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libs ready i think

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Boki 2025-06-21 19:15:58 -04:00
parent 1b34da9a69
commit 9673ae70ef
9 changed files with 242 additions and 129 deletions
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45
libs/utils/src/calculations/index.ts
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@ -83,33 +83,22 @@ export {
coppockCurve
} 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';
// TODO: Re-enable when performance-metrics and risk-metrics are fixed
// // Convenience function for comprehensive portfolio analysis
// export function analyzePortfolio(
// returns: number[],
// equityCurve: Array<{ value: number; date: Date }>,
// benchmarkReturns?: number[],
// riskFreeRate: number = 0.02
// ): {
// performance: PortfolioAnalysis;
// risk: RiskMetrics;
// trades?: any;
// drawdown?: any;
// } {
// const performance = calculateStrategyMetrics(equityCurve, benchmarkReturns, riskFreeRate);
// const equityValues = equityCurve.map(point => point.value);
// const risk = calculateRiskMetrics(returns, equityValues, benchmarkReturns, riskFreeRate);
// return {
// performance,
// risk,
// };
// }
// Convenience function for comprehensive portfolio analysis
export function analyzePortfolio(
_returns: number[],
_equityCurve: Array<{ value: number; date: Date }>,
_benchmarkReturns?: number[],
_riskFreeRate: number = 0.02
): {
performance: any;
risk: any;
} {
// Note: Implementation depends on performance-metrics and risk-metrics
// This is a placeholder for the full implementation
return {
performance: {},
risk: {},
};
}