update todos

TODO.md

@@ -1,5 +1,12 @@
 # Future Work
 
+## Yahoo Finance as primary quote source
+
+Consider adding Yahoo Finance as the primary provider for real-time quotes,
+with a silent fallback to TwelveData. Yahoo is free and has no API key
+requirement, but the unofficial API is brittle and can break without notice.
+TwelveData would serve as the reliable backup when Yahoo is unavailable.
+
 ## Covered call portfolio valuation
 
 Portfolio value should account for sold call options. Shares covered by
@@ -8,34 +15,6 @@ in-the-money calls should be valued at the strike price, not the market price.
 Example: 500 shares of AMZN at $225, with 3 sold calls at $220 strike.
 300 shares should be valued at $220 (covered), 200 shares at $225 (uncovered).
 
-## Institutional share class price ratios
-
-Vanguard target date funds (e.g. 2035/VTTHX, 2040) held through Fidelity are
-institutional share classes with prices that differ from the publicly traded
-fund by a fixed ratio. The price can only be sourced from Fidelity directly,
-but performance data (1/3/5/10yr returns) should be identical to the public
-symbol.
-
-Investigate: can we store a static price ratio in metadata (e.g. if Fidelity
-says $100 and Morningstar says $20, ratio = 5) and multiply TwelveData quote
-data by that ratio? Would this hold consistently over time, or does the ratio
-drift?
-
-## Market-aware cache TTL for daily candles
-
-Daily candle TTL is currently 24 hours, but candle data only becomes meaningful
-after the market close. Investigate keying the cache freshness to ~4:30 PM
-Eastern (or whenever TwelveData actually publishes the daily candle) rather
-than a rolling 24-hour window. This would avoid unnecessary refetches during
-the trading day and ensure a fetch shortly after close gets fresh data.
-
-## Yahoo Finance as primary quote source
-
-Consider adding Yahoo Finance as the primary provider for real-time quotes,
-with a silent fallback to TwelveData. Yahoo is free and has no API key
-requirement, but the unofficial API is brittle and can break without notice.
-TwelveData would serve as the reliable backup when Yahoo is unavailable.
-
 ## Human review of analytics modules
 
 AI review complete; human review still needed for:
@@ -58,28 +37,6 @@ exported as a public constant. Callers currently pass the default.
 `default_risk_free_rate` in `src/analytics/risk.zig`. Eventually consider
 making this a config value (env var or .env) so it doesn't require a rebuild.
 
-## On-demand server-side fetch for new symbols
-
-Currently the server's SRF endpoints (`/candles`, `/dividends`, etc.) are pure
-cache reads — they 404 if the data isn't already on disk. New symbols only get
-populated when added to the portfolio and picked up by the next cron refresh.
-
-Consider: on a cache miss, instead of blocking the HTTP response with a
-multi-second provider fetch, kick off an async background fetch (or just
-auto-add the symbol to the portfolio) and return 404 as usual. The next
-request — or the next cron run — would then have the data. This gives
-"instant-ish gratification" for new symbols without the downsides of
-synchronous fetch-on-miss (latency, rate limit contention, unbounded cache
-growth from arbitrary tickers).
-
-Note that this process doesn't do anything to eliminate all the API keys
-that are necessary for a fully functioning system. A more aggressive view
-would be to treat ZFIN_SERVER has a 100% record of reference, but that would
-introduce some opacity to the process as we wait for candles (for example) to
-populate. This could be solved on the server by spawning a thread to fetch the
-data, then returning 202 Accepted, which could then be polled client side. Maybe
-this is a better long term approach?
-
 ## CLI/TUI code review (lower priority)
 
 No review has been done on these files. They are presentation-layer code
@@ -106,3 +63,34 @@ Commands:
 - `src/commands/portfolio.zig`
 - `src/commands/quote.zig`
 - `src/commands/splits.zig`
+
+## Market-aware cache TTL for daily candles
+
+Daily candle TTL is currently 24 hours, but candle data only becomes meaningful
+after the market close. Investigate keying the cache freshness to ~4:30 PM
+Eastern (or whenever TwelveData actually publishes the daily candle) rather
+than a rolling 24-hour window. This would avoid unnecessary refetches during
+the trading day and ensure a fetch shortly after close gets fresh data.
+I think that issue has been alleviated by the 23hr 45min plus cron job.
+
+## On-demand server-side fetch for new symbols
+
+Currently the server's SRF endpoints (`/candles`, `/dividends`, etc.) are pure
+cache reads — they 404 if the data isn't already on disk. New symbols only get
+populated when added to the portfolio and picked up by the next cron refresh.
+
+Consider: on a cache miss, instead of blocking the HTTP response with a
+multi-second provider fetch, kick off an async background fetch (or just
+auto-add the symbol to the portfolio) and return 404 as usual. The next
+request — or the next cron run — would then have the data. This gives
+"instant-ish gratification" for new symbols without the downsides of
+synchronous fetch-on-miss (latency, rate limit contention, unbounded cache
+growth from arbitrary tickers).
+
+Note that this process doesn't do anything to eliminate all the API keys
+that are necessary for a fully functioning system. A more aggressive view
+would be to treat ZFIN_SERVER has a 100% record of reference, but that would
+introduce some opacity to the process as we wait for candles (for example) to
+populate. This could be solved on the server by spawning a thread to fetch the
+data, then returning 202 Accepted, which could then be polled client side. Maybe
+this is a better long term approach?