docs/openapi.yaml

openapi: 3.0.3
info:
  title: Quantum Portfolio API
  version: 1.0.0
  description: Quantum-inspired portfolio optimization and backtesting API.
servers:
  - url: http://localhost:5000
security:
  - ApiKeyAuth: []
components:
  securitySchemes:
    ApiKeyAuth:
      type: apiKey
      in: header
      name: X-API-Key
  schemas:
    OptimizeRequest:
      type: object
      properties:
        tickers:
          type: array
          items:
            type: string
          description: List of ticker symbols (e.g. ["AAPL","MSFT"])
          example: ["AAPL", "MSFT", "GOOGL", "AMZN", "META"]
        start_date:
          type: string
          format: date
          description: Start date for market data (YYYY-MM-DD)
          example: "2022-01-01"
        end_date:
          type: string
          format: date
          description: End date for market data (YYYY-MM-DD)
          example: "2024-01-01"
        returns:
          type: array
          items:
            type: number
          description: "Expected returns vector (production mode: send this instead of tickers)"
        covariance:
          type: array
          items:
            type: array
            items:
              type: number
          description: "Covariance matrix (production mode: send this instead of tickers)"
        objective:
          type: string
          enum: [max_sharpe, min_variance, target_return, risk_parity, hrp]
          default: max_sharpe
          description: Optimization objective
        targetReturn:
          type: number
          description: "Annual target return as decimal (e.g. 0.10 for 10%). Required when objective is target_return."
          example: 0.10
        regime:
          type: string
          enum: [normal, bull, bear, volatile]
          default: normal
        omega:
          type: number
          default: 0.3
          description: QSW mixing parameter (0.05 - 0.60)
        evolutionTime:
          type: integer
          default: 10
          description: QSW evolution time (1 - 50)
        maxWeight:
          type: number
          default: 0.10
          description: Maximum weight per asset (0.03 - 0.30)
        turnoverLimit:
          type: number
          default: 0.20
          description: Maximum portfolio turnover (0.05 - 0.50)
        strategyPreset:
          type: string
          default: balanced
          description: Strategy preset name
        constraints:
          type: object
          description: Optional portfolio constraints (see /api/config/constraints)
    BacktestRequest:
      type: object
      required: [tickers, start_date, end_date]
      properties:
        tickers:
          type: array
          items:
            type: string
          description: List of ticker symbols
          example: ["AAPL", "MSFT", "GOOGL"]
        start_date:
          type: string
          format: date
          description: Backtest start date (YYYY-MM-DD)
          example: "2022-01-01"
        end_date:
          type: string
          format: date
          description: Backtest end date (YYYY-MM-DD)
          example: "2024-01-01"
        rebalance_frequency:
          type: string
          enum: [weekly, monthly, quarterly, yearly]
          default: monthly
        objective:
          type: string
          enum: [max_sharpe, min_variance, target_return, risk_parity, hrp]
          default: max_sharpe
        target_return:
          type: number
          description: "Annual target return as decimal. Required when objective is target_return."
          example: 0.10
        strategy_preset:
          type: string
          default: balanced
        constraints:
          type: object
          description: Optional portfolio constraints
    ApiEnvelope:
      type: object
      properties:
        data:
          type: object
          description: Response payload
        meta:
          type: object
          properties:
            request_id:
              type: string
            duration_ms:
              type: number
    OptimizeResponse:
      type: object
      properties:
        qsw_result:
          type: object
          description: Primary optimization result (weights, sharpe_ratio, expected_return, volatility, n_active)
        benchmarks:
          type: object
          description: "Benchmark strategies: equal_weight, min_variance, risk_parity, max_sharpe, hrp"
        holdings:
          type: array
          items:
            type: object
          description: Sorted holdings with weight > 0.5%
        assets:
          type: array
          items:
            type: object
          description: Asset metadata (name, sector, annReturn, annVol, sharpe)
        risk_metrics:
          type: object
          description: VaR and CVaR estimates
    BacktestResponse:
      type: object
      properties:
        total_return:
          type: number
        annual_return:
          type: number
        sharpe_ratio:
          type: number
        max_drawdown:
          type: number
        equity_curve:
          type: array
          items:
            type: object
            properties:
              date:
                type: string
              portfolio_value:
                type: number
paths:
  /api/health:
    get:
      summary: Health check
      security: []
      responses:
        "200":
          description: Service status
  /api/portfolio/optimize:
    post:
      summary: Run portfolio optimization
      description: >
        Run quantum-inspired portfolio optimization. Provide either tickers + dates
        (research mode, uses yfinance) or returns + covariance vectors directly (production mode).
      requestBody:
        required: true
        content:
          application/json:
            schema:
              $ref: '#/components/schemas/OptimizeRequest'
      responses:
        "200":
          description: Optimization result wrapped in standard API envelope
          content:
            application/json:
              schema:
                allOf:
                  - $ref: '#/components/schemas/ApiEnvelope'
                  - type: object
                    properties:
                      data:
                        $ref: '#/components/schemas/OptimizeResponse'
        "400":
          description: Validation error
        "401":
          description: Unauthorized (missing or invalid API key)
        "429":
          description: Rate limited
  /api/portfolio/optimize/batch:
    post:
      summary: Run batch optimization (up to 100)
      requestBody:
        required: true
        content:
          application/json:
            schema:
              type: object
              properties:
                items:
                  type: array
                  items:
                    $ref: '#/components/schemas/OptimizeRequest'
                  maxItems: 100
      responses:
        "200":
          description: Batch result list
  /api/portfolio/backtest/batch:
    post:
      summary: Run batch backtest (up to 50 scenarios)
      description: >
        Run multiple backtests in a single request. Each item in the requests array
        is a standard BacktestRequest payload (tickers, start_date, end_date, etc.).
        Results are returned in order, each tagged with index and status.
      requestBody:
        required: true
        content:
          application/json:
            schema:
              type: object
              required: [requests]
              properties:
                requests:
                  type: array
                  items:
                    $ref: '#/components/schemas/BacktestRequest'
                  maxItems: 50
                  description: Array of backtest request payloads
                stop_on_error:
                  type: boolean
                  default: false
                  description: If true, stop processing after the first error
      responses:
        "200":
          description: Batch backtest results wrapped in standard API envelope
          content:
            application/json:
              schema:
                allOf:
                  - $ref: '#/components/schemas/ApiEnvelope'
                  - type: object
                    properties:
                      data:
                        type: object
                        properties:
                          count:
                            type: integer
                            description: Number of results returned
                          results:
                            type: array
                            items:
                              type: object
                              properties:
                                index:
                                  type: integer
                                status:
                                  type: string
                                  enum: [ok, error]
                                result:
                                  $ref: '#/components/schemas/BacktestResponse'
                                error:
                                  type: string
        "400":
          description: Validation error
        "401":
          description: Unauthorized
        "429":
          description: Rate limited
  /api/portfolio/backtest:
    post:
      summary: Run historical backtest
      description: >
        Run a historical backtest with periodic rebalancing using the specified objective.
      requestBody:
        required: true
        content:
          application/json:
            schema:
              $ref: '#/components/schemas/BacktestRequest'
      responses:
        "200":
          description: Backtest results wrapped in standard API envelope
          content:
            application/json:
              schema:
                allOf:
                  - $ref: '#/components/schemas/ApiEnvelope'
                  - type: object
                    properties:
                      data:
                        $ref: '#/components/schemas/BacktestResponse'
        "400":
          description: Validation error
        "401":
          description: Unauthorized
  /api/portfolio/efficient-frontier:
    post:
      summary: Compute efficient frontier
      requestBody:
        required: true
        content:
          application/json:
            schema:
              type: object
              properties:
                tickers:
                  type: array
                  items:
                    type: string
                start_date:
                  type: string
                  format: date
                end_date:
                  type: string
                  format: date
                n_points:
                  type: integer
                  default: 15
      responses:
        "200":
          description: Frontier points
  /api/jobs/optimize:
    post:
      summary: Submit async optimization job
      requestBody:
        required: true
        content:
          application/json:
            schema:
              type: object
              properties:
                payload:
                  $ref: '#/components/schemas/OptimizeRequest'
                webhook_url:
                  type: string
                  format: uri
      responses:
        "202":
          description: Job accepted
  /api/jobs/backtest:
    post:
      summary: Submit async backtest job
      requestBody:
        required: true
        content:
          application/json:
            schema:
              type: object
              properties:
                payload:
                  $ref: '#/components/schemas/BacktestRequest'
                webhook_url:
                  type: string
                  format: uri
      responses:
        "202":
          description: Job accepted
  /api/jobs/{job_id}:
    get:
      summary: Get async job status
      parameters:
        - in: path
          name: job_id
          required: true
          schema:
            type: string
      responses:
        "200":
          description: Job status
  /api/config/objectives:
    get:
      summary: List optimization objectives
      responses:
        "200":
          description: Objectives
  /api/config/presets:
    get:
      summary: List strategy presets
      responses:
        "200":
          description: Presets
  /api/config/constraints:
    get:
      summary: Get constraints schema
      responses:
        "200":
          description: Constraint schema
  /metrics:
    get:
      summary: Prometheus metrics
      security: []
      responses:
        "200":
          description: Metrics text