pv-api
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
Building
mage build
Running
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
Configuring
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.
Design principals
This software follows the design principals laid out in the 12-factor app.