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Emil Lerch 2026-03-11 15:06:21 -07:00
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TODO.md
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@ -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?