added calcs

libs/utils/src/calculations/index.ts

@@ -0,0 +1,72 @@
+/**
+ * Comprehensive Financial Calculations Library
+ * 
+ * This module provides a complete set of financial calculations for trading and investment analysis.
+ * Organized into logical categories for easy use and maintenance.
+ */
+
+// Core interfaces for financial data
+export interface OHLCVData {
+  open: number;
+  high: number;
+  low: number;
+  close: number;
+  volume: number;
+  timestamp: Date;
+}
+
+export interface PriceData {
+  price: number;
+  timestamp: Date;
+}
+
+// Financial calculation result interfaces
+export interface PortfolioMetrics {
+  totalValue: number;
+  totalReturn: number;
+  totalReturnPercent: number;
+  dailyReturn: number;
+  dailyReturnPercent: number;
+  maxDrawdown: number;
+  sharpeRatio: number;
+  beta: number;
+  alpha: number;
+  volatility: number;
+}
+
+export interface RiskMetrics {
+  var95: number;  // Value at Risk 95%
+  var99: number;  // Value at Risk 99%
+  cvar95: number; // Conditional VaR 95%
+  maxDrawdown: number;
+  volatility: number;
+  downside_deviation: number;
+  calmar_ratio: number;
+  sortino_ratio: number;
+}
+
+export interface TechnicalIndicators {
+  sma: number[];
+  ema: number[];
+  rsi: number[];
+  macd: { macd: number[], signal: number[], histogram: number[] };
+  bollinger: { upper: number[], middle: number[], lower: number[] };
+  atr: number[];
+  stochastic: { k: number[], d: number[] };
+  williams_r: number[];
+  cci: number[];
+  momentum: number[];
+  roc: number[];
+}
+
+// Export interfaces from all modules
+export * from './basic-calculations';
+export * from './technical-indicators';
+export * from './risk-metrics';
+export * from './portfolio-analytics';
+export * from './options-pricing';
+export * from './position-sizing';
+export * from './performance-metrics';
+export * from './market-statistics';
+export * from './volatility-models';
+export * from './correlation-analysis';