Spec

Αποσπάσματα κώδικα

curl "https://api.oanor.com/portfoliooptimizer-api/v1/meta" \
  -H "x-oanor-key: oanor_test_..."

await fetch("https://api.oanor.com/portfoliooptimizer-api/v1/meta", {
  headers: { "x-oanor-key": "oanor_test_..." }
});

$ch = curl_init("https://api.oanor.com/portfoliooptimizer-api/v1/meta");
curl_setopt($ch, CURLOPT_HTTPHEADER, ["x-oanor-key: oanor_test_..."]);
curl_setopt($ch, CURLOPT_RETURNTRANSFER, true);
$out = curl_exec($ch);

import requests
requests.get(
    "https://api.oanor.com/portfoliooptimizer-api/v1/meta",
    headers={"x-oanor-key": "oanor_test_..."}
)

Παράδειγμα απόκρισης

Πραγματική απόκριση αυτού του endpoint, από τον τελευταίο έλεγχο υγείας.

{
    "data": {
        "note": "assets = name:series blocks separated by ';' (assets=stocks:100,102,...;bonds:50,50.5,...). Prices by default; as=returns for returns. risk_free & periods_per_year optional; rates are fractions (0.02 = 2%).",
        "source": "Computed in-process from caller-supplied asset price series (no upstream)",
        "service": "portfoliooptimizer-api",
        "endpoints": {
            "GET /v1/meta": "This document.",
            "GET /v1/stats": "Per-asset return/vol + correlation & covariance matrices (assets=...).",
            "GET /v1/frontier": "Efficient-frontier points and weights (assets=...&points=12).",
            "GET /v1/optimize": "Minimum-variance + maximum-Sharpe portfolios (assets=stocks:100,102,101,104;bonds:50,50.5,50.2,51)."
        },
        "description": "Live mean-variance (Markowitz) portfolio optimisation computed on demand from a basket of asset price series. The optimize endpoint returns the minimum-variance and maximum-Sharpe (tangency) portfolios — optimal weights, expected return, volatility and Sharpe; the frontier endpoint traces the efficient frontier of optimal risk/return points and weights; the stats endpoint returns per-asset annualised return and volatility plus the correlation and covariance matrices. A multi-asset allocation engine, distinct from single-asset risk and CAPM tools. Unconstrained Markowitz (weights may be negative = short). Computed locally, nothing stored.",
        "upstream_status": "ok"
    },
    "meta": {
        "timestamp": "2026-06-11T07:49:23.905Z",
        "request_id": "13ee7d43-cc10-4710-b0d2-7796875c1dca"
    },
    "status": "ok",
    "message": "Meta",
    "success": true
}