butterygg / whip

Treasury Risk Analytics Dashboard with Strategy Backtesting for DAOs
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✨ Add Metrics TimeSeries #90

Closed acemasterjb closed 2 years ago

acemasterjb commented 2 years ago

Summary

Fixes #80

Details

This PR exposes the historical 7-day avg standard deviation and historical returns to the portfolio endpoint.

The volatility property of each asset in this endpoint response will be replaced with metrics containing the historical std_dev as volatility and returns as returns as timeseries.

Further Improvements

The graph on the frontend will need to also plot these timeseries on the three timeframes (1-yr, 3-months, 1-month).