Future Work

Covered call portfolio valuation

Portfolio value should account for sold call options. Shares covered by 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).

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:

src/analytics/performance.zig — Morningstar-style trailing returns
src/analytics/risk.zig — Sharpe, volatility, max drawdown, portfolio summary
src/analytics/indicators.zig — SMA, Bollinger Bands, RSI
src/models/classification.zig — Sector/geo/asset-class metadata parsing

Known issues from AI review:

risk.zig uses population variance (divides by n) instead of sample variance (n-1). Negligible with 252+ data points but technically wrong.

Risk-free rate maintenance

risk.zig default_risk_free_rate is currently 4.5% (T-bill proxy as of early 2026). This is now a parameter to computeRisk with the default exported as a public constant. Callers currently pass the default.

Action needed: When the Fed moves rates significantly, update 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.

CLI/TUI code review (lower priority)

No review has been done on these files. They are presentation-layer code and not part of the reusable library API.

TUI:

src/tui.zig
src/tui/chart.zig
src/tui/keybinds.zig
src/tui/theme.zig

Commands:

src/commands/common.zig
src/commands/analysis.zig
src/commands/cache.zig
src/commands/divs.zig
src/commands/earnings.zig
src/commands/enrich.zig
src/commands/etf.zig
src/commands/history.zig
src/commands/lookup.zig
src/commands/options.zig
src/commands/perf.zig
src/commands/portfolio.zig
src/commands/quote.zig
src/commands/splits.zig

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