++

alpha_check/main.go

@@ -6,16 +6,15 @@ import (
 	"fmt"
 	"math"
 	"strconv"
-	"strings"
 	"time"
 
 	"github.com/valyala/fasthttp"
 )
 
 const (
-	baseURL           = "https://api.worldquantbrain.com"
+	baseURL             = "https://api.worldquantbrain.com"
 	zeroStreakThreshold = 5 * 252
-	requiredDays      = 2920
+	requiredDays        = 2920
 )
 
 type Client struct {
@@ -25,17 +24,17 @@ type Client struct {
 }
 
 type AlphaRecord struct {
-	ID           string  `json:"id"`
-	Name         string  `json:"name"`
-	DateCreated  string  `json:"dateCreated"`
-	Sharpe       float64 `json:"sharpe"`
-	Fitness      float64 `json:"fitness"`
-	Turnover     float64 `json:"turnover"`
-	Margin       float64 `json:"margin"`
-	LongCount    float64 `json:"longCount"`
-	ShortCount   float64 `json:"shortCount"`
-	Decay        int     `json:"decay"`
-	Code         string  `json:"code"`
+	ID          string  `json:"id"`
+	Name        string  `json:"name"`
+	DateCreated string  `json:"dateCreated"`
+	Sharpe      float64 `json:"sharpe"`
+	Fitness     float64 `json:"fitness"`
+	Turnover    float64 `json:"turnover"`
+	Margin      float64 `json:"margin"`
+	LongCount   float64 `json:"longCount"`
+	ShortCount  float64 `json:"shortCount"`
+	Decay       int     `json:"decay"`
+	Code        string  `json:"code"`
 }
 
 type AlphaResponse struct {
@@ -59,7 +58,11 @@ type PnlResponse struct {
 
 func NewClient(username, password string) *Client {
 	return &Client{
-		client:   &fasthttp.Client{},
+		client: &fasthttp.Client{
+			ReadTimeout:         60 * time.Second,
+			WriteTimeout:        10 * time.Second,
+			MaxIdleConnDuration: 120 * time.Second,
+		},
 		username: username,
 		password: password,
 	}
@@ -205,7 +208,7 @@ func GetAlphas(c *Client, startDate, endDate string, sharpeTh, fitnessTh float64
 
 			for _, item := range alphaResp.Results {
 				alphaID := item.ID
-				name := item.Name
+				_ = item.Name // avoid unused variable
 				dateCreated := item.DateCreated
 				sharpe := getFloat(item.Is, "sharpe")
 				fitness := getFloat(item.Is, "fitness")