elemento-alpha-tools 1.3.5 → 1.3.7

package/dist/ap/303/255/checkers/RoleServicePermissionsCheckers.js

@@ -31,7 +31,8 @@ class RoleServicePermissionsChecker {
                 let headers = {
                     headers: {
                         "Authorization": req.headers.authorization,
-                        "platform": platform
+                        "platform": platform,
+                        "application": req.headers.application
                     }
                 };
                 let verification = yield itrm_tools_1.RequestAxiosCall.post(`${this.sessionServiceUrl}/v1/verify`, { jwt: ((_a = req.headers.authorization) !== null && _a !== void 0 ? _a : 'NoToken').replace("Bearer ", ""), platform: platform }, headers);

package/dist/ap/303/255/checkers/RoleServicePermissionsCheckers.js.map

@@ -1 +1 @@
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+{"version":3,"file":"RoleServicePermissionsCheckers.js","sourceRoot":"","sources":["../../../src/apí/checkers/RoleServicePermissionsCheckers.ts"],"names":[],"mappings":";;;;;;;;;;;;AAAA,2CAAwF;AACxF,wDAAqD;AAGrD,MAAa,6BAA6B;IAKxC,YAAY,OAAe,EAAE,iBAAyB,EAAE,kBAA0B;QAChF,IAAI,CAAC,OAAO,GAAG,OAAO,CAAC;QACvB,IAAI,CAAC,iBAAiB,GAAG,iBAAiB,CAAC;QAC3C,IAAI,CAAC,WAAW,GAAG,IAAI,yBAAW,CAAC,GAAG,kBAAkB,KAAK,CAAC,CAAC;IACjE,CAAC;IAEM,SAAS;QACd,OAAO;YACL,KAAK,EAAE,uBAAuB;SAC/B,CAAC;IACJ,CAAC;IAEY,KAAK,CAAC,MAAsB,EAAE,GAAY;;;YACrD,IAAI,CAAC;gBACH,MAAM,EAAE,QAAQ,EAAE,GAAG,GAAG,CAAC,OAAO,CAAC;gBACjC,IAAI,OAAO,GAAG;oBACZ,OAAO,EAAE;wBACP,eAAe,EAAE,GAAG,CAAC,OAAO,CAAC,aAAa;wBAC1C,UAAU,EAAE,QAAQ;wBACpB,aAAa,EAAE,GAAG,CAAC,OAAO,CAAC,WAAW;qBACzC;iBACF,CAAA;gBACC,IAAI,YAAY,GAAQ,MAAM,6BAAgB,CAAC,IAAI,CAAC,GAAG,IAAI,CAAC,iBAAiB,YAAY,EAAE,EAAE,GAAG,EAAE,CAAC,MAAA,GAAG,CAAC,OAAO,CAAC,aAAa,mCAAI,SAAS,CAAC,CAAC,OAAO,CAAC,SAAS,EAAE,EAAE,CAAC,EAAE,QAAQ,EAAE,QAAQ,EAAE,EAAE,OAAO,CAAC,CAAC;gBAClM,IAAI,IAAI,GAAG,MAAM,IAAI,CAAC,WAAW,CAAC,IAAI,CAAC,EAAE,IAAI,EAAE,YAAY,CAAC,IAAI,EAAE,WAAW,EAAE,EAAE,EAAE,MAAM,EAAE,OAAO,EAAE,CAAC,CAAC;gBACtG,OAAO,IAAI,CAAC,uBAAuB,CAAC,MAAA,IAAK,CAAC,WAAY,CAAC,QAAQ,mCAAI,EAAE,EAAE,GAAG,EAAE,YAAY,CAAC,CAAC;YAC5F,CAAC;YAAC,OAAO,KAAK,EAAE,CAAC;gBACf,OAAO,IAAI,CAAC,wBAAwB,CAAC,KAAK,CAAC,CAAC;YAC9C,CAAC;QACH,CAAC;KAAA;IAEO,uBAAuB,CAAC,WAAgB,EAAE,GAAY,EAAE,YAAiB;QAC/E,IAAI,WAAW,CAAC,IAAI,CAAC,OAAO,CAAC,EAAE,CAAC;YAC9B,IAAI,IAAI,CAAC,sBAAsB,CAAC,WAAW,CAAC,IAAI,CAAC,OAAO,CAAC,EAAE,GAAG,CAAC;gBAC7D,OAAO,EAAE,QAAQ,EAAE,IAAI,EAAE,OAAO,EAAE,YAAY,EAAE,CAAC;YACnD,OAAO,EAAE,QAAQ,EAAE,KAAK,EAAE,SAAS,EAAE,EAAE,IAAI,EAAE,GAAG,EAAE,OAAO,EAAE,EAAE,MAAM,EAAE,OAAO,EAAE,OAAO,EAAE,mCAAmC,GAAG,CAAC,MAAM,IAAI,GAAG,CAAC,OAAO,GAAG,GAAG,CAAC,IAAI,CAAC,OAAO,CAAC,QAAQ,EAAE,EAAE,CAAC,EAAE,EAAE,EAAE,EAAE,CAAC;QAC/L,CAAC;QACD,OAAO,EAAE,QAAQ,EAAE,KAAK,EAAE,SAAS,EAAE,EAAE,IAAI,EAAE,GAAG,EAAE,OAAO,EAAE,EAAE,MAAM,EAAE,OAAO,EAAE,OAAO,EAAE,wBAAwB,EAAE,EAAE,EAAE,CAAC;IACxH,CAAC;IAEO,sBAAsB,CAAC,WAAgB,EAAE,GAAY;QAC3D,OAAO,WAAW,CAAC,GAAG,CAAC,MAAM,CAAC,IAAI,WAAW,CAAC,GAAG,CAAC,MAAM,CAAC,CAAC,GAAG,CAAC,OAAO,GAAG,GAAG,CAAC,IAAI,CAAC,OAAO,CAAC,QAAQ,EAAE,EAAE,CAAC,CAAC,OAAO,CAAC,gFAAgF,EAAE,EAAE,CAAC,CAAC,CAAC;IACxM,CAAC;IAEO,wBAAwB,CAAC,KAAU;;QACzC,OAAO;YACL,QAAQ,EAAE,KAAK;YACf,SAAS,EAAE;gBACT,IAAI,EAAE,MAAA,MAAA,KAAK,aAAL,KAAK,uBAAL,KAAK,CAAE,QAAQ,0CAAE,MAAM,mCAAI,GAAG;gBACpC,OAAO,EAAE,EAAE,MAAM,EAAE,OAAO,EAAE,OAAO,EAAE,MAAA,MAAA,KAAK,aAAL,KAAK,uBAAL,KAAK,CAAE,QAAQ,0CAAE,IAAI,mCAAI,KAAK,GAAG;aACvE;SACF,CAAC;IACJ,CAAC;CACF;AAzDD,sEAyDC"}

package/dist/index.d.ts

@@ -28,6 +28,7 @@ export { RealOrder as RealOrder } from "./sort/real/RealOrder";
 export { ReturnGoal as ReturnGoal } from "./optimization/search/portfolio/goals/ReturnGoal";
 export { VolatilityGoal as VolatilityGoal } from "./optimization/search/portfolio/goals/VolatilityGoal";
 export { PortfolioSearch as PortfolioSearch } from "./optimization/search/portfolio/SPEA2PortfolioSearch";
+export { computeAssetMetrics as computeAssetMetrics, AssetMetrics as AssetMetrics } from "./optimization/assetsMetricsCalculator/AssetMetricsCalculator";
 export { applyLoginMocks as applyLoginMocks } from "./crud/test/LoginServiceMocks";
 export { applyPlatformMocks as applyPlatformMocks } from "./crud/test/PlatformMocks";
 export { applyRoleMocks as applyRoleMocks } from "./crud/test/RoleMocks";

package/dist/index.js

@@ -1,6 +1,6 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.applyTypeMocks = exports.applyStatusMocks = exports.applyRoleMocks = exports.applyPlatformMocks = exports.applyLoginMocks = 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;
+exports.applyTypeMocks = exports.applyStatusMocks = exports.applyRoleMocks = exports.applyPlatformMocks = exports.applyLoginMocks = 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;
 var ExpressLogableConfig_1 = require("./ap\u00ED/ExpressLogableConfig");
 Object.defineProperty(exports, "ExpressLogableConfig", { enumerable: true, get: function () { return ExpressLogableConfig_1.ExpressLogableConfig; } });
 var ServiceSessionChecker_1 = require("./ap\u00ED/checkers/ServiceSessionChecker");
@@ -61,6 +61,8 @@ var VolatilityGoal_1 = require("./optimization/search/portfolio/goals/Volatility
 Object.defineProperty(exports, "VolatilityGoal", { enumerable: true, get: function () { return VolatilityGoal_1.VolatilityGoal; } });
 var SPEA2PortfolioSearch_1 = require("./optimization/search/portfolio/SPEA2PortfolioSearch");
 Object.defineProperty(exports, "PortfolioSearch", { enumerable: true, get: function () { return SPEA2PortfolioSearch_1.PortfolioSearch; } });
+var AssetMetricsCalculator_1 = require("./optimization/assetsMetricsCalculator/AssetMetricsCalculator");
+Object.defineProperty(exports, "computeAssetMetrics", { enumerable: true, get: function () { return AssetMetricsCalculator_1.computeAssetMetrics; } });
 var LoginServiceMocks_1 = require("./crud/test/LoginServiceMocks");
 Object.defineProperty(exports, "applyLoginMocks", { enumerable: true, get: function () { return LoginServiceMocks_1.applyLoginMocks; } });
 var PlatformMocks_1 = require("./crud/test/PlatformMocks");

package/dist/index.js.map

@@ -1 +1 @@
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+{"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,0DAAsJ;AAAnE,kHAAA,eAAe,OAAmB;AACrH,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;AAEnD,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/dist/optimization/assetsMetricsCalculator/AssetMetricsCalculator.d.ts

@@ -0,0 +1,6 @@
+export interface AssetMetrics {
+    return: number;
+    volatility: number;
+    ratio: number;
+}
+export declare function computeAssetMetrics(rawPrices: Array<number | null | undefined>): AssetMetrics | null;

package/dist/optimization/assetsMetricsCalculator/AssetMetricsCalculator.js

@@ -0,0 +1,24 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.computeAssetMetrics = computeAssetMetrics;
+function computeAssetMetrics(rawPrices) {
+    const prices = rawPrices.filter((price) => typeof price === 'number' && Number.isFinite(price) && price > 0);
+    if (prices.length > 2) {
+        const dailyReturns = [];
+        for (let i = 1; i < prices.length; i++)
+            dailyReturns.push(prices[i] / prices[i - 1] - 1);
+        const averageDailyReturn = dailyReturns.reduce((total, value) => total + value, 0) / dailyReturns.length;
+        const annualReturn = Math.pow(1 + averageDailyReturn, 365) - 1;
+        const variance = dailyReturns.reduce((total, value) => total + Math.pow(value - averageDailyReturn, 2), 0) / dailyReturns.length;
+        const volatility = Math.sqrt(variance * 365);
+        if (Number.isFinite(annualReturn) && Number.isFinite(volatility)) {
+            const ratio = volatility > 0 ? annualReturn / volatility : 0;
+            return { return: annualReturn, volatility, ratio };
+        }
+        else
+            return null;
+    }
+    else
+        return null;
+}
+//# sourceMappingURL=AssetMetricsCalculator.js.map

package/dist/optimization/assetsMetricsCalculator/AssetMetricsCalculator.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"AssetMetricsCalculator.js","sourceRoot":"","sources":["../../../src/optimization/assetsMetricsCalculator/AssetMetricsCalculator.ts"],"names":[],"mappings":";;AAMA,kDAiBC;AAjBD,SAAgB,mBAAmB,CAAC,SAA2C;IAC7E,MAAM,MAAM,GAAG,SAAS,CAAC,MAAM,CAAC,CAAC,KAAK,EAAmB,EAAE,CAAC,OAAO,KAAK,KAAK,QAAQ,IAAI,MAAM,CAAC,QAAQ,CAAC,KAAK,CAAC,IAAI,KAAK,GAAG,CAAC,CAAC,CAAC;IAE9H,IAAI,MAAM,CAAC,MAAM,GAAG,CAAC,EAAE,CAAC;QACtB,MAAM,YAAY,GAAa,EAAE,CAAC;QAClC,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,MAAM,CAAC,MAAM,EAAE,CAAC,EAAE;YAAE,YAAY,CAAC,IAAI,CAAC,MAAM,CAAC,CAAC,CAAC,GAAG,MAAM,CAAC,CAAC,GAAG,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC;QAEzF,MAAM,kBAAkB,GAAG,YAAY,CAAC,MAAM,CAAC,CAAC,KAAK,EAAE,KAAK,EAAE,EAAE,CAAC,KAAK,GAAG,KAAK,EAAE,CAAC,CAAC,GAAG,YAAY,CAAC,MAAM,CAAC;QACzG,MAAM,YAAY,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC,GAAG,kBAAkB,EAAE,GAAG,CAAC,GAAG,CAAC,CAAC;QAC/D,MAAM,QAAQ,GAAG,YAAY,CAAC,MAAM,CAAC,CAAC,KAAK,EAAE,KAAK,EAAE,EAAE,CAAC,KAAK,GAAG,IAAI,CAAC,GAAG,CAAC,KAAK,GAAG,kBAAkB,EAAE,CAAC,CAAC,EAAE,CAAC,CAAC,GAAG,YAAY,CAAC,MAAM,CAAC;QACjI,MAAM,UAAU,GAAG,IAAI,CAAC,IAAI,CAAC,QAAQ,GAAG,GAAG,CAAC,CAAC;QAE7C,IAAI,MAAM,CAAC,QAAQ,CAAC,YAAY,CAAC,IAAI,MAAM,CAAC,QAAQ,CAAC,UAAU,CAAC,EAAE,CAAC;YACjE,MAAM,KAAK,GAAG,UAAU,GAAG,CAAC,CAAC,CAAC,CAAC,YAAY,GAAG,UAAU,CAAC,CAAC,CAAC,CAAC,CAAC;YAC7D,OAAO,EAAE,MAAM,EAAE,YAAY,EAAE,UAAU,EAAE,KAAK,EAAE,CAAC;QACrD,CAAC;;YAAM,OAAO,IAAI,CAAC;IACrB,CAAC;;QAAM,OAAO,IAAI,CAAC;AACrB,CAAC"}

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "elemento-alpha-tools",
-  "version": "1.3.5",
+  "version": "1.3.7",
   "description": "Librería para los servicios de elemento alpha",
   "main": "dist/index.js",
   "types": "dist/index.d.ts",
@@ -34,18 +34,18 @@
     "@types/express": "^5.0.6",
     "@types/jest": "^30.0.0",
     "@types/morgan": "^1.9.9",
-    "@types/node": "^25.6.0",
-    "jest": "^30.3.0",
+    "@types/node": "^25.9.3",
+    "jest": "^30.4.2",
     "rimraf": "^6.1.3",
-    "ts-jest": "^29.4.9",
+    "ts-jest": "^29.4.11",
     "typescript": "^6.0.3"
   },
   "dependencies": {
-    "axios": "^1.15.0",
+    "axios": "^1.18.0",
     "crypto-js": "^4.2.0",
     "dotenv": "^17.4.2",
-    "itrm-tools": "^1.3.41",
-    "morgan": "^1.10.0"
+    "itrm-tools": "^1.3.43",
+    "morgan": "^1.11.0"
   },
   "optionalDependencies": {
     "axios-mock-adapter": "^2.0.0"