sunnyhuang2008 / fintechapi Goto Github PK

Pull closing price data from Alpha Vantage API given some time duration and the current date of some ticker.
This is an example of the API call for MSFT: https://www.alphavantage.co/query?function=TIME_SERIES_DAILY_ADJUSTED&symbol=MSFT&apikey=demo
Here is the API key: 04G9FLWCWQG6NRJO
Here is the API documentation: https://www.alphavantage.co/documentation/
This section should be under the TIME_SERIES_DAILY_ADJUSTED section.

Expectations:
Input:
One or multiple ticker symbol(s) (ex: MSFT, BABA, AAPL)
Duration: 3 months

Output:
3 months of daily pricing data starting from the current day the request is made.
Should be a long JSON document of the daily pricing objects for each ticker for 3 months.

pricing item:
"2017-09-08": {
"1. open": "74.3300",
"2. high": "74.4400",
"3. low": "73.8400",
"4. close": "73.9800",
"5. adjusted close": "73.9800",
"6. volume": "14474383",
"7. dividend amount": "0.0000",
"8. split coefficient": "1.0000"
}

In fintechModels.js define mongoose data models for storing portfolio information. Below are some information that needs to be stored:

1. Portfolio optimization model on every round

• Time stamp of the optimization
• Tickers involved
• Implied volatility
• Weights on the s&p 500
  With these information, we can easily generate a portfolio optimization model whenever the user needs it.

2. User edited version of the optimization

• Co-variance matrix
• Weights the user edited
  These information can combined to reconstruct the tracking error volatility, excess return, information ratio, TEV contribution and marginal TEV contributions.

Look into math.js library

here is the documentation: https://www.alphavantage.co/documentation/#intraday
here is the api key: 04G9FLWCWQG6NRJO

Expectation:
Input: One or more ticker symbols: (ex. BABA, MSFT, AAPL)
Output:
Continuous close pricing data update per minute on the respective tickers.
Note: The market opens at 9:30 AM EDT and close at 4:00 PM EDT, and also the API documents the intra-day data for us if we wanted to analyze historical intraday results. So the function is expected to pull continuous pricing updates ONLY if during the open market sessions and ONLY when the user is looking at the intra-day portfolio data.