@adaptic/utils 0.1.45 → 0.1.46
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/README.md +153 -61
- package/dist/index.cjs +1929 -1443
- package/dist/index.cjs.map +1 -1
- package/dist/index.mjs +1925 -1445
- package/dist/index.mjs.map +1 -1
- package/dist/test.js +288 -170
- package/dist/test.js.map +1 -1
- package/dist/types/__tests__/financial-regression.test.d.ts +2 -0
- package/dist/types/__tests__/financial-regression.test.d.ts.map +1 -0
- package/dist/types/__tests__/price-utils.test.d.ts +2 -0
- package/dist/types/__tests__/price-utils.test.d.ts.map +1 -0
- package/dist/types/adaptic.d.ts +2 -2
- package/dist/types/adaptic.d.ts.map +1 -1
- package/dist/types/alpaca-functions.d.ts +21 -21
- package/dist/types/alpaca-functions.d.ts.map +1 -1
- package/dist/types/alpaca-market-data-api.d.ts +16 -3
- package/dist/types/alpaca-market-data-api.d.ts.map +1 -1
- package/dist/types/alpaca-trading-api.d.ts +11 -11
- package/dist/types/alpaca-trading-api.d.ts.map +1 -1
- package/dist/types/alphavantage.d.ts +1 -1
- package/dist/types/alphavantage.d.ts.map +1 -1
- package/dist/types/asset-allocation-algorithm.d.ts +1 -1
- package/dist/types/asset-allocation-algorithm.d.ts.map +1 -1
- package/dist/types/cache/stampede-protected-cache.d.ts.map +1 -1
- package/dist/types/crypto.d.ts +2 -2
- package/dist/types/crypto.d.ts.map +1 -1
- package/dist/types/display-manager.d.ts +1 -1
- package/dist/types/display-manager.d.ts.map +1 -1
- package/dist/types/examples/asset-allocation-example.d.ts.map +1 -1
- package/dist/types/format-tools.d.ts.map +1 -1
- package/dist/types/index.d.ts +23 -21
- package/dist/types/index.d.ts.map +1 -1
- package/dist/types/logging.d.ts +1 -1
- package/dist/types/logging.d.ts.map +1 -1
- package/dist/types/market-hours.d.ts.map +1 -1
- package/dist/types/market-time.d.ts +2 -2
- package/dist/types/market-time.d.ts.map +1 -1
- package/dist/types/metrics-calcs.d.ts.map +1 -1
- package/dist/types/misc-utils.d.ts +1 -1
- package/dist/types/misc-utils.d.ts.map +1 -1
- package/dist/types/performance-metrics.d.ts +2 -2
- package/dist/types/performance-metrics.d.ts.map +1 -1
- package/dist/types/polygon-indices.d.ts +1 -1
- package/dist/types/polygon-indices.d.ts.map +1 -1
- package/dist/types/polygon.d.ts +1 -1
- package/dist/types/polygon.d.ts.map +1 -1
- package/dist/types/price-utils.d.ts.map +1 -1
- package/dist/types/technical-analysis.d.ts +9 -9
- package/dist/types/technical-analysis.d.ts.map +1 -1
- package/dist/types/time-utils.d.ts.map +1 -1
- package/dist/types/trading-policy/defaults.d.ts +46 -0
- package/dist/types/trading-policy/defaults.d.ts.map +1 -0
- package/dist/types/trading-policy/index.d.ts +8 -0
- package/dist/types/trading-policy/index.d.ts.map +1 -0
- package/dist/types/types/alpaca-types.d.ts +177 -88
- package/dist/types/types/alpaca-types.d.ts.map +1 -1
- package/dist/types/types/alphavantage-types.d.ts +2 -2
- package/dist/types/types/asset-allocation-types.d.ts +11 -11
- package/dist/types/types/index.d.ts +8 -8
- package/dist/types/types/index.d.ts.map +1 -1
- package/dist/types/types/logging-types.d.ts +1 -1
- package/dist/types/types/logging-types.d.ts.map +1 -1
- package/dist/types/types/market-time-types.d.ts +4 -4
- package/dist/types/types/market-time-types.d.ts.map +1 -1
- package/dist/types/types/metrics-types.d.ts +4 -4
- package/dist/types/types/metrics-types.d.ts.map +1 -1
- package/dist/types/types/polygon-indices-types.d.ts +6 -6
- package/dist/types/types/polygon-types.d.ts +3 -3
- package/dist/types/types/ta-types.d.ts +3 -3
- package/package.json +6 -3
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"market-time.d.ts","sourceRoot":"","sources":["../../src/market-time.ts"],"names":[],"mappings":"
|
|
1
|
+
{"version":3,"file":"market-time.d.ts","sourceRoot":"","sources":["../../src/market-time.ts"],"names":[],"mappings":"AAaA,OAAO,EAEL,iBAAiB,EACjB,WAAW,EACX,gBAAgB,EAEhB,qBAAqB,EACrB,YAAY,EACZ,iBAAiB,EAClB,MAAM,2BAA2B,CAAC;AAGnC;;;;;;;GAOG;AACH,eAAO,MAAM,YAAY,EAAE,iBA0B1B,CAAC;AAEF;;GAEG;AACH,qBAAa,cAAc;IACzB,OAAO,CAAC,QAAQ,CAAS;IACzB,OAAO,CAAC,iBAAiB,CAAoB;IAE7C;;;;OAIG;gBAED,QAAQ,GAAE,MAA8B,EACxC,iBAAiB,GAAE,iBAAkC;IAOvD;;;;;OAKG;IACH,OAAO,CAAC,gBAAgB;IAQxB,OAAO,CAAC,UAAU;IAoBlB,OAAO,CAAC,SAAS;IAKjB,OAAO,CAAC,SAAS;IAYV,eAAe,CAAC,IAAI,EAAE,IAAI,GAAG,OAAO;IAM3C;;;;OAIG;IACI,iBAAiB,CAAC,IAAI,EAAE,IAAI,GAAG,MAAM,GAAG,IAAI;IAanD;;;;OAIG;IACI,WAAW,CAAC,IAAI,EAAE,IAAI,GAAG,OAAO;IAOvC;;;;OAIG;IACI,mBAAmB,CAAC,IAAI,EAAE,IAAI,GAAG,OAAO;IA0D/C;;;;OAIG;IACH,OAAO,CAAC,mBAAmB;IAY3B;;;;OAIG;IACI,kBAAkB,CAAC,WAAW,GAAE,IAAiB,GAAG,IAAI;IAsB/D,OAAO,CAAC,gBAAgB;IAQjB,sBAAsB,CAAC,WAAW,GAAE,IAAiB,GAAG,IAAI;IA+BnE;;;;;;;;OAQG;IACI,gBAAgB,CAAC,IAAI,EAAE,IAAI,GAAG,IAAI;IAQzC,OAAO,CAAC,gBAAgB;IA+DxB,OAAO,CAAC,wBAAwB;IAyCzB,mBAAmB,CAAC,EACzB,MAAM,EACN,GAAgB,EAChB,kBAAkB,EAClB,YAAoB,GACrB,EAAE,gBAAgB,GAAG,WAAW;IA4D1B,kBAAkB,CACvB,OAAO,GAAE;QAAE,IAAI,CAAC,EAAE,IAAI,CAAA;KAAO,GAC5B,qBAAqB;CA8EzB;AAED;;;;;GAKG;AACH,wBAAgB,oBAAoB,CAClC,QAAQ,CAAC,EAAE,MAAM,EACjB,kBAAkB,CAAC,EAAE,iBAAiB,GACrC,cAAc,CAEhB;AAED;;;;GAIG;AACH,wBAAgB,wBAAwB,CACtC,MAAM,GAAE,gBAAqB,GAC5B,WAAW,CAOb;AAED;;;;;GAKG;AACH,wBAAgB,kBAAkB,CAChC,OAAO,GAAE;IAAE,IAAI,CAAC,EAAE,IAAI,CAAA;CAAO,GAC5B,qBAAqB,CAGvB;AAED;;;;;;GAMG;AACH,wBAAgB,mBAAmB,CAAC,MAAM,GAAE,gBAAqB,GAAG;IAClE,KAAK,EAAE,IAAI,CAAC;IACZ,GAAG,EAAE,IAAI,CAAC;CACX,CAaA;AAED;;;GAGG;AACH,wBAAgB,0BAA0B,IAAI,MAAM,CAInD;AAED;;;;;;GAMG;AACH,wBAAgB,sBAAsB,CAAC,WAAW,GAAE,IAAiB,GAAG;IACtE,IAAI,EAAE,IAAI,CAAC;IACX,QAAQ,EAAE,MAAM,CAAC;CAClB,CAQA;AAED;;;;;;;;GAQG;AACH,wBAAgB,gBAAgB,CAAC,EAC/B,aAAa,GACd,GAAE;IAAE,aAAa,CAAC,EAAE,IAAI,CAAA;CAAO,GAAG;IACjC,IAAI,EAAE,IAAI,CAAC;IACX,QAAQ,EAAE,MAAM,CAAC;IACjB,aAAa,EAAE,MAAM,CAAC;CACvB,CAcA;AAED;;;GAGG;AACH,eAAO,MAAM,aAAa,QAAO,IAEhC,CAAC;AAEF;;;;GAIG;AACH,wBAAgB,WAAW,CACzB,IAAI,EAAE,MAAM,GAAG,MAAM,GAAG;IAAE,IAAI,EAAE,MAAM,CAAC;IAAC,KAAK,EAAE,MAAM,CAAC;IAAC,GAAG,EAAE,MAAM,CAAA;CAAE,GACnE,IAAI,CAcN;AAED;;;;GAIG;AACH,wBAAgB,cAAc,CAAC,IAAI,EAAE,MAAM,GAAG,MAAM,GAAG,IAAI,GAAG,MAAM,CAanE;AAED;;;;GAIG;AACH,eAAO,MAAM,aAAa,GAAI,OAAO,IAAI,KAAG,QAAQ,GAAG,QAyCtD,CAAC;AAEF;;;;;GAKG;AACH,wBAAgB,eAAe,CAAC,OAAO,GAAE;IAAE,IAAI,CAAC,EAAE,IAAI,CAAA;CAAO,GAAG,YAAY,CAoH3E"}
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"metrics-calcs.d.ts","sourceRoot":"","sources":["../../src/metrics-calcs.ts"],"names":[],"mappings":"AAEA,OAAO,EAAE,GAAG,EAAE,YAAY,EAAE,MAAM,sBAAsB,CAAC;AAGzD,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":"AAEA,OAAO,EAAE,GAAG,EAAE,YAAY,EAAE,MAAM,sBAAsB,CAAC;AAGzD,OAAO,EAAE,KAAK,EAAE,MAAM,yBAAyB,CAAC;AAChD,OAAO,EAAE,mBAAmB,EAAE,YAAY,EAAE,MAAM,SAAS,CAAC;AAqJ5D,wBAAgB,wBAAwB,CACtC,gBAAgB,EAAE,MAAM,EAAE,EAC1B,gBAAgB,EAAE,MAAM,EAAE,GACzB,mBAAmB,CAwFrB;AAwSD,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"}
|
|
@@ -1,5 +1,5 @@
|
|
|
1
1
|
declare const LOG_TYPES: readonly ["info", "warn", "error", "debug", "trace"];
|
|
2
|
-
type LogType = typeof LOG_TYPES[number];
|
|
2
|
+
type LogType = (typeof LOG_TYPES)[number];
|
|
3
3
|
/**
|
|
4
4
|
* Debug logging utility that respects environment debug flags.
|
|
5
5
|
* Logs messages to the console based on the specified log level.
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"misc-utils.d.ts","sourceRoot":"","sources":["../../src/misc-utils.ts"],"names":[],"mappings":"AAGA,QAAA,MAAM,SAAS,sDAAuD,CAAC;AAEvE,KAAK,OAAO,GAAG,OAAO,SAAS,CAAC,MAAM,CAAC,CAAC;
|
|
1
|
+
{"version":3,"file":"misc-utils.d.ts","sourceRoot":"","sources":["../../src/misc-utils.ts"],"names":[],"mappings":"AAGA,QAAA,MAAM,SAAS,sDAAuD,CAAC;AAEvE,KAAK,OAAO,GAAG,CAAC,OAAO,SAAS,CAAC,CAAC,MAAM,CAAC,CAAC;AAE1C;;;;;;;;;;;;GAYG;AACH,eAAO,MAAM,UAAU,GACrB,SAAS,MAAM,EACf,OAAO,OAAO,EACd,OAAM,OAAgB,SA6BvB,CAAC;AAqBF;;;;;;;;;;GAUG;AACH,wBAAgB,iBAAiB,CAAC,GAAG,EAAE,MAAM,GAAG,MAAM,CAiBrD;AAoED;;;;;;;;;;;GAWG;AACH,wBAAsB,cAAc,CAClC,GAAG,EAAE,MAAM,EACX,OAAO,GAAE,WAAgB,EACzB,OAAO,GAAE,MAAU,EACnB,cAAc,GAAE,MAAa,GAC5B,OAAO,CAAC,QAAQ,CAAC,CAiGnB;AAED;;;;GAIG;AACH,wBAAsB,qBAAqB,CAAC,MAAM,EAAE,MAAM,GAAG,OAAO,CAAC,OAAO,CAAC,CAkB5E"}
|
|
@@ -1,5 +1,5 @@
|
|
|
1
|
-
import { PortfolioHistory, BenchmarkBar, CalculateBetaResult } from
|
|
2
|
-
import { PerformanceMetrics, FetchPerformanceMetricsProps } from
|
|
1
|
+
import { PortfolioHistory, BenchmarkBar, CalculateBetaResult } from "./types/alpaca-types";
|
|
2
|
+
import { PerformanceMetrics, FetchPerformanceMetricsProps } from "./types/metrics-types";
|
|
3
3
|
/**
|
|
4
4
|
* Calculates the alpha, beta, and annualized Alpha of the portfolio compared to a benchmark.
|
|
5
5
|
* @param portfolioHistory - The portfolio history data.
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"performance-metrics.d.ts","sourceRoot":"","sources":["../../src/performance-metrics.ts"],"names":[],"mappings":"AAIA,OAAO,
|
|
1
|
+
{"version":3,"file":"performance-metrics.d.ts","sourceRoot":"","sources":["../../src/performance-metrics.ts"],"names":[],"mappings":"AAIA,OAAO,EAEL,gBAAgB,EAChB,YAAY,EACZ,mBAAmB,EAKpB,MAAM,sBAAsB,CAAC;AAK9B,OAAO,EACL,kBAAkB,EAClB,4BAA4B,EAC7B,MAAM,uBAAuB,CAAC;AAwT/B;;;;;GAKG;AACH,wBAAsB,qBAAqB,CACzC,gBAAgB,EAAE,GAAG,EACrB,aAAa,EAAE,GAAG,EAAE,GACnB,OAAO,CAAC;IACT,KAAK,EAAE,MAAM,CAAC;IACd,eAAe,EAAE,MAAM,CAAC;IACxB,IAAI,EAAE,MAAM,CAAC;CACd,CAAC,CA0ND;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,GAAG,EACrB,aAAa,EAAE,GAAG,EAAE,GACnB,OAAO,CAAC,MAAM,CAAC,CA4GjB;AAED;;;;;;;;GAQG;AACH,wBAAsB,uBAAuB,CAAC,EAC5C,MAAM,EACN,MAAM,EACN,SAAS,EACT,aAAa,GACd,EAAE,4BAA4B,GAAG,OAAO,CAAC,kBAAkB,CAAC,CAuK5D"}
|
|
@@ -3,7 +3,7 @@
|
|
|
3
3
|
*
|
|
4
4
|
* This module provides functions to interact with the Polygon.io Indices API.
|
|
5
5
|
*/
|
|
6
|
-
import { PolygonIndicesAggregatesParams, PolygonIndicesAggregatesResponse, PolygonIndicesPrevCloseResponse, PolygonIndicesDailyOpenCloseResponse, PolygonIndicesSnapshotParams, PolygonIndicesSnapshotResponse } from
|
|
6
|
+
import { PolygonIndicesAggregatesParams, PolygonIndicesAggregatesResponse, PolygonIndicesPrevCloseResponse, PolygonIndicesDailyOpenCloseResponse, PolygonIndicesSnapshotParams, PolygonIndicesSnapshotResponse } from "./types";
|
|
7
7
|
/**
|
|
8
8
|
* Fetches aggregate bars for an index over a given date range in custom time window sizes.
|
|
9
9
|
*
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"polygon-indices.d.ts","sourceRoot":"","sources":["../../src/polygon-indices.ts"],"names":[],"mappings":"AAAA;;;;GAIG;AAIH,OAAO,EACL,8BAA8B,EAC9B,gCAAgC,EAChC,+BAA+B,EAC/B,oCAAoC,EACpC,4BAA4B,EAC5B,8BAA8B,EAE/B,MAAM,SAAS,CAAC;AAyBjB;;;;;;;GAOG;AACH,eAAO,MAAM,sBAAsB,GACjC,QAAQ,8BAA8B,EACtC,UAAU;IAAE,MAAM,CAAC,EAAE,MAAM,CAAA;CAAE,KAC5B,OAAO,CAAC,gCAAgC,
|
|
1
|
+
{"version":3,"file":"polygon-indices.d.ts","sourceRoot":"","sources":["../../src/polygon-indices.ts"],"names":[],"mappings":"AAAA;;;;GAIG;AAIH,OAAO,EACL,8BAA8B,EAC9B,gCAAgC,EAChC,+BAA+B,EAC/B,oCAAoC,EACpC,4BAA4B,EAC5B,8BAA8B,EAE/B,MAAM,SAAS,CAAC;AAyBjB;;;;;;;GAOG;AACH,eAAO,MAAM,sBAAsB,GACjC,QAAQ,8BAA8B,EACtC,UAAU;IAAE,MAAM,CAAC,EAAE,MAAM,CAAA;CAAE,KAC5B,OAAO,CAAC,gCAAgC,CA6C1C,CAAC;AAEF;;;;;;;GAOG;AACH,eAAO,MAAM,yBAAyB,GACpC,eAAe,MAAM,EACrB,UAAU;IAAE,MAAM,CAAC,EAAE,MAAM,CAAA;CAAE,KAC5B,OAAO,CAAC,+BAA+B,CA2BzC,CAAC;AAEF;;;;;;;;GAQG;AACH,eAAO,MAAM,0BAA0B,GACrC,eAAe,MAAM,EACrB,MAAM,MAAM,EACZ,UAAU;IAAE,MAAM,CAAC,EAAE,MAAM,CAAA;CAAE,KAC5B,OAAO,CAAC,oCAAoC,CA2B9C,CAAC;AAEF;;;;;;;GAOG;AACH,eAAO,MAAM,oBAAoB,GAC/B,SAAS,4BAA4B,EACrC,UAAU;IAAE,MAAM,CAAC,EAAE,MAAM,CAAA;CAAE,KAC5B,OAAO,CAAC,8BAA8B,CAyCxC,CAAC;AAEF;;;;;;;;;;;GAWG;AACH,eAAO,MAAM,sBAAsB,GACjC,SAAS,MAAM,EAAE,EACjB,UAAU;IACR,MAAM,CAAC,EAAE,MAAM,CAAC;IAChB,IAAI,CAAC,EAAE,MAAM,CAAC;IACd,KAAK,CAAC,EAAE,MAAM,CAAC;IACf,KAAK,CAAC,EAAE,MAAM,CAAC;IACf,IAAI,CAAC,EAAE,MAAM,CAAC;CACf,KACA,OAAO,CAAC,GAAG,CA6Cb,CAAC;AAEF;;;;;GAKG;AACH,eAAO,MAAM,oBAAoB,GAC/B,MAAM,gCAAgC,KACrC,KAAK,CAAC;IACP,IAAI,EAAE,MAAM,CAAC;IACb,IAAI,EAAE,MAAM,CAAC;IACb,IAAI,EAAE,MAAM,CAAC;IACb,GAAG,EAAE,MAAM,CAAC;IACZ,KAAK,EAAE,MAAM,CAAC;IACd,SAAS,EAAE,MAAM,CAAC;CACnB,CAYA,CAAC"}
|
package/dist/types/polygon.d.ts
CHANGED
|
@@ -1,7 +1,7 @@
|
|
|
1
1
|
/**********************************************************************************
|
|
2
2
|
* Polygon.io calls
|
|
3
3
|
**********************************************************************************/
|
|
4
|
-
import { PolygonQuote, PolygonPriceData, PolygonGroupedDailyResponse, PolygonTickerInfo, PolygonDailyOpenClose, PolygonTradesResponse } from
|
|
4
|
+
import { PolygonQuote, PolygonPriceData, PolygonGroupedDailyResponse, PolygonTickerInfo, PolygonDailyOpenClose, PolygonTradesResponse } from "./types";
|
|
5
5
|
/**
|
|
6
6
|
* Fetches general information about a stock ticker.
|
|
7
7
|
* @param {string} symbol - The stock ticker symbol to fetch information for.
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"polygon.d.ts","sourceRoot":"","sources":["../../src/polygon.ts"],"names":[],"mappings":"AAAA;;oFAEoF;AAGpF,OAAO,EACL,YAAY,EACZ,gBAAgB,EAChB,2BAA2B,EAE3B,iBAAiB,EACjB,qBAAqB,EACrB,qBAAqB,EAEtB,MAAM,SAAS,CAAC;AAYjB;;;;;;GAMG;AAEH,eAAO,MAAM,eAAe,GAC1B,QAAQ,MAAM,EACd,UAAU;IAAE,MAAM,CAAC,EAAE,MAAM,CAAA;CAAE,KAC5B,OAAO,CAAC,iBAAiB,GAAG,IAAI,
|
|
1
|
+
{"version":3,"file":"polygon.d.ts","sourceRoot":"","sources":["../../src/polygon.ts"],"names":[],"mappings":"AAAA;;oFAEoF;AAGpF,OAAO,EACL,YAAY,EACZ,gBAAgB,EAChB,2BAA2B,EAE3B,iBAAiB,EACjB,qBAAqB,EACrB,qBAAqB,EAEtB,MAAM,SAAS,CAAC;AAYjB;;;;;;GAMG;AAEH,eAAO,MAAM,eAAe,GAC1B,QAAQ,MAAM,EACd,UAAU;IAAE,MAAM,CAAC,EAAE,MAAM,CAAA;CAAE,KAC5B,OAAO,CAAC,iBAAiB,GAAG,IAAI,CA6FlC,CAAC;AAGF;;;;;;GAMG;AAEH,eAAO,MAAM,cAAc,GACzB,QAAQ,MAAM,EACd,UAAU;IAAE,MAAM,CAAC,EAAE,MAAM,CAAA;CAAE,KAC5B,OAAO,CAAC,YAAY,CA+DtB,CAAC;AAGF;;;;;;;;;;;;GAYG;AAEH,eAAO,MAAM,WAAW,GACtB,QAAQ;IACN,MAAM,EAAE,MAAM,CAAC;IACf,KAAK,EAAE,MAAM,CAAC;IACd,GAAG,CAAC,EAAE,MAAM,CAAC;IACb,UAAU,EAAE,MAAM,CAAC;IACnB,QAAQ,EAAE,MAAM,CAAC;IACjB,KAAK,CAAC,EAAE,MAAM,CAAC;CAChB,EACD,UAAU;IAAE,MAAM,CAAC,EAAE,MAAM,CAAA;CAAE,KAC5B,OAAO,CAAC,gBAAgB,EAAE,CA8F5B,CAAC;AAEF;;;;GAIG;AAEH,wBAAgB,uBAAuB,CAAC,SAAS,EAAE,gBAAgB,EAAE,GAAG,MAAM,CA8C7E;AAID;;;;;;;;GAQG;AAEH,eAAO,MAAM,iBAAiB,GAC5B,MAAM,MAAM,EACZ,UAAU;IACR,MAAM,CAAC,EAAE,MAAM,CAAC;IAChB,QAAQ,CAAC,EAAE,OAAO,CAAC;IACnB,UAAU,CAAC,EAAE,OAAO,CAAC;CACtB,KACA,OAAO,CAAC,2BAA2B,CAoErC,CAAC;AAEF;;;;GAIG;AAEH,wBAAgB,eAAe,CAAC,SAAS,EAAE,gBAAgB,EAAE,GAAG,MAAM,CAoBrE;AAED,eAAO,MAAM,mBAAmB;AAC9B;;;;;;;;GAQG;AAEH,QAAQ,MAAM,EACd,OAAM,IAAiB,EACvB,UAAU;IACR,MAAM,CAAC,EAAE,MAAM,CAAC;IAChB,QAAQ,CAAC,EAAE,OAAO,CAAC;CACpB,KACA,OAAO,CAAC,qBAAqB,CA6B/B,CAAC;AAIF;;;;;GAKG;AAEH,wBAAsB,gBAAgB,CACpC,MAAM,EAAE,MAAM,EACd,aAAa,CAAC,EAAE,IAAI,EACpB,OAAO,CAAC,EAAE;IAAE,MAAM,CAAC,EAAE,MAAM,CAAA;CAAE,GAC5B,OAAO,CAAC;IAAE,KAAK,EAAE,MAAM,CAAC;IAAC,IAAI,EAAE,IAAI,CAAA;CAAE,CAAC,CAcxC;AAED;;;;;;;;;;;;;;GAcG;AAEH,eAAO,MAAM,WAAW,GACtB,QAAQ,MAAM,EACd,UAAU;IACR,MAAM,CAAC,EAAE,MAAM,CAAC;IAChB,SAAS,CAAC,EAAE,MAAM,GAAG,MAAM,CAAC;IAC5B,WAAW,CAAC,EAAE,MAAM,GAAG,MAAM,CAAC;IAC9B,YAAY,CAAC,EAAE,MAAM,GAAG,MAAM,CAAC;IAC/B,WAAW,CAAC,EAAE,MAAM,GAAG,MAAM,CAAC;IAC9B,YAAY,CAAC,EAAE,MAAM,GAAG,MAAM,CAAC;IAC/B,KAAK,CAAC,EAAE,KAAK,GAAG,MAAM,CAAC;IACvB,KAAK,CAAC,EAAE,MAAM,CAAC;IACf,IAAI,CAAC,EAAE,MAAM,CAAC;CACf,KACA,OAAO,CAAC,qBAAqB,CAgE/B,CAAC"}
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"price-utils.d.ts","sourceRoot":"","sources":["../../src/price-utils.ts"],"names":[],"mappings":"AAEA,OAAgB,EAAS,KAAK,EAAE,MAAM,yBAAyB,CAAC;AAChE,OAAO,EAAE,WAAW,EAAE,sBAAsB,EAAE,MAAM,eAAe,CAAC;AACpE,OAAO,EAAe,cAAc,EAAE,MAAM,eAAe,CAAC;
|
|
1
|
+
{"version":3,"file":"price-utils.d.ts","sourceRoot":"","sources":["../../src/price-utils.ts"],"names":[],"mappings":"AAEA,OAAgB,EAAS,KAAK,EAAE,MAAM,yBAAyB,CAAC;AAChE,OAAO,EAAE,WAAW,EAAE,sBAAsB,EAAE,MAAM,eAAe,CAAC;AACpE,OAAO,EAAe,cAAc,EAAE,MAAM,eAAe,CAAC;AAyE5D,eAAO,MAAM,gBAAgB,GAAU,OAAO,KAAK,CAAC,KAAK,KAAG,OAAO,CAAC,MAAM,CAiBzE,CAAC;AAEF;;;;GAIG;AACH,wBAAgB,eAAe,CAAC,KAAK,EAAE,MAAM,GAAG,MAAM,CAMrD;AAED,wBAAgB,eAAe,CAC7B,UAAU,EAAE,WAAW,EAAE,EACzB,gBAAgB,CAAC,EAAE,sBAAsB,EACzC,cAAc,CAAC,EAAE,cAAc,EAC/B,MAAM,CAAC,EAAE,MAAM;;;;;;;;;;;;;;EA0HhB"}
|
|
@@ -1,5 +1,5 @@
|
|
|
1
|
-
import { PolygonPriceData } from
|
|
2
|
-
import { BollingerBandsData, BollingerBandsParams } from
|
|
1
|
+
import { PolygonPriceData } from "./types";
|
|
2
|
+
import { BollingerBandsData, BollingerBandsParams } from "./types";
|
|
3
3
|
/**
|
|
4
4
|
* Calculates Bollinger Bands for a given set of price data.
|
|
5
5
|
* Bollinger Bands consist of a middle band (SMA) and two outer bands
|
|
@@ -12,7 +12,7 @@ import { BollingerBandsData, BollingerBandsParams } from './types';
|
|
|
12
12
|
* @returns An array of BollingerBandsData objects containing the calculated bands.
|
|
13
13
|
*/
|
|
14
14
|
export declare function calculateBollingerBands(priceData: PolygonPriceData[], { period, standardDeviations }?: BollingerBandsParams): BollingerBandsData[];
|
|
15
|
-
import { EMAParams } from
|
|
15
|
+
import { EMAParams } from "./types";
|
|
16
16
|
/**
|
|
17
17
|
* Calculates the Exponential Moving Average (EMA) for a given set of price data.
|
|
18
18
|
* The EMA gives more weight to recent prices, making it more responsive to new information.
|
|
@@ -24,7 +24,7 @@ import { EMAParams } from './types';
|
|
|
24
24
|
* @returns An array of EMAData objects containing the calculated EMA values.
|
|
25
25
|
*/
|
|
26
26
|
export declare function calculateEMA(priceData: PolygonPriceData[], { period, period2 }?: EMAParams): EMAData[];
|
|
27
|
-
import { FibonacciData, FibonacciParams } from
|
|
27
|
+
import { FibonacciData, FibonacciParams } from "./types";
|
|
28
28
|
/**
|
|
29
29
|
* Calculates Fibonacci retracement and extension levels based on price data.
|
|
30
30
|
* Fibonacci levels are used to identify potential support and resistance levels.
|
|
@@ -38,7 +38,7 @@ import { FibonacciData, FibonacciParams } from './types';
|
|
|
38
38
|
* @returns An array of FibonacciData objects containing the calculated levels.
|
|
39
39
|
*/
|
|
40
40
|
export declare function calculateFibonacciLevels(priceData: PolygonPriceData[], { lookbackPeriod, retracementLevels, extensionLevels, reverseDirection, }?: FibonacciParams): FibonacciData[];
|
|
41
|
-
import { MACDData, MACDParams, EMAData } from
|
|
41
|
+
import { MACDData, MACDParams, EMAData } from "./types";
|
|
42
42
|
/**
|
|
43
43
|
* Calculates the Moving Average Convergence Divergence (MACD) for a given set of price data.
|
|
44
44
|
* MACD is a trend-following momentum indicator that shows the relationship between two EMAs.
|
|
@@ -51,7 +51,7 @@ import { MACDData, MACDParams, EMAData } from './types';
|
|
|
51
51
|
* @returns An array of MACDData objects containing the calculated MACD values.
|
|
52
52
|
*/
|
|
53
53
|
export declare function calculateMACD(priceData: PolygonPriceData[], { shortPeriod, longPeriod, signalPeriod }?: MACDParams): MACDData[];
|
|
54
|
-
import { RSIData, RSIParams } from
|
|
54
|
+
import { RSIData, RSIParams } from "./types";
|
|
55
55
|
/**
|
|
56
56
|
* Calculates the Relative Strength Index (RSI) for a given set of price data.
|
|
57
57
|
* RSI is a momentum oscillator that measures the speed and change of price movements.
|
|
@@ -62,7 +62,7 @@ import { RSIData, RSIParams } from './types';
|
|
|
62
62
|
* @returns An array of RSIData objects containing the calculated RSI values.
|
|
63
63
|
*/
|
|
64
64
|
export declare function calculateRSI(priceData: PolygonPriceData[], { period }?: RSIParams): RSIData[];
|
|
65
|
-
import { StochData, StochasticParams } from
|
|
65
|
+
import { StochData, StochasticParams } from "./types";
|
|
66
66
|
/**
|
|
67
67
|
* Calculates the Stochastic Oscillator for a given set of price data.
|
|
68
68
|
* The Stochastic Oscillator compares a particular closing price of a security to a range of its prices over a certain period of time.
|
|
@@ -74,8 +74,8 @@ import { StochData, StochasticParams } from './types';
|
|
|
74
74
|
* @param params.smoothingFactor - The smoothing factor for %K (default is 3).
|
|
75
75
|
* @returns An array of StochData objects containing the calculated %K and %D values.
|
|
76
76
|
*/
|
|
77
|
-
export declare function calculateStochasticOscillator(priceData: PolygonPriceData[], { lookbackPeriod, signalPeriod, smoothingFactor }?: StochasticParams): StochData[];
|
|
78
|
-
import { SupportResistanceData, SupportResistanceParams } from
|
|
77
|
+
export declare function calculateStochasticOscillator(priceData: PolygonPriceData[], { lookbackPeriod, signalPeriod, smoothingFactor, }?: StochasticParams): StochData[];
|
|
78
|
+
import { SupportResistanceData, SupportResistanceParams } from "./types";
|
|
79
79
|
/**
|
|
80
80
|
* Calculates support and resistance levels based on price data.
|
|
81
81
|
* Support and resistance levels are price levels at which a stock tends to stop and reverse.
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"technical-analysis.d.ts","sourceRoot":"","sources":["../../src/technical-analysis.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,gBAAgB,EAAE,MAAM,SAAS,CAAC;AAC3C,OAAO,EAAE,kBAAkB,EAAE,oBAAoB,EAAE,MAAM,SAAS,CAAC;AAGnE;;;;;;;;;;GAUG;AACH,wBAAgB,uBAAuB,CACrC,SAAS,EAAE,gBAAgB,EAAE,EAC7B,EAAE,MAAW,EAAE,kBAAsB,EAAE,GAAE,oBAAyB,GACjE,kBAAkB,EAAE,
|
|
1
|
+
{"version":3,"file":"technical-analysis.d.ts","sourceRoot":"","sources":["../../src/technical-analysis.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,gBAAgB,EAAE,MAAM,SAAS,CAAC;AAC3C,OAAO,EAAE,kBAAkB,EAAE,oBAAoB,EAAE,MAAM,SAAS,CAAC;AAGnE;;;;;;;;;;GAUG;AACH,wBAAgB,uBAAuB,CACrC,SAAS,EAAE,gBAAgB,EAAE,EAC7B,EAAE,MAAW,EAAE,kBAAsB,EAAE,GAAE,oBAAyB,GACjE,kBAAkB,EAAE,CAuCtB;AAED,OAAO,EAAE,SAAS,EAAE,MAAM,SAAS,CAAC;AAEpC;;;;;;;;;GASG;AACH,wBAAgB,YAAY,CAC1B,SAAS,EAAE,gBAAgB,EAAE,EAC7B,EAAE,MAAW,EAAE,OAAW,EAAE,GAAE,SAAc,GAC3C,OAAO,EAAE,CAgEX;AAED,OAAO,EAAE,aAAa,EAAE,eAAe,EAAkB,MAAM,SAAS,CAAC;AAEzE;;;;;;;;;;;GAWG;AACH,wBAAgB,wBAAwB,CACtC,SAAS,EAAE,gBAAgB,EAAE,EAC7B,EACE,cAAmB,EACnB,iBAAqD,EACrD,eAAuC,EACvC,gBAAwB,GACzB,GAAE,eAAoB,GACtB,aAAa,EAAE,CAgEjB;AAED,OAAO,EAAE,QAAQ,EAAE,UAAU,EAAE,OAAO,EAAE,MAAM,SAAS,CAAC;AAExD;;;;;;;;;;GAUG;AACH,wBAAgB,aAAa,CAC3B,SAAS,EAAE,gBAAgB,EAAE,EAC7B,EAAE,WAAgB,EAAE,UAAe,EAAE,YAAgB,EAAE,GAAE,UAAe,GACvE,QAAQ,EAAE,CA6DZ;AAED,OAAO,EAAE,OAAO,EAAE,SAAS,EAAE,MAAM,SAAS,CAAC;AAE7C;;;;;;;;GAQG;AACH,wBAAgB,YAAY,CAC1B,SAAS,EAAE,gBAAgB,EAAE,EAC7B,EAAE,MAAW,EAAE,GAAE,SAAc,GAC9B,OAAO,EAAE,CAyDX;AAED,OAAO,EAAE,SAAS,EAAE,gBAAgB,EAAE,MAAM,SAAS,CAAC;AAEtD;;;;;;;;;;GAUG;AACH,wBAAgB,6BAA6B,CAC3C,SAAS,EAAE,gBAAgB,EAAE,EAC7B,EACE,cAAkB,EAClB,YAAgB,EAChB,eAAmB,GACpB,GAAE,gBAAqB,GACvB,SAAS,EAAE,CAmDb;AAED,OAAO,EACL,qBAAqB,EACrB,uBAAuB,EAExB,MAAM,SAAS,CAAC;AAEjB;;;;;;;;;GASG;AACH,wBAAgB,6BAA6B,CAC3C,SAAS,EAAE,gBAAgB,EAAE,EAC7B,EAAE,SAAa,EAAE,cAAmB,EAAE,GAAE,uBAA4B,GACnE,qBAAqB,EAAE,CAwIzB"}
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"time-utils.d.ts","sourceRoot":"","sources":["../../src/time-utils.ts"],"names":[],"mappings":"AAMA,eAAO,MAAM,eAAe,GAAI,IAAI,MAAM,KAAG,MAE5C,CAAC;AAEF,wBAAgB,UAAU,CAAC,UAAU,EAAE,MAAM,
|
|
1
|
+
{"version":3,"file":"time-utils.d.ts","sourceRoot":"","sources":["../../src/time-utils.ts"],"names":[],"mappings":"AAMA,eAAO,MAAM,eAAe,GAAI,IAAI,MAAM,KAAG,MAE5C,CAAC;AAEF,wBAAgB,UAAU,CAAC,UAAU,EAAE,MAAM,UAoC5C;AAED,wBAAgB,aAAa,CAAC,SAAS,EAAE,MAAM,GAAG,MAAM,CAGvD;AAGD,wBAAgB,kBAAkB,CAAC,KAAK,EAAE,MAAM,UA2B/C;AAeD,eAAO,MAAM,iBAAiB,GAAI,qBAAqB,IAAI,KAAG,MAS7D,CAAC;AAEF,eAAO,MAAM,OAAO,GAAI,YAAY,IAAI,KAAG,MAkB1C,CAAC;AAGF,eAAO,MAAM,UAAU,GAAI,YAAY,MAAM,EAAE,aAAa,OAAO,WAWlE,CAAC;AAEF,eAAO,MAAM,kBAAkB,GAAI,MAAM,IAAI,KAAG,MAgB/C,CAAC;AAEF,eAAO,MAAM,iBAAiB,GAAI,YAAY,MAAM,KAAG,IActD,CAAC;AAEF,eAAO,MAAM,iBAAiB,GAAI,MAAM,IAAI,EAAE,WAAW,OAAO,KAAG,MAelE,CAAC;AAEF,eAAO,MAAM,mBAAmB,GAC9B,WAAW,MAAM,KAChB;IAAE,IAAI,EAAE,IAAI,CAAC;IAAC,UAAU,EAAE,MAAM,CAAC;IAAC,UAAU,EAAE,MAAM,CAAA;CAKtD,CAAC;AAEF,eAAO,MAAM,cAAc,GAAI,cAAc,MAAM,KAAG,MAiBrD,CAAC"}
|
|
@@ -0,0 +1,46 @@
|
|
|
1
|
+
/**
|
|
2
|
+
* Utils-tuned trading-policy defaults.
|
|
3
|
+
*
|
|
4
|
+
* Re-exports the canonical `TradingPolicyJson` shape from
|
|
5
|
+
* `@adaptic/backend-legacy` (sub-project 2 Area A1) and provides a
|
|
6
|
+
* scalping / short-horizon day-trading calibration as
|
|
7
|
+
* `DEFAULT_TRADING_POLICY_UTILS_TUNED`. The canonical
|
|
8
|
+
* `DEFAULT_TRADING_POLICY` exported by backend-legacy is the
|
|
9
|
+
* lowest-precedence safe fallback consumed by `effectivePolicy()`;
|
|
10
|
+
* the utils-tuned variant collapses the SR `EffectiveTradingPolicy`
|
|
11
|
+
* tunings (per `feat/scalping-defaults-2026-05-10` on
|
|
12
|
+
* `@adaptic/utils` `stable-release`) into the JSON-path locations
|
|
13
|
+
* defined by the canonical shape.
|
|
14
|
+
*
|
|
15
|
+
* Calibration sources:
|
|
16
|
+
* - perTradeEquityPct=0.02, perTradeCryptoPct=0.02 — SR
|
|
17
|
+
* `perTradeEquityAllocationPct=2`, `perTradeCryptoAllocationPct=2`
|
|
18
|
+
* - equityWashTradeCooldownMs=5_000 — SR scalping cooldown vs the
|
|
19
|
+
* canonical 30_000 ms FINRA-5210 row-level fallback
|
|
20
|
+
* - scalping subgroup populated with the 12 SR W3-3 fields
|
|
21
|
+
* - assetClasses: equity+crypto+options enabled (SR baseline)
|
|
22
|
+
*
|
|
23
|
+
* Charter §2.4 fund-scope: all overrides expressed here are
|
|
24
|
+
* fund-scope-safe (F2 allocation, F3 risk, F4 autonomy, F5 sentiment,
|
|
25
|
+
* F7 backtest). No org-scope-only fields are set.
|
|
26
|
+
*
|
|
27
|
+
* @see TradingPolicyJson — canonical shape contract
|
|
28
|
+
* @see effectivePolicy — precedence-ordered read-time merger
|
|
29
|
+
*/
|
|
30
|
+
import type { TradingPolicyJson } from "@adaptic/backend-legacy";
|
|
31
|
+
export type { TradingPolicyJson } from "@adaptic/backend-legacy";
|
|
32
|
+
export { DEFAULT_TRADING_POLICY } from "@adaptic/backend-legacy";
|
|
33
|
+
/**
|
|
34
|
+
* Utils-tuned defaults for short-horizon day trading / scalping. Use as
|
|
35
|
+
* a fund-level override (`Fund.tradingOverrides`) on funds that opt
|
|
36
|
+
* into the scalping profile. Do NOT install at org level — the
|
|
37
|
+
* canonical `DEFAULT_TRADING_POLICY` is the org-wide safe fallback.
|
|
38
|
+
*/
|
|
39
|
+
export declare const DEFAULT_TRADING_POLICY_UTILS_TUNED: TradingPolicyJson;
|
|
40
|
+
/**
|
|
41
|
+
* Returns a frozen deep-copy of the utils-tuned defaults. Use this when
|
|
42
|
+
* passing the defaults into mutable downstream code paths to guard
|
|
43
|
+
* against accidental in-place mutation of the shared constant.
|
|
44
|
+
*/
|
|
45
|
+
export declare const getUtilsTunedTradingPolicy: () => TradingPolicyJson;
|
|
46
|
+
//# sourceMappingURL=defaults.d.ts.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"defaults.d.ts","sourceRoot":"","sources":["../../../src/trading-policy/defaults.ts"],"names":[],"mappings":"AAAA;;;;;;;;;;;;;;;;;;;;;;;;;;;;GA4BG;AACH,OAAO,KAAK,EAAE,iBAAiB,EAAE,MAAM,yBAAyB,CAAC;AAEjE,YAAY,EAAE,iBAAiB,EAAE,MAAM,yBAAyB,CAAC;AACjE,OAAO,EAAE,sBAAsB,EAAE,MAAM,yBAAyB,CAAC;AAEjE;;;;;GAKG;AACH,eAAO,MAAM,kCAAkC,EAAE,iBA0DhD,CAAC;AAEF;;;;GAIG;AACH,eAAO,MAAM,0BAA0B,QAAO,iBAI7C,CAAC"}
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../../src/trading-policy/index.ts"],"names":[],"mappings":"AAAA;;;;;GAKG;AACH,cAAc,YAAY,CAAC"}
|