fixed up types and working on utils lib

libs/types/src/backtesting.ts

@@ -0,0 +1,34 @@
+/**
+ * Backtesting & Strategy Types
+ * Types for strategy backtesting and analysis
+ */
+
+import type { TradeExecution, TradePerformance } from './trading';
+import type { PortfolioAnalysis } from './portfolio';
+import type { RiskMetrics, DrawdownAnalysis } from './risk-metrics';
+
+/**
+ * Backtesting results
+ */
+export interface BacktestResults {
+  /** All trades executed */
+  trades: TradeExecution[];
+  /** Equity curve over time */
+  equityCurve: Array<{ value: number; date: Date }>;
+  /** Performance metrics */
+  performance: PortfolioAnalysis;
+  /** Risk metrics */
+  riskMetrics: RiskMetrics;
+  /** Drawdown analysis */
+  drawdownAnalysis: DrawdownAnalysis;
+  /** Trade performance */
+  tradePerformance: TradePerformance;
+  /** Start date */
+  startDate: Date;
+  /** End date */
+  endDate: Date;
+  /** Initial capital */
+  initialCapital: number;
+  /** Final value */
+  finalValue: number;
+}

libs/types/src/financial-statements.ts

@@ -0,0 +1,197 @@
+/**
+ * Financial Statements Types
+ * Types for fundamental financial statement data
+ */
+
+/**
+ * Balance Sheet data structure
+ */
+export interface BalanceSheet {
+  /** Reporting period date */
+  date: string;
+  /** Fiscal period (Q1, Q2, Q3, Q4, FY) */
+  period: string;
+  /** Currency */
+  currency: string;
+  
+  // Assets
+  /** Total current assets */
+  totalCurrentAssets: number;
+  /** Cash and cash equivalents */
+  cashAndEquivalents: number;
+  /** Short-term investments */
+  shortTermInvestments?: number;
+  /** Accounts receivable */
+  accountsReceivable: number;
+  /** Inventory */
+  inventory: number;
+  /** Prepaid expenses */
+  prepaidExpenses?: number;
+  /** Other current assets */
+  otherCurrentAssets?: number;
+  
+  /** Total non-current assets */
+  totalNonCurrentAssets: number;
+  /** Property, plant & equipment (net) */
+  propertyPlantEquipmentNet: number;
+  /** Intangible assets */
+  intangibleAssets?: number;
+  /** Goodwill */
+  goodwill?: number;
+  /** Long-term investments */
+  longTermInvestments?: number;
+  /** Other non-current assets */
+  otherNonCurrentAssets?: number;
+  
+  /** Total assets */
+  totalAssets: number;
+  
+  // Liabilities
+  /** Total current liabilities */
+  totalCurrentLiabilities: number;
+  /** Accounts payable */
+  accountsPayable: number;
+  /** Short-term debt */
+  shortTermDebt: number;
+  /** Accrued liabilities */
+  accruedLiabilities?: number;
+  /** Other current liabilities */
+  otherCurrentLiabilities?: number;
+  
+  /** Total non-current liabilities */
+  totalNonCurrentLiabilities: number;
+  /** Long-term debt */
+  longTermDebt: number;
+  /** Deferred tax liabilities */
+  deferredTaxLiabilities?: number;
+  /** Other non-current liabilities */
+  otherNonCurrentLiabilities?: number;
+  
+  /** Total liabilities */
+  totalLiabilities: number;
+  
+  // Equity
+  /** Total stockholders' equity */
+  totalStockholdersEquity: number;
+  /** Common stock */
+  commonStock: number;
+  /** Retained earnings */
+  retainedEarnings: number;
+  /** Additional paid-in capital */
+  additionalPaidInCapital?: number;
+  /** Treasury stock */
+  treasuryStock?: number;
+  /** Accumulated other comprehensive income */
+  accumulatedOtherComprehensiveIncome?: number;
+}
+
+/**
+ * Income Statement data structure
+ */
+export interface IncomeStatement {
+  /** Reporting period date */
+  date: string;
+  /** Fiscal period (Q1, Q2, Q3, Q4, FY) */
+  period: string;
+  /** Currency */
+  currency: string;
+  
+  /** Total revenue/net sales */
+  totalRevenue: number;
+  /** Cost of goods sold */
+  costOfGoodsSold: number;
+  /** Gross profit */
+  grossProfit: number;
+  
+  /** Operating expenses */
+  operatingExpenses: number;
+  /** Research and development */
+  researchAndDevelopment?: number;
+  /** Selling, general & administrative */
+  sellingGeneralAdministrative?: number;
+  /** Depreciation and amortization */
+  depreciationAmortization?: number;
+  /** Other operating expenses */
+  otherOperatingExpenses?: number;
+  
+  /** Operating income */
+  operatingIncome: number;
+  
+  /** Interest income */
+  interestIncome?: number;
+  /** Interest expense */
+  interestExpense?: number;
+  /** Other income/expense */
+  otherIncomeExpense?: number;
+  
+  /** Income before taxes */
+  incomeBeforeTaxes: number;
+  /** Income tax expense */
+  incomeTaxExpense: number;
+  /** Net income */
+  netIncome: number;
+  
+  /** Earnings per share (basic) */
+  earningsPerShareBasic: number;
+  /** Earnings per share (diluted) */
+  earningsPerShareDiluted: number;
+  /** Weighted average shares outstanding (basic) */
+  sharesOutstandingBasic: number;
+  /** Weighted average shares outstanding (diluted) */
+  sharesOutstandingDiluted: number;
+}
+
+/**
+ * Cash Flow Statement data structure
+ */
+export interface CashFlowStatement {
+  /** Reporting period date */
+  date: string;
+  /** Fiscal period (Q1, Q2, Q3, Q4, FY) */
+  period: string;
+  /** Currency */
+  currency: string;
+  
+  // Operating Activities
+  /** Net income */
+  netIncome: number;
+  /** Depreciation and amortization */
+  depreciationAmortization: number;
+  /** Changes in working capital */
+  changesInWorkingCapital: number;
+  /** Other operating activities */
+  otherOperatingActivities?: number;
+  /** Net cash from operating activities */
+  netCashFromOperatingActivities: number;
+  
+  // Investing Activities  
+  /** Capital expenditures */
+  capitalExpenditures: number;
+  /** Acquisitions */
+  acquisitions?: number;
+  /** Investments */
+  investments?: number;
+  /** Other investing activities */
+  otherInvestingActivities?: number;
+  /** Net cash from investing activities */
+  netCashFromInvestingActivities: number;
+  
+  // Financing Activities
+  /** Debt issuance/repayment */
+  debtIssuanceRepayment?: number;
+  /** Equity issuance/repurchase */
+  equityIssuanceRepurchase?: number;
+  /** Dividends paid */
+  dividendsPaid?: number;
+  /** Other financing activities */
+  otherFinancingActivities?: number;
+  /** Net cash from financing activities */
+  netCashFromFinancingActivities: number;
+  
+  /** Net change in cash */
+  netChangeInCash: number;
+  /** Cash at beginning of period */
+  cashAtBeginningOfPeriod: number;
+  /** Cash at end of period */
+  cashAtEndOfPeriod: number;
+}

libs/types/src/helpers.ts

@@ -0,0 +1,36 @@
+/**
+ * Helper Types
+ * Generic utility types for making functions work across different data types
+ */
+
+/**
+ * Interface for data that has a close price
+ * Used to make functions generic across different data types
+ */
+export interface HasClose {
+  close: number;
+}
+
+/**
+ * Interface for data that has OHLC prices
+ */
+export interface HasOHLC {
+  open: number;
+  high: number;
+  low: number;
+  close: number;
+}
+
+/**
+ * Interface for data that has volume
+ */
+export interface HasVolume {
+  volume: number;
+}
+
+/**
+ * Interface for data that has timestamp
+ */
+export interface HasTimestamp {
+  timestamp: number;
+}

libs/types/src/index.ts

@@ -1,805 +1,49 @@
-// Export all types from the events module
-export interface testEvent {
-  stringValue: string;
-}
-
 /**
- * Standard OHLCV (Open, High, Low, Close, Volume) data structure
+ * Stock Bot Types Library
- * Used for candlestick/bar chart data across all market data providers
+ * Standardized type definitions for the entire trading platform
  */
-export interface OHLCV {
-  /** Opening price for the time period */
-  open: number;
-  /** Highest price during the time period */
-  high: number;
-  /** Lowest price during the time period */
-  low: number;
-  /** Closing price for the time period */
-  close: number;
-  /** Trading volume during the time period */
-  volume: number;
-  /** Timestamp of the data point (Unix timestamp in milliseconds) */
-  timestamp: number;
-  /** Symbol/ticker for the security */
-  symbol: string;
-  /** Time interval (e.g., '1m', '5m', '1h', '1d') */
-  interval?: string;
-}
 
-/**
+// Export all market data types
- * OHLCV data with additional metadata
+export type {
- */
+  LiquidityMetrics,
-export interface OHLCVWithMetadata extends OHLCV {
+  MarketData,
-  /** Source of the data (e.g., 'yahoo', 'ib', 'quotemedia') */
+  MarketRegime,
-  source: string;
+  OHLCV,
-  /** Whether this is adjusted data */
+  OHLCVWithMetadata,
-  adjusted?: boolean;
+} from './market-data';
-  /** Number of trades during the period */
-  trades?: number;
-  /** Volume weighted average price */
-  vwap?: number;
-}
 
-// ============================================================================
+// Export all portfolio & position types
-// PORTFOLIO & POSITION TYPES
+export type {
-// ============================================================================
+  AssetAllocation,
+  KellyParams,
+  PortfolioAnalysis,
+  PortfolioPosition,
+  PositionSizeParams,
+} from './portfolio';
 
-/**
+// Export all trading & execution types
- * Individual portfolio position
+export type { TradeExecution, TradePerformance } from './trading';
- */
-export interface PortfolioPosition {
-  /** Security symbol/ticker */
-  symbol: string;
-  /** Number of shares/units */
-  shares: number;
-  /** Average entry price */
-  averagePrice: number;
-  /** Current market price */
-  currentPrice: number;
-  /** Current market value */
-  marketValue: number;
-  /** Unrealized P&L */
-  unrealizedPnL: number;
-  /** Unrealized P&L percentage */
-  unrealizedPnLPercent: number;
-  /** Weight in portfolio */
-  weight: number;
-  /** Security type (stock, bond, option, etc.) */
-  securityType?: string;
-  /** Currency */
-  currency?: string;
-}
 
-/**
+// Export all risk & performance metrics
- * Portfolio analysis metrics
+export type { DrawdownAnalysis, ReturnAnalysis, RiskMetrics } from './risk-metrics';
- */
-export interface PortfolioAnalysis {
-  /** Total portfolio value */
-  totalValue: number;
-  /** Total cash balance */
-  cash: number;
-  /** Total invested amount */
-  invested: number;
-  /** Total unrealized P&L */
-  unrealizedPnL: number;
-  /** Total unrealized P&L percentage */
-  unrealizedPnLPercent: number;
-  /** Total return */
-  totalReturn: number;
-  /** Total return percentage */
-  totalReturnPercent: number;
-  /** Annualized return */
-  annualizedReturn: number;
-  /** Portfolio volatility (annualized) */
-  volatility: number;
-  /** Sharpe ratio */
-  sharpeRatio: number;
-  /** Maximum drawdown */
-  maxDrawdown: number;
-  /** Number of positions */
-  positionCount: number;
-  /** Portfolio concentration (largest position weight) */
-  concentration: number;
-}
 
-/**
+// Export all options pricing types
- * Asset allocation breakdown
+export type { GreeksCalculation, OptionParameters, OptionPricing } from './options';
- */
-export interface AssetAllocation {
-  /** Asset class or category */
-  category: string;
-  /** Allocation value */
-  value: number;
-  /** Allocation percentage */
-  percentage: number;
-  /** Target allocation percentage */
-  target?: number;
-  /** Deviation from target */
-  deviation?: number;
-}
 
-// ============================================================================
+// Export all financial statement types
-// TRADE & EXECUTION TYPES
+export type { BalanceSheet, CashFlowStatement, IncomeStatement } from './financial-statements';
-// ============================================================================
 
-/**
+// Export all technical analysis types
- * Trade execution record
+export type {
- */
+  CorrelationMatrix,
-export interface TradeExecution {
+  CorrelationResult,
-  /** Trade ID */
+  GARCHParameters,
-  id?: string;
+  TechnicalIndicators,
-  /** Security symbol */
+  VolatilityEstimates,
-  symbol: string;
+} from './technical-analysis';
-  /** Trade type */
-  type: 'buy' | 'sell' | 'short' | 'cover';
-  /** Number of shares/units */
-  quantity: number;
-  /** Execution price */
-  price: number;
-  /** Total trade value */
-  value: number;
-  /** Commission/fees */
-  commission?: number;
-  /** Execution timestamp */
-  timestamp: number;
-  /** Order ID reference */
-  orderId?: string;
-  /** Execution venue */
-  venue?: string;
-}
 
-/**
+// Export backtesting types
- * Trade performance analysis
+export type { BacktestResults } from './backtesting';
- */
-export interface TradePerformance {
-  /** Total number of trades */
-  totalTrades: number;
-  /** Number of winning trades */
-  winningTrades: number;
-  /** Number of losing trades */
-  losingTrades: number;
-  /** Win rate percentage */
-  winRate: number;
-  /** Average winning trade */
-  averageWin: number;
-  /** Average losing trade */
-  averageLoss: number;
-  /** Largest winning trade */
-  largestWin: number;
-  /** Largest losing trade */
-  largestLoss: number;
-  /** Profit factor (gross profit / gross loss) */
-  profitFactor: number;
-  /** Mathematical expectancy */
-  expectancy: number;
-  /** Total gross profit */
-  grossProfit: number;
-  /** Total gross loss */
-  grossLoss: number;
-  /** Net profit */
-  netProfit: number;
-}
 
-// ============================================================================
+// Export helper types
-// RISK & PERFORMANCE METRICS
+export type { HasClose, HasOHLC, HasTimestamp, HasVolume } from './helpers';
-// ============================================================================
-
-/**
- * Comprehensive risk metrics
- */
-export interface RiskMetrics {
-  /** Value at Risk 95% */
-  var95: number;
-  /** Value at Risk 99% */
-  var99: number;
-  /** Conditional VaR 95% */
-  cvar95: number;
-  /** Maximum drawdown */
-  maxDrawdown: number;
-  /** Volatility (annualized) */
-  volatility: number;
-  /** Downside deviation */
-  downside_deviation: number;
-  /** Calmar ratio */
-  calmar_ratio: number;
-  /** Sortino ratio */
-  sortino_ratio: number;
-  /** Beta (vs benchmark) */
-  beta: number;
-  /** Alpha (vs benchmark) */
-  alpha: number;
-  /** Sharpe ratio */
-  sharpeRatio: number;
-  /** Treynor ratio */
-  treynorRatio: number;
-  /** Tracking error */
-  trackingError: number;
-  /** Information ratio */
-  informationRatio: number;
-}
-
-/**
- * Drawdown analysis
- */
-export interface DrawdownAnalysis {
-  /** Maximum drawdown percentage */
-  maxDrawdown: number;
-  /** Maximum drawdown duration (days) */
-  maxDrawdownDuration: number;
-  /** Current drawdown percentage */
-  currentDrawdown: number;
-  /** Current drawdown duration (days) */
-  currentDrawdownDuration: number;
-  /** Average drawdown percentage */
-  averageDrawdown: number;
-  /** Average drawdown duration (days) */
-  averageDrawdownDuration: number;
-  /** Number of drawdown periods */
-  drawdownPeriods: number;
-  /** Recovery factor */
-  recoveryFactor: number;
-}
-
-/**
- * Return analysis statistics
- */
-export interface ReturnAnalysis {
-  /** Total return */
-  totalReturn: number;
-  /** Annualized return */
-  annualizedReturn: number;
-  /** Volatility (annualized) */
-  volatility: number;
-  /** Skewness */
-  skewness: number;
-  /** Kurtosis */
-  kurtosis: number;
-  /** Best period return */
-  bestPeriod: number;
-  /** Worst period return */
-  worstPeriod: number;
-  /** Positive periods percentage */
-  positivePeriods: number;
-  /** Average positive return */
-  averagePositiveReturn: number;
-  /** Average negative return */
-  averageNegativeReturn: number;
-}
-
-// ============================================================================
-// OPTIONS PRICING TYPES
-// ============================================================================
-
-/**
- * Options pricing parameters
- */
-export interface OptionParameters {
-  /** Underlying asset price */
-  spotPrice: number;
-  /** Strike price */
-  strikePrice: number;
-  /** Time to expiration (in years) */
-  timeToExpiry: number;
-  /** Risk-free interest rate */
-  riskFreeRate: number;
-  /** Volatility */
-  volatility: number;
-  /** Dividend yield */
-  dividendYield?: number;
-  /** Option type */
-  optionType: 'call' | 'put';
-}
-
-/**
- * Option pricing results
- */
-export interface OptionPricing {
-  /** Call option price */
-  callPrice: number;
-  /** Put option price */
-  putPrice: number;
-  /** Call intrinsic value */
-  callIntrinsic: number;
-  /** Put intrinsic value */
-  putIntrinsic: number;
-  /** Call time value */
-  callTimeValue: number;
-  /** Put time value */
-  putTimeValue: number;
-}
-
-/**
- * Option Greeks calculation
- */
-export interface GreeksCalculation {
-  /** Delta - price sensitivity */
-  delta: number;
-  /** Gamma - delta sensitivity */
-  gamma: number;
-  /** Theta - time decay */
-  theta: number;
-  /** Vega - volatility sensitivity */
-  vega: number;
-  /** Rho - interest rate sensitivity */
-  rho: number;
-}
-
-// ============================================================================
-// MARKET DATA & STATISTICS TYPES
-// ============================================================================
-
-/**
- * Market data structure
- */
-export interface MarketData {
-  /** Security symbol */
-  symbol: string;
-  /** Current price */
-  price: number;
-  /** Trading volume */
-  volume: number;
-  /** Timestamp */
-  timestamp: number;
-  /** Bid price */
-  bid?: number;
-  /** Ask price */
-  ask?: number;
-  /** Bid size */
-  bidSize?: number;
-  /** Ask size */
-  askSize?: number;
-  /** Previous close */
-  previousClose?: number;
-  /** Day's high */
-  high?: number;
-  /** Day's low */
-  low?: number;
-  /** Day's open */
-  open?: number;
-}
-
-/**
- * Market liquidity metrics
- */
-export interface LiquidityMetrics {
-  /** Bid-ask spread */
-  bidAskSpread: number;
-  /** Bid-ask spread percentage */
-  bidAskSpreadPercent: number;
-  /** Market depth */
-  marketDepth: number;
-  /** Average daily volume */
-  averageDailyVolume: number;
-  /** Volume rate */
-  volumeRate: number;
-  /** Price impact */
-  priceImpact: number;
-  /** Liquidity score */
-  liquidityScore: number;
-}
-
-/**
- * Market regime classification
- */
-export interface MarketRegime {
-  /** Current regime */
-  regime: 'trending' | 'ranging' | 'volatile' | 'quiet';
-  /** Regime strength (0-1) */
-  strength: number;
-  /** Regime duration (periods) */
-  duration: number;
-  /** Trend direction (if trending) */
-  trendDirection?: 'up' | 'down';
-  /** Volatility level */
-  volatilityLevel: 'low' | 'medium' | 'high';
-}
-
-// ============================================================================
-// POSITION SIZING TYPES
-// ============================================================================
-
-/**
- * Position sizing parameters
- */
-export interface PositionSizeParams {
-  /** Account size */
-  accountSize: number;
-  /** Risk percentage per trade */
-  riskPercent: number;
-  /** Entry price */
-  entryPrice: number;
-  /** Stop loss price */
-  stopPrice: number;
-  /** Commission per share */
-  commission?: number;
-}
-
-/**
- * Kelly Criterion parameters
- */
-export interface KellyParams {
-  /** Win rate (0-1) */
-  winRate: number;
-  /** Average winning trade */
-  averageWin: number;
-  /** Average losing trade */
-  averageLoss: number;
-  /** Risk-free rate */
-  riskFreeRate?: number;
-}
-
-// ============================================================================
-// FINANCIAL STATEMENTS TYPES
-// ============================================================================
-
-/**
- * Balance Sheet data structure
- */
-export interface BalanceSheet {
-  /** Reporting period date */
-  date: string;
-  /** Fiscal period (Q1, Q2, Q3, Q4, FY) */
-  period: string;
-  /** Currency */
-  currency: string;
-  
-  // Assets
-  /** Total current assets */
-  totalCurrentAssets: number;
-  /** Cash and cash equivalents */
-  cashAndEquivalents: number;
-  /** Short-term investments */
-  shortTermInvestments?: number;
-  /** Accounts receivable */
-  accountsReceivable: number;
-  /** Inventory */
-  inventory: number;
-  /** Prepaid expenses */
-  prepaidExpenses?: number;
-  /** Other current assets */
-  otherCurrentAssets?: number;
-  
-  /** Total non-current assets */
-  totalNonCurrentAssets: number;
-  /** Property, plant & equipment (net) */
-  propertyPlantEquipmentNet: number;
-  /** Intangible assets */
-  intangibleAssets?: number;
-  /** Goodwill */
-  goodwill?: number;
-  /** Long-term investments */
-  longTermInvestments?: number;
-  /** Other non-current assets */
-  otherNonCurrentAssets?: number;
-  
-  /** Total assets */
-  totalAssets: number;
-  
-  // Liabilities
-  /** Total current liabilities */
-  totalCurrentLiabilities: number;
-  /** Accounts payable */
-  accountsPayable: number;
-  /** Short-term debt */
-  shortTermDebt: number;
-  /** Accrued liabilities */
-  accruedLiabilities?: number;
-  /** Other current liabilities */
-  otherCurrentLiabilities?: number;
-  
-  /** Total non-current liabilities */
-  totalNonCurrentLiabilities: number;
-  /** Long-term debt */
-  longTermDebt: number;
-  /** Deferred tax liabilities */
-  deferredTaxLiabilities?: number;
-  /** Other non-current liabilities */
-  otherNonCurrentLiabilities?: number;
-  
-  /** Total liabilities */
-  totalLiabilities: number;
-  
-  // Equity
-  /** Total stockholders' equity */
-  totalStockholdersEquity: number;
-  /** Common stock */
-  commonStock: number;
-  /** Retained earnings */
-  retainedEarnings: number;
-  /** Additional paid-in capital */
-  additionalPaidInCapital?: number;
-  /** Treasury stock */
-  treasuryStock?: number;
-  /** Accumulated other comprehensive income */
-  accumulatedOtherComprehensiveIncome?: number;
-}
-
-/**
- * Income Statement data structure
- */
-export interface IncomeStatement {
-  /** Reporting period date */
-  date: string;
-  /** Fiscal period (Q1, Q2, Q3, Q4, FY) */
-  period: string;
-  /** Currency */
-  currency: string;
-  
-  /** Total revenue/net sales */
-  totalRevenue: number;
-  /** Cost of goods sold */
-  costOfGoodsSold: number;
-  /** Gross profit */
-  grossProfit: number;
-  
-  /** Operating expenses */
-  operatingExpenses: number;
-  /** Research and development */
-  researchAndDevelopment?: number;
-  /** Selling, general & administrative */
-  sellingGeneralAdministrative?: number;
-  /** Depreciation and amortization */
-  depreciationAmortization?: number;
-  /** Other operating expenses */
-  otherOperatingExpenses?: number;
-  
-  /** Operating income */
-  operatingIncome: number;
-  
-  /** Interest income */
-  interestIncome?: number;
-  /** Interest expense */
-  interestExpense?: number;
-  /** Other income/expense */
-  otherIncomeExpense?: number;
-  
-  /** Income before taxes */
-  incomeBeforeTaxes: number;
-  /** Income tax expense */
-  incomeTaxExpense: number;
-  /** Net income */
-  netIncome: number;
-  
-  /** Earnings per share (basic) */
-  earningsPerShareBasic: number;
-  /** Earnings per share (diluted) */
-  earningsPerShareDiluted: number;
-  /** Weighted average shares outstanding (basic) */
-  sharesOutstandingBasic: number;
-  /** Weighted average shares outstanding (diluted) */
-  sharesOutstandingDiluted: number;
-}
-
-/**
- * Cash Flow Statement data structure
- */
-export interface CashFlowStatement {
-  /** Reporting period date */
-  date: string;
-  /** Fiscal period (Q1, Q2, Q3, Q4, FY) */
-  period: string;
-  /** Currency */
-  currency: string;
-  
-  // Operating Activities
-  /** Net income */
-  netIncome: number;
-  /** Depreciation and amortization */
-  depreciationAmortization: number;
-  /** Changes in working capital */
-  changesInWorkingCapital: number;
-  /** Other operating activities */
-  otherOperatingActivities?: number;
-  /** Net cash from operating activities */
-  netCashFromOperatingActivities: number;
-  
-  // Investing Activities  
-  /** Capital expenditures */
-  capitalExpenditures: number;
-  /** Acquisitions */
-  acquisitions?: number;
-  /** Investments */
-  investments?: number;
-  /** Other investing activities */
-  otherInvestingActivities?: number;
-  /** Net cash from investing activities */
-  netCashFromInvestingActivities: number;
-  
-  // Financing Activities
-  /** Debt issuance/repayment */
-  debtIssuanceRepayment?: number;
-  /** Equity issuance/repurchase */
-  equityIssuanceRepurchase?: number;
-  /** Dividends paid */
-  dividendsPaid?: number;
-  /** Other financing activities */
-  otherFinancingActivities?: number;
-  /** Net cash from financing activities */
-  netCashFromFinancingActivities: number;
-  
-  /** Net change in cash */
-  netChangeInCash: number;
-  /** Cash at beginning of period */
-  cashAtBeginningOfPeriod: number;
-  /** Cash at end of period */
-  cashAtEndOfPeriod: number;
-}
-
-// ============================================================================
-// TECHNICAL ANALYSIS TYPES
-// ============================================================================
-
-/**
- * Technical indicators collection
- */
-export interface TechnicalIndicators {
-  /** Simple Moving Average */
-  sma: number[];
-  /** Exponential Moving Average */
-  ema: number[];
-  /** Relative Strength Index */
-  rsi: number[];
-  /** MACD indicator */
-  macd: { 
-    macd: number[]; 
-    signal: number[]; 
-    histogram: number[]; 
-  };
-  /** Bollinger Bands */
-  bollinger: { 
-    upper: number[]; 
-    middle: number[]; 
-    lower: number[]; 
-  };
-  /** Average True Range */
-  atr: number[];
-  /** Stochastic Oscillator */
-  stochastic: { 
-    k: number[]; 
-    d: number[]; 
-  };
-  /** Williams %R */
-  williams_r: number[];
-  /** Commodity Channel Index */
-  cci: number[];
-  /** Momentum */
-  momentum: number[];
-  /** Rate of Change */
-  roc: number[];
-}
-
-// ============================================================================
-// CORRELATION & VOLATILITY TYPES
-// ============================================================================
-
-/**
- * Correlation analysis result
- */
-export interface CorrelationResult {
-  /** Correlation coefficient */
-  correlation: number;
-  /** P-value for statistical significance */
-  pValue: number;
-  /** Is statistically significant */
-  isSignificant: boolean;
-  /** Confidence interval */
-  confidenceInterval: [number, number];
-  /** Sample size */
-  sampleSize: number;
-}
-
-/**
- * Correlation matrix
- */
-export interface CorrelationMatrix {
-  /** Asset symbols */
-  symbols: string[];
-  /** Correlation matrix values */
-  matrix: number[][];
-  /** Eigenvalues */
-  eigenvalues: number[];
-  /** Condition number */
-  conditionNumber: number;
-  /** Is positive definite */
-  isPositiveDefinite: boolean;
-}
-
-/**
- * Volatility estimates using different models
- */
-export interface VolatilityEstimates {
-  /** Close-to-close volatility */
-  closeToClose: number;
-  /** Parkinson volatility */
-  parkinson: number;
-  /** Garman-Klass volatility */
-  garmanKlass: number;
-  /** Rogers-Satchell volatility */
-  rogersSatchell: number;
-  /** Yang-Zhang volatility */
-  yangZhang: number;
-}
-
-/**
- * GARCH model parameters
- */
-export interface GARCHParameters {
-  /** Alpha parameter */
-  alpha: number;
-  /** Beta parameter */
-  beta: number;
-  /** Omega parameter */
-  omega: number;
-  /** Log likelihood */
-  logLikelihood: number;
-  /** AIC (Akaike Information Criterion) */
-  aic: number;
-  /** BIC (Bayesian Information Criterion) */
-  bic: number;
-}
-
-// ============================================================================
-// BACKTESTING & STRATEGY TYPES
-// ============================================================================
-
-/**
- * Backtesting results
- */
-export interface BacktestResults {
-  /** All trades executed */
-  trades: TradeExecution[];
-  /** Equity curve over time */
-  equityCurve: Array<{ value: number; date: Date }>;
-  /** Performance metrics */
-  performance: PortfolioAnalysis;
-  /** Risk metrics */
-  riskMetrics: RiskMetrics;
-  /** Drawdown analysis */
-  drawdownAnalysis: DrawdownAnalysis;
-  /** Trade performance */
-  tradePerformance: TradePerformance;
-  /** Start date */
-  startDate: Date;
-  /** End date */
-  endDate: Date;
-  /** Initial capital */
-  initialCapital: number;
-  /** Final value */
-  finalValue: number;
-}
-
-// ============================================================================
-// HELPER TYPES FOR GENERIC FUNCTIONS
-// ============================================================================
-
-/**
- * Interface for data that has a close price
- * Used to make functions generic across different data types
- */
-export interface HasClose {
-  close: number;
-}
-
-/**
- * Interface for data that has OHLC prices
- */
-export interface HasOHLC {
-  open: number;
-  high: number;
-  low: number;
-  close: number;
-}
-
-/**
- * Interface for data that has volume
- */
-export interface HasVolume {
-  volume: number;
-}
-
-/**
- * Interface for data that has timestamp
- */
-export interface HasTimestamp {
-  timestamp: number;
-}

libs/types/src/market-data.ts

@@ -0,0 +1,107 @@
+/**
+ * Market Data Types
+ * Standard types for market data and pricing information
+ */
+
+/**
+ * Standard OHLCV (Open, High, Low, Close, Volume) data structure
+ * Used for candlestick/bar chart data across all market data providers
+ */
+export interface OHLCV {
+  /** Opening price for the time period */
+  open: number;
+  /** Highest price during the time period */
+  high: number;
+  /** Lowest price during the time period */
+  low: number;
+  /** Closing price for the time period */
+  close: number;
+  /** Trading volume during the time period */
+  volume: number;
+  /** Timestamp of the data point (Unix timestamp in milliseconds) */
+  timestamp: number;
+  /** Symbol/ticker for the security */
+  symbol: string;
+  /** Time interval (e.g., '1m', '5m', '1h', '1d') */
+  interval?: string;
+}
+
+/**
+ * OHLCV data with additional metadata
+ */
+export interface OHLCVWithMetadata extends OHLCV {
+  /** Source of the data (e.g., 'yahoo', 'ib', 'quotemedia') */
+  source: string;
+  /** Whether this is adjusted data */
+  adjusted?: boolean;
+  /** Number of trades during the period */
+  trades?: number;
+  /** Volume weighted average price */
+  vwap?: number;
+}
+
+/**
+ * Market data structure
+ */
+export interface MarketData {
+  /** Security symbol */
+  symbol: string;
+  /** Current price */
+  price: number;
+  /** Trading volume */
+  volume: number;
+  /** Timestamp */
+  timestamp: number;
+  /** Bid price */
+  bid?: number;
+  /** Ask price */
+  ask?: number;
+  /** Bid size */
+  bidSize?: number;
+  /** Ask size */
+  askSize?: number;
+  /** Previous close */
+  previousClose?: number;
+  /** Day's high */
+  high?: number;
+  /** Day's low */
+  low?: number;
+  /** Day's open */
+  open?: number;
+}
+
+/**
+ * Market liquidity metrics
+ */
+export interface LiquidityMetrics {
+  /** Bid-ask spread */
+  bidAskSpread: number;
+  /** Bid-ask spread percentage */
+  bidAskSpreadPercent: number;
+  /** Market depth */
+  marketDepth: number;
+  /** Average daily volume */
+  averageDailyVolume: number;
+  /** Volume rate */
+  volumeRate: number;
+  /** Price impact */
+  priceImpact: number;
+  /** Liquidity score */
+  liquidityScore: number;
+}
+
+/**
+ * Market regime classification
+ */
+export interface MarketRegime {
+  /** Current regime */
+  regime: 'trending' | 'ranging' | 'volatile' | 'quiet';
+  /** Regime strength (0-1) */
+  strength: number;
+  /** Regime duration (periods) */
+  duration: number;
+  /** Trend direction (if trending) */
+  trendDirection?: 'up' | 'down';
+  /** Volatility level */
+  volatilityLevel: 'low' | 'medium' | 'high';
+}

libs/types/src/options.ts

@@ -0,0 +1,58 @@
+/**
+ * Options Pricing Types
+ * Types for options pricing and derivatives
+ */
+
+/**
+ * Options pricing parameters
+ */
+export interface OptionParameters {
+  /** Underlying asset price */
+  spotPrice: number;
+  /** Strike price */
+  strikePrice: number;
+  /** Time to expiration (in years) */
+  timeToExpiry: number;
+  /** Risk-free interest rate */
+  riskFreeRate: number;
+  /** Volatility */
+  volatility: number;
+  /** Dividend yield */
+  dividendYield?: number;
+  /** Option type */
+  optionType: 'call' | 'put';
+}
+
+/**
+ * Option pricing results
+ */
+export interface OptionPricing {
+  /** Call option price */
+  callPrice: number;
+  /** Put option price */
+  putPrice: number;
+  /** Call intrinsic value */
+  callIntrinsic: number;
+  /** Put intrinsic value */
+  putIntrinsic: number;
+  /** Call time value */
+  callTimeValue: number;
+  /** Put time value */
+  putTimeValue: number;
+}
+
+/**
+ * Option Greeks calculation
+ */
+export interface GreeksCalculation {
+  /** Delta - price sensitivity */
+  delta: number;
+  /** Gamma - delta sensitivity */
+  gamma: number;
+  /** Theta - time decay */
+  theta: number;
+  /** Vega - volatility sensitivity */
+  vega: number;
+  /** Rho - interest rate sensitivity */
+  rho: number;
+}

libs/types/src/portfolio.ts

@@ -0,0 +1,108 @@
+/**
+ * Portfolio & Position Types
+ * Types for portfolio management and position tracking
+ */
+
+/**
+ * Individual portfolio position
+ */
+export interface PortfolioPosition {
+  /** Security symbol/ticker */
+  symbol: string;
+  /** Number of shares/units */
+  shares: number;
+  /** Average entry price */
+  averagePrice: number;
+  /** Current market price */
+  currentPrice: number;
+  /** Current market value */
+  marketValue: number;
+  /** Unrealized P&L */
+  unrealizedPnL: number;
+  /** Unrealized P&L percentage */
+  unrealizedPnLPercent: number;
+  /** Weight in portfolio */
+  weight: number;
+  /** Security type (stock, bond, option, etc.) */
+  securityType?: string;
+  /** Currency */
+  currency?: string;
+}
+
+/**
+ * Portfolio analysis metrics
+ */
+export interface PortfolioAnalysis {
+  /** Total portfolio value */
+  totalValue: number;
+  /** Total cash balance */
+  cash: number;
+  /** Total invested amount */
+  invested: number;
+  /** Total unrealized P&L */
+  unrealizedPnL: number;
+  /** Total unrealized P&L percentage */
+  unrealizedPnLPercent: number;
+  /** Total return */
+  totalReturn: number;
+  /** Total return percentage */
+  totalReturnPercent: number;
+  /** Annualized return */
+  annualizedReturn: number;
+  /** Portfolio volatility (annualized) */
+  volatility: number;
+  /** Sharpe ratio */
+  sharpeRatio: number;
+  /** Maximum drawdown */
+  maxDrawdown: number;
+  /** Number of positions */
+  positionCount: number;
+  /** Portfolio concentration (largest position weight) */
+  concentration: number;
+}
+
+/**
+ * Asset allocation breakdown
+ */
+export interface AssetAllocation {
+  /** Asset class or category */
+  category: string;
+  /** Allocation value */
+  value: number;
+  /** Allocation percentage */
+  percentage: number;
+  /** Target allocation percentage */
+  target?: number;
+  /** Deviation from target */
+  deviation?: number;
+}
+
+/**
+ * Position sizing parameters
+ */
+export interface PositionSizeParams {
+  /** Account size */
+  accountSize: number;
+  /** Risk percentage per trade */
+  riskPercent: number;
+  /** Entry price */
+  entryPrice: number;
+  /** Stop loss price */
+  stopPrice: number;
+  /** Commission per share */
+  commission?: number;
+}
+
+/**
+ * Kelly Criterion parameters
+ */
+export interface KellyParams {
+  /** Win rate (0-1) */
+  winRate: number;
+  /** Average winning trade */
+  averageWin: number;
+  /** Average losing trade */
+  averageLoss: number;
+  /** Risk-free rate */
+  riskFreeRate?: number;
+}

libs/types/src/risk-metrics.ts

@@ -0,0 +1,86 @@
+/**
+ * Risk & Performance Metrics Types
+ * Types for risk measurement and performance analysis
+ */
+
+/**
+ * Comprehensive risk metrics
+ */
+export interface RiskMetrics {
+  /** Value at Risk 95% */
+  var95: number;
+  /** Value at Risk 99% */
+  var99: number;
+  /** Conditional VaR 95% */
+  cvar95: number;
+  /** Maximum drawdown */
+  maxDrawdown: number;
+  /** Volatility (annualized) */
+  volatility: number;
+  /** Downside deviation */
+  downside_deviation: number;
+  /** Calmar ratio */
+  calmar_ratio: number;
+  /** Sortino ratio */
+  sortino_ratio: number;
+  /** Beta (vs benchmark) */
+  beta: number;
+  /** Alpha (vs benchmark) */
+  alpha: number;
+  /** Sharpe ratio */
+  sharpeRatio: number;
+  /** Treynor ratio */
+  treynorRatio: number;
+  /** Tracking error */
+  trackingError: number;
+  /** Information ratio */
+  informationRatio: number;
+}
+
+/**
+ * Drawdown analysis
+ */
+export interface DrawdownAnalysis {
+  /** Maximum drawdown percentage */
+  maxDrawdown: number;
+  /** Maximum drawdown duration (days) */
+  maxDrawdownDuration: number;
+  /** Current drawdown percentage */
+  currentDrawdown: number;
+  /** Current drawdown duration (days) */
+  currentDrawdownDuration: number;
+  /** Average drawdown percentage */
+  averageDrawdown: number;
+  /** Average drawdown duration (days) */
+  averageDrawdownDuration: number;
+  /** Number of drawdown periods */
+  drawdownPeriods: number;
+  /** Recovery factor */
+  recoveryFactor: number;
+}
+
+/**
+ * Return analysis statistics
+ */
+export interface ReturnAnalysis {
+  /** Total return */
+  totalReturn: number;
+  /** Annualized return */
+  annualizedReturn: number;
+  /** Volatility (annualized) */
+  volatility: number;
+  /** Skewness */
+  skewness: number;
+  /** Kurtosis */
+  kurtosis: number;
+  /** Best period return */
+  bestPeriod: number;
+  /** Worst period return */
+  worstPeriod: number;
+  /** Positive periods percentage */
+  positivePeriods: number;
+  /** Average positive return */
+  averagePositiveReturn: number;
+  /** Average negative return */
+  averageNegativeReturn: number;
+}

libs/types/src/technical-analysis.ts

@@ -0,0 +1,109 @@
+/**
+ * Technical Analysis Types
+ * Types for technical indicators and market analysis
+ */
+
+/**
+ * Technical indicators collection
+ */
+export interface TechnicalIndicators {
+  /** Simple Moving Average */
+  sma: number[];
+  /** Exponential Moving Average */
+  ema: number[];
+  /** Relative Strength Index */
+  rsi: number[];
+  /** MACD indicator */
+  macd: { 
+    macd: number[]; 
+    signal: number[]; 
+    histogram: number[]; 
+  };
+  /** Bollinger Bands */
+  bollinger: { 
+    upper: number[]; 
+    middle: number[]; 
+    lower: number[]; 
+  };
+  /** Average True Range */
+  atr: number[];
+  /** Stochastic Oscillator */
+  stochastic: { 
+    k: number[]; 
+    d: number[]; 
+  };
+  /** Williams %R */
+  williams_r: number[];
+  /** Commodity Channel Index */
+  cci: number[];
+  /** Momentum */
+  momentum: number[];
+  /** Rate of Change */
+  roc: number[];
+}
+
+/**
+ * Correlation analysis result
+ */
+export interface CorrelationResult {
+  /** Correlation coefficient */
+  correlation: number;
+  /** P-value for statistical significance */
+  pValue: number;
+  /** Is statistically significant */
+  isSignificant: boolean;
+  /** Confidence interval */
+  confidenceInterval: [number, number];
+  /** Sample size */
+  sampleSize: number;
+}
+
+/**
+ * Correlation matrix
+ */
+export interface CorrelationMatrix {
+  /** Asset symbols */
+  symbols: string[];
+  /** Correlation matrix values */
+  matrix: number[][];
+  /** Eigenvalues */
+  eigenvalues: number[];
+  /** Condition number */
+  conditionNumber: number;
+  /** Is positive definite */
+  isPositiveDefinite: boolean;
+}
+
+/**
+ * Volatility estimates using different models
+ */
+export interface VolatilityEstimates {
+  /** Close-to-close volatility */
+  closeToClose: number;
+  /** Parkinson volatility */
+  parkinson: number;
+  /** Garman-Klass volatility */
+  garmanKlass: number;
+  /** Rogers-Satchell volatility */
+  rogersSatchell: number;
+  /** Yang-Zhang volatility */
+  yangZhang: number;
+}
+
+/**
+ * GARCH model parameters
+ */
+export interface GARCHParameters {
+  /** Alpha parameter */
+  alpha: number;
+  /** Beta parameter */
+  beta: number;
+  /** Omega parameter */
+  omega: number;
+  /** Log likelihood */
+  logLikelihood: number;
+  /** AIC (Akaike Information Criterion) */
+  aic: number;
+  /** BIC (Bayesian Information Criterion) */
+  bic: number;
+}

libs/types/src/trading.ts

@@ -0,0 +1,62 @@
+/**
+ * Trading & Execution Types
+ * Types for trade execution and performance analysis
+ */
+
+/**
+ * Trade execution record
+ */
+export interface TradeExecution {
+  /** Trade ID */
+  id?: string;
+  /** Security symbol */
+  symbol: string;
+  /** Trade type */
+  type: 'buy' | 'sell' | 'short' | 'cover';
+  /** Number of shares/units */
+  quantity: number;
+  /** Execution price */
+  price: number;
+  /** Total trade value */
+  value: number;
+  /** Commission/fees */
+  commission?: number;
+  /** Execution timestamp */
+  timestamp: number;
+  /** Order ID reference */
+  orderId?: string;
+  /** Execution venue */
+  venue?: string;
+}
+
+/**
+ * Trade performance analysis
+ */
+export interface TradePerformance {
+  /** Total number of trades */
+  totalTrades: number;
+  /** Number of winning trades */
+  winningTrades: number;
+  /** Number of losing trades */
+  losingTrades: number;
+  /** Win rate percentage */
+  winRate: number;
+  /** Average winning trade */
+  averageWin: number;
+  /** Average losing trade */
+  averageLoss: number;
+  /** Largest winning trade */
+  largestWin: number;
+  /** Largest losing trade */
+  largestLoss: number;
+  /** Profit factor (gross profit / gross loss) */
+  profitFactor: number;
+  /** Mathematical expectancy */
+  expectancy: number;
+  /** Total gross profit */
+  grossProfit: number;
+  /** Total gross loss */
+  grossLoss: number;
+  /** Net profit */
+  netProfit: number;
+}

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);
+      const cashFlow = cashFlows[j];
-      dnpv += (-j * cashFlows[j]) / Math.pow(1 + rate, j + 1);
+      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];
+    const cashFlow = cashFlows[i];
-    if (cumulativeCashFlow >= initialInvestment) {
+    if (cashFlow !== undefined) {
-      return i + 1 - (cumulativeCashFlow - initialInvestment) / cashFlows[i];
+      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 xi = x[i];
-      const yDiff = y[i] - y[j];
+      const xj = x[j];
+      const yi = y[i];
+      const yj = y[j];
       
-      if (xDiff * yDiff > 0) {
+      if (xi !== undefined && xj !== undefined && yi !== undefined && yj !== undefined) {
-        concordant++;
+        const xDiff = xi - xj;
-      } else if (xDiff * yDiff < 0) {
+        const yDiff = yi - yj;
-        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
+// Re-export all standardized types from @stock-bot/types
-export type { OHLCV, OHLCVWithMetadata } from '@stock-bot/types';
+export type {
-
+  OHLCV,
-// Legacy interface for backward compatibility - prefer OHLCV from @stock-bot/types
+  OHLCVWithMetadata,
-/** @deprecated Use OHLCV from @stock-bot/types instead */
+  PortfolioPosition,
-export interface OHLCVData {
+  PortfolioAnalysis,
-  open: number;
+  AssetAllocation,
-  high: number;
+  TradeExecution,
-  low: number;
+  TradePerformance,
-  close: number;
+  RiskMetrics,
-  volume: number;
+  DrawdownAnalysis,
-  timestamp: Date;
+  ReturnAnalysis,
-}
+  OptionParameters,
-
+  OptionPricing,
-export interface PriceData {
+  GreeksCalculation,
-  price: number;
+  MarketData,
-  timestamp: Date;
+  LiquidityMetrics,
-}
+  MarketRegime,
-
+  PositionSizeParams,
-// Financial calculation result interfaces
+  KellyParams,
-export interface PortfolioMetrics {
+  BalanceSheet,
-  totalValue: number;
+  IncomeStatement,
-  totalReturn: number;
+  CashFlowStatement,
-  totalReturnPercent: number;
+  TechnicalIndicators,
-  dailyReturn: number;
+  CorrelationResult,
-  dailyReturnPercent: number;
+  CorrelationMatrix,
-  maxDrawdown: number;
+  VolatilityEstimates,
-  sharpeRatio: number;
+  GARCHParameters,
-  beta: number;
+  BacktestResults,
-  alpha: number;
+  HasClose,
-  volatility: number;
+  HasOHLC,
-}
+  HasVolume,
-
+  HasTimestamp
-export interface RiskMetrics {
+} from '@stock-bot/types';
-  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
-}
 
 // 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;

libs/utils/src/dateUtils.ts

@@ -43,7 +43,8 @@ export const dateUtils = {
    * Format a date as YYYY-MM-DD
    */
   formatDate(date: Date): string {
-    return date.toISOString().split('T')[0];
+    const parts = date.toISOString().split('T');
+    return parts[0] ?? '';
   },
 
   /**

libs/utils/src/generic-functions.ts

@@ -0,0 +1,191 @@
+/**
+ * Generic utility functions that work with standardized types
+ * These functions demonstrate how to use generic types with OHLCV data
+ */
+
+import type { OHLCV, HasClose, HasOHLC, HasVolume } from '@stock-bot/types';
+
+/**
+ * Extract close prices from any data structure that has a close field
+ * Works with OHLCV, MarketData, or any custom type with close price
+ */
+export function extractCloses<T extends HasClose>(data: T[]): number[] {
+  return data.map(item => item.close);
+}
+
+/**
+ * Extract OHLC prices from any data structure that has OHLC fields
+ */
+export function extractOHLC<T extends HasOHLC>(data: T[]): {
+  opens: number[];
+  highs: number[];
+  lows: number[];
+  closes: number[];
+} {
+  return {
+    opens: data.map(item => item.open),
+    highs: data.map(item => item.high),
+    lows: data.map(item => item.low),
+    closes: data.map(item => item.close),
+  };
+}
+
+/**
+ * Extract volumes from any data structure that has a volume field
+ */
+export function extractVolumes<T extends HasVolume>(data: T[]): number[] {
+  return data.map(item => item.volume);
+}
+
+/**
+ * Calculate simple moving average using close prices from any compatible data type
+ */
+export function calculateSMA<T extends HasClose>(data: T[], period: number): number[] {
+  const closes = extractCloses(data);
+  const result: number[] = [];
+  
+  for (let i = period - 1; i < closes.length; i++) {
+    const sum = closes.slice(i - period + 1, i + 1).reduce((a, b) => a + b, 0);
+    result.push(sum / period);
+  }
+  
+  return result;
+}
+
+/**
+ * Calculate typical price (HLC/3) from any OHLC compatible data
+ */
+export function calculateTypicalPrice<T extends HasOHLC>(data: T[]): number[] {
+  return data.map(item => (item.high + item.low + item.close) / 3);
+}
+
+/**
+ * Calculate true range from OHLC data
+ */
+export function calculateTrueRange<T extends HasOHLC>(data: T[]): number[] {
+  const result: number[] = [];
+  
+  for (let i = 0; i < data.length; i++) {
+    if (i === 0) {
+      result.push(data[i]!.high - data[i]!.low);
+    } else {
+      const current = data[i]!;
+      const previous = data[i - 1]!;
+      const tr = Math.max(
+        current.high - current.low,
+        Math.abs(current.high - previous.close),
+        Math.abs(current.low - previous.close)
+      );
+      result.push(tr);
+    }
+  }
+  
+  return result;
+}
+
+/**
+ * Calculate returns from close prices
+ */
+export function calculateReturns<T extends HasClose>(data: T[]): number[] {
+  const closes = extractCloses(data);
+  const returns: number[] = [];
+  
+  for (let i = 1; i < closes.length; i++) {
+    const current = closes[i]!;
+    const previous = closes[i - 1]!;
+    if (previous > 0) {
+      returns.push((current - previous) / previous);
+    } else {
+      returns.push(0);
+    }
+  }
+  
+  return returns;
+}
+
+/**
+ * Calculate log returns from close prices
+ */
+export function calculateLogReturns<T extends HasClose>(data: T[]): number[] {
+  const closes = extractCloses(data);
+  const logReturns: number[] = [];
+  
+  for (let i = 1; i < closes.length; i++) {
+    const current = closes[i]!;
+    const previous = closes[i - 1]!;
+    if (previous > 0 && current > 0) {
+      logReturns.push(Math.log(current / previous));
+    } else {
+      logReturns.push(0);
+    }
+  }
+  
+  return logReturns;
+}
+
+/**
+ * Calculate volume-weighted average price (VWAP) from OHLC + Volume data
+ */
+export function calculateVWAP<T extends HasOHLC & HasVolume>(data: T[]): number[] {
+  const result: number[] = [];
+  let cumulativeVolumePrice = 0;
+  let cumulativeVolume = 0;
+  
+  for (const item of data) {
+    const typicalPrice = (item.high + item.low + item.close) / 3;
+    cumulativeVolumePrice += typicalPrice * item.volume;
+    cumulativeVolume += item.volume;
+    
+    if (cumulativeVolume > 0) {
+      result.push(cumulativeVolumePrice / cumulativeVolume);
+    } else {
+      result.push(typicalPrice);
+    }
+  }
+  
+  return result;
+}
+
+/**
+ * Filter OHLCV data by symbol
+ */
+export function filterBySymbol(data: OHLCV[], symbol: string): OHLCV[] {
+  return data.filter(item => item.symbol === symbol);
+}
+
+/**
+ * Filter OHLCV data by time range
+ */
+export function filterByTimeRange(
+  data: OHLCV[], 
+  startTime: number, 
+  endTime: number
+): OHLCV[] {
+  return data.filter(item => item.timestamp >= startTime && item.timestamp <= endTime);
+}
+
+/**
+ * Group OHLCV data by symbol
+ */
+export function groupBySymbol(data: OHLCV[]): Record<string, OHLCV[]> {
+  const grouped: Record<string, OHLCV[]> = {};
+  
+  for (const item of data) {
+    if (!grouped[item.symbol]) {
+      grouped[item.symbol] = [];
+    }
+    grouped[item.symbol]!.push(item);
+  }
+  
+  return grouped;
+}
+
+/**
+ * Convert timestamp to Date for OHLCV data
+ */
+export function convertTimestamps(data: OHLCV[]): Array<OHLCV & { date: Date }> {
+  return data.map(item => ({
+    ...item,
+    date: new Date(item.timestamp)
+  }));
+}

libs/utils/src/index.ts

@@ -1,3 +1,4 @@
 export * from './calculations/index';
 export * from './common';
 export * from './dateUtils';
+export * from './generic-functions';