prm.js

Requirements

• Node v12.x.x https://nodejs.org/en/download/
• Alpha Vantage API key: https://www.alphavantage.co/support/#api-key

Build Instructions

Save Alpha Vantage API key in test-config.js in project directory, see test-config.js.sample.

Yarn

$ yarn install
$ yarn global add flow-typed
$ flow-typed update
$ yarn test-all
$ yarn build-all
$ yarn start-cli --help
$ yarn start-cli --stocks=IBM,MSFT --start-date=2020-01-01 --end-date=2020-03-01 --delay-millis=0 --annual-risk-free-interest-rate=1 --api-key=<Alphavantage API key>

NPM

$ npm install
$ npm run test-all
$ npm run build-all
$ node --experimental-modules ./build-cli/cli/prm.js --help
$ node --experimental-modules ./build-cli/cli/prm.js --stocks=IBM,MSFT --years=3 --delay-millis=0 --annual-risk-free-interest-rate=1 --api-key=<Alphavantage API key>

Running Tests

• Request free Alphavantage API Key: https://www.alphavantage.co/support/#api-key

• cp ./.test-config.js.sample ./.test-config.js

• Update alphavantage.apiKey in ./.test-config.js

• yarn test

How to Run One Test

https://facebook.github.io/jest/docs/en/cli.html#testnamepattern-regex

> yarn test --testNamePattern=.*linear.*

Notes

Market Data Providers

Alpha Advantage https://www.alphavantage.co/ (Free API Key, JSON, CSV)

Daily Time Series with Splits and Dividend Events (daily adjusted close price): see "5. adjusted close" https://www.alphavantage.co/query?function=TIME_SERIES_DAILY_ADJUSTED&symbol=MSFT&apikey=demo Frequency call limit: 5 calls/minute, else consider a Premium Membership (100 calls/minute)