Penny Vault api provides backend functionality for managing a quantiative invesment portfolio. It has functions for:
- Backtesting a strategy with a user provided set of parameters
- Running a strategy at regular intervals to and recording transactions
- Notifying clients of trade signals
- Calculating portfolio performance
The project is versioned in compliance with Semantic Versioning 2.0
mage build
To run the application use the pvapi executable. The HTTPS api can be served with:
pvapi serve -p 3000
For complete details run:
pvapi help
There are a number of configuration variables necessary to run pvapi. These can be provided via a toml file (see: config.toml.tmpl for an example), environment variables, or as flags to the command line.
This software follows the design principals laid out in the 12-factor app.