Add /optimize FastAPI endpoint with tests#33
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suyash469 wants to merge 2 commits intoGeomScale:mainfrom
Open
Add /optimize FastAPI endpoint with tests#33suyash469 wants to merge 2 commits intoGeomScale:mainfrom
suyash469 wants to merge 2 commits intoGeomScale:mainfrom
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Summary
This PR adds a minimal FastAPI
/optimizeendpoint that runs a Least Squares index-replication optimization on MSCI data and returns optimized weights.Adds
/optimizeinsrc/api.py:load_data_mscito load MSCI country and benchmark returns.Constraints.OptimizationData(return_series, bm_series, align=True).LeastSquaresoptimization and returns assets, weights, andsum_weights.Adds tests:
test/tests_api.py:/and/optimizeusingTestClient, mockingload_data_msciandLeastSquares.test/tests_data_loader.py:unittest.mock.patchonpd.read_csv, so the test no longer depends on local CSV files.Testing
python -m unittest test.tests_data_loader test.tests_apiRelated to: #26