elemento-alpha-tools 1.3.12 → 1.3.14
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/dist/crud/ForecastManager.d.ts +42 -11
- package/dist/crud/ForecastManager.js +8 -7
- package/dist/crud/ForecastManager.js.map +1 -1
- package/dist/econometrics/OrdinaryLeastSquares.d.ts +5 -1
- package/dist/econometrics/OrdinaryLeastSquares.js +35 -27
- package/dist/econometrics/OrdinaryLeastSquares.js.map +1 -1
- package/dist/index.d.ts +2 -3
- package/dist/index.js +1 -3
- package/dist/index.js.map +1 -1
- package/package.json +1 -1
- package/dist/crud/EquationsManager.d.ts +0 -51
- package/dist/crud/EquationsManager.js +0 -84
- package/dist/crud/EquationsManager.js.map +0 -1
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@@ -1,30 +1,61 @@
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import { AxiosRequestConfig } from "axios";
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import { CrudServiceManager, StandardIdRequestDefinition } from "itrm-tools";
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export interface IForecastInput {
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name: string;
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raw: boolean;
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transform: string | null;
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delay?: number;
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}
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export interface IForecastOutput {
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name: string;
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unit: string;
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raw: boolean;
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transform: string | null;
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}
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export interface IForecastData {
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intercept?: number;
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coefficients?: {
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input: string;
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beta: number;
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}[];
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standardError?: number;
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rSquared?: number;
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}
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export interface IForecastDetails {
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inputs: {
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size: number;
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[variable: string]: IForecastInput | number;
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};
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outputs: {
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[name: string]: IForecastOutput;
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};
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options?: {
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useIntercept?: boolean;
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allHistory?: boolean;
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};
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data?: any;
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}
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export interface IForecast {
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forecastId?: number;
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name?: string;
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assetId?: number;
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businessId?: number;
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typeId?: number;
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-
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value?: number;
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fromDate?: number;
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toDate?: number;
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details?: IForecastDetails;
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updatedAt?: string;
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createdAt?: string;
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config?: AxiosRequestConfig;
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}
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export interface IForecastSearchDetails {
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forecastId?: number;
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name?: string;
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assetId?: number;
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businessId?: number;
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typeId?: number;
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-
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value?: number;
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updatedAt?: string;
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createdAt?: string;
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config?: AxiosRequestConfig;
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fromDate?: number;
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toDate?: number;
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details?: IForecastDetails;
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limit?: number;
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offset?: number;
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config?: AxiosRequestConfig;
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values?: IForecast[];
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}
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export declare class ForecastManager extends CrudServiceManager<IForecastSearchDetails, IForecast> {
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@@ -16,10 +16,9 @@ class ForecastManager extends itrm_tools_1.CrudServiceManager {
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super();
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this.url = url;
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}
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-
;
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find(details) {
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return __awaiter(this, void 0, void 0, function* () {
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return this.sendFinding(`${this.url}/forecast
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return this.sendFinding(this.buildRequestUrl(`${this.url}/forecast`, details), details.config);
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});
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}
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findById(id) {
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@@ -28,7 +27,7 @@ class ForecastManager extends itrm_tools_1.CrudServiceManager {
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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}` : ""}${details.
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let suffix = `${details.assetId ? `&assetId=${details.assetId}` : ""}${details.businessId ? `&businessId=${details.businessId}` : ""}${details.typeId ? `&typeId=${details.typeId}` : ""}${details.name ? `&name=${details.name}` : ""}`;
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return `${url}?${suffix.substring(1)}`;
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}
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count(details) {
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@@ -62,10 +61,11 @@ class ForecastManager extends itrm_tools_1.CrudServiceManager {
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create(details) {
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return __awaiter(this, void 0, void 0, function* () {
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return this.sendCreation(`${this.url}/forecast`, {
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name: details.name,
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assetId: details.assetId,
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businessId: details.businessId,
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typeId: details.typeId,
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-
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value: details.value,
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details: details.details
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}, details.config);
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});
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}
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@@ -78,10 +78,11 @@ class ForecastManager extends itrm_tools_1.CrudServiceManager {
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modify(forecast) {
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return __awaiter(this, void 0, void 0, function* () {
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return this.sendModification(`${this.url}/forecast/${forecast.forecastId}`, {
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name: forecast.name,
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assetId: forecast.assetId,
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businessId: forecast.businessId,
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typeId: forecast.typeId,
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-
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value: forecast.value,
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details: forecast.details
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}, forecast.config);
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});
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}
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@@ -1 +1 @@
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1
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{"version":3,"file":"ForecastManager.js","sourceRoot":"","sources":["../../src/crud/ForecastManager.ts"],"names":[],"mappings":";;;;;;;;;;;;AACA,2CAA6E;
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{"version":3,"file":"ForecastManager.js","sourceRoot":"","sources":["../../src/crud/ForecastManager.ts"],"names":[],"mappings":";;;;;;;;;;;;AACA,2CAA6E;AAuD7E,MAAa,eAAgB,SAAQ,+BAAqD;IAGxF,YAAY,GAAW;QACrB,KAAK,EAAE,CAAC;QACR,IAAI,CAAC,GAAG,GAAG,GAAG,CAAC;IACjB,CAAC;IAEY,IAAI,CAAC,OAA+B;;YAC/C,OAAO,IAAI,CAAC,WAAW,CAAC,IAAI,CAAC,eAAe,CAAC,GAAG,IAAI,CAAC,GAAG,WAAW,EAAE,OAAO,CAAC,EAAE,OAAO,CAAC,MAAM,CAAC,CAAC;QACjG,CAAC;KAAA;IAEY,QAAQ,CAAC,EAA+B;;YACnD,OAAO,IAAI,CAAC,WAAW,CAAC,GAAG,IAAI,CAAC,GAAG,gBAAgB,EAAE,CAAC,EAAE,EAAE,EAAE,EAAE,CAAC,MAAM,CAAC,CAAC;QACzE,CAAC;KAAA;IAEO,eAAe,CAAC,GAAW,EAAE,OAA+B;QAClE,IAAI,MAAM,GAAG,GAAG,OAAO,CAAC,OAAO,CAAC,CAAC,CAAC,YAAY,OAAO,CAAC,OAAO,EAAE,CAAC,CAAC,CAAC,EAAE,GAAG,OAAO,CAAC,UAAU,CAAC,CAAC,CAAC,eAAe,OAAO,CAAC,UAAU,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,EAAE,CAAC;QACzO,OAAO,GAAG,GAAG,IAAI,MAAM,CAAC,SAAS,CAAC,CAAC,CAAC,EAAE,CAAC;IACzC,CAAC;IAEY,KAAK,CAAC,OAA+B;;;YAChD,IAAI,GAAG,GAAG,IAAI,CAAC,eAAe,CAAC,GAAG,IAAI,CAAC,GAAG,WAAW,EAAE,OAAO,CAAC,CAAC;YAChE,OAAO,MAAA,CAAC,MAAM,IAAI,CAAC,YAAY,CAAC,GAAG,EAAE,OAAO,CAAC,MAAM,CAAC,CAAC,mCAAI,CAAC,CAAC;QAC7D,CAAC;KAAA;IAEY,OAAO,CAAC,OAA+B;;;YAClD,IAAI,QAAQ,GAAgB,EAAE,CAAC;YAC/B,IAAI,GAAG,GAAG,IAAI,CAAC,eAAe,CAAC,GAAG,IAAI,CAAC,GAAG,WAAW,EAAE,OAAO,CAAC,CAAC;YAChE,IAAI,OAAO,CAAC,KAAK,EAAE,CAAC;gBAClB,QAAQ,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;YAC9J,CAAC;iBAAM,CAAC;gBACN,IAAI,KAAK,GAAG,IAAI,EAAE,MAAM,GAAG,CAAC,EAAE,OAAO,GAAG,KAAK,CAAC;gBAC9C,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;wBACR,QAAQ,GAAG,QAAQ,CAAC,MAAM,CAAC,MAAM,CAAC,CAAC;oBACrC,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,QAAQ,CAAC;QAClB,CAAC;KAAA;IAEY,MAAM,CAAC,OAA+B;;YACjD,OAAO,IAAI,CAAC,YAAY,CAAC,GAAG,IAAI,CAAC,GAAG,WAAW,EAAE;gBAC/C,IAAI,EAAE,OAAO,CAAC,IAAI;gBAClB,OAAO,EAAE,OAAO,CAAC,OAAO;gBACxB,UAAU,EAAE,OAAO,CAAC,UAAU;gBAC9B,MAAM,EAAE,OAAO,CAAC,MAAM;gBACtB,OAAO,EAAE,OAAO,CAAC,OAAO;aACzB,EAAE,OAAO,CAAC,MAAM,CAAC,CAAC;QACrB,CAAC;KAAA;IAEY,UAAU,CAAC,OAA+B;;;YACrD,OAAO,IAAI,CAAC,gBAAgB,CAAC,GAAG,IAAI,CAAC,GAAG,WAAW,EAAE,MAAA,OAAO,CAAC,MAAM,mCAAI,EAAE,EAAE,OAAO,CAAC,MAAM,CAAC,CAAC;QAC7F,CAAC;KAAA;IAEY,MAAM,CAAC,QAAmB;;YACrC,OAAO,IAAI,CAAC,gBAAgB,CAAC,GAAG,IAAI,CAAC,GAAG,aAAa,QAAQ,CAAC,UAAU,EAAE,EAAE;gBAC1E,IAAI,EAAE,QAAQ,CAAC,IAAI;gBACnB,OAAO,EAAE,QAAQ,CAAC,OAAO;gBACzB,UAAU,EAAE,QAAQ,CAAC,UAAU;gBAC/B,MAAM,EAAE,QAAQ,CAAC,MAAM;gBACvB,OAAO,EAAE,QAAQ,CAAC,OAAO;aAC1B,EAAE,QAAQ,CAAC,MAAM,CAAC,CAAC;QACtB,CAAC;KAAA;IAEY,OAAO,CAAC,QAAmB;;YACtC,OAAO,IAAI,CAAC,eAAe,CAAC,GAAG,IAAI,CAAC,GAAG,aAAa,QAAQ,CAAC,UAAU,EAAE,EAAE,QAAQ,CAAC,MAAM,CAAC,CAAC;QAC9F,CAAC;KAAA;CACF;AAvED,0CAuEC"}
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@@ -3,8 +3,12 @@ export interface RegressionResult {
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intercept: number;
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coefficients: number[];
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rSquared: number;
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standardError: number;
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}
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export interface OLSOptions {
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useIntercept?: boolean;
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}
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export declare class RegressionError extends Error {
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constructor(message: string);
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}
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export declare function fitOLS(aligned: AlignedSeries): RegressionResult;
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export declare function fitOLS(aligned: AlignedSeries, options?: OLSOptions): RegressionResult;
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return result;
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}
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function multiply(a, b) {
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const rows = a.length;
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const inner = b.length;
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const rows = a.length, inner = b.length;
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const cols = inner > 0 ? b[0].length : 0;
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const result = Array.from({ length: rows }, () => new Array(cols).fill(0));
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for (let i = 0; i < rows; i++) {
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const augmented = matrix.map((row, i) => [...row, ...identityRow(size, i)]);
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let singular = false;
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for (let pivot = 0; pivot < size; pivot++) {
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augmented[pivot][col] /= pivotValue;
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for (let row = 0; row < size; row++) {
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if (row !== pivot) {
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const factor = augmented[row][pivot];
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if (!singular) {
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let best = pivot;
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for (let row = pivot + 1; row < size; row++) {
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if (Math.abs(augmented[row][pivot]) > Math.abs(augmented[best][pivot]))
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best = row;
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}
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const pivotValue = augmented[best][pivot];
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if (Math.abs(pivotValue) < 1e-12) {
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singular = true;
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}
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else {
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[augmented[pivot], augmented[best]] = [augmented[best], augmented[pivot]];
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augmented[
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augmented[pivot][col] /= pivotValue;
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for (let row = 0; row < size; row++) {
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if (row !== pivot) {
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const factor = augmented[row][pivot];
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for (let col = 0; col < 2 * size; col++)
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augmented[row][col] -= factor * augmented[pivot][col];
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}
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}
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}
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}
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throw new RegressionError('Cannot solve regression: variables are collinear or degenerate');
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return augmented.map(row => row.slice(size));
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}
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function fitOLS(aligned) {
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function fitOLS(aligned, options = {}) {
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const useIntercept = options.useIntercept !== false;
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const { y, x } = aligned;
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const observations = y.length;
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const predictors = x.length > 0 ? x[0].length : 0;
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const parameters = predictors + (useIntercept ? 1 : 0);
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if (observations >= parameters + 1) {
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const design = x.map(row => (useIntercept ? [1, ...row] : [...row]));
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const designT = transpose(design);
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const inverse = invert(multiply(designT, design));
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const projected = multiply(designT, y.map(value => [value]));
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const beta = multiply(inverse, projected).map(row => row[0]);
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const predictions = design.map(row => row.reduce((sum, value, i) => sum + value * beta[i], 0));
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const mean = y.reduce((sum, value) => sum + value, 0) / observations;
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const totalSum =
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const totalSum = useIntercept
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? y.reduce((sum, value) => sum + Math.pow((value - mean), 2), 0)
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: y.reduce((sum, value) => sum + Math.pow(value, 2), 0);
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const residualSum = y.reduce((sum, value, i) => sum + Math.pow((value - predictions[i]), 2), 0);
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const degreesOfFreedom = observations - parameters;
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return {
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intercept: beta[0],
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coefficients: beta.slice(1),
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rSquared: totalSum > 0 ? 1 - residualSum / totalSum : 0
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intercept: useIntercept ? beta[0] : 0,
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coefficients: useIntercept ? beta.slice(1) : beta,
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+
rSquared: totalSum > 0 ? 1 - residualSum / totalSum : 0,
|
|
96
|
+
standardError: degreesOfFreedom > 0 ? Math.sqrt(residualSum / degreesOfFreedom) : 0
|
|
89
97
|
};
|
|
90
98
|
}
|
|
91
|
-
throw new RegressionError(`Regression needs more observations than
|
|
99
|
+
throw new RegressionError(`Regression needs more observations than parameters: got ${observations} rows for ${parameters} parameters`);
|
|
92
100
|
}
|
|
93
101
|
//# sourceMappingURL=OrdinaryLeastSquares.js.map
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"OrdinaryLeastSquares.js","sourceRoot":"","sources":["../../src/econometrics/OrdinaryLeastSquares.ts"],"names":[],"mappings":";;;
|
|
1
|
+
{"version":3,"file":"OrdinaryLeastSquares.js","sourceRoot":"","sources":["../../src/econometrics/OrdinaryLeastSquares.ts"],"names":[],"mappings":";;;AAkFA,wBA+BC;AApGD,MAAa,eAAgB,SAAQ,KAAK;IACxC,YAAY,OAAe;QACzB,KAAK,CAAC,OAAO,CAAC,CAAC;QACf,IAAI,CAAC,IAAI,GAAG,iBAAiB,CAAC;IAChC,CAAC;CACF;AALD,0CAKC;AAED,SAAS,WAAW,CAAC,IAAY,EAAE,KAAa;IAC9C,MAAM,GAAG,GAAG,IAAI,KAAK,CAAC,IAAI,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;IACpC,GAAG,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC;IACf,OAAO,GAAG,CAAC;AACb,CAAC;AAED,SAAS,SAAS,CAAC,MAAkB;IACnC,MAAM,IAAI,GAAG,MAAM,CAAC,MAAM,CAAC;IAC3B,MAAM,IAAI,GAAG,IAAI,GAAG,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC;IAC7C,MAAM,MAAM,GAAe,KAAK,CAAC,IAAI,CAAC,EAAE,MAAM,EAAE,IAAI,EAAE,EAAE,GAAG,EAAE,CAAC,IAAI,KAAK,CAAC,IAAI,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC,CAAC;IACvF,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,IAAI,EAAE,CAAC,EAAE,EAAE,CAAC;QAC9B,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,IAAI,EAAE,CAAC,EAAE;YAAE,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,GAAG,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC;IAC7D,CAAC;IACD,OAAO,MAAM,CAAC;AAChB,CAAC;AAED,SAAS,QAAQ,CAAC,CAAa,EAAE,CAAa;IAC5C,MAAM,IAAI,GAAG,CAAC,CAAC,MAAM,EAAE,KAAK,GAAG,CAAC,CAAC,MAAM,CAAC;IACxC,MAAM,IAAI,GAAG,KAAK,GAAG,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC;IACzC,MAAM,MAAM,GAAe,KAAK,CAAC,IAAI,CAAC,EAAE,MAAM,EAAE,IAAI,EAAE,EAAE,GAAG,EAAE,CAAC,IAAI,KAAK,CAAC,IAAI,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC,CAAC;IACvF,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,IAAI,EAAE,CAAC,EAAE,EAAE,CAAC;QAC9B,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,KAAK,EAAE,CAAC,EAAE,EAAE,CAAC;YAC/B,MAAM,MAAM,GAAG,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC;YACvB,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,IAAI,EAAE,CAAC,EAAE;gBAAE,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,IAAI,MAAM,GAAG,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC;QAClE,CAAC;IACH,CAAC;IACD,OAAO,MAAM,CAAC;AAChB,CAAC;AAED,SAAS,MAAM,CAAC,MAAkB;IAChC,MAAM,IAAI,GAAG,MAAM,CAAC,MAAM,CAAC;IAC3B,MAAM,SAAS,GAAG,MAAM,CAAC,GAAG,CAAC,CAAC,GAAG,EAAE,CAAC,EAAE,EAAE,CAAC,CAAC,GAAG,GAAG,EAAE,GAAG,WAAW,CAAC,IAAI,EAAE,CAAC,CAAC,CAAC,CAAC,CAAC;IAC5E,IAAI,QAAQ,GAAG,KAAK,CAAC;IAErB,KAAK,IAAI,KAAK,GAAG,CAAC,EAAE,KAAK,GAAG,IAAI,EAAE,KAAK,EAAE,EAAE,CAAC;QAC1C,IAAI,CAAC,QAAQ,EAAE,CAAC;YACd,IAAI,IAAI,GAAG,KAAK,CAAC;YACjB,KAAK,IAAI,GAAG,GAAG,KAAK,GAAG,CAAC,EAAE,GAAG,GAAG,IAAI,EAAE,GAAG,EAAE,EAAE,CAAC;gBAC5C,IAAI,IAAI,CAAC,GAAG,CAAC,SAAS,CAAC,GAAG,CAAC,CAAC,KAAK,CAAC,CAAC,GAAG,IAAI,CAAC,GAAG,CAAC,SAAS,CAAC,IAAI,CAAC,CAAC,KAAK,CAAC,CAAC;oBAAE,IAAI,GAAG,GAAG,CAAC;YACrF,CAAC;YACD,MAAM,UAAU,GAAG,SAAS,CAAC,IAAI,CAAC,CAAC,KAAK,CAAC,CAAC;YAE1C,IAAI,IAAI,CAAC,GAAG,CAAC,UAAU,CAAC,GAAG,KAAK,EAAE,CAAC;gBACjC,QAAQ,GAAG,IAAI,CAAC;YAClB,CAAC;iBAAM,CAAC;gBACN,CAAC,SAAS,CAAC,KAAK,CAAC,EAAE,SAAS,CAAC,IAAI,CAAC,CAAC,GAAG,CAAC,SAAS,CAAC,IAAI,CAAC,EAAE,SAAS,CAAC,KAAK,CAAC,CAAC,CAAC;gBAC1E,KAAK,IAAI,GAAG,GAAG,CAAC,EAAE,GAAG,GAAG,CAAC,GAAG,IAAI,EAAE,GAAG,EAAE;oBAAE,SAAS,CAAC,KAAK,CAAC,CAAC,GAAG,CAAC,IAAI,UAAU,CAAC;gBAC7E,KAAK,IAAI,GAAG,GAAG,CAAC,EAAE,GAAG,GAAG,IAAI,EAAE,GAAG,EAAE,EAAE,CAAC;oBACpC,IAAI,GAAG,KAAK,KAAK,EAAE,CAAC;wBAClB,MAAM,MAAM,GAAG,SAAS,CAAC,GAAG,CAAC,CAAC,KAAK,CAAC,CAAC;wBACrC,KAAK,IAAI,GAAG,GAAG,CAAC,EAAE,GAAG,GAAG,CAAC,GAAG,IAAI,EAAE,GAAG,EAAE;4BAAE,SAAS,CAAC,GAAG,CAAC,CAAC,GAAG,CAAC,IAAI,MAAM,GAAG,SAAS,CAAC,KAAK,CAAC,CAAC,GAAG,CAAC,CAAC;oBACjG,CAAC;gBACH,CAAC;YACH,CAAC;QACH,CAAC;IACH,CAAC;IAED,IAAI,QAAQ;QAAE,MAAM,IAAI,eAAe,CAAC,gEAAgE,CAAC,CAAC;IAE1G,OAAO,SAAS,CAAC,GAAG,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,CAAC,KAAK,CAAC,IAAI,CAAC,CAAC,CAAC;AAC/C,CAAC;AAED,SAAgB,MAAM,CAAC,OAAsB,EAAE,UAAsB,EAAE;IACrE,MAAM,YAAY,GAAG,OAAO,CAAC,YAAY,KAAK,KAAK,CAAC;IACpD,MAAM,EAAE,CAAC,EAAE,CAAC,EAAE,GAAG,OAAO,CAAC;IACzB,MAAM,YAAY,GAAG,CAAC,CAAC,MAAM,CAAC;IAC9B,MAAM,UAAU,GAAG,CAAC,CAAC,MAAM,GAAG,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC;IAClD,MAAM,UAAU,GAAG,UAAU,GAAG,CAAC,YAAY,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC;IAEvD,IAAI,YAAY,IAAI,UAAU,GAAG,CAAC,EAAE,CAAC;QACnC,MAAM,MAAM,GAAG,CAAC,CAAC,GAAG,CAAC,GAAG,CAAC,EAAE,CAAC,CAAC,YAAY,CAAC,CAAC,CAAC,CAAC,CAAC,EAAE,GAAG,GAAG,CAAC,CAAC,CAAC,CAAC,CAAC,GAAG,GAAG,CAAC,CAAC,CAAC,CAAC;QACrE,MAAM,OAAO,GAAG,SAAS,CAAC,MAAM,CAAC,CAAC;QAClC,MAAM,OAAO,GAAG,MAAM,CAAC,QAAQ,CAAC,OAAO,EAAE,MAAM,CAAC,CAAC,CAAC;QAClD,MAAM,SAAS,GAAG,QAAQ,CAAC,OAAO,EAAE,CAAC,CAAC,GAAG,CAAC,KAAK,CAAC,EAAE,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC;QAC7D,MAAM,IAAI,GAAG,QAAQ,CAAC,OAAO,EAAE,SAAS,CAAC,CAAC,GAAG,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,CAAC;QAE7D,MAAM,WAAW,GAAG,MAAM,CAAC,GAAG,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,CAAC,MAAM,CAAC,CAAC,GAAG,EAAE,KAAK,EAAE,CAAC,EAAE,EAAE,CAAC,GAAG,GAAG,KAAK,GAAG,IAAI,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC;QAC/F,MAAM,IAAI,GAAG,CAAC,CAAC,MAAM,CAAC,CAAC,GAAG,EAAE,KAAK,EAAE,EAAE,CAAC,GAAG,GAAG,KAAK,EAAE,CAAC,CAAC,GAAG,YAAY,CAAC;QACrE,MAAM,QAAQ,GAAG,YAAY;YAC3B,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,GAAG,EAAE,KAAK,EAAE,EAAE,CAAC,GAAG,GAAG,SAAA,CAAC,KAAK,GAAG,IAAI,CAAC,EAAI,CAAC,CAAA,EAAE,CAAC,CAAC;YACxD,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,GAAG,EAAE,KAAK,EAAE,EAAE,CAAC,GAAG,GAAG,SAAA,KAAK,EAAI,CAAC,CAAA,EAAE,CAAC,CAAC,CAAC;QAClD,MAAM,WAAW,GAAG,CAAC,CAAC,MAAM,CAAC,CAAC,GAAG,EAAE,KAAK,EAAE,CAAC,EAAE,EAAE,CAAC,GAAG,GAAG,SAAA,CAAC,KAAK,GAAG,WAAW,CAAC,CAAC,CAAC,CAAC,EAAI,CAAC,CAAA,EAAE,CAAC,CAAC,CAAC;QACxF,MAAM,gBAAgB,GAAG,YAAY,GAAG,UAAU,CAAC;QAEnD,OAAO;YACL,SAAS,EAAE,YAAY,CAAC,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC;YACrC,YAAY,EAAE,YAAY,CAAC,CAAC,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,IAAI;YACjD,QAAQ,EAAE,QAAQ,GAAG,CAAC,CAAC,CAAC,CAAC,CAAC,GAAG,WAAW,GAAG,QAAQ,CAAC,CAAC,CAAC,CAAC;YACvD,aAAa,EAAE,gBAAgB,GAAG,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,IAAI,CAAC,WAAW,GAAG,gBAAgB,CAAC,CAAC,CAAC,CAAC,CAAC;SACpF,CAAC;IACJ,CAAC;IAED,MAAM,IAAI,eAAe,CAAC,2DAA2D,YAAY,aAAa,UAAU,aAAa,CAAC,CAAC;AACzI,CAAC"}
|
package/dist/index.d.ts
CHANGED
|
@@ -6,14 +6,13 @@ export { IConfig as IConfig, IConfigSearchDetails as IConfigSearchDetails, Confi
|
|
|
6
6
|
export { IAvailablePlatform as IAvailablePlatform, IAvailablePlatformSearchDetails as IAvailablePlatformSearchDetails, AvailablePlatformManager as AvailablePlataformManager } from './crud/AvailablePlataformManager';
|
|
7
7
|
export { IBusiness as IBusiness, IBusinessSearchDetails as IBusinessSearchDetails, BusinessManager as BusinessManager } from './crud/BusinessManager';
|
|
8
8
|
export { IComponent as IComponent, IComponentSearchDetails as IComponentSearchDetails, IComponentDetails as IComponentDetails, IComponentServiceDetails as IComponentServiceDetails, ComponentManager as ComponentManager } from './crud/ComponentManager';
|
|
9
|
-
export { IForecast
|
|
9
|
+
export { IForecast, IForecastInput, IForecastOutput, IForecastData, IForecastDetails, IForecastSearchDetails, ForecastManager } from './crud/ForecastManager';
|
|
10
10
|
export { IIntermediary as IIntermediary, IIntermediarySearchDetails as IIntermediarySearchDetails, IntermediaryManager as IntermediaryManager } from "./crud/Intermediaries";
|
|
11
11
|
export { IIntermediaryData as IIntermediaryData, IIntermediaryDataDetails as IIntermediaryDataDetails, IntermediaryDataManager as IntermediaryDataManager } from "./crud/IntermediaryDataManager";
|
|
12
12
|
export { IMarketData as IMarketData, IMarketDataSearchDetails as IMarketDataSearchDetails, MarketDataManager as MarketDataManager } from './crud/MarketDataManager';
|
|
13
13
|
export { IOptimization as IOptimization, IOptimizationSearchDetails as IOptimizationSearchDetails, OptimizationManager as OptimizationManager } from './crud/OptimizationManager';
|
|
14
14
|
export { IPlatform as IPlatform, IPlatformSearchDetails as IPlatformSearchDetails, IPlatformDetails as IPlatformDetails, PlatformManager as PlatformManager } from "./crud/PlatformManager";
|
|
15
15
|
export { IPortfolioBenchmark as IPortfolioBenchmark, IPortfolioBenchmarkSearchDetails as IPortfolioBenchmarkSearchDetails, PortfolioBenchmarkManager as PortfolioBenchmarkManager } from './crud/PortfolioBenchmarkManager';
|
|
16
|
-
export { IEquation, IEquationTerm, IEquationDetails, EquationTreatment, IEquationSearchDetails, EquationsManager } from './crud/EquationsManager';
|
|
17
16
|
export { IRole as IRole, IRoleSearchDetails as IRoleSearchDetails, RoleManager as RoleManager } from "./crud/RoleManager";
|
|
18
17
|
export { ISource as ISource, ISourceSearchDetails as ISourceSearchDetails, SourcesManager as SourcesManager } from './crud/SourcesManager';
|
|
19
18
|
export { IStatus as IStatus, IStatusSearchDetails as IStatusSearchDetails, StatusManager as StatusManager } from "./crud/StatusManager";
|
|
@@ -31,7 +30,7 @@ export { VolatilityGoal as VolatilityGoal } from "./optimization/search/portfoli
|
|
|
31
30
|
export { PortfolioSearch as PortfolioSearch } from "./optimization/search/portfolio/SPEA2PortfolioSearch";
|
|
32
31
|
export { computeAssetMetrics as computeAssetMetrics, AssetMetrics as AssetMetrics } from "./optimization/assetsMetricsCalculator/AssetMetricsCalculator";
|
|
33
32
|
export { monthEndCloses, monthlyReturns, applyTreatment, applyDelay, alignByMonth, MissingMonthsError, MonthlyPoint, RawPoint, AlignedSeries } from "./timeSeries/TimeSeriesPipeline";
|
|
34
|
-
export { fitOLS, RegressionResult, RegressionError } from "./econometrics/OrdinaryLeastSquares";
|
|
33
|
+
export { fitOLS, RegressionResult, RegressionError, OLSOptions } from "./econometrics/OrdinaryLeastSquares";
|
|
35
34
|
export { applyLoginMocks as applyLoginMocks } from "./crud/test/LoginServiceMocks";
|
|
36
35
|
export { applyPlatformMocks as applyPlatformMocks } from "./crud/test/PlatformMocks";
|
|
37
36
|
export { applyRoleMocks as applyRoleMocks } from "./crud/test/RoleMocks";
|
package/dist/index.js
CHANGED
|
@@ -1,6 +1,6 @@
|
|
|
1
1
|
"use strict";
|
|
2
2
|
Object.defineProperty(exports, "__esModule", { value: true });
|
|
3
|
-
exports.applyTypeMocks = exports.applyStatusMocks = exports.applyRoleMocks = exports.applyPlatformMocks = exports.applyLoginMocks = exports.RegressionError = exports.fitOLS = exports.MissingMonthsError = exports.alignByMonth = exports.applyDelay = exports.applyTreatment = exports.monthlyReturns = exports.monthEndCloses = exports.computeAssetMetrics = exports.PortfolioSearch = exports.VolatilityGoal = exports.ReturnGoal = exports.RealOrder = exports.PortfolioXOver = exports.PortfolioMutation = exports.PopulationGenerator = exports.PortfolioIndividualBuilder = exports.PortfolioSpace = exports.UserManager = exports.UserCredentialsManager = exports.TypeManager = exports.StatusManager = exports.SourcesManager = exports.RoleManager = exports.
|
|
3
|
+
exports.applyTypeMocks = exports.applyStatusMocks = exports.applyRoleMocks = exports.applyPlatformMocks = exports.applyLoginMocks = exports.RegressionError = exports.fitOLS = exports.MissingMonthsError = exports.alignByMonth = exports.applyDelay = exports.applyTreatment = exports.monthlyReturns = exports.monthEndCloses = exports.computeAssetMetrics = exports.PortfolioSearch = exports.VolatilityGoal = exports.ReturnGoal = exports.RealOrder = exports.PortfolioXOver = exports.PortfolioMutation = exports.PopulationGenerator = exports.PortfolioIndividualBuilder = exports.PortfolioSpace = exports.UserManager = exports.UserCredentialsManager = exports.TypeManager = exports.StatusManager = exports.SourcesManager = exports.RoleManager = exports.PortfolioBenchmarkManager = exports.PlatformManager = exports.OptimizationManager = exports.MarketDataManager = exports.IntermediaryDataManager = exports.IntermediaryManager = exports.ForecastManager = exports.ComponentManager = exports.BusinessManager = exports.AvailablePlataformManager = exports.ConfigManager = exports.AssetsManager = exports.RoleServicePermissionsChecker = exports.ServiceSessionChecker = exports.ExpressLogableConfig = void 0;
|
|
4
4
|
var ExpressLogableConfig_1 = require("./ap\u00ED/ExpressLogableConfig");
|
|
5
5
|
Object.defineProperty(exports, "ExpressLogableConfig", { enumerable: true, get: function () { return ExpressLogableConfig_1.ExpressLogableConfig; } });
|
|
6
6
|
var ServiceSessionChecker_1 = require("./ap\u00ED/checkers/ServiceSessionChecker");
|
|
@@ -31,8 +31,6 @@ var PlatformManager_1 = require("./crud/PlatformManager");
|
|
|
31
31
|
Object.defineProperty(exports, "PlatformManager", { enumerable: true, get: function () { return PlatformManager_1.PlatformManager; } });
|
|
32
32
|
var PortfolioBenchmarkManager_1 = require("./crud/PortfolioBenchmarkManager");
|
|
33
33
|
Object.defineProperty(exports, "PortfolioBenchmarkManager", { enumerable: true, get: function () { return PortfolioBenchmarkManager_1.PortfolioBenchmarkManager; } });
|
|
34
|
-
var EquationsManager_1 = require("./crud/EquationsManager");
|
|
35
|
-
Object.defineProperty(exports, "EquationsManager", { enumerable: true, get: function () { return EquationsManager_1.EquationsManager; } });
|
|
36
34
|
var RoleManager_1 = require("./crud/RoleManager");
|
|
37
35
|
Object.defineProperty(exports, "RoleManager", { enumerable: true, get: function () { return RoleManager_1.RoleManager; } });
|
|
38
36
|
var SourcesManager_1 = require("./crud/SourcesManager");
|
package/dist/index.js.map
CHANGED
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":";;;AAAA,wEAA0F;AAAjF,4HAAA,oBAAoB,OAAwB;AACrD,mFAAkM;AAA7F,8HAAA,qBAAqB,OAAyB;AACnJ,qGAA+H;AAAtH,+IAAA,6BAA6B,OAAiC;AACvE,sDAAwI;AAA7D,8GAAA,aAAa,OAAiB;AACzG,sDAAwI;AAA7D,8GAAA,aAAa,OAAiB;AACzG,8EAAuN;AAAhG,sIAAA,wBAAwB,OAA6B;AAC5K,0DAAsJ;AAAnE,kHAAA,eAAe,OAAmB;AACrH,4DAA2P;AAAtE,oHAAA,gBAAgB,OAAoB;AACzN,
|
|
1
|
+
{"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":";;;AAAA,wEAA0F;AAAjF,4HAAA,oBAAoB,OAAwB;AACrD,mFAAkM;AAA7F,8HAAA,qBAAqB,OAAyB;AACnJ,qGAA+H;AAAtH,+IAAA,6BAA6B,OAAiC;AACvE,sDAAwI;AAA7D,8GAAA,aAAa,OAAiB;AACzG,sDAAwI;AAA7D,8GAAA,aAAa,OAAiB;AACzG,8EAAuN;AAAhG,sIAAA,wBAAwB,OAA6B;AAC5K,0DAAsJ;AAAnE,kHAAA,eAAe,OAAmB;AACrH,4DAA2P;AAAtE,oHAAA,gBAAgB,OAAoB;AACzN,0DAA8J;AAAhD,kHAAA,eAAe,OAAA;AAC7H,wDAA6K;AAA1E,qHAAA,mBAAmB,OAAuB;AAC7I,0EAAkM;AAA3F,kIAAA,uBAAuB,OAA2B;AACzJ,8DAAoK;AAAzE,sHAAA,iBAAiB,OAAqB;AACjI,kEAAiL;AAA9E,0HAAA,mBAAmB,OAAuB;AAC7I,0DAA4L;AAAnE,kHAAA,eAAe,OAAmB;AAC3J,8EAA4N;AAAjG,sIAAA,yBAAyB,OAA6B;AACjL,kDAA0H;AAAvD,0GAAA,WAAW,OAAe;AAC7F,wDAA2I;AAAhE,gHAAA,cAAc,OAAkB;AAC3G,sDAAwI;AAA7D,8GAAA,aAAa,OAAiB;AACzG,kDAA0H;AAAvD,0GAAA,WAAW,OAAe;AAC7F,wEAAuM;AAAxF,gIAAA,sBAAsB,OAA0B;AAC/J,kDAA0H;AAAvD,0GAAA,WAAW,OAAe;AAC7F,iFAAkG;AAAzF,gHAAA,cAAc,OAAkB;AACzC,yGAAsI;AAA7H,wIAAA,0BAA0B,OAA8B;AACjE,qFAA2G;AAAlG,0HAAA,mBAAmB,OAAuB;AACnD,+FAAmH;AAA1G,sHAAA,iBAAiB,OAAqB;AAC/C,yFAA0G;AAAjG,gHAAA,cAAc,OAAkB;AACzC,mDAA+D;AAAtD,sGAAA,SAAS,OAAa;AAC/B,+EAA4F;AAAnF,wGAAA,UAAU,OAAc;AACjC,uFAAwG;AAA/F,gHAAA,cAAc,OAAkB;AACzC,6FAA0G;AAAjG,uHAAA,eAAe,OAAmB;AAC3C,wGAAyJ;AAAhJ,6HAAA,mBAAmB,OAAuB;AACnD,sEAAsL;AAA7K,oHAAA,cAAc,OAAA;AAAE,oHAAA,cAAc,OAAA;AAAE,oHAAA,cAAc,OAAA;AAAE,gHAAA,UAAU,OAAA;AAAE,kHAAA,YAAY,OAAA;AAAE,wHAAA,kBAAkB,OAAA;AACrG,4EAA4G;AAAnG,8GAAA,MAAM,OAAA;AAAoB,uHAAA,eAAe,OAAA;AAElD,mEAAmF;AAA1E,oHAAA,eAAe,OAAmB;AAC3C,2DAAqF;AAA5E,mHAAA,kBAAkB,OAAsB;AACjD,mDAAyE;AAAhE,2GAAA,cAAc,OAAkB;AACzC,uDAA+E;AAAtE,+GAAA,gBAAgB,OAAoB;AAC7C,mDAAyE;AAAhE,2GAAA,cAAc,OAAkB"}
|
package/package.json
CHANGED
|
@@ -1,51 +0,0 @@
|
|
|
1
|
-
import { AxiosRequestConfig } from 'axios';
|
|
2
|
-
import { CrudServiceManager, StandardIdRequestDefinition } from 'itrm-tools';
|
|
3
|
-
export type EquationTreatment = 'direct' | 'return';
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beta: number;
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export interface IEquationDetails {
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method?: string;
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export interface IEquation {
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equationId?: number;
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assetId?: number;
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businessId?: number;
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details?: IEquationDetails;
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updatedAt?: string;
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}
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export interface IEquationSearchDetails {
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equationId?: number;
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businessId?: number;
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details?: IEquationDetails;
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config?: AxiosRequestConfig;
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values?: IEquation[];
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}
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export declare class EquationsManager extends CrudServiceManager<IEquationSearchDetails, IEquation> {
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private url;
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constructor(url: string);
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find(details: IEquationSearchDetails): Promise<IEquation | undefined>;
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findById(id: StandardIdRequestDefinition): Promise<IEquation | undefined>;
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count(details: IEquationSearchDetails): Promise<number>;
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private buildRequestUrl;
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findAll(details: IEquationSearchDetails): Promise<IEquation[] | undefined>;
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create(details: IEquationSearchDetails): Promise<IEquation | undefined>;
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createMany(details: IEquationSearchDetails): Promise<IEquation[] | undefined>;
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modify(equation: IEquation): Promise<any>;
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destroy(equation: IEquation): Promise<any>;
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}
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"use strict";
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var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
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Object.defineProperty(exports, "__esModule", { value: true });
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exports.EquationsManager = void 0;
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const itrm_tools_1 = require("itrm-tools");
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class EquationsManager extends itrm_tools_1.CrudServiceManager {
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constructor(url) {
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super();
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find(details) {
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findById(id) {
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}
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buildRequestUrl(url, details) {
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let suffix = `${details.businessId ? `&businessId=${details.businessId}` : ''}${details.assetId ? `&assetId=${details.assetId}` : ''}${details.equationId ? `&equationId=${details.equationId}` : ''}`;
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findAll(details) {
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let equations = [];
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let url = this.buildRequestUrl(`${this.url}/equations`, details);
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if (details.limit) {
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equations = (_a = (yield this.sendAllFinding(`${url}${url.indexOf('?') !== -1 ? '&' : '?'}limit=${details.limit}&offset=${details.offset}`, details.config))) !== null && _a !== void 0 ? _a : [];
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else {
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let limit = 5000, offset = 0, isEmpty = false;
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do {
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if (values)
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equations = equations.concat(values);
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isEmpty = values == undefined || values.length == 0;
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offset += limit;
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} while (!isEmpty);
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|
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}
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return equations;
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});
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}
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create(details) {
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return this.sendCreation(`${this.url}/equations`, {
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}, details.config);
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}
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createMany(details) {
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}
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modify(equation) {
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|
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return this.sendModification(`${this.url}/equations/${equation.equationId}`, {
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|
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|
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}, equation.config);
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}
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destroy(equation) {
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return this.sendDestruction(`${this.url}/equations/${equation.equationId}`, equation.config);
|
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|
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}
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|
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}
|
|
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|
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exports.EquationsManager = EquationsManager;
|
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|
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//# sourceMappingURL=EquationsManager.js.map
|
|
@@ -1 +0,0 @@
|
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|
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|