // stats to display under the graph
returns : 2.13, // these are examples, you can use whatever names and values you want
alpha : 0.11,
beta : 0.33,
sharpe : 1.24,
drawdown : 0.51
}
}Second, in order to populate the dashboard that displays the available strategies, the application sends a request to statsUrl expecting to receive a response as such from the server:
[
{
id : 'abcd1234', // (string) some unique id to identify this strategy
desc : 'Some Description', // (string) simple description to be displayed on dashboard card
stats : { // a json object that returns whatever stats you want to display on the dashboard cards
alpha : 0.11, // these are just examples, these stats can have any name and value
beta : 0.29,
sharpe : 1.2
}
... // an array of x number or strategies following the above example
]In addition, an email can be specified under master/src/app/data.service.ts for others to request keys. This mailto link will appear under the "Request Keys" link. By default set to an empty string:
keysEmail = '';All calculations should take place on a remove server in order to protect intelectual property. It is recommended that performance time series data is stored in a database using SQL, MongoDB, etc for the purpose of security, stability and efficiency.
Alphavantage provides free live data for countless financial instruments across many markets for researchers, engineers, and business professionals. Historical and intraday data is also available using the free api. The API is extremely useful for live testing investment strategies.
This project was generated with Angular CLI version 6.0.8.
Run ng serve for a dev server. Navigate to http://localhost:4200/. The app will automatically reload if you change any of the source files.
Run ng generate component component-name to generate a new component. You can also use ng generate directive|pipe|service|class|guard|interface|enum|module.
Run ng build to build the project. The build artifacts will be stored in the dist/ directory. Use the --prod flag for a production build.
To get more help on the Angular CLI use ng help or go check out the Angular CLI README.