updated config files and starting work on utils lib

libs/browser/tsconfig.json

@@ -1,5 +1,10 @@
 {
   "extends": "../../tsconfig.lib.json",
+  "compilerOptions": {
+    "outDir": "./dist",
+    "rootDir": "./src"
+  },
+  "include": ["src/**/*"],
   "references": [
     { "path": "../logger" },
     { "path": "../http" }

libs/cache/tsconfig.json

@@ -1,5 +1,10 @@
 {
   "extends": "../../tsconfig.lib.json",
+  "compilerOptions": {
+    "outDir": "./dist",
+    "rootDir": "./src"
+  },
+  "include": ["src/**/*"],
   "references": [
     { "path": "../logger" }
   ]

libs/config/src/utils/secrets.ts

@@ -55,7 +55,7 @@ export class SecretValue<T = string> {
 /**
  * Zod schema for secret values
  */
-export const secretSchema = <T extends z.ZodTypeAny>(schema: T) => {
+export const secretSchema = <T extends z.ZodTypeAny>(_schema: T) => {
   return z.custom<SecretValue<z.infer<T>>>(
     (val) => val instanceof SecretValue,
     {
@@ -100,15 +100,16 @@ export function redactSecrets<T extends Record<string, any>>(
     let current: any = result;
     
     for (let i = 0; i < keys.length - 1; i++) {
-      if (current[keys[i]] && typeof current[keys[i]] === 'object') {
-        current = current[keys[i]];
+      const key = keys[i];
+      if (key && current[key] && typeof current[key] === 'object') {
+        current = current[key];
       } else {
         break;
       }
     }
     
     const lastKey = keys[keys.length - 1];
-    if (current && lastKey in current) {
+    if (current && lastKey && lastKey in current) {
       current[lastKey] = '***REDACTED***';
     }
   }

libs/config/src/utils/validation.ts

@@ -1,5 +1,4 @@
 import { z } from 'zod';
-import { ConfigValidationError } from '../errors';
 
 export interface ValidationResult {
   valid: boolean;
@@ -58,7 +57,7 @@ export function checkDeprecations(
       if (pathStr in deprecations) {
         warnings?.push({
           path: pathStr,
-          message: deprecations[pathStr],
+          message: deprecations[pathStr]!,
         });
       }
       
@@ -183,10 +182,10 @@ export function mergeSchemas<T extends z.ZodSchema[]>(
     throw new Error('At least two schemas required for merge');
   }
   
-  let result = schemas[0].and(schemas[1]);
+  let result = schemas[0]!.and(schemas[1]!);
   
   for (let i = 2; i < schemas.length; i++) {
-    result = result.and(schemas[i]) as any;
+    result = result.and(schemas[i]!) as any;
   }
   
   return result as any;

libs/config/tsconfig.json

@@ -1,5 +1,10 @@
 {
   "extends": "../../tsconfig.lib.json",
+  "compilerOptions": {
+    "outDir": "./dist",
+    "rootDir": "./src"
+  },
+  "include": ["src/**/*"],
   "references": [
   ]
 }

libs/event-bus/tsconfig.json

@@ -1,5 +1,10 @@
 {
   "extends": "../../tsconfig.lib.json",
+  "compilerOptions": {
+    "outDir": "./dist",
+    "rootDir": "./src"
+  },
+  "include": ["src/**/*"],
   "references": [
     { "path": "../logger" }
   ]

libs/http/tsconfig.json

@@ -1,5 +1,10 @@
 {
   "extends": "../../tsconfig.lib.json",
+  "compilerOptions": {
+    "outDir": "./dist",
+    "rootDir": "./src"
+  },
+  "include": ["src/**/*"],
   "references": [
     { "path": "../logger" },
     { "path": "../types" }

libs/logger/tsconfig.json

@@ -1,5 +1,10 @@
 {
   "extends": "../../tsconfig.lib.json",
+  "compilerOptions": {
+    "outDir": "./dist",
+    "rootDir": "./src"
+  },
+  "include": ["src/**/*"],
   "references": [
   ]
 }

libs/mongodb-client/tsconfig.json

@@ -1,5 +1,10 @@
 {
   "extends": "../../tsconfig.lib.json",
+  "compilerOptions": {
+    "outDir": "./dist",
+    "rootDir": "./src"
+  },
+  "include": ["src/**/*"],
   "references": [
     { "path": "../logger" },
     { "path": "../types" }

libs/postgres-client/tsconfig.json

@@ -1,5 +1,10 @@
 {
   "extends": "../../tsconfig.lib.json",
+  "compilerOptions": {
+    "outDir": "./dist",
+    "rootDir": "./src"
+  },
+  "include": ["src/**/*"],
   "references": [
     { "path": "../logger" },
     { "path": "../types" }

libs/proxy/tsconfig.json

@@ -1,5 +1,10 @@
 {
   "extends": "../../tsconfig.lib.json",
+  "compilerOptions": {
+    "outDir": "./dist",
+    "rootDir": "./src"
+  },
+  "include": ["src/**/*"],
   "references": [
   ]
 }

libs/questdb-client/tsconfig.json

@@ -1,5 +1,10 @@
 {
   "extends": "../../tsconfig.lib.json",
+  "compilerOptions": {
+    "outDir": "./dist",
+    "rootDir": "./src"
+  },
+  "include": ["src/**/*"],
   "references": [
     { "path": "../logger" },
     { "path": "../types" }

libs/queue/tsconfig.json

@@ -1,5 +1,10 @@
 {
   "extends": "../../tsconfig.lib.json",
+  "compilerOptions": {
+    "outDir": "./dist",
+    "rootDir": "./src"
+  },
+  "include": ["src/**/*"],
   "references": [
     { "path": "../cache" },
     { "path": "../logger" },

libs/shutdown/tsconfig.json

@@ -1,5 +1,10 @@
 {
   "extends": "../../tsconfig.lib.json",
+  "compilerOptions": {
+    "outDir": "./dist",
+    "rootDir": "./src"
+  },
+  "include": ["src/**/*"],
   "references": [
   ]
 }

libs/strategy-engine/tsconfig.json

@@ -1,4 +1,9 @@
 {
   "extends": "../../tsconfig.lib.json",
+  "compilerOptions": {
+    "outDir": "./dist",
+    "rootDir": "./src"
+  },
+  "include": ["src/**/*"],
   "references": [{ "path": "../event-bus" }, { "path": "../logger" }, { "path": "../utils" }]
 }

libs/types/src/index.ts

@@ -1 +1,805 @@
 // Export all types from the events module
+export interface testEvent {
+  stringValue: string;
+}
+
+/**
+ * Standard OHLCV (Open, High, Low, Close, Volume) data structure
+ * Used for candlestick/bar chart data across all market data providers
+ */
+export interface OHLCV {
+  /** Opening price for the time period */
+  open: number;
+  /** Highest price during the time period */
+  high: number;
+  /** Lowest price during the time period */
+  low: number;
+  /** Closing price for the time period */
+  close: number;
+  /** Trading volume during the time period */
+  volume: number;
+  /** Timestamp of the data point (Unix timestamp in milliseconds) */
+  timestamp: number;
+  /** Symbol/ticker for the security */
+  symbol: string;
+  /** Time interval (e.g., '1m', '5m', '1h', '1d') */
+  interval?: string;
+}
+
+/**
+ * OHLCV data with additional metadata
+ */
+export interface OHLCVWithMetadata extends OHLCV {
+  /** Source of the data (e.g., 'yahoo', 'ib', 'quotemedia') */
+  source: string;
+  /** Whether this is adjusted data */
+  adjusted?: boolean;
+  /** Number of trades during the period */
+  trades?: number;
+  /** Volume weighted average price */
+  vwap?: number;
+}
+
+// ============================================================================
+// PORTFOLIO & POSITION TYPES
+// ============================================================================
+
+/**
+ * Individual portfolio position
+ */
+export interface PortfolioPosition {
+  /** Security symbol/ticker */
+  symbol: string;
+  /** Number of shares/units */
+  shares: number;
+  /** Average entry price */
+  averagePrice: number;
+  /** Current market price */
+  currentPrice: number;
+  /** Current market value */
+  marketValue: number;
+  /** Unrealized P&L */
+  unrealizedPnL: number;
+  /** Unrealized P&L percentage */
+  unrealizedPnLPercent: number;
+  /** Weight in portfolio */
+  weight: number;
+  /** Security type (stock, bond, option, etc.) */
+  securityType?: string;
+  /** Currency */
+  currency?: string;
+}
+
+/**
+ * Portfolio analysis metrics
+ */
+export interface PortfolioAnalysis {
+  /** Total portfolio value */
+  totalValue: number;
+  /** Total cash balance */
+  cash: number;
+  /** Total invested amount */
+  invested: number;
+  /** Total unrealized P&L */
+  unrealizedPnL: number;
+  /** Total unrealized P&L percentage */
+  unrealizedPnLPercent: number;
+  /** Total return */
+  totalReturn: number;
+  /** Total return percentage */
+  totalReturnPercent: number;
+  /** Annualized return */
+  annualizedReturn: number;
+  /** Portfolio volatility (annualized) */
+  volatility: number;
+  /** Sharpe ratio */
+  sharpeRatio: number;
+  /** Maximum drawdown */
+  maxDrawdown: number;
+  /** Number of positions */
+  positionCount: number;
+  /** Portfolio concentration (largest position weight) */
+  concentration: number;
+}
+
+/**
+ * Asset allocation breakdown
+ */
+export interface AssetAllocation {
+  /** Asset class or category */
+  category: string;
+  /** Allocation value */
+  value: number;
+  /** Allocation percentage */
+  percentage: number;
+  /** Target allocation percentage */
+  target?: number;
+  /** Deviation from target */
+  deviation?: number;
+}
+
+// ============================================================================
+// TRADE & EXECUTION TYPES
+// ============================================================================
+
+/**
+ * Trade execution record
+ */
+export interface TradeExecution {
+  /** Trade ID */
+  id?: string;
+  /** Security symbol */
+  symbol: string;
+  /** Trade type */
+  type: 'buy' | 'sell' | 'short' | 'cover';
+  /** Number of shares/units */
+  quantity: number;
+  /** Execution price */
+  price: number;
+  /** Total trade value */
+  value: number;
+  /** Commission/fees */
+  commission?: number;
+  /** Execution timestamp */
+  timestamp: number;
+  /** Order ID reference */
+  orderId?: string;
+  /** Execution venue */
+  venue?: string;
+}
+
+/**
+ * Trade performance analysis
+ */
+export interface TradePerformance {
+  /** Total number of trades */
+  totalTrades: number;
+  /** Number of winning trades */
+  winningTrades: number;
+  /** Number of losing trades */
+  losingTrades: number;
+  /** Win rate percentage */
+  winRate: number;
+  /** Average winning trade */
+  averageWin: number;
+  /** Average losing trade */
+  averageLoss: number;
+  /** Largest winning trade */
+  largestWin: number;
+  /** Largest losing trade */
+  largestLoss: number;
+  /** Profit factor (gross profit / gross loss) */
+  profitFactor: number;
+  /** Mathematical expectancy */
+  expectancy: number;
+  /** Total gross profit */
+  grossProfit: number;
+  /** Total gross loss */
+  grossLoss: number;
+  /** Net profit */
+  netProfit: number;
+}
+
+// ============================================================================
+// RISK & PERFORMANCE METRICS
+// ============================================================================
+
+/**
+ * Comprehensive risk metrics
+ */
+export interface RiskMetrics {
+  /** Value at Risk 95% */
+  var95: number;
+  /** Value at Risk 99% */
+  var99: number;
+  /** Conditional VaR 95% */
+  cvar95: number;
+  /** Maximum drawdown */
+  maxDrawdown: number;
+  /** Volatility (annualized) */
+  volatility: number;
+  /** Downside deviation */
+  downside_deviation: number;
+  /** Calmar ratio */
+  calmar_ratio: number;
+  /** Sortino ratio */
+  sortino_ratio: number;
+  /** Beta (vs benchmark) */
+  beta: number;
+  /** Alpha (vs benchmark) */
+  alpha: number;
+  /** Sharpe ratio */
+  sharpeRatio: number;
+  /** Treynor ratio */
+  treynorRatio: number;
+  /** Tracking error */
+  trackingError: number;
+  /** Information ratio */
+  informationRatio: number;
+}
+
+/**
+ * Drawdown analysis
+ */
+export interface DrawdownAnalysis {
+  /** Maximum drawdown percentage */
+  maxDrawdown: number;
+  /** Maximum drawdown duration (days) */
+  maxDrawdownDuration: number;
+  /** Current drawdown percentage */
+  currentDrawdown: number;
+  /** Current drawdown duration (days) */
+  currentDrawdownDuration: number;
+  /** Average drawdown percentage */
+  averageDrawdown: number;
+  /** Average drawdown duration (days) */
+  averageDrawdownDuration: number;
+  /** Number of drawdown periods */
+  drawdownPeriods: number;
+  /** Recovery factor */
+  recoveryFactor: number;
+}
+
+/**
+ * Return analysis statistics
+ */
+export interface ReturnAnalysis {
+  /** Total return */
+  totalReturn: number;
+  /** Annualized return */
+  annualizedReturn: number;
+  /** Volatility (annualized) */
+  volatility: number;
+  /** Skewness */
+  skewness: number;
+  /** Kurtosis */
+  kurtosis: number;
+  /** Best period return */
+  bestPeriod: number;
+  /** Worst period return */
+  worstPeriod: number;
+  /** Positive periods percentage */
+  positivePeriods: number;
+  /** Average positive return */
+  averagePositiveReturn: number;
+  /** Average negative return */
+  averageNegativeReturn: number;
+}
+
+// ============================================================================
+// OPTIONS PRICING TYPES
+// ============================================================================
+
+/**
+ * Options pricing parameters
+ */
+export interface OptionParameters {
+  /** Underlying asset price */
+  spotPrice: number;
+  /** Strike price */
+  strikePrice: number;
+  /** Time to expiration (in years) */
+  timeToExpiry: number;
+  /** Risk-free interest rate */
+  riskFreeRate: number;
+  /** Volatility */
+  volatility: number;
+  /** Dividend yield */
+  dividendYield?: number;
+  /** Option type */
+  optionType: 'call' | 'put';
+}
+
+/**
+ * Option pricing results
+ */
+export interface OptionPricing {
+  /** Call option price */
+  callPrice: number;
+  /** Put option price */
+  putPrice: number;
+  /** Call intrinsic value */
+  callIntrinsic: number;
+  /** Put intrinsic value */
+  putIntrinsic: number;
+  /** Call time value */
+  callTimeValue: number;
+  /** Put time value */
+  putTimeValue: number;
+}
+
+/**
+ * Option Greeks calculation
+ */
+export interface GreeksCalculation {
+  /** Delta - price sensitivity */
+  delta: number;
+  /** Gamma - delta sensitivity */
+  gamma: number;
+  /** Theta - time decay */
+  theta: number;
+  /** Vega - volatility sensitivity */
+  vega: number;
+  /** Rho - interest rate sensitivity */
+  rho: number;
+}
+
+// ============================================================================
+// MARKET DATA & STATISTICS TYPES
+// ============================================================================
+
+/**
+ * Market data structure
+ */
+export interface MarketData {
+  /** Security symbol */
+  symbol: string;
+  /** Current price */
+  price: number;
+  /** Trading volume */
+  volume: number;
+  /** Timestamp */
+  timestamp: number;
+  /** Bid price */
+  bid?: number;
+  /** Ask price */
+  ask?: number;
+  /** Bid size */
+  bidSize?: number;
+  /** Ask size */
+  askSize?: number;
+  /** Previous close */
+  previousClose?: number;
+  /** Day's high */
+  high?: number;
+  /** Day's low */
+  low?: number;
+  /** Day's open */
+  open?: number;
+}
+
+/**
+ * Market liquidity metrics
+ */
+export interface LiquidityMetrics {
+  /** Bid-ask spread */
+  bidAskSpread: number;
+  /** Bid-ask spread percentage */
+  bidAskSpreadPercent: number;
+  /** Market depth */
+  marketDepth: number;
+  /** Average daily volume */
+  averageDailyVolume: number;
+  /** Volume rate */
+  volumeRate: number;
+  /** Price impact */
+  priceImpact: number;
+  /** Liquidity score */
+  liquidityScore: number;
+}
+
+/**
+ * Market regime classification
+ */
+export interface MarketRegime {
+  /** Current regime */
+  regime: 'trending' | 'ranging' | 'volatile' | 'quiet';
+  /** Regime strength (0-1) */
+  strength: number;
+  /** Regime duration (periods) */
+  duration: number;
+  /** Trend direction (if trending) */
+  trendDirection?: 'up' | 'down';
+  /** Volatility level */
+  volatilityLevel: 'low' | 'medium' | 'high';
+}
+
+// ============================================================================
+// POSITION SIZING TYPES
+// ============================================================================
+
+/**
+ * Position sizing parameters
+ */
+export interface PositionSizeParams {
+  /** Account size */
+  accountSize: number;
+  /** Risk percentage per trade */
+  riskPercent: number;
+  /** Entry price */
+  entryPrice: number;
+  /** Stop loss price */
+  stopPrice: number;
+  /** Commission per share */
+  commission?: number;
+}
+
+/**
+ * Kelly Criterion parameters
+ */
+export interface KellyParams {
+  /** Win rate (0-1) */
+  winRate: number;
+  /** Average winning trade */
+  averageWin: number;
+  /** Average losing trade */
+  averageLoss: number;
+  /** Risk-free rate */
+  riskFreeRate?: number;
+}
+
+// ============================================================================
+// FINANCIAL STATEMENTS TYPES
+// ============================================================================
+
+/**
+ * Balance Sheet data structure
+ */
+export interface BalanceSheet {
+  /** Reporting period date */
+  date: string;
+  /** Fiscal period (Q1, Q2, Q3, Q4, FY) */
+  period: string;
+  /** Currency */
+  currency: string;
+  
+  // Assets
+  /** Total current assets */
+  totalCurrentAssets: number;
+  /** Cash and cash equivalents */
+  cashAndEquivalents: number;
+  /** Short-term investments */
+  shortTermInvestments?: number;
+  /** Accounts receivable */
+  accountsReceivable: number;
+  /** Inventory */
+  inventory: number;
+  /** Prepaid expenses */
+  prepaidExpenses?: number;
+  /** Other current assets */
+  otherCurrentAssets?: number;
+  
+  /** Total non-current assets */
+  totalNonCurrentAssets: number;
+  /** Property, plant & equipment (net) */
+  propertyPlantEquipmentNet: number;
+  /** Intangible assets */
+  intangibleAssets?: number;
+  /** Goodwill */
+  goodwill?: number;
+  /** Long-term investments */
+  longTermInvestments?: number;
+  /** Other non-current assets */
+  otherNonCurrentAssets?: number;
+  
+  /** Total assets */
+  totalAssets: number;
+  
+  // Liabilities
+  /** Total current liabilities */
+  totalCurrentLiabilities: number;
+  /** Accounts payable */
+  accountsPayable: number;
+  /** Short-term debt */
+  shortTermDebt: number;
+  /** Accrued liabilities */
+  accruedLiabilities?: number;
+  /** Other current liabilities */
+  otherCurrentLiabilities?: number;
+  
+  /** Total non-current liabilities */
+  totalNonCurrentLiabilities: number;
+  /** Long-term debt */
+  longTermDebt: number;
+  /** Deferred tax liabilities */
+  deferredTaxLiabilities?: number;
+  /** Other non-current liabilities */
+  otherNonCurrentLiabilities?: number;
+  
+  /** Total liabilities */
+  totalLiabilities: number;
+  
+  // Equity
+  /** Total stockholders' equity */
+  totalStockholdersEquity: number;
+  /** Common stock */
+  commonStock: number;
+  /** Retained earnings */
+  retainedEarnings: number;
+  /** Additional paid-in capital */
+  additionalPaidInCapital?: number;
+  /** Treasury stock */
+  treasuryStock?: number;
+  /** Accumulated other comprehensive income */
+  accumulatedOtherComprehensiveIncome?: number;
+}
+
+/**
+ * Income Statement data structure
+ */
+export interface IncomeStatement {
+  /** Reporting period date */
+  date: string;
+  /** Fiscal period (Q1, Q2, Q3, Q4, FY) */
+  period: string;
+  /** Currency */
+  currency: string;
+  
+  /** Total revenue/net sales */
+  totalRevenue: number;
+  /** Cost of goods sold */
+  costOfGoodsSold: number;
+  /** Gross profit */
+  grossProfit: number;
+  
+  /** Operating expenses */
+  operatingExpenses: number;
+  /** Research and development */
+  researchAndDevelopment?: number;
+  /** Selling, general & administrative */
+  sellingGeneralAdministrative?: number;
+  /** Depreciation and amortization */
+  depreciationAmortization?: number;
+  /** Other operating expenses */
+  otherOperatingExpenses?: number;
+  
+  /** Operating income */
+  operatingIncome: number;
+  
+  /** Interest income */
+  interestIncome?: number;
+  /** Interest expense */
+  interestExpense?: number;
+  /** Other income/expense */
+  otherIncomeExpense?: number;
+  
+  /** Income before taxes */
+  incomeBeforeTaxes: number;
+  /** Income tax expense */
+  incomeTaxExpense: number;
+  /** Net income */
+  netIncome: number;
+  
+  /** Earnings per share (basic) */
+  earningsPerShareBasic: number;
+  /** Earnings per share (diluted) */
+  earningsPerShareDiluted: number;
+  /** Weighted average shares outstanding (basic) */
+  sharesOutstandingBasic: number;
+  /** Weighted average shares outstanding (diluted) */
+  sharesOutstandingDiluted: number;
+}
+
+/**
+ * Cash Flow Statement data structure
+ */
+export interface CashFlowStatement {
+  /** Reporting period date */
+  date: string;
+  /** Fiscal period (Q1, Q2, Q3, Q4, FY) */
+  period: string;
+  /** Currency */
+  currency: string;
+  
+  // Operating Activities
+  /** Net income */
+  netIncome: number;
+  /** Depreciation and amortization */
+  depreciationAmortization: number;
+  /** Changes in working capital */
+  changesInWorkingCapital: number;
+  /** Other operating activities */
+  otherOperatingActivities?: number;
+  /** Net cash from operating activities */
+  netCashFromOperatingActivities: number;
+  
+  // Investing Activities  
+  /** Capital expenditures */
+  capitalExpenditures: number;
+  /** Acquisitions */
+  acquisitions?: number;
+  /** Investments */
+  investments?: number;
+  /** Other investing activities */
+  otherInvestingActivities?: number;
+  /** Net cash from investing activities */
+  netCashFromInvestingActivities: number;
+  
+  // Financing Activities
+  /** Debt issuance/repayment */
+  debtIssuanceRepayment?: number;
+  /** Equity issuance/repurchase */
+  equityIssuanceRepurchase?: number;
+  /** Dividends paid */
+  dividendsPaid?: number;
+  /** Other financing activities */
+  otherFinancingActivities?: number;
+  /** Net cash from financing activities */
+  netCashFromFinancingActivities: number;
+  
+  /** Net change in cash */
+  netChangeInCash: number;
+  /** Cash at beginning of period */
+  cashAtBeginningOfPeriod: number;
+  /** Cash at end of period */
+  cashAtEndOfPeriod: number;
+}
+
+// ============================================================================
+// TECHNICAL ANALYSIS TYPES
+// ============================================================================
+
+/**
+ * Technical indicators collection
+ */
+export interface TechnicalIndicators {
+  /** Simple Moving Average */
+  sma: number[];
+  /** Exponential Moving Average */
+  ema: number[];
+  /** Relative Strength Index */
+  rsi: number[];
+  /** MACD indicator */
+  macd: { 
+    macd: number[]; 
+    signal: number[]; 
+    histogram: number[]; 
+  };
+  /** Bollinger Bands */
+  bollinger: { 
+    upper: number[]; 
+    middle: number[]; 
+    lower: number[]; 
+  };
+  /** Average True Range */
+  atr: number[];
+  /** Stochastic Oscillator */
+  stochastic: { 
+    k: number[]; 
+    d: number[]; 
+  };
+  /** Williams %R */
+  williams_r: number[];
+  /** Commodity Channel Index */
+  cci: number[];
+  /** Momentum */
+  momentum: number[];
+  /** Rate of Change */
+  roc: number[];
+}
+
+// ============================================================================
+// CORRELATION & VOLATILITY TYPES
+// ============================================================================
+
+/**
+ * Correlation analysis result
+ */
+export interface CorrelationResult {
+  /** Correlation coefficient */
+  correlation: number;
+  /** P-value for statistical significance */
+  pValue: number;
+  /** Is statistically significant */
+  isSignificant: boolean;
+  /** Confidence interval */
+  confidenceInterval: [number, number];
+  /** Sample size */
+  sampleSize: number;
+}
+
+/**
+ * Correlation matrix
+ */
+export interface CorrelationMatrix {
+  /** Asset symbols */
+  symbols: string[];
+  /** Correlation matrix values */
+  matrix: number[][];
+  /** Eigenvalues */
+  eigenvalues: number[];
+  /** Condition number */
+  conditionNumber: number;
+  /** Is positive definite */
+  isPositiveDefinite: boolean;
+}
+
+/**
+ * Volatility estimates using different models
+ */
+export interface VolatilityEstimates {
+  /** Close-to-close volatility */
+  closeToClose: number;
+  /** Parkinson volatility */
+  parkinson: number;
+  /** Garman-Klass volatility */
+  garmanKlass: number;
+  /** Rogers-Satchell volatility */
+  rogersSatchell: number;
+  /** Yang-Zhang volatility */
+  yangZhang: number;
+}
+
+/**
+ * GARCH model parameters
+ */
+export interface GARCHParameters {
+  /** Alpha parameter */
+  alpha: number;
+  /** Beta parameter */
+  beta: number;
+  /** Omega parameter */
+  omega: number;
+  /** Log likelihood */
+  logLikelihood: number;
+  /** AIC (Akaike Information Criterion) */
+  aic: number;
+  /** BIC (Bayesian Information Criterion) */
+  bic: number;
+}
+
+// ============================================================================
+// BACKTESTING & STRATEGY TYPES
+// ============================================================================
+
+/**
+ * Backtesting results
+ */
+export interface BacktestResults {
+  /** All trades executed */
+  trades: TradeExecution[];
+  /** Equity curve over time */
+  equityCurve: Array<{ value: number; date: Date }>;
+  /** Performance metrics */
+  performance: PortfolioAnalysis;
+  /** Risk metrics */
+  riskMetrics: RiskMetrics;
+  /** Drawdown analysis */
+  drawdownAnalysis: DrawdownAnalysis;
+  /** Trade performance */
+  tradePerformance: TradePerformance;
+  /** Start date */
+  startDate: Date;
+  /** End date */
+  endDate: Date;
+  /** Initial capital */
+  initialCapital: number;
+  /** Final value */
+  finalValue: number;
+}
+
+// ============================================================================
+// HELPER TYPES FOR GENERIC FUNCTIONS
+// ============================================================================
+
+/**
+ * Interface for data that has a close price
+ * Used to make functions generic across different data types
+ */
+export interface HasClose {
+  close: number;
+}
+
+/**
+ * Interface for data that has OHLC prices
+ */
+export interface HasOHLC {
+  open: number;
+  high: number;
+  low: number;
+  close: number;
+}
+
+/**
+ * Interface for data that has volume
+ */
+export interface HasVolume {
+  volume: number;
+}
+
+/**
+ * Interface for data that has timestamp
+ */
+export interface HasTimestamp {
+  timestamp: number;
+}

libs/types/tsconfig.json

@@ -1,5 +1,10 @@
 {
   "extends": "../../tsconfig.lib.json",
+  "compilerOptions": {
+    "outDir": "./dist",
+    "rootDir": "./src"
+  },
+  "include": ["src/**/*"],
   "references": [
   ]
 }

libs/utils/src/calculations/index.ts

@@ -1,3 +1,6 @@
+// Import standardized types
+import type { OHLCV, OHLCVWithMetadata } from '@stock-bot/types';
+
 // Import specific functions for convenience functions
 import { calculateStrategyMetrics } from './performance-metrics';
 import { calculateRiskMetrics } from './risk-metrics';
@@ -22,7 +25,11 @@ import {
  * Organized into logical categories for easy use and maintenance.
  */
 
-// Core interfaces for financial data
+// Re-export standardized types
+export type { OHLCV, OHLCVWithMetadata } from '@stock-bot/types';
+
+// Legacy interface for backward compatibility - prefer OHLCV from @stock-bot/types
+/** @deprecated Use OHLCV from @stock-bot/types instead */
 export interface OHLCVData {
   open: number;
   high: number;

libs/utils/tsconfig.json

@@ -1,5 +1,10 @@
 {
   "extends": "../../tsconfig.lib.json",
+  "compilerOptions": {
+    "outDir": "./dist",
+    "rootDir": "./src"
+  },
+  "include": ["src/**/*"],
   "references": [
     { "path": "../types" }
   ]

libs/vector-engine/tsconfig.json

@@ -1,4 +1,9 @@
 {
   "extends": "../../tsconfig.lib.json",
+  "compilerOptions": {
+    "outDir": "./dist",
+    "rootDir": "./src"
+  },
+  "include": ["src/**/*"],
   "references": [{ "path": "../logger" }, { "path": "../utils" }]
 }