elemento-alpha-tools 1.2.31 → 1.2.33

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
@@ -33,6 +33,10 @@ export declare class MarketDataManager extends CrudServiceManager<IMarketDataSea
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  find(details: IMarketDataSearchDetails): Promise<IMarketData | undefined>;
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  count(details: IMarketDataSearchDetails): Promise<number>;
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  findMostRecentDate(details: IMarketDataSearchDetails): Promise<number>;
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+ findDateRanges(assetIds: number[], config: AxiosRequestConfig): Promise<Map<number, {
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+ minDate: number;
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+ maxDate: number;
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+ }>>;
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  private buildRequestUrl;
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  findAll(details: IMarketDataSearchDetails): Promise<IMarketData[] | undefined>;
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  findById(id: StandardIdRequestDefinition): Promise<IMarketData | undefined>;
@@ -36,8 +36,24 @@ class MarketDataManager extends itrm_tools_1.CrudServiceManager {
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  return (_a = response === null || response === void 0 ? void 0 : response.payload) !== null && _a !== void 0 ? _a : 0;
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  });
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  }
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+ findDateRanges(assetIds, config) {
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+ return __awaiter(this, void 0, void 0, function* () {
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+ const url = `${this.url}/marketData?dateRange=true${assetIds.length > 0 ? `&assetId=${assetIds.join(',')}` : ''}`;
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+ const response = yield itrm_tools_1.RequestAxiosCall.get(url, config);
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+ const result = new Map();
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+ if (Array.isArray(response === null || response === void 0 ? void 0 : response.payload)) {
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+ for (const row of response.payload) {
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+ result.set(Number(row.assetId), {
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+ minDate: Number(row.minDate),
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+ maxDate: Number(row.maxDate)
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+ });
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+ }
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+ }
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+ return result;
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+ });
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+ }
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  buildRequestUrl(url, details) {
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- let suffix = `${details.assetId ? `&assetId=${details.assetId}` : ''}${details.fromDate ? `&fromDate=${details.fromDate}` : ''}${details.toDate ? `&toDate=${details.toDate}` : ''}${details.date ? `&date=${details.date}` : ''}${details.recentDate ? `&recentDate=${details.recentDate}` : ""}`;
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+ let suffix = `${details.assetId ? `&assetId=${details.assetId}` : ''}${details.fromDate ? `&fromDate=${details.fromDate}` : ''}${details.toDate ? `&toDate=${details.toDate}` : ''}${details.date ? `&date=${details.date}` : ''}${details.recentDate ? `&recentDate=${details.recentDate}` : ''}`;
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  return `${url}?${suffix.substring(1)}`;
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  }
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  findAll(details) {
@@ -1 +1 @@
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- {"version":3,"file":"MarketDataManager.js","sourceRoot":"","sources":["../../src/crud/MarketDataManager.ts"],"names":[],"mappings":";;;;;;;;;;;;AACA,2CAA+F;AA+B/F,MAAa,iBAAkB,SAAQ,+BAAyD;IAG9F,YAAY,GAAW;QACrB,KAAK,EAAE,CAAC;QACR,IAAI,CAAC,GAAG,GAAG,GAAG,CAAC;IACjB,CAAC;IAEY,IAAI,CAAC,OAAiC;;YACjD,OAAO,IAAI,CAAC,WAAW,CAAC,GAAG,IAAI,CAAC,GAAG,uBAAuB,OAAO,CAAC,OAAO,GAAG,OAAO,CAAC,IAAI,CAAC,CAAC,CAAC,SAAS,OAAO,CAAC,IAAI,EAAE,CAAC,CAAC,CAAC,EAAE,EAAE,EAAE,OAAO,CAAC,MAAM,CAAC,CAAC;QAC7I,CAAC;KAAA;IAEY,KAAK,CAAC,OAAiC;;;YAClD,IAAI,GAAG,GAAG,IAAI,CAAC,eAAe,CAAC,GAAG,IAAI,CAAC,GAAG,aAAa,EAAE,OAAO,CAAC,CAAC;YAClE,OAAO,MAAA,CAAC,MAAM,IAAI,CAAC,YAAY,CAAC,GAAG,EAAE,OAAO,CAAC,MAAM,CAAC,CAAC,mCAAI,CAAC,CAAC;QAC7D,CAAC;KAAA;IAEY,kBAAkB,CAAC,OAAiC;;;YAC/D,IAAI,GAAG,GAAG,IAAI,CAAC,eAAe,CAAC,GAAG,IAAI,CAAC,GAAG,aAAa,kCAAO,OAAO,KAAE,UAAU,EAAE,IAAI,IAAG,CAAC;YAC3F,IAAI,QAAQ,GAAQ,MAAM,6BAAgB,CAAC,GAAG,CAAC,GAAG,EAAE,OAAO,CAAC,MAAM,CAAC,CAAC;YACpE,OAAO,MAAA,QAAQ,aAAR,QAAQ,uBAAR,QAAQ,CAAE,OAAO,mCAAI,CAAC,CAAC;QAChC,CAAC;KAAA;IAEO,eAAe,CAAC,GAAW,EAAE,OAAoB;QACvD,IAAI,MAAM,GAAG,GAAG,OAAO,CAAC,OAAO,CAAC,CAAC,CAAC,YAAY,OAAO,CAAC,OAAO,EAAE,CAAC,CAAC,CAAC,EAAE,GAAG,OAAO,CAAC,QAAQ,CAAC,CAAC,CAAC,aAAa,OAAO,CAAC,QAAQ,EAAE,CAAC,CAAC,CAAC,EAAE,GAAG,OAAO,CAAC,MAAM,CAAC,CAAC,CAAC,WAAW,OAAO,CAAC,MAAM,EAAE,CAAC,CAAC,CAAC,EAAE,GAAG,OAAO,CAAC,IAAI,CAAC,CAAC,CAAC,SAAS,OAAO,CAAC,IAAI,EAAE,CAAC,CAAC,CAAC,EAAE,GAAG,OAAO,CAAC,UAAU,CAAC,CAAC,CAAC,eAAe,OAAO,CAAC,UAAU,EAAE,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC;QACnS,OAAO,GAAG,GAAG,IAAI,MAAM,CAAC,SAAS,CAAC,CAAC,CAAC,EAAE,CAAC;IACzC,CAAC;IAEY,OAAO,CAAC,OAAiC;;;YACpD,IAAI,UAAU,GAAkB,EAAE,CAAC;YACnC,IAAI,GAAG,GAAG,IAAI,CAAC,eAAe,CAAC,GAAG,IAAI,CAAC,GAAG,aAAa,EAAE,OAAO,CAAC,CAAC;YAClE,IAAI,OAAO,CAAC,KAAK,EAAE,CAAC;gBAClB,UAAU,GAAG,MAAA,CAAC,MAAM,IAAI,CAAC,cAAc,CAAC,GAAG,GAAG,GAAG,GAAG,CAAC,OAAO,CAAC,GAAG,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,GAAG,SAAS,OAAO,CAAC,KAAK,WAAW,OAAO,CAAC,MAAM,EAAE,EAAE,OAAO,CAAC,MAAM,CAAC,CAAC,mCAAI,EAAE,CAAC;YAChK,CAAC;iBAAM,CAAC;gBACN,IAAI,KAAK,GAAG,IAAI,EACd,MAAM,GAAG,CAAC,EACV,OAAO,GAAG,KAAK,CAAC;gBAClB,GAAG,CAAC;oBACF,IAAI,MAAM,GAAG,MAAM,IAAI,CAAC,cAAc,CAAC,GAAG,GAAG,GAAG,GAAG,CAAC,OAAO,CAAC,GAAG,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,GAAG,SAAS,KAAK,WAAW,MAAM,EAAE,EAAE,OAAO,CAAC,MAAM,CAAC,CAAC;oBACtI,IAAI,MAAM;wBAAE,UAAU,GAAG,UAAU,CAAC,MAAM,CAAC,MAAM,CAAC,CAAC;oBACnD,OAAO,GAAG,MAAM,IAAI,SAAS,IAAI,MAAM,CAAC,MAAM,IAAI,CAAC,CAAC;oBACpD,MAAM,IAAI,KAAK,CAAC;gBAClB,CAAC,QAAQ,CAAC,OAAO,EAAE;YACrB,CAAC;YACD,OAAO,UAAU,CAAC;QACpB,CAAC;KAAA;IAEM,QAAQ,CAAC,EAA+B;QAC7C,OAAO,IAAI,CAAC,WAAW,CAAC,GAAG,IAAI,CAAC,GAAG,kBAAkB,EAAE,CAAC,EAAE,EAAE,EAAE,EAAE,CAAC,MAAM,CAAC,CAAC;IAC3E,CAAC;IAEY,MAAM,CAAC,OAAiC;;YACnD,OAAO,IAAI,CAAC,YAAY,CACtB,GAAG,IAAI,CAAC,GAAG,aAAa,EACxB;gBACE,OAAO,EAAE,OAAO,CAAC,OAAO;gBACxB,IAAI,EAAE,OAAO,CAAC,IAAI;gBAClB,KAAK,EAAE,OAAO,CAAC,KAAK;aACrB,EACD,OAAO,CAAC,MAAM,CACf,CAAC;QACJ,CAAC;KAAA;IAEY,UAAU,CAAC,OAAiC;;;YACvD,OAAO,IAAI,CAAC,gBAAgB,CAAC,GAAG,IAAI,CAAC,GAAG,aAAa,EAAE,MAAA,OAAO,CAAC,MAAM,mCAAI,EAAE,EAAE,OAAO,CAAC,MAAM,CAAC,CAAC;QAC/F,CAAC;KAAA;IAEY,MAAM,CAAC,UAAuB;;YACzC,OAAO,IAAI,CAAC,gBAAgB,CAC1B,GAAG,IAAI,CAAC,GAAG,eAAe,UAAU,CAAC,YAAY,EAAE,EACnD;gBACE,OAAO,EAAE,UAAU,CAAC,OAAO;gBAC3B,IAAI,EAAE,UAAU,CAAC,IAAI;gBACrB,KAAK,EAAE,UAAU,CAAC,KAAK;aACxB,EACD,UAAU,CAAC,MAAM,CAClB,CAAC;QACJ,CAAC;KAAA;IAEY,OAAO,CAAC,UAAuB;;YAC1C,OAAO,IAAI,CAAC,eAAe,CAAC,GAAG,IAAI,CAAC,GAAG,eAAe,UAAU,CAAC,YAAY,EAAE,EAAE,UAAU,CAAC,MAAM,CAAC,CAAC;QACtG,CAAC;KAAA;CACF;AAlFD,8CAkFC"}
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+ {"version":3,"file":"MarketDataManager.js","sourceRoot":"","sources":["../../src/crud/MarketDataManager.ts"],"names":[],"mappings":";;;;;;;;;;;;AACA,2CAA+F;AA+B/F,MAAa,iBAAkB,SAAQ,+BAAyD;IAG9F,YAAY,GAAW;QACrB,KAAK,EAAE,CAAC;QACR,IAAI,CAAC,GAAG,GAAG,GAAG,CAAC;IACjB,CAAC;IAEY,IAAI,CAAC,OAAiC;;YACjD,OAAO,IAAI,CAAC,WAAW,CAAC,GAAG,IAAI,CAAC,GAAG,uBAAuB,OAAO,CAAC,OAAO,GAAG,OAAO,CAAC,IAAI,CAAC,CAAC,CAAC,SAAS,OAAO,CAAC,IAAI,EAAE,CAAC,CAAC,CAAC,EAAE,EAAE,EAAE,OAAO,CAAC,MAAM,CAAC,CAAC;QAC7I,CAAC;KAAA;IAEY,KAAK,CAAC,OAAiC;;;YAClD,IAAI,GAAG,GAAG,IAAI,CAAC,eAAe,CAAC,GAAG,IAAI,CAAC,GAAG,aAAa,EAAE,OAAO,CAAC,CAAC;YAClE,OAAO,MAAA,CAAC,MAAM,IAAI,CAAC,YAAY,CAAC,GAAG,EAAE,OAAO,CAAC,MAAM,CAAC,CAAC,mCAAI,CAAC,CAAC;QAC7D,CAAC;KAAA;IAEY,kBAAkB,CAAC,OAAiC;;;YAC/D,IAAI,GAAG,GAAG,IAAI,CAAC,eAAe,CAAC,GAAG,IAAI,CAAC,GAAG,aAAa,kCAAO,OAAO,KAAE,UAAU,EAAE,IAAI,IAAG,CAAC;YAC3F,IAAI,QAAQ,GAAQ,MAAM,6BAAgB,CAAC,GAAG,CAAC,GAAG,EAAE,OAAO,CAAC,MAAM,CAAC,CAAC;YACpE,OAAO,MAAA,QAAQ,aAAR,QAAQ,uBAAR,QAAQ,CAAE,OAAO,mCAAI,CAAC,CAAC;QAChC,CAAC;KAAA;IAEY,cAAc,CAAC,QAAkB,EAAE,MAA0B;;YACxE,MAAM,GAAG,GAAG,GAAG,IAAI,CAAC,GAAG,6BAA6B,QAAQ,CAAC,MAAM,GAAG,CAAC,CAAC,CAAC,CAAC,YAAY,QAAQ,CAAC,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC;YAClH,MAAM,QAAQ,GAAQ,MAAM,6BAAgB,CAAC,GAAG,CAAC,GAAG,EAAE,MAAM,CAAC,CAAC;YAC9D,MAAM,MAAM,GAAG,IAAI,GAAG,EAAgD,CAAC;YAEvE,IAAI,KAAK,CAAC,OAAO,CAAC,QAAQ,aAAR,QAAQ,uBAAR,QAAQ,CAAE,OAAO,CAAC,EAAE,CAAC;gBACrC,KAAK,MAAM,GAAG,IAAI,QAAQ,CAAC,OAAO,EAAE,CAAC;oBACnC,MAAM,CAAC,GAAG,CAAC,MAAM,CAAC,GAAG,CAAC,OAAO,CAAC,EAAE;wBAC9B,OAAO,EAAE,MAAM,CAAC,GAAG,CAAC,OAAO,CAAC;wBAC5B,OAAO,EAAE,MAAM,CAAC,GAAG,CAAC,OAAO,CAAC;qBAC7B,CAAC,CAAC;gBACL,CAAC;YACH,CAAC;YAED,OAAO,MAAM,CAAC;QAChB,CAAC;KAAA;IAEO,eAAe,CAAC,GAAW,EAAE,OAAoB;QACvD,IAAI,MAAM,GAAG,GAAG,OAAO,CAAC,OAAO,CAAC,CAAC,CAAC,YAAY,OAAO,CAAC,OAAO,EAAE,CAAC,CAAC,CAAC,EAAE,GAAG,OAAO,CAAC,QAAQ,CAAC,CAAC,CAAC,aAAa,OAAO,CAAC,QAAQ,EAAE,CAAC,CAAC,CAAC,EAAE,GAAG,OAAO,CAAC,MAAM,CAAC,CAAC,CAAC,WAAW,OAAO,CAAC,MAAM,EAAE,CAAC,CAAC,CAAC,EAAE,GAAG,OAAO,CAAC,IAAI,CAAC,CAAC,CAAC,SAAS,OAAO,CAAC,IAAI,EAAE,CAAC,CAAC,CAAC,EAAE,GAC9N,OAAO,CAAC,UAAU,CAAC,CAAC,CAAC,eAAe,OAAO,CAAC,UAAU,EAAE,CAAC,CAAC,CAAC,EAC7D,EAAE,CAAC;QACH,OAAO,GAAG,GAAG,IAAI,MAAM,CAAC,SAAS,CAAC,CAAC,CAAC,EAAE,CAAC;IACzC,CAAC;IAEY,OAAO,CAAC,OAAiC;;;YACpD,IAAI,UAAU,GAAkB,EAAE,CAAC;YACnC,IAAI,GAAG,GAAG,IAAI,CAAC,eAAe,CAAC,GAAG,IAAI,CAAC,GAAG,aAAa,EAAE,OAAO,CAAC,CAAC;YAClE,IAAI,OAAO,CAAC,KAAK,EAAE,CAAC;gBAClB,UAAU,GAAG,MAAA,CAAC,MAAM,IAAI,CAAC,cAAc,CAAC,GAAG,GAAG,GAAG,GAAG,CAAC,OAAO,CAAC,GAAG,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,GAAG,SAAS,OAAO,CAAC,KAAK,WAAW,OAAO,CAAC,MAAM,EAAE,EAAE,OAAO,CAAC,MAAM,CAAC,CAAC,mCAAI,EAAE,CAAC;YAChK,CAAC;iBAAM,CAAC;gBACN,IAAI,KAAK,GAAG,IAAI,EACd,MAAM,GAAG,CAAC,EACV,OAAO,GAAG,KAAK,CAAC;gBAClB,GAAG,CAAC;oBACF,IAAI,MAAM,GAAG,MAAM,IAAI,CAAC,cAAc,CAAC,GAAG,GAAG,GAAG,GAAG,CAAC,OAAO,CAAC,GAAG,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,GAAG,SAAS,KAAK,WAAW,MAAM,EAAE,EAAE,OAAO,CAAC,MAAM,CAAC,CAAC;oBACtI,IAAI,MAAM;wBAAE,UAAU,GAAG,UAAU,CAAC,MAAM,CAAC,MAAM,CAAC,CAAC;oBACnD,OAAO,GAAG,MAAM,IAAI,SAAS,IAAI,MAAM,CAAC,MAAM,IAAI,CAAC,CAAC;oBACpD,MAAM,IAAI,KAAK,CAAC;gBAClB,CAAC,QAAQ,CAAC,OAAO,EAAE;YACrB,CAAC;YACD,OAAO,UAAU,CAAC;QACpB,CAAC;KAAA;IAEM,QAAQ,CAAC,EAA+B;QAC7C,OAAO,IAAI,CAAC,WAAW,CAAC,GAAG,IAAI,CAAC,GAAG,kBAAkB,EAAE,CAAC,EAAE,EAAE,EAAE,EAAE,CAAC,MAAM,CAAC,CAAC;IAC3E,CAAC;IAEY,MAAM,CAAC,OAAiC;;YACnD,OAAO,IAAI,CAAC,YAAY,CACtB,GAAG,IAAI,CAAC,GAAG,aAAa,EACxB;gBACE,OAAO,EAAE,OAAO,CAAC,OAAO;gBACxB,IAAI,EAAE,OAAO,CAAC,IAAI;gBAClB,KAAK,EAAE,OAAO,CAAC,KAAK;aACrB,EACD,OAAO,CAAC,MAAM,CACf,CAAC;QACJ,CAAC;KAAA;IAEY,UAAU,CAAC,OAAiC;;;YACvD,OAAO,IAAI,CAAC,gBAAgB,CAAC,GAAG,IAAI,CAAC,GAAG,aAAa,EAAE,MAAA,OAAO,CAAC,MAAM,mCAAI,EAAE,EAAE,OAAO,CAAC,MAAM,CAAC,CAAC;QAC/F,CAAC;KAAA;IAEY,MAAM,CAAC,UAAuB;;YACzC,OAAO,IAAI,CAAC,gBAAgB,CAC1B,GAAG,IAAI,CAAC,GAAG,eAAe,UAAU,CAAC,YAAY,EAAE,EACnD;gBACE,OAAO,EAAE,UAAU,CAAC,OAAO;gBAC3B,IAAI,EAAE,UAAU,CAAC,IAAI;gBACrB,KAAK,EAAE,UAAU,CAAC,KAAK;aACxB,EACD,UAAU,CAAC,MAAM,CAClB,CAAC;QACJ,CAAC;KAAA;IAEY,OAAO,CAAC,UAAuB;;YAC1C,OAAO,IAAI,CAAC,eAAe,CAAC,GAAG,IAAI,CAAC,GAAG,eAAe,UAAU,CAAC,YAAY,EAAE,EAAE,UAAU,CAAC,MAAM,CAAC,CAAC;QACtG,CAAC;KAAA;CACF;AArGD,8CAqGC"}
@@ -43,14 +43,16 @@ class VolatilityGoal extends Goal_1.Goal {
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  return returns;
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  }
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  calculateCovariance(returns1, returns2) {
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- const limitedArraySize = Math.min(returns1.length, returns2.length);
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- const mean1 = returns1.reduce((s, returnValue) => s + returnValue, 0) / limitedArraySize;
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- const mean2 = returns2.reduce((s, returnValue) => s + returnValue, 0) / limitedArraySize;
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+ const n = Math.min(returns1.length, returns2.length);
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+ if (n < 2)
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+ return 0;
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+ const mean1 = returns1.slice(0, n).reduce((s, v) => s + v, 0) / n;
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+ const mean2 = returns2.slice(0, n).reduce((s, v) => s + v, 0) / n;
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  let covariance = 0;
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- for (let i = 0; i < limitedArraySize; i++) {
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+ for (let i = 0; i < n; i++) {
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  covariance += (returns1[i] - mean1) * (returns2[i] - mean2);
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  }
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- return covariance / limitedArraySize;
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+ return covariance / (n - 1);
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  }
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  buildCovarianceMatrix() {
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  var _a;
@@ -70,8 +72,7 @@ class VolatilityGoal extends Goal_1.Goal {
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  for (let i = 0; i < totalAssets; i++) {
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  this.covarianceMatrix[i] = [];
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  for (let j = 0; j < totalAssets; j++) {
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- const cov = this.calculateCovariance(returnsMatrix[i], returnsMatrix[j]);
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- this.covarianceMatrix[i][j] = cov * 365;
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+ this.covarianceMatrix[i][j] = this.calculateCovariance(returnsMatrix[i], returnsMatrix[j]) * 365;
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  }
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  }
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  }
@@ -1 +1 @@
1
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package/package.json CHANGED
@@ -1,6 +1,6 @@
1
1
  {
2
2
  "name": "elemento-alpha-tools",
3
- "version": "1.2.31",
3
+ "version": "1.2.33",
4
4
  "description": "Librería para los servicios de elemento alpha",
5
5
  "main": "dist/index.js",
6
6
  "types": "dist/index.d.ts",
@@ -34,18 +34,19 @@
34
34
  "@types/express": "^5.0.6",
35
35
  "@types/jest": "^30.0.0",
36
36
  "@types/morgan": "^1.9.9",
37
- "@types/node": "^25.3.0",
37
+ "@types/node": "^25.3.3",
38
38
  "jest": "^30.2.0",
39
39
  "rimraf": "^6.1.3",
40
40
  "ts-jest": "^29.4.6",
41
41
  "typescript": "^5.9.3"
42
42
  },
43
43
  "dependencies": {
44
- "axios": "^1.13.5",
44
+ "axios": "^1.13.6",
45
45
  "crypto-js": "^4.2.0",
46
46
  "dotenv": "^17.3.1",
47
- "itrm-tools": "^1.3.37",
48
- "morgan": "^1.10.0"
47
+ "itrm-tools": "^1.3.38",
48
+ "morgan": "^1.10.0",
49
+ "v": "^0.3.0"
49
50
  },
50
51
  "optionalDependencies": {
51
52
  "axios-mock-adapter": "^2.0.0"