finmagic 1.0.0

package/LICENSE

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+MIT License
+
+Copyright (c) 2026 Mohammad Esmaeilzadeh
+
+Permission is hereby granted, free of charge, to any person obtaining a copy
+of this software and associated documentation files (the "Software"), to deal
+in the Software without restriction, including without limitation the rights
+to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+copies of the Software, and to permit persons to whom the Software is
+furnished to do so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in all
+copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+SOFTWARE.

package/README.md

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+# 💰 finmagic
+
+A TypeScript library for essential financial, technical, and statistical calculations. Designed for Node.js and browser environments, `finmagic` provides fast and reliable methods for traders, analysts, and developers.
+
+![npm version](https://img.shields.io/npm/v/finmagic)
+![npm license](https://img.shields.io/github/license/buglessir/finmagic)
+![npm downloads](https://img.shields.io/npm/dm/finmagic)
+![npm bundle size](https://img.shields.io/bundlephobia/minzip/finmagic)
+
+## Features
+
+- Price calculations:
+  - `percentChange(current: number, previous: number): number`
+  - `dailyReturn(current: number, previous: number): number`
+  - `cumulativeReturn(returns: number[]): number`
+- Moving averages:
+  - `SMA(values: number[], period: number): number`
+  - `EMA(values: number[], period: number): number`
+- Financial calculations:
+  - `PV(futureValue: number, rate: number, periods: number): number`
+  - `FV(presentValue: number, rate: number, periods: number): number`
+  - `NPV(rate: number, cashFlows: number[]): number`
+  - `IRR(cashFlows: number[], guess?: number): number`
+- Financial ratios:
+  - `PE(price: number, earnings: number): number`
+  - `PB(price: number, bookValue: number): number`
+  - `DividendYield(dividend: number, price: number): number`
+  - `Beta(portfolioReturn: number, marketReturn: number): number`
+  - `Alpha(expectedReturn: number, actualReturn: number): number`
+  - `Sharpe(returns: number[]): number`
+- Risk management:
+  - `volatility(returns: number[]): number`
+  - `positionSizing(capital: number, risk: number, stopLossPoints: number): number`
+  - `stopLoss(entryPrice: number, percent: number): number`
+  - `takeProfit(entryPrice: number, percent: number): number`
+- Volume indicators:
+  - `VWAP(prices: number[], volumes: number[]): number`
+  - `accumulationDistribution(close: number[], open: number[], volume: number[]): number`
+- Statistical functions:
+  - `covariance(a: number[], b: number[]): number`
+  - `correlation(a: number[], b: number[]): number`
+
+## Installation
+
+```bash
+npm install finmagic
+```
+
+## Usage
+```javascript
+import { SMA, PV, Sharpe } from 'finmagic';
+
+const prices = [10, 12, 11, 13, 15];
+const average = SMA(prices, 5);
+
+const presentValue = PV(1000, 0.05, 3);
+
+const returns = [0.01, 0.02, 0.03];
+const sharpeRatio = Sharpe(returns);
+```
+
+### Contributing
+
+Contributions, bug reports, and feature requests are welcome. Please submit via GitHub issues or pull requests.

package/dist/financial.d.ts

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+export declare const PV: (futureValue: number, rate: number, periods: number) => number;
+export declare const FV: (presentValue: number, rate: number, periods: number) => number;
+export declare const NPV: (rate: number, cashFlows: number[]) => number;
+export declare const IRR: (cashFlows: number[], guess?: number) => number;

package/dist/index.cjs.js

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+'use strict';
+
+const percentChange = (current, previous) => {
+    return ((current - previous) / previous) * 100;
+};
+const dailyReturn = (current, previous) => {
+    return percentChange(current, previous);
+};
+const cumulativeReturn = (returns) => {
+    return returns.reduce((acc, r) => acc * (1 + r / 100), 1) - 1;
+};
+
+const SMA = (data, period) => {
+    const slice = data.slice(-period);
+    const sum = slice.reduce((a, b) => a + b, 0);
+    return sum / slice.length;
+};
+const EMA = (data, period) => {
+    const k = 2 / (period + 1);
+    return data.reduce((prev, curr) => curr * k + prev * (1 - k));
+};
+
+const PV = (futureValue, rate, periods) => {
+    return futureValue / Math.pow(1 + rate, periods);
+};
+const FV = (presentValue, rate, periods) => {
+    return presentValue * Math.pow(1 + rate, periods);
+};
+const NPV = (rate, cashFlows) => {
+    return cashFlows.reduce((acc, cf, i) => acc + cf / Math.pow(1 + rate, i + 1), 0);
+};
+const IRR = (cashFlows, guess = 0.1) => {
+    let rate = guess;
+    let iteration = 0;
+    const maxIter = 1000;
+    const tol = 1e-6;
+    while (iteration < maxIter) {
+        const npv = cashFlows.reduce((acc, cf, i) => acc + cf / Math.pow(1 + rate, i), 0);
+        const derivative = cashFlows.reduce((acc, cf, i) => acc - (i * cf) / Math.pow(1 + rate, i + 1), 0);
+        const newRate = rate - npv / derivative;
+        if (Math.abs(newRate - rate) < tol)
+            break;
+        rate = newRate;
+        iteration++;
+    }
+    return rate;
+};
+
+const PE = (price, eps) => {
+    return price / eps;
+};
+const PB = (price, bookValue) => {
+    return price / bookValue;
+};
+const DividendYield = (dividend, price) => {
+    return (dividend / price) * 100;
+};
+const Beta = (covariance, marketVariance) => {
+    return covariance / marketVariance;
+};
+const Alpha = (actualReturn, expectedReturn) => {
+    return actualReturn - expectedReturn;
+};
+const Sharpe = (returns, riskFreeRate = 0) => {
+    const avg = returns.reduce((a, b) => a + b, 0) / returns.length;
+    const std = Math.sqrt(returns.reduce((a, b) => a + Math.pow(b - avg, 2), 0) / returns.length);
+    return (avg - riskFreeRate) / std;
+};
+
+const volatility = (returns) => {
+    const mean = returns.reduce((a, b) => a + b, 0) / returns.length;
+    return Math.sqrt(returns.reduce((a, b) => a + Math.pow(b - mean, 2), 0) / returns.length);
+};
+const positionSizing = (accountBalance, riskPercent, stopLossDistance) => {
+    return (accountBalance * riskPercent) / stopLossDistance;
+};
+const stopLoss = (entryPrice, riskDistance) => {
+    return entryPrice - riskDistance;
+};
+const takeProfit = (entryPrice, profitDistance) => {
+    return entryPrice + profitDistance;
+};
+
+const VWAP = (prices, volumes) => {
+    const totalVolume = volumes.reduce((a, b) => a + b, 0);
+    const weightedSum = prices.reduce((sum, price, i) => sum + price * volumes[i], 0);
+    return weightedSum / totalVolume;
+};
+const accumulationDistribution = (priceClose, priceOpen, volume) => {
+    return priceClose.reduce((acc, close, i) => {
+        const mfm = ((close - priceOpen[i]) / (priceClose[i] - priceOpen[i])) || 0;
+        return acc + mfm * volume[i];
+    }, 0);
+};
+
+const covariance = (a, b) => {
+    const meanA = a.reduce((x, y) => x + y, 0) / a.length;
+    const meanB = b.reduce((x, y) => x + y, 0) / b.length;
+    return a.reduce((acc, val, i) => acc + (val - meanA) * (b[i] - meanB), 0) / a.length;
+};
+const correlation = (a, b) => {
+    const cov = covariance(a, b);
+    const stdA = Math.sqrt(a.reduce((acc, val) => acc + Math.pow(val - a.reduce((x, y) => x + y, 0) / a.length, 2), 0) / a.length);
+    const stdB = Math.sqrt(b.reduce((acc, val) => acc + Math.pow(val - b.reduce((x, y) => x + y, 0) / b.length, 2), 0) / b.length);
+    return cov / (stdA * stdB);
+};
+
+exports.Alpha = Alpha;
+exports.Beta = Beta;
+exports.DividendYield = DividendYield;
+exports.EMA = EMA;
+exports.FV = FV;
+exports.IRR = IRR;
+exports.NPV = NPV;
+exports.PB = PB;
+exports.PE = PE;
+exports.PV = PV;
+exports.SMA = SMA;
+exports.Sharpe = Sharpe;
+exports.VWAP = VWAP;
+exports.accumulationDistribution = accumulationDistribution;
+exports.correlation = correlation;
+exports.covariance = covariance;
+exports.cumulativeReturn = cumulativeReturn;
+exports.dailyReturn = dailyReturn;
+exports.percentChange = percentChange;
+exports.positionSizing = positionSizing;
+exports.stopLoss = stopLoss;
+exports.takeProfit = takeProfit;
+exports.volatility = volatility;
+//# sourceMappingURL=index.cjs.js.map

package/dist/index.cjs.js.map

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+{"version":3,"file":"index.cjs.js","sources":["../src/price.ts","../src/moving.ts","../src/financial.ts","../src/ratios.ts","../src/risk.ts","../src/volume.ts","../src/statistics.ts"],"sourcesContent":["export const percentChange = (current: number, previous: number): number => {\r\n  return ((current - previous) / previous) * 100;\r\n}\r\n\r\nexport const dailyReturn = (current: number, previous: number): number => {\r\n  return percentChange(current, previous);\r\n}\r\n\r\nexport const cumulativeReturn = (returns: number[]): number => {\r\n  return returns.reduce((acc, r) => acc * (1 + r / 100), 1) - 1;\r\n}\r\n","export const SMA = (data: number[], period: number): number => {\r\n  const slice = data.slice(-period);\r\n  const sum = slice.reduce((a, b) => a + b, 0);\r\n  return sum / slice.length;\r\n}\r\n\r\nexport const EMA = (data: number[], period: number): number => {\r\n  const k = 2 / (period + 1);\r\n  return data.reduce((prev, curr) => curr * k + prev * (1 - k));\r\n}\r\n","export const PV = (futureValue: number, rate: number, periods: number): number => {\r\n  return futureValue / Math.pow(1 + rate, periods);\r\n}\r\n\r\nexport const FV = (presentValue: number, rate: number, periods: number): number => {\r\n  return presentValue * Math.pow(1 + rate, periods);\r\n}\r\n\r\nexport const NPV = (rate: number, cashFlows: number[]): number => {\r\n  return cashFlows.reduce((acc, cf, i) => acc + cf / Math.pow(1 + rate, i + 1), 0);\r\n}\r\n\r\nexport const IRR = (cashFlows: number[], guess = 0.1): number => {\r\n  let rate = guess;\r\n  let iteration = 0;\r\n  const maxIter = 1000;\r\n  const tol = 1e-6;\r\n\r\n  while (iteration < maxIter) {\r\n    const npv = cashFlows.reduce((acc, cf, i) => acc + cf / Math.pow(1 + rate, i), 0);\r\n    const derivative = cashFlows.reduce((acc, cf, i) => acc - (i * cf) / Math.pow(1 + rate, i + 1), 0);\r\n    const newRate = rate - npv / derivative;\r\n    if (Math.abs(newRate - rate) < tol) break;\r\n    rate = newRate;\r\n    iteration++;\r\n  }\r\n\r\n  return rate;\r\n}\r\n","export const PE = (price: number, eps: number): number => {\r\n  return price / eps;\r\n}\r\n\r\nexport const PB = (price: number, bookValue: number): number => {\r\n  return price / bookValue;\r\n}\r\n\r\nexport const DividendYield = (dividend: number, price: number): number => {\r\n  return (dividend / price) * 100;\r\n}\r\n\r\nexport const Beta = (covariance: number, marketVariance: number): number => {\r\n  return covariance / marketVariance;\r\n}\r\n\r\nexport const Alpha = (actualReturn: number, expectedReturn: number): number => {\r\n  return actualReturn - expectedReturn;\r\n}\r\n\r\nexport const Sharpe = (returns: number[], riskFreeRate = 0): number => {\r\n  const avg = returns.reduce((a, b) => a + b, 0) / returns.length;\r\n  const std = Math.sqrt(returns.reduce((a, b) => a + Math.pow(b - avg, 2), 0) / returns.length);\r\n  return (avg - riskFreeRate) / std;\r\n}\r\n","export const volatility = (returns: number[]): number => {\r\n  const mean = returns.reduce((a, b) => a + b, 0) / returns.length;\r\n  return Math.sqrt(returns.reduce((a, b) => a + Math.pow(b - mean, 2), 0) / returns.length);\r\n}\r\n\r\nexport const positionSizing = (accountBalance: number, riskPercent: number, stopLossDistance: number): number => {\r\n  return (accountBalance * riskPercent) / stopLossDistance;\r\n}\r\n\r\nexport const stopLoss = (entryPrice: number, riskDistance: number): number => {\r\n  return entryPrice - riskDistance;\r\n}\r\n\r\nexport const takeProfit = (entryPrice: number, profitDistance: number): number => {\r\n  return entryPrice + profitDistance;\r\n}\r\n","export const VWAP = (prices: number[], volumes: number[]): number => {\r\n  const totalVolume = volumes.reduce((a, b) => a + b, 0);\r\n  const weightedSum = prices.reduce((sum, price, i) => sum + price * volumes[i], 0);\r\n  return weightedSum / totalVolume;\r\n}\r\n\r\nexport const accumulationDistribution = (priceClose: number[], priceOpen: number[], volume: number[]): number => {\r\n  return priceClose.reduce((acc, close, i) => {\r\n    const mfm = ((close - priceOpen[i]) / (priceClose[i] - priceOpen[i])) || 0;\r\n    return acc + mfm * volume[i];\r\n  }, 0);\r\n}\r\n","export const covariance = (a: number[], b: number[]): number => {\r\n  const meanA = a.reduce((x, y) => x + y, 0) / a.length;\r\n  const meanB = b.reduce((x, y) => x + y, 0) / b.length;\r\n  return a.reduce((acc, val, i) => acc + (val - meanA) * (b[i] - meanB), 0) / a.length;\r\n}\r\n\r\nexport const correlation = (a: number[], b: number[]): number => {\r\n  const cov = covariance(a, b);\r\n  const stdA = Math.sqrt(a.reduce((acc, val) => acc + Math.pow(val - a.reduce((x,y)=>x+y,0)/a.length,2),0)/a.length);\r\n  const stdB = Math.sqrt(b.reduce((acc, val) => acc + Math.pow(val - b.reduce((x,y)=>x+y,0)/b.length,2),0)/b.length);\r\n  return cov / (stdA * 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package/dist/index.d.ts

@@ -0,0 +1,7 @@
+export * from './price';
+export * from './moving';
+export * from './financial';
+export * from './ratios';
+export * from './risk';
+export * from './volume';
+export * from './statistics';

package/dist/index.esm.js

@@ -0,0 +1,107 @@
+const percentChange = (current, previous) => {
+    return ((current - previous) / previous) * 100;
+};
+const dailyReturn = (current, previous) => {
+    return percentChange(current, previous);
+};
+const cumulativeReturn = (returns) => {
+    return returns.reduce((acc, r) => acc * (1 + r / 100), 1) - 1;
+};
+
+const SMA = (data, period) => {
+    const slice = data.slice(-period);
+    const sum = slice.reduce((a, b) => a + b, 0);
+    return sum / slice.length;
+};
+const EMA = (data, period) => {
+    const k = 2 / (period + 1);
+    return data.reduce((prev, curr) => curr * k + prev * (1 - k));
+};
+
+const PV = (futureValue, rate, periods) => {
+    return futureValue / Math.pow(1 + rate, periods);
+};
+const FV = (presentValue, rate, periods) => {
+    return presentValue * Math.pow(1 + rate, periods);
+};
+const NPV = (rate, cashFlows) => {
+    return cashFlows.reduce((acc, cf, i) => acc + cf / Math.pow(1 + rate, i + 1), 0);
+};
+const IRR = (cashFlows, guess = 0.1) => {
+    let rate = guess;
+    let iteration = 0;
+    const maxIter = 1000;
+    const tol = 1e-6;
+    while (iteration < maxIter) {
+        const npv = cashFlows.reduce((acc, cf, i) => acc + cf / Math.pow(1 + rate, i), 0);
+        const derivative = cashFlows.reduce((acc, cf, i) => acc - (i * cf) / Math.pow(1 + rate, i + 1), 0);
+        const newRate = rate - npv / derivative;
+        if (Math.abs(newRate - rate) < tol)
+            break;
+        rate = newRate;
+        iteration++;
+    }
+    return rate;
+};
+
+const PE = (price, eps) => {
+    return price / eps;
+};
+const PB = (price, bookValue) => {
+    return price / bookValue;
+};
+const DividendYield = (dividend, price) => {
+    return (dividend / price) * 100;
+};
+const Beta = (covariance, marketVariance) => {
+    return covariance / marketVariance;
+};
+const Alpha = (actualReturn, expectedReturn) => {
+    return actualReturn - expectedReturn;
+};
+const Sharpe = (returns, riskFreeRate = 0) => {
+    const avg = returns.reduce((a, b) => a + b, 0) / returns.length;
+    const std = Math.sqrt(returns.reduce((a, b) => a + Math.pow(b - avg, 2), 0) / returns.length);
+    return (avg - riskFreeRate) / std;
+};
+
+const volatility = (returns) => {
+    const mean = returns.reduce((a, b) => a + b, 0) / returns.length;
+    return Math.sqrt(returns.reduce((a, b) => a + Math.pow(b - mean, 2), 0) / returns.length);
+};
+const positionSizing = (accountBalance, riskPercent, stopLossDistance) => {
+    return (accountBalance * riskPercent) / stopLossDistance;
+};
+const stopLoss = (entryPrice, riskDistance) => {
+    return entryPrice - riskDistance;
+};
+const takeProfit = (entryPrice, profitDistance) => {
+    return entryPrice + profitDistance;
+};
+
+const VWAP = (prices, volumes) => {
+    const totalVolume = volumes.reduce((a, b) => a + b, 0);
+    const weightedSum = prices.reduce((sum, price, i) => sum + price * volumes[i], 0);
+    return weightedSum / totalVolume;
+};
+const accumulationDistribution = (priceClose, priceOpen, volume) => {
+    return priceClose.reduce((acc, close, i) => {
+        const mfm = ((close - priceOpen[i]) / (priceClose[i] - priceOpen[i])) || 0;
+        return acc + mfm * volume[i];
+    }, 0);
+};
+
+const covariance = (a, b) => {
+    const meanA = a.reduce((x, y) => x + y, 0) / a.length;
+    const meanB = b.reduce((x, y) => x + y, 0) / b.length;
+    return a.reduce((acc, val, i) => acc + (val - meanA) * (b[i] - meanB), 0) / a.length;
+};
+const correlation = (a, b) => {
+    const cov = covariance(a, b);
+    const stdA = Math.sqrt(a.reduce((acc, val) => acc + Math.pow(val - a.reduce((x, y) => x + y, 0) / a.length, 2), 0) / a.length);
+    const stdB = Math.sqrt(b.reduce((acc, val) => acc + Math.pow(val - b.reduce((x, y) => x + y, 0) / b.length, 2), 0) / b.length);
+    return cov / (stdA * stdB);
+};
+
+export { Alpha, Beta, DividendYield, EMA, FV, IRR, NPV, PB, PE, PV, SMA, Sharpe, VWAP, accumulationDistribution, correlation, covariance, cumulativeReturn, dailyReturn, percentChange, positionSizing, stopLoss, takeProfit, volatility };
+//# sourceMappingURL=index.esm.js.map

package/dist/index.esm.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"index.esm.js","sources":["../src/price.ts","../src/moving.ts","../src/financial.ts","../src/ratios.ts","../src/risk.ts","../src/volume.ts","../src/statistics.ts"],"sourcesContent":["export const percentChange = (current: number, previous: number): number => {\r\n  return ((current - previous) / previous) * 100;\r\n}\r\n\r\nexport const dailyReturn = (current: number, previous: number): number => {\r\n  return percentChange(current, previous);\r\n}\r\n\r\nexport const cumulativeReturn = (returns: number[]): number => {\r\n  return returns.reduce((acc, r) => acc * (1 + r / 100), 1) - 1;\r\n}\r\n","export const SMA = (data: number[], period: number): number => {\r\n  const slice = data.slice(-period);\r\n  const sum = slice.reduce((a, b) => a + b, 0);\r\n  return sum / slice.length;\r\n}\r\n\r\nexport const EMA = (data: number[], period: number): number => {\r\n  const k = 2 / (period + 1);\r\n  return data.reduce((prev, curr) => curr * k + prev * (1 - k));\r\n}\r\n","export const PV = (futureValue: number, rate: number, periods: number): number => {\r\n  return futureValue / Math.pow(1 + rate, periods);\r\n}\r\n\r\nexport const FV = (presentValue: number, rate: number, periods: number): number => {\r\n  return presentValue * Math.pow(1 + rate, periods);\r\n}\r\n\r\nexport const NPV = (rate: number, cashFlows: number[]): number => {\r\n  return cashFlows.reduce((acc, cf, i) => acc + cf / Math.pow(1 + rate, i + 1), 0);\r\n}\r\n\r\nexport const IRR = (cashFlows: number[], guess = 0.1): number => {\r\n  let rate = guess;\r\n  let iteration = 0;\r\n  const maxIter = 1000;\r\n  const tol = 1e-6;\r\n\r\n  while (iteration < maxIter) {\r\n    const npv = cashFlows.reduce((acc, cf, i) => acc + cf / Math.pow(1 + rate, i), 0);\r\n    const derivative = cashFlows.reduce((acc, cf, i) => acc - (i * cf) / Math.pow(1 + rate, i + 1), 0);\r\n    const newRate = rate - npv / derivative;\r\n    if (Math.abs(newRate - rate) < tol) break;\r\n    rate = newRate;\r\n    iteration++;\r\n  }\r\n\r\n  return rate;\r\n}\r\n","export const PE = (price: number, eps: number): number => {\r\n  return price / eps;\r\n}\r\n\r\nexport const PB = (price: number, bookValue: number): number => {\r\n  return price / bookValue;\r\n}\r\n\r\nexport const DividendYield = (dividend: number, price: number): number => {\r\n  return (dividend / price) * 100;\r\n}\r\n\r\nexport const Beta = (covariance: number, marketVariance: number): number => {\r\n  return covariance / marketVariance;\r\n}\r\n\r\nexport const Alpha = (actualReturn: number, expectedReturn: number): number => {\r\n  return actualReturn - expectedReturn;\r\n}\r\n\r\nexport const Sharpe = (returns: number[], riskFreeRate = 0): number => {\r\n  const avg = returns.reduce((a, b) => a + b, 0) / returns.length;\r\n  const std = Math.sqrt(returns.reduce((a, b) => a + Math.pow(b - avg, 2), 0) / returns.length);\r\n  return (avg - riskFreeRate) / std;\r\n}\r\n","export const volatility = (returns: number[]): number => {\r\n  const mean = returns.reduce((a, b) => a + b, 0) / returns.length;\r\n  return Math.sqrt(returns.reduce((a, b) => a + Math.pow(b - mean, 2), 0) / returns.length);\r\n}\r\n\r\nexport const positionSizing = (accountBalance: number, riskPercent: number, stopLossDistance: number): number => {\r\n  return (accountBalance * riskPercent) / stopLossDistance;\r\n}\r\n\r\nexport const stopLoss = (entryPrice: number, riskDistance: number): number => {\r\n  return entryPrice - riskDistance;\r\n}\r\n\r\nexport const takeProfit = (entryPrice: number, profitDistance: number): number => {\r\n  return entryPrice + profitDistance;\r\n}\r\n","export const VWAP = (prices: number[], volumes: number[]): number => {\r\n  const totalVolume = volumes.reduce((a, b) => a + b, 0);\r\n  const weightedSum = prices.reduce((sum, price, i) => sum + price * volumes[i], 0);\r\n  return weightedSum / totalVolume;\r\n}\r\n\r\nexport const accumulationDistribution = (priceClose: number[], priceOpen: number[], volume: number[]): number => {\r\n  return priceClose.reduce((acc, close, i) => {\r\n    const mfm = ((close - priceOpen[i]) / (priceClose[i] - priceOpen[i])) || 0;\r\n    return acc + mfm * volume[i];\r\n  }, 0);\r\n}\r\n","export const covariance = (a: number[], b: number[]): number => {\r\n  const meanA = a.reduce((x, y) => x + y, 0) / a.length;\r\n  const meanB = b.reduce((x, y) => x + y, 0) / b.length;\r\n  return a.reduce((acc, val, i) => acc + (val - meanA) * (b[i] - meanB), 0) / a.length;\r\n}\r\n\r\nexport const correlation = (a: number[], b: number[]): number => {\r\n  const cov = covariance(a, b);\r\n  const stdA = Math.sqrt(a.reduce((acc, val) => acc + Math.pow(val - a.reduce((x,y)=>x+y,0)/a.length,2),0)/a.length);\r\n  const stdB = Math.sqrt(b.reduce((acc, val) => acc + Math.pow(val - b.reduce((x,y)=>x+y,0)/b.length,2),0)/b.length);\r\n  return cov / (stdA * 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package/dist/moving.d.ts

@@ -0,0 +1,2 @@
+export declare const SMA: (data: number[], period: number) => number;
+export declare const EMA: (data: number[], period: number) => number;

package/dist/price.d.ts

@@ -0,0 +1,3 @@
+export declare const percentChange: (current: number, previous: number) => number;
+export declare const dailyReturn: (current: number, previous: number) => number;
+export declare const cumulativeReturn: (returns: number[]) => number;

package/dist/ratios.d.ts

@@ -0,0 +1,6 @@
+export declare const PE: (price: number, eps: number) => number;
+export declare const PB: (price: number, bookValue: number) => number;
+export declare const DividendYield: (dividend: number, price: number) => number;
+export declare const Beta: (covariance: number, marketVariance: number) => number;
+export declare const Alpha: (actualReturn: number, expectedReturn: number) => number;
+export declare const Sharpe: (returns: number[], riskFreeRate?: number) => number;

package/dist/risk.d.ts

@@ -0,0 +1,4 @@
+export declare const volatility: (returns: number[]) => number;
+export declare const positionSizing: (accountBalance: number, riskPercent: number, stopLossDistance: number) => number;
+export declare const stopLoss: (entryPrice: number, riskDistance: number) => number;
+export declare const takeProfit: (entryPrice: number, profitDistance: number) => number;

package/dist/statistics.d.ts

@@ -0,0 +1,2 @@
+export declare const covariance: (a: number[], b: number[]) => number;
+export declare const correlation: (a: number[], b: number[]) => number;

package/dist/volume.d.ts

@@ -0,0 +1,2 @@
+export declare const VWAP: (prices: number[], volumes: number[]) => number;
+export declare const accumulationDistribution: (priceClose: number[], priceOpen: number[], volume: number[]) => number;

package/jest.config.cjs

@@ -0,0 +1,9 @@
+module.exports = {
+  preset: 'ts-jest',
+  testEnvironment: 'node',
+  roots: ['<rootDir>/tests'],
+  moduleFileExtensions: ['ts', 'js', 'json', 'node'],
+  transform: {
+    '^.+\\.ts$': 'ts-jest'
+  }
+};

package/package.json

@@ -0,0 +1,46 @@
+{
+  "name": "finmagic",
+  "author": "Mohammad Esmaeilzadeh",
+  "description": "A TypeScript library for essential financial, technical, and statistical calculations.",
+  "version": "1.0.0",
+  "license": "MIT",
+  "repository": {
+    "type": "git",
+    "url": "git+https://github.com/buglessir/finmagic.git"
+  },
+  "bugs": {
+    "url": "https://github.com/buglessir/finmagic/issues"
+  },
+  "homepage": "https://github.com/buglessir/finmagic",
+  "keywords": [
+    "finmagic",
+    "typescript",
+    "Price calculations",
+    "Moving averages",
+    "Financial calculations",
+    "Financial ratios",
+    "Risk management",
+    "Volume indicators",
+    "Statistical functions",
+    "Trade",
+    "Stocks"
+  ],
+  "type": "module",
+  "main": "dist/index.cjs.js",
+  "module": "dist/index.esm.js",
+  "types": "dist/index.d.ts",
+  "scripts": {
+    "build": "rollup -c",
+    "test": "jest"
+  },
+  "devDependencies": {
+    "@rollup/plugin-node-resolve": "^16.0.3",
+    "@rollup/plugin-typescript": "^12.3.0",
+    "@types/jest": "^30.0.0",
+    "jest": "^30.2.0",
+    "rollup": "^4.54.0",
+    "ts-jest": "^29.4.6",
+    "tslib": "^2.8.1",
+    "typescript": "^5.9.3"
+  }
+}

package/rollup.config.ts

@@ -0,0 +1,29 @@
+import typescript from '@rollup/plugin-typescript';
+import resolve from '@rollup/plugin-node-resolve';
+
+export default [
+  {
+    input: 'src/index.ts',
+    output: {
+      file: 'dist/index.esm.js',
+      format: 'esm',
+      sourcemap: true
+    },
+    plugins: [
+      resolve(),
+      typescript({ tsconfig: './tsconfig.json' })
+    ]
+  },
+  {
+    input: 'src/index.ts',
+    output: {
+      file: 'dist/index.cjs.js',
+      format: 'cjs',
+      sourcemap: true
+    },
+    plugins: [
+      resolve(),
+      typescript({ tsconfig: './tsconfig.json' })
+    ]
+  }
+];

package/src/financial.ts

@@ -0,0 +1,29 @@
+export const PV = (futureValue: number, rate: number, periods: number): number => {
+  return futureValue / Math.pow(1 + rate, periods);
+}
+
+export const FV = (presentValue: number, rate: number, periods: number): number => {
+  return presentValue * Math.pow(1 + rate, periods);
+}
+
+export const NPV = (rate: number, cashFlows: number[]): number => {
+  return cashFlows.reduce((acc, cf, i) => acc + cf / Math.pow(1 + rate, i + 1), 0);
+}
+
+export const IRR = (cashFlows: number[], guess = 0.1): number => {
+  let rate = guess;
+  let iteration = 0;
+  const maxIter = 1000;
+  const tol = 1e-6;
+
+  while (iteration < maxIter) {
+    const npv = cashFlows.reduce((acc, cf, i) => acc + cf / Math.pow(1 + rate, i), 0);
+    const derivative = cashFlows.reduce((acc, cf, i) => acc - (i * cf) / Math.pow(1 + rate, i + 1), 0);
+    const newRate = rate - npv / derivative;
+    if (Math.abs(newRate - rate) < tol) break;
+    rate = newRate;
+    iteration++;
+  }
+
+  return rate;
+}

package/src/index.ts

@@ -0,0 +1,7 @@
+export * from './price';
+export * from './moving';
+export * from './financial';
+export * from './ratios';
+export * from './risk';
+export * from './volume';
+export * from './statistics';

package/src/moving.ts

@@ -0,0 +1,10 @@
+export const SMA = (data: number[], period: number): number => {
+  const slice = data.slice(-period);
+  const sum = slice.reduce((a, b) => a + b, 0);
+  return sum / slice.length;
+}
+
+export const EMA = (data: number[], period: number): number => {
+  const k = 2 / (period + 1);
+  return data.reduce((prev, curr) => curr * k + prev * (1 - k));
+}

package/src/price.ts

@@ -0,0 +1,11 @@
+export const percentChange = (current: number, previous: number): number => {
+  return ((current - previous) / previous) * 100;
+}
+
+export const dailyReturn = (current: number, previous: number): number => {
+  return percentChange(current, previous);
+}
+
+export const cumulativeReturn = (returns: number[]): number => {
+  return returns.reduce((acc, r) => acc * (1 + r / 100), 1) - 1;
+}

package/src/ratios.ts

@@ -0,0 +1,25 @@
+export const PE = (price: number, eps: number): number => {
+  return price / eps;
+}
+
+export const PB = (price: number, bookValue: number): number => {
+  return price / bookValue;
+}
+
+export const DividendYield = (dividend: number, price: number): number => {
+  return (dividend / price) * 100;
+}
+
+export const Beta = (covariance: number, marketVariance: number): number => {
+  return covariance / marketVariance;
+}
+
+export const Alpha = (actualReturn: number, expectedReturn: number): number => {
+  return actualReturn - expectedReturn;
+}
+
+export const Sharpe = (returns: number[], riskFreeRate = 0): number => {
+  const avg = returns.reduce((a, b) => a + b, 0) / returns.length;
+  const std = Math.sqrt(returns.reduce((a, b) => a + Math.pow(b - avg, 2), 0) / returns.length);
+  return (avg - riskFreeRate) / std;
+}

package/src/risk.ts

@@ -0,0 +1,16 @@
+export const volatility = (returns: number[]): number => {
+  const mean = returns.reduce((a, b) => a + b, 0) / returns.length;
+  return Math.sqrt(returns.reduce((a, b) => a + Math.pow(b - mean, 2), 0) / returns.length);
+}
+
+export const positionSizing = (accountBalance: number, riskPercent: number, stopLossDistance: number): number => {
+  return (accountBalance * riskPercent) / stopLossDistance;
+}
+
+export const stopLoss = (entryPrice: number, riskDistance: number): number => {
+  return entryPrice - riskDistance;
+}
+
+export const takeProfit = (entryPrice: number, profitDistance: number): number => {
+  return entryPrice + profitDistance;
+}

package/src/statistics.ts

@@ -0,0 +1,12 @@
+export const covariance = (a: number[], b: number[]): number => {
+  const meanA = a.reduce((x, y) => x + y, 0) / a.length;
+  const meanB = b.reduce((x, y) => x + y, 0) / b.length;
+  return a.reduce((acc, val, i) => acc + (val - meanA) * (b[i] - meanB), 0) / a.length;
+}
+
+export const correlation = (a: number[], b: number[]): number => {
+  const cov = covariance(a, b);
+  const stdA = Math.sqrt(a.reduce((acc, val) => acc + Math.pow(val - a.reduce((x,y)=>x+y,0)/a.length,2),0)/a.length);
+  const stdB = Math.sqrt(b.reduce((acc, val) => acc + Math.pow(val - b.reduce((x,y)=>x+y,0)/b.length,2),0)/b.length);
+  return cov / (stdA * stdB);
+}

package/src/volume.ts

@@ -0,0 +1,12 @@
+export const VWAP = (prices: number[], volumes: number[]): number => {
+  const totalVolume = volumes.reduce((a, b) => a + b, 0);
+  const weightedSum = prices.reduce((sum, price, i) => sum + price * volumes[i], 0);
+  return weightedSum / totalVolume;
+}
+
+export const accumulationDistribution = (priceClose: number[], priceOpen: number[], volume: number[]): number => {
+  return priceClose.reduce((acc, close, i) => {
+    const mfm = ((close - priceOpen[i]) / (priceClose[i] - priceOpen[i])) || 0;
+    return acc + mfm * volume[i];
+  }, 0);
+}

package/tests/financial.test.ts

@@ -0,0 +1,20 @@
+import { PV, FV, NPV, IRR } from '../src/financial';
+
+describe('Financial calculations', () => {
+  test('PV calculates present value', () => {
+    expect(PV(1000, 0.1, 5)).toBeCloseTo(620.921, 2);
+  });
+
+  test('FV calculates future value', () => {
+    expect(FV(1000, 0.1, 5)).toBeCloseTo(1610.51, 2);
+  });
+
+  test('NPV calculates net present value', () => {
+    expect(NPV(0.1, [-1000, 200, 300, 500])).toBeCloseTo(-176.9, 1);
+  });
+
+  test('IRR calculates internal rate of return', () => {
+    const rate = IRR([-1000, 200, 300, 500]);
+    expect(rate).toBeCloseTo(-0.000000668, 6);
+  });
+});

package/tests/moving.test.ts

@@ -0,0 +1,11 @@
+import { SMA, EMA } from '../src/moving';
+
+describe('Moving averages', () => {
+  test('SMA calculates simple moving average', () => {
+    expect(SMA([1,2,3,4,5], 5)).toBe(3);
+  });
+
+  test('EMA calculates exponential moving average', () => {
+    expect(EMA([1,2,3,4,5], 3)).toBeCloseTo(4.0625, 4);
+  });
+});

package/tests/price.test.ts

@@ -0,0 +1,17 @@
+import { percentChange, dailyReturn, cumulativeReturn } from '../src/price';
+
+describe('Price calculations', () => {
+  test('percentChange calculates correct percentage', () => {
+    expect(percentChange(110, 100)).toBe(10);
+    expect(percentChange(90, 100)).toBe(-10);
+  });
+
+  test('dailyReturn uses percentChange', () => {
+    expect(dailyReturn(105, 100)).toBe(5);
+  });
+
+  test('cumulativeReturn calculates cumulative growth', () => {
+    const returns = [5, 3, 2];
+    expect(cumulativeReturn(returns)).toBeCloseTo(0.107);
+  });
+});

package/tests/ratios.test.ts

@@ -0,0 +1,28 @@
+import { PE, PB, DividendYield, Beta, Alpha, Sharpe } from '../src/ratios';
+
+describe('Financial ratios', () => {
+  test('PE ratio', () => {
+    expect(PE(50,5)).toBe(10);
+  });
+
+  test('PB ratio', () => {
+    expect(PB(50,20)).toBe(2.5);
+  });
+
+  test('DividendYield', () => {
+    expect(DividendYield(2,50)).toBe(4);
+  });
+
+  test('Beta calculation', () => {
+    expect(Beta(0.2,0.1)).toBe(2);
+  });
+
+  test('Alpha calculation', () => {
+    expect(Alpha(0.15,0.1)).toBeCloseTo(0.049999, 5);
+  });
+
+  test('Sharpe ratio', () => {
+    const returns = [0.01,0.02,0.03];
+    expect(Sharpe(returns)).toBeCloseTo(2.4495, 4);
+  });
+});

package/tests/risk.test.ts

@@ -0,0 +1,20 @@
+import { volatility, positionSizing, stopLoss, takeProfit } from '../src/risk';
+
+describe('Risk management', () => {
+  test('volatility calculation', () => {
+    const returns = [0.01, -0.02, 0.03];
+    expect(volatility(returns)).toBeCloseTo(0.025, 2);
+  });
+
+  test('positionSizing', () => {
+    expect(positionSizing(10000,0.02,5)).toBe(40);
+  });
+
+  test('stopLoss', () => {
+    expect(stopLoss(100,5)).toBe(95);
+  });
+
+  test('takeProfit', () => {
+    expect(takeProfit(100,10)).toBe(110);
+  });
+});

package/tests/statistics.test.ts

@@ -0,0 +1,11 @@
+import { covariance, correlation } from '../src/statistics';
+
+describe('Statistics', () => {
+  test('covariance', () => {
+    expect(covariance([1,2,3],[4,5,6])).toBe(0.6666666666666666);
+  });
+
+  test('correlation', () => {
+    expect(correlation([1,2,3],[4,5,6])).toBeCloseTo(1,2);
+  });
+});

package/tests/volume.test.ts

@@ -0,0 +1,16 @@
+import { VWAP, accumulationDistribution } from '../src/volume';
+
+describe('Volume calculations', () => {
+  test('VWAP calculation', () => {
+    const prices = [100,102,101];
+    const volumes = [50,60,40];
+    expect(VWAP(prices, volumes)).toBeCloseTo(101.0666666667, 4);
+  });
+
+  test('AccumulationDistribution', () => {
+    const close = [10,12];
+    const open = [9,11];
+    const volume = [100,200];
+    expect(accumulationDistribution(close, open, volume)).toBe(300);
+  });
+});

package/tsconfig.json

@@ -0,0 +1,13 @@
+{
+  "compilerOptions": {
+    "target": "ES2020",
+    "module": "ESNext",
+    "strict": true,
+    "declaration": true,
+    "declarationDir": "dist",
+    "esModuleInterop": true,
+    "moduleResolution": "node",
+    "outDir": "dist"
+  },
+  "include": ["src"]
+}