fixed a lot of lint and work on utils

apps/data-sync-service/src/services/sync-manager.ts

@@ -162,7 +162,7 @@ export class SyncManager {
   // Helper methods
 
   private async resolveExchange(exchangeCode: string): Promise<string | null> {
-    if (!exchangeCode) return null;
+    if (!exchangeCode) {return null;}
 
     // Simple mapping - expand this as needed
     const exchangeMap: Record<string, string> = {

apps/web-app/src/components/layout/Layout.tsx

@@ -10,7 +10,7 @@ export function Layout() {
   // Determine title from current route
   const getTitle = () => {
     const path = location.pathname.replace('/', '');
-    if (!path || path === 'dashboard') return 'Dashboard';
+    if (!path || path === 'dashboard') {return 'Dashboard';}
     return path.charAt(0).toUpperCase() + path.slice(1);
   };
 

apps/web-app/src/components/ui/dialog.tsx

@@ -1,5 +1,4 @@
 import React from 'react';
-import { XMarkIcon } from '@heroicons/react/24/outline';
 
 interface DialogProps {
   open: boolean;
@@ -8,7 +7,7 @@ interface DialogProps {
 }
 
 export function Dialog({ open, onOpenChange, children }: DialogProps) {
-  if (!open) return null;
+  if (!open) {return null;}
 
   return (
     <div className="fixed inset-0 z-50 flex items-center justify-center">

apps/web-app/src/features/dashboard/components/PortfolioTable.tsx

@@ -278,9 +278,9 @@ export function PortfolioTable() {
       size: 120,
       cell: ({ getValue }) => {
         const value = getValue() as number;
-        if (value >= 1e12) return <span className="font-mono">${(value / 1e12).toFixed(2)}T</span>;
-        if (value >= 1e9) return <span className="font-mono">${(value / 1e9).toFixed(2)}B</span>;
-        if (value >= 1e6) return <span className="font-mono">${(value / 1e6).toFixed(2)}M</span>;
+        if (value >= 1e12) {return <span className="font-mono">${(value / 1e12).toFixed(2)}T</span>;}
+        if (value >= 1e9) {return <span className="font-mono">${(value / 1e9).toFixed(2)}B</span>;}
+        if (value >= 1e6) {return <span className="font-mono">${(value / 1e6).toFixed(2)}M</span>;}
         return <span className="font-mono">${value.toLocaleString()}</span>;
       },
     },
@@ -327,8 +327,8 @@ export function PortfolioTable() {
       size: 120,
       cell: ({ getValue }) => {
         const value = getValue() as number;
-        if (value >= 1e9) return <span className="font-mono">${(value / 1e9).toFixed(2)}B</span>;
-        if (value >= 1e6) return <span className="font-mono">${(value / 1e6).toFixed(2)}M</span>;
+        if (value >= 1e9) {return <span className="font-mono">${(value / 1e9).toFixed(2)}B</span>;}
+        if (value >= 1e6) {return <span className="font-mono">${(value / 1e6).toFixed(2)}M</span>;}
         return <span className="font-mono">${value.toLocaleString()}</span>;
       },
     },
@@ -339,8 +339,8 @@ export function PortfolioTable() {
       size: 120,
       cell: ({ getValue }) => {
         const value = getValue() as number;
-        if (value >= 1e9) return <span className="font-mono">${(value / 1e9).toFixed(2)}B</span>;
-        if (value >= 1e6) return <span className="font-mono">${(value / 1e6).toFixed(2)}M</span>;
+        if (value >= 1e9) {return <span className="font-mono">${(value / 1e9).toFixed(2)}B</span>;}
+        if (value >= 1e6) {return <span className="font-mono">${(value / 1e6).toFixed(2)}M</span>;}
         return <span className="font-mono">${value.toLocaleString()}</span>;
       },
     },

apps/web-app/src/features/exchanges/components/AddProviderMappingDialog.tsx

@@ -200,7 +200,7 @@ export function AddProviderMappingDialog({
                 const exchange = unmappedExchanges.find(
                   ex => ex.provider_exchange_code === selectedProviderExchange
                 );
-                if (!exchange) return null;
+                if (!exchange) {return null;}
 
                 return (
                   <div className="space-y-1 text-xs">

apps/web-app/src/features/exchanges/components/AddSourceDialog.tsx

@@ -27,7 +27,7 @@ export function AddSourceDialog({
 
   const handleSubmit = async (e: React.FormEvent) => {
     e.preventDefault();
-    if (!source || !sourceCode || !id || !name || !code) return;
+    if (!source || !sourceCode || !id || !name || !code) {return;}
 
     setLoading(true);
     try {
@@ -52,8 +52,8 @@ export function AddSourceDialog({
       setName('');
       setCode('');
       setAliases('');
-    } catch (error) {
-      console.error('Error adding source:', error);
+    } catch (_error) {
+      console.error('Error adding source:', _error);
     } finally {
       setLoading(false);
     }

apps/web-app/src/features/exchanges/hooks/useFormValidation.ts

@@ -35,7 +35,7 @@ export function useFormValidation<T>(
     onSuccess?: () => void,
     onError?: (error: unknown) => void
   ) => {
-    if (!validate()) return;
+    if (!validate()) {return;}
 
     setIsSubmitting(true);
     try {

apps/web-app/src/lib/utils.ts

@@ -19,7 +19,7 @@ export function formatPercentage(value: number): string {
 }
 
 export function getValueColor(value: number): string {
-  if (value > 0) return 'text-success';
-  if (value < 0) return 'text-danger';
+  if (value > 0) {return 'text-success';}
+  if (value < 0) {return 'text-danger';}
   return 'text-text-secondary';
 }

apps/web-app/src/lib/utils/index.ts

@@ -23,9 +23,9 @@ export function formatPercentage(value: number, decimals = 2): string {
  * Format large numbers with K, M, B suffixes
  */
 export function formatNumber(num: number): string {
-  if (num >= 1e9) return (num / 1e9).toFixed(1) + 'B';
-  if (num >= 1e6) return (num / 1e6).toFixed(1) + 'M';
-  if (num >= 1e3) return (num / 1e3).toFixed(1) + 'K';
+  if (num >= 1e9) {return (num / 1e9).toFixed(1) + 'B';}
+  if (num >= 1e6) {return (num / 1e6).toFixed(1) + 'M';}
+  if (num >= 1e3) {return (num / 1e3).toFixed(1) + 'K';}
   return num.toString();
 }
 
@@ -33,8 +33,8 @@ export function formatNumber(num: number): string {
  * Get color class based on numeric value (profit/loss)
  */
 export function getValueColor(value: number): string {
-  if (value > 0) return 'text-success';
-  if (value < 0) return 'text-danger';
+  if (value > 0) {return 'text-success';}
+  if (value < 0) {return 'text-danger';}
   return 'text-text-secondary';
 }
 
@@ -42,6 +42,6 @@ export function getValueColor(value: number): string {
  * Truncate text to specified length
  */
 export function truncateText(text: string, length: number): string {
-  if (text.length <= length) return text;
+  if (text.length <= length) {return text;}
   return text.slice(0, length) + '...';
 }

libs/config/src/loaders/env.loader.ts

@@ -110,16 +110,16 @@ export class EnvLoader implements ConfigLoader {
     }
 
     // Handle booleans
-    if (value.toLowerCase() === 'true') return true;
-    if (value.toLowerCase() === 'false') return false;
+    if (value.toLowerCase() === 'true') {return true;}
+    if (value.toLowerCase() === 'false') {return false;}
 
     // Handle numbers
     const num = Number(value);
-    if (!isNaN(num) && value !== '') return num;
+    if (!isNaN(num) && value !== '') {return num;}
 
     // Handle null/undefined
-    if (value.toLowerCase() === 'null') return null;
-    if (value.toLowerCase() === 'undefined') return undefined;
+    if (value.toLowerCase() === 'null') {return null;}
+    if (value.toLowerCase() === 'undefined') {return undefined;}
 
     // Return as string
     return value;

libs/queue/src/rate-limiter.ts

@@ -93,7 +93,7 @@ export class QueueRateLimiter {
       r.handler === handler && 
       r.operation === operation
     );
-    if (rule) return rule;
+    if (rule) {return rule;}
 
     // 2. Check for handler-specific rule
     rule = this.rules.find(r => 
@@ -101,14 +101,14 @@ export class QueueRateLimiter {
       r.queueName === queueName && 
       r.handler === handler
     );
-    if (rule) return rule;
+    if (rule) {return rule;}
 
     // 3. Check for queue-specific rule
     rule = this.rules.find(r => 
       r.level === 'queue' && 
       r.queueName === queueName
     );
-    if (rule) return rule;
+    if (rule) {return rule;}
 
     // 4. Check for global rule (least specific)
     rule = this.rules.find(r => r.level === 'global');

libs/queue/test/rate-limiter.test.ts

@@ -210,7 +210,7 @@ describe('QueueRateLimiter', () => {
 
       // Consume the limit
       await rateLimiter.checkLimit('reset-test', 'operation');
-      let blocked = await rateLimiter.checkLimit('reset-test', 'operation');
+      const blocked = await rateLimiter.checkLimit('reset-test', 'operation');
       expect(blocked.allowed).toBe(false);
 
       // Reset limits
@@ -248,7 +248,7 @@ describe('QueueRateLimiter', () => {
 
       // Verify rule exists
       await rateLimiter.checkLimit('remove-test', 'op');
-      let blocked = await rateLimiter.checkLimit('remove-test', 'op');
+      const blocked = await rateLimiter.checkLimit('remove-test', 'op');
       expect(blocked.allowed).toBe(false);
 
       // Remove rule

libs/utils/src/calculations/index.ts

@@ -82,11 +82,11 @@ export {
   massIndex,
   coppockCurve
 } from './technical-indicators';
-// export * from './risk-metrics';
+export * from './risk-metrics';
 // export * from './portfolio-analytics';
 // export * from './options-pricing';
 // export * from './position-sizing';
-// export * from './performance-metrics';
+export * from './performance-metrics';
 // export * from './market-statistics';
 // export * from './volatility-models';
 // export * from './correlation-analysis';

libs/utils/src/calculations/performance-metrics.ts

@@ -3,7 +3,22 @@
  * Comprehensive performance measurement tools for trading strategies and portfolios
  */
 
-import { PortfolioMetrics, ulcerIndex } from './index';
+// import type { PortfolioMetrics } from '@stock-bot/types';
+
+// Define PortfolioMetrics locally until it's added to types library
+export interface PortfolioMetrics {
+  totalValue: number;
+  totalReturn: number;
+  totalReturnPercent: number;
+  dailyReturn: number;
+  dailyReturnPercent: number;
+  maxDrawdown: number;
+  sharpeRatio: number;
+  beta: number;
+  alpha: number;
+  volatility: number;
+}
+import { ulcerIndex } from './risk-metrics';
 
 export interface TradePerformance {
   totalTrades: number;
@@ -140,8 +155,11 @@ export function analyzeDrawdowns(
     };
   }
 
-  let peak = equityCurve[0].value;
-  let peakDate = equityCurve[0].date;
+  const first = equityCurve[0];
+  if (!first) {return { maxDrawdown: 0, maxDrawdownDuration: 0, averageDrawdown: 0, drawdownPeriods: [] };}
+  
+  let peak = first.value;
+  let peakDate = first.date;
   let maxDrawdown = 0;
   let maxDrawdownDuration = 0;
 
@@ -157,19 +175,23 @@ export function analyzeDrawdowns(
 
   for (let i = 1; i < equityCurve.length; i++) {
     const current = equityCurve[i];
+    if (!current) {continue;}
 
     if (current.value > peak) {
       // New peak - end any current drawdown
       if (currentDrawdownStart) {
-        const drawdownMagnitude = (peak - equityCurve[i - 1].value) / peak;
+        const prev = equityCurve[i - 1];
+        if (!prev) {continue;}
+        
+        const drawdownMagnitude = (peak - prev.value) / peak;
         const duration = Math.floor(
-          (equityCurve[i - 1].date.getTime() - currentDrawdownStart.getTime()) /
+          (prev.date.getTime() - currentDrawdownStart.getTime()) /
             (1000 * 60 * 60 * 24)
         );
 
         drawdownPeriods.push({
           start: currentDrawdownStart,
-          end: equityCurve[i - 1].date,
+          end: prev.date,
           duration,
           magnitude: drawdownMagnitude,
         });
@@ -195,6 +217,8 @@ export function analyzeDrawdowns(
   // Handle ongoing drawdown
   if (currentDrawdownStart) {
     const lastPoint = equityCurve[equityCurve.length - 1];
+    if (!lastPoint) {return { maxDrawdown, maxDrawdownDuration, averageDrawdown: 0, drawdownPeriods };}
+    
     const drawdownMagnitude = (peak - lastPoint.value) / peak;
     const duration = Math.floor(
       (lastPoint.date.getTime() - currentDrawdownStart.getTime()) / (1000 * 60 * 60 * 24)
@@ -352,8 +376,10 @@ export function strategyPerformanceAttribution(
 
   for (let i = 0; i < sectorWeights.length; i++) {
     const portfolioWeight = sectorWeights[i];
-    const benchmarkWeight = 1 / sectorWeights.length; // Assuming equal benchmark weights
     const sectorReturn = sectorReturns[i];
+    if (portfolioWeight === undefined || sectorReturn === undefined) {continue;}
+    
+    const benchmarkWeight = 1 / sectorWeights.length; // Assuming equal benchmark weights
 
     // Allocation effect: (portfolio weight - benchmark weight) * (benchmark sector return - benchmark return)
     allocationEffect += (portfolioWeight - benchmarkWeight) * (sectorReturn - benchmarkReturn);
@@ -454,15 +480,23 @@ export function calculateStrategyMetrics(
 
   const returns = [];
   for (let i = 1; i < equityCurve.length; i++) {
-    const ret = (equityCurve[i].value - equityCurve[i - 1].value) / equityCurve[i - 1].value;
+    const current = equityCurve[i];
+    const previous = equityCurve[i - 1];
+    if (!current || !previous) {continue;}
+    
+    const ret = (current.value - previous.value) / previous.value;
     returns.push(ret);
   }
 
-  const totalValue = equityCurve[equityCurve.length - 1].value;
-  const totalReturn = totalValue - equityCurve[0].value;
-  const totalReturnPercent = (totalReturn / equityCurve[0].value) * 100;
+  const lastPoint = equityCurve[equityCurve.length - 1];
+  const firstPoint = equityCurve[0];
+  if (!lastPoint || !firstPoint) {return { totalValue: 0, totalReturn: 0, totalReturnPercent: 0, dailyReturn: 0, dailyReturnPercent: 0, maxDrawdown: 0, sharpeRatio: 0, beta: 0, alpha: 0, volatility: 0 };}
+  
+  const totalValue = lastPoint.value;
+  const totalReturn = totalValue - firstPoint.value;
+  const totalReturnPercent = (totalReturn / firstPoint.value) * 100;
 
-  const dailyReturn = returns[returns.length - 1];
+  const dailyReturn = returns[returns.length - 1] || 0;
   const dailyReturnPercent = dailyReturn * 100;
 
   const maxDrawdown = analyzeDrawdowns(equityCurve).maxDrawdown;
@@ -528,7 +562,10 @@ export function informationRatio(portfolioReturns: number[], benchmarkReturns: n
   }
 
   const excessReturns = portfolioReturns.map(
-    (portfolioReturn, index) => portfolioReturn - benchmarkReturns[index]
+    (portfolioReturn, index) => {
+      const benchmark = benchmarkReturns[index];
+      return benchmark !== undefined ? portfolioReturn - benchmark : 0;
+    }
   );
   const trackingError = calculateVolatility(excessReturns);
   const avgExcessReturn = excessReturns.reduce((sum, ret) => sum + ret, 0) / excessReturns.length;
@@ -536,20 +573,7 @@ export function informationRatio(portfolioReturns: number[], benchmarkReturns: n
   return trackingError === 0 ? 0 : avgExcessReturn / trackingError;
 }
 
-/**
- * Calculate Treynor Ratio
- */
-export function treynorRatio(
-  portfolioReturns: number[],
-  marketReturns: number[],
-  riskFreeRate: number
-): number {
-  const beta = calculateBeta(portfolioReturns, marketReturns);
-  const avgPortfolioReturn =
-    portfolioReturns.reduce((sum, ret) => sum + ret, 0) / portfolioReturns.length;
-
-  return beta === 0 ? 0 : (avgPortfolioReturn - riskFreeRate) / beta;
-}
+// Treynor Ratio is already exported from risk-metrics
 
 /**
  * Calculate Jensen's Alpha (same as Alpha, but included for clarity)
@@ -575,11 +599,15 @@ export function captureRatio(
   let downMarketPeriods = 0;
 
   for (let i = 0; i < portfolioReturns.length; i++) {
-    if (benchmarkReturns[i] > 0) {
-      upCapture += portfolioReturns[i];
+    const benchmarkReturn = benchmarkReturns[i];
+    const portfolioReturn = portfolioReturns[i];
+    if (benchmarkReturn === undefined || portfolioReturn === undefined) {continue;}
+    
+    if (benchmarkReturn > 0) {
+      upCapture += portfolioReturn;
       upMarketPeriods++;
-    } else if (benchmarkReturns[i] < 0) {
-      downCapture += portfolioReturns[i];
+    } else if (benchmarkReturn < 0) {
+      downCapture += portfolioReturn;
       downMarketPeriods++;
     }
   }
@@ -701,11 +729,20 @@ export function calculateRollingAlpha(
 export function timeWeightedRateOfReturn(
   cashFlows: Array<{ amount: number; date: Date; value: number }>
 ): number {
+  if (cashFlows.length < 2) {
+    return 0;
+  }
+  
+  const first = cashFlows[0];
+  if (!first) {return 0;}
+  
   let totalReturn = 1;
-  let previousValue = cashFlows[0].value;
+  let previousValue = first.value;
 
   for (let i = 1; i < cashFlows.length; i++) {
     const current = cashFlows[i];
+    if (!current) {continue;}
+    
     const periodReturn =
       (current.value - previousValue - current.amount) / (previousValue + current.amount);
     totalReturn *= 1 + periodReturn;
@@ -721,13 +758,20 @@ export function timeWeightedRateOfReturn(
 export function moneyWeightedRateOfReturn(
   cashFlows: Array<{ amount: number; date: Date; value: number }>
 ): number {
+  if (cashFlows.length === 0) {
+    return 0;
+  }
+  
+  const first = cashFlows[0];
+  if (!first) {return 0;}
+  
   // Approximate MWRR using Internal Rate of Return (IRR)
   // This requires a numerical method or library for accurate IRR calculation
   // This is a simplified example and may not be accurate for all cases
 
   let totalCashFlow = 0;
   let totalWeightedCashFlow = 0;
-  const startDate = cashFlows[0].date.getTime();
+  const startDate = first.date.getTime();
 
   for (const cf of cashFlows) {
     const timeDiff = (cf.date.getTime() - startDate) / (1000 * 60 * 60 * 24 * 365); // Years
@@ -736,7 +780,7 @@ export function moneyWeightedRateOfReturn(
   }
 
   // Simplified approximation: MWRR ≈ totalCashFlow / totalWeightedCashFlow - 1
-  return totalCashFlow / totalWeightedCashFlow - 1;
+  return totalWeightedCashFlow === 0 ? 0 : totalCashFlow / totalWeightedCashFlow - 1;
 }
 
 // Helper functions
@@ -779,8 +823,12 @@ function calculateBeta(portfolioReturns: number[], marketReturns: number[]): num
   let marketVariance = 0;
 
   for (let i = 0; i < portfolioReturns.length; i++) {
-    const portfolioDiff = portfolioReturns[i] - portfolioMean;
-    const marketDiff = marketReturns[i] - marketMean;
+    const portfolioReturn = portfolioReturns[i];
+    const marketReturn = marketReturns[i];
+    if (portfolioReturn === undefined || marketReturn === undefined) {continue;}
+    
+    const portfolioDiff = portfolioReturn - portfolioMean;
+    const marketDiff = marketReturn - marketMean;
 
     covariance += portfolioDiff * marketDiff;
     marketVariance += marketDiff * marketDiff;

libs/utils/src/calculations/risk-metrics.ts

@@ -3,7 +3,7 @@
  * Comprehensive risk measurement tools for portfolio and trading analysis
  */
 
-import { RiskMetrics, treynorRatio } from './index';
+import type { RiskMetrics } from '@stock-bot/types';
 
 /**
  * Calculate Value at Risk (VaR) using historical simulation
@@ -31,7 +31,7 @@ export function conditionalValueAtRisk(returns: number[], confidenceLevel: numbe
   const cutoffIndex = Math.floor((1 - confidenceLevel) * sortedReturns.length);
 
   if (cutoffIndex === 0) {
-    return sortedReturns[0];
+    return sortedReturns[0] || 0;
   }
 
   const tailReturns = sortedReturns.slice(0, cutoffIndex);
@@ -70,13 +70,19 @@ export function maxDrawdown(equityCurve: number[]): number {
   }
 
   let maxDD = 0;
-  let peak = equityCurve[0];
+  const first = equityCurve[0];
+  if (first === undefined) {return 0;}
+  
+  let peak = first;
 
   for (let i = 1; i < equityCurve.length; i++) {
-    if (equityCurve[i] > peak) {
-      peak = equityCurve[i];
+    const current = equityCurve[i];
+    if (current === undefined) {continue;}
+    
+    if (current > peak) {
+      peak = current;
     } else {
-      const drawdown = (peak - equityCurve[i]) / peak;
+      const drawdown = (peak - current) / peak;
       maxDD = Math.max(maxDD, drawdown);
     }
   }
@@ -142,8 +148,12 @@ export function beta(portfolioReturns: number[], marketReturns: number[]): numbe
   let marketVariance = 0;
 
   for (let i = 0; i < n; i++) {
-    const portfolioDiff = portfolioReturns[i] - portfolioMean;
-    const marketDiff = marketReturns[i] - marketMean;
+    const portfolioReturn = portfolioReturns[i];
+    const marketReturn = marketReturns[i];
+    if (portfolioReturn === undefined || marketReturn === undefined) {continue;}
+    
+    const portfolioDiff = portfolioReturn - portfolioMean;
+    const marketDiff = marketReturn - marketMean;
 
     covariance += portfolioDiff * marketDiff;
     marketVariance += marketDiff * marketDiff;
@@ -168,6 +178,24 @@ export function alpha(
   return portfolioMean - (riskFreeRate + portfolioBeta * (marketMean - riskFreeRate));
 }
 
+/**
+ * Calculate Treynor ratio
+ */
+export function treynorRatio(
+  portfolioReturns: number[],
+  marketReturns: number[],
+  riskFreeRate: number = 0
+): number {
+  const portfolioBeta = beta(portfolioReturns, marketReturns);
+  
+  if (portfolioBeta === 0) {
+    return 0;
+  }
+  
+  const portfolioMean = portfolioReturns.reduce((sum, ret) => sum + ret, 0) / portfolioReturns.length;
+  return (portfolioMean - riskFreeRate) / portfolioBeta;
+}
+
 /**
  * Calculate tracking error
  */
@@ -176,7 +204,10 @@ export function trackingError(portfolioReturns: number[], benchmarkReturns: numb
     return 0;
   }
 
-  const activeReturns = portfolioReturns.map((ret, i) => ret - benchmarkReturns[i]);
+  const activeReturns = portfolioReturns.map((ret, i) => {
+    const benchmark = benchmarkReturns[i];
+    return benchmark !== undefined ? ret - benchmark : 0;
+  });
   const mean = activeReturns.reduce((sum, ret) => sum + ret, 0) / activeReturns.length;
 
   const variance =
@@ -380,13 +411,22 @@ export function riskContribution(
 
   for (let i = 0; i < n; i++) {
     let marginalContribution = 0;
+    const row = covarianceMatrix[i];
+    if (!row) {continue;}
 
     for (let j = 0; j < n; j++) {
-      marginalContribution += weights[j] * covarianceMatrix[i][j];
+      const weight = weights[j];
+      const covariance = row[j];
+      if (weight !== undefined && covariance !== undefined) {
+        marginalContribution += weight * covariance;
+      }
     }
 
-    const contribution = (weights[i] * marginalContribution) / Math.pow(portfolioVolatility, 2);
-    contributions.push(contribution);
+    const weight = weights[i];
+    if (weight !== undefined && portfolioVolatility !== 0) {
+      const contribution = (weight * marginalContribution) / Math.pow(portfolioVolatility, 2);
+      contributions.push(contribution);
+    }
   }
 
   return contributions;
@@ -396,8 +436,15 @@ export function riskContribution(
  * Calculate Ulcer Index
  */
 export function ulcerIndex(equityCurve: Array<{ value: number; date: Date }>): number {
+  if (equityCurve.length === 0) {
+    return 0;
+  }
+
   let sumSquaredDrawdown = 0;
-  let peak = equityCurve[0].value;
+  const first = equityCurve[0];
+  if (!first) {return 0;}
+  
+  let peak = first.value;
 
   for (const point of equityCurve) {
     peak = Math.max(peak, point.value);

libs/utils/src/calculations/technical-indicators.ts

@@ -540,7 +540,7 @@ export function adx(
   for (let i = 1; i < ohlcv.length; i++) {
     const current = ohlcv[i];
     const previous = ohlcv[i - 1];
-    if (!current || !previous) continue;
+    if (!current || !previous) {continue;}
 
     // True Range
     const tr = Math.max(
@@ -575,7 +575,7 @@ export function adx(
     const atr = atrValues[i];
     const plusDMSmoothed = smoothedPlusDM[i];
     const minusDMSmoothed = smoothedMinusDM[i];
-    if (atr === undefined || plusDMSmoothed === undefined || minusDMSmoothed === undefined) continue;
+    if (atr === undefined || plusDMSmoothed === undefined || minusDMSmoothed === undefined) {continue;}
     
     const diPlus = atr > 0 ? (plusDMSmoothed / atr) * 100 : 0;
     const diMinus = atr > 0 ? (minusDMSmoothed / atr) * 100 : 0;
@@ -612,7 +612,7 @@ export function parabolicSAR(
   }
 
   const first = ohlcv[0];
-  if (!first) return [];
+  if (!first) {return [];}
 
   const result: number[] = [];
   let trend = 1; // 1 for uptrend, -1 for downtrend
@@ -625,7 +625,7 @@ export function parabolicSAR(
   for (let i = 1; i < ohlcv.length; i++) {
     const curr = ohlcv[i];
     const prev = ohlcv[i - 1];
-    if (!curr || !prev) continue;
+    if (!curr || !prev) {continue;}
 
     // Calculate new SAR
     sar = sar + acceleration * (extremePoint - sar);

libs/utils/test/calculations/position-sizing.test.ts

@@ -9,17 +9,13 @@ import {
   dynamicPositionSize,
   equalWeightPositionSize,
   expectancyPositionSize,
-  fixedFractionalPositionSize,
   fixedRiskPositionSize,
-  fractionalKellyPositionSize,
   kellyPositionSize,
   liquidityConstrainedPositionSize,
-  monteCarloPositionSize,
   multiTimeframePositionSize,
   riskParityPositionSize,
   sharpeOptimizedPositionSize,
   validatePositionSize,
-  volatilityAdjustedPositionSize,
   volatilityTargetPositionSize,
   type KellyParams,
   type PositionSizeParams,