@lacspace/market 1.0.3 → 1.1.1

package/README.md

@@ -108,10 +108,38 @@ formatINR(1234567.5);           // "₹12,34,567.50"
 | [`@lacspace/market-clock`](https://www.npmjs.com/package/@lacspace/market-clock) | Is the market open? holidays |
 | [`@lacspace/paper-trade`](https://www.npmjs.com/package/@lacspace/paper-trade) | Headless paper-trading engine |
 
+## New in 1.1 — options greeks & portfolio analytics
+
+```ts
+import { blackScholes, impliedVolatility, sharpe, sortino, maxDrawdown, volatility, formatCompactINR } from "@lacspace/market";
+
+// Black-Scholes price + greeks for a European option
+const g = blackScholes({ type: "call", spot: 100, strike: 100, timeYears: 30/365, rate: 0.07, volatility: 0.25 });
+// → { price, delta, gamma, theta, vega, rho }
+impliedVolatility(marketPrice, { type: "call", spot: 100, strike: 100, timeYears: 30/365, rate: 0.07 });
+
+// Portfolio stats from a returns / equity series
+sharpe(returns);            // annualized
+sortino(returns);           // downside-only
+maxDrawdown(equityCurve);   // { maxDrawdown: 0.25, peakIndex, troughIndex }
+
+formatCompactINR(12345678); // "₹1.23 Cr"
+```
+
 ## Licensing
 
 This package is **free** under the **[Lacspace Free Licence](https://lacspace.com/licenses/lacspace-free-1.0)** — MIT-equivalent freedoms. Use it in personal and commercial projects at no cost; just keep the notice.
 
 Not every Lacspace package is free. We also offer **Commercial** (paid), **Client-specific**, and **Private** (proprietary) packages under separate terms. See the full **[Lacspace Licence Centre](https://lacspace.com/licenses)**.
 
+---
+
+<div align="center">
+
+**Part of the Lacspace ecosystem — 35 zero-dependency, isomorphic TypeScript packages.**
+
+[All packages ↗](https://lacspace.com/packages) · [npm org ↗](https://www.npmjs.com/org/lacspace) · [Licence Centre ↗](https://lacspace.com/licenses) · [GitHub ↗](https://github.com/lacspace/npm-packages)
+
+</div>
+
 <div align="center"><sub>Built with care by <a href="https://lacspace.com">Lacspace</a> · powers <a href="https://stockyatra.com">StockYatra</a> · Lacspace Free Licence · <a href="https://github.com/lacspace/npm-packages">source</a></sub></div>

package/dist/index.cjs

@@ -161,18 +161,160 @@ function charges(input, config = IN_DISCOUNT_BROKER) {
     breakeven: input.qty === 0 ? 0 : round2(totalCharges / input.qty)
   };
 }
+function trimTo2(n) {
+  return Number(n.toFixed(2)).toString();
+}
+function formatCompactINR(amount, opts = {}) {
+  const { symbol = "\u20B9" } = opts;
+  const neg = amount < 0;
+  const a = Math.abs(amount);
+  const units = [
+    [1e7, "Cr"],
+    [1e5, "L"],
+    [1e3, "K"]
+  ];
+  const u = units.find(([size]) => a >= size);
+  const out = u ? `${trimTo2(a / u[0])} ${u[1]}` : trimTo2(a);
+  return `${neg ? "-" : ""}${symbol}${out}`;
+}
+function normPdf(x) {
+  return Math.exp(-x * x / 2) / Math.sqrt(2 * Math.PI);
+}
+function normCdf(x) {
+  const t = 1 / (1 + 0.2316419 * Math.abs(x));
+  const d = 0.3989422804014327 * Math.exp(-x * x / 2);
+  const p = d * t * (0.3193815 + t * (-0.3565638 + t * (1.781477937 + t * (-1.821255978 + t * 1.330274429))));
+  return x > 0 ? 1 - p : p;
+}
+function blackScholes(o) {
+  const { type, spot: S, strike: K, timeYears: t, rate: r } = o;
+  const q = o.dividendYield ?? 0;
+  const sigma = o.volatility;
+  const sqrtT = Math.sqrt(t);
+  const d1 = (Math.log(S / K) + (r - q + sigma * sigma / 2) * t) / (sigma * sqrtT);
+  const d2 = d1 - sigma * sqrtT;
+  const disc = Math.exp(-r * t);
+  const dq = Math.exp(-q * t);
+  const nd1 = normPdf(d1);
+  const gamma = dq * nd1 / (S * sigma * sqrtT);
+  const vega = S * dq * nd1 * sqrtT;
+  if (type === "call") {
+    const Nd1 = normCdf(d1);
+    const Nd2 = normCdf(d2);
+    return {
+      price: S * dq * Nd1 - K * disc * Nd2,
+      delta: dq * Nd1,
+      gamma,
+      theta: -(S * dq * nd1 * sigma) / (2 * sqrtT) - r * K * disc * Nd2 + q * S * dq * Nd1,
+      vega,
+      rho: K * t * disc * Nd2
+    };
+  }
+  const Nnd1 = normCdf(-d1);
+  const Nnd2 = normCdf(-d2);
+  return {
+    price: K * disc * Nnd2 - S * dq * Nnd1,
+    delta: -dq * Nnd1,
+    gamma,
+    theta: -(S * dq * nd1 * sigma) / (2 * sqrtT) + r * K * disc * Nnd2 - q * S * dq * Nnd1,
+    vega,
+    rho: -K * t * disc * Nnd2
+  };
+}
+function impliedVolatility(marketPrice, o, opts = {}) {
+  const tol = opts.tolerance ?? 1e-6;
+  const maxIter = opts.maxIterations ?? 100;
+  let lo = 1e-4;
+  let hi = 5;
+  for (let i = 0; i < maxIter; i++) {
+    const mid = (lo + hi) / 2;
+    const price = blackScholes({ ...o, volatility: mid }).price;
+    const diff = price - marketPrice;
+    if (Math.abs(diff) < tol) return mid;
+    if (diff > 0) hi = mid;
+    else lo = mid;
+  }
+  return null;
+}
+function simpleReturns(series) {
+  const out = [];
+  for (let i = 1; i < series.length; i++) {
+    const prev = series[i - 1];
+    if (prev !== 0) out.push((series[i] - prev) / prev);
+  }
+  return out;
+}
+function mean(xs) {
+  return xs.length ? xs.reduce((s, x) => s + x, 0) / xs.length : 0;
+}
+function stdev(xs) {
+  if (xs.length < 2) return 0;
+  const m = mean(xs);
+  return Math.sqrt(xs.reduce((s, x) => s + (x - m) ** 2, 0) / (xs.length - 1));
+}
+function volatility(returns, opts = {}) {
+  const sd = stdev(returns);
+  return opts.annualize === false ? sd : sd * Math.sqrt(opts.periodsPerYear ?? 252);
+}
+function sharpe(returns, opts = {}) {
+  const ppy = opts.periodsPerYear ?? 252;
+  const rfPerPeriod = (opts.riskFree ?? 0) / ppy;
+  const excess = returns.map((r) => r - rfPerPeriod);
+  const sd = stdev(excess);
+  if (sd === 0) return 0;
+  return mean(excess) / sd * Math.sqrt(ppy);
+}
+function sortino(returns, opts = {}) {
+  const ppy = opts.periodsPerYear ?? 252;
+  const rfPerPeriod = (opts.riskFree ?? 0) / ppy;
+  const excess = returns.map((r) => r - rfPerPeriod);
+  const downside = excess.filter((r) => r < 0);
+  if (!downside.length) return 0;
+  const dd = Math.sqrt(downside.reduce((s, r) => s + r * r, 0) / downside.length);
+  if (dd === 0) return 0;
+  return mean(excess) / dd * Math.sqrt(ppy);
+}
+function maxDrawdown(equity) {
+  let peak = equity[0] ?? 0;
+  let peakIdx = 0;
+  let maxDd = 0;
+  let ddPeak = 0;
+  let ddTrough = 0;
+  for (let i = 0; i < equity.length; i++) {
+    const v = equity[i];
+    if (v > peak) {
+      peak = v;
+      peakIdx = i;
+    }
+    const dd = peak > 0 ? (peak - v) / peak : 0;
+    if (dd > maxDd) {
+      maxDd = dd;
+      ddPeak = peakIdx;
+      ddTrough = i;
+    }
+  }
+  return { maxDrawdown: maxDd, peakIndex: ddPeak, troughIndex: ddTrough };
+}
 
 exports.IN_DISCOUNT_BROKER = IN_DISCOUNT_BROKER;
 exports.averagePrice = averagePrice;
+exports.blackScholes = blackScholes;
 exports.cagr = cagr;
 exports.changePercent = changePercent;
 exports.charges = charges;
 exports.circuitLimits = circuitLimits;
+exports.formatCompactINR = formatCompactINR;
 exports.formatINR = formatINR;
+exports.impliedVolatility = impliedVolatility;
+exports.maxDrawdown = maxDrawdown;
 exports.pnl = pnl;
 exports.pnlPercent = pnlPercent;
 exports.positionSize = positionSize;
 exports.roundToTick = roundToTick;
+exports.sharpe = sharpe;
+exports.simpleReturns = simpleReturns;
+exports.sortino = sortino;
+exports.volatility = volatility;
 exports.xirr = xirr;
 //# sourceMappingURL=index.cjs.map
 //# sourceMappingURL=index.cjs.map

package/dist/index.cjs.map

@@ -1 +1 @@
-{"version":3,"sources":["../src/index.ts"],"names":["r"],"mappings":";;;AAwBO,SAAS,SAAA,CAAU,MAAA,EAAgB,IAAA,GAA2B,EAAC,EAAW;AAC/E,EAAA,MAAM,EAAE,MAAA,GAAS,QAAA,EAAK,QAAA,GAAW,GAAE,GAAI,IAAA;AACvC,EAAA,MAAM,MAAM,MAAA,GAAS,CAAA;AACrB,EAAA,MAAM,QAAQ,IAAA,CAAK,GAAA,CAAI,MAAM,CAAA,CAAE,QAAQ,QAAQ,CAAA;AAC/C,EAAA,MAAM,CAAC,UAAU,GAAA,EAAK,IAAA,GAAO,EAAE,CAAA,GAAI,KAAA,CAAM,MAAM,GAAG,CAAA;AAClD,EAAA,MAAM,KAAA,GAAQ,OAAA,CAAQ,KAAA,CAAM,EAAE,CAAA;AAC9B,EAAA,MAAM,IAAA,GAAO,OAAA,CAAQ,KAAA,CAAM,CAAA,EAAG,EAAE,CAAA;AAChC,EAAA,MAAM,OAAA,GAAU,OACZ,IAAA,CAAK,OAAA,CAAQ,yBAAyB,GAAG,CAAA,GAAI,MAAM,KAAA,GACnD,KAAA;AACJ,EAAA,OAAO,CAAA,EAAG,GAAA,GAAM,GAAA,GAAM,EAAE,CAAA,EAAG,MAAM,CAAA,EAAG,OAAO,CAAA,EAAG,QAAA,GAAW,CAAA,GAAI,GAAA,GAAM,OAAO,EAAE,CAAA,CAAA;AAC9E;AAOO,SAAS,IAAI,CAAA,EAAuD;AACzE,EAAA,OAAA,CAAQ,CAAA,CAAE,IAAA,GAAO,CAAA,CAAE,GAAA,IAAO,CAAA,CAAE,GAAA;AAC9B;AAGO,SAAS,aAAA,CAAc,SAAiB,SAAA,EAA2B;AACxE,EAAA,IAAI,SAAA,KAAc,GAAG,OAAO,CAAA;AAC5B,EAAA,OAAA,CAAS,OAAA,GAAU,aAAa,SAAA,GAAa,GAAA;AAC/C;AAGO,SAAS,WAAW,CAAA,EAA0C;AACnE,EAAA,OAAO,aAAA,CAAc,CAAA,CAAE,IAAA,EAAM,CAAA,CAAE,GAAG,CAAA;AACpC;AAGO,SAAS,IAAA,CAAK,KAAA,EAAe,GAAA,EAAa,KAAA,EAAuB;AACtE,EAAA,IAAI,KAAA,IAAS,CAAA,IAAK,KAAA,IAAS,CAAA,EAAG,OAAO,GAAA;AACrC,EAAA,OAAO,KAAK,GAAA,CAAI,GAAA,GAAM,KAAA,EAAO,CAAA,GAAI,KAAK,CAAA,GAAI,CAAA;AAC5C;AAQA,SAAS,SAAS,CAAA,EAAmC;AACnD,EAAA,IAAI,CAAA,YAAa,IAAA,EAAM,OAAO,CAAA,CAAE,OAAA,EAAQ;AACxC,EAAA,IAAI,OAAO,CAAA,KAAM,QAAA,EAAU,OAAO,CAAA;AAClC,EAAA,OAAO,IAAI,IAAA,CAAK,CAAC,CAAA,CAAE,OAAA,EAAQ;AAC7B;AAOO,SAAS,IAAA,CAAK,KAAA,EAAmB,KAAA,GAAQ,GAAA,EAAa;AAC3D,EAAA,IAAI,KAAA,CAAM,MAAA,GAAS,CAAA,EAAG,OAAO,GAAA;AAC7B,EAAA,MAAM,EAAA,GAAK,MACR,GAAA,CAAI,CAAC,OAAO,EAAE,MAAA,EAAQ,CAAA,CAAE,MAAA,EAAQ,CAAA,EAAG,QAAA,CAAS,EAAE,IAAI,CAAA,EAAE,CAAE,CAAA,CACtD,IAAA,CAAK,CAAC,GAAG,CAAA,KAAM,CAAA,CAAE,CAAA,GAAI,CAAA,CAAE,CAAC,CAAA;AAC3B,EAAA,MAAM,EAAA,GAAK,EAAA,CAAG,CAAC,CAAA,CAAG,CAAA;AAClB,EAAA,MAAM,WAAW,CAAC,CAAA,KAAA,CAAe,IAAI,EAAA,KAAO,GAAA,GAAM,KAAK,IAAA,GAAO,GAAA,CAAA;AAC9D,EAAA,MAAM,GAAA,GAAM,CAACA,EAAAA,KACX,EAAA,CAAG,OAAO,CAAC,CAAA,EAAG,MAAM,CAAA,GAAI,CAAA,CAAE,SAAS,IAAA,CAAK,GAAA,CAAI,IAAIA,EAAAA,EAAG,QAAA,CAAS,EAAE,CAAC,CAAC,GAAG,CAAC,CAAA;AACtE,EAAA,MAAM,OAAO,CAACA,EAAAA,KACZ,GAAG,MAAA,CAAO,CAAC,GAAG,CAAA,KAAM;AAClB,IAAA,MAAM,CAAA,GAAI,QAAA,CAAS,CAAA,CAAE,CAAC,CAAA;AACtB,IAAA,OAAO,CAAA,GAAK,IAAI,CAAA,CAAE,MAAA,GAAU,KAAK,GAAA,CAAI,CAAA,GAAIA,EAAAA,EAAG,CAAA,GAAI,CAAC,CAAA;AAAA,EACnD,GAAG,CAAC,CAAA;AAEN,EAAA,IAAI,CAAA,GAAI,KAAA;AACR,EAAA,KAAA,IAAS,CAAA,GAAI,CAAA,EAAG,CAAA,GAAI,GAAA,EAAK,CAAA,EAAA,EAAK;AAC5B,IAAA,MAAM,CAAA,GAAI,IAAI,CAAC,CAAA;AACf,IAAA,IAAI,IAAA,CAAK,GAAA,CAAI,CAAC,CAAA,GAAI,MAAM,OAAO,CAAA;AAC/B,IAAA,MAAM,CAAA,GAAI,KAAK,CAAC,CAAA;AAChB,IAAA,IAAI,MAAM,CAAA,EAAG;AACb,IAAA,MAAM,IAAA,GAAO,IAAI,CAAA,GAAI,CAAA;AACrB,IAAA,IAAI,CAAC,QAAA,CAAS,IAAI,CAAA,EAAG;AACrB,IAAA,IAAI,KAAK,GAAA,CAAI,IAAA,GAAO,CAAC,CAAA,GAAI,OAAO,OAAO,IAAA;AACvC,IAAA,CAAA,GAAI,IAAA;AAAA,EACN;AACA,EAAA,OAAO,CAAA;AACT;AAOO,SAAS,aAAa,MAAA,EAAkD;AAC7E,EAAA,IAAI,GAAA,GAAM,CAAA;AACV,EAAA,IAAI,KAAA,GAAQ,CAAA;AACZ,EAAA,KAAA,MAAW,KAAK,MAAA,EAAQ;AACtB,IAAA,GAAA,IAAO,CAAA,CAAE,GAAA;AACT,IAAA,KAAA,IAAS,CAAA,CAAE,QAAQ,CAAA,CAAE,GAAA;AAAA,EACvB;AACA,EAAA,OAAO,GAAA,KAAQ,CAAA,GAAI,CAAA,GAAI,KAAA,GAAQ,GAAA;AACjC;AAOO,SAAS,aAAa,CAAA,EAKlB;AACT,EAAA,MAAM,UAAA,GAAa,CAAA,CAAE,OAAA,IAAW,CAAA,CAAE,WAAA,GAAc,GAAA,CAAA;AAChD,EAAA,MAAM,eAAe,IAAA,CAAK,GAAA,CAAI,CAAA,CAAE,KAAA,GAAQ,EAAE,IAAI,CAAA;AAC9C,EAAA,IAAI,YAAA,KAAiB,GAAG,OAAO,CAAA;AAC/B,EAAA,OAAO,IAAA,CAAK,KAAA,CAAM,UAAA,GAAa,YAAY,CAAA;AAC7C;AAGO,SAAS,WAAA,CAAY,KAAA,EAAe,IAAA,GAAO,IAAA,EAAc;AAC9D,EAAA,IAAI,IAAA,IAAQ,GAAG,OAAO,KAAA;AACtB,EAAA,OAAO,MAAA,CAAA,CAAQ,KAAK,KAAA,CAAM,KAAA,GAAQ,IAAI,CAAA,GAAI,IAAA,EAAM,OAAA,CAAQ,CAAC,CAAC,CAAA;AAC5D;AAGO,SAAS,aAAA,CACd,WACA,OAAA,EACkC;AAClC,EAAA,MAAM,KAAA,GAAQ,aAAa,OAAA,GAAU,GAAA,CAAA;AACrC,EAAA,OAAO;AAAA,IACL,KAAA,EAAO,WAAA,CAAY,SAAA,GAAY,KAAK,CAAA;AAAA,IACpC,KAAA,EAAO,WAAA,CAAY,SAAA,GAAY,KAAK;AAAA,GACtC;AACF;AAkCO,IAAM,kBAAA,GAAmC;AAAA,EAC9C,QAAA,EAAU;AAAA,IACR,QAAA,EAAU;AAAA,MACR,YAAA,EAAc,CAAA;AAAA,MACd,YAAA,EAAc,CAAA;AAAA,MACd,MAAA,EAAQ,IAAA;AAAA,MACR,OAAA,EAAS,IAAA;AAAA,MACT,WAAA,EAAa,MAAA;AAAA,MACb,QAAA,EAAU,KAAA;AAAA,MACV,UAAA,EAAY;AAAA,KACd;AAAA,IACA,QAAA,EAAU;AAAA,MACR,YAAA,EAAc,IAAA;AAAA,MACd,YAAA,EAAc,EAAA;AAAA,MACd,MAAA,EAAQ,CAAA;AAAA,MACR,OAAA,EAAS,KAAA;AAAA,MACT,WAAA,EAAa,MAAA;AAAA,MACb,QAAA,EAAU,IAAA;AAAA,MACV,UAAA,EAAY;AAAA,KACd;AAAA,IACA,OAAA,EAAS;AAAA,MACP,YAAA,EAAc,IAAA;AAAA,MACd,YAAA,EAAc,EAAA;AAAA,MACd,MAAA,EAAQ,CAAA;AAAA,MACR,OAAA,EAAS,IAAA;AAAA,MACT,WAAA,EAAa,MAAA;AAAA,MACb,QAAA,EAAU,IAAA;AAAA,MACV,UAAA,EAAY;AAAA,KACd;AAAA,IACA,OAAA,EAAS;AAAA,MACP,YAAA,EAAc,CAAA;AAAA,MACd,YAAA,EAAc,EAAA;AAAA,MACd,aAAA,EAAe,EAAA;AAAA,MACf,MAAA,EAAQ,CAAA;AAAA,MACR,OAAA,EAAS,IAAA;AAAA,MACT,WAAA,EAAa,OAAA;AAAA,MACb,QAAA,EAAU,IAAA;AAAA,MACV,UAAA,EAAY;AAAA;AACd,GACF;AAAA,EACA,IAAA,EAAM,IAAA;AAAA;AAAA,EACN,GAAA,EAAK;AACP;AA2BA,SAAS,OAAO,CAAA,EAAmB;AACjC,EAAA,OAAO,IAAA,CAAK,KAAA,CAAM,CAAA,GAAI,GAAG,CAAA,GAAI,GAAA;AAC/B;AAEA,SAAS,YAAA,CAAa,UAAkB,CAAA,EAAyB;AAC/D,EAAA,IAAI,QAAA,IAAY,GAAG,OAAO,CAAA;AAC1B,EAAA,IAAI,CAAA,CAAE,aAAA,KAAkB,MAAA,EAAW,OAAO,CAAA,CAAE,aAAA;AAC5C,EAAA,IAAI,CAAA,CAAE,YAAA,KAAiB,CAAA,EAAG,OAAO,CAAA;AACjC,EAAA,OAAO,KAAK,GAAA,CAAI,QAAA,GAAW,CAAA,CAAE,YAAA,EAAc,EAAE,YAAY,CAAA;AAC3D;AAQO,SAAS,OAAA,CACd,KAAA,EACA,MAAA,GAAuB,kBAAA,EACN;AACjB,EAAA,MAAM,CAAA,GAAI,MAAA,CAAO,QAAA,CAAS,KAAA,CAAM,OAAO,CAAA;AACvC,EAAA,MAAM,MAAA,GAAA,CAAU,KAAA,CAAM,GAAA,IAAO,CAAA,IAAK,KAAA,CAAM,GAAA;AACxC,EAAA,MAAM,OAAA,GAAA,CAAW,KAAA,CAAM,IAAA,IAAQ,CAAA,IAAK,KAAA,CAAM,GAAA;AAC1C,EAAA,MAAM,WAAW,MAAA,GAAS,OAAA;AAE1B,EAAA,MAAM,YAAY,YAAA,CAAa,MAAA,EAAQ,CAAC,CAAA,GAAI,YAAA,CAAa,SAAS,CAAC,CAAA;AACnE,EAAA,MAAM,GAAA,GAAM,MAAA,GAAS,CAAA,CAAE,MAAA,GAAS,UAAU,CAAA,CAAE,OAAA;AAC5C,EAAA,MAAM,WAAA,GAAc,WAAW,CAAA,CAAE,WAAA;AACjC,EAAA,MAAM,IAAA,GAAO,WAAW,MAAA,CAAO,IAAA;AAC/B,EAAA,MAAM,KAAA,GAAQ,SAAS,CAAA,CAAE,QAAA;AACzB,EAAA,MAAM,GAAA,GAAA,CAAO,SAAA,GAAY,WAAA,GAAc,IAAA,IAAQ,MAAA,CAAO,GAAA;AACtD,EAAA,MAAM,EAAA,GAAK,OAAA,GAAU,CAAA,GAAI,CAAA,CAAE,UAAA,GAAa,CAAA;AAExC,EAAA,MAAM,eAAe,SAAA,GAAY,GAAA,GAAM,WAAA,GAAc,IAAA,GAAO,QAAQ,GAAA,GAAM,EAAA;AAC1E,EAAA,MAAM,WAAW,OAAA,GAAU,MAAA;AAE3B,EAAA,OAAO;AAAA,IACL,QAAA,EAAU,OAAO,QAAQ,CAAA;AAAA,IACzB,SAAA,EAAW,OAAO,SAAS,CAAA;AAAA,IAC3B,GAAA,EAAK,OAAO,GAAG,CAAA;AAAA,IACf,WAAA,EAAa,OAAO,WAAW,CAAA;AAAA,IAC/B,IAAA,EAAM,OAAO,IAAI,CAAA;AAAA,IACjB,KAAA,EAAO,OAAO,KAAK,CAAA;AAAA,IACnB,GAAA,EAAK,OAAO,GAAG,CAAA;AAAA,IACf,EAAA,EAAI,OAAO,EAAE,CAAA;AAAA,IACb,YAAA,EAAc,OAAO,YAAY,CAAA;AAAA,IACjC,QAAA,EAAU,OAAO,QAAQ,CAAA;AAAA,IACzB,MAAA,EAAQ,MAAA,CAAO,QAAA,GAAW,YAAY,CAAA;AAAA,IACtC,SAAA,EAAW,MAAM,GAAA,KAAQ,CAAA,GAAI,IAAI,MAAA,CAAO,YAAA,GAAe,MAAM,GAAG;AAAA,GAClE;AACF","file":"index.cjs","sourcesContent":["/**\n * @lacspace/market\n * The money & mechanics toolkit every stock-market app re-implements.\n *\n * P&L, returns, CAGR, XIRR, tick-size rounding, circuit limits, position sizing\n * — plus a real Indian brokerage & charges calculator (STT, GST, SEBI, stamp,\n * exchange txn) with discount-broker presets.\n *\n * Zero dependencies · isomorphic · fully typed.\n */\n\n/* ------------------------------------------------------------------ *\n * Formatting\n * ------------------------------------------------------------------ */\n\nexport interface FormatMoneyOptions {\n  symbol?: string;\n  decimals?: number;\n}\n\n/**\n * Format a number in the Indian numbering system (lakh / crore grouping).\n * @example formatINR(1234567.5) // \"₹12,34,567.50\"\n */\nexport function formatINR(amount: number, opts: FormatMoneyOptions = {}): string {\n  const { symbol = \"₹\", decimals = 2 } = opts;\n  const neg = amount < 0;\n  const fixed = Math.abs(amount).toFixed(decimals);\n  const [intPart = \"0\", frac = \"\"] = fixed.split(\".\");\n  const last3 = intPart.slice(-3);\n  const rest = intPart.slice(0, -3);\n  const grouped = rest\n    ? rest.replace(/\\B(?=(\\d{2})+(?!\\d))/g, \",\") + \",\" + last3\n    : last3;\n  return `${neg ? \"-\" : \"\"}${symbol}${grouped}${decimals > 0 ? \".\" + frac : \"\"}`;\n}\n\n/* ------------------------------------------------------------------ *\n * Returns & P&L\n * ------------------------------------------------------------------ */\n\n/** Absolute profit/loss for a round-trip. */\nexport function pnl(o: { buy: number; sell: number; qty: number }): number {\n  return (o.sell - o.buy) * o.qty;\n}\n\n/** Percentage change from `reference` to `current` (e.g. LTP vs prev close). */\nexport function changePercent(current: number, reference: number): number {\n  if (reference === 0) return 0;\n  return ((current - reference) / reference) * 100;\n}\n\n/** Profit/loss as a percentage of the buy price. */\nexport function pnlPercent(o: { buy: number; sell: number }): number {\n  return changePercent(o.sell, o.buy);\n}\n\n/** Compound Annual Growth Rate as a fraction (0.15 = 15%). */\nexport function cagr(begin: number, end: number, years: number): number {\n  if (begin <= 0 || years <= 0) return NaN;\n  return Math.pow(end / begin, 1 / years) - 1;\n}\n\nexport interface CashFlow {\n  /** Negative = money out (investment), positive = money in (redemption). */\n  amount: number;\n  date: Date | string | number;\n}\n\nfunction toMillis(d: Date | string | number): number {\n  if (d instanceof Date) return d.getTime();\n  if (typeof d === \"number\") return d;\n  return new Date(d).getTime();\n}\n\n/**\n * Extended Internal Rate of Return for irregularly-spaced cash flows.\n * Returns an annualised rate as a fraction. Uses Newton–Raphson.\n * @example xirr([{amount:-10000, date:\"2024-01-01\"}, {amount:12000, date:\"2025-01-01\"}]) // ~0.20\n */\nexport function xirr(flows: CashFlow[], guess = 0.1): number {\n  if (flows.length < 2) return NaN;\n  const cf = flows\n    .map((f) => ({ amount: f.amount, t: toMillis(f.date) }))\n    .sort((a, b) => a.t - b.t);\n  const t0 = cf[0]!.t;\n  const yearFrac = (t: number) => (t - t0) / (365 * 24 * 3600 * 1000);\n  const npv = (r: number) =>\n    cf.reduce((s, c) => s + c.amount / Math.pow(1 + r, yearFrac(c.t)), 0);\n  const dnpv = (r: number) =>\n    cf.reduce((s, c) => {\n      const y = yearFrac(c.t);\n      return s - (y * c.amount) / Math.pow(1 + r, y + 1);\n    }, 0);\n\n  let r = guess;\n  for (let i = 0; i < 100; i++) {\n    const f = npv(r);\n    if (Math.abs(f) < 1e-7) return r;\n    const d = dnpv(r);\n    if (d === 0) break;\n    const next = r - f / d;\n    if (!isFinite(next)) break;\n    if (Math.abs(next - r) < 1e-10) return next;\n    r = next;\n  }\n  return r;\n}\n\n/* ------------------------------------------------------------------ *\n * Position mechanics\n * ------------------------------------------------------------------ */\n\n/** Volume-weighted average price across a set of trades. */\nexport function averagePrice(trades: { price: number; qty: number }[]): number {\n  let qty = 0;\n  let value = 0;\n  for (const t of trades) {\n    qty += t.qty;\n    value += t.price * t.qty;\n  }\n  return qty === 0 ? 0 : value / qty;\n}\n\n/**\n * Risk-based position sizing. Returns the whole-share quantity so that a stop-out\n * costs at most `riskPercent` of capital.\n * @example positionSize({ capital: 100000, riskPercent: 1, entry: 500, stop: 480 }) // 50\n */\nexport function positionSize(o: {\n  capital: number;\n  riskPercent: number;\n  entry: number;\n  stop: number;\n}): number {\n  const riskAmount = o.capital * (o.riskPercent / 100);\n  const perShareRisk = Math.abs(o.entry - o.stop);\n  if (perShareRisk === 0) return 0;\n  return Math.floor(riskAmount / perShareRisk);\n}\n\n/** Round a price to the nearest exchange tick (default ₹0.05 for NSE equity). */\nexport function roundToTick(price: number, tick = 0.05): number {\n  if (tick <= 0) return price;\n  return Number((Math.round(price / tick) * tick).toFixed(4));\n}\n\n/** Upper & lower circuit price for a given previous close and band percent. */\nexport function circuitLimits(\n  prevClose: number,\n  percent: number,\n): { upper: number; lower: number } {\n  const delta = prevClose * (percent / 100);\n  return {\n    upper: roundToTick(prevClose + delta),\n    lower: roundToTick(prevClose - delta),\n  };\n}\n\n/* ------------------------------------------------------------------ *\n * Brokerage & statutory charges (India)\n * ------------------------------------------------------------------ */\n\nexport type Segment = \"delivery\" | \"intraday\" | \"futures\" | \"options\";\n\nexport interface SegmentRates {\n  /** Brokerage as a fraction of turnover per side (0.0003 = 0.03%). */\n  brokeragePct: number;\n  /** Per-order brokerage cap (₹). */\n  brokerageCap: number;\n  /** Flat per-order brokerage (₹) — overrides the pct/cap model when set. */\n  brokerageFlat?: number;\n  sttBuy: number;\n  sttSell: number;\n  exchangeTxn: number;\n  stampBuy: number;\n  /** Depository (DP) charge per scrip on the sell leg (₹). */\n  dpPerScrip: number;\n}\n\nexport interface ChargeConfig {\n  segments: Record<Segment, SegmentRates>;\n  sebi: number;\n  gst: number;\n}\n\n/**\n * Default rates approximating an Indian discount broker (Zerodha-style) as of\n * FY2024–25. Statutory rates change — override any field via the `config`\n * argument of {@link charges} and always verify against the live rate card.\n */\nexport const IN_DISCOUNT_BROKER: ChargeConfig = {\n  segments: {\n    delivery: {\n      brokeragePct: 0,\n      brokerageCap: 0,\n      sttBuy: 0.001,\n      sttSell: 0.001,\n      exchangeTxn: 0.0000297,\n      stampBuy: 0.00015,\n      dpPerScrip: 13.5,\n    },\n    intraday: {\n      brokeragePct: 0.0003,\n      brokerageCap: 20,\n      sttBuy: 0,\n      sttSell: 0.00025,\n      exchangeTxn: 0.0000297,\n      stampBuy: 0.00003,\n      dpPerScrip: 0,\n    },\n    futures: {\n      brokeragePct: 0.0003,\n      brokerageCap: 20,\n      sttBuy: 0,\n      sttSell: 0.0002,\n      exchangeTxn: 0.0000173,\n      stampBuy: 0.00002,\n      dpPerScrip: 0,\n    },\n    options: {\n      brokeragePct: 0,\n      brokerageCap: 20,\n      brokerageFlat: 20,\n      sttBuy: 0,\n      sttSell: 0.001,\n      exchangeTxn: 0.0003503,\n      stampBuy: 0.00003,\n      dpPerScrip: 0,\n    },\n  },\n  sebi: 0.000001, // ₹10 per crore\n  gst: 0.18,\n};\n\nexport interface ChargeInput {\n  segment: Segment;\n  /** Buy price per unit. Omit / 0 for a sell-only leg. */\n  buy: number;\n  /** Sell price per unit. Omit / 0 for a buy-only leg. */\n  sell: number;\n  qty: number;\n}\n\nexport interface ChargeBreakdown {\n  turnover: number;\n  brokerage: number;\n  stt: number;\n  exchangeTxn: number;\n  sebi: number;\n  stamp: number;\n  gst: number;\n  dp: number;\n  totalCharges: number;\n  grossPnl: number;\n  netPnl: number;\n  /** Per-share price move needed just to break even on charges. */\n  breakeven: number;\n}\n\nfunction round2(n: number): number {\n  return Math.round(n * 100) / 100;\n}\n\nfunction legBrokerage(turnover: number, r: SegmentRates): number {\n  if (turnover <= 0) return 0;\n  if (r.brokerageFlat !== undefined) return r.brokerageFlat;\n  if (r.brokeragePct === 0) return 0;\n  return Math.min(turnover * r.brokeragePct, r.brokerageCap);\n}\n\n/**\n * Full brokerage + statutory charges breakdown for a trade, Indian market.\n * @example\n * charges({ segment: \"intraday\", buy: 100, sell: 102, qty: 500 });\n * // { brokerage, stt, gst, sebi, stamp, exchangeTxn, totalCharges, netPnl, breakeven, ... }\n */\nexport function charges(\n  input: ChargeInput,\n  config: ChargeConfig = IN_DISCOUNT_BROKER,\n): ChargeBreakdown {\n  const r = config.segments[input.segment];\n  const buyVal = (input.buy || 0) * input.qty;\n  const sellVal = (input.sell || 0) * input.qty;\n  const turnover = buyVal + sellVal;\n\n  const brokerage = legBrokerage(buyVal, r) + legBrokerage(sellVal, r);\n  const stt = buyVal * r.sttBuy + sellVal * r.sttSell;\n  const exchangeTxn = turnover * r.exchangeTxn;\n  const sebi = turnover * config.sebi;\n  const stamp = buyVal * r.stampBuy;\n  const gst = (brokerage + exchangeTxn + sebi) * config.gst;\n  const dp = sellVal > 0 ? r.dpPerScrip : 0;\n\n  const totalCharges = brokerage + stt + exchangeTxn + sebi + stamp + gst + dp;\n  const grossPnl = sellVal - buyVal;\n\n  return {\n    turnover: round2(turnover),\n    brokerage: round2(brokerage),\n    stt: round2(stt),\n    exchangeTxn: round2(exchangeTxn),\n    sebi: round2(sebi),\n    stamp: round2(stamp),\n    gst: round2(gst),\n    dp: round2(dp),\n    totalCharges: round2(totalCharges),\n    grossPnl: round2(grossPnl),\n    netPnl: round2(grossPnl - totalCharges),\n    breakeven: input.qty === 0 ? 0 : round2(totalCharges / input.qty),\n  };\n}\n"]}
+{"version":3,"sources":["../src/index.ts"],"names":["r"],"mappings":";;;AAwBO,SAAS,SAAA,CAAU,MAAA,EAAgB,IAAA,GAA2B,EAAC,EAAW;AAC/E,EAAA,MAAM,EAAE,MAAA,GAAS,QAAA,EAAK,QAAA,GAAW,GAAE,GAAI,IAAA;AACvC,EAAA,MAAM,MAAM,MAAA,GAAS,CAAA;AACrB,EAAA,MAAM,QAAQ,IAAA,CAAK,GAAA,CAAI,MAAM,CAAA,CAAE,QAAQ,QAAQ,CAAA;AAC/C,EAAA,MAAM,CAAC,UAAU,GAAA,EAAK,IAAA,GAAO,EAAE,CAAA,GAAI,KAAA,CAAM,MAAM,GAAG,CAAA;AAClD,EAAA,MAAM,KAAA,GAAQ,OAAA,CAAQ,KAAA,CAAM,EAAE,CAAA;AAC9B,EAAA,MAAM,IAAA,GAAO,OAAA,CAAQ,KAAA,CAAM,CAAA,EAAG,EAAE,CAAA;AAChC,EAAA,MAAM,OAAA,GAAU,OACZ,IAAA,CAAK,OAAA,CAAQ,yBAAyB,GAAG,CAAA,GAAI,MAAM,KAAA,GACnD,KAAA;AACJ,EAAA,OAAO,CAAA,EAAG,GAAA,GAAM,GAAA,GAAM,EAAE,CAAA,EAAG,MAAM,CAAA,EAAG,OAAO,CAAA,EAAG,QAAA,GAAW,CAAA,GAAI,GAAA,GAAM,OAAO,EAAE,CAAA,CAAA;AAC9E;AAOO,SAAS,IAAI,CAAA,EAAuD;AACzE,EAAA,OAAA,CAAQ,CAAA,CAAE,IAAA,GAAO,CAAA,CAAE,GAAA,IAAO,CAAA,CAAE,GAAA;AAC9B;AAGO,SAAS,aAAA,CAAc,SAAiB,SAAA,EAA2B;AACxE,EAAA,IAAI,SAAA,KAAc,GAAG,OAAO,CAAA;AAC5B,EAAA,OAAA,CAAS,OAAA,GAAU,aAAa,SAAA,GAAa,GAAA;AAC/C;AAGO,SAAS,WAAW,CAAA,EAA0C;AACnE,EAAA,OAAO,aAAA,CAAc,CAAA,CAAE,IAAA,EAAM,CAAA,CAAE,GAAG,CAAA;AACpC;AAGO,SAAS,IAAA,CAAK,KAAA,EAAe,GAAA,EAAa,KAAA,EAAuB;AACtE,EAAA,IAAI,KAAA,IAAS,CAAA,IAAK,KAAA,IAAS,CAAA,EAAG,OAAO,GAAA;AACrC,EAAA,OAAO,KAAK,GAAA,CAAI,GAAA,GAAM,KAAA,EAAO,CAAA,GAAI,KAAK,CAAA,GAAI,CAAA;AAC5C;AAQA,SAAS,SAAS,CAAA,EAAmC;AACnD,EAAA,IAAI,CAAA,YAAa,IAAA,EAAM,OAAO,CAAA,CAAE,OAAA,EAAQ;AACxC,EAAA,IAAI,OAAO,CAAA,KAAM,QAAA,EAAU,OAAO,CAAA;AAClC,EAAA,OAAO,IAAI,IAAA,CAAK,CAAC,CAAA,CAAE,OAAA,EAAQ;AAC7B;AAOO,SAAS,IAAA,CAAK,KAAA,EAAmB,KAAA,GAAQ,GAAA,EAAa;AAC3D,EAAA,IAAI,KAAA,CAAM,MAAA,GAAS,CAAA,EAAG,OAAO,GAAA;AAC7B,EAAA,MAAM,EAAA,GAAK,MACR,GAAA,CAAI,CAAC,OAAO,EAAE,MAAA,EAAQ,CAAA,CAAE,MAAA,EAAQ,CAAA,EAAG,QAAA,CAAS,EAAE,IAAI,CAAA,EAAE,CAAE,CAAA,CACtD,IAAA,CAAK,CAAC,GAAG,CAAA,KAAM,CAAA,CAAE,CAAA,GAAI,CAAA,CAAE,CAAC,CAAA;AAC3B,EAAA,MAAM,EAAA,GAAK,EAAA,CAAG,CAAC,CAAA,CAAG,CAAA;AAClB,EAAA,MAAM,WAAW,CAAC,CAAA,KAAA,CAAe,IAAI,EAAA,KAAO,GAAA,GAAM,KAAK,IAAA,GAAO,GAAA,CAAA;AAC9D,EAAA,MAAM,GAAA,GAAM,CAACA,EAAAA,KACX,EAAA,CAAG,OAAO,CAAC,CAAA,EAAG,MAAM,CAAA,GAAI,CAAA,CAAE,SAAS,IAAA,CAAK,GAAA,CAAI,IAAIA,EAAAA,EAAG,QAAA,CAAS,EAAE,CAAC,CAAC,GAAG,CAAC,CAAA;AACtE,EAAA,MAAM,OAAO,CAACA,EAAAA,KACZ,GAAG,MAAA,CAAO,CAAC,GAAG,CAAA,KAAM;AAClB,IAAA,MAAM,CAAA,GAAI,QAAA,CAAS,CAAA,CAAE,CAAC,CAAA;AACtB,IAAA,OAAO,CAAA,GAAK,IAAI,CAAA,CAAE,MAAA,GAAU,KAAK,GAAA,CAAI,CAAA,GAAIA,EAAAA,EAAG,CAAA,GAAI,CAAC,CAAA;AAAA,EACnD,GAAG,CAAC,CAAA;AAEN,EAAA,IAAI,CAAA,GAAI,KAAA;AACR,EAAA,KAAA,IAAS,CAAA,GAAI,CAAA,EAAG,CAAA,GAAI,GAAA,EAAK,CAAA,EAAA,EAAK;AAC5B,IAAA,MAAM,CAAA,GAAI,IAAI,CAAC,CAAA;AACf,IAAA,IAAI,IAAA,CAAK,GAAA,CAAI,CAAC,CAAA,GAAI,MAAM,OAAO,CAAA;AAC/B,IAAA,MAAM,CAAA,GAAI,KAAK,CAAC,CAAA;AAChB,IAAA,IAAI,MAAM,CAAA,EAAG;AACb,IAAA,MAAM,IAAA,GAAO,IAAI,CAAA,GAAI,CAAA;AACrB,IAAA,IAAI,CAAC,QAAA,CAAS,IAAI,CAAA,EAAG;AACrB,IAAA,IAAI,KAAK,GAAA,CAAI,IAAA,GAAO,CAAC,CAAA,GAAI,OAAO,OAAO,IAAA;AACvC,IAAA,CAAA,GAAI,IAAA;AAAA,EACN;AACA,EAAA,OAAO,CAAA;AACT;AAOO,SAAS,aAAa,MAAA,EAAkD;AAC7E,EAAA,IAAI,GAAA,GAAM,CAAA;AACV,EAAA,IAAI,KAAA,GAAQ,CAAA;AACZ,EAAA,KAAA,MAAW,KAAK,MAAA,EAAQ;AACtB,IAAA,GAAA,IAAO,CAAA,CAAE,GAAA;AACT,IAAA,KAAA,IAAS,CAAA,CAAE,QAAQ,CAAA,CAAE,GAAA;AAAA,EACvB;AACA,EAAA,OAAO,GAAA,KAAQ,CAAA,GAAI,CAAA,GAAI,KAAA,GAAQ,GAAA;AACjC;AAOO,SAAS,aAAa,CAAA,EAKlB;AACT,EAAA,MAAM,UAAA,GAAa,CAAA,CAAE,OAAA,IAAW,CAAA,CAAE,WAAA,GAAc,GAAA,CAAA;AAChD,EAAA,MAAM,eAAe,IAAA,CAAK,GAAA,CAAI,CAAA,CAAE,KAAA,GAAQ,EAAE,IAAI,CAAA;AAC9C,EAAA,IAAI,YAAA,KAAiB,GAAG,OAAO,CAAA;AAC/B,EAAA,OAAO,IAAA,CAAK,KAAA,CAAM,UAAA,GAAa,YAAY,CAAA;AAC7C;AAGO,SAAS,WAAA,CAAY,KAAA,EAAe,IAAA,GAAO,IAAA,EAAc;AAC9D,EAAA,IAAI,IAAA,IAAQ,GAAG,OAAO,KAAA;AACtB,EAAA,OAAO,MAAA,CAAA,CAAQ,KAAK,KAAA,CAAM,KAAA,GAAQ,IAAI,CAAA,GAAI,IAAA,EAAM,OAAA,CAAQ,CAAC,CAAC,CAAA;AAC5D;AAGO,SAAS,aAAA,CACd,WACA,OAAA,EACkC;AAClC,EAAA,MAAM,KAAA,GAAQ,aAAa,OAAA,GAAU,GAAA,CAAA;AACrC,EAAA,OAAO;AAAA,IACL,KAAA,EAAO,WAAA,CAAY,SAAA,GAAY,KAAK,CAAA;AAAA,IACpC,KAAA,EAAO,WAAA,CAAY,SAAA,GAAY,KAAK;AAAA,GACtC;AACF;AAkCO,IAAM,kBAAA,GAAmC;AAAA,EAC9C,QAAA,EAAU;AAAA,IACR,QAAA,EAAU;AAAA,MACR,YAAA,EAAc,CAAA;AAAA,MACd,YAAA,EAAc,CAAA;AAAA,MACd,MAAA,EAAQ,IAAA;AAAA,MACR,OAAA,EAAS,IAAA;AAAA,MACT,WAAA,EAAa,MAAA;AAAA,MACb,QAAA,EAAU,KAAA;AAAA,MACV,UAAA,EAAY;AAAA,KACd;AAAA,IACA,QAAA,EAAU;AAAA,MACR,YAAA,EAAc,IAAA;AAAA,MACd,YAAA,EAAc,EAAA;AAAA,MACd,MAAA,EAAQ,CAAA;AAAA,MACR,OAAA,EAAS,KAAA;AAAA,MACT,WAAA,EAAa,MAAA;AAAA,MACb,QAAA,EAAU,IAAA;AAAA,MACV,UAAA,EAAY;AAAA,KACd;AAAA,IACA,OAAA,EAAS;AAAA,MACP,YAAA,EAAc,IAAA;AAAA,MACd,YAAA,EAAc,EAAA;AAAA,MACd,MAAA,EAAQ,CAAA;AAAA,MACR,OAAA,EAAS,IAAA;AAAA,MACT,WAAA,EAAa,MAAA;AAAA,MACb,QAAA,EAAU,IAAA;AAAA,MACV,UAAA,EAAY;AAAA,KACd;AAAA,IACA,OAAA,EAAS;AAAA,MACP,YAAA,EAAc,CAAA;AAAA,MACd,YAAA,EAAc,EAAA;AAAA,MACd,aAAA,EAAe,EAAA;AAAA,MACf,MAAA,EAAQ,CAAA;AAAA,MACR,OAAA,EAAS,IAAA;AAAA,MACT,WAAA,EAAa,OAAA;AAAA,MACb,QAAA,EAAU,IAAA;AAAA,MACV,UAAA,EAAY;AAAA;AACd,GACF;AAAA,EACA,IAAA,EAAM,IAAA;AAAA;AAAA,EACN,GAAA,EAAK;AACP;AA2BA,SAAS,OAAO,CAAA,EAAmB;AACjC,EAAA,OAAO,IAAA,CAAK,KAAA,CAAM,CAAA,GAAI,GAAG,CAAA,GAAI,GAAA;AAC/B;AAEA,SAAS,YAAA,CAAa,UAAkB,CAAA,EAAyB;AAC/D,EAAA,IAAI,QAAA,IAAY,GAAG,OAAO,CAAA;AAC1B,EAAA,IAAI,CAAA,CAAE,aAAA,KAAkB,MAAA,EAAW,OAAO,CAAA,CAAE,aAAA;AAC5C,EAAA,IAAI,CAAA,CAAE,YAAA,KAAiB,CAAA,EAAG,OAAO,CAAA;AACjC,EAAA,OAAO,KAAK,GAAA,CAAI,QAAA,GAAW,CAAA,CAAE,YAAA,EAAc,EAAE,YAAY,CAAA;AAC3D;AAQO,SAAS,OAAA,CACd,KAAA,EACA,MAAA,GAAuB,kBAAA,EACN;AACjB,EAAA,MAAM,CAAA,GAAI,MAAA,CAAO,QAAA,CAAS,KAAA,CAAM,OAAO,CAAA;AACvC,EAAA,MAAM,MAAA,GAAA,CAAU,KAAA,CAAM,GAAA,IAAO,CAAA,IAAK,KAAA,CAAM,GAAA;AACxC,EAAA,MAAM,OAAA,GAAA,CAAW,KAAA,CAAM,IAAA,IAAQ,CAAA,IAAK,KAAA,CAAM,GAAA;AAC1C,EAAA,MAAM,WAAW,MAAA,GAAS,OAAA;AAE1B,EAAA,MAAM,YAAY,YAAA,CAAa,MAAA,EAAQ,CAAC,CAAA,GAAI,YAAA,CAAa,SAAS,CAAC,CAAA;AACnE,EAAA,MAAM,GAAA,GAAM,MAAA,GAAS,CAAA,CAAE,MAAA,GAAS,UAAU,CAAA,CAAE,OAAA;AAC5C,EAAA,MAAM,WAAA,GAAc,WAAW,CAAA,CAAE,WAAA;AACjC,EAAA,MAAM,IAAA,GAAO,WAAW,MAAA,CAAO,IAAA;AAC/B,EAAA,MAAM,KAAA,GAAQ,SAAS,CAAA,CAAE,QAAA;AACzB,EAAA,MAAM,GAAA,GAAA,CAAO,SAAA,GAAY,WAAA,GAAc,IAAA,IAAQ,MAAA,CAAO,GAAA;AACtD,EAAA,MAAM,EAAA,GAAK,OAAA,GAAU,CAAA,GAAI,CAAA,CAAE,UAAA,GAAa,CAAA;AAExC,EAAA,MAAM,eAAe,SAAA,GAAY,GAAA,GAAM,WAAA,GAAc,IAAA,GAAO,QAAQ,GAAA,GAAM,EAAA;AAC1E,EAAA,MAAM,WAAW,OAAA,GAAU,MAAA;AAE3B,EAAA,OAAO;AAAA,IACL,QAAA,EAAU,OAAO,QAAQ,CAAA;AAAA,IACzB,SAAA,EAAW,OAAO,SAAS,CAAA;AAAA,IAC3B,GAAA,EAAK,OAAO,GAAG,CAAA;AAAA,IACf,WAAA,EAAa,OAAO,WAAW,CAAA;AAAA,IAC/B,IAAA,EAAM,OAAO,IAAI,CAAA;AAAA,IACjB,KAAA,EAAO,OAAO,KAAK,CAAA;AAAA,IACnB,GAAA,EAAK,OAAO,GAAG,CAAA;AAAA,IACf,EAAA,EAAI,OAAO,EAAE,CAAA;AAAA,IACb,YAAA,EAAc,OAAO,YAAY,CAAA;AAAA,IACjC,QAAA,EAAU,OAAO,QAAQ,CAAA;AAAA,IACzB,MAAA,EAAQ,MAAA,CAAO,QAAA,GAAW,YAAY,CAAA;AAAA,IACtC,SAAA,EAAW,MAAM,GAAA,KAAQ,CAAA,GAAI,IAAI,MAAA,CAAO,YAAA,GAAe,MAAM,GAAG;AAAA,GAClE;AACF;AAMA,SAAS,QAAQ,CAAA,EAAmB;AAClC,EAAA,OAAO,OAAO,CAAA,CAAE,OAAA,CAAQ,CAAC,CAAC,EAAE,QAAA,EAAS;AACvC;AAGO,SAAS,gBAAA,CAAiB,MAAA,EAAgB,IAAA,GAA2B,EAAC,EAAW;AACtF,EAAA,MAAM,EAAE,MAAA,GAAS,QAAA,EAAI,GAAI,IAAA;AACzB,EAAA,MAAM,MAAM,MAAA,GAAS,CAAA;AACrB,EAAA,MAAM,CAAA,GAAI,IAAA,CAAK,GAAA,CAAI,MAAM,CAAA;AACzB,EAAA,MAAM,KAAA,GAA4B;AAAA,IAChC,CAAC,KAAK,IAAI,CAAA;AAAA,IACV,CAAC,KAAK,GAAG,CAAA;AAAA,IACT,CAAC,KAAK,GAAG;AAAA,GACX;AACA,EAAA,MAAM,CAAA,GAAI,MAAM,IAAA,CAAK,CAAC,CAAC,IAAI,CAAA,KAAM,KAAK,IAAI,CAAA;AAC1C,EAAA,MAAM,GAAA,GAAM,CAAA,GAAI,CAAA,EAAG,OAAA,CAAQ,IAAI,CAAA,CAAE,CAAC,CAAC,CAAC,IAAI,CAAA,CAAE,CAAC,CAAC,CAAA,CAAA,GAAK,QAAQ,CAAC,CAAA;AAC1D,EAAA,OAAO,GAAG,GAAA,GAAM,GAAA,GAAM,EAAE,CAAA,EAAG,MAAM,GAAG,GAAG,CAAA,CAAA;AACzC;AAMA,SAAS,QAAQ,CAAA,EAAmB;AAClC,EAAA,OAAO,IAAA,CAAK,GAAA,CAAK,CAAC,CAAA,GAAI,CAAA,GAAK,CAAC,CAAA,GAAI,IAAA,CAAK,IAAA,CAAK,CAAA,GAAI,IAAA,CAAK,EAAE,CAAA;AACvD;AAGA,SAAS,QAAQ,CAAA,EAAmB;AAClC,EAAA,MAAM,IAAI,CAAA,IAAK,CAAA,GAAI,SAAA,GAAY,IAAA,CAAK,IAAI,CAAC,CAAA,CAAA;AACzC,EAAA,MAAM,IAAI,kBAAA,GAAqB,IAAA,CAAK,IAAK,CAAC,CAAA,GAAI,IAAK,CAAC,CAAA;AACpD,EAAA,MAAM,CAAA,GAAI,CAAA,GAAI,CAAA,IAAK,SAAA,GAAY,CAAA,IAAK,aAAa,CAAA,IAAK,WAAA,GAAc,CAAA,IAAK,YAAA,GAAe,CAAA,GAAI,WAAA,CAAA,CAAA,CAAA,CAAA;AAC5F,EAAA,OAAO,CAAA,GAAI,CAAA,GAAI,CAAA,GAAI,CAAA,GAAI,CAAA;AACzB;AA8BO,SAAS,aAAa,CAAA,EAAwB;AACnD,EAAA,MAAM,EAAE,IAAA,EAAM,IAAA,EAAM,CAAA,EAAG,MAAA,EAAQ,GAAG,SAAA,EAAW,CAAA,EAAG,IAAA,EAAM,CAAA,EAAE,GAAI,CAAA;AAC5D,EAAA,MAAM,CAAA,GAAI,EAAE,aAAA,IAAiB,CAAA;AAC7B,EAAA,MAAM,QAAQ,CAAA,CAAE,UAAA;AAChB,EAAA,MAAM,KAAA,GAAQ,IAAA,CAAK,IAAA,CAAK,CAAC,CAAA;AACzB,EAAA,MAAM,EAAA,GAAA,CAAM,IAAA,CAAK,GAAA,CAAI,CAAA,GAAI,CAAC,CAAA,GAAA,CAAK,CAAA,GAAI,CAAA,GAAK,KAAA,GAAQ,KAAA,GAAS,CAAA,IAAK,CAAA,KAAM,KAAA,GAAQ,KAAA,CAAA;AAC5E,EAAA,MAAM,EAAA,GAAK,KAAK,KAAA,GAAQ,KAAA;AACxB,EAAA,MAAM,IAAA,GAAO,IAAA,CAAK,GAAA,CAAI,CAAC,IAAI,CAAC,CAAA;AAC5B,EAAA,MAAM,EAAA,GAAK,IAAA,CAAK,GAAA,CAAI,CAAC,IAAI,CAAC,CAAA;AAC1B,EAAA,MAAM,GAAA,GAAM,QAAQ,EAAE,CAAA;AACtB,EAAA,MAAM,KAAA,GAAS,EAAA,GAAK,GAAA,IAAQ,CAAA,GAAI,KAAA,GAAQ,KAAA,CAAA;AACxC,EAAA,MAAM,IAAA,GAAO,CAAA,GAAI,EAAA,GAAK,GAAA,GAAM,KAAA;AAC5B,EAAA,IAAI,SAAS,MAAA,EAAQ;AACnB,IAAA,MAAM,GAAA,GAAM,QAAQ,EAAE,CAAA;AACtB,IAAA,MAAM,GAAA,GAAM,QAAQ,EAAE,CAAA;AACtB,IAAA,OAAO;AAAA,MACL,KAAA,EAAO,CAAA,GAAI,EAAA,GAAK,GAAA,GAAM,IAAI,IAAA,GAAO,GAAA;AAAA,MACjC,OAAO,EAAA,GAAK,GAAA;AAAA,MACZ,KAAA;AAAA,MACA,KAAA,EAAO,EAAE,CAAA,GAAI,EAAA,GAAK,MAAM,KAAA,CAAA,IAAU,CAAA,GAAI,KAAA,CAAA,GAAS,CAAA,GAAI,CAAA,GAAI,IAAA,GAAO,GAAA,GAAM,CAAA,GAAI,IAAI,EAAA,GAAK,GAAA;AAAA,MACjF,IAAA;AAAA,MACA,GAAA,EAAK,CAAA,GAAI,CAAA,GAAI,IAAA,GAAO;AAAA,KACtB;AAAA,EACF;AACA,EAAA,MAAM,IAAA,GAAO,OAAA,CAAQ,CAAC,EAAE,CAAA;AACxB,EAAA,MAAM,IAAA,GAAO,OAAA,CAAQ,CAAC,EAAE,CAAA;AACxB,EAAA,OAAO;AAAA,IACL,KAAA,EAAO,CAAA,GAAI,IAAA,GAAO,IAAA,GAAO,IAAI,EAAA,GAAK,IAAA;AAAA,IAClC,KAAA,EAAO,CAAC,EAAA,GAAK,IAAA;AAAA,IACb,KAAA;AAAA,IACA,KAAA,EAAO,EAAE,CAAA,GAAI,EAAA,GAAK,MAAM,KAAA,CAAA,IAAU,CAAA,GAAI,KAAA,CAAA,GAAS,CAAA,GAAI,CAAA,GAAI,IAAA,GAAO,IAAA,GAAO,CAAA,GAAI,IAAI,EAAA,GAAK,IAAA;AAAA,IAClF,IAAA;AAAA,IACA,GAAA,EAAK,CAAC,CAAA,GAAI,CAAA,GAAI,IAAA,GAAO;AAAA,GACvB;AACF;AAGO,SAAS,iBAAA,CACd,WAAA,EACA,CAAA,EACA,IAAA,GAAuD,EAAC,EACzC;AACf,EAAA,MAAM,GAAA,GAAM,KAAK,SAAA,IAAa,IAAA;AAC9B,EAAA,MAAM,OAAA,GAAU,KAAK,aAAA,IAAiB,GAAA;AACtC,EAAA,IAAI,EAAA,GAAK,IAAA;AACT,EAAA,IAAI,EAAA,GAAK,CAAA;AACT,EAAA,KAAA,IAAS,CAAA,GAAI,CAAA,EAAG,CAAA,GAAI,OAAA,EAAS,CAAA,EAAA,EAAK;AAChC,IAAA,MAAM,GAAA,GAAA,CAAO,KAAK,EAAA,IAAM,CAAA;AACxB,IAAA,MAAM,KAAA,GAAQ,aAAa,EAAE,GAAG,GAAG,UAAA,EAAY,GAAA,EAAK,CAAA,CAAE,KAAA;AACtD,IAAA,MAAM,OAAO,KAAA,GAAQ,WAAA;AACrB,IAAA,IAAI,IAAA,CAAK,GAAA,CAAI,IAAI,CAAA,GAAI,KAAK,OAAO,GAAA;AACjC,IAAA,IAAI,IAAA,GAAO,GAAG,EAAA,GAAK,GAAA;AAAA,SACd,EAAA,GAAK,GAAA;AAAA,EACZ;AACA,EAAA,OAAO,IAAA;AACT;AAOO,SAAS,cAAc,MAAA,EAA4B;AACxD,EAAA,MAAM,MAAgB,EAAC;AACvB,EAAA,KAAA,IAAS,CAAA,GAAI,CAAA,EAAG,CAAA,GAAI,MAAA,CAAO,QAAQ,CAAA,EAAA,EAAK;AACtC,IAAA,MAAM,IAAA,GAAO,MAAA,CAAO,CAAA,GAAI,CAAC,CAAA;AACzB,IAAA,IAAI,IAAA,KAAS,GAAG,GAAA,CAAI,IAAA,CAAA,CAAM,OAAO,CAAC,CAAA,GAAK,QAAQ,IAAI,CAAA;AAAA,EACrD;AACA,EAAA,OAAO,GAAA;AACT;AAEA,SAAS,KAAK,EAAA,EAAsB;AAClC,EAAA,OAAO,EAAA,CAAG,MAAA,GAAS,EAAA,CAAG,MAAA,CAAO,CAAC,CAAA,EAAG,CAAA,KAAM,CAAA,GAAI,CAAA,EAAG,CAAC,CAAA,GAAI,EAAA,CAAG,MAAA,GAAS,CAAA;AACjE;AAEA,SAAS,MAAM,EAAA,EAAsB;AACnC,EAAA,IAAI,EAAA,CAAG,MAAA,GAAS,CAAA,EAAG,OAAO,CAAA;AAC1B,EAAA,MAAM,CAAA,GAAI,KAAK,EAAE,CAAA;AACjB,EAAA,OAAO,IAAA,CAAK,IAAA,CAAK,EAAA,CAAG,MAAA,CAAO,CAAC,CAAA,EAAG,CAAA,KAAM,CAAA,GAAA,CAAK,CAAA,GAAI,MAAM,CAAA,EAAG,CAAC,CAAA,IAAK,EAAA,CAAG,SAAS,CAAA,CAAE,CAAA;AAC7E;AAGO,SAAS,UAAA,CAAW,OAAA,EAAmB,IAAA,GAAyD,EAAC,EAAW;AACjH,EAAA,MAAM,EAAA,GAAK,MAAM,OAAO,CAAA;AACxB,EAAA,OAAO,IAAA,CAAK,cAAc,KAAA,GAAQ,EAAA,GAAK,KAAK,IAAA,CAAK,IAAA,CAAK,IAAA,CAAK,cAAA,IAAkB,GAAG,CAAA;AAClF;AAGO,SAAS,MAAA,CAAO,OAAA,EAAmB,IAAA,GAAuD,EAAC,EAAW;AAC3G,EAAA,MAAM,GAAA,GAAM,KAAK,cAAA,IAAkB,GAAA;AACnC,EAAA,MAAM,WAAA,GAAA,CAAe,IAAA,CAAK,QAAA,IAAY,CAAA,IAAK,GAAA;AAC3C,EAAA,MAAM,SAAS,OAAA,CAAQ,GAAA,CAAI,CAAC,CAAA,KAAM,IAAI,WAAW,CAAA;AACjD,EAAA,MAAM,EAAA,GAAK,MAAM,MAAM,CAAA;AACvB,EAAA,IAAI,EAAA,KAAO,GAAG,OAAO,CAAA;AACrB,EAAA,OAAQ,KAAK,MAAM,CAAA,GAAI,EAAA,GAAM,IAAA,CAAK,KAAK,GAAG,CAAA;AAC5C;AAGO,SAAS,OAAA,CAAQ,OAAA,EAAmB,IAAA,GAAuD,EAAC,EAAW;AAC5G,EAAA,MAAM,GAAA,GAAM,KAAK,cAAA,IAAkB,GAAA;AACnC,EAAA,MAAM,WAAA,GAAA,CAAe,IAAA,CAAK,QAAA,IAAY,CAAA,IAAK,GAAA;AAC3C,EAAA,MAAM,SAAS,OAAA,CAAQ,GAAA,CAAI,CAAC,CAAA,KAAM,IAAI,WAAW,CAAA;AACjD,EAAA,MAAM,WAAW,MAAA,CAAO,MAAA,CAAO,CAAC,CAAA,KAAM,IAAI,CAAC,CAAA;AAC3C,EAAA,IAAI,CAAC,QAAA,CAAS,MAAA,EAAQ,OAAO,CAAA;AAC7B,EAAA,MAAM,EAAA,GAAK,IAAA,CAAK,IAAA,CAAK,QAAA,CAAS,OAAO,CAAC,CAAA,EAAG,CAAA,KAAM,CAAA,GAAI,CAAA,GAAI,CAAA,EAAG,CAAC,CAAA,GAAI,SAAS,MAAM,CAAA;AAC9E,EAAA,IAAI,EAAA,KAAO,GAAG,OAAO,CAAA;AACrB,EAAA,OAAQ,KAAK,MAAM,CAAA,GAAI,EAAA,GAAM,IAAA,CAAK,KAAK,GAAG,CAAA;AAC5C;AAGO,SAAS,YAAY,MAAA,EAAmF;AAC7G,EAAA,IAAI,IAAA,GAAO,MAAA,CAAO,CAAC,CAAA,IAAK,CAAA;AACxB,EAAA,IAAI,OAAA,GAAU,CAAA;AACd,EAAA,IAAI,KAAA,GAAQ,CAAA;AACZ,EAAA,IAAI,MAAA,GAAS,CAAA;AACb,EAAA,IAAI,QAAA,GAAW,CAAA;AACf,EAAA,KAAA,IAAS,CAAA,GAAI,CAAA,EAAG,CAAA,GAAI,MAAA,CAAO,QAAQ,CAAA,EAAA,EAAK;AACtC,IAAA,MAAM,CAAA,GAAI,OAAO,CAAC,CAAA;AAClB,IAAA,IAAI,IAAI,IAAA,EAAM;AACZ,MAAA,IAAA,GAAO,CAAA;AACP,MAAA,OAAA,GAAU,CAAA;AAAA,IACZ;AACA,IAAA,MAAM,EAAA,GAAK,IAAA,GAAO,CAAA,GAAA,CAAK,IAAA,GAAO,KAAK,IAAA,GAAO,CAAA;AAC1C,IAAA,IAAI,KAAK,KAAA,EAAO;AACd,MAAA,KAAA,GAAQ,EAAA;AACR,MAAA,MAAA,GAAS,OAAA;AACT,MAAA,QAAA,GAAW,CAAA;AAAA,IACb;AAAA,EACF;AACA,EAAA,OAAO,EAAE,WAAA,EAAa,KAAA,EAAO,SAAA,EAAW,MAAA,EAAQ,aAAa,QAAA,EAAS;AACxE","file":"index.cjs","sourcesContent":["/**\n * @lacspace/market\n * The money & mechanics toolkit every stock-market app re-implements.\n *\n * P&L, returns, CAGR, XIRR, tick-size rounding, circuit limits, position sizing\n * — plus a real Indian brokerage & charges calculator (STT, GST, SEBI, stamp,\n * exchange txn) with discount-broker presets.\n *\n * Zero dependencies · isomorphic · fully typed.\n */\n\n/* ------------------------------------------------------------------ *\n * Formatting\n * ------------------------------------------------------------------ */\n\nexport interface FormatMoneyOptions {\n  symbol?: string;\n  decimals?: number;\n}\n\n/**\n * Format a number in the Indian numbering system (lakh / crore grouping).\n * @example formatINR(1234567.5) // \"₹12,34,567.50\"\n */\nexport function formatINR(amount: number, opts: FormatMoneyOptions = {}): string {\n  const { symbol = \"₹\", decimals = 2 } = opts;\n  const neg = amount < 0;\n  const fixed = Math.abs(amount).toFixed(decimals);\n  const [intPart = \"0\", frac = \"\"] = fixed.split(\".\");\n  const last3 = intPart.slice(-3);\n  const rest = intPart.slice(0, -3);\n  const grouped = rest\n    ? rest.replace(/\\B(?=(\\d{2})+(?!\\d))/g, \",\") + \",\" + last3\n    : last3;\n  return `${neg ? \"-\" : \"\"}${symbol}${grouped}${decimals > 0 ? \".\" + frac : \"\"}`;\n}\n\n/* ------------------------------------------------------------------ *\n * Returns & P&L\n * ------------------------------------------------------------------ */\n\n/** Absolute profit/loss for a round-trip. */\nexport function pnl(o: { buy: number; sell: number; qty: number }): number {\n  return (o.sell - o.buy) * o.qty;\n}\n\n/** Percentage change from `reference` to `current` (e.g. LTP vs prev close). */\nexport function changePercent(current: number, reference: number): number {\n  if (reference === 0) return 0;\n  return ((current - reference) / reference) * 100;\n}\n\n/** Profit/loss as a percentage of the buy price. */\nexport function pnlPercent(o: { buy: number; sell: number }): number {\n  return changePercent(o.sell, o.buy);\n}\n\n/** Compound Annual Growth Rate as a fraction (0.15 = 15%). */\nexport function cagr(begin: number, end: number, years: number): number {\n  if (begin <= 0 || years <= 0) return NaN;\n  return Math.pow(end / begin, 1 / years) - 1;\n}\n\nexport interface CashFlow {\n  /** Negative = money out (investment), positive = money in (redemption). */\n  amount: number;\n  date: Date | string | number;\n}\n\nfunction toMillis(d: Date | string | number): number {\n  if (d instanceof Date) return d.getTime();\n  if (typeof d === \"number\") return d;\n  return new Date(d).getTime();\n}\n\n/**\n * Extended Internal Rate of Return for irregularly-spaced cash flows.\n * Returns an annualised rate as a fraction. Uses Newton–Raphson.\n * @example xirr([{amount:-10000, date:\"2024-01-01\"}, {amount:12000, date:\"2025-01-01\"}]) // ~0.20\n */\nexport function xirr(flows: CashFlow[], guess = 0.1): number {\n  if (flows.length < 2) return NaN;\n  const cf = flows\n    .map((f) => ({ amount: f.amount, t: toMillis(f.date) }))\n    .sort((a, b) => a.t - b.t);\n  const t0 = cf[0]!.t;\n  const yearFrac = (t: number) => (t - t0) / (365 * 24 * 3600 * 1000);\n  const npv = (r: number) =>\n    cf.reduce((s, c) => s + c.amount / Math.pow(1 + r, yearFrac(c.t)), 0);\n  const dnpv = (r: number) =>\n    cf.reduce((s, c) => {\n      const y = yearFrac(c.t);\n      return s - (y * c.amount) / Math.pow(1 + r, y + 1);\n    }, 0);\n\n  let r = guess;\n  for (let i = 0; i < 100; i++) {\n    const f = npv(r);\n    if (Math.abs(f) < 1e-7) return r;\n    const d = dnpv(r);\n    if (d === 0) break;\n    const next = r - f / d;\n    if (!isFinite(next)) break;\n    if (Math.abs(next - r) < 1e-10) return next;\n    r = next;\n  }\n  return r;\n}\n\n/* ------------------------------------------------------------------ *\n * Position mechanics\n * ------------------------------------------------------------------ */\n\n/** Volume-weighted average price across a set of trades. */\nexport function averagePrice(trades: { price: number; qty: number }[]): number {\n  let qty = 0;\n  let value = 0;\n  for (const t of trades) {\n    qty += t.qty;\n    value += t.price * t.qty;\n  }\n  return qty === 0 ? 0 : value / qty;\n}\n\n/**\n * Risk-based position sizing. Returns the whole-share quantity so that a stop-out\n * costs at most `riskPercent` of capital.\n * @example positionSize({ capital: 100000, riskPercent: 1, entry: 500, stop: 480 }) // 50\n */\nexport function positionSize(o: {\n  capital: number;\n  riskPercent: number;\n  entry: number;\n  stop: number;\n}): number {\n  const riskAmount = o.capital * (o.riskPercent / 100);\n  const perShareRisk = Math.abs(o.entry - o.stop);\n  if (perShareRisk === 0) return 0;\n  return Math.floor(riskAmount / perShareRisk);\n}\n\n/** Round a price to the nearest exchange tick (default ₹0.05 for NSE equity). */\nexport function roundToTick(price: number, tick = 0.05): number {\n  if (tick <= 0) return price;\n  return Number((Math.round(price / tick) * tick).toFixed(4));\n}\n\n/** Upper & lower circuit price for a given previous close and band percent. */\nexport function circuitLimits(\n  prevClose: number,\n  percent: number,\n): { upper: number; lower: number } {\n  const delta = prevClose * (percent / 100);\n  return {\n    upper: roundToTick(prevClose + delta),\n    lower: roundToTick(prevClose - delta),\n  };\n}\n\n/* ------------------------------------------------------------------ *\n * Brokerage & statutory charges (India)\n * ------------------------------------------------------------------ */\n\nexport type Segment = \"delivery\" | \"intraday\" | \"futures\" | \"options\";\n\nexport interface SegmentRates {\n  /** Brokerage as a fraction of turnover per side (0.0003 = 0.03%). */\n  brokeragePct: number;\n  /** Per-order brokerage cap (₹). */\n  brokerageCap: number;\n  /** Flat per-order brokerage (₹) — overrides the pct/cap model when set. */\n  brokerageFlat?: number;\n  sttBuy: number;\n  sttSell: number;\n  exchangeTxn: number;\n  stampBuy: number;\n  /** Depository (DP) charge per scrip on the sell leg (₹). */\n  dpPerScrip: number;\n}\n\nexport interface ChargeConfig {\n  segments: Record<Segment, SegmentRates>;\n  sebi: number;\n  gst: number;\n}\n\n/**\n * Default rates approximating an Indian discount broker (Zerodha-style) as of\n * FY2024–25. Statutory rates change — override any field via the `config`\n * argument of {@link charges} and always verify against the live rate card.\n */\nexport const IN_DISCOUNT_BROKER: ChargeConfig = {\n  segments: {\n    delivery: {\n      brokeragePct: 0,\n      brokerageCap: 0,\n      sttBuy: 0.001,\n      sttSell: 0.001,\n      exchangeTxn: 0.0000297,\n      stampBuy: 0.00015,\n      dpPerScrip: 13.5,\n    },\n    intraday: {\n      brokeragePct: 0.0003,\n      brokerageCap: 20,\n      sttBuy: 0,\n      sttSell: 0.00025,\n      exchangeTxn: 0.0000297,\n      stampBuy: 0.00003,\n      dpPerScrip: 0,\n    },\n    futures: {\n      brokeragePct: 0.0003,\n      brokerageCap: 20,\n      sttBuy: 0,\n      sttSell: 0.0002,\n      exchangeTxn: 0.0000173,\n      stampBuy: 0.00002,\n      dpPerScrip: 0,\n    },\n    options: {\n      brokeragePct: 0,\n      brokerageCap: 20,\n      brokerageFlat: 20,\n      sttBuy: 0,\n      sttSell: 0.001,\n      exchangeTxn: 0.0003503,\n      stampBuy: 0.00003,\n      dpPerScrip: 0,\n    },\n  },\n  sebi: 0.000001, // ₹10 per crore\n  gst: 0.18,\n};\n\nexport interface ChargeInput {\n  segment: Segment;\n  /** Buy price per unit. Omit / 0 for a sell-only leg. */\n  buy: number;\n  /** Sell price per unit. Omit / 0 for a buy-only leg. */\n  sell: number;\n  qty: number;\n}\n\nexport interface ChargeBreakdown {\n  turnover: number;\n  brokerage: number;\n  stt: number;\n  exchangeTxn: number;\n  sebi: number;\n  stamp: number;\n  gst: number;\n  dp: number;\n  totalCharges: number;\n  grossPnl: number;\n  netPnl: number;\n  /** Per-share price move needed just to break even on charges. */\n  breakeven: number;\n}\n\nfunction round2(n: number): number {\n  return Math.round(n * 100) / 100;\n}\n\nfunction legBrokerage(turnover: number, r: SegmentRates): number {\n  if (turnover <= 0) return 0;\n  if (r.brokerageFlat !== undefined) return r.brokerageFlat;\n  if (r.brokeragePct === 0) return 0;\n  return Math.min(turnover * r.brokeragePct, r.brokerageCap);\n}\n\n/**\n * Full brokerage + statutory charges breakdown for a trade, Indian market.\n * @example\n * charges({ segment: \"intraday\", buy: 100, sell: 102, qty: 500 });\n * // { brokerage, stt, gst, sebi, stamp, exchangeTxn, totalCharges, netPnl, breakeven, ... }\n */\nexport function charges(\n  input: ChargeInput,\n  config: ChargeConfig = IN_DISCOUNT_BROKER,\n): ChargeBreakdown {\n  const r = config.segments[input.segment];\n  const buyVal = (input.buy || 0) * input.qty;\n  const sellVal = (input.sell || 0) * input.qty;\n  const turnover = buyVal + sellVal;\n\n  const brokerage = legBrokerage(buyVal, r) + legBrokerage(sellVal, r);\n  const stt = buyVal * r.sttBuy + sellVal * r.sttSell;\n  const exchangeTxn = turnover * r.exchangeTxn;\n  const sebi = turnover * config.sebi;\n  const stamp = buyVal * r.stampBuy;\n  const gst = (brokerage + exchangeTxn + sebi) * config.gst;\n  const dp = sellVal > 0 ? r.dpPerScrip : 0;\n\n  const totalCharges = brokerage + stt + exchangeTxn + sebi + stamp + gst + dp;\n  const grossPnl = sellVal - buyVal;\n\n  return {\n    turnover: round2(turnover),\n    brokerage: round2(brokerage),\n    stt: round2(stt),\n    exchangeTxn: round2(exchangeTxn),\n    sebi: round2(sebi),\n    stamp: round2(stamp),\n    gst: round2(gst),\n    dp: round2(dp),\n    totalCharges: round2(totalCharges),\n    grossPnl: round2(grossPnl),\n    netPnl: round2(grossPnl - totalCharges),\n    breakeven: input.qty === 0 ? 0 : round2(totalCharges / input.qty),\n  };\n}\n\n/* ------------------------------------------------------------------ *\n * Compact formatting\n * ------------------------------------------------------------------ */\n\nfunction trimTo2(n: number): string {\n  return Number(n.toFixed(2)).toString();\n}\n\n/** Compact INR: `formatCompactINR(12345678)` → `\"₹1.23 Cr\"`. */\nexport function formatCompactINR(amount: number, opts: FormatMoneyOptions = {}): string {\n  const { symbol = \"₹\" } = opts;\n  const neg = amount < 0;\n  const a = Math.abs(amount);\n  const units: [number, string][] = [\n    [1e7, \"Cr\"],\n    [1e5, \"L\"],\n    [1e3, \"K\"],\n  ];\n  const u = units.find(([size]) => a >= size);\n  const out = u ? `${trimTo2(a / u[0])} ${u[1]}` : trimTo2(a);\n  return `${neg ? \"-\" : \"\"}${symbol}${out}`;\n}\n\n/* ------------------------------------------------------------------ *\n * Options — Black-Scholes greeks\n * ------------------------------------------------------------------ */\n\nfunction normPdf(x: number): number {\n  return Math.exp((-x * x) / 2) / Math.sqrt(2 * Math.PI);\n}\n\n/** Standard normal CDF (Abramowitz & Stegun 7.1.26 approximation). */\nfunction normCdf(x: number): number {\n  const t = 1 / (1 + 0.2316419 * Math.abs(x));\n  const d = 0.3989422804014327 * Math.exp((-x * x) / 2);\n  const p = d * t * (0.3193815 + t * (-0.3565638 + t * (1.781477937 + t * (-1.821255978 + t * 1.330274429))));\n  return x > 0 ? 1 - p : p;\n}\n\nexport interface OptionInput {\n  type: \"call\" | \"put\";\n  /** Spot price of the underlying. */\n  spot: number;\n  strike: number;\n  /** Time to expiry in years (e.g. 30 days ≈ 30/365). */\n  timeYears: number;\n  /** Risk-free rate (annual, decimal — e.g. 0.07). */\n  rate: number;\n  /** Volatility (annual, decimal — e.g. 0.25). */\n  volatility: number;\n  /** Continuous dividend yield (annual, decimal). Default 0. */\n  dividendYield?: number;\n}\n\nexport interface Greeks {\n  price: number;\n  delta: number;\n  gamma: number;\n  /** Per-year theta (divide by 365 for per-day). */\n  theta: number;\n  /** Per 1.00 change in volatility (divide by 100 for per 1%). */\n  vega: number;\n  /** Per 1.00 change in rate (divide by 100 for per 1%). */\n  rho: number;\n}\n\n/** Black-Scholes price + greeks for a European option. */\nexport function blackScholes(o: OptionInput): Greeks {\n  const { type, spot: S, strike: K, timeYears: t, rate: r } = o;\n  const q = o.dividendYield ?? 0;\n  const sigma = o.volatility;\n  const sqrtT = Math.sqrt(t);\n  const d1 = (Math.log(S / K) + (r - q + (sigma * sigma) / 2) * t) / (sigma * sqrtT);\n  const d2 = d1 - sigma * sqrtT;\n  const disc = Math.exp(-r * t);\n  const dq = Math.exp(-q * t);\n  const nd1 = normPdf(d1);\n  const gamma = (dq * nd1) / (S * sigma * sqrtT);\n  const vega = S * dq * nd1 * sqrtT;\n  if (type === \"call\") {\n    const Nd1 = normCdf(d1);\n    const Nd2 = normCdf(d2);\n    return {\n      price: S * dq * Nd1 - K * disc * Nd2,\n      delta: dq * Nd1,\n      gamma,\n      theta: -(S * dq * nd1 * sigma) / (2 * sqrtT) - r * K * disc * Nd2 + q * S * dq * Nd1,\n      vega,\n      rho: K * t * disc * Nd2,\n    };\n  }\n  const Nnd1 = normCdf(-d1);\n  const Nnd2 = normCdf(-d2);\n  return {\n    price: K * disc * Nnd2 - S * dq * Nnd1,\n    delta: -dq * Nnd1,\n    gamma,\n    theta: -(S * dq * nd1 * sigma) / (2 * sqrtT) + r * K * disc * Nnd2 - q * S * dq * Nnd1,\n    vega,\n    rho: -K * t * disc * Nnd2,\n  };\n}\n\n/** Solve implied volatility from an observed option price (bisection). */\nexport function impliedVolatility(\n  marketPrice: number,\n  o: Omit<OptionInput, \"volatility\">,\n  opts: { tolerance?: number; maxIterations?: number } = {},\n): number | null {\n  const tol = opts.tolerance ?? 1e-6;\n  const maxIter = opts.maxIterations ?? 100;\n  let lo = 1e-4;\n  let hi = 5;\n  for (let i = 0; i < maxIter; i++) {\n    const mid = (lo + hi) / 2;\n    const price = blackScholes({ ...o, volatility: mid }).price;\n    const diff = price - marketPrice;\n    if (Math.abs(diff) < tol) return mid;\n    if (diff > 0) hi = mid;\n    else lo = mid;\n  }\n  return null;\n}\n\n/* ------------------------------------------------------------------ *\n * Portfolio analytics\n * ------------------------------------------------------------------ */\n\n/** Period-over-period simple returns from a price/equity series. */\nexport function simpleReturns(series: number[]): number[] {\n  const out: number[] = [];\n  for (let i = 1; i < series.length; i++) {\n    const prev = series[i - 1]!;\n    if (prev !== 0) out.push((series[i]! - prev) / prev);\n  }\n  return out;\n}\n\nfunction mean(xs: number[]): number {\n  return xs.length ? xs.reduce((s, x) => s + x, 0) / xs.length : 0;\n}\n\nfunction stdev(xs: number[]): number {\n  if (xs.length < 2) return 0;\n  const m = mean(xs);\n  return Math.sqrt(xs.reduce((s, x) => s + (x - m) ** 2, 0) / (xs.length - 1));\n}\n\n/** Volatility (stdev of returns); annualized by default. */\nexport function volatility(returns: number[], opts: { annualize?: boolean; periodsPerYear?: number } = {}): number {\n  const sd = stdev(returns);\n  return opts.annualize === false ? sd : sd * Math.sqrt(opts.periodsPerYear ?? 252);\n}\n\n/** Annualized Sharpe ratio from a return series. */\nexport function sharpe(returns: number[], opts: { riskFree?: number; periodsPerYear?: number } = {}): number {\n  const ppy = opts.periodsPerYear ?? 252;\n  const rfPerPeriod = (opts.riskFree ?? 0) / ppy;\n  const excess = returns.map((r) => r - rfPerPeriod);\n  const sd = stdev(excess);\n  if (sd === 0) return 0;\n  return (mean(excess) / sd) * Math.sqrt(ppy);\n}\n\n/** Annualized Sortino ratio (downside-deviation only). */\nexport function sortino(returns: number[], opts: { riskFree?: number; periodsPerYear?: number } = {}): number {\n  const ppy = opts.periodsPerYear ?? 252;\n  const rfPerPeriod = (opts.riskFree ?? 0) / ppy;\n  const excess = returns.map((r) => r - rfPerPeriod);\n  const downside = excess.filter((r) => r < 0);\n  if (!downside.length) return 0;\n  const dd = Math.sqrt(downside.reduce((s, r) => s + r * r, 0) / downside.length);\n  if (dd === 0) return 0;\n  return (mean(excess) / dd) * Math.sqrt(ppy);\n}\n\n/** Maximum drawdown of an equity curve, as a positive fraction (0.2 = −20%). */\nexport function maxDrawdown(equity: number[]): { maxDrawdown: number; peakIndex: number; troughIndex: number } {\n  let peak = equity[0] ?? 0;\n  let peakIdx = 0;\n  let maxDd = 0;\n  let ddPeak = 0;\n  let ddTrough = 0;\n  for (let i = 0; i < equity.length; i++) {\n    const v = equity[i]!;\n    if (v > peak) {\n      peak = v;\n      peakIdx = i;\n    }\n    const dd = peak > 0 ? (peak - v) / peak : 0;\n    if (dd > maxDd) {\n      maxDd = dd;\n      ddPeak = peakIdx;\n      ddTrough = i;\n    }\n  }\n  return { maxDrawdown: maxDd, peakIndex: ddPeak, troughIndex: ddTrough };\n}\n"]}

package/dist/index.d.cts

@@ -122,5 +122,62 @@ interface ChargeBreakdown {
  * // { brokerage, stt, gst, sebi, stamp, exchangeTxn, totalCharges, netPnl, breakeven, ... }
  */
 declare function charges(input: ChargeInput, config?: ChargeConfig): ChargeBreakdown;
+/** Compact INR: `formatCompactINR(12345678)` → `"₹1.23 Cr"`. */
+declare function formatCompactINR(amount: number, opts?: FormatMoneyOptions): string;
+interface OptionInput {
+    type: "call" | "put";
+    /** Spot price of the underlying. */
+    spot: number;
+    strike: number;
+    /** Time to expiry in years (e.g. 30 days ≈ 30/365). */
+    timeYears: number;
+    /** Risk-free rate (annual, decimal — e.g. 0.07). */
+    rate: number;
+    /** Volatility (annual, decimal — e.g. 0.25). */
+    volatility: number;
+    /** Continuous dividend yield (annual, decimal). Default 0. */
+    dividendYield?: number;
+}
+interface Greeks {
+    price: number;
+    delta: number;
+    gamma: number;
+    /** Per-year theta (divide by 365 for per-day). */
+    theta: number;
+    /** Per 1.00 change in volatility (divide by 100 for per 1%). */
+    vega: number;
+    /** Per 1.00 change in rate (divide by 100 for per 1%). */
+    rho: number;
+}
+/** Black-Scholes price + greeks for a European option. */
+declare function blackScholes(o: OptionInput): Greeks;
+/** Solve implied volatility from an observed option price (bisection). */
+declare function impliedVolatility(marketPrice: number, o: Omit<OptionInput, "volatility">, opts?: {
+    tolerance?: number;
+    maxIterations?: number;
+}): number | null;
+/** Period-over-period simple returns from a price/equity series. */
+declare function simpleReturns(series: number[]): number[];
+/** Volatility (stdev of returns); annualized by default. */
+declare function volatility(returns: number[], opts?: {
+    annualize?: boolean;
+    periodsPerYear?: number;
+}): number;
+/** Annualized Sharpe ratio from a return series. */
+declare function sharpe(returns: number[], opts?: {
+    riskFree?: number;
+    periodsPerYear?: number;
+}): number;
+/** Annualized Sortino ratio (downside-deviation only). */
+declare function sortino(returns: number[], opts?: {
+    riskFree?: number;
+    periodsPerYear?: number;
+}): number;
+/** Maximum drawdown of an equity curve, as a positive fraction (0.2 = −20%). */
+declare function maxDrawdown(equity: number[]): {
+    maxDrawdown: number;
+    peakIndex: number;
+    troughIndex: number;
+};
 
-export { type CashFlow, type ChargeBreakdown, type ChargeConfig, type ChargeInput, type FormatMoneyOptions, IN_DISCOUNT_BROKER, type Segment, type SegmentRates, averagePrice, cagr, changePercent, charges, circuitLimits, formatINR, pnl, pnlPercent, positionSize, roundToTick, xirr };
+export { type CashFlow, type ChargeBreakdown, type ChargeConfig, type ChargeInput, type FormatMoneyOptions, type Greeks, IN_DISCOUNT_BROKER, type OptionInput, type Segment, type SegmentRates, averagePrice, blackScholes, cagr, changePercent, charges, circuitLimits, formatCompactINR, formatINR, impliedVolatility, maxDrawdown, pnl, pnlPercent, positionSize, roundToTick, sharpe, simpleReturns, sortino, volatility, xirr };

package/dist/index.d.ts

@@ -122,5 +122,62 @@ interface ChargeBreakdown {
  * // { brokerage, stt, gst, sebi, stamp, exchangeTxn, totalCharges, netPnl, breakeven, ... }
  */
 declare function charges(input: ChargeInput, config?: ChargeConfig): ChargeBreakdown;
+/** Compact INR: `formatCompactINR(12345678)` → `"₹1.23 Cr"`. */
+declare function formatCompactINR(amount: number, opts?: FormatMoneyOptions): string;
+interface OptionInput {
+    type: "call" | "put";
+    /** Spot price of the underlying. */
+    spot: number;
+    strike: number;
+    /** Time to expiry in years (e.g. 30 days ≈ 30/365). */
+    timeYears: number;
+    /** Risk-free rate (annual, decimal — e.g. 0.07). */
+    rate: number;
+    /** Volatility (annual, decimal — e.g. 0.25). */
+    volatility: number;
+    /** Continuous dividend yield (annual, decimal). Default 0. */
+    dividendYield?: number;
+}
+interface Greeks {
+    price: number;
+    delta: number;
+    gamma: number;
+    /** Per-year theta (divide by 365 for per-day). */
+    theta: number;
+    /** Per 1.00 change in volatility (divide by 100 for per 1%). */
+    vega: number;
+    /** Per 1.00 change in rate (divide by 100 for per 1%). */
+    rho: number;
+}
+/** Black-Scholes price + greeks for a European option. */
+declare function blackScholes(o: OptionInput): Greeks;
+/** Solve implied volatility from an observed option price (bisection). */
+declare function impliedVolatility(marketPrice: number, o: Omit<OptionInput, "volatility">, opts?: {
+    tolerance?: number;
+    maxIterations?: number;
+}): number | null;
+/** Period-over-period simple returns from a price/equity series. */
+declare function simpleReturns(series: number[]): number[];
+/** Volatility (stdev of returns); annualized by default. */
+declare function volatility(returns: number[], opts?: {
+    annualize?: boolean;
+    periodsPerYear?: number;
+}): number;
+/** Annualized Sharpe ratio from a return series. */
+declare function sharpe(returns: number[], opts?: {
+    riskFree?: number;
+    periodsPerYear?: number;
+}): number;
+/** Annualized Sortino ratio (downside-deviation only). */
+declare function sortino(returns: number[], opts?: {
+    riskFree?: number;
+    periodsPerYear?: number;
+}): number;
+/** Maximum drawdown of an equity curve, as a positive fraction (0.2 = −20%). */
+declare function maxDrawdown(equity: number[]): {
+    maxDrawdown: number;
+    peakIndex: number;
+    troughIndex: number;
+};
 
-export { type CashFlow, type ChargeBreakdown, type ChargeConfig, type ChargeInput, type FormatMoneyOptions, IN_DISCOUNT_BROKER, type Segment, type SegmentRates, averagePrice, cagr, changePercent, charges, circuitLimits, formatINR, pnl, pnlPercent, positionSize, roundToTick, xirr };
+export { type CashFlow, type ChargeBreakdown, type ChargeConfig, type ChargeInput, type FormatMoneyOptions, type Greeks, IN_DISCOUNT_BROKER, type OptionInput, type Segment, type SegmentRates, averagePrice, blackScholes, cagr, changePercent, charges, circuitLimits, formatCompactINR, formatINR, impliedVolatility, maxDrawdown, pnl, pnlPercent, positionSize, roundToTick, sharpe, simpleReturns, sortino, volatility, xirr };

package/dist/index.js

@@ -159,7 +159,141 @@ function charges(input, config = IN_DISCOUNT_BROKER) {
     breakeven: input.qty === 0 ? 0 : round2(totalCharges / input.qty)
   };
 }
+function trimTo2(n) {
+  return Number(n.toFixed(2)).toString();
+}
+function formatCompactINR(amount, opts = {}) {
+  const { symbol = "\u20B9" } = opts;
+  const neg = amount < 0;
+  const a = Math.abs(amount);
+  const units = [
+    [1e7, "Cr"],
+    [1e5, "L"],
+    [1e3, "K"]
+  ];
+  const u = units.find(([size]) => a >= size);
+  const out = u ? `${trimTo2(a / u[0])} ${u[1]}` : trimTo2(a);
+  return `${neg ? "-" : ""}${symbol}${out}`;
+}
+function normPdf(x) {
+  return Math.exp(-x * x / 2) / Math.sqrt(2 * Math.PI);
+}
+function normCdf(x) {
+  const t = 1 / (1 + 0.2316419 * Math.abs(x));
+  const d = 0.3989422804014327 * Math.exp(-x * x / 2);
+  const p = d * t * (0.3193815 + t * (-0.3565638 + t * (1.781477937 + t * (-1.821255978 + t * 1.330274429))));
+  return x > 0 ? 1 - p : p;
+}
+function blackScholes(o) {
+  const { type, spot: S, strike: K, timeYears: t, rate: r } = o;
+  const q = o.dividendYield ?? 0;
+  const sigma = o.volatility;
+  const sqrtT = Math.sqrt(t);
+  const d1 = (Math.log(S / K) + (r - q + sigma * sigma / 2) * t) / (sigma * sqrtT);
+  const d2 = d1 - sigma * sqrtT;
+  const disc = Math.exp(-r * t);
+  const dq = Math.exp(-q * t);
+  const nd1 = normPdf(d1);
+  const gamma = dq * nd1 / (S * sigma * sqrtT);
+  const vega = S * dq * nd1 * sqrtT;
+  if (type === "call") {
+    const Nd1 = normCdf(d1);
+    const Nd2 = normCdf(d2);
+    return {
+      price: S * dq * Nd1 - K * disc * Nd2,
+      delta: dq * Nd1,
+      gamma,
+      theta: -(S * dq * nd1 * sigma) / (2 * sqrtT) - r * K * disc * Nd2 + q * S * dq * Nd1,
+      vega,
+      rho: K * t * disc * Nd2
+    };
+  }
+  const Nnd1 = normCdf(-d1);
+  const Nnd2 = normCdf(-d2);
+  return {
+    price: K * disc * Nnd2 - S * dq * Nnd1,
+    delta: -dq * Nnd1,
+    gamma,
+    theta: -(S * dq * nd1 * sigma) / (2 * sqrtT) + r * K * disc * Nnd2 - q * S * dq * Nnd1,
+    vega,
+    rho: -K * t * disc * Nnd2
+  };
+}
+function impliedVolatility(marketPrice, o, opts = {}) {
+  const tol = opts.tolerance ?? 1e-6;
+  const maxIter = opts.maxIterations ?? 100;
+  let lo = 1e-4;
+  let hi = 5;
+  for (let i = 0; i < maxIter; i++) {
+    const mid = (lo + hi) / 2;
+    const price = blackScholes({ ...o, volatility: mid }).price;
+    const diff = price - marketPrice;
+    if (Math.abs(diff) < tol) return mid;
+    if (diff > 0) hi = mid;
+    else lo = mid;
+  }
+  return null;
+}
+function simpleReturns(series) {
+  const out = [];
+  for (let i = 1; i < series.length; i++) {
+    const prev = series[i - 1];
+    if (prev !== 0) out.push((series[i] - prev) / prev);
+  }
+  return out;
+}
+function mean(xs) {
+  return xs.length ? xs.reduce((s, x) => s + x, 0) / xs.length : 0;
+}
+function stdev(xs) {
+  if (xs.length < 2) return 0;
+  const m = mean(xs);
+  return Math.sqrt(xs.reduce((s, x) => s + (x - m) ** 2, 0) / (xs.length - 1));
+}
+function volatility(returns, opts = {}) {
+  const sd = stdev(returns);
+  return opts.annualize === false ? sd : sd * Math.sqrt(opts.periodsPerYear ?? 252);
+}
+function sharpe(returns, opts = {}) {
+  const ppy = opts.periodsPerYear ?? 252;
+  const rfPerPeriod = (opts.riskFree ?? 0) / ppy;
+  const excess = returns.map((r) => r - rfPerPeriod);
+  const sd = stdev(excess);
+  if (sd === 0) return 0;
+  return mean(excess) / sd * Math.sqrt(ppy);
+}
+function sortino(returns, opts = {}) {
+  const ppy = opts.periodsPerYear ?? 252;
+  const rfPerPeriod = (opts.riskFree ?? 0) / ppy;
+  const excess = returns.map((r) => r - rfPerPeriod);
+  const downside = excess.filter((r) => r < 0);
+  if (!downside.length) return 0;
+  const dd = Math.sqrt(downside.reduce((s, r) => s + r * r, 0) / downside.length);
+  if (dd === 0) return 0;
+  return mean(excess) / dd * Math.sqrt(ppy);
+}
+function maxDrawdown(equity) {
+  let peak = equity[0] ?? 0;
+  let peakIdx = 0;
+  let maxDd = 0;
+  let ddPeak = 0;
+  let ddTrough = 0;
+  for (let i = 0; i < equity.length; i++) {
+    const v = equity[i];
+    if (v > peak) {
+      peak = v;
+      peakIdx = i;
+    }
+    const dd = peak > 0 ? (peak - v) / peak : 0;
+    if (dd > maxDd) {
+      maxDd = dd;
+      ddPeak = peakIdx;
+      ddTrough = i;
+    }
+  }
+  return { maxDrawdown: maxDd, peakIndex: ddPeak, troughIndex: ddTrough };
+}
 
-export { IN_DISCOUNT_BROKER, averagePrice, cagr, changePercent, charges, circuitLimits, formatINR, pnl, pnlPercent, positionSize, roundToTick, xirr };
+export { IN_DISCOUNT_BROKER, averagePrice, blackScholes, cagr, changePercent, charges, circuitLimits, formatCompactINR, formatINR, impliedVolatility, maxDrawdown, pnl, pnlPercent, positionSize, roundToTick, sharpe, simpleReturns, sortino, volatility, xirr };
 //# sourceMappingURL=index.js.map
 //# sourceMappingURL=index.js.map

package/dist/index.js.map

@@ -1 +1 @@
-{"version":3,"sources":["../src/index.ts"],"names":["r"],"mappings":";AAwBO,SAAS,SAAA,CAAU,MAAA,EAAgB,IAAA,GAA2B,EAAC,EAAW;AAC/E,EAAA,MAAM,EAAE,MAAA,GAAS,QAAA,EAAK,QAAA,GAAW,GAAE,GAAI,IAAA;AACvC,EAAA,MAAM,MAAM,MAAA,GAAS,CAAA;AACrB,EAAA,MAAM,QAAQ,IAAA,CAAK,GAAA,CAAI,MAAM,CAAA,CAAE,QAAQ,QAAQ,CAAA;AAC/C,EAAA,MAAM,CAAC,UAAU,GAAA,EAAK,IAAA,GAAO,EAAE,CAAA,GAAI,KAAA,CAAM,MAAM,GAAG,CAAA;AAClD,EAAA,MAAM,KAAA,GAAQ,OAAA,CAAQ,KAAA,CAAM,EAAE,CAAA;AAC9B,EAAA,MAAM,IAAA,GAAO,OAAA,CAAQ,KAAA,CAAM,CAAA,EAAG,EAAE,CAAA;AAChC,EAAA,MAAM,OAAA,GAAU,OACZ,IAAA,CAAK,OAAA,CAAQ,yBAAyB,GAAG,CAAA,GAAI,MAAM,KAAA,GACnD,KAAA;AACJ,EAAA,OAAO,CAAA,EAAG,GAAA,GAAM,GAAA,GAAM,EAAE,CAAA,EAAG,MAAM,CAAA,EAAG,OAAO,CAAA,EAAG,QAAA,GAAW,CAAA,GAAI,GAAA,GAAM,OAAO,EAAE,CAAA,CAAA;AAC9E;AAOO,SAAS,IAAI,CAAA,EAAuD;AACzE,EAAA,OAAA,CAAQ,CAAA,CAAE,IAAA,GAAO,CAAA,CAAE,GAAA,IAAO,CAAA,CAAE,GAAA;AAC9B;AAGO,SAAS,aAAA,CAAc,SAAiB,SAAA,EAA2B;AACxE,EAAA,IAAI,SAAA,KAAc,GAAG,OAAO,CAAA;AAC5B,EAAA,OAAA,CAAS,OAAA,GAAU,aAAa,SAAA,GAAa,GAAA;AAC/C;AAGO,SAAS,WAAW,CAAA,EAA0C;AACnE,EAAA,OAAO,aAAA,CAAc,CAAA,CAAE,IAAA,EAAM,CAAA,CAAE,GAAG,CAAA;AACpC;AAGO,SAAS,IAAA,CAAK,KAAA,EAAe,GAAA,EAAa,KAAA,EAAuB;AACtE,EAAA,IAAI,KAAA,IAAS,CAAA,IAAK,KAAA,IAAS,CAAA,EAAG,OAAO,GAAA;AACrC,EAAA,OAAO,KAAK,GAAA,CAAI,GAAA,GAAM,KAAA,EAAO,CAAA,GAAI,KAAK,CAAA,GAAI,CAAA;AAC5C;AAQA,SAAS,SAAS,CAAA,EAAmC;AACnD,EAAA,IAAI,CAAA,YAAa,IAAA,EAAM,OAAO,CAAA,CAAE,OAAA,EAAQ;AACxC,EAAA,IAAI,OAAO,CAAA,KAAM,QAAA,EAAU,OAAO,CAAA;AAClC,EAAA,OAAO,IAAI,IAAA,CAAK,CAAC,CAAA,CAAE,OAAA,EAAQ;AAC7B;AAOO,SAAS,IAAA,CAAK,KAAA,EAAmB,KAAA,GAAQ,GAAA,EAAa;AAC3D,EAAA,IAAI,KAAA,CAAM,MAAA,GAAS,CAAA,EAAG,OAAO,GAAA;AAC7B,EAAA,MAAM,EAAA,GAAK,MACR,GAAA,CAAI,CAAC,OAAO,EAAE,MAAA,EAAQ,CAAA,CAAE,MAAA,EAAQ,CAAA,EAAG,QAAA,CAAS,EAAE,IAAI,CAAA,EAAE,CAAE,CAAA,CACtD,IAAA,CAAK,CAAC,GAAG,CAAA,KAAM,CAAA,CAAE,CAAA,GAAI,CAAA,CAAE,CAAC,CAAA;AAC3B,EAAA,MAAM,EAAA,GAAK,EAAA,CAAG,CAAC,CAAA,CAAG,CAAA;AAClB,EAAA,MAAM,WAAW,CAAC,CAAA,KAAA,CAAe,IAAI,EAAA,KAAO,GAAA,GAAM,KAAK,IAAA,GAAO,GAAA,CAAA;AAC9D,EAAA,MAAM,GAAA,GAAM,CAACA,EAAAA,KACX,EAAA,CAAG,OAAO,CAAC,CAAA,EAAG,MAAM,CAAA,GAAI,CAAA,CAAE,SAAS,IAAA,CAAK,GAAA,CAAI,IAAIA,EAAAA,EAAG,QAAA,CAAS,EAAE,CAAC,CAAC,GAAG,CAAC,CAAA;AACtE,EAAA,MAAM,OAAO,CAACA,EAAAA,KACZ,GAAG,MAAA,CAAO,CAAC,GAAG,CAAA,KAAM;AAClB,IAAA,MAAM,CAAA,GAAI,QAAA,CAAS,CAAA,CAAE,CAAC,CAAA;AACtB,IAAA,OAAO,CAAA,GAAK,IAAI,CAAA,CAAE,MAAA,GAAU,KAAK,GAAA,CAAI,CAAA,GAAIA,EAAAA,EAAG,CAAA,GAAI,CAAC,CAAA;AAAA,EACnD,GAAG,CAAC,CAAA;AAEN,EAAA,IAAI,CAAA,GAAI,KAAA;AACR,EAAA,KAAA,IAAS,CAAA,GAAI,CAAA,EAAG,CAAA,GAAI,GAAA,EAAK,CAAA,EAAA,EAAK;AAC5B,IAAA,MAAM,CAAA,GAAI,IAAI,CAAC,CAAA;AACf,IAAA,IAAI,IAAA,CAAK,GAAA,CAAI,CAAC,CAAA,GAAI,MAAM,OAAO,CAAA;AAC/B,IAAA,MAAM,CAAA,GAAI,KAAK,CAAC,CAAA;AAChB,IAAA,IAAI,MAAM,CAAA,EAAG;AACb,IAAA,MAAM,IAAA,GAAO,IAAI,CAAA,GAAI,CAAA;AACrB,IAAA,IAAI,CAAC,QAAA,CAAS,IAAI,CAAA,EAAG;AACrB,IAAA,IAAI,KAAK,GAAA,CAAI,IAAA,GAAO,CAAC,CAAA,GAAI,OAAO,OAAO,IAAA;AACvC,IAAA,CAAA,GAAI,IAAA;AAAA,EACN;AACA,EAAA,OAAO,CAAA;AACT;AAOO,SAAS,aAAa,MAAA,EAAkD;AAC7E,EAAA,IAAI,GAAA,GAAM,CAAA;AACV,EAAA,IAAI,KAAA,GAAQ,CAAA;AACZ,EAAA,KAAA,MAAW,KAAK,MAAA,EAAQ;AACtB,IAAA,GAAA,IAAO,CAAA,CAAE,GAAA;AACT,IAAA,KAAA,IAAS,CAAA,CAAE,QAAQ,CAAA,CAAE,GAAA;AAAA,EACvB;AACA,EAAA,OAAO,GAAA,KAAQ,CAAA,GAAI,CAAA,GAAI,KAAA,GAAQ,GAAA;AACjC;AAOO,SAAS,aAAa,CAAA,EAKlB;AACT,EAAA,MAAM,UAAA,GAAa,CAAA,CAAE,OAAA,IAAW,CAAA,CAAE,WAAA,GAAc,GAAA,CAAA;AAChD,EAAA,MAAM,eAAe,IAAA,CAAK,GAAA,CAAI,CAAA,CAAE,KAAA,GAAQ,EAAE,IAAI,CAAA;AAC9C,EAAA,IAAI,YAAA,KAAiB,GAAG,OAAO,CAAA;AAC/B,EAAA,OAAO,IAAA,CAAK,KAAA,CAAM,UAAA,GAAa,YAAY,CAAA;AAC7C;AAGO,SAAS,WAAA,CAAY,KAAA,EAAe,IAAA,GAAO,IAAA,EAAc;AAC9D,EAAA,IAAI,IAAA,IAAQ,GAAG,OAAO,KAAA;AACtB,EAAA,OAAO,MAAA,CAAA,CAAQ,KAAK,KAAA,CAAM,KAAA,GAAQ,IAAI,CAAA,GAAI,IAAA,EAAM,OAAA,CAAQ,CAAC,CAAC,CAAA;AAC5D;AAGO,SAAS,aAAA,CACd,WACA,OAAA,EACkC;AAClC,EAAA,MAAM,KAAA,GAAQ,aAAa,OAAA,GAAU,GAAA,CAAA;AACrC,EAAA,OAAO;AAAA,IACL,KAAA,EAAO,WAAA,CAAY,SAAA,GAAY,KAAK,CAAA;AAAA,IACpC,KAAA,EAAO,WAAA,CAAY,SAAA,GAAY,KAAK;AAAA,GACtC;AACF;AAkCO,IAAM,kBAAA,GAAmC;AAAA,EAC9C,QAAA,EAAU;AAAA,IACR,QAAA,EAAU;AAAA,MACR,YAAA,EAAc,CAAA;AAAA,MACd,YAAA,EAAc,CAAA;AAAA,MACd,MAAA,EAAQ,IAAA;AAAA,MACR,OAAA,EAAS,IAAA;AAAA,MACT,WAAA,EAAa,MAAA;AAAA,MACb,QAAA,EAAU,KAAA;AAAA,MACV,UAAA,EAAY;AAAA,KACd;AAAA,IACA,QAAA,EAAU;AAAA,MACR,YAAA,EAAc,IAAA;AAAA,MACd,YAAA,EAAc,EAAA;AAAA,MACd,MAAA,EAAQ,CAAA;AAAA,MACR,OAAA,EAAS,KAAA;AAAA,MACT,WAAA,EAAa,MAAA;AAAA,MACb,QAAA,EAAU,IAAA;AAAA,MACV,UAAA,EAAY;AAAA,KACd;AAAA,IACA,OAAA,EAAS;AAAA,MACP,YAAA,EAAc,IAAA;AAAA,MACd,YAAA,EAAc,EAAA;AAAA,MACd,MAAA,EAAQ,CAAA;AAAA,MACR,OAAA,EAAS,IAAA;AAAA,MACT,WAAA,EAAa,MAAA;AAAA,MACb,QAAA,EAAU,IAAA;AAAA,MACV,UAAA,EAAY;AAAA,KACd;AAAA,IACA,OAAA,EAAS;AAAA,MACP,YAAA,EAAc,CAAA;AAAA,MACd,YAAA,EAAc,EAAA;AAAA,MACd,aAAA,EAAe,EAAA;AAAA,MACf,MAAA,EAAQ,CAAA;AAAA,MACR,OAAA,EAAS,IAAA;AAAA,MACT,WAAA,EAAa,OAAA;AAAA,MACb,QAAA,EAAU,IAAA;AAAA,MACV,UAAA,EAAY;AAAA;AACd,GACF;AAAA,EACA,IAAA,EAAM,IAAA;AAAA;AAAA,EACN,GAAA,EAAK;AACP;AA2BA,SAAS,OAAO,CAAA,EAAmB;AACjC,EAAA,OAAO,IAAA,CAAK,KAAA,CAAM,CAAA,GAAI,GAAG,CAAA,GAAI,GAAA;AAC/B;AAEA,SAAS,YAAA,CAAa,UAAkB,CAAA,EAAyB;AAC/D,EAAA,IAAI,QAAA,IAAY,GAAG,OAAO,CAAA;AAC1B,EAAA,IAAI,CAAA,CAAE,aAAA,KAAkB,MAAA,EAAW,OAAO,CAAA,CAAE,aAAA;AAC5C,EAAA,IAAI,CAAA,CAAE,YAAA,KAAiB,CAAA,EAAG,OAAO,CAAA;AACjC,EAAA,OAAO,KAAK,GAAA,CAAI,QAAA,GAAW,CAAA,CAAE,YAAA,EAAc,EAAE,YAAY,CAAA;AAC3D;AAQO,SAAS,OAAA,CACd,KAAA,EACA,MAAA,GAAuB,kBAAA,EACN;AACjB,EAAA,MAAM,CAAA,GAAI,MAAA,CAAO,QAAA,CAAS,KAAA,CAAM,OAAO,CAAA;AACvC,EAAA,MAAM,MAAA,GAAA,CAAU,KAAA,CAAM,GAAA,IAAO,CAAA,IAAK,KAAA,CAAM,GAAA;AACxC,EAAA,MAAM,OAAA,GAAA,CAAW,KAAA,CAAM,IAAA,IAAQ,CAAA,IAAK,KAAA,CAAM,GAAA;AAC1C,EAAA,MAAM,WAAW,MAAA,GAAS,OAAA;AAE1B,EAAA,MAAM,YAAY,YAAA,CAAa,MAAA,EAAQ,CAAC,CAAA,GAAI,YAAA,CAAa,SAAS,CAAC,CAAA;AACnE,EAAA,MAAM,GAAA,GAAM,MAAA,GAAS,CAAA,CAAE,MAAA,GAAS,UAAU,CAAA,CAAE,OAAA;AAC5C,EAAA,MAAM,WAAA,GAAc,WAAW,CAAA,CAAE,WAAA;AACjC,EAAA,MAAM,IAAA,GAAO,WAAW,MAAA,CAAO,IAAA;AAC/B,EAAA,MAAM,KAAA,GAAQ,SAAS,CAAA,CAAE,QAAA;AACzB,EAAA,MAAM,GAAA,GAAA,CAAO,SAAA,GAAY,WAAA,GAAc,IAAA,IAAQ,MAAA,CAAO,GAAA;AACtD,EAAA,MAAM,EAAA,GAAK,OAAA,GAAU,CAAA,GAAI,CAAA,CAAE,UAAA,GAAa,CAAA;AAExC,EAAA,MAAM,eAAe,SAAA,GAAY,GAAA,GAAM,WAAA,GAAc,IAAA,GAAO,QAAQ,GAAA,GAAM,EAAA;AAC1E,EAAA,MAAM,WAAW,OAAA,GAAU,MAAA;AAE3B,EAAA,OAAO;AAAA,IACL,QAAA,EAAU,OAAO,QAAQ,CAAA;AAAA,IACzB,SAAA,EAAW,OAAO,SAAS,CAAA;AAAA,IAC3B,GAAA,EAAK,OAAO,GAAG,CAAA;AAAA,IACf,WAAA,EAAa,OAAO,WAAW,CAAA;AAAA,IAC/B,IAAA,EAAM,OAAO,IAAI,CAAA;AAAA,IACjB,KAAA,EAAO,OAAO,KAAK,CAAA;AAAA,IACnB,GAAA,EAAK,OAAO,GAAG,CAAA;AAAA,IACf,EAAA,EAAI,OAAO,EAAE,CAAA;AAAA,IACb,YAAA,EAAc,OAAO,YAAY,CAAA;AAAA,IACjC,QAAA,EAAU,OAAO,QAAQ,CAAA;AAAA,IACzB,MAAA,EAAQ,MAAA,CAAO,QAAA,GAAW,YAAY,CAAA;AAAA,IACtC,SAAA,EAAW,MAAM,GAAA,KAAQ,CAAA,GAAI,IAAI,MAAA,CAAO,YAAA,GAAe,MAAM,GAAG;AAAA,GAClE;AACF","file":"index.js","sourcesContent":["/**\n * @lacspace/market\n * The money & mechanics toolkit every stock-market app re-implements.\n *\n * P&L, returns, CAGR, XIRR, tick-size rounding, circuit limits, position sizing\n * — plus a real Indian brokerage & charges calculator (STT, GST, SEBI, stamp,\n * exchange txn) with discount-broker presets.\n *\n * Zero dependencies · isomorphic · fully typed.\n */\n\n/* ------------------------------------------------------------------ *\n * Formatting\n * ------------------------------------------------------------------ */\n\nexport interface FormatMoneyOptions {\n  symbol?: string;\n  decimals?: number;\n}\n\n/**\n * Format a number in the Indian numbering system (lakh / crore grouping).\n * @example formatINR(1234567.5) // \"₹12,34,567.50\"\n */\nexport function formatINR(amount: number, opts: FormatMoneyOptions = {}): string {\n  const { symbol = \"₹\", decimals = 2 } = opts;\n  const neg = amount < 0;\n  const fixed = Math.abs(amount).toFixed(decimals);\n  const [intPart = \"0\", frac = \"\"] = fixed.split(\".\");\n  const last3 = intPart.slice(-3);\n  const rest = intPart.slice(0, -3);\n  const grouped = rest\n    ? rest.replace(/\\B(?=(\\d{2})+(?!\\d))/g, \",\") + \",\" + last3\n    : last3;\n  return `${neg ? \"-\" : \"\"}${symbol}${grouped}${decimals > 0 ? \".\" + frac : \"\"}`;\n}\n\n/* ------------------------------------------------------------------ *\n * Returns & P&L\n * ------------------------------------------------------------------ */\n\n/** Absolute profit/loss for a round-trip. */\nexport function pnl(o: { buy: number; sell: number; qty: number }): number {\n  return (o.sell - o.buy) * o.qty;\n}\n\n/** Percentage change from `reference` to `current` (e.g. LTP vs prev close). */\nexport function changePercent(current: number, reference: number): number {\n  if (reference === 0) return 0;\n  return ((current - reference) / reference) * 100;\n}\n\n/** Profit/loss as a percentage of the buy price. */\nexport function pnlPercent(o: { buy: number; sell: number }): number {\n  return changePercent(o.sell, o.buy);\n}\n\n/** Compound Annual Growth Rate as a fraction (0.15 = 15%). */\nexport function cagr(begin: number, end: number, years: number): number {\n  if (begin <= 0 || years <= 0) return NaN;\n  return Math.pow(end / begin, 1 / years) - 1;\n}\n\nexport interface CashFlow {\n  /** Negative = money out (investment), positive = money in (redemption). */\n  amount: number;\n  date: Date | string | number;\n}\n\nfunction toMillis(d: Date | string | number): number {\n  if (d instanceof Date) return d.getTime();\n  if (typeof d === \"number\") return d;\n  return new Date(d).getTime();\n}\n\n/**\n * Extended Internal Rate of Return for irregularly-spaced cash flows.\n * Returns an annualised rate as a fraction. Uses Newton–Raphson.\n * @example xirr([{amount:-10000, date:\"2024-01-01\"}, {amount:12000, date:\"2025-01-01\"}]) // ~0.20\n */\nexport function xirr(flows: CashFlow[], guess = 0.1): number {\n  if (flows.length < 2) return NaN;\n  const cf = flows\n    .map((f) => ({ amount: f.amount, t: toMillis(f.date) }))\n    .sort((a, b) => a.t - b.t);\n  const t0 = cf[0]!.t;\n  const yearFrac = (t: number) => (t - t0) / (365 * 24 * 3600 * 1000);\n  const npv = (r: number) =>\n    cf.reduce((s, c) => s + c.amount / Math.pow(1 + r, yearFrac(c.t)), 0);\n  const dnpv = (r: number) =>\n    cf.reduce((s, c) => {\n      const y = yearFrac(c.t);\n      return s - (y * c.amount) / Math.pow(1 + r, y + 1);\n    }, 0);\n\n  let r = guess;\n  for (let i = 0; i < 100; i++) {\n    const f = npv(r);\n    if (Math.abs(f) < 1e-7) return r;\n    const d = dnpv(r);\n    if (d === 0) break;\n    const next = r - f / d;\n    if (!isFinite(next)) break;\n    if (Math.abs(next - r) < 1e-10) return next;\n    r = next;\n  }\n  return r;\n}\n\n/* ------------------------------------------------------------------ *\n * Position mechanics\n * ------------------------------------------------------------------ */\n\n/** Volume-weighted average price across a set of trades. */\nexport function averagePrice(trades: { price: number; qty: number }[]): number {\n  let qty = 0;\n  let value = 0;\n  for (const t of trades) {\n    qty += t.qty;\n    value += t.price * t.qty;\n  }\n  return qty === 0 ? 0 : value / qty;\n}\n\n/**\n * Risk-based position sizing. Returns the whole-share quantity so that a stop-out\n * costs at most `riskPercent` of capital.\n * @example positionSize({ capital: 100000, riskPercent: 1, entry: 500, stop: 480 }) // 50\n */\nexport function positionSize(o: {\n  capital: number;\n  riskPercent: number;\n  entry: number;\n  stop: number;\n}): number {\n  const riskAmount = o.capital * (o.riskPercent / 100);\n  const perShareRisk = Math.abs(o.entry - o.stop);\n  if (perShareRisk === 0) return 0;\n  return Math.floor(riskAmount / perShareRisk);\n}\n\n/** Round a price to the nearest exchange tick (default ₹0.05 for NSE equity). */\nexport function roundToTick(price: number, tick = 0.05): number {\n  if (tick <= 0) return price;\n  return Number((Math.round(price / tick) * tick).toFixed(4));\n}\n\n/** Upper & lower circuit price for a given previous close and band percent. */\nexport function circuitLimits(\n  prevClose: number,\n  percent: number,\n): { upper: number; lower: number } {\n  const delta = prevClose * (percent / 100);\n  return {\n    upper: roundToTick(prevClose + delta),\n    lower: roundToTick(prevClose - delta),\n  };\n}\n\n/* ------------------------------------------------------------------ *\n * Brokerage & statutory charges (India)\n * ------------------------------------------------------------------ */\n\nexport type Segment = \"delivery\" | \"intraday\" | \"futures\" | \"options\";\n\nexport interface SegmentRates {\n  /** Brokerage as a fraction of turnover per side (0.0003 = 0.03%). */\n  brokeragePct: number;\n  /** Per-order brokerage cap (₹). */\n  brokerageCap: number;\n  /** Flat per-order brokerage (₹) — overrides the pct/cap model when set. */\n  brokerageFlat?: number;\n  sttBuy: number;\n  sttSell: number;\n  exchangeTxn: number;\n  stampBuy: number;\n  /** Depository (DP) charge per scrip on the sell leg (₹). */\n  dpPerScrip: number;\n}\n\nexport interface ChargeConfig {\n  segments: Record<Segment, SegmentRates>;\n  sebi: number;\n  gst: number;\n}\n\n/**\n * Default rates approximating an Indian discount broker (Zerodha-style) as of\n * FY2024–25. Statutory rates change — override any field via the `config`\n * argument of {@link charges} and always verify against the live rate card.\n */\nexport const IN_DISCOUNT_BROKER: ChargeConfig = {\n  segments: {\n    delivery: {\n      brokeragePct: 0,\n      brokerageCap: 0,\n      sttBuy: 0.001,\n      sttSell: 0.001,\n      exchangeTxn: 0.0000297,\n      stampBuy: 0.00015,\n      dpPerScrip: 13.5,\n    },\n    intraday: {\n      brokeragePct: 0.0003,\n      brokerageCap: 20,\n      sttBuy: 0,\n      sttSell: 0.00025,\n      exchangeTxn: 0.0000297,\n      stampBuy: 0.00003,\n      dpPerScrip: 0,\n    },\n    futures: {\n      brokeragePct: 0.0003,\n      brokerageCap: 20,\n      sttBuy: 0,\n      sttSell: 0.0002,\n      exchangeTxn: 0.0000173,\n      stampBuy: 0.00002,\n      dpPerScrip: 0,\n    },\n    options: {\n      brokeragePct: 0,\n      brokerageCap: 20,\n      brokerageFlat: 20,\n      sttBuy: 0,\n      sttSell: 0.001,\n      exchangeTxn: 0.0003503,\n      stampBuy: 0.00003,\n      dpPerScrip: 0,\n    },\n  },\n  sebi: 0.000001, // ₹10 per crore\n  gst: 0.18,\n};\n\nexport interface ChargeInput {\n  segment: Segment;\n  /** Buy price per unit. Omit / 0 for a sell-only leg. */\n  buy: number;\n  /** Sell price per unit. Omit / 0 for a buy-only leg. */\n  sell: number;\n  qty: number;\n}\n\nexport interface ChargeBreakdown {\n  turnover: number;\n  brokerage: number;\n  stt: number;\n  exchangeTxn: number;\n  sebi: number;\n  stamp: number;\n  gst: number;\n  dp: number;\n  totalCharges: number;\n  grossPnl: number;\n  netPnl: number;\n  /** Per-share price move needed just to break even on charges. */\n  breakeven: number;\n}\n\nfunction round2(n: number): number {\n  return Math.round(n * 100) / 100;\n}\n\nfunction legBrokerage(turnover: number, r: SegmentRates): number {\n  if (turnover <= 0) return 0;\n  if (r.brokerageFlat !== undefined) return r.brokerageFlat;\n  if (r.brokeragePct === 0) return 0;\n  return Math.min(turnover * r.brokeragePct, r.brokerageCap);\n}\n\n/**\n * Full brokerage + statutory charges breakdown for a trade, Indian market.\n * @example\n * charges({ segment: \"intraday\", buy: 100, sell: 102, qty: 500 });\n * // { brokerage, stt, gst, sebi, stamp, exchangeTxn, totalCharges, netPnl, breakeven, ... }\n */\nexport function charges(\n  input: ChargeInput,\n  config: ChargeConfig = IN_DISCOUNT_BROKER,\n): ChargeBreakdown {\n  const r = config.segments[input.segment];\n  const buyVal = (input.buy || 0) * input.qty;\n  const sellVal = (input.sell || 0) * input.qty;\n  const turnover = buyVal + sellVal;\n\n  const brokerage = legBrokerage(buyVal, r) + legBrokerage(sellVal, r);\n  const stt = buyVal * r.sttBuy + sellVal * r.sttSell;\n  const exchangeTxn = turnover * r.exchangeTxn;\n  const sebi = turnover * config.sebi;\n  const stamp = buyVal * r.stampBuy;\n  const gst = (brokerage + exchangeTxn + sebi) * config.gst;\n  const dp = sellVal > 0 ? r.dpPerScrip : 0;\n\n  const totalCharges = brokerage + stt + exchangeTxn + sebi + stamp + gst + dp;\n  const grossPnl = sellVal - buyVal;\n\n  return {\n    turnover: round2(turnover),\n    brokerage: round2(brokerage),\n    stt: round2(stt),\n    exchangeTxn: round2(exchangeTxn),\n    sebi: round2(sebi),\n    stamp: round2(stamp),\n    gst: round2(gst),\n    dp: round2(dp),\n    totalCharges: round2(totalCharges),\n    grossPnl: round2(grossPnl),\n    netPnl: round2(grossPnl - totalCharges),\n    breakeven: input.qty === 0 ? 0 : round2(totalCharges / input.qty),\n  };\n}\n"]}
+{"version":3,"sources":["../src/index.ts"],"names":["r"],"mappings":";AAwBO,SAAS,SAAA,CAAU,MAAA,EAAgB,IAAA,GAA2B,EAAC,EAAW;AAC/E,EAAA,MAAM,EAAE,MAAA,GAAS,QAAA,EAAK,QAAA,GAAW,GAAE,GAAI,IAAA;AACvC,EAAA,MAAM,MAAM,MAAA,GAAS,CAAA;AACrB,EAAA,MAAM,QAAQ,IAAA,CAAK,GAAA,CAAI,MAAM,CAAA,CAAE,QAAQ,QAAQ,CAAA;AAC/C,EAAA,MAAM,CAAC,UAAU,GAAA,EAAK,IAAA,GAAO,EAAE,CAAA,GAAI,KAAA,CAAM,MAAM,GAAG,CAAA;AAClD,EAAA,MAAM,KAAA,GAAQ,OAAA,CAAQ,KAAA,CAAM,EAAE,CAAA;AAC9B,EAAA,MAAM,IAAA,GAAO,OAAA,CAAQ,KAAA,CAAM,CAAA,EAAG,EAAE,CAAA;AAChC,EAAA,MAAM,OAAA,GAAU,OACZ,IAAA,CAAK,OAAA,CAAQ,yBAAyB,GAAG,CAAA,GAAI,MAAM,KAAA,GACnD,KAAA;AACJ,EAAA,OAAO,CAAA,EAAG,GAAA,GAAM,GAAA,GAAM,EAAE,CAAA,EAAG,MAAM,CAAA,EAAG,OAAO,CAAA,EAAG,QAAA,GAAW,CAAA,GAAI,GAAA,GAAM,OAAO,EAAE,CAAA,CAAA;AAC9E;AAOO,SAAS,IAAI,CAAA,EAAuD;AACzE,EAAA,OAAA,CAAQ,CAAA,CAAE,IAAA,GAAO,CAAA,CAAE,GAAA,IAAO,CAAA,CAAE,GAAA;AAC9B;AAGO,SAAS,aAAA,CAAc,SAAiB,SAAA,EAA2B;AACxE,EAAA,IAAI,SAAA,KAAc,GAAG,OAAO,CAAA;AAC5B,EAAA,OAAA,CAAS,OAAA,GAAU,aAAa,SAAA,GAAa,GAAA;AAC/C;AAGO,SAAS,WAAW,CAAA,EAA0C;AACnE,EAAA,OAAO,aAAA,CAAc,CAAA,CAAE,IAAA,EAAM,CAAA,CAAE,GAAG,CAAA;AACpC;AAGO,SAAS,IAAA,CAAK,KAAA,EAAe,GAAA,EAAa,KAAA,EAAuB;AACtE,EAAA,IAAI,KAAA,IAAS,CAAA,IAAK,KAAA,IAAS,CAAA,EAAG,OAAO,GAAA;AACrC,EAAA,OAAO,KAAK,GAAA,CAAI,GAAA,GAAM,KAAA,EAAO,CAAA,GAAI,KAAK,CAAA,GAAI,CAAA;AAC5C;AAQA,SAAS,SAAS,CAAA,EAAmC;AACnD,EAAA,IAAI,CAAA,YAAa,IAAA,EAAM,OAAO,CAAA,CAAE,OAAA,EAAQ;AACxC,EAAA,IAAI,OAAO,CAAA,KAAM,QAAA,EAAU,OAAO,CAAA;AAClC,EAAA,OAAO,IAAI,IAAA,CAAK,CAAC,CAAA,CAAE,OAAA,EAAQ;AAC7B;AAOO,SAAS,IAAA,CAAK,KAAA,EAAmB,KAAA,GAAQ,GAAA,EAAa;AAC3D,EAAA,IAAI,KAAA,CAAM,MAAA,GAAS,CAAA,EAAG,OAAO,GAAA;AAC7B,EAAA,MAAM,EAAA,GAAK,MACR,GAAA,CAAI,CAAC,OAAO,EAAE,MAAA,EAAQ,CAAA,CAAE,MAAA,EAAQ,CAAA,EAAG,QAAA,CAAS,EAAE,IAAI,CAAA,EAAE,CAAE,CAAA,CACtD,IAAA,CAAK,CAAC,GAAG,CAAA,KAAM,CAAA,CAAE,CAAA,GAAI,CAAA,CAAE,CAAC,CAAA;AAC3B,EAAA,MAAM,EAAA,GAAK,EAAA,CAAG,CAAC,CAAA,CAAG,CAAA;AAClB,EAAA,MAAM,WAAW,CAAC,CAAA,KAAA,CAAe,IAAI,EAAA,KAAO,GAAA,GAAM,KAAK,IAAA,GAAO,GAAA,CAAA;AAC9D,EAAA,MAAM,GAAA,GAAM,CAACA,EAAAA,KACX,EAAA,CAAG,OAAO,CAAC,CAAA,EAAG,MAAM,CAAA,GAAI,CAAA,CAAE,SAAS,IAAA,CAAK,GAAA,CAAI,IAAIA,EAAAA,EAAG,QAAA,CAAS,EAAE,CAAC,CAAC,GAAG,CAAC,CAAA;AACtE,EAAA,MAAM,OAAO,CAACA,EAAAA,KACZ,GAAG,MAAA,CAAO,CAAC,GAAG,CAAA,KAAM;AAClB,IAAA,MAAM,CAAA,GAAI,QAAA,CAAS,CAAA,CAAE,CAAC,CAAA;AACtB,IAAA,OAAO,CAAA,GAAK,IAAI,CAAA,CAAE,MAAA,GAAU,KAAK,GAAA,CAAI,CAAA,GAAIA,EAAAA,EAAG,CAAA,GAAI,CAAC,CAAA;AAAA,EACnD,GAAG,CAAC,CAAA;AAEN,EAAA,IAAI,CAAA,GAAI,KAAA;AACR,EAAA,KAAA,IAAS,CAAA,GAAI,CAAA,EAAG,CAAA,GAAI,GAAA,EAAK,CAAA,EAAA,EAAK;AAC5B,IAAA,MAAM,CAAA,GAAI,IAAI,CAAC,CAAA;AACf,IAAA,IAAI,IAAA,CAAK,GAAA,CAAI,CAAC,CAAA,GAAI,MAAM,OAAO,CAAA;AAC/B,IAAA,MAAM,CAAA,GAAI,KAAK,CAAC,CAAA;AAChB,IAAA,IAAI,MAAM,CAAA,EAAG;AACb,IAAA,MAAM,IAAA,GAAO,IAAI,CAAA,GAAI,CAAA;AACrB,IAAA,IAAI,CAAC,QAAA,CAAS,IAAI,CAAA,EAAG;AACrB,IAAA,IAAI,KAAK,GAAA,CAAI,IAAA,GAAO,CAAC,CAAA,GAAI,OAAO,OAAO,IAAA;AACvC,IAAA,CAAA,GAAI,IAAA;AAAA,EACN;AACA,EAAA,OAAO,CAAA;AACT;AAOO,SAAS,aAAa,MAAA,EAAkD;AAC7E,EAAA,IAAI,GAAA,GAAM,CAAA;AACV,EAAA,IAAI,KAAA,GAAQ,CAAA;AACZ,EAAA,KAAA,MAAW,KAAK,MAAA,EAAQ;AACtB,IAAA,GAAA,IAAO,CAAA,CAAE,GAAA;AACT,IAAA,KAAA,IAAS,CAAA,CAAE,QAAQ,CAAA,CAAE,GAAA;AAAA,EACvB;AACA,EAAA,OAAO,GAAA,KAAQ,CAAA,GAAI,CAAA,GAAI,KAAA,GAAQ,GAAA;AACjC;AAOO,SAAS,aAAa,CAAA,EAKlB;AACT,EAAA,MAAM,UAAA,GAAa,CAAA,CAAE,OAAA,IAAW,CAAA,CAAE,WAAA,GAAc,GAAA,CAAA;AAChD,EAAA,MAAM,eAAe,IAAA,CAAK,GAAA,CAAI,CAAA,CAAE,KAAA,GAAQ,EAAE,IAAI,CAAA;AAC9C,EAAA,IAAI,YAAA,KAAiB,GAAG,OAAO,CAAA;AAC/B,EAAA,OAAO,IAAA,CAAK,KAAA,CAAM,UAAA,GAAa,YAAY,CAAA;AAC7C;AAGO,SAAS,WAAA,CAAY,KAAA,EAAe,IAAA,GAAO,IAAA,EAAc;AAC9D,EAAA,IAAI,IAAA,IAAQ,GAAG,OAAO,KAAA;AACtB,EAAA,OAAO,MAAA,CAAA,CAAQ,KAAK,KAAA,CAAM,KAAA,GAAQ,IAAI,CAAA,GAAI,IAAA,EAAM,OAAA,CAAQ,CAAC,CAAC,CAAA;AAC5D;AAGO,SAAS,aAAA,CACd,WACA,OAAA,EACkC;AAClC,EAAA,MAAM,KAAA,GAAQ,aAAa,OAAA,GAAU,GAAA,CAAA;AACrC,EAAA,OAAO;AAAA,IACL,KAAA,EAAO,WAAA,CAAY,SAAA,GAAY,KAAK,CAAA;AAAA,IACpC,KAAA,EAAO,WAAA,CAAY,SAAA,GAAY,KAAK;AAAA,GACtC;AACF;AAkCO,IAAM,kBAAA,GAAmC;AAAA,EAC9C,QAAA,EAAU;AAAA,IACR,QAAA,EAAU;AAAA,MACR,YAAA,EAAc,CAAA;AAAA,MACd,YAAA,EAAc,CAAA;AAAA,MACd,MAAA,EAAQ,IAAA;AAAA,MACR,OAAA,EAAS,IAAA;AAAA,MACT,WAAA,EAAa,MAAA;AAAA,MACb,QAAA,EAAU,KAAA;AAAA,MACV,UAAA,EAAY;AAAA,KACd;AAAA,IACA,QAAA,EAAU;AAAA,MACR,YAAA,EAAc,IAAA;AAAA,MACd,YAAA,EAAc,EAAA;AAAA,MACd,MAAA,EAAQ,CAAA;AAAA,MACR,OAAA,EAAS,KAAA;AAAA,MACT,WAAA,EAAa,MAAA;AAAA,MACb,QAAA,EAAU,IAAA;AAAA,MACV,UAAA,EAAY;AAAA,KACd;AAAA,IACA,OAAA,EAAS;AAAA,MACP,YAAA,EAAc,IAAA;AAAA,MACd,YAAA,EAAc,EAAA;AAAA,MACd,MAAA,EAAQ,CAAA;AAAA,MACR,OAAA,EAAS,IAAA;AAAA,MACT,WAAA,EAAa,MAAA;AAAA,MACb,QAAA,EAAU,IAAA;AAAA,MACV,UAAA,EAAY;AAAA,KACd;AAAA,IACA,OAAA,EAAS;AAAA,MACP,YAAA,EAAc,CAAA;AAAA,MACd,YAAA,EAAc,EAAA;AAAA,MACd,aAAA,EAAe,EAAA;AAAA,MACf,MAAA,EAAQ,CAAA;AAAA,MACR,OAAA,EAAS,IAAA;AAAA,MACT,WAAA,EAAa,OAAA;AAAA,MACb,QAAA,EAAU,IAAA;AAAA,MACV,UAAA,EAAY;AAAA;AACd,GACF;AAAA,EACA,IAAA,EAAM,IAAA;AAAA;AAAA,EACN,GAAA,EAAK;AACP;AA2BA,SAAS,OAAO,CAAA,EAAmB;AACjC,EAAA,OAAO,IAAA,CAAK,KAAA,CAAM,CAAA,GAAI,GAAG,CAAA,GAAI,GAAA;AAC/B;AAEA,SAAS,YAAA,CAAa,UAAkB,CAAA,EAAyB;AAC/D,EAAA,IAAI,QAAA,IAAY,GAAG,OAAO,CAAA;AAC1B,EAAA,IAAI,CAAA,CAAE,aAAA,KAAkB,MAAA,EAAW,OAAO,CAAA,CAAE,aAAA;AAC5C,EAAA,IAAI,CAAA,CAAE,YAAA,KAAiB,CAAA,EAAG,OAAO,CAAA;AACjC,EAAA,OAAO,KAAK,GAAA,CAAI,QAAA,GAAW,CAAA,CAAE,YAAA,EAAc,EAAE,YAAY,CAAA;AAC3D;AAQO,SAAS,OAAA,CACd,KAAA,EACA,MAAA,GAAuB,kBAAA,EACN;AACjB,EAAA,MAAM,CAAA,GAAI,MAAA,CAAO,QAAA,CAAS,KAAA,CAAM,OAAO,CAAA;AACvC,EAAA,MAAM,MAAA,GAAA,CAAU,KAAA,CAAM,GAAA,IAAO,CAAA,IAAK,KAAA,CAAM,GAAA;AACxC,EAAA,MAAM,OAAA,GAAA,CAAW,KAAA,CAAM,IAAA,IAAQ,CAAA,IAAK,KAAA,CAAM,GAAA;AAC1C,EAAA,MAAM,WAAW,MAAA,GAAS,OAAA;AAE1B,EAAA,MAAM,YAAY,YAAA,CAAa,MAAA,EAAQ,CAAC,CAAA,GAAI,YAAA,CAAa,SAAS,CAAC,CAAA;AACnE,EAAA,MAAM,GAAA,GAAM,MAAA,GAAS,CAAA,CAAE,MAAA,GAAS,UAAU,CAAA,CAAE,OAAA;AAC5C,EAAA,MAAM,WAAA,GAAc,WAAW,CAAA,CAAE,WAAA;AACjC,EAAA,MAAM,IAAA,GAAO,WAAW,MAAA,CAAO,IAAA;AAC/B,EAAA,MAAM,KAAA,GAAQ,SAAS,CAAA,CAAE,QAAA;AACzB,EAAA,MAAM,GAAA,GAAA,CAAO,SAAA,GAAY,WAAA,GAAc,IAAA,IAAQ,MAAA,CAAO,GAAA;AACtD,EAAA,MAAM,EAAA,GAAK,OAAA,GAAU,CAAA,GAAI,CAAA,CAAE,UAAA,GAAa,CAAA;AAExC,EAAA,MAAM,eAAe,SAAA,GAAY,GAAA,GAAM,WAAA,GAAc,IAAA,GAAO,QAAQ,GAAA,GAAM,EAAA;AAC1E,EAAA,MAAM,WAAW,OAAA,GAAU,MAAA;AAE3B,EAAA,OAAO;AAAA,IACL,QAAA,EAAU,OAAO,QAAQ,CAAA;AAAA,IACzB,SAAA,EAAW,OAAO,SAAS,CAAA;AAAA,IAC3B,GAAA,EAAK,OAAO,GAAG,CAAA;AAAA,IACf,WAAA,EAAa,OAAO,WAAW,CAAA;AAAA,IAC/B,IAAA,EAAM,OAAO,IAAI,CAAA;AAAA,IACjB,KAAA,EAAO,OAAO,KAAK,CAAA;AAAA,IACnB,GAAA,EAAK,OAAO,GAAG,CAAA;AAAA,IACf,EAAA,EAAI,OAAO,EAAE,CAAA;AAAA,IACb,YAAA,EAAc,OAAO,YAAY,CAAA;AAAA,IACjC,QAAA,EAAU,OAAO,QAAQ,CAAA;AAAA,IACzB,MAAA,EAAQ,MAAA,CAAO,QAAA,GAAW,YAAY,CAAA;AAAA,IACtC,SAAA,EAAW,MAAM,GAAA,KAAQ,CAAA,GAAI,IAAI,MAAA,CAAO,YAAA,GAAe,MAAM,GAAG;AAAA,GAClE;AACF;AAMA,SAAS,QAAQ,CAAA,EAAmB;AAClC,EAAA,OAAO,OAAO,CAAA,CAAE,OAAA,CAAQ,CAAC,CAAC,EAAE,QAAA,EAAS;AACvC;AAGO,SAAS,gBAAA,CAAiB,MAAA,EAAgB,IAAA,GAA2B,EAAC,EAAW;AACtF,EAAA,MAAM,EAAE,MAAA,GAAS,QAAA,EAAI,GAAI,IAAA;AACzB,EAAA,MAAM,MAAM,MAAA,GAAS,CAAA;AACrB,EAAA,MAAM,CAAA,GAAI,IAAA,CAAK,GAAA,CAAI,MAAM,CAAA;AACzB,EAAA,MAAM,KAAA,GAA4B;AAAA,IAChC,CAAC,KAAK,IAAI,CAAA;AAAA,IACV,CAAC,KAAK,GAAG,CAAA;AAAA,IACT,CAAC,KAAK,GAAG;AAAA,GACX;AACA,EAAA,MAAM,CAAA,GAAI,MAAM,IAAA,CAAK,CAAC,CAAC,IAAI,CAAA,KAAM,KAAK,IAAI,CAAA;AAC1C,EAAA,MAAM,GAAA,GAAM,CAAA,GAAI,CAAA,EAAG,OAAA,CAAQ,IAAI,CAAA,CAAE,CAAC,CAAC,CAAC,IAAI,CAAA,CAAE,CAAC,CAAC,CAAA,CAAA,GAAK,QAAQ,CAAC,CAAA;AAC1D,EAAA,OAAO,GAAG,GAAA,GAAM,GAAA,GAAM,EAAE,CAAA,EAAG,MAAM,GAAG,GAAG,CAAA,CAAA;AACzC;AAMA,SAAS,QAAQ,CAAA,EAAmB;AAClC,EAAA,OAAO,IAAA,CAAK,GAAA,CAAK,CAAC,CAAA,GAAI,CAAA,GAAK,CAAC,CAAA,GAAI,IAAA,CAAK,IAAA,CAAK,CAAA,GAAI,IAAA,CAAK,EAAE,CAAA;AACvD;AAGA,SAAS,QAAQ,CAAA,EAAmB;AAClC,EAAA,MAAM,IAAI,CAAA,IAAK,CAAA,GAAI,SAAA,GAAY,IAAA,CAAK,IAAI,CAAC,CAAA,CAAA;AACzC,EAAA,MAAM,IAAI,kBAAA,GAAqB,IAAA,CAAK,IAAK,CAAC,CAAA,GAAI,IAAK,CAAC,CAAA;AACpD,EAAA,MAAM,CAAA,GAAI,CAAA,GAAI,CAAA,IAAK,SAAA,GAAY,CAAA,IAAK,aAAa,CAAA,IAAK,WAAA,GAAc,CAAA,IAAK,YAAA,GAAe,CAAA,GAAI,WAAA,CAAA,CAAA,CAAA,CAAA;AAC5F,EAAA,OAAO,CAAA,GAAI,CAAA,GAAI,CAAA,GAAI,CAAA,GAAI,CAAA;AACzB;AA8BO,SAAS,aAAa,CAAA,EAAwB;AACnD,EAAA,MAAM,EAAE,IAAA,EAAM,IAAA,EAAM,CAAA,EAAG,MAAA,EAAQ,GAAG,SAAA,EAAW,CAAA,EAAG,IAAA,EAAM,CAAA,EAAE,GAAI,CAAA;AAC5D,EAAA,MAAM,CAAA,GAAI,EAAE,aAAA,IAAiB,CAAA;AAC7B,EAAA,MAAM,QAAQ,CAAA,CAAE,UAAA;AAChB,EAAA,MAAM,KAAA,GAAQ,IAAA,CAAK,IAAA,CAAK,CAAC,CAAA;AACzB,EAAA,MAAM,EAAA,GAAA,CAAM,IAAA,CAAK,GAAA,CAAI,CAAA,GAAI,CAAC,CAAA,GAAA,CAAK,CAAA,GAAI,CAAA,GAAK,KAAA,GAAQ,KAAA,GAAS,CAAA,IAAK,CAAA,KAAM,KAAA,GAAQ,KAAA,CAAA;AAC5E,EAAA,MAAM,EAAA,GAAK,KAAK,KAAA,GAAQ,KAAA;AACxB,EAAA,MAAM,IAAA,GAAO,IAAA,CAAK,GAAA,CAAI,CAAC,IAAI,CAAC,CAAA;AAC5B,EAAA,MAAM,EAAA,GAAK,IAAA,CAAK,GAAA,CAAI,CAAC,IAAI,CAAC,CAAA;AAC1B,EAAA,MAAM,GAAA,GAAM,QAAQ,EAAE,CAAA;AACtB,EAAA,MAAM,KAAA,GAAS,EAAA,GAAK,GAAA,IAAQ,CAAA,GAAI,KAAA,GAAQ,KAAA,CAAA;AACxC,EAAA,MAAM,IAAA,GAAO,CAAA,GAAI,EAAA,GAAK,GAAA,GAAM,KAAA;AAC5B,EAAA,IAAI,SAAS,MAAA,EAAQ;AACnB,IAAA,MAAM,GAAA,GAAM,QAAQ,EAAE,CAAA;AACtB,IAAA,MAAM,GAAA,GAAM,QAAQ,EAAE,CAAA;AACtB,IAAA,OAAO;AAAA,MACL,KAAA,EAAO,CAAA,GAAI,EAAA,GAAK,GAAA,GAAM,IAAI,IAAA,GAAO,GAAA;AAAA,MACjC,OAAO,EAAA,GAAK,GAAA;AAAA,MACZ,KAAA;AAAA,MACA,KAAA,EAAO,EAAE,CAAA,GAAI,EAAA,GAAK,MAAM,KAAA,CAAA,IAAU,CAAA,GAAI,KAAA,CAAA,GAAS,CAAA,GAAI,CAAA,GAAI,IAAA,GAAO,GAAA,GAAM,CAAA,GAAI,IAAI,EAAA,GAAK,GAAA;AAAA,MACjF,IAAA;AAAA,MACA,GAAA,EAAK,CAAA,GAAI,CAAA,GAAI,IAAA,GAAO;AAAA,KACtB;AAAA,EACF;AACA,EAAA,MAAM,IAAA,GAAO,OAAA,CAAQ,CAAC,EAAE,CAAA;AACxB,EAAA,MAAM,IAAA,GAAO,OAAA,CAAQ,CAAC,EAAE,CAAA;AACxB,EAAA,OAAO;AAAA,IACL,KAAA,EAAO,CAAA,GAAI,IAAA,GAAO,IAAA,GAAO,IAAI,EAAA,GAAK,IAAA;AAAA,IAClC,KAAA,EAAO,CAAC,EAAA,GAAK,IAAA;AAAA,IACb,KAAA;AAAA,IACA,KAAA,EAAO,EAAE,CAAA,GAAI,EAAA,GAAK,MAAM,KAAA,CAAA,IAAU,CAAA,GAAI,KAAA,CAAA,GAAS,CAAA,GAAI,CAAA,GAAI,IAAA,GAAO,IAAA,GAAO,CAAA,GAAI,IAAI,EAAA,GAAK,IAAA;AAAA,IAClF,IAAA;AAAA,IACA,GAAA,EAAK,CAAC,CAAA,GAAI,CAAA,GAAI,IAAA,GAAO;AAAA,GACvB;AACF;AAGO,SAAS,iBAAA,CACd,WAAA,EACA,CAAA,EACA,IAAA,GAAuD,EAAC,EACzC;AACf,EAAA,MAAM,GAAA,GAAM,KAAK,SAAA,IAAa,IAAA;AAC9B,EAAA,MAAM,OAAA,GAAU,KAAK,aAAA,IAAiB,GAAA;AACtC,EAAA,IAAI,EAAA,GAAK,IAAA;AACT,EAAA,IAAI,EAAA,GAAK,CAAA;AACT,EAAA,KAAA,IAAS,CAAA,GAAI,CAAA,EAAG,CAAA,GAAI,OAAA,EAAS,CAAA,EAAA,EAAK;AAChC,IAAA,MAAM,GAAA,GAAA,CAAO,KAAK,EAAA,IAAM,CAAA;AACxB,IAAA,MAAM,KAAA,GAAQ,aAAa,EAAE,GAAG,GAAG,UAAA,EAAY,GAAA,EAAK,CAAA,CAAE,KAAA;AACtD,IAAA,MAAM,OAAO,KAAA,GAAQ,WAAA;AACrB,IAAA,IAAI,IAAA,CAAK,GAAA,CAAI,IAAI,CAAA,GAAI,KAAK,OAAO,GAAA;AACjC,IAAA,IAAI,IAAA,GAAO,GAAG,EAAA,GAAK,GAAA;AAAA,SACd,EAAA,GAAK,GAAA;AAAA,EACZ;AACA,EAAA,OAAO,IAAA;AACT;AAOO,SAAS,cAAc,MAAA,EAA4B;AACxD,EAAA,MAAM,MAAgB,EAAC;AACvB,EAAA,KAAA,IAAS,CAAA,GAAI,CAAA,EAAG,CAAA,GAAI,MAAA,CAAO,QAAQ,CAAA,EAAA,EAAK;AACtC,IAAA,MAAM,IAAA,GAAO,MAAA,CAAO,CAAA,GAAI,CAAC,CAAA;AACzB,IAAA,IAAI,IAAA,KAAS,GAAG,GAAA,CAAI,IAAA,CAAA,CAAM,OAAO,CAAC,CAAA,GAAK,QAAQ,IAAI,CAAA;AAAA,EACrD;AACA,EAAA,OAAO,GAAA;AACT;AAEA,SAAS,KAAK,EAAA,EAAsB;AAClC,EAAA,OAAO,EAAA,CAAG,MAAA,GAAS,EAAA,CAAG,MAAA,CAAO,CAAC,CAAA,EAAG,CAAA,KAAM,CAAA,GAAI,CAAA,EAAG,CAAC,CAAA,GAAI,EAAA,CAAG,MAAA,GAAS,CAAA;AACjE;AAEA,SAAS,MAAM,EAAA,EAAsB;AACnC,EAAA,IAAI,EAAA,CAAG,MAAA,GAAS,CAAA,EAAG,OAAO,CAAA;AAC1B,EAAA,MAAM,CAAA,GAAI,KAAK,EAAE,CAAA;AACjB,EAAA,OAAO,IAAA,CAAK,IAAA,CAAK,EAAA,CAAG,MAAA,CAAO,CAAC,CAAA,EAAG,CAAA,KAAM,CAAA,GAAA,CAAK,CAAA,GAAI,MAAM,CAAA,EAAG,CAAC,CAAA,IAAK,EAAA,CAAG,SAAS,CAAA,CAAE,CAAA;AAC7E;AAGO,SAAS,UAAA,CAAW,OAAA,EAAmB,IAAA,GAAyD,EAAC,EAAW;AACjH,EAAA,MAAM,EAAA,GAAK,MAAM,OAAO,CAAA;AACxB,EAAA,OAAO,IAAA,CAAK,cAAc,KAAA,GAAQ,EAAA,GAAK,KAAK,IAAA,CAAK,IAAA,CAAK,IAAA,CAAK,cAAA,IAAkB,GAAG,CAAA;AAClF;AAGO,SAAS,MAAA,CAAO,OAAA,EAAmB,IAAA,GAAuD,EAAC,EAAW;AAC3G,EAAA,MAAM,GAAA,GAAM,KAAK,cAAA,IAAkB,GAAA;AACnC,EAAA,MAAM,WAAA,GAAA,CAAe,IAAA,CAAK,QAAA,IAAY,CAAA,IAAK,GAAA;AAC3C,EAAA,MAAM,SAAS,OAAA,CAAQ,GAAA,CAAI,CAAC,CAAA,KAAM,IAAI,WAAW,CAAA;AACjD,EAAA,MAAM,EAAA,GAAK,MAAM,MAAM,CAAA;AACvB,EAAA,IAAI,EAAA,KAAO,GAAG,OAAO,CAAA;AACrB,EAAA,OAAQ,KAAK,MAAM,CAAA,GAAI,EAAA,GAAM,IAAA,CAAK,KAAK,GAAG,CAAA;AAC5C;AAGO,SAAS,OAAA,CAAQ,OAAA,EAAmB,IAAA,GAAuD,EAAC,EAAW;AAC5G,EAAA,MAAM,GAAA,GAAM,KAAK,cAAA,IAAkB,GAAA;AACnC,EAAA,MAAM,WAAA,GAAA,CAAe,IAAA,CAAK,QAAA,IAAY,CAAA,IAAK,GAAA;AAC3C,EAAA,MAAM,SAAS,OAAA,CAAQ,GAAA,CAAI,CAAC,CAAA,KAAM,IAAI,WAAW,CAAA;AACjD,EAAA,MAAM,WAAW,MAAA,CAAO,MAAA,CAAO,CAAC,CAAA,KAAM,IAAI,CAAC,CAAA;AAC3C,EAAA,IAAI,CAAC,QAAA,CAAS,MAAA,EAAQ,OAAO,CAAA;AAC7B,EAAA,MAAM,EAAA,GAAK,IAAA,CAAK,IAAA,CAAK,QAAA,CAAS,OAAO,CAAC,CAAA,EAAG,CAAA,KAAM,CAAA,GAAI,CAAA,GAAI,CAAA,EAAG,CAAC,CAAA,GAAI,SAAS,MAAM,CAAA;AAC9E,EAAA,IAAI,EAAA,KAAO,GAAG,OAAO,CAAA;AACrB,EAAA,OAAQ,KAAK,MAAM,CAAA,GAAI,EAAA,GAAM,IAAA,CAAK,KAAK,GAAG,CAAA;AAC5C;AAGO,SAAS,YAAY,MAAA,EAAmF;AAC7G,EAAA,IAAI,IAAA,GAAO,MAAA,CAAO,CAAC,CAAA,IAAK,CAAA;AACxB,EAAA,IAAI,OAAA,GAAU,CAAA;AACd,EAAA,IAAI,KAAA,GAAQ,CAAA;AACZ,EAAA,IAAI,MAAA,GAAS,CAAA;AACb,EAAA,IAAI,QAAA,GAAW,CAAA;AACf,EAAA,KAAA,IAAS,CAAA,GAAI,CAAA,EAAG,CAAA,GAAI,MAAA,CAAO,QAAQ,CAAA,EAAA,EAAK;AACtC,IAAA,MAAM,CAAA,GAAI,OAAO,CAAC,CAAA;AAClB,IAAA,IAAI,IAAI,IAAA,EAAM;AACZ,MAAA,IAAA,GAAO,CAAA;AACP,MAAA,OAAA,GAAU,CAAA;AAAA,IACZ;AACA,IAAA,MAAM,EAAA,GAAK,IAAA,GAAO,CAAA,GAAA,CAAK,IAAA,GAAO,KAAK,IAAA,GAAO,CAAA;AAC1C,IAAA,IAAI,KAAK,KAAA,EAAO;AACd,MAAA,KAAA,GAAQ,EAAA;AACR,MAAA,MAAA,GAAS,OAAA;AACT,MAAA,QAAA,GAAW,CAAA;AAAA,IACb;AAAA,EACF;AACA,EAAA,OAAO,EAAE,WAAA,EAAa,KAAA,EAAO,SAAA,EAAW,MAAA,EAAQ,aAAa,QAAA,EAAS;AACxE","file":"index.js","sourcesContent":["/**\n * @lacspace/market\n * The money & mechanics toolkit every stock-market app re-implements.\n *\n * P&L, returns, CAGR, XIRR, tick-size rounding, circuit limits, position sizing\n * — plus a real Indian brokerage & charges calculator (STT, GST, SEBI, stamp,\n * exchange txn) with discount-broker presets.\n *\n * Zero dependencies · isomorphic · fully typed.\n */\n\n/* ------------------------------------------------------------------ *\n * Formatting\n * ------------------------------------------------------------------ */\n\nexport interface FormatMoneyOptions {\n  symbol?: string;\n  decimals?: number;\n}\n\n/**\n * Format a number in the Indian numbering system (lakh / crore grouping).\n * @example formatINR(1234567.5) // \"₹12,34,567.50\"\n */\nexport function formatINR(amount: number, opts: FormatMoneyOptions = {}): string {\n  const { symbol = \"₹\", decimals = 2 } = opts;\n  const neg = amount < 0;\n  const fixed = Math.abs(amount).toFixed(decimals);\n  const [intPart = \"0\", frac = \"\"] = fixed.split(\".\");\n  const last3 = intPart.slice(-3);\n  const rest = intPart.slice(0, -3);\n  const grouped = rest\n    ? rest.replace(/\\B(?=(\\d{2})+(?!\\d))/g, \",\") + \",\" + last3\n    : last3;\n  return `${neg ? \"-\" : \"\"}${symbol}${grouped}${decimals > 0 ? \".\" + frac : \"\"}`;\n}\n\n/* ------------------------------------------------------------------ *\n * Returns & P&L\n * ------------------------------------------------------------------ */\n\n/** Absolute profit/loss for a round-trip. */\nexport function pnl(o: { buy: number; sell: number; qty: number }): number {\n  return (o.sell - o.buy) * o.qty;\n}\n\n/** Percentage change from `reference` to `current` (e.g. LTP vs prev close). */\nexport function changePercent(current: number, reference: number): number {\n  if (reference === 0) return 0;\n  return ((current - reference) / reference) * 100;\n}\n\n/** Profit/loss as a percentage of the buy price. */\nexport function pnlPercent(o: { buy: number; sell: number }): number {\n  return changePercent(o.sell, o.buy);\n}\n\n/** Compound Annual Growth Rate as a fraction (0.15 = 15%). */\nexport function cagr(begin: number, end: number, years: number): number {\n  if (begin <= 0 || years <= 0) return NaN;\n  return Math.pow(end / begin, 1 / years) - 1;\n}\n\nexport interface CashFlow {\n  /** Negative = money out (investment), positive = money in (redemption). */\n  amount: number;\n  date: Date | string | number;\n}\n\nfunction toMillis(d: Date | string | number): number {\n  if (d instanceof Date) return d.getTime();\n  if (typeof d === \"number\") return d;\n  return new Date(d).getTime();\n}\n\n/**\n * Extended Internal Rate of Return for irregularly-spaced cash flows.\n * Returns an annualised rate as a fraction. Uses Newton–Raphson.\n * @example xirr([{amount:-10000, date:\"2024-01-01\"}, {amount:12000, date:\"2025-01-01\"}]) // ~0.20\n */\nexport function xirr(flows: CashFlow[], guess = 0.1): number {\n  if (flows.length < 2) return NaN;\n  const cf = flows\n    .map((f) => ({ amount: f.amount, t: toMillis(f.date) }))\n    .sort((a, b) => a.t - b.t);\n  const t0 = cf[0]!.t;\n  const yearFrac = (t: number) => (t - t0) / (365 * 24 * 3600 * 1000);\n  const npv = (r: number) =>\n    cf.reduce((s, c) => s + c.amount / Math.pow(1 + r, yearFrac(c.t)), 0);\n  const dnpv = (r: number) =>\n    cf.reduce((s, c) => {\n      const y = yearFrac(c.t);\n      return s - (y * c.amount) / Math.pow(1 + r, y + 1);\n    }, 0);\n\n  let r = guess;\n  for (let i = 0; i < 100; i++) {\n    const f = npv(r);\n    if (Math.abs(f) < 1e-7) return r;\n    const d = dnpv(r);\n    if (d === 0) break;\n    const next = r - f / d;\n    if (!isFinite(next)) break;\n    if (Math.abs(next - r) < 1e-10) return next;\n    r = next;\n  }\n  return r;\n}\n\n/* ------------------------------------------------------------------ *\n * Position mechanics\n * ------------------------------------------------------------------ */\n\n/** Volume-weighted average price across a set of trades. */\nexport function averagePrice(trades: { price: number; qty: number }[]): number {\n  let qty = 0;\n  let value = 0;\n  for (const t of trades) {\n    qty += t.qty;\n    value += t.price * t.qty;\n  }\n  return qty === 0 ? 0 : value / qty;\n}\n\n/**\n * Risk-based position sizing. Returns the whole-share quantity so that a stop-out\n * costs at most `riskPercent` of capital.\n * @example positionSize({ capital: 100000, riskPercent: 1, entry: 500, stop: 480 }) // 50\n */\nexport function positionSize(o: {\n  capital: number;\n  riskPercent: number;\n  entry: number;\n  stop: number;\n}): number {\n  const riskAmount = o.capital * (o.riskPercent / 100);\n  const perShareRisk = Math.abs(o.entry - o.stop);\n  if (perShareRisk === 0) return 0;\n  return Math.floor(riskAmount / perShareRisk);\n}\n\n/** Round a price to the nearest exchange tick (default ₹0.05 for NSE equity). */\nexport function roundToTick(price: number, tick = 0.05): number {\n  if (tick <= 0) return price;\n  return Number((Math.round(price / tick) * tick).toFixed(4));\n}\n\n/** Upper & lower circuit price for a given previous close and band percent. */\nexport function circuitLimits(\n  prevClose: number,\n  percent: number,\n): { upper: number; lower: number } {\n  const delta = prevClose * (percent / 100);\n  return {\n    upper: roundToTick(prevClose + delta),\n    lower: roundToTick(prevClose - delta),\n  };\n}\n\n/* ------------------------------------------------------------------ *\n * Brokerage & statutory charges (India)\n * ------------------------------------------------------------------ */\n\nexport type Segment = \"delivery\" | \"intraday\" | \"futures\" | \"options\";\n\nexport interface SegmentRates {\n  /** Brokerage as a fraction of turnover per side (0.0003 = 0.03%). */\n  brokeragePct: number;\n  /** Per-order brokerage cap (₹). */\n  brokerageCap: number;\n  /** Flat per-order brokerage (₹) — overrides the pct/cap model when set. */\n  brokerageFlat?: number;\n  sttBuy: number;\n  sttSell: number;\n  exchangeTxn: number;\n  stampBuy: number;\n  /** Depository (DP) charge per scrip on the sell leg (₹). */\n  dpPerScrip: number;\n}\n\nexport interface ChargeConfig {\n  segments: Record<Segment, SegmentRates>;\n  sebi: number;\n  gst: number;\n}\n\n/**\n * Default rates approximating an Indian discount broker (Zerodha-style) as of\n * FY2024–25. Statutory rates change — override any field via the `config`\n * argument of {@link charges} and always verify against the live rate card.\n */\nexport const IN_DISCOUNT_BROKER: ChargeConfig = {\n  segments: {\n    delivery: {\n      brokeragePct: 0,\n      brokerageCap: 0,\n      sttBuy: 0.001,\n      sttSell: 0.001,\n      exchangeTxn: 0.0000297,\n      stampBuy: 0.00015,\n      dpPerScrip: 13.5,\n    },\n    intraday: {\n      brokeragePct: 0.0003,\n      brokerageCap: 20,\n      sttBuy: 0,\n      sttSell: 0.00025,\n      exchangeTxn: 0.0000297,\n      stampBuy: 0.00003,\n      dpPerScrip: 0,\n    },\n    futures: {\n      brokeragePct: 0.0003,\n      brokerageCap: 20,\n      sttBuy: 0,\n      sttSell: 0.0002,\n      exchangeTxn: 0.0000173,\n      stampBuy: 0.00002,\n      dpPerScrip: 0,\n    },\n    options: {\n      brokeragePct: 0,\n      brokerageCap: 20,\n      brokerageFlat: 20,\n      sttBuy: 0,\n      sttSell: 0.001,\n      exchangeTxn: 0.0003503,\n      stampBuy: 0.00003,\n      dpPerScrip: 0,\n    },\n  },\n  sebi: 0.000001, // ₹10 per crore\n  gst: 0.18,\n};\n\nexport interface ChargeInput {\n  segment: Segment;\n  /** Buy price per unit. Omit / 0 for a sell-only leg. */\n  buy: number;\n  /** Sell price per unit. Omit / 0 for a buy-only leg. */\n  sell: number;\n  qty: number;\n}\n\nexport interface ChargeBreakdown {\n  turnover: number;\n  brokerage: number;\n  stt: number;\n  exchangeTxn: number;\n  sebi: number;\n  stamp: number;\n  gst: number;\n  dp: number;\n  totalCharges: number;\n  grossPnl: number;\n  netPnl: number;\n  /** Per-share price move needed just to break even on charges. */\n  breakeven: number;\n}\n\nfunction round2(n: number): number {\n  return Math.round(n * 100) / 100;\n}\n\nfunction legBrokerage(turnover: number, r: SegmentRates): number {\n  if (turnover <= 0) return 0;\n  if (r.brokerageFlat !== undefined) return r.brokerageFlat;\n  if (r.brokeragePct === 0) return 0;\n  return Math.min(turnover * r.brokeragePct, r.brokerageCap);\n}\n\n/**\n * Full brokerage + statutory charges breakdown for a trade, Indian market.\n * @example\n * charges({ segment: \"intraday\", buy: 100, sell: 102, qty: 500 });\n * // { brokerage, stt, gst, sebi, stamp, exchangeTxn, totalCharges, netPnl, breakeven, ... }\n */\nexport function charges(\n  input: ChargeInput,\n  config: ChargeConfig = IN_DISCOUNT_BROKER,\n): ChargeBreakdown {\n  const r = config.segments[input.segment];\n  const buyVal = (input.buy || 0) * input.qty;\n  const sellVal = (input.sell || 0) * input.qty;\n  const turnover = buyVal + sellVal;\n\n  const brokerage = legBrokerage(buyVal, r) + legBrokerage(sellVal, r);\n  const stt = buyVal * r.sttBuy + sellVal * r.sttSell;\n  const exchangeTxn = turnover * r.exchangeTxn;\n  const sebi = turnover * config.sebi;\n  const stamp = buyVal * r.stampBuy;\n  const gst = (brokerage + exchangeTxn + sebi) * config.gst;\n  const dp = sellVal > 0 ? r.dpPerScrip : 0;\n\n  const totalCharges = brokerage + stt + exchangeTxn + sebi + stamp + gst + dp;\n  const grossPnl = sellVal - buyVal;\n\n  return {\n    turnover: round2(turnover),\n    brokerage: round2(brokerage),\n    stt: round2(stt),\n    exchangeTxn: round2(exchangeTxn),\n    sebi: round2(sebi),\n    stamp: round2(stamp),\n    gst: round2(gst),\n    dp: round2(dp),\n    totalCharges: round2(totalCharges),\n    grossPnl: round2(grossPnl),\n    netPnl: round2(grossPnl - totalCharges),\n    breakeven: input.qty === 0 ? 0 : round2(totalCharges / input.qty),\n  };\n}\n\n/* ------------------------------------------------------------------ *\n * Compact formatting\n * ------------------------------------------------------------------ */\n\nfunction trimTo2(n: number): string {\n  return Number(n.toFixed(2)).toString();\n}\n\n/** Compact INR: `formatCompactINR(12345678)` → `\"₹1.23 Cr\"`. */\nexport function formatCompactINR(amount: number, opts: FormatMoneyOptions = {}): string {\n  const { symbol = \"₹\" } = opts;\n  const neg = amount < 0;\n  const a = Math.abs(amount);\n  const units: [number, string][] = [\n    [1e7, \"Cr\"],\n    [1e5, \"L\"],\n    [1e3, \"K\"],\n  ];\n  const u = units.find(([size]) => a >= size);\n  const out = u ? `${trimTo2(a / u[0])} ${u[1]}` : trimTo2(a);\n  return `${neg ? \"-\" : \"\"}${symbol}${out}`;\n}\n\n/* ------------------------------------------------------------------ *\n * Options — Black-Scholes greeks\n * ------------------------------------------------------------------ */\n\nfunction normPdf(x: number): number {\n  return Math.exp((-x * x) / 2) / Math.sqrt(2 * Math.PI);\n}\n\n/** Standard normal CDF (Abramowitz & Stegun 7.1.26 approximation). */\nfunction normCdf(x: number): number {\n  const t = 1 / (1 + 0.2316419 * Math.abs(x));\n  const d = 0.3989422804014327 * Math.exp((-x * x) / 2);\n  const p = d * t * (0.3193815 + t * (-0.3565638 + t * (1.781477937 + t * (-1.821255978 + t * 1.330274429))));\n  return x > 0 ? 1 - p : p;\n}\n\nexport interface OptionInput {\n  type: \"call\" | \"put\";\n  /** Spot price of the underlying. */\n  spot: number;\n  strike: number;\n  /** Time to expiry in years (e.g. 30 days ≈ 30/365). */\n  timeYears: number;\n  /** Risk-free rate (annual, decimal — e.g. 0.07). */\n  rate: number;\n  /** Volatility (annual, decimal — e.g. 0.25). */\n  volatility: number;\n  /** Continuous dividend yield (annual, decimal). Default 0. */\n  dividendYield?: number;\n}\n\nexport interface Greeks {\n  price: number;\n  delta: number;\n  gamma: number;\n  /** Per-year theta (divide by 365 for per-day). */\n  theta: number;\n  /** Per 1.00 change in volatility (divide by 100 for per 1%). */\n  vega: number;\n  /** Per 1.00 change in rate (divide by 100 for per 1%). */\n  rho: number;\n}\n\n/** Black-Scholes price + greeks for a European option. */\nexport function blackScholes(o: OptionInput): Greeks {\n  const { type, spot: S, strike: K, timeYears: t, rate: r } = o;\n  const q = o.dividendYield ?? 0;\n  const sigma = o.volatility;\n  const sqrtT = Math.sqrt(t);\n  const d1 = (Math.log(S / K) + (r - q + (sigma * sigma) / 2) * t) / (sigma * sqrtT);\n  const d2 = d1 - sigma * sqrtT;\n  const disc = Math.exp(-r * t);\n  const dq = Math.exp(-q * t);\n  const nd1 = normPdf(d1);\n  const gamma = (dq * nd1) / (S * sigma * sqrtT);\n  const vega = S * dq * nd1 * sqrtT;\n  if (type === \"call\") {\n    const Nd1 = normCdf(d1);\n    const Nd2 = normCdf(d2);\n    return {\n      price: S * dq * Nd1 - K * disc * Nd2,\n      delta: dq * Nd1,\n      gamma,\n      theta: -(S * dq * nd1 * sigma) / (2 * sqrtT) - r * K * disc * Nd2 + q * S * dq * Nd1,\n      vega,\n      rho: K * t * disc * Nd2,\n    };\n  }\n  const Nnd1 = normCdf(-d1);\n  const Nnd2 = normCdf(-d2);\n  return {\n    price: K * disc * Nnd2 - S * dq * Nnd1,\n    delta: -dq * Nnd1,\n    gamma,\n    theta: -(S * dq * nd1 * sigma) / (2 * sqrtT) + r * K * disc * Nnd2 - q * S * dq * Nnd1,\n    vega,\n    rho: -K * t * disc * Nnd2,\n  };\n}\n\n/** Solve implied volatility from an observed option price (bisection). */\nexport function impliedVolatility(\n  marketPrice: number,\n  o: Omit<OptionInput, \"volatility\">,\n  opts: { tolerance?: number; maxIterations?: number } = {},\n): number | null {\n  const tol = opts.tolerance ?? 1e-6;\n  const maxIter = opts.maxIterations ?? 100;\n  let lo = 1e-4;\n  let hi = 5;\n  for (let i = 0; i < maxIter; i++) {\n    const mid = (lo + hi) / 2;\n    const price = blackScholes({ ...o, volatility: mid }).price;\n    const diff = price - marketPrice;\n    if (Math.abs(diff) < tol) return mid;\n    if (diff > 0) hi = mid;\n    else lo = mid;\n  }\n  return null;\n}\n\n/* ------------------------------------------------------------------ *\n * Portfolio analytics\n * ------------------------------------------------------------------ */\n\n/** Period-over-period simple returns from a price/equity series. */\nexport function simpleReturns(series: number[]): number[] {\n  const out: number[] = [];\n  for (let i = 1; i < series.length; i++) {\n    const prev = series[i - 1]!;\n    if (prev !== 0) out.push((series[i]! - prev) / prev);\n  }\n  return out;\n}\n\nfunction mean(xs: number[]): number {\n  return xs.length ? xs.reduce((s, x) => s + x, 0) / xs.length : 0;\n}\n\nfunction stdev(xs: number[]): number {\n  if (xs.length < 2) return 0;\n  const m = mean(xs);\n  return Math.sqrt(xs.reduce((s, x) => s + (x - m) ** 2, 0) / (xs.length - 1));\n}\n\n/** Volatility (stdev of returns); annualized by default. */\nexport function volatility(returns: number[], opts: { annualize?: boolean; periodsPerYear?: number } = {}): number {\n  const sd = stdev(returns);\n  return opts.annualize === false ? sd : sd * Math.sqrt(opts.periodsPerYear ?? 252);\n}\n\n/** Annualized Sharpe ratio from a return series. */\nexport function sharpe(returns: number[], opts: { riskFree?: number; periodsPerYear?: number } = {}): number {\n  const ppy = opts.periodsPerYear ?? 252;\n  const rfPerPeriod = (opts.riskFree ?? 0) / ppy;\n  const excess = returns.map((r) => r - rfPerPeriod);\n  const sd = stdev(excess);\n  if (sd === 0) return 0;\n  return (mean(excess) / sd) * Math.sqrt(ppy);\n}\n\n/** Annualized Sortino ratio (downside-deviation only). */\nexport function sortino(returns: number[], opts: { riskFree?: number; periodsPerYear?: number } = {}): number {\n  const ppy = opts.periodsPerYear ?? 252;\n  const rfPerPeriod = (opts.riskFree ?? 0) / ppy;\n  const excess = returns.map((r) => r - rfPerPeriod);\n  const downside = excess.filter((r) => r < 0);\n  if (!downside.length) return 0;\n  const dd = Math.sqrt(downside.reduce((s, r) => s + r * r, 0) / downside.length);\n  if (dd === 0) return 0;\n  return (mean(excess) / dd) * Math.sqrt(ppy);\n}\n\n/** Maximum drawdown of an equity curve, as a positive fraction (0.2 = −20%). */\nexport function maxDrawdown(equity: number[]): { maxDrawdown: number; peakIndex: number; troughIndex: number } {\n  let peak = equity[0] ?? 0;\n  let peakIdx = 0;\n  let maxDd = 0;\n  let ddPeak = 0;\n  let ddTrough = 0;\n  for (let i = 0; i < equity.length; i++) {\n    const v = equity[i]!;\n    if (v > peak) {\n      peak = v;\n      peakIdx = i;\n    }\n    const dd = peak > 0 ? (peak - v) / peak : 0;\n    if (dd > maxDd) {\n      maxDd = dd;\n      ddPeak = peakIdx;\n      ddTrough = i;\n    }\n  }\n  return { maxDrawdown: maxDd, peakIndex: ddPeak, troughIndex: ddTrough };\n}\n"]}

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@lacspace/market",
-  "version": "1.0.3",
+  "version": "1.1.1",
   "description": "Stock-market money math — P&L, returns, CAGR, XIRR, tick-size rounding, circuit limits, position sizing and an Indian brokerage & charges calculator (STT, GST, SEBI, stamp). Zero-dependency.",
   "type": "module",
   "main": "./dist/index.cjs",
@@ -38,7 +38,13 @@
     "circuit-limits",
     "nse",
     "bse",
-    "typescript"
+    "typescript",
+    "black-scholes",
+    "options-pricing",
+    "greeks",
+    "implied-volatility",
+    "sharpe-ratio",
+    "sortino"
   ],
   "author": "Lacspace <contact@lacspace.com>",
   "license": "SEE LICENSE IN LICENSE",
@@ -53,5 +59,8 @@
   },
   "engines": {
     "node": ">=18"
+  },
+  "publishConfig": {
+    "access": "public"
   }
 }