Building a $0, no-backend portfolio backtester and the data-licensing rabbit hole

说明与用途

一个不需要后端、符合数据许可的静态投资组合回测工具，准确计算债券收益，并将组合状态编码在 URL 中。

问题

Create a lightweight, static portfolio backtester for Indian investors that respects data licensing constraints and provides accurate bond return calculations.

结果

A zero‑cost, no‑backend backtester that complies with data licenses, accurately models bond returns, and shares state via URL.

工作流

• 1. Build script fetches data from Yahoo, Stooq, NSE, FRED, Federal Reserve DDP, BLS, OECD SDMX, and World Bank.
• 2. Data is stored in a 108 KB JSON file refreshed monthly via GitHub Action.
• 3. User uploads CSV for licensed indices; parsed client‑side with FileReader.
• 4. Engine (≈200 lines JS) calculates returns; a pandas implementation verifies statistics to 1e‑9.
• 5. Bond return logic corrected using closed‑form dirty price formula.
• 6. Portfolio state is encoded in URL hash; share card generated with toDataURL; embed mode provides iframe badge.

证据

Yahoo, Stooq and NSE all forbid redistribution.

来源

The result is a 108 KB JSON file, refreshed monthly by a GitHub Action.

来源

Bond returns are modelled from yields. Each month you buy a 10-year par bond and reprice it at the new yield.

来源

The whole portfolio state is in the hash, e.g. #p=us_eq:60,in_eq:40&s=2000-01&c=USD.

来源