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.