@ebowwa/quant-rust 0.1.0

package/dist/types/index.d.ts

@@ -0,0 +1,403 @@
+/**
+ * TypeScript type definitions for quant-rust
+ *
+ * These types mirror the Rust types in src/types.rs
+ *
+ * @packageDocumentation
+ */
+/**
+ * OHLCV candlestick data
+ */
+export interface OHLCV {
+    /** Unix timestamp in milliseconds */
+    timestamp: number;
+    /** Opening price */
+    open: number;
+    /** High price */
+    high: number;
+    /** Low price */
+    low: number;
+    /** Closing price */
+    close: number;
+    /** Volume */
+    volume: number;
+}
+/**
+ * AMM (Automated Market Maker) state for constant-product AMMs
+ */
+export interface AMMState {
+    /** YES pool reserves */
+    pool_yes: number;
+    /** NO pool reserves */
+    pool_no: number;
+    /** Constant product k = pool_yes * pool_no */
+    k: number;
+    /** LP token total supply */
+    lp_token_supply: number;
+    /** Fee as decimal (e.g., 0.003 for 0.3%) */
+    fee: number;
+}
+/**
+ * AMM cost calculation result
+ */
+export interface AMMCostResult {
+    /** Total cost to buy the shares */
+    cost: number;
+    /** Average price per share */
+    avg_price: number;
+}
+/**
+ * AMM price impact result
+ */
+export interface AMMPriceImpactResult {
+    /** Price before the trade */
+    initial_price: number;
+    /** Price after the trade */
+    final_price: number;
+    /** Price impact as decimal (e.g., 0.01 = 1%) */
+    price_impact: number;
+    /** Price impact in basis points (1 bp = 0.01%) */
+    impact_bps: number;
+}
+/**
+ * LMSR (Logarithmic Market Scoring Rule) state
+ */
+export interface LMSRState {
+    /** YES shares outstanding */
+    yes_shares: number;
+    /** NO shares outstanding */
+    no_shares: number;
+    /** Liquidity parameter (controls price sensitivity) */
+    b: number;
+}
+/**
+ * LMSR price result
+ */
+export interface LMSRPriceResult {
+    /** Current YES price (0-1) */
+    yes_price: number;
+    /** Current NO price (0-1) */
+    no_price: number;
+}
+/**
+ * Result of Kelly criterion calculation
+ */
+export interface KellyResult {
+    /** Full Kelly fraction (0-1) */
+    kelly_fraction: number;
+    /** Half Kelly fraction (more conservative) */
+    half_kelly: number;
+    /** Quarter Kelly fraction (most conservative) */
+    quarter_kelly: number;
+    /** Full bet size in currency units */
+    full_bet_size: number;
+    /** Half bet size in currency units */
+    half_bet_size: number;
+    /** Quarter bet size in currency units */
+    quarter_bet_size: number;
+    /** Expected edge (your_prob - market_price) */
+    edge: number;
+    /** Decimal odds */
+    odds: number;
+}
+/**
+ * A betting opportunity for multi-bet Kelly
+ */
+export interface BetOpportunity {
+    /** Your estimated probability of winning */
+    your_prob: number;
+    /** Current market price */
+    market_price: number;
+}
+/**
+ * Value at Risk (VaR) and Expected Shortfall (CVaR) result
+ */
+export interface VaRResult {
+    /** Value at Risk at the given confidence level */
+    var: number;
+    /** Conditional VaR (Expected Shortfall) */
+    cvar: number;
+    /** Confidence level used */
+    confidence_level: number;
+}
+/**
+ * Drawdown analysis result
+ */
+export interface DrawdownResult {
+    /** Maximum drawdown (as decimal, e.g., 0.25 = 25%) */
+    max_drawdown: number;
+    /** Maximum drawdown duration in periods */
+    max_duration: number;
+    /** Current drawdown */
+    current_drawdown: number;
+    /** Recovery factor (total return / max drawdown) */
+    recovery_factor: number;
+}
+/**
+ * Sharpe ratio result
+ */
+export interface SharpeResult {
+    /** Sharpe ratio */
+    sharpe_ratio: number;
+    /** Annualized Sharpe ratio */
+    annualized_sharpe: number;
+    /** Risk-free rate used */
+    risk_free_rate: number;
+    /** Average return */
+    avg_return: number;
+    /** Standard deviation of returns */
+    std_dev: number;
+}
+/**
+ * Linear regression result
+ */
+export interface RegressionResult {
+    /** Slope (beta coefficient) */
+    slope: number;
+    /** Intercept (alpha) */
+    intercept: number;
+    /** R-squared (coefficient of determination) */
+    r_squared: number;
+    /** Standard error of the slope */
+    std_error: number;
+    /** Number of observations */
+    n: number;
+}
+/**
+ * Distribution statistics
+ */
+export interface DistributionStats {
+    /** Mean */
+    mean: number;
+    /** Median */
+    median: number;
+    /** Standard deviation */
+    std_dev: number;
+    /** Variance */
+    variance: number;
+    /** Skewness (asymmetry measure) */
+    skewness: number;
+    /** Kurtosis (tail heaviness, excess over normal) */
+    kurtosis: number;
+    /** Minimum value */
+    min: number;
+    /** Maximum value */
+    max: number;
+    /** Sample size */
+    count: number;
+}
+/**
+ * Autocorrelation result
+ */
+export interface AutocorrelationResult {
+    /** Lag values */
+    lags: number[];
+    /** Autocorrelation coefficients */
+    autocorrelations: number[];
+    /** Confidence level (typically 1.96 / sqrt(n) for 95%) */
+    confidence_bound: number;
+}
+/**
+ * Trading signal
+ */
+export declare const enum Signal {
+    /** Strong buy signal */
+    StrongBuy = 2,
+    /** Buy signal */
+    Buy = 1,
+    /** Neutral / hold */
+    Neutral = 0,
+    /** Sell signal */
+    Sell = -1,
+    /** Strong sell signal */
+    StrongSell = -2
+}
+/**
+ * Indicator result with value and signal
+ */
+export interface IndicatorResult {
+    /** The indicator value */
+    value: number;
+    /** Trading signal derived from the indicator */
+    signal: Signal;
+    /** Optional upper band (for Bollinger, etc.) */
+    upper_band?: number;
+    /** Optional lower band */
+    lower_band?: number;
+}
+/**
+ * Candlestick pattern type
+ */
+export declare const enum CandlePattern {
+    /** Doji - indecision */
+    Doji = "Doji",
+    /** Hammer - bullish reversal */
+    Hammer = "Hammer",
+    /** Inverted hammer - bullish reversal */
+    InvertedHammer = "InvertedHammer",
+    /** Bullish engulfing - strong bullish reversal */
+    BullishEngulfing = "BullishEngulfing",
+    /** Bearish engulfing - strong bearish reversal */
+    BearishEngulfing = "BearishEngulfing",
+    /** Morning star - bullish reversal */
+    MorningStar = "MorningStar",
+    /** Evening star - bearish reversal */
+    EveningStar = "EveningStar",
+    /** Three white soldiers - strong bullish */
+    ThreeWhiteSoldiers = "ThreeWhiteSoldiers",
+    /** Three black crows - strong bearish */
+    ThreeBlackCrows = "ThreeBlackCrows",
+    /** Shooting star - bearish reversal */
+    ShootingStar = "ShootingStar",
+    /** Hanging man - bearish reversal */
+    HangingMan = "HangingMan"
+}
+/**
+ * Pattern recognition result
+ */
+export interface PatternResult {
+    /** The detected pattern */
+    pattern: CandlePattern;
+    /** Confidence level (0-1) */
+    confidence: number;
+    /** Index in the data where pattern was found */
+    index: number;
+    /** Whether the pattern is bullish */
+    is_bullish: boolean;
+}
+/**
+ * Odds conversion result
+ */
+export interface OddsConversion {
+    /** Probability (0-1) */
+    probability: number;
+    /** Decimal odds (e.g., 2.0 for even money) */
+    decimal_odds: number;
+    /** American odds (e.g., -110, +200) */
+    american_odds: number;
+}
+/**
+ * Arbitrage detection result
+ */
+export interface ArbitrageResult {
+    /** Whether an arbitrage opportunity exists */
+    has_arbitrage: boolean;
+    /** YES share price */
+    yes_price: number;
+    /** NO share price */
+    no_price: number;
+    /** Sum of prices (if < 1, arbitrage exists) */
+    total_price: number;
+    /** Profit per share if arbitrage exists */
+    profit_per_share: number;
+    /** Profit in basis points */
+    profit_bps: number;
+}
+/**
+ * Brier score result
+ */
+export interface BrierScore {
+    /** The Brier score (lower is better, 0 = perfect) */
+    score: number;
+    /** Number of predictions evaluated */
+    count: number;
+}
+/**
+ * Prediction for Brier score calculation
+ */
+export interface Prediction {
+    /** Predicted probability (0-1) */
+    predicted: number;
+    /** Actual outcome (0 or 1) */
+    actual: number;
+}
+/**
+ * MACD (Moving Average Convergence Divergence) result
+ */
+export interface MACDResult {
+    /** MACD line (fast EMA - slow EMA) */
+    macd: number[];
+    /** Signal line (EMA of MACD) */
+    signal: number[];
+    /** Histogram (MACD - Signal) */
+    histogram: number[];
+}
+/**
+ * Stochastic Oscillator result
+ */
+export interface StochasticResult {
+    /** %K line (fast stochastic) */
+    k: number[];
+    /** %D line (SMA of %K) */
+    d: number[];
+}
+/**
+ * Bollinger Bands result
+ */
+export interface BollingerBandsResult {
+    /** Upper band */
+    upper: number[];
+    /** Middle band (SMA) */
+    middle: number[];
+    /** Lower band */
+    lower: number[];
+    /** Bandwidth ((upper - lower) / middle * 100) */
+    bandwidth: number[];
+    /** %B (position within bands) */
+    percent_b: number[];
+}
+/**
+ * ATR (Average True Range) result
+ */
+export interface ATRResult {
+    /** ATR values */
+    atr: number[];
+    /** True Range values */
+    tr: number[];
+}
+/**
+ * Keltner Channels result
+ */
+export interface KeltnerChannelsResult {
+    /** Upper channel */
+    upper: number[];
+    /** Middle channel (EMA) */
+    middle: number[];
+    /** Lower channel */
+    lower: number[];
+}
+/**
+ * Edge calculation result
+ */
+export interface EdgeResult {
+    /** Your edge (your_probability - market_price) */
+    edge: number;
+    /** Whether you have a positive edge */
+    has_edge: boolean;
+    /** Edge as percentage */
+    edge_percent: number;
+}
+/**
+ * Calculate your edge in a prediction market bet
+ */
+export declare function calculateEdge(yourProbability: number, marketPrice: number): EdgeResult;
+/**
+ * Fixed fractional position sizing result
+ */
+export interface PositionSizeResult {
+    /** Position size in currency units */
+    position_size: number;
+    /** Number of shares/contracts */
+    shares: number;
+    /** Risk amount in currency units */
+    risk_amount: number;
+    /** Entry price */
+    entry_price: number;
+    /** Stop loss price */
+    stop_loss: number;
+}
+/**
+ * Calculate position size using fixed fractional risk management
+ */
+export declare function positionSizeFixedFractional(capital: number, riskPercent: number, entryPrice: number, stopLoss: number): PositionSizeResult;
+//# sourceMappingURL=index.d.ts.map

package/dist/types/index.d.ts.map

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package/native/README.md

@@ -0,0 +1,62 @@
+# Native Binaries
+
+This directory contains prebuilt native binaries for the `@ebowwa/quant-rust` package.
+
+## Directory Structure
+
+```
+native/
+├── darwin-x64/           # macOS (Intel)
+│   └── libquant_rust.dylib
+├── darwin-arm64/         # macOS (Apple Silicon)
+│   └── libquant_rust.dylib
+├── linux-x64/            # Linux (x86_64)
+│   └── libquant_rust.so
+└── win32-x64/            # Windows (x86_64)
+    └── quant_rust.dll
+```
+
+## Building from Source
+
+If a prebuilt binary is not available for your platform, you can build from source:
+
+```bash
+# Navigate to the package directory
+cd node_modules/@ebowwa/quant-rust
+
+# Build with Cargo
+cargo build --release
+```
+
+The compiled library will be placed in `target/release/`.
+
+## Supported Platforms
+
+| Platform | Architecture | Binary Name |
+|----------|--------------|-------------|
+| macOS | x64 (Intel) | libquant_rust.dylib |
+| macOS | arm64 (Apple Silicon) | libquant_rust.dylib |
+| Linux | x64 | libquant_rust.so |
+| Windows | x64 | quant_rust.dll |
+
+## Adding Prebuilt Binaries
+
+To add prebuilt binaries for distribution:
+
+1. Build the library on the target platform:
+   ```bash
+   cargo build --release
+   ```
+
+2. Copy the binary to the appropriate directory:
+   ```bash
+   cp target/release/libquant_rust.dylib native/darwin-arm64/
+   ```
+
+3. The postinstall script will automatically detect and use the correct binary.
+
+## Binary Requirements
+
+- Rust 1.70 or later
+- Target platform toolchain
+- For cross-compilation, see the Rust cross-compilation documentation

package/package.json

@@ -0,0 +1,70 @@
+{
+  "name": "@ebowwa/quant-rust",
+  "version": "0.1.0",
+  "description": "High-performance quantitative finance library with Rust FFI bindings for Bun",
+  "type": "module",
+  "main": "./dist/index.js",
+  "module": "./dist/index.js",
+  "types": "./dist/src/index.d.ts",
+  "exports": {
+    ".": {
+      "types": "./dist/src/index.d.ts",
+      "import": "./dist/index.js",
+      "default": "./dist/index.js"
+    }
+  },
+  "files": [
+    "dist",
+    "native",
+    "src",
+    "types",
+    "scripts",
+    "bun-ffi.d.ts"
+  ],
+  "scripts": {
+    "build": "bun run build:rust && bun run build:ts",
+    "build:rust": "cargo build --release",
+    "build:ts": "bun build ./src/index.ts --outdir ./dist --target=bun && tsc --emitDeclarationOnly --declaration --outDir ./dist",
+    "build:ts-only": "bun build ./src/index.ts --outdir ./dist --target=bun",
+    "build:types": "tsc --emitDeclarationOnly --declaration --outDir ./dist",
+    "prepublishOnly": "bun run build",
+    "postinstall": "node scripts/postinstall.cjs",
+    "test": "bun test",
+    "clean": "rm -rf dist && cargo clean"
+  },
+  "keywords": [
+    "quant",
+    "finance",
+    "trading",
+    "prediction-markets",
+    "kelly-criterion",
+    "amm",
+    "technical-indicators",
+    "rust",
+    "ffi",
+    "bun"
+  ],
+  "author": "ebowwa",
+  "license": "MIT",
+  "repository": {
+    "type": "git",
+    "url": "https://github.com/ebowwa/codespaces",
+    "directory": "packages/src/quant-rust"
+  },
+  "bugs": {
+    "url": "https://github.com/ebowwa/codespaces/issues"
+  },
+  "homepage": "https://github.com/ebowwa/codespaces/tree/main/packages/src/quant-rust#readme",
+  "engines": {
+    "bun": ">=1.0.0"
+  },
+  "dependencies": {},
+  "devDependencies": {
+    "bun-types": "^1.3.9",
+    "typescript": "^5.9.3"
+  },
+  "publishConfig": {
+    "access": "public",
+    "registry": "https://registry.npmjs.org"
+  }
+}

package/scripts/postinstall.cjs

@@ -0,0 +1,85 @@
+#!/usr/bin/env node
+
+/**
+ * Postinstall script for @ebowwa/quant-rust
+ *
+ * This script copies the appropriate native binary based on the current platform.
+ * It's designed to work with prebuilt binaries in the native/ directory.
+ */
+
+const fs = require('fs');
+const path = require('path');
+
+// Platform detection
+const platform = process.platform;
+const arch = process.arch;
+
+// Map to our naming convention
+const platformMap = {
+  darwin: 'darwin',
+  linux: 'linux',
+  win32: 'win32',
+};
+
+const archMap = {
+  x64: 'x64',
+  arm64: 'arm64',
+  ia32: 'x86',
+};
+
+// Library names per platform
+const libNames = {
+  darwin: 'libquant_rust.dylib',
+  linux: 'libquant_rust.so',
+  win32: 'quant_rust.dll',
+};
+
+function getNativeDir() {
+  const mappedPlatform = platformMap[platform];
+  const mappedArch = archMap[arch];
+
+  if (!mappedPlatform || !mappedArch) {
+    console.warn(`@ebowwa/quant-rust: Unsupported platform ${platform}-${arch}`);
+    console.warn('You may need to build from source: cargo build --release');
+    return null;
+  }
+
+  return path.join(__dirname, '..', 'native', `${mappedPlatform}-${mappedArch}`);
+}
+
+function main() {
+  console.log('@ebowwa/quant-rust: Setting up native binary...');
+
+  const nativeDir = getNativeDir();
+  if (!nativeDir) {
+    process.exit(0); // Non-fatal, just warn
+  }
+
+  const libName = libNames[platform];
+  const sourcePath = path.join(nativeDir, libName);
+
+  // Check if prebuilt binary exists
+  if (fs.existsSync(sourcePath)) {
+    console.log(`@ebowwa/quant-rust: Found prebuilt binary at ${sourcePath}`);
+    return;
+  }
+
+  // Check for development build
+  const releasePath = path.join(__dirname, '..', 'target', 'release', libName);
+  if (fs.existsSync(releasePath)) {
+    console.log(`@ebowwa/quant-rust: Found development build at ${releasePath}`);
+    return;
+  }
+
+  // No binary found
+  console.warn(`@ebowwa/quant-rust: Native binary not found for ${platform}-${arch}`);
+  console.warn('');
+  console.warn('To build from source:');
+  console.warn('  cd node_modules/@ebowwa/quant-rust');
+  console.warn('  cargo build --release');
+  console.warn('');
+  console.warn('Or download prebuilt binaries from:');
+  console.warn('  https://github.com/ebowwa/codespaces/releases');
+}
+
+main();