eslint
This commit is contained in:
parent
8955544593
commit
9d38f9a7b6
91 changed files with 2224 additions and 1400 deletions
|
|
@ -1,38 +1,38 @@
|
|||
{
|
||||
"name": "@stock-bot/portfolio-service",
|
||||
"version": "1.0.0",
|
||||
"description": "Portfolio service for stock trading bot - handles portfolio tracking and performance analytics",
|
||||
"main": "dist/index.js",
|
||||
"type": "module",
|
||||
"scripts": {
|
||||
"build": "tsc",
|
||||
"devvvvv": "bun --watch src/index.ts",
|
||||
"start": "bun src/index.ts",
|
||||
"test": "bun test",
|
||||
"lint": "eslint src --ext .ts",
|
||||
"type-check": "tsc --noEmit"
|
||||
},
|
||||
"dependencies": {
|
||||
"@hono/node-server": "^1.12.0",
|
||||
"hono": "^4.6.1",
|
||||
"@stock-bot/config": "*",
|
||||
"@stock-bot/logger": "*",
|
||||
"@stock-bot/types": "*",
|
||||
"@stock-bot/questdb-client": "*",
|
||||
"@stock-bot/utils": "*",
|
||||
"@stock-bot/data-frame": "*"
|
||||
},
|
||||
"devDependencies": {
|
||||
"@types/node": "^22.5.0",
|
||||
"typescript": "^5.5.4"
|
||||
},
|
||||
"keywords": [
|
||||
"trading",
|
||||
"portfolio",
|
||||
"performance",
|
||||
"analytics",
|
||||
"stock-bot"
|
||||
],
|
||||
"author": "Stock Bot Team",
|
||||
"license": "MIT"
|
||||
}
|
||||
{
|
||||
"name": "@stock-bot/portfolio-service",
|
||||
"version": "1.0.0",
|
||||
"description": "Portfolio service for stock trading bot - handles portfolio tracking and performance analytics",
|
||||
"main": "dist/index.js",
|
||||
"type": "module",
|
||||
"scripts": {
|
||||
"build": "tsc",
|
||||
"devvvvv": "bun --watch src/index.ts",
|
||||
"start": "bun src/index.ts",
|
||||
"test": "bun test",
|
||||
"lint": "eslint src --ext .ts",
|
||||
"type-check": "tsc --noEmit"
|
||||
},
|
||||
"dependencies": {
|
||||
"@hono/node-server": "^1.12.0",
|
||||
"hono": "^4.6.1",
|
||||
"@stock-bot/config": "*",
|
||||
"@stock-bot/logger": "*",
|
||||
"@stock-bot/types": "*",
|
||||
"@stock-bot/questdb-client": "*",
|
||||
"@stock-bot/utils": "*",
|
||||
"@stock-bot/data-frame": "*"
|
||||
},
|
||||
"devDependencies": {
|
||||
"@types/node": "^22.5.0",
|
||||
"typescript": "^5.5.4"
|
||||
},
|
||||
"keywords": [
|
||||
"trading",
|
||||
"portfolio",
|
||||
"performance",
|
||||
"analytics",
|
||||
"stock-bot"
|
||||
],
|
||||
"author": "Stock Bot Team",
|
||||
"license": "MIT"
|
||||
}
|
||||
|
|
|
|||
|
|
@ -1,4 +1,4 @@
|
|||
import { PortfolioSnapshot, Trade } from '../portfolio/portfolio-manager.ts';
|
||||
import { PortfolioSnapshot } from '../portfolio/portfolio-manager';
|
||||
|
||||
export interface PerformanceMetrics {
|
||||
totalReturn: number;
|
||||
|
|
@ -67,8 +67,8 @@ export class PerformanceAnalyzer {
|
|||
};
|
||||
}
|
||||
|
||||
private calculateReturns(period: 'daily' | 'weekly' | 'monthly'): number[] {
|
||||
if (this.snapshots.length < 2) return [];
|
||||
private calculateReturns(_period: 'daily' | 'weekly' | 'monthly'): number[] {
|
||||
if (this.snapshots.length < 2) {return [];}
|
||||
|
||||
const returns: number[] = [];
|
||||
|
||||
|
|
@ -83,7 +83,7 @@ export class PerformanceAnalyzer {
|
|||
}
|
||||
|
||||
private calculateTotalReturn(): number {
|
||||
if (this.snapshots.length < 2) return 0;
|
||||
if (this.snapshots.length < 2) {return 0;}
|
||||
|
||||
const firstValue = this.snapshots[0].totalValue;
|
||||
const lastValue = this.snapshots[this.snapshots.length - 1].totalValue;
|
||||
|
|
@ -92,14 +92,14 @@ export class PerformanceAnalyzer {
|
|||
}
|
||||
|
||||
private calculateAnnualizedReturn(returns: number[]): number {
|
||||
if (returns.length === 0) return 0;
|
||||
if (returns.length === 0) {return 0;}
|
||||
|
||||
const avgReturn = returns.reduce((sum, ret) => sum + ret, 0) / returns.length;
|
||||
return Math.pow(1 + avgReturn, 252) - 1; // 252 trading days per year
|
||||
}
|
||||
|
||||
private calculateVolatility(returns: number[]): number {
|
||||
if (returns.length === 0) return 0;
|
||||
if (returns.length === 0) {return 0;}
|
||||
|
||||
const avgReturn = returns.reduce((sum, ret) => sum + ret, 0) / returns.length;
|
||||
const variance =
|
||||
|
|
@ -109,19 +109,19 @@ export class PerformanceAnalyzer {
|
|||
}
|
||||
|
||||
private calculateSharpeRatio(returns: number[], riskFreeRate: number): number {
|
||||
if (returns.length === 0) return 0;
|
||||
if (returns.length === 0) {return 0;}
|
||||
|
||||
const avgReturn = returns.reduce((sum, ret) => sum + ret, 0) / returns.length;
|
||||
const annualizedReturn = Math.pow(1 + avgReturn, 252) - 1;
|
||||
const volatility = this.calculateVolatility(returns);
|
||||
|
||||
if (volatility === 0) return 0;
|
||||
if (volatility === 0) {return 0;}
|
||||
|
||||
return (annualizedReturn - riskFreeRate) / volatility;
|
||||
}
|
||||
|
||||
private calculateMaxDrawdown(): number {
|
||||
if (this.snapshots.length === 0) return 0;
|
||||
if (this.snapshots.length === 0) {return 0;}
|
||||
|
||||
let maxDrawdown = 0;
|
||||
let peak = this.snapshots[0].totalValue;
|
||||
|
|
@ -139,7 +139,7 @@ export class PerformanceAnalyzer {
|
|||
}
|
||||
|
||||
private calculateBeta(returns: number[]): number {
|
||||
if (returns.length === 0 || this.benchmarkReturns.length === 0) return 1.0;
|
||||
if (returns.length === 0 || this.benchmarkReturns.length === 0) {return 1.0;}
|
||||
|
||||
// Simple beta calculation - would need actual benchmark data
|
||||
return 1.0; // Placeholder
|
||||
|
|
@ -157,7 +157,7 @@ export class PerformanceAnalyzer {
|
|||
const annualizedReturn = this.calculateAnnualizedReturn(returns);
|
||||
const maxDrawdown = this.calculateMaxDrawdown();
|
||||
|
||||
if (maxDrawdown === 0) return 0;
|
||||
if (maxDrawdown === 0) {return 0;}
|
||||
|
||||
return annualizedReturn / maxDrawdown;
|
||||
}
|
||||
|
|
@ -166,16 +166,16 @@ export class PerformanceAnalyzer {
|
|||
const annualizedReturn = this.calculateAnnualizedReturn(returns);
|
||||
const downsideDeviation = this.calculateDownsideDeviation(returns);
|
||||
|
||||
if (downsideDeviation === 0) return 0;
|
||||
if (downsideDeviation === 0) {return 0;}
|
||||
|
||||
return (annualizedReturn - riskFreeRate) / downsideDeviation;
|
||||
}
|
||||
|
||||
private calculateDownsideDeviation(returns: number[]): number {
|
||||
if (returns.length === 0) return 0;
|
||||
if (returns.length === 0) {return 0;}
|
||||
|
||||
const negativeReturns = returns.filter(ret => ret < 0);
|
||||
if (negativeReturns.length === 0) return 0;
|
||||
if (negativeReturns.length === 0) {return 0;}
|
||||
|
||||
const avgNegativeReturn =
|
||||
negativeReturns.reduce((sum, ret) => sum + ret, 0) / negativeReturns.length;
|
||||
|
|
@ -187,7 +187,7 @@ export class PerformanceAnalyzer {
|
|||
}
|
||||
|
||||
private calculateVaR(returns: number[], confidence: number): number {
|
||||
if (returns.length === 0) return 0;
|
||||
if (returns.length === 0) {return 0;}
|
||||
|
||||
const sortedReturns = returns.slice().sort((a, b) => a - b);
|
||||
const index = Math.floor((1 - confidence) * sortedReturns.length);
|
||||
|
|
@ -196,13 +196,13 @@ export class PerformanceAnalyzer {
|
|||
}
|
||||
|
||||
private calculateCVaR(returns: number[], confidence: number): number {
|
||||
if (returns.length === 0) return 0;
|
||||
if (returns.length === 0) {return 0;}
|
||||
|
||||
const sortedReturns = returns.slice().sort((a, b) => a - b);
|
||||
const cutoffIndex = Math.floor((1 - confidence) * sortedReturns.length);
|
||||
const tailReturns = sortedReturns.slice(0, cutoffIndex + 1);
|
||||
|
||||
if (tailReturns.length === 0) return 0;
|
||||
if (tailReturns.length === 0) {return 0;}
|
||||
|
||||
const avgTailReturn = tailReturns.reduce((sum, ret) => sum + ret, 0) / tailReturns.length;
|
||||
return -avgTailReturn; // Return as positive value
|
||||
|
|
|
|||
|
|
@ -2,8 +2,6 @@ import { serve } from '@hono/node-server';
|
|||
import { Hono } from 'hono';
|
||||
import { config } from '@stock-bot/config';
|
||||
import { getLogger } from '@stock-bot/logger';
|
||||
import { PerformanceAnalyzer } from './analytics/performance-analyzer.ts';
|
||||
import { PortfolioManager } from './portfolio/portfolio-manager.ts';
|
||||
|
||||
const app = new Hono();
|
||||
const logger = getLogger('portfolio-service');
|
||||
|
|
|
|||
|
|
@ -1,18 +1,26 @@
|
|||
{
|
||||
"extends": "../../tsconfig.json",
|
||||
"compilerOptions": {
|
||||
"outDir": "./dist",
|
||||
"rootDir": "./src"
|
||||
},
|
||||
"include": ["src/**/*"],
|
||||
"exclude": ["node_modules", "dist", "**/*.test.ts", "**/*.spec.ts", "**/test/**", "**/tests/**", "**/__tests__/**"],
|
||||
"references": [
|
||||
{ "path": "../../libs/types" },
|
||||
{ "path": "../../libs/config" },
|
||||
{ "path": "../../libs/logger" },
|
||||
{ "path": "../../libs/utils" },
|
||||
{ "path": "../../libs/postgres-client" },
|
||||
{ "path": "../../libs/event-bus" },
|
||||
{ "path": "../../libs/shutdown" }
|
||||
]
|
||||
}
|
||||
{
|
||||
"extends": "../../tsconfig.json",
|
||||
"compilerOptions": {
|
||||
"outDir": "./dist",
|
||||
"rootDir": "./src"
|
||||
},
|
||||
"include": ["src/**/*"],
|
||||
"exclude": [
|
||||
"node_modules",
|
||||
"dist",
|
||||
"**/*.test.ts",
|
||||
"**/*.spec.ts",
|
||||
"**/test/**",
|
||||
"**/tests/**",
|
||||
"**/__tests__/**"
|
||||
],
|
||||
"references": [
|
||||
{ "path": "../../libs/types" },
|
||||
{ "path": "../../libs/config" },
|
||||
{ "path": "../../libs/logger" },
|
||||
{ "path": "../../libs/utils" },
|
||||
{ "path": "../../libs/postgres-client" },
|
||||
{ "path": "../../libs/event-bus" },
|
||||
{ "path": "../../libs/shutdown" }
|
||||
]
|
||||
}
|
||||
|
|
|
|||
Loading…
Add table
Add a link
Reference in a new issue