@adaptic/utils 0.0.370 → 0.0.373

package/dist/types/types/asset-allocation-types.d.ts

@@ -0,0 +1,328 @@
+/**
+ * Asset Allocation Algorithm Types
+ *
+ * Comprehensive type definitions for intelligent asset allocation
+ * across multiple asset classes based on risk profile, market conditions,
+ * and portfolio optimization principles.
+ */
+/**
+ * Asset classes supported for allocation
+ */
+export type AllocationAssetClass = 'EQUITIES' | 'OPTIONS' | 'FUTURES' | 'ETF' | 'FOREX' | 'CRYPTO';
+/**
+ * Risk profile levels
+ */
+export type RiskProfile = 'CONSERVATIVE' | 'MODERATE_CONSERVATIVE' | 'MODERATE' | 'MODERATE_AGGRESSIVE' | 'AGGRESSIVE';
+/**
+ * Market condition states
+ */
+export type MarketCondition = 'BULL' | 'BEAR' | 'SIDEWAYS' | 'HIGH_VOLATILITY' | 'LOW_VOLATILITY' | 'CRISIS';
+/**
+ * User preferences for allocation
+ */
+export interface AllocationPreferences {
+    /** Preferred asset classes (empty means all allowed) */
+    preferredAssetClasses?: AllocationAssetClass[];
+    /** Excluded asset classes */
+    excludedAssetClasses?: AllocationAssetClass[];
+    /** Minimum allocation per asset class (0-1) */
+    minAllocationPerClass?: number;
+    /** Maximum allocation per asset class (0-1) */
+    maxAllocationPerClass?: number;
+    /** Enable ESG/sustainable investing */
+    esgFocused?: boolean;
+    /** Target return (annualized %) */
+    targetReturn?: number;
+    /** Maximum acceptable drawdown (%) */
+    maxDrawdown?: number;
+    /** Rebalancing frequency in days */
+    rebalancingFrequency?: number;
+    /** Tax optimization enabled */
+    taxOptimized?: boolean;
+}
+/**
+ * Market condition metrics
+ */
+export interface MarketMetrics {
+    /** VIX or volatility index level */
+    volatilityIndex: number;
+    /** Market trend direction */
+    trendDirection: 'UP' | 'DOWN' | 'NEUTRAL';
+    /** Market strength (0-100) */
+    marketStrength: number;
+    /** Fear & greed index (0-100) */
+    sentimentScore: number;
+    /** Interest rate environment */
+    interestRateLevel: 'LOW' | 'MEDIUM' | 'HIGH';
+    /** Inflation rate (%) */
+    inflationRate: number;
+    /** Credit spread (basis points) */
+    creditSpread: number;
+    /** Economic cycle phase */
+    economicPhase: 'EXPANSION' | 'PEAK' | 'CONTRACTION' | 'TROUGH';
+}
+/**
+ * Asset class characteristics
+ */
+export interface AssetClassCharacteristics {
+    /** Asset class identifier */
+    assetClass: AllocationAssetClass;
+    /** Historical volatility (annualized %) */
+    volatility: number;
+    /** Expected return (annualized %) */
+    expectedReturn: number;
+    /** Sharpe ratio */
+    sharpeRatio: number;
+    /** Maximum drawdown (%) */
+    maxDrawdown: number;
+    /** Liquidity score (0-100) */
+    liquidityScore: number;
+    /** Correlation with other asset classes */
+    correlations: Map<AllocationAssetClass, AssetClass, number>;
+    /** Current market cap or total value available */
+    marketSize: number;
+    /** Transaction costs (%) */
+    transactionCost: number;
+    /** Minimum investment required */
+    minimumInvestment: number;
+}
+/**
+ * Allocation constraint
+ */
+export interface AllocationConstraint {
+    /** Constraint type */
+    type: 'MIN_ALLOCATION' | 'MAX_ALLOCATION' | 'SECTOR_LIMIT' | 'LIQUIDITY_REQ' | 'CORRELATION_LIMIT' | 'CONCENTRATION_LIMIT';
+    /** Asset class affected */
+    assetClass?: AllocationAssetClass;
+    /** Constraint value */
+    value: number;
+    /** Constraint priority (1=highest) */
+    priority: number;
+    /** Hard constraint (must be satisfied) or soft (preference) */
+    hard: boolean;
+}
+/**
+ * Allocation result for a single asset class
+ */
+export interface AssetAllocation {
+    /** Asset class */
+    assetClass: AllocationAssetClass;
+    /** Allocation percentage (0-1) */
+    allocation: number;
+    /** Allocation amount in currency units */
+    amount: number;
+    /** Risk contribution to portfolio */
+    riskContribution: number;
+    /** Expected return contribution */
+    returnContribution: number;
+    /** Rationale for allocation */
+    rationale: string;
+    /** Confidence level (0-1) */
+    confidence: number;
+}
+/**
+ * Complete allocation recommendation
+ */
+export interface AllocationRecommendation {
+    /** Unique recommendation ID */
+    id: string;
+    /** Individual asset allocations */
+    allocations: AssetAllocation[];
+    /** Total portfolio metrics */
+    portfolioMetrics: PortfolioMetrics;
+    /** Risk analysis */
+    riskAnalysis: RiskAnalysis;
+    /** Diversification metrics */
+    diversification: DiversificationMetrics;
+    /** Rebalancing recommendations */
+    rebalancing?: RebalancingAction[];
+    /** Allocation timestamp */
+    timestamp: Date;
+    /** Next rebalancing date */
+    nextRebalancingDate: Date;
+    /** Allocation methodology used */
+    methodology: string;
+    /** Warnings or caveats */
+    warnings: string[];
+}
+/**
+ * Portfolio-level metrics
+ */
+export interface PortfolioMetrics {
+    /** Expected annual return (%) */
+    expectedReturn: number;
+    /** Expected volatility (%) */
+    expectedVolatility: number;
+    /** Sharpe ratio */
+    sharpeRatio: number;
+    /** Sortino ratio */
+    sortinoRatio: number;
+    /** Maximum drawdown (%) */
+    maxDrawdown: number;
+    /** Value at Risk 95% (%) */
+    valueAtRisk95: number;
+    /** Conditional VaR (Expected Shortfall) */
+    conditionalVaR: number;
+    /** Beta to market */
+    beta: number;
+    /** Alpha generation potential */
+    alpha: number;
+    /** Information ratio */
+    informationRatio: number;
+}
+/**
+ * Risk analysis breakdown
+ */
+export interface RiskAnalysis {
+    /** Overall risk score (0-100) */
+    riskScore: number;
+    /** Risk level classification */
+    riskLevel: 'LOW' | 'MEDIUM' | 'HIGH' | 'EXTREME';
+    /** Systematic risk (market risk) */
+    systematicRisk: number;
+    /** Idiosyncratic risk (specific risk) */
+    idiosyncraticRisk: number;
+    /** Tail risk assessment */
+    tailRisk: number;
+    /** Liquidity risk score */
+    liquidityRisk: number;
+    /** Concentration risk */
+    concentrationRisk: number;
+    /** Currency risk */
+    currencyRisk: number;
+    /** Risk decomposition by asset class */
+    riskDecomposition: Map<AllocationAssetClass, AssetClass, number>;
+}
+/**
+ * Diversification metrics
+ */
+export interface DiversificationMetrics {
+    /** Diversification ratio (higher is better) */
+    diversificationRatio: number;
+    /** Herfindahl-Hirschman Index (lower is better) */
+    herfindahlIndex: number;
+    /** Effective number of positions */
+    effectiveNumberOfAssets: number;
+    /** Average correlation between assets */
+    averageCorrelation: number;
+    /** Maximum pairwise correlation */
+    maxPairwiseCorrelation: number;
+    /** Correlation matrix */
+    correlationMatrix: number[][];
+    /** Asset class diversity score (0-100) */
+    assetClassDiversity: number;
+}
+/**
+ * Rebalancing action
+ */
+export interface RebalancingAction {
+    /** Asset class to rebalance */
+    assetClass: AllocationAssetClass;
+    /** Current allocation */
+    currentAllocation: number;
+    /** Target allocation */
+    targetAllocation: number;
+    /** Action to take */
+    action: 'BUY' | 'SELL' | 'HOLD';
+    /** Amount to trade */
+    tradeAmount: number;
+    /** Priority (1=highest) */
+    priority: number;
+    /** Estimated cost */
+    estimatedCost: number;
+    /** Tax impact estimate */
+    taxImpact?: number;
+    /** Reason for rebalancing */
+    reason: string;
+}
+/**
+ * Allocation algorithm inputs
+ */
+export interface AllocationInput {
+    /** User's risk profile */
+    riskProfile?: RiskProfile;
+    /** Current market conditions */
+    marketConditions: MarketMetrics;
+    /** Total account size */
+    accountSize: number;
+    /** Current positions (if any) */
+    currentPositions?: Map<AllocationAssetClass, AssetClass, number>;
+    /** User preferences */
+    preferences?: AllocationPreferences;
+    /** Asset class characteristics */
+    assetCharacteristics: AllocationAssetClassCharacteristics[];
+    /** Additional constraints */
+    constraints?: AllocationConstraint[];
+    /** Historical performance data (optional) */
+    historicalData?: Map<AllocationAssetClass, AssetClass, HistoricalData>;
+}
+/**
+ * Historical performance data
+ */
+export interface HistoricalData {
+    /** Asset class */
+    assetClass: AllocationAssetClass;
+    /** Historical returns (time series) */
+    returns: number[];
+    /** Historical volatility measurements */
+    volatilities: number[];
+    /** Timestamps for data points */
+    timestamps: Date[];
+    /** Correlation history with other assets */
+    correlationHistory?: Map<AllocationAssetClass, number[]>;
+}
+/**
+ * Optimization objective
+ */
+export type OptimizationObjective = 'MAX_RETURN' | 'MIN_RISK' | 'MAX_SHARPE' | 'RISK_PARITY' | 'MAX_DIVERSIFICATION' | 'TARGET_RETURN' | 'TARGET_RISK';
+/**
+ * Allocation strategy configuration
+ */
+export interface AllocationStrategyConfig {
+    /** Optimization objective */
+    objective: OptimizationObjective;
+    /** Risk-free rate for calculations */
+    riskFreeRate: number;
+    /** Rebalancing threshold (%) */
+    rebalancingThreshold: number;
+    /** Transaction cost model */
+    transactionCostModel: 'FIXED' | 'PERCENTAGE' | 'TIERED';
+    /** Tax consideration */
+    taxRate?: number;
+    /** Time horizon (years) */
+    timeHorizon: number;
+    /** Use leverage */
+    allowLeverage: boolean;
+    /** Maximum leverage ratio */
+    maxLeverage?: number;
+    /** Include alternative assets */
+    includeAlternatives: boolean;
+}
+/**
+ * Risk-adjusted allocation parameters
+ */
+export interface RiskAdjustedParameters {
+    /** Conservative allocation bias */
+    conservativeBias: number;
+    /** Volatility scaling factor */
+    volatilityScaling: number;
+    /** Drawdown penalty weight */
+    drawdownPenalty: number;
+    /** Liquidity premium */
+    liquidityPremium: number;
+    /** Correlation penalty */
+    correlationPenalty: number;
+}
+/**
+ * Default risk profiles with typical allocations
+ */
+export interface DefaultRiskProfile {
+    profile: RiskProfile;
+    description: string;
+    baseAllocations: Map<AllocationAssetClass, number>;
+    maxVolatility: number;
+    maxDrawdown: number;
+    targetReturn: number;
+    riskScore: number;
+}
+//# sourceMappingURL=asset-allocation-types.d.ts.map

package/dist/types/types/asset-allocation-types.d.ts.map

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package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@adaptic/utils",
-  "version": "0.0.370",
+  "version": "0.0.373",
   "author": "Adaptic.ai",
   "description": "Utility functions used in Adaptic app and Lambda functions",
   "always-build-npm": true,
@@ -25,7 +25,7 @@
     "test": "npm run build && node dist/test.js"
   },
   "dependencies": {
-    "@adaptic/backend-legacy": "0.0.25",
+    "@adaptic/backend-legacy": "^0.0.30",
     "@adaptic/lumic-utils": "^1.0.6",
     "@apollo/client": "^3.13.8",
     "chalk": "^5.4.1",