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include dividend reinvestment in trailing returns, add price data
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This commit is contained in:
Emil Lerch 2026-03-21 12:42:19 -07:00
parent 075f16ac52
commit 22b0d807bb
Signed by: lobo
GPG key ID: A7B62D657EF764F8
1 changed files with 57 additions and 15 deletions
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72
src/main.zig
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@ -64,8 +64,13 @@ fn handleHelp(_: *App, _: *httpz.Request, res: *httpz.Response) !void {
\\ GET /{SYMBOL}/options Raw SRF cache file
\\ GET /symbols List of tracked symbols
\\
\\Returns fields:
\\ trailing{1,3,5,10}YearReturn Total return with dividend reinvestment
\\ price{1,3,5,10}YearReturn Price-only return (from adjusted close)
\\ volatility 3-year annualized volatility
\\
\\XML example (LibreCalc):
\\ =FILTERXML(WEBSERVICE("http://host/AAPL/returns?fmt=xml"),"//trailing1YearReturn")
\\ =FILTERXML(WEBSERVICE("http://host/AAPL/returns?fmt=xml"),"//total10YearReturn")
\\
;
}
@ -143,17 +148,42 @@ fn handleReturns(app: *App, req: *httpz.Request, res: *httpz.Response) !void {
return;
}
const ret = zfin.performance.trailingReturns(candles);
// Price-only returns (from adjusted close)
const price_ret = zfin.performance.trailingReturns(candles);
var date_buf: [10]u8 = undefined;
const date_str = candles[candles.len - 1].date.format(&date_buf);
const risk = zfin.risk.trailingRisk(candles);
const r1y = if (ret.one_year) |r| r.annualized_return else null;
const r3y = if (ret.three_year) |r| r.annualized_return else null;
const r5y = if (ret.five_year) |r| r.annualized_return else null;
const r10y = if (ret.ten_year) |r| r.annualized_return else null;
const p1y = if (price_ret.one_year) |r| r.annualized_return else null;
const p3y = if (price_ret.three_year) |r| r.annualized_return else null;
const p5y = if (price_ret.five_year) |r| r.annualized_return else null;
const p10y = if (price_ret.ten_year) |r| r.annualized_return else null;
const vol = if (risk.three_year) |r| r.volatility else null;
// Total returns with dividend reinvestment (non-fatal if dividends unavailable).
// trailing* fields use total return when available, falling back to price-only.
var t1y: ?f64 = p1y;
var t3y: ?f64 = p3y;
var t5y: ?f64 = p5y;
var t10y: ?f64 = p10y;
if (app.svc.getDividends(symbol)) |div_result| {
defer zfin.Dividend.freeSlice(app.allocator, div_result.data);
const total = zfin.performance.trailingReturnsWithDividends(candles, div_result.data);
if (total.one_year) |r| {
t1y = r.annualized_return;
}
if (total.three_year) |r| {
t3y = r.annualized_return;
}
if (total.five_year) |r| {
t5y = r.annualized_return;
}
if (total.ten_year) |r| {
t10y = r.annualized_return;
}
} else |_| {}
// Check if XML requested
if (q.get("fmt")) |fmt| {
if (std.ascii.eqlIgnoreCase(fmt, "xml")) {
@ -166,16 +196,24 @@ fn handleReturns(app: *App, req: *httpz.Request, res: *httpz.Response) !void {
\\ <trailing3YearReturn>{s}</trailing3YearReturn>
\\ <trailing5YearReturn>{s}</trailing5YearReturn>
\\ <trailing10YearReturn>{s}</trailing10YearReturn>
\\ <price1YearReturn>{s}</price1YearReturn>
\\ <price3YearReturn>{s}</price3YearReturn>
\\ <price5YearReturn>{s}</price5YearReturn>
\\ <price10YearReturn>{s}</price10YearReturn>
\\ <volatility>{s}</volatility>
\\</returns>
\\
, .{
symbol,
date_str,
fmtPct(arena, r1y),
fmtPct(arena, r3y),
fmtPct(arena, r5y),
fmtPct(arena, r10y),
fmtPct(arena, t1y),
fmtPct(arena, t3y),
fmtPct(arena, t5y),
fmtPct(arena, t10y),
fmtPct(arena, p1y),
fmtPct(arena, p3y),
fmtPct(arena, p5y),
fmtPct(arena, p10y),
fmtPct(arena, vol),
});
return;
@ -184,14 +222,18 @@ fn handleReturns(app: *App, req: *httpz.Request, res: *httpz.Response) !void {
res.content_type = httpz.ContentType.JSON;
res.body = try std.fmt.allocPrint(arena,
\\{{"ticker":"{s}","returnDate":"{s}","trailing1YearReturn":{s},"trailing3YearReturn":{s},"trailing5YearReturn":{s},"trailing10YearReturn":{s},"volatility":{s}}}
\\{{"ticker":"{s}","returnDate":"{s}","trailing1YearReturn":{s},"trailing3YearReturn":{s},"trailing5YearReturn":{s},"trailing10YearReturn":{s},"price1YearReturn":{s},"price3YearReturn":{s},"price5YearReturn":{s},"price10YearReturn":{s},"volatility":{s}}}
, .{
symbol,
date_str,
fmtPct(arena, r1y),
fmtPct(arena, r3y),
fmtPct(arena, r5y),
fmtPct(arena, r10y),
fmtPct(arena, t1y),
fmtPct(arena, t3y),
fmtPct(arena, t5y),
fmtPct(arena, t10y),
fmtPct(arena, p1y),
fmtPct(arena, p3y),
fmtPct(arena, p5y),
fmtPct(arena, p10y),
fmtPct(arena, vol),
});
}