#225 Implement portfolio performance analytics (APY, Sharpe ratio, dr…

[Kappa16]

Findings:

The codebase already collected rich YieldSnapshot history (principal + yield + timestamp) but had no consolidated analytics endpoint.
Existing analytics routes (/apy-history, /user-yield, etc.) were limited.
All required metrics can be derived purely from existing data.
Fix Features Implemented:

calculateRealizedAPY() — Uses CAGR formula, manually verified in tests.
calculateSharpeRatio() — Uses daily returns + annualized, respects RISK_FREE_RATE (default 0).
calculateMaxDrawdown() — Peak-to-trough calculation.
calculateProtocolAllocation() — From positions (preferred) or snapshots.
computeAnalyticsMetrics() — Orchestrates all metrics.
New route: GET /api/analytics?period=30d|90d|1y
Full unit test coverage for every calculation function.
OpenAPI spec + API reference updated.
Risk-free rate configurable via env.
Key code excerpt (src/utils/analytics.ts):

TypeScript

export function calculateRealizedAPY(snapshots, periodDays) { /* CAGR / }
export function calculateSharpeRatio(snapshots, rfRate = 0) { / risk-adjusted / }
export function calculateMaxDrawdown(snapshots) { / peak-to-trough */ }
export function calculateProtocolAllocation(...) { ... }
export async function computeAnalyticsMetrics(...) { ... }

CLOSE #225

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[Kappa16]

PLEASE CAN YOU REVIEW AND PING ME BACK