fixed up types and working on utils lib

libs/utils/src/calculations/basic-calculations.ts

@@ -95,8 +95,11 @@ export function internalRateOfReturn(
     let dnpv = 0;
 
     for (let j = 0; j < cashFlows.length; j++) {
-      npv += cashFlows[j] / Math.pow(1 + rate, j);
-      dnpv += (-j * cashFlows[j]) / Math.pow(1 + rate, j + 1);
+      const cashFlow = cashFlows[j];
+      if (cashFlow !== undefined) {
+        npv += cashFlow / Math.pow(1 + rate, j);
+        dnpv += (-j * cashFlow) / Math.pow(1 + rate, j + 1);
+      }
     }
 
     if (Math.abs(npv) < 1e-10) {
@@ -119,9 +122,12 @@ export function paybackPeriod(initialInvestment: number, cashFlows: number[]): n
   let cumulativeCashFlow = 0;
 
   for (let i = 0; i < cashFlows.length; i++) {
-    cumulativeCashFlow += cashFlows[i];
-    if (cumulativeCashFlow >= initialInvestment) {
-      return i + 1 - (cumulativeCashFlow - initialInvestment) / cashFlows[i];
+    const cashFlow = cashFlows[i];
+    if (cashFlow !== undefined) {
+      cumulativeCashFlow += cashFlow;
+      if (cumulativeCashFlow >= initialInvestment) {
+        return i + 1 - (cumulativeCashFlow - initialInvestment) / cashFlow;
+      }
     }
   }
 

libs/utils/src/calculations/correlation-analysis.ts

@@ -65,7 +65,10 @@ export function pearsonCorrelation(x: number[], y: number[]): CorrelationResult
   const n = x.length;
   const sumX = x.reduce((a, b) => a + b, 0);
   const sumY = y.reduce((a, b) => a + b, 0);
-  const sumXY = x.reduce((sum, xi, i) => sum + xi * y[i], 0);
+  const sumXY = x.reduce((sum, xi, i) => {
+    const yi = y[i];
+    return yi !== undefined ? sum + xi * yi : sum;
+  }, 0);
   const sumX2 = x.reduce((sum, xi) => sum + xi * xi, 0);
   const sumY2 = y.reduce((sum, yi) => sum + yi * yi, 0);
 
@@ -127,13 +130,20 @@ export function kendallTau(x: number[], y: number[]): CorrelationResult {
 
   for (let i = 0; i < n - 1; i++) {
     for (let j = i + 1; j < n; j++) {
-      const xDiff = x[i] - x[j];
-      const yDiff = y[i] - y[j];
+      const xi = x[i];
+      const xj = x[j];
+      const yi = y[i];
+      const yj = y[j];
+      
+      if (xi !== undefined && xj !== undefined && yi !== undefined && yj !== undefined) {
+        const xDiff = xi - xj;
+        const yDiff = yi - yj;
 
-      if (xDiff * yDiff > 0) {
-        concordant++;
-      } else if (xDiff * yDiff < 0) {
-        discordant++;
+        if (xDiff * yDiff > 0) {
+          concordant++;
+        } else if (xDiff * yDiff < 0) {
+          discordant++;
+        }
       }
     }
   }

libs/utils/src/calculations/index.ts

@@ -25,98 +25,40 @@ import {
  * Organized into logical categories for easy use and maintenance.
  */
 
-// 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;
-  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;
-  beta: number;
-  alpha: number;
-  sharpeRatio: number;
-  treynorRatio: number;
-  trackingError: number;
-  informationRatio: 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[];
-}
-
-// Additional interfaces for new functionality
-export interface TradeExecution {
-  entry: number;
-  exit: number;
-  peak?: number;
-  trough?: number;
-  volume: number;
-  timestamp: Date;
-}
-
-export interface MarketData {
-  price: number;
-  volume: number;
-  timestamp: Date;
-  bid?: number;
-  ask?: number;
-  bidSize?: number;
-  askSize?: number;
-}
-
-export interface BacktestResults {
-  trades: TradeExecution[];
-  equityCurve: Array<{ value: number; date: Date }>;
-
-  performance: PortfolioMetrics;
-  riskMetrics: RiskMetrics;
-  drawdownAnalysis: any; // Import from performance-metrics
-}
+// Re-export all standardized types from @stock-bot/types
+export type {
+  OHLCV,
+  OHLCVWithMetadata,
+  PortfolioPosition,
+  PortfolioAnalysis,
+  AssetAllocation,
+  TradeExecution,
+  TradePerformance,
+  RiskMetrics,
+  DrawdownAnalysis,
+  ReturnAnalysis,
+  OptionParameters,
+  OptionPricing,
+  GreeksCalculation,
+  MarketData,
+  LiquidityMetrics,
+  MarketRegime,
+  PositionSizeParams,
+  KellyParams,
+  BalanceSheet,
+  IncomeStatement,
+  CashFlowStatement,
+  TechnicalIndicators,
+  CorrelationResult,
+  CorrelationMatrix,
+  VolatilityEstimates,
+  GARCHParameters,
+  BacktestResults,
+  HasClose,
+  HasOHLC,
+  HasVolume,
+  HasTimestamp
+} from '@stock-bot/types';
 
 // Export all calculation functions
 export * from './basic-calculations';
@@ -132,7 +74,7 @@ export * from './correlation-analysis';
 
 // Convenience function to calculate all technical indicators at once
 export function calculateAllTechnicalIndicators(
-  ohlcv: OHLCVData[],
+  ohlcv: OHLCV[],
   periods: { sma?: number; ema?: number; rsi?: number; atr?: number } = {}
 ): TechnicalIndicators {
   const {
@@ -166,7 +108,7 @@ export function analyzePortfolio(
   benchmarkReturns?: number[],
   riskFreeRate: number = 0.02
 ): {
-  performance: PortfolioMetrics;
+  performance: PortfolioAnalysis;
   risk: RiskMetrics;
   trades?: any;
   drawdown?: any;