PorQua is a Python library for portfolio optimization and backtesting.

This repository now includes a lightweight FastAPI wrapper around PorQua's least-squares optimizer so users can upload CSV data and receive optimized portfolio weights through a REST endpoint.

• POST /api/v1/optimize
• multipart form-data fields:
  • data (required): CSV file containing asset return columns and one benchmark column
  • params (optional): JSON string with optimization settings

Example params:

{
  "benchmark_column": "benchmark",
  "solver_name": "highs",
  "l2_penalty": 0.0,
  "constraints": {
    "budget": true,
    "long_only": true,
    "upper_bound": 0.1
  }
}

The response contains optimized weights and key metrics (objective_value, tracking_error).

pip install -r requirements-web.txt
PYTHONPATH=src uvicorn fastapi_app:app --host 0.0.0.0 --port 8000

docker build -t porqua-api .
docker run --rm -p 8000:8000 porqua-api