1.3 KiB
1.3 KiB
Utils Library
Common utility functions shared across services in the stock-bot project.
Included Utilities
Date Utilities
Helper functions for working with market dates:
import { dateUtils } from '@stock-bot/utils';
// Check if a date is a trading day
const isTradingDay = dateUtils.isTradingDay(new Date());
// Get the next trading day
const nextTradingDay = dateUtils.getNextTradingDay(new Date());
Financial Utilities
Mathematical functions for financial calculations:
import { financialUtils } from '@stock-bot/utils';
// Calculate Sharpe ratio
const returns = [0.05, 0.03, -0.01, 0.04, 0.02];
const sharpeRatio = financialUtils.calculateSharpeRatio(returns, 0.02);
// Calculate maximum drawdown
const equityCurve = [10000, 10500, 10200, 10800, 10300];
const maxDrawdown = financialUtils.calculateMaxDrawdown(equityCurve);
Logger
Standardized logging service:
import { createLogger, LogLevel } from '@stock-bot/utils';
// Create a logger for your service
const logger = createLogger('strategy-orchestrator', LogLevel.INFO);
// Log at different levels
logger.info('Strategy initialized');
logger.warn('Position size exceeds recommended limit');
logger.error('Failed to execute order', { orderId: '123', reason: 'Insufficient funds' });