Skip to content

Implement Portfolio Performance Calculation #32

@grantfox-oss

Description

@grantfox-oss

Description:
Calculate comprehensive portfolio performance metrics including total return, ROI, allocation percentages, and risk-adjusted metrics (Sharpe ratio, maximum drawdown).

Acceptance Criteria:

  • Total portfolio value calculation
  • Return on Investment (ROI) percentage
  • Allocation percentages by asset
  • Allocation by category (crypto, stocks, commodities)
  • Time-weighted return (TWR) calculation
  • Sharpe ratio (with configurable risk-free rate)
  • Maximum drawdown identification
  • Performance vs benchmark comparison

Definition of Done:

  • Performance metrics calculated correctly
  • Results verified against manual calculation
  • Performance updates on portfolio changes
  • Unit tests > 90% coverage

Test Requirements:

  • Unit tests for each metric
  • Known result test cases
  • Edge case tests (empty portfolio, single asset)

Metadata

Metadata

Assignees

Labels

GrantFox OSSIssue tracked in GrantFox OSSMaybe RewardedIssue may be eligible for a GrantFox rewardOfficial CampaignCampaign: Official Campaign

Type

No type
No fields configured for issues without a type.

Projects

No projects

Milestone

No milestone

Relationships

None yet

Development

No branches or pull requests

Issue actions