42ba359c48
Portfolio optimization (3 endpoints): - POST /portfolio/optimize - HRP optimal weights via scipy clustering - POST /portfolio/correlation - pairwise correlation matrix - POST /portfolio/risk-parity - inverse-volatility risk parity weights Congress tracking (2 endpoints): - GET /regulators/congress/trades - congress member stock trades - GET /regulators/congress/bills?query= - search congress bills Implementation: - portfolio_service.py: HRP with scipy fallback to inverse-vol - congress_service.py: multi-provider fallback pattern - 51 new tests (14 portfolio unit, 20 portfolio route, 12 congress unit, 7 congress route) - All 312 tests passing
55 lines
1.8 KiB
Python
55 lines
1.8 KiB
Python
"""Routes for portfolio optimization (HRP, correlation, risk parity)."""
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from fastapi import APIRouter, HTTPException
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from pydantic import BaseModel, Field
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from models import ApiResponse
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from route_utils import safe
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import portfolio_service
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router = APIRouter(prefix="/api/v1/portfolio")
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class PortfolioOptimizeRequest(BaseModel):
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symbols: list[str] = Field(..., min_length=1, max_length=50)
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days: int = Field(default=365, ge=1, le=3650)
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@router.post("/optimize", response_model=ApiResponse)
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@safe
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async def portfolio_optimize(request: PortfolioOptimizeRequest):
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"""Compute HRP optimal weights for a list of symbols."""
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try:
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result = await portfolio_service.optimize_hrp(
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request.symbols, days=request.days
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)
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except ValueError as exc:
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raise HTTPException(status_code=400, detail=str(exc))
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return ApiResponse(data=result)
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@router.post("/correlation", response_model=ApiResponse)
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@safe
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async def portfolio_correlation(request: PortfolioOptimizeRequest):
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"""Compute correlation matrix for a list of symbols."""
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try:
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result = await portfolio_service.compute_correlation(
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request.symbols, days=request.days
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)
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except ValueError as exc:
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raise HTTPException(status_code=400, detail=str(exc))
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return ApiResponse(data=result)
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@router.post("/risk-parity", response_model=ApiResponse)
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@safe
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async def portfolio_risk_parity(request: PortfolioOptimizeRequest):
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"""Compute equal risk contribution weights for a list of symbols."""
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try:
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result = await portfolio_service.compute_risk_parity(
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request.symbols, days=request.days
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)
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except ValueError as exc:
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raise HTTPException(status_code=400, detail=str(exc))
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return ApiResponse(data=result)
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