Introduction

This app helps maintain a target asset allocation mix on portfolios that span multiple investment accounts. It attempts to maximize a "score" function which is defined via provided sets of weights.

The application parses a current portfolio described in yaml/json and produces a Portfolio object.

This repo contains both a rest api and command line interface.

Disclaimer: I am not a financial professional. Definitely do not use this tool for anything.

Getting Started

To build the project you will need dotnet core 3.1 or greater.

Build and Test

cd portfolio
dotnet build
dotnet test

docker

For this, you'll need docker installed.

cd portfolio
docker build -t portfolio . 
docker run -d -p 5000:80 portfolio

web api

curl --location --request POST 'http://localhost:5000/rebalance' \
     --header 'Content-Type: application/json' \
     --data-raw '{
    "securities": [
        {
            "symbol": "abc",
            "symbolmap": "xyz",
            "quantitymap": 0.5,
            "expenseratio": 0.2,
            "stockratio": 0.7,
            "domesticratio": 0,
            "bondratio": 0.3,
            "internationalratio": 1,
            "description": "Fidelity ZERO Total Market Index Fund",
            "url": "https://finance.yahoo.com/quote/fzrox?p=fzrox"
        }
    ],
    "accounts": [
        {
            "name": "test",
            "brokerage": "fidelity",
            "type": "roth",
            "positions": [
                {
                    "symbol": "fzrox",
                    "quantity": 10.100,
                    "value": 12.56,
                    "hold": true
                }
            ]
        }
    ]
}'

cli

The command line tool supports two commands, load and rebalance. Both require a path to an portfolio.yaml file and an output directory.

The rebalance command runs the rebalancing logic and prints its recommendations. The load command simply reports on the portfolio you provide it.

Usage

cd portfolio
cd ../build
dotnet publish ../portfolio/CLI/ -o . -c release
./portfolio rebalance path/to/portfolio.yaml -o path/to/outputdir/ -db 100