@adaptic/utils 0.0.981 → 0.0.982
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/dist/index.cjs +196 -11
- package/dist/index.cjs.map +1 -1
- package/dist/index.mjs +191 -12
- package/dist/index.mjs.map +1 -1
- package/dist/types/__tests__/risk-free-rate.test.d.ts +2 -0
- package/dist/types/__tests__/risk-free-rate.test.d.ts.map +1 -0
- package/dist/types/index.d.ts +1 -0
- package/dist/types/index.d.ts.map +1 -1
- package/dist/types/metrics-calcs.d.ts.map +1 -1
- package/dist/types/performance-metrics.d.ts.map +1 -1
- package/dist/types/risk-free-rate.d.ts +63 -0
- package/dist/types/risk-free-rate.d.ts.map +1 -0
- package/package.json +1 -1
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"risk-free-rate.test.d.ts","sourceRoot":"","sources":["../../../src/__tests__/risk-free-rate.test.ts"],"names":[],"mappings":""}
|
package/dist/types/index.d.ts
CHANGED
|
@@ -28,6 +28,7 @@ export * from "./types/asset-allocation-types";
|
|
|
28
28
|
export { AVNewsArticleSchema, AVNewsResponseSchema, AlpacaAccountDetailsSchema, AlpacaBarSchema, AlpacaCryptoBarsResponseSchema, AlpacaHistoricalBarsResponseSchema, AlpacaLatestBarsResponseSchema, AlpacaLatestQuotesResponseSchema, AlpacaLatestTradesResponseSchema, AlpacaNewsArticleSchema, AlpacaNewsResponseSchema, AlpacaOrderSchema, AlpacaOrdersArraySchema, AlpacaPortfolioHistoryResponseSchema, AlpacaPositionSchema, AlpacaPositionsArraySchema, AlpacaQuoteSchema, AlpacaTradeSchema, AlphaVantageQuoteResponseSchema, MassiveAggregatesResponseSchema, MassiveDailyOpenCloseSchema, MassiveErrorResponseSchema, MassiveGroupedDailyResponseSchema, MassiveLastTradeResponseSchema, MassiveTickerDetailsResponseSchema, MassiveTickerInfoSchema, MassiveTradeSchema as MassiveTradeZodSchema, MassiveTradesResponseSchema, RawMassivePriceDataSchema, ValidationResponseError, safeValidateResponse, validateResponse, type ValidateResponseOptions, type ValidationResult, } from "./schemas";
|
|
29
29
|
export { paginate, paginateAll, type CursorPaginationConfig, type OffsetPaginationConfig, type PaginationConfig, type UrlPaginationConfig, } from "./utils/paginator";
|
|
30
30
|
export { KEEP_ALIVE_DEFAULTS, getAgentPoolStatus, httpAgent, httpsAgent, verifyFetchKeepAlive, type ConnectionPoolStatus, } from "./utils/http-keep-alive";
|
|
31
|
+
export { DEFAULT_RISK_FREE_RATE, RISK_FREE_RATE_TTL_MS, getRiskFreeRate, getCachedRiskFreeRateSync, setRiskFreeRate, resetRiskFreeRateCache, } from "./risk-free-rate";
|
|
31
32
|
export * from "./types";
|
|
32
33
|
export { AlpacaMarketDataAPI } from "./alpaca-market-data-api";
|
|
33
34
|
export { AlpacaTradingAPI } from "./alpaca-trading-api";
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/index.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,OAAO,MAAM,WAAW,CAAC;AACrC,OAAO,EAAE,mBAAmB,EAAE,MAAM,0BAA0B,CAAC;AAC/D,OAAO,EAAE,gBAAgB,EAAE,MAAM,sBAAsB,CAAC;AACxD,OAAO,KAAK,MAAM,MAAM,iBAAiB,CAAC;AAC1C,OAAO,KAAK,EAAE,MAAM,gBAAgB,CAAC;AACrC,OAAO,KAAK,MAAM,MAAM,UAAU,CAAC;AACnC,OAAO,KAAK,EAAE,MAAM,gBAAgB,CAAC;AACrC,OAAO,KAAK,EAAE,MAAM,eAAe,CAAC;AACpC,OAAO,KAAK,OAAO,MAAM,WAAW,CAAC;AAErC,OAAO,iBAAiB,MAAM,iBAAiB,CAAC;AAChD,OAAO,KAAK,IAAI,MAAM,cAAc,CAAC;AACrC,OAAO,KAAK,EAAE,MAAM,uBAAuB,CAAC;AAC5C,OAAO,KAAK,EAAE,MAAM,eAAe,CAAC;AACpC,OAAO,EAAE,sBAAsB,EAAgB,MAAM,gBAAgB,CAAC;AACtE,OAAO,KAAK,EAAE,MAAM,sBAAsB,CAAC;AAC3C,OAAO,KAAK,EAAE,MAAM,cAAc,CAAC;AACnC,OAAO,KAAK,KAAK,MAAM,SAAS,CAAC;AAMjC,OAAO,EAAE,SAAS,EAAE,WAAW,EAAE,SAAS,EAAE,KAAK,MAAM,EAAE,MAAM,UAAU,CAAC;AAG1E,OAAO,EACL,iBAAiB,EACjB,cAAc,EACd,iBAAiB,EACjB,mBAAmB,EACnB,eAAe,EACf,eAAe,EACf,eAAe,EACf,eAAe,EACf,YAAY,EACZ,cAAc,EACd,YAAY,EACZ,eAAe,EACf,cAAc,GACf,MAAM,UAAU,CAAC;AAGlB,OAAO,EACL,yBAAyB,EACzB,0BAA0B,EAC1B,qBAAqB,GACtB,MAAM,wBAAwB,CAAC;AAGhC,OAAO,EACL,eAAe,EACf,WAAW,EACX,iBAAiB,EACjB,kBAAkB,EAClB,mBAAmB,EACnB,iBAAiB,EACjB,gBAAgB,EAChB,sBAAsB,EACtB,KAAK,WAAW,GACjB,MAAM,wBAAwB,CAAC;AAGhC,OAAO,EACL,qBAAqB,EACrB,sBAAsB,EACtB,4BAA4B,EAC5B,KAAK,UAAU,EACf,KAAK,WAAW,EAChB,KAAK,UAAU,EACf,KAAK,6BAA6B,GACnC,MAAM,kCAAkC,CAAC;AAG1C,OAAO,EACL,sBAAsB,EACtB,YAAY,EACZ,KAAK,iBAAiB,GACvB,MAAM,gBAAgB,CAAC;AAGxB,OAAO,EACL,iBAAiB,EACjB,uBAAuB,EACvB,SAAS,EACT,KAAK,WAAW,GACjB,MAAM,eAAe,CAAC;AAGvB,OAAO,EACL,gBAAgB,EAChB,mBAAmB,EACnB,UAAU,EACV,WAAW,GACZ,MAAM,gBAAgB,CAAC;AAGxB,OAAO,EACL,qBAAqB,EACrB,yBAAyB,EACzB,qBAAqB,GACtB,MAAM,8BAA8B,CAAC;AAEtC,cAAc,gCAAgC,CAAC;AAG/C,OAAO,EACL,mBAAmB,EACnB,oBAAoB,EAEpB,0BAA0B,EAC1B,eAAe,EACf,8BAA8B,EAC9B,kCAAkC,EAClC,8BAA8B,EAC9B,gCAAgC,EAChC,gCAAgC,EAChC,uBAAuB,EACvB,wBAAwB,EACxB,iBAAiB,EACjB,uBAAuB,EACvB,oCAAoC,EACpC,oBAAoB,EACpB,0BAA0B,EAC1B,iBAAiB,EACjB,iBAAiB,EAEjB,+BAA+B,EAC/B,+BAA+B,EAC/B,2BAA2B,EAC3B,0BAA0B,EAC1B,iCAAiC,EACjC,8BAA8B,EAC9B,kCAAkC,EAClC,uBAAuB,EACvB,kBAAkB,IAAI,qBAAqB,EAC3C,2BAA2B,EAE3B,yBAAyB,EACzB,uBAAuB,EACvB,oBAAoB,EACpB,gBAAgB,EAChB,KAAK,uBAAuB,EAC5B,KAAK,gBAAgB,GACtB,MAAM,WAAW,CAAC;AAGnB,OAAO,EACL,QAAQ,EACR,WAAW,EACX,KAAK,sBAAsB,EAC3B,KAAK,sBAAsB,EAC3B,KAAK,gBAAgB,EACrB,KAAK,mBAAmB,GACzB,MAAM,mBAAmB,CAAC;AAG3B,OAAO,EACL,mBAAmB,EACnB,kBAAkB,EAClB,SAAS,EACT,UAAU,EACV,oBAAoB,EACpB,KAAK,oBAAoB,GAC1B,MAAM,yBAAyB,CAAC;AAGjC,cAAc,SAAS,CAAC;AAGxB,OAAO,EAAE,mBAAmB,EAAE,MAAM,0BAA0B,CAAC;AAC/D,OAAO,EAAE,gBAAgB,EAAE,MAAM,sBAAsB,CAAC;AAGxD,eAAO,MAAM,sBAAsB,GACjC,aAAa,KAAK,CAAC,iBAAiB,qBAGrC,CAAC;AAEF,eAAO,MAAM,yBAAyB,2BAErC,CAAC;AAGF,cAAc,UAAU,CAAC;AAGzB,OAAO,KAAK,aAAa,MAAM,kBAAkB,CAAC;AAClD,OAAO,EACL,YAAY,EACZ,WAAW,EACX,eAAe,EACf,aAAa,EACb,eAAe,EACf,oBAAoB,EACpB,qBAAqB,EACrB,WAAW,GACZ,MAAM,wBAAwB,CAAC;AAChC,YAAY,EACV,aAAa,EACb,kBAAkB,EAClB,eAAe,EACf,sBAAsB,EACtB,cAAc,EACd,uBAAuB,EACvB,0BAA0B,EAC1B,oBAAoB,EACpB,UAAU,EACV,sBAAsB,EACtB,cAAc,EACd,sBAAsB,GACvB,MAAM,0BAA0B,CAAC;AAClC,OAAO,EAAE,sBAAsB,EAAE,MAAM,kDAAkD,CAAC;AAG1F,YAAY,EAAE,aAAa,EAAE,MAAM,WAAW,CAAC;AAE/C,eAAO,MAAM,OAAO;;;;;;;;;;;;;QAgBhB,oEAAoE;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;
|
|
1
|
+
{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/index.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,OAAO,MAAM,WAAW,CAAC;AACrC,OAAO,EAAE,mBAAmB,EAAE,MAAM,0BAA0B,CAAC;AAC/D,OAAO,EAAE,gBAAgB,EAAE,MAAM,sBAAsB,CAAC;AACxD,OAAO,KAAK,MAAM,MAAM,iBAAiB,CAAC;AAC1C,OAAO,KAAK,EAAE,MAAM,gBAAgB,CAAC;AACrC,OAAO,KAAK,MAAM,MAAM,UAAU,CAAC;AACnC,OAAO,KAAK,EAAE,MAAM,gBAAgB,CAAC;AACrC,OAAO,KAAK,EAAE,MAAM,eAAe,CAAC;AACpC,OAAO,KAAK,OAAO,MAAM,WAAW,CAAC;AAErC,OAAO,iBAAiB,MAAM,iBAAiB,CAAC;AAChD,OAAO,KAAK,IAAI,MAAM,cAAc,CAAC;AACrC,OAAO,KAAK,EAAE,MAAM,uBAAuB,CAAC;AAC5C,OAAO,KAAK,EAAE,MAAM,eAAe,CAAC;AACpC,OAAO,EAAE,sBAAsB,EAAgB,MAAM,gBAAgB,CAAC;AACtE,OAAO,KAAK,EAAE,MAAM,sBAAsB,CAAC;AAC3C,OAAO,KAAK,EAAE,MAAM,cAAc,CAAC;AACnC,OAAO,KAAK,KAAK,MAAM,SAAS,CAAC;AAMjC,OAAO,EAAE,SAAS,EAAE,WAAW,EAAE,SAAS,EAAE,KAAK,MAAM,EAAE,MAAM,UAAU,CAAC;AAG1E,OAAO,EACL,iBAAiB,EACjB,cAAc,EACd,iBAAiB,EACjB,mBAAmB,EACnB,eAAe,EACf,eAAe,EACf,eAAe,EACf,eAAe,EACf,YAAY,EACZ,cAAc,EACd,YAAY,EACZ,eAAe,EACf,cAAc,GACf,MAAM,UAAU,CAAC;AAGlB,OAAO,EACL,yBAAyB,EACzB,0BAA0B,EAC1B,qBAAqB,GACtB,MAAM,wBAAwB,CAAC;AAGhC,OAAO,EACL,eAAe,EACf,WAAW,EACX,iBAAiB,EACjB,kBAAkB,EAClB,mBAAmB,EACnB,iBAAiB,EACjB,gBAAgB,EAChB,sBAAsB,EACtB,KAAK,WAAW,GACjB,MAAM,wBAAwB,CAAC;AAGhC,OAAO,EACL,qBAAqB,EACrB,sBAAsB,EACtB,4BAA4B,EAC5B,KAAK,UAAU,EACf,KAAK,WAAW,EAChB,KAAK,UAAU,EACf,KAAK,6BAA6B,GACnC,MAAM,kCAAkC,CAAC;AAG1C,OAAO,EACL,sBAAsB,EACtB,YAAY,EACZ,KAAK,iBAAiB,GACvB,MAAM,gBAAgB,CAAC;AAGxB,OAAO,EACL,iBAAiB,EACjB,uBAAuB,EACvB,SAAS,EACT,KAAK,WAAW,GACjB,MAAM,eAAe,CAAC;AAGvB,OAAO,EACL,gBAAgB,EAChB,mBAAmB,EACnB,UAAU,EACV,WAAW,GACZ,MAAM,gBAAgB,CAAC;AAGxB,OAAO,EACL,qBAAqB,EACrB,yBAAyB,EACzB,qBAAqB,GACtB,MAAM,8BAA8B,CAAC;AAEtC,cAAc,gCAAgC,CAAC;AAG/C,OAAO,EACL,mBAAmB,EACnB,oBAAoB,EAEpB,0BAA0B,EAC1B,eAAe,EACf,8BAA8B,EAC9B,kCAAkC,EAClC,8BAA8B,EAC9B,gCAAgC,EAChC,gCAAgC,EAChC,uBAAuB,EACvB,wBAAwB,EACxB,iBAAiB,EACjB,uBAAuB,EACvB,oCAAoC,EACpC,oBAAoB,EACpB,0BAA0B,EAC1B,iBAAiB,EACjB,iBAAiB,EAEjB,+BAA+B,EAC/B,+BAA+B,EAC/B,2BAA2B,EAC3B,0BAA0B,EAC1B,iCAAiC,EACjC,8BAA8B,EAC9B,kCAAkC,EAClC,uBAAuB,EACvB,kBAAkB,IAAI,qBAAqB,EAC3C,2BAA2B,EAE3B,yBAAyB,EACzB,uBAAuB,EACvB,oBAAoB,EACpB,gBAAgB,EAChB,KAAK,uBAAuB,EAC5B,KAAK,gBAAgB,GACtB,MAAM,WAAW,CAAC;AAGnB,OAAO,EACL,QAAQ,EACR,WAAW,EACX,KAAK,sBAAsB,EAC3B,KAAK,sBAAsB,EAC3B,KAAK,gBAAgB,EACrB,KAAK,mBAAmB,GACzB,MAAM,mBAAmB,CAAC;AAG3B,OAAO,EACL,mBAAmB,EACnB,kBAAkB,EAClB,SAAS,EACT,UAAU,EACV,oBAAoB,EACpB,KAAK,oBAAoB,GAC1B,MAAM,yBAAyB,CAAC;AAGjC,OAAO,EACL,sBAAsB,EACtB,qBAAqB,EACrB,eAAe,EACf,yBAAyB,EACzB,eAAe,EACf,sBAAsB,GACvB,MAAM,kBAAkB,CAAC;AAG1B,cAAc,SAAS,CAAC;AAGxB,OAAO,EAAE,mBAAmB,EAAE,MAAM,0BAA0B,CAAC;AAC/D,OAAO,EAAE,gBAAgB,EAAE,MAAM,sBAAsB,CAAC;AAGxD,eAAO,MAAM,sBAAsB,GACjC,aAAa,KAAK,CAAC,iBAAiB,qBAGrC,CAAC;AAEF,eAAO,MAAM,yBAAyB,2BAErC,CAAC;AAGF,cAAc,UAAU,CAAC;AAGzB,OAAO,KAAK,aAAa,MAAM,kBAAkB,CAAC;AAClD,OAAO,EACL,YAAY,EACZ,WAAW,EACX,eAAe,EACf,aAAa,EACb,eAAe,EACf,oBAAoB,EACpB,qBAAqB,EACrB,WAAW,GACZ,MAAM,wBAAwB,CAAC;AAChC,YAAY,EACV,aAAa,EACb,kBAAkB,EAClB,eAAe,EACf,sBAAsB,EACtB,cAAc,EACd,uBAAuB,EACvB,0BAA0B,EAC1B,oBAAoB,EACpB,UAAU,EACV,sBAAsB,EACtB,cAAc,EACd,sBAAsB,GACvB,MAAM,0BAA0B,CAAC;AAClC,OAAO,EAAE,sBAAsB,EAAE,MAAM,kDAAkD,CAAC;AAG1F,YAAY,EAAE,aAAa,EAAE,MAAM,WAAW,CAAC;AAE/C,eAAO,MAAM,OAAO;;;;;;;;;;;;;QAgBhB,oEAAoE;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;oEAmLoN,CAAC;;;;;;;;;;;;;;;;;4BA/InR,CAAC;0BACP,CAAH;;;;;;;;;;;QAnCG,iFAAiF;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;QAEjF,2EAA2E;;QAE3E,6FAA6F;;QAE7F,yFAAyF;;QAIzF,4EAA4E;;;;;;;;;;QAU5E,sEAAsE;;;;;;;;QAQtE,sEAAsE;;QAEtE,mDAAmD;;QAEnD,iDAAiD;;QAEjD,8BAA8B;;QAE9B,+BAA+B;;QAE/B,4CAA4C;;;;;;;QAE5C,mDAAmD;;;;;QAEnD,+CAA+C;;QAI/C,+CAA+C;;;;;;;;QAQ/C,wCAAwC;;QAExC,+DAA+D;;QAE/D,mEAAmE;;QAEnE,sEAAsE;;QAEtE,kDAAkD;;;;QAIlD,4CAA4C;;;;;;;kBAjQzC,CAAC;;;iBA4HQ,CAAC;eAAe,CAAC;iBAChC,CAAC;kBAAoB,CAAC;gBAAkB,CAAC;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;kBAc5B,CAAA;;;kBAqOugT,CAAC;oBAAsB,CAAC;sBAAyB,CAAC;;;kBA/HljT,CAAC;;;kBA0GL,CAAC;;;kBAqB2mhB,CAAC;qBAAuB,CAAC;uBAAkC,CAAC;wBAAmC,CAAC;uBAAkC,CAAC;wBAAmC,CAAC;iBAA4B,CAAC;iBAA2B,CAAC;gBAAkB,CAAC;;;;;eAApxb,CAAC;;;iBAAiE,CAAC;oBAAsB,CAAC;;kBAAoC,CAAC;;;;;kBAA6qU,CAAC;oBAAsB,CAAC;;;;;;kBApW/4a,CAAC;;;kBAoEyB,CAAC;;;kBA4DtB,CAAC;;;kBAiDS,CAAC;;;kBA0CoB,CAAA;gBACtC,CAAC;iBACX,CAAC;iBAAmB,CAAC;gBAAkB,CAAC;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;CAoI5C,CAAC;AAEF,eAAO,MAAM,KAAK;;;;;;;;;;;;;QAlLd,oEAAoE;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;oEAmLoN,CAAC;;;;;;;;;;;;;;;;;4BA/InR,CAAC;0BACP,CAAH;;;;;;;;;;;QAnCG,iFAAiF;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;QAEjF,2EAA2E;;QAE3E,6FAA6F;;QAE7F,yFAAyF;;QAIzF,4EAA4E;;;;;;;;;;QAU5E,sEAAsE;;;;;;;;QAQtE,sEAAsE;;QAEtE,mDAAmD;;QAEnD,iDAAiD;;QAEjD,8BAA8B;;QAE9B,+BAA+B;;QAE/B,4CAA4C;;;;;;;QAE5C,mDAAmD;;;;;QAEnD,+CAA+C;;QAI/C,+CAA+C;;;;;;;;QAQ/C,wCAAwC;;QAExC,+DAA+D;;QAE/D,mEAAmE;;QAEnE,sEAAsE;;QAEtE,kDAAkD;;;;QAIlD,4CAA4C;;;;;;;kBAjQzC,CAAC;;;iBA4HQ,CAAC;eAAe,CAAC;iBAChC,CAAC;kBAAoB,CAAC;gBAAkB,CAAC;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;kBAc5B,CAAA;;;kBAqOugT,CAAC;oBAAsB,CAAC;sBAAyB,CAAC;;;kBA/HljT,CAAC;;;kBA0GL,CAAC;;;kBAqB2mhB,CAAC;qBAAuB,CAAC;uBAAkC,CAAC;wBAAmC,CAAC;uBAAkC,CAAC;wBAAmC,CAAC;iBAA4B,CAAC;iBAA2B,CAAC;gBAAkB,CAAC;;;;;eAApxb,CAAC;;;iBAAiE,CAAC;oBAAsB,CAAC;;kBAAoC,CAAC;;;;;kBAA6qU,CAAC;oBAAsB,CAAC;;;;;;kBApW/4a,CAAC;;;kBAoEyB,CAAC;;;kBA4DtB,CAAC;;;kBAiDS,CAAC;;;kBA0CoB,CAAA;gBACtC,CAAC;iBACX,CAAC;iBAAmB,CAAC;gBAAkB,CAAC;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;CAsIjB,CAAC"}
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"metrics-calcs.d.ts","sourceRoot":"","sources":["../../src/metrics-calcs.ts"],"names":[],"mappings":"AAGA,OAAO,EAAE,GAAG,EAAE,YAAY,EAAE,MAAM,sBAAsB,CAAC;AAEzD,OAAO,EAAE,KAAK,EAAE,MAAM,yBAAyB,CAAC;AAChD,OAAO,EAAE,mBAAmB,EAAE,YAAY,EAAE,MAAM,SAAS,CAAC;
|
|
1
|
+
{"version":3,"file":"metrics-calcs.d.ts","sourceRoot":"","sources":["../../src/metrics-calcs.ts"],"names":[],"mappings":"AAGA,OAAO,EAAE,GAAG,EAAE,YAAY,EAAE,MAAM,sBAAsB,CAAC;AAEzD,OAAO,EAAE,KAAK,EAAE,MAAM,yBAAyB,CAAC;AAChD,OAAO,EAAE,mBAAmB,EAAE,YAAY,EAAE,MAAM,SAAS,CAAC;AAsJ5D,wBAAgB,wBAAwB,CACtC,gBAAgB,EAAE,MAAM,EAAE,EAC1B,gBAAgB,EAAE,MAAM,EAAE,GACzB,mBAAmB,CA4FrB;AA8SD,wBAA8B,iBAAiB,CAC7C,KAAK,EAAE,KAAK,CAAC,KAAK,EAClB,SAAS,EAAE,GAAG,EAAE,EAChB,aAAa,EAAE,YAAY,EAAE,GAC5B,OAAO,CAAC,YAAY,CAAC,CA+BvB"}
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"performance-metrics.d.ts","sourceRoot":"","sources":["../../src/performance-metrics.ts"],"names":[],"mappings":"AAKA,OAAO,EAEL,gBAAgB,EAChB,wBAAwB,EACxB,YAAY,EACZ,mBAAmB,EAGpB,MAAM,sBAAsB,CAAC;AAK9B,OAAO,EACL,kBAAkB,EAClB,4BAA4B,EAC7B,MAAM,uBAAuB,CAAC;
|
|
1
|
+
{"version":3,"file":"performance-metrics.d.ts","sourceRoot":"","sources":["../../src/performance-metrics.ts"],"names":[],"mappings":"AAKA,OAAO,EAEL,gBAAgB,EAChB,wBAAwB,EACxB,YAAY,EACZ,mBAAmB,EAGpB,MAAM,sBAAsB,CAAC;AAK9B,OAAO,EACL,kBAAkB,EAClB,4BAA4B,EAC7B,MAAM,uBAAuB,CAAC;AAmU/B;;;;;GAKG;AACH,wBAAsB,qBAAqB,CACzC,gBAAgB,EAAE,wBAAwB,EAC1C,aAAa,EAAE,YAAY,EAAE,GAC5B,OAAO,CAAC;IACT,KAAK,EAAE,MAAM,CAAC;IACd,eAAe,EAAE,MAAM,CAAC;IACxB,IAAI,EAAE,MAAM,CAAC;CACd,CAAC,CA4ND;AAkCD,UAAU,cAAc;IACtB,qBAAqB,EAAE,MAAM,CAAC;IAC9B,gBAAgB,EAAE,MAAM,CAAC;IACzB,SAAS,EAAE,MAAM,CAAC;IAClB,WAAW,EAAE,MAAM,CAAC;IACpB,SAAS,EAAE,MAAM,CAAC;IAClB,WAAW,EAAE,MAAM,CAAC;IACpB,cAAc,EAAE,MAAM,CAAC;IACvB,aAAa,CAAC,EAAE,MAAM,CAAC;IACvB,cAAc,CAAC,EAAE,MAAM,CAAC;IACxB,yBAAyB,EAAE,MAAM,CAAC;CACnC;AAED;;;;;;;GAOG;AACH,wBAAgB,wBAAwB,CACtC,MAAM,EAAE,MAAM,EAAE,EAChB,OAAO,GAAE;IACP,QAAQ,CAAC,EAAE,MAAM,CAAC;IAClB,eAAe,CAAC,EAAE,MAAM,CAAC;CACrB,GACL,cAAc,CAuHhB;AAED;;;;;;GAMG;AACH,wBAAgB,oBAAoB,CAClC,MAAM,EAAE,MAAM,EAAE,EAChB,QAAQ,GAAE,MAAU,GACnB,MAAM,CAGR;AAED;;;;;GAKG;AACH,wBAAgB,qBAAqB,CAAC,MAAM,EAAE,MAAM,EAAE,GAAG,MAAM,EAAE,CAchE;AAED;;;;;GAKG;AACH,wBAAgB,kBAAkB,CAChC,gBAAgB,EAAE,gBAAgB,EAClC,aAAa,EAAE,YAAY,EAAE,GAC5B;IAAE,uBAAuB,EAAE,MAAM,EAAE,CAAC;IAAC,uBAAuB,EAAE,MAAM,EAAE,CAAA;CAAE,CA4E1E;AAkFD;;;;;GAKG;AACH,wBAAgB,wBAAwB,CACtC,gBAAgB,EAAE,MAAM,EAAE,EAC1B,gBAAgB,EAAE,MAAM,EAAE,GACzB,mBAAmB,CA0DrB;AAED;;;;;GAKG;AACH,wBAAsB,yBAAyB,CAC7C,gBAAgB,EAAE,wBAAwB,EAC1C,aAAa,EAAE,YAAY,EAAE,GAC5B,OAAO,CAAC,MAAM,CAAC,CA8GjB;AAED;;;;;;;;GAQG;AACH,wBAAsB,uBAAuB,CAAC,EAC5C,MAAM,EACN,MAAM,EACN,SAAS,EACT,aAAa,GACd,EAAE,4BAA4B,GAAG,OAAO,CAAC,kBAAkB,CAAC,CAwK5D"}
|
|
@@ -0,0 +1,63 @@
|
|
|
1
|
+
/**
|
|
2
|
+
* Conservative fallback annual risk-free rate used when no live rate has been
|
|
3
|
+
* fetched yet AND the remote source is unreachable. Chosen to roughly match the
|
|
4
|
+
* longer-run (post-2000) average of the 3-month US Treasury bill yield.
|
|
5
|
+
*
|
|
6
|
+
* This is the rate of LAST resort. Callers that need a live number should
|
|
7
|
+
* prefer {@link getRiskFreeRate} (async) and only rely on
|
|
8
|
+
* {@link getCachedRiskFreeRateSync} for hot paths that cannot be made async.
|
|
9
|
+
*/
|
|
10
|
+
export declare const DEFAULT_RISK_FREE_RATE = 0.02;
|
|
11
|
+
/**
|
|
12
|
+
* Cache TTL for the risk-free rate: 24 hours. Treasury yields update daily
|
|
13
|
+
* (auction + close), so refreshing more aggressively provides no useful signal
|
|
14
|
+
* and risks rate-limiting the public endpoint.
|
|
15
|
+
*/
|
|
16
|
+
export declare const RISK_FREE_RATE_TTL_MS: number;
|
|
17
|
+
/**
|
|
18
|
+
* Clears the cached risk-free rate. Exported for tests and for callers that
|
|
19
|
+
* want to force a re-fetch (e.g., at the start of a backtest run with a
|
|
20
|
+
* different asOf date).
|
|
21
|
+
*/
|
|
22
|
+
export declare function resetRiskFreeRateCache(): void;
|
|
23
|
+
/**
|
|
24
|
+
* Explicitly sets the cached risk-free rate. Useful for deterministic tests,
|
|
25
|
+
* backtests (where rf should be pinned to the asOf date), and environments
|
|
26
|
+
* where an upstream service already provides the rate.
|
|
27
|
+
*
|
|
28
|
+
* @param rate - Annualized decimal rate (e.g. 0.0452 for 4.52%).
|
|
29
|
+
*/
|
|
30
|
+
export declare function setRiskFreeRate(rate: number): void;
|
|
31
|
+
/**
|
|
32
|
+
* Returns the current annualized risk-free rate (decimal, e.g. 0.0452 for
|
|
33
|
+
* 4.52%), fetching from the US Treasury Fiscal Data API and caching for 24h.
|
|
34
|
+
*
|
|
35
|
+
* Behavior:
|
|
36
|
+
* - If a fresh cached value exists (<24h old), returns it without a network
|
|
37
|
+
* round-trip.
|
|
38
|
+
* - If the cache is stale or empty, fetches the latest 13-week T-Bill rate,
|
|
39
|
+
* updates the cache, and returns it.
|
|
40
|
+
* - If the fetch fails, returns the last-known-good cached value (even if
|
|
41
|
+
* expired) or {@link DEFAULT_RISK_FREE_RATE} as a last resort, logging a
|
|
42
|
+
* warning in both cases.
|
|
43
|
+
* - Concurrent calls during a cold cache are deduplicated so only one network
|
|
44
|
+
* request is in flight at a time.
|
|
45
|
+
*
|
|
46
|
+
* @returns Annualized risk-free rate as a decimal.
|
|
47
|
+
*/
|
|
48
|
+
export declare function getRiskFreeRate(): Promise<number>;
|
|
49
|
+
/**
|
|
50
|
+
* Synchronous accessor that returns the most recent cached risk-free rate
|
|
51
|
+
* without performing I/O. If the cache is stale, a background refresh is
|
|
52
|
+
* kicked off (fire-and-forget) so the next synchronous call sees a fresh
|
|
53
|
+
* value. Intended for hot paths (e.g., Sharpe/alpha calculation inside tight
|
|
54
|
+
* loops) where the existing function signature cannot be made async.
|
|
55
|
+
*
|
|
56
|
+
* Callers that can tolerate an async boundary should prefer
|
|
57
|
+
* {@link getRiskFreeRate}.
|
|
58
|
+
*
|
|
59
|
+
* @returns The cached annualized risk-free rate as a decimal, or
|
|
60
|
+
* {@link DEFAULT_RISK_FREE_RATE} if no value has been cached yet.
|
|
61
|
+
*/
|
|
62
|
+
export declare function getCachedRiskFreeRateSync(): number;
|
|
63
|
+
//# sourceMappingURL=risk-free-rate.d.ts.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"risk-free-rate.d.ts","sourceRoot":"","sources":["../../src/risk-free-rate.ts"],"names":[],"mappings":"AAIA;;;;;;;;GAQG;AACH,eAAO,MAAM,sBAAsB,OAAO,CAAC;AAE3C;;;;GAIG;AACH,eAAO,MAAM,qBAAqB,QAAsB,CAAC;AA6CzD;;;;GAIG;AACH,wBAAgB,sBAAsB,IAAI,IAAI,CAG7C;AAED;;;;;;GAMG;AACH,wBAAgB,eAAe,CAAC,IAAI,EAAE,MAAM,GAAG,IAAI,CAOlD;AA8CD;;;;;;;;;;;;;;;;GAgBG;AACH,wBAAsB,eAAe,IAAI,OAAO,CAAC,MAAM,CAAC,CAkCvD;AAED;;;;;;;;;;;;GAYG;AACH,wBAAgB,yBAAyB,IAAI,MAAM,CAiBlD"}
|