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Author SHA1 Message Date
be48c4a8e3
pick up money market synthesis in zfin
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2026-03-21 13:25:25 -07:00
926fb64362
add last close to returns 2026-03-21 13:06:04 -07:00
5ffd9c1c8e
add volatility times and latest 2026-03-21 13:05:13 -07:00
2 changed files with 45 additions and 7 deletions

View file

@ -14,8 +14,8 @@
.hash = "httpz-0.0.0-PNVzrBtMBwAPcQx3mNEgat3Xbsynw-eIC9SmOX5M9XtP", .hash = "httpz-0.0.0-PNVzrBtMBwAPcQx3mNEgat3Xbsynw-eIC9SmOX5M9XtP",
}, },
.zfin = .{ .zfin = .{
.url = "git+https://git.lerch.org/lobo/zfin#1cd775c27e80371a53aae2a58bb1c8156256abe7", .url = "git+https://git.lerch.org/lobo/zfin#913996072ee06c81121f50657e325ce8a56856e6",
.hash = "zfin-0.0.0-J-B21o_VCwC6uOv6mCU4T_qCGEjz26zfY5u6kQ5XQuaj", .hash = "zfin-0.0.0-J-B21paODADTI5LGofs453BW06vDDK9UZl1LapWa-8eb",
}, },
}, },
} }

View file

@ -65,9 +65,12 @@ fn handleHelp(_: *App, _: *httpz.Request, res: *httpz.Response) !void {
\\ GET /symbols List of tracked symbols \\ GET /symbols List of tracked symbols
\\ \\
\\Returns fields: \\Returns fields:
\\ lastClose Last closing price
\\ trailing{1,3,5,10}YearReturn Total return with dividend reinvestment \\ trailing{1,3,5,10}YearReturn Total return with dividend reinvestment
\\ price{1,3,5,10}YearReturn Price-only return (from adjusted close) \\ price{1,3,5,10}YearReturn Price-only return (from adjusted close)
\\ volatility 3-year annualized volatility \\ volatility Longest-term available annualized volatility
\\ volatilityTerm Period (years) of the volatility field
\\ volatility{1,3,5,10}Year Per-period annualized volatility
\\ \\
\\XML example (LibreCalc): \\XML example (LibreCalc):
\\ =FILTERXML(WEBSERVICE("http://host/AAPL/returns?fmt=xml"),"//total10YearReturn") \\ =FILTERXML(WEBSERVICE("http://host/AAPL/returns?fmt=xml"),"//total10YearReturn")
@ -148,6 +151,8 @@ fn handleReturns(app: *App, req: *httpz.Request, res: *httpz.Response) !void {
return; return;
} }
const last_close = candles[candles.len - 1].close;
// Price-only returns (from adjusted close) // Price-only returns (from adjusted close)
const price_ret = zfin.performance.trailingReturns(candles); const price_ret = zfin.performance.trailingReturns(candles);
var date_buf: [10]u8 = undefined; var date_buf: [10]u8 = undefined;
@ -158,7 +163,16 @@ fn handleReturns(app: *App, req: *httpz.Request, res: *httpz.Response) !void {
const p3y = if (price_ret.three_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 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 p10y = if (price_ret.ten_year) |r| r.annualized_return else null;
const vol = if (risk.three_year) |r| r.volatility else null;
// Per-period volatility
const v1y = if (risk.one_year) |r| r.volatility else null;
const v3y = if (risk.three_year) |r| r.volatility else null;
const v5y = if (risk.five_year) |r| r.volatility else null;
const v10y = if (risk.ten_year) |r| r.volatility else null;
// Longest-term volatility convenience fields
const vol_best = v10y orelse v5y orelse v3y orelse v1y;
const vol_term: ?u8 = if (v10y != null) 10 else if (v5y != null) 5 else if (v3y != null) 3 else if (v1y != null) 1 else null;
// Total returns with dividend reinvestment (non-fatal if dividends unavailable). // Total returns with dividend reinvestment (non-fatal if dividends unavailable).
// trailing* fields use total return when available, falling back to price-only. // trailing* fields use total return when available, falling back to price-only.
@ -192,6 +206,7 @@ fn handleReturns(app: *App, req: *httpz.Request, res: *httpz.Response) !void {
\\<returns> \\<returns>
\\ <ticker>{s}</ticker> \\ <ticker>{s}</ticker>
\\ <returnDate>{s}</returnDate> \\ <returnDate>{s}</returnDate>
\\ <lastClose>{d:.2}</lastClose>
\\ <trailing1YearReturn>{s}</trailing1YearReturn> \\ <trailing1YearReturn>{s}</trailing1YearReturn>
\\ <trailing3YearReturn>{s}</trailing3YearReturn> \\ <trailing3YearReturn>{s}</trailing3YearReturn>
\\ <trailing5YearReturn>{s}</trailing5YearReturn> \\ <trailing5YearReturn>{s}</trailing5YearReturn>
@ -201,11 +216,17 @@ fn handleReturns(app: *App, req: *httpz.Request, res: *httpz.Response) !void {
\\ <price5YearReturn>{s}</price5YearReturn> \\ <price5YearReturn>{s}</price5YearReturn>
\\ <price10YearReturn>{s}</price10YearReturn> \\ <price10YearReturn>{s}</price10YearReturn>
\\ <volatility>{s}</volatility> \\ <volatility>{s}</volatility>
\\ <volatilityTerm>{s}</volatilityTerm>
\\ <volatility1Year>{s}</volatility1Year>
\\ <volatility3Year>{s}</volatility3Year>
\\ <volatility5Year>{s}</volatility5Year>
\\ <volatility10Year>{s}</volatility10Year>
\\</returns> \\</returns>
\\ \\
, .{ , .{
symbol, symbol,
date_str, date_str,
last_close,
fmtPct(arena, t1y), fmtPct(arena, t1y),
fmtPct(arena, t3y), fmtPct(arena, t3y),
fmtPct(arena, t5y), fmtPct(arena, t5y),
@ -214,7 +235,12 @@ fn handleReturns(app: *App, req: *httpz.Request, res: *httpz.Response) !void {
fmtPct(arena, p3y), fmtPct(arena, p3y),
fmtPct(arena, p5y), fmtPct(arena, p5y),
fmtPct(arena, p10y), fmtPct(arena, p10y),
fmtPct(arena, vol), fmtPct(arena, vol_best),
fmtInt(arena, vol_term),
fmtPct(arena, v1y),
fmtPct(arena, v3y),
fmtPct(arena, v5y),
fmtPct(arena, v10y),
}); });
return; return;
} }
@ -222,10 +248,11 @@ fn handleReturns(app: *App, req: *httpz.Request, res: *httpz.Response) !void {
res.content_type = httpz.ContentType.JSON; res.content_type = httpz.ContentType.JSON;
res.body = try std.fmt.allocPrint(arena, res.body = try std.fmt.allocPrint(arena,
\\{{"ticker":"{s}","returnDate":"{s}","trailing1YearReturn":{s},"trailing3YearReturn":{s},"trailing5YearReturn":{s},"trailing10YearReturn":{s},"price1YearReturn":{s},"price3YearReturn":{s},"price5YearReturn":{s},"price10YearReturn":{s},"volatility":{s}}} \\{{"ticker":"{s}","returnDate":"{s}","lastClose":{d:.2},"trailing1YearReturn":{s},"trailing3YearReturn":{s},"trailing5YearReturn":{s},"trailing10YearReturn":{s},"price1YearReturn":{s},"price3YearReturn":{s},"price5YearReturn":{s},"price10YearReturn":{s},"volatility":{s},"volatilityTerm":{s},"volatility1Year":{s},"volatility3Year":{s},"volatility5Year":{s},"volatility10Year":{s}}}
, .{ , .{
symbol, symbol,
date_str, date_str,
last_close,
fmtPct(arena, t1y), fmtPct(arena, t1y),
fmtPct(arena, t3y), fmtPct(arena, t3y),
fmtPct(arena, t5y), fmtPct(arena, t5y),
@ -234,7 +261,12 @@ fn handleReturns(app: *App, req: *httpz.Request, res: *httpz.Response) !void {
fmtPct(arena, p3y), fmtPct(arena, p3y),
fmtPct(arena, p5y), fmtPct(arena, p5y),
fmtPct(arena, p10y), fmtPct(arena, p10y),
fmtPct(arena, vol), fmtPct(arena, vol_best),
fmtInt(arena, vol_term),
fmtPct(arena, v1y),
fmtPct(arena, v3y),
fmtPct(arena, v5y),
fmtPct(arena, v10y),
}); });
} }
@ -323,6 +355,12 @@ fn fmtPct(arena: std.mem.Allocator, value: ?f64) []const u8 {
return "null"; return "null";
} }
/// Format an optional integer, or "null" if absent.
fn fmtInt(arena: std.mem.Allocator, value: ?u8) []const u8 {
if (value) |v| return std.fmt.allocPrint(arena, "{d}", .{v}) catch "null";
return "null";
}
/// Append a watch lot for the given symbol to the portfolio SRF file, /// Append a watch lot for the given symbol to the portfolio SRF file,
/// unless it already exists. Best-effort errors are logged, not fatal. /// unless it already exists. Best-effort errors are logged, not fatal.
fn appendWatchSymbol(symbol: []const u8) !void { fn appendWatchSymbol(symbol: []const u8) !void {