fixed up types and working on utils lib

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;