From c1d3757d7f7aa4172a4862268aa9561ba9b22f47 Mon Sep 17 00:00:00 2001 From: Martin Karrin Date: Tue, 10 Mar 2026 21:11:56 +0100 Subject: [PATCH] fix of open error and new version 1.0.1 --- docs/classes/DateAlignmentError.html | 6 ++--- docs/classes/IncorrectArgumentComboError.html | 6 ++--- docs/classes/InitialValueZeroError.html | 6 ++--- docs/classes/MixedValuetypesError.html | 6 ++--- docs/classes/NoWeightsError.html | 6 ++--- docs/classes/OpenFrame.html | 26 +++++++++---------- docs/classes/OpenTimeSeries.html | 22 ++++++++-------- docs/classes/ResampleDataLossError.html | 6 ++--- docs/classes/ReturnSimulation.html | 6 ++--- docs/enums/ValueType.html | 4 +-- docs/functions/dateFix.html | 4 +-- docs/functions/dateToStr.html | 4 +-- docs/functions/efficientFrontier.html | 4 +-- docs/functions/fetchCaptorSeries.html | 4 +-- docs/functions/fetchCaptorSeriesBatch.html | 4 +-- docs/functions/filterBusinessDays.html | 4 +-- docs/functions/filterToBusinessDays.html | 4 +-- docs/functions/generateCalendarDateRange.html | 4 +-- .../getPreviousBusinessDayBeforeToday.html | 4 +-- docs/functions/isBusinessDay.html | 4 +-- docs/functions/lastBusinessDayOfMonth.html | 4 +-- docs/functions/lastBusinessDayOfYear.html | 4 +-- docs/functions/mean.html | 4 +-- docs/functions/offsetBusinessDays.html | 4 +-- docs/functions/pctChange.html | 4 +-- docs/functions/plotSeries.html | 4 +-- docs/functions/plotSeriesHtml.html | 4 +-- docs/functions/preparePlotData.html | 4 +-- docs/functions/prevBusinessDay.html | 4 +-- docs/functions/quantile.html | 4 +-- docs/functions/randomGenerator.html | 4 +-- docs/functions/reportHtml.html | 4 +-- docs/functions/resampleToPeriodEnd.html | 4 +-- docs/functions/sharpeplot.html | 4 +-- docs/functions/sharpeplotHtml.html | 4 +-- docs/functions/simulatePortfolios.html | 4 +-- docs/functions/std.html | 4 +-- docs/functions/timeseriesChain.html | 4 +-- docs/hierarchy.html | 2 +- docs/index.html | 8 ++++-- docs/interfaces/EfficientFrontierPoint.html | 4 +-- docs/interfaces/OrdLeastSquaresResult.html | 6 ++--- docs/interfaces/PlotSeriesOptions.html | 14 +++++----- docs/interfaces/ReportOptions.html | 4 +-- docs/interfaces/SharpePlotOptions.html | 6 ++--- docs/interfaces/SharpePlotPoint.html | 8 +++--- docs/interfaces/SimulatedPortfolio.html | 4 +-- docs/modules.html | 2 +- docs/types/CaptorSeriesResponse.html | 4 +-- docs/types/CountryCode.html | 2 +- docs/types/DateRangeOptions.html | 6 ++--- docs/types/LiteralBizDayFreq.html | 2 +- docs/types/LiteralPortfolioWeightings.html | 2 +- docs/types/RandomGenerator.html | 2 +- docs/types/ResampleFreq.html | 2 +- package-lock.json | 2 +- package.json | 4 +-- scripts/report.ts | 2 +- src/plot.ts | 2 +- src/sharpeplot.ts | 2 +- 60 files changed, 150 insertions(+), 146 deletions(-) diff --git a/docs/classes/DateAlignmentError.html b/docs/classes/DateAlignmentError.html index ff46220..8a4a4ba 100644 --- a/docs/classes/DateAlignmentError.html +++ b/docs/classes/DateAlignmentError.html @@ -1,11 +1,11 @@ -DateAlignmentError | @captorab/openseries-ts - v1.0.0
@captorab/openseries-ts - v1.0.0
    Preparing search index...

    Class DateAlignmentError

    Hierarchy

    • Error
      • DateAlignmentError
    Index

    Constructors

    constructor +DateAlignmentError | @captor/openseries-ts - v1.0.0
    @captor/openseries-ts - v1.0.0
      Preparing search index...

      Class DateAlignmentError

      Hierarchy

      • Error
        • DateAlignmentError
      Index

      Constructors

      constructor

      Properties

      message name stack? stackTraceLimit

      Methods

      captureStackTrace prepareStackTrace -

      Constructors

      Properties

      message: string
      name: string
      stack?: string
      stackTraceLimit: number

      The Error.stackTraceLimit property specifies the number of stack frames +

      Constructors

      Properties

      message: string
      name: string
      stack?: string
      stackTraceLimit: number

      The Error.stackTraceLimit property specifies the number of stack frames collected by a stack trace (whether generated by new Error().stack or Error.captureStackTrace(obj)).

      The default value is 10 but may be set to any valid JavaScript number. Changes @@ -29,4 +29,4 @@

      Parameters

      • targetObject: object
      • OptionalconstructorOpt: Function

      Returns void

      Settings

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      diff --git a/docs/classes/IncorrectArgumentComboError.html b/docs/classes/IncorrectArgumentComboError.html index 2f6a932..06a41bc 100644 --- a/docs/classes/IncorrectArgumentComboError.html +++ b/docs/classes/IncorrectArgumentComboError.html @@ -1,11 +1,11 @@ -IncorrectArgumentComboError | @captorab/openseries-ts - v1.0.0
      @captorab/openseries-ts - v1.0.0
        Preparing search index...

        Class IncorrectArgumentComboError

        Hierarchy

        • Error
          • IncorrectArgumentComboError
        Index

        Constructors

        constructor +IncorrectArgumentComboError | @captor/openseries-ts - v1.0.0
        @captor/openseries-ts - v1.0.0
          Preparing search index...

          Class IncorrectArgumentComboError

          Hierarchy

          • Error
            • IncorrectArgumentComboError
          Index

          Constructors

          constructor

          Properties

          message name stack? stackTraceLimit

          Methods

          captureStackTrace prepareStackTrace -

          Constructors

          Properties

          message: string
          name: string
          stack?: string
          stackTraceLimit: number

          The Error.stackTraceLimit property specifies the number of stack frames +

          Constructors

          Properties

          message: string
          name: string
          stack?: string
          stackTraceLimit: number

          The Error.stackTraceLimit property specifies the number of stack frames collected by a stack trace (whether generated by new Error().stack or Error.captureStackTrace(obj)).

          The default value is 10 but may be set to any valid JavaScript number. Changes @@ -29,4 +29,4 @@

          Parameters

          • targetObject: object
          • OptionalconstructorOpt: Function

          Returns void

          Settings

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          diff --git a/docs/classes/InitialValueZeroError.html b/docs/classes/InitialValueZeroError.html index a8f55d3..1a785b5 100644 --- a/docs/classes/InitialValueZeroError.html +++ b/docs/classes/InitialValueZeroError.html @@ -1,11 +1,11 @@ -InitialValueZeroError | @captorab/openseries-ts - v1.0.0
          @captorab/openseries-ts - v1.0.0
            Preparing search index...

            Class InitialValueZeroError

            Hierarchy

            • Error
              • InitialValueZeroError
            Index

            Constructors

            constructor +InitialValueZeroError | @captor/openseries-ts - v1.0.0
            @captor/openseries-ts - v1.0.0
              Preparing search index...

              Class InitialValueZeroError

              Hierarchy

              • Error
                • InitialValueZeroError
              Index

              Constructors

              constructor

              Properties

              message name stack? stackTraceLimit

              Methods

              captureStackTrace prepareStackTrace -

              Constructors

              Properties

              message: string
              name: string
              stack?: string
              stackTraceLimit: number

              The Error.stackTraceLimit property specifies the number of stack frames +

              Constructors

              Properties

              message: string
              name: string
              stack?: string
              stackTraceLimit: number

              The Error.stackTraceLimit property specifies the number of stack frames collected by a stack trace (whether generated by new Error().stack or Error.captureStackTrace(obj)).

              The default value is 10 but may be set to any valid JavaScript number. Changes @@ -29,4 +29,4 @@

              Parameters

              • targetObject: object
              • OptionalconstructorOpt: Function

              Returns void

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              diff --git a/docs/classes/MixedValuetypesError.html b/docs/classes/MixedValuetypesError.html index 733c381..1505442 100644 --- a/docs/classes/MixedValuetypesError.html +++ b/docs/classes/MixedValuetypesError.html @@ -1,11 +1,11 @@ -MixedValuetypesError | @captorab/openseries-ts - v1.0.0
              @captorab/openseries-ts - v1.0.0
                Preparing search index...

                Class MixedValuetypesError

                Hierarchy

                • Error
                  • MixedValuetypesError
                Index

                Constructors

                constructor +MixedValuetypesError | @captor/openseries-ts - v1.0.0
                @captor/openseries-ts - v1.0.0
                  Preparing search index...

                  Class MixedValuetypesError

                  Hierarchy

                  • Error
                    • MixedValuetypesError
                  Index

                  Constructors

                  constructor

                  Properties

                  message name stack? stackTraceLimit

                  Methods

                  captureStackTrace prepareStackTrace -

                  Constructors

                  Properties

                  message: string
                  name: string
                  stack?: string
                  stackTraceLimit: number

                  The Error.stackTraceLimit property specifies the number of stack frames +

                  Constructors

                  Properties

                  message: string
                  name: string
                  stack?: string
                  stackTraceLimit: number

                  The Error.stackTraceLimit property specifies the number of stack frames collected by a stack trace (whether generated by new Error().stack or Error.captureStackTrace(obj)).

                  The default value is 10 but may be set to any valid JavaScript number. Changes @@ -29,4 +29,4 @@

                  Parameters

                  • targetObject: object
                  • OptionalconstructorOpt: Function

                  Returns void

                  Settings

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                  diff --git a/docs/classes/NoWeightsError.html b/docs/classes/NoWeightsError.html index 2e9dbdb..8398ba8 100644 --- a/docs/classes/NoWeightsError.html +++ b/docs/classes/NoWeightsError.html @@ -1,11 +1,11 @@ -NoWeightsError | @captorab/openseries-ts - v1.0.0
                  @captorab/openseries-ts - v1.0.0
                    Preparing search index...

                    Class NoWeightsError

                    Hierarchy

                    • Error
                      • NoWeightsError
                    Index

                    Constructors

                    constructor +NoWeightsError | @captor/openseries-ts - v1.0.0
                    @captor/openseries-ts - v1.0.0
                      Preparing search index...

                      Class NoWeightsError

                      Hierarchy

                      • Error
                        • NoWeightsError
                      Index

                      Constructors

                      constructor

                      Properties

                      message name stack? stackTraceLimit

                      Methods

                      captureStackTrace prepareStackTrace -

                      Constructors

                      Properties

                      message: string
                      name: string
                      stack?: string
                      stackTraceLimit: number

                      The Error.stackTraceLimit property specifies the number of stack frames +

                      Constructors

                      Properties

                      message: string
                      name: string
                      stack?: string
                      stackTraceLimit: number

                      The Error.stackTraceLimit property specifies the number of stack frames collected by a stack trace (whether generated by new Error().stack or Error.captureStackTrace(obj)).

                      The default value is 10 but may be set to any valid JavaScript number. Changes @@ -29,4 +29,4 @@

                      Parameters

                      • targetObject: object
                      • OptionalconstructorOpt: Function

                      Returns void

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                      diff --git a/docs/classes/OpenFrame.html b/docs/classes/OpenFrame.html index c9883e8..bec2951 100644 --- a/docs/classes/OpenFrame.html +++ b/docs/classes/OpenFrame.html @@ -1,5 +1,5 @@ -OpenFrame | @captorab/openseries-ts - v1.0.0
                      @captorab/openseries-ts - v1.0.0
                        Preparing search index...

                        Class OpenFrame

                        Collection of aligned timeseries with portfolio and correlation methods.

                        -
                        Index

                        Constructors

                        constructor +OpenFrame | @captor/openseries-ts - v1.0.0
                        @captor/openseries-ts - v1.0.0
                          Preparing search index...

                          Class OpenFrame

                          Collection of aligned timeseries with portfolio and correlation methods.

                          +
                          Index

                          Constructors

                          constructor

                          Properties

                          columnLabels constituents countries @@ -27,34 +27,34 @@ toDrawdownSeries trackingError truncFrame -

                          Constructors

                          • Parameters

                            • constituents: OpenTimeSeries[]
                            • weights: number[] | null = null
                            • Optionaloptions: { countries?: string | string[] }

                            Returns OpenFrame

                          Properties

                          columnLabels: string[]
                          constituents: OpenTimeSeries[]
                          countries: string[]

                          Country code(s) for business calendar (holidays, resampling). Used when adapting data to business days.

                          -
                          tsdf: { columns: number[][]; dates: string[] }
                          weights: number[] | null

                          Accessors

                          Methods

                          • Parameters

                            • assetColumn: number
                            • marketColumn: number

                            Returns number

                          • CAGR-based capture ratio vs benchmark column. +

                          Constructors

                          • Parameters

                            • constituents: OpenTimeSeries[]
                            • weights: number[] | null = null
                            • Optionaloptions: { countries?: string | string[] }

                            Returns OpenFrame

                          Properties

                          columnLabels: string[]
                          constituents: OpenTimeSeries[]
                          countries: string[]

                          Country code(s) for business calendar (holidays, resampling). Used when adapting data to business days.

                          +
                          tsdf: { columns: number[][]; dates: string[] }
                          weights: number[] | null

                          Accessors

                          Methods

                          • Parameters

                            • assetColumn: number
                            • marketColumn: number

                            Returns number

                          • CAGR-based capture ratio vs benchmark column. Matches Python openseries capture_ratio_func behavior: uses frame data as-is (no resample) with dynamic time_factor = observations / (span_days/365.25).

                            Parameters

                            • ratio: "both" | "up" | "down"

                              "up" | "down" | "both" (up/down or both = up/down)

                            • baseColumn: number = -1

                              Benchmark column index (-1 = last)

                            • Optionalopts: { freq?: ResampleFreq }
                              • Optionalfreq?: ResampleFreq

                                If set, resample to period-end before computing (e.g. "ME" for monthly). When omitted, uses frame data as-is to match Python default.

                                -

                            Returns number[]

                          • Filters tsdf to retain only business days. Mutates in place.

                            -

                            Returns this

                          • Parameters

                            • baseColumn: number = -1

                            Returns number[]

                          • Parameters

                            • assetColumn: number
                            • marketColumn: number
                            • riskfreeRate: number = 0

                            Returns number

                          • Max drawdown per column (price series). Returns array of max drawdowns.

                            -

                            Returns number[]

                          • Date when max drawdown bottom occurs per column. +

                          Returns number[]

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                          diff --git a/docs/classes/OpenTimeSeries.html b/docs/classes/OpenTimeSeries.html index 4bb2ded..f96c4d0 100644 --- a/docs/classes/OpenTimeSeries.html +++ b/docs/classes/OpenTimeSeries.html @@ -1,5 +1,5 @@ -OpenTimeSeries | @captorab/openseries-ts - v1.0.0
                          @captorab/openseries-ts - v1.0.0
                            Preparing search index...

                            Class OpenTimeSeries

                            Timeseries of dates and values with methods for risk metrics.

                            -
                            Index

                            Constructors

                            constructor +OpenTimeSeries | @captor/openseries-ts - v1.0.0
                            @captor/openseries-ts - v1.0.0
                              Preparing search index...

                              Class OpenTimeSeries

                              Timeseries of dates and values with methods for risk metrics.

                              +
                              Index

                              Constructors

                              constructor

                              Properties

                              countries currency dates @@ -50,15 +50,15 @@ fromArrays fromDateColumns fromObject -

                              Constructors

                              • Parameters

                                • params: {
                                      countries?: string | string[];
                                      currency?: string;
                                      dates: string[];
                                      instrumentId?: string;
                                      label?: string;
                                      localCcy?: boolean;
                                      markets?: string | string[] | null;
                                      name: string;
                                      timeseriesId?: string;
                                      values: number[];
                                      valuetype?: ValueType;
                                  }

                                Returns OpenTimeSeries

                              Properties

                              countries: string | string[]

                              Country code(s) for business calendar (holidays, resampling). Default "SE".

                              -
                              currency: string
                              dates: string[]
                              instrumentId: string
                              label: string
                              localCcy: boolean
                              markets: string | string[] | null
                              name: string
                              timeseriesId: string
                              tsdf: { date: string; value: number }[]
                              values: number[]
                              valuetype: ValueType

                              Accessors

                              Methods

                              • Parameters

                                • lmbda: number = 0.94
                                • dayChunk: number = 11
                                • level: number = 0.95
                                • opts: DateRangeOptions = {}

                                Returns number[]

                              • Filters tsdf to retain only business days. Mutates in place.

                                -

                                Returns this

                              • Returns the date when the max drawdown bottom occurs (the date of the lowest point +

                              Constructors

                              • Parameters

                                • params: {
                                      countries?: string | string[];
                                      currency?: string;
                                      dates: string[];
                                      instrumentId?: string;
                                      label?: string;
                                      localCcy?: boolean;
                                      markets?: string | string[] | null;
                                      name: string;
                                      timeseriesId?: string;
                                      values: number[];
                                      valuetype?: ValueType;
                                  }

                                Returns OpenTimeSeries

                              Properties

                              countries: string | string[]

                              Country code(s) for business calendar (holidays, resampling). Default "SE".

                              +
                              currency: string
                              dates: string[]
                              instrumentId: string
                              label: string
                              localCcy: boolean
                              markets: string | string[] | null
                              name: string
                              timeseriesId: string
                              tsdf: { date: string; value: number }[]
                              values: number[]
                              valuetype: ValueType

                              Accessors

                              Methods

                              • Parameters

                                • lmbda: number = 0.94
                                • dayChunk: number = 11
                                • level: number = 0.95
                                • opts: DateRangeOptions = {}

                                Returns number[]

                              • Filters tsdf to retain only business days. Mutates in place.

                                +

                                Returns this

                              • Returns the date when the max drawdown bottom occurs (the date of the lowest point relative to the preceding peak). Returns undefined if no drawdown occurs.

                                -

                                Parameters

                                Returns string | undefined

                              • Resamples to business period-end frequency (week, month, quarter, year). Mutates tsdf. Throws on return series (use price series).

                                -

                                Parameters

                                Returns this

                              • Parameters

                                • riskfreeRate: number = 0
                                • minAcceptedReturn: number = 0
                                • opts: DateRangeOptions = {}

                                Returns number

                              • Parameters

                                • riskfreeRate: number = 0
                                • minAcceptedReturn: number = 0
                                • opts: DateRangeOptions = {}

                                Returns number

                              • Worst single calendar month return (business-month-end based). Uses filterToBusinessDays + resampleToPeriodEnd(ME) + min of monthly returns.

                                -

                                Parameters

                                Returns number

                              • Creates an OpenTimeSeries from a name, dates array, and values array.

                                -

                                Parameters

                                • name: string
                                • dates: string[]
                                • values: number[]
                                • Optionaloptions: {
                                      baseccy?: string;
                                      countries?: string | string[];
                                      instrumentId?: string;
                                      localCcy?: boolean;
                                      timeseriesId?: string;
                                      valuetype?: ValueType;
                                  }

                                Returns OpenTimeSeries

                              • Creates an OpenTimeSeries from simulation dateColumns by column index.

                                -

                                Parameters

                                • dateColumns: { columns: { name: string; values: number[] }[]; dates: string[] }
                                • Optionaloptions: { columnIndex?: number; countries?: string | string[]; valuetype?: ValueType }

                                Returns OpenTimeSeries

                              • Creates an OpenTimeSeries from a record or array of {date, value}.

                                -

                                Parameters

                                • data: Record<string, number> | { date: string; value: number }[]

                                Returns OpenTimeSeries

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                              Returns number

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                              diff --git a/docs/classes/ResampleDataLossError.html b/docs/classes/ResampleDataLossError.html index 59e81a4..7ab827e 100644 --- a/docs/classes/ResampleDataLossError.html +++ b/docs/classes/ResampleDataLossError.html @@ -1,11 +1,11 @@ -ResampleDataLossError | @captorab/openseries-ts - v1.0.0
                              @captorab/openseries-ts - v1.0.0
                                Preparing search index...

                                Class ResampleDataLossError

                                Hierarchy

                                • Error
                                  • ResampleDataLossError
                                Index

                                Constructors

                                constructor +ResampleDataLossError | @captor/openseries-ts - v1.0.0
                                @captor/openseries-ts - v1.0.0
                                  Preparing search index...

                                  Class ResampleDataLossError

                                  Hierarchy

                                  • Error
                                    • ResampleDataLossError
                                  Index

                                  Constructors

                                  constructor

                                  Properties

                                  message name stack? stackTraceLimit

                                  Methods

                                  captureStackTrace prepareStackTrace -

                                  Constructors

                                  Properties

                                  message: string
                                  name: string
                                  stack?: string
                                  stackTraceLimit: number

                                  The Error.stackTraceLimit property specifies the number of stack frames +

                                  Constructors

                                  Properties

                                  message: string
                                  name: string
                                  stack?: string
                                  stackTraceLimit: number

                                  The Error.stackTraceLimit property specifies the number of stack frames collected by a stack trace (whether generated by new Error().stack or Error.captureStackTrace(obj)).

                                  The default value is 10 but may be set to any valid JavaScript number. Changes @@ -29,4 +29,4 @@

                                  Parameters

                                  • targetObject: object
                                  • OptionalconstructorOpt: Function

                                  Returns void

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                                  diff --git a/docs/classes/ReturnSimulation.html b/docs/classes/ReturnSimulation.html index eeef8b7..9377e11 100644 --- a/docs/classes/ReturnSimulation.html +++ b/docs/classes/ReturnSimulation.html @@ -1,5 +1,5 @@ -ReturnSimulation | @captorab/openseries-ts - v1.0.0
                                  @captorab/openseries-ts - v1.0.0
                                    Preparing search index...

                                    Class ReturnSimulation

                                    Monte Carlo return simulation with optional seed for reproducibility.

                                    -
                                    Index

                                    Constructors

                                    constructor +ReturnSimulation | @captor/openseries-ts - v1.0.0
                                    @captor/openseries-ts - v1.0.0
                                      Preparing search index...

                                      Class ReturnSimulation

                                      Monte Carlo return simulation with optional seed for reproducibility.

                                      +
                                      Index

                                      Constructors

                                      constructor

                                      Properties

                                      dframe jumpsLamda jumpsMu @@ -18,4 +18,4 @@ fromLognormal fromMertonJumpGbm fromNormal -

                                      Constructors

                                      • Parameters

                                        • params: {
                                              dframe: number[][];
                                              jumps_lamda?: number;
                                              jumps_mu?: number;
                                              jumps_sigma?: number;
                                              mean_annual_return: number;
                                              mean_annual_vol: number;
                                              number_of_sims: number;
                                              seed?: number;
                                              trading_days: number;
                                              trading_days_in_year: number;
                                          }

                                        Returns ReturnSimulation

                                      Properties

                                      dframe: number[][]
                                      jumpsLamda: number
                                      jumpsMu: number
                                      jumpsSigma: number
                                      meanAnnualReturn: number
                                      meanAnnualVol: number
                                      numberOfSims: number
                                      seed?: number
                                      tradingDays: number
                                      tradingDaysInYear: number

                                      Accessors

                                      Methods

                                      • Parameters

                                        • name: string
                                        • Optionaloptions: { asReturns?: boolean; end?: string; start?: string }

                                        Returns { columns: { name: string; values: number[] }[]; dates: string[] }

                                      • Parameters

                                        • number_of_sims: number
                                        • mean_annual_return: number
                                        • mean_annual_vol: number
                                        • trading_days: number
                                        • trading_days_in_year: number = 252
                                        • Optionalseed: number

                                        Returns ReturnSimulation

                                      • Parameters

                                        • number_of_sims: number
                                        • mean_annual_return: number
                                        • mean_annual_vol: number
                                        • trading_days: number
                                        • trading_days_in_year: number = 252
                                        • Optionalseed: number

                                        Returns ReturnSimulation

                                      • Parameters

                                        • number_of_sims: number
                                        • trading_days: number
                                        • mean_annual_return: number
                                        • mean_annual_vol: number
                                        • jumps_lamda: number
                                        • jumps_sigma: number = 0
                                        • jumps_mu: number = 0
                                        • trading_days_in_year: number = 252
                                        • Optionalseed: number

                                        Returns ReturnSimulation

                                      • Parameters

                                        • number_of_sims: number
                                        • mean_annual_return: number
                                        • mean_annual_vol: number
                                        • trading_days: number
                                        • trading_days_in_year: number = 252
                                        • Optionalseed: number

                                        Returns ReturnSimulation

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                                      Constructors

                                      • Parameters

                                        • params: {
                                              dframe: number[][];
                                              jumps_lamda?: number;
                                              jumps_mu?: number;
                                              jumps_sigma?: number;
                                              mean_annual_return: number;
                                              mean_annual_vol: number;
                                              number_of_sims: number;
                                              seed?: number;
                                              trading_days: number;
                                              trading_days_in_year: number;
                                          }

                                        Returns ReturnSimulation

                                      Properties

                                      dframe: number[][]
                                      jumpsLamda: number
                                      jumpsMu: number
                                      jumpsSigma: number
                                      meanAnnualReturn: number
                                      meanAnnualVol: number
                                      numberOfSims: number
                                      seed?: number
                                      tradingDays: number
                                      tradingDaysInYear: number

                                      Accessors

                                      Methods

                                      • Parameters

                                        • name: string
                                        • Optionaloptions: { asReturns?: boolean; end?: string; start?: string }

                                        Returns { columns: { name: string; values: number[] }[]; dates: string[] }

                                      • Parameters

                                        • number_of_sims: number
                                        • mean_annual_return: number
                                        • mean_annual_vol: number
                                        • trading_days: number
                                        • trading_days_in_year: number = 252
                                        • Optionalseed: number

                                        Returns ReturnSimulation

                                      • Parameters

                                        • number_of_sims: number
                                        • mean_annual_return: number
                                        • mean_annual_vol: number
                                        • trading_days: number
                                        • trading_days_in_year: number = 252
                                        • Optionalseed: number

                                        Returns ReturnSimulation

                                      • Parameters

                                        • number_of_sims: number
                                        • trading_days: number
                                        • mean_annual_return: number
                                        • mean_annual_vol: number
                                        • jumps_lamda: number
                                        • jumps_sigma: number = 0
                                        • jumps_mu: number = 0
                                        • trading_days_in_year: number = 252
                                        • Optionalseed: number

                                        Returns ReturnSimulation

                                      • Parameters

                                        • number_of_sims: number
                                        • mean_annual_return: number
                                        • mean_annual_vol: number
                                        • trading_days: number
                                        • trading_days_in_year: number = 252
                                        • Optionalseed: number

                                        Returns ReturnSimulation

                                      Settings

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                                      Constructors
                                      Properties
                                      Accessors
                                      Methods
                                      diff --git a/docs/enums/ValueType.html b/docs/enums/ValueType.html index 09a637d..3851928 100644 --- a/docs/enums/ValueType.html +++ b/docs/enums/ValueType.html @@ -1,4 +1,4 @@ -ValueType | @captorab/openseries-ts - v1.0.0
                                      @captorab/openseries-ts - v1.0.0
                                        Preparing search index...

                                        Enumeration ValueType

                                        Index

                                        Enumeration Members

                                        EWMA_VAR +ValueType | @captor/openseries-ts - v1.0.0
                                        @captor/openseries-ts - v1.0.0
                                          Preparing search index...

                                          Enumeration ValueType

                                          Index

                                          Enumeration Members

                                          EWMA_VAR EWMA_VOL PRICE RELRTRN @@ -10,4 +10,4 @@ ROLLVAR ROLLVOL RTRN -

                                          Enumeration Members

                                          EWMA_VAR: "EWMA VaR"
                                          EWMA_VOL: "EWMA volatility"
                                          PRICE: "Price(Close)"
                                          RELRTRN: "Relative return"
                                          ROLLBETA: "Beta"
                                          ROLLCORR: "Rolling correlation"
                                          ROLLCVAR: "Rolling CVaR"
                                          ROLLINFORATIO: "Information Ratio"
                                          ROLLRTRN: "Rolling returns"
                                          ROLLVAR: "Rolling VaR"
                                          ROLLVOL: "Rolling volatility"
                                          RTRN: "Return(Total)"

                                          Settings

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                                          On This Page

                                          Enumeration Members
                                          +

                                          Enumeration Members

                                          EWMA_VAR: "EWMA VaR"
                                          EWMA_VOL: "EWMA volatility"
                                          PRICE: "Price(Close)"
                                          RELRTRN: "Relative return"
                                          ROLLBETA: "Beta"
                                          ROLLCORR: "Rolling correlation"
                                          ROLLCVAR: "Rolling CVaR"
                                          ROLLINFORATIO: "Information Ratio"
                                          ROLLRTRN: "Rolling returns"
                                          ROLLVAR: "Rolling VaR"
                                          ROLLVOL: "Rolling volatility"
                                          RTRN: "Return(Total)"

                                          Settings

                                          Member Visibility

                                          On This Page

                                          Enumeration Members
                                          diff --git a/docs/functions/dateFix.html b/docs/functions/dateFix.html index ee46ae1..2411c0b 100644 --- a/docs/functions/dateFix.html +++ b/docs/functions/dateFix.html @@ -1,2 +1,2 @@ -dateFix | @captorab/openseries-ts - v1.0.0
                                          @captorab/openseries-ts - v1.0.0
                                            Preparing search index...

                                            Function dateFix

                                            • Normalizes string or Date input to a Date.

                                              -

                                              Parameters

                                              • input: string | Date

                                              Returns Date

                                            Settings

                                            Member Visibility
                                            +dateFix | @captor/openseries-ts - v1.0.0
                                            @captor/openseries-ts - v1.0.0
                                              Preparing search index...

                                              Function dateFix

                                              • Normalizes string or Date input to a Date.

                                                +

                                                Parameters

                                                • input: string | Date

                                                Returns Date

                                              Settings

                                              Member Visibility
                                              diff --git a/docs/functions/dateToStr.html b/docs/functions/dateToStr.html index d793b6a..91a6f20 100644 --- a/docs/functions/dateToStr.html +++ b/docs/functions/dateToStr.html @@ -1,2 +1,2 @@ -dateToStr | @captorab/openseries-ts - v1.0.0
                                              @captorab/openseries-ts - v1.0.0
                                                Preparing search index...

                                                Function dateToStr

                                                • Returns a Date as YYYY-MM-DD string.

                                                  -

                                                  Parameters

                                                  • d: Date

                                                  Returns string

                                                Settings

                                                Member Visibility
                                                +dateToStr | @captor/openseries-ts - v1.0.0
                                                @captor/openseries-ts - v1.0.0
                                                  Preparing search index...

                                                  Function dateToStr

                                                  • Returns a Date as YYYY-MM-DD string.

                                                    +

                                                    Parameters

                                                    • d: Date

                                                    Returns string

                                                  Settings

                                                  Member Visibility
                                                  diff --git a/docs/functions/efficientFrontier.html b/docs/functions/efficientFrontier.html index d4f7769..815a63d 100644 --- a/docs/functions/efficientFrontier.html +++ b/docs/functions/efficientFrontier.html @@ -1,2 +1,2 @@ -efficientFrontier | @captorab/openseries-ts - v1.0.0
                                                  @captorab/openseries-ts - v1.0.0
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                                                    Function efficientFrontier

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                                                    +efficientFrontier | @captor/openseries-ts - v1.0.0
                                                    @captor/openseries-ts - v1.0.0
                                                      Preparing search index...

                                                      Function efficientFrontier

                                                      Settings

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                                                      diff --git a/docs/functions/fetchCaptorSeries.html b/docs/functions/fetchCaptorSeries.html index dc79810..bb4d6f3 100644 --- a/docs/functions/fetchCaptorSeries.html +++ b/docs/functions/fetchCaptorSeries.html @@ -1,4 +1,4 @@ -fetchCaptorSeries | @captorab/openseries-ts - v1.0.0
                                                      @captorab/openseries-ts - v1.0.0
                                                        Preparing search index...

                                                        Function fetchCaptorSeries

                                                        • Fetches a single timeseries from the Captor Open API.

                                                          +fetchCaptorSeries | @captor/openseries-ts - v1.0.0
                                                          @captor/openseries-ts - v1.0.0
                                                            Preparing search index...

                                                            Function fetchCaptorSeries

                                                            • Fetches a single timeseries from the Captor Open API.

                                                              Parameters

                                                              • id: string

                                                                The timeseries ID (e.g. "638f681e0c2f4c8d28a13392")

                                                              Returns Promise<CaptorSeriesResponse>

                                                              The timeseries data with dates and values arrays

                                                              -

                                                            Settings

                                                            Member Visibility
                                                            +

                                                          Settings

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                                                          diff --git a/docs/functions/fetchCaptorSeriesBatch.html b/docs/functions/fetchCaptorSeriesBatch.html index f69755d..0efedb5 100644 --- a/docs/functions/fetchCaptorSeriesBatch.html +++ b/docs/functions/fetchCaptorSeriesBatch.html @@ -1,4 +1,4 @@ -fetchCaptorSeriesBatch | @captorab/openseries-ts - v1.0.0
                                                          @captorab/openseries-ts - v1.0.0
                                                            Preparing search index...

                                                            Function fetchCaptorSeriesBatch

                                                            Settings

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                                                            diff --git a/docs/functions/filterBusinessDays.html b/docs/functions/filterBusinessDays.html index 6469e1e..ed767d8 100644 --- a/docs/functions/filterBusinessDays.html +++ b/docs/functions/filterBusinessDays.html @@ -1,6 +1,6 @@ -filterBusinessDays | @captorab/openseries-ts - v1.0.0
                                                            @captorab/openseries-ts - v1.0.0
                                                              Preparing search index...

                                                              Function filterBusinessDays

                                                              • Filters an array of date strings to keep only business days. +filterBusinessDays | @captor/openseries-ts - v1.0.0

                                                                @captor/openseries-ts - v1.0.0
                                                                  Preparing search index...

                                                                  Function filterBusinessDays

                                                                  • Filters an array of date strings to keep only business days. Business day = not weekend (Sat/Sun) and not a holiday in any of the specified countries.

                                                                    Parameters

                                                                    • dates: string[]

                                                                      Array of date strings (YYYY-MM-DD)

                                                                    • countries: string | string[]

                                                                      Country code(s) for holiday calendar, e.g. "SE", "US", ["SE", "NO"]

                                                                    Returns string[]

                                                                    Array of business-day date strings (subsequence of input, preserving order)

                                                                    -

                                                                  Settings

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                                                                  +

                                                                Settings

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                                                                diff --git a/docs/functions/filterToBusinessDays.html b/docs/functions/filterToBusinessDays.html index 60fdf4c..ddf0a0f 100644 --- a/docs/functions/filterToBusinessDays.html +++ b/docs/functions/filterToBusinessDays.html @@ -1,3 +1,3 @@ -filterToBusinessDays | @captorab/openseries-ts - v1.0.0
                                                                @captorab/openseries-ts - v1.0.0
                                                                  Preparing search index...

                                                                  Function filterToBusinessDays

                                                                  • Filters (dates, columns) to retain only rows where the date is a business day. +filterToBusinessDays | @captor/openseries-ts - v1.0.0

                                                                    @captor/openseries-ts - v1.0.0
                                                                      Preparing search index...

                                                                      Function filterToBusinessDays

                                                                      • Filters (dates, columns) to retain only rows where the date is a business day. Preserves alignment across all columns.

                                                                        -

                                                                        Parameters

                                                                        • dates: string[]
                                                                        • columns: number[][]
                                                                        • countries: string | string[]

                                                                        Returns { columns: number[][]; dates: string[] }

                                                                      Settings

                                                                      Member Visibility
                                                                      +

                                                                      Parameters

                                                                      • dates: string[]
                                                                      • columns: number[][]
                                                                      • countries: string | string[]

                                                                      Returns { columns: number[][]; dates: string[] }

                                                                    Settings

                                                                    Member Visibility
                                                                    diff --git a/docs/functions/generateCalendarDateRange.html b/docs/functions/generateCalendarDateRange.html index fbd305d..3a55614 100644 --- a/docs/functions/generateCalendarDateRange.html +++ b/docs/functions/generateCalendarDateRange.html @@ -1,2 +1,2 @@ -generateCalendarDateRange | @captorab/openseries-ts - v1.0.0
                                                                    @captorab/openseries-ts - v1.0.0
                                                                      Preparing search index...

                                                                      Function generateCalendarDateRange

                                                                      • Returns an array of business-day date strings (excludes weekends).

                                                                        -

                                                                        Parameters

                                                                        • tradingDays: number
                                                                        • Optionaloptions: { end?: string; start?: string }

                                                                        Returns string[]

                                                                      Settings

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                                                                      +generateCalendarDateRange | @captor/openseries-ts - v1.0.0
                                                                      @captor/openseries-ts - v1.0.0
                                                                        Preparing search index...

                                                                        Function generateCalendarDateRange

                                                                        • Returns an array of business-day date strings (excludes weekends).

                                                                          +

                                                                          Parameters

                                                                          • tradingDays: number
                                                                          • Optionaloptions: { end?: string; start?: string }

                                                                          Returns string[]

                                                                        Settings

                                                                        Member Visibility
                                                                        diff --git a/docs/functions/getPreviousBusinessDayBeforeToday.html b/docs/functions/getPreviousBusinessDayBeforeToday.html index f78c835..e653201 100644 --- a/docs/functions/getPreviousBusinessDayBeforeToday.html +++ b/docs/functions/getPreviousBusinessDayBeforeToday.html @@ -1,3 +1,3 @@ -getPreviousBusinessDayBeforeToday | @captorab/openseries-ts - v1.0.0
                                                                        @captorab/openseries-ts - v1.0.0
                                                                          Preparing search index...

                                                                          Function getPreviousBusinessDayBeforeToday

                                                                          • Returns the most recent business day strictly before today. +getPreviousBusinessDayBeforeToday | @captor/openseries-ts - v1.0.0

                                                                            @captor/openseries-ts - v1.0.0
                                                                              Preparing search index...

                                                                              Function getPreviousBusinessDayBeforeToday

                                                                              • Returns the most recent business day strictly before today. Uses the given country code(s) for holiday calendar (e.g. "SE" for XSTO/Stockholm).

                                                                                -

                                                                                Parameters

                                                                                • countries: string | string[]

                                                                                Returns string

                                                                              Settings

                                                                              Member Visibility
                                                                              +

                                                                              Parameters

                                                                              • countries: string | string[]

                                                                              Returns string

                                                                            Settings

                                                                            Member Visibility
                                                                            diff --git a/docs/functions/isBusinessDay.html b/docs/functions/isBusinessDay.html index 9abe174..993f8e2 100644 --- a/docs/functions/isBusinessDay.html +++ b/docs/functions/isBusinessDay.html @@ -1,2 +1,2 @@ -isBusinessDay | @captorab/openseries-ts - v1.0.0
                                                                            @captorab/openseries-ts - v1.0.0
                                                                              Preparing search index...

                                                                              Function isBusinessDay

                                                                              • Checks whether a date is a business day.

                                                                                -

                                                                                Parameters

                                                                                • dateStr: string
                                                                                • countries: string | string[]

                                                                                Returns boolean

                                                                              Settings

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                                                                              +isBusinessDay | @captor/openseries-ts - v1.0.0
                                                                              @captor/openseries-ts - v1.0.0
                                                                                Preparing search index...

                                                                                Function isBusinessDay

                                                                                • Checks whether a date is a business day.

                                                                                  +

                                                                                  Parameters

                                                                                  • dateStr: string
                                                                                  • countries: string | string[]

                                                                                  Returns boolean

                                                                                Settings

                                                                                Member Visibility
                                                                                diff --git a/docs/functions/lastBusinessDayOfMonth.html b/docs/functions/lastBusinessDayOfMonth.html index 00e5363..1943688 100644 --- a/docs/functions/lastBusinessDayOfMonth.html +++ b/docs/functions/lastBusinessDayOfMonth.html @@ -1,2 +1,2 @@ -lastBusinessDayOfMonth | @captorab/openseries-ts - v1.0.0
                                                                                @captorab/openseries-ts - v1.0.0
                                                                                  Preparing search index...

                                                                                  Function lastBusinessDayOfMonth

                                                                                  • Last business day of the given month (1-indexed).

                                                                                    -

                                                                                    Parameters

                                                                                    • year: number
                                                                                    • month: number
                                                                                    • countries: string | string[]

                                                                                    Returns string

                                                                                  Settings

                                                                                  Member Visibility
                                                                                  +lastBusinessDayOfMonth | @captor/openseries-ts - v1.0.0
                                                                                  @captor/openseries-ts - v1.0.0
                                                                                    Preparing search index...

                                                                                    Function lastBusinessDayOfMonth

                                                                                    • Last business day of the given month (1-indexed).

                                                                                      +

                                                                                      Parameters

                                                                                      • year: number
                                                                                      • month: number
                                                                                      • countries: string | string[]

                                                                                      Returns string

                                                                                    Settings

                                                                                    Member Visibility
                                                                                    diff --git a/docs/functions/lastBusinessDayOfYear.html b/docs/functions/lastBusinessDayOfYear.html index ac32232..fb88c2f 100644 --- a/docs/functions/lastBusinessDayOfYear.html +++ b/docs/functions/lastBusinessDayOfYear.html @@ -1,2 +1,2 @@ -lastBusinessDayOfYear | @captorab/openseries-ts - v1.0.0
                                                                                    @captorab/openseries-ts - v1.0.0
                                                                                      Preparing search index...

                                                                                      Function lastBusinessDayOfYear

                                                                                      • Last business day of the given year.

                                                                                        -

                                                                                        Parameters

                                                                                        • year: number
                                                                                        • countries: string | string[]

                                                                                        Returns string

                                                                                      Settings

                                                                                      Member Visibility
                                                                                      +lastBusinessDayOfYear | @captor/openseries-ts - v1.0.0
                                                                                      @captor/openseries-ts - v1.0.0
                                                                                        Preparing search index...

                                                                                        Function lastBusinessDayOfYear

                                                                                        • Last business day of the given year.

                                                                                          +

                                                                                          Parameters

                                                                                          • year: number
                                                                                          • countries: string | string[]

                                                                                          Returns string

                                                                                        Settings

                                                                                        Member Visibility
                                                                                        diff --git a/docs/functions/mean.html b/docs/functions/mean.html index e4064a5..38029ce 100644 --- a/docs/functions/mean.html +++ b/docs/functions/mean.html @@ -1,2 +1,2 @@ -mean | @captorab/openseries-ts - v1.0.0
                                                                                        @captorab/openseries-ts - v1.0.0
                                                                                          Preparing search index...

                                                                                          Function mean

                                                                                          • Returns the arithmetic mean of an array.

                                                                                            -

                                                                                            Parameters

                                                                                            • arr: number[]

                                                                                            Returns number

                                                                                          Settings

                                                                                          Member Visibility
                                                                                          +mean | @captor/openseries-ts - v1.0.0
                                                                                          @captor/openseries-ts - v1.0.0
                                                                                            Preparing search index...

                                                                                            Function mean

                                                                                            • Returns the arithmetic mean of an array.

                                                                                              +

                                                                                              Parameters

                                                                                              • arr: number[]

                                                                                              Returns number

                                                                                            Settings

                                                                                            Member Visibility
                                                                                            diff --git a/docs/functions/offsetBusinessDays.html b/docs/functions/offsetBusinessDays.html index e5367a4..ff3eb97 100644 --- a/docs/functions/offsetBusinessDays.html +++ b/docs/functions/offsetBusinessDays.html @@ -1,2 +1,2 @@ -offsetBusinessDays | @captorab/openseries-ts - v1.0.0
                                                                                            @captorab/openseries-ts - v1.0.0
                                                                                              Preparing search index...

                                                                                              Function offsetBusinessDays

                                                                                              • Offsets a date by a number of business days.

                                                                                                -

                                                                                                Parameters

                                                                                                • ddate: Date
                                                                                                • days: number

                                                                                                Returns Date

                                                                                              Settings

                                                                                              Member Visibility
                                                                                              +offsetBusinessDays | @captor/openseries-ts - v1.0.0
                                                                                              @captor/openseries-ts - v1.0.0
                                                                                                Preparing search index...

                                                                                                Function offsetBusinessDays

                                                                                                • Offsets a date by a number of business days.

                                                                                                  +

                                                                                                  Parameters

                                                                                                  • ddate: Date
                                                                                                  • days: number

                                                                                                  Returns Date

                                                                                                Settings

                                                                                                Member Visibility
                                                                                                diff --git a/docs/functions/pctChange.html b/docs/functions/pctChange.html index f7b1652..d4378f1 100644 --- a/docs/functions/pctChange.html +++ b/docs/functions/pctChange.html @@ -1,2 +1,2 @@ -pctChange | @captorab/openseries-ts - v1.0.0
                                                                                                @captorab/openseries-ts - v1.0.0
                                                                                                  Preparing search index...

                                                                                                  Function pctChange

                                                                                                  • Returns period-over-period percentage change. First element is 0.

                                                                                                    -

                                                                                                    Parameters

                                                                                                    • values: number[]

                                                                                                    Returns number[]

                                                                                                  Settings

                                                                                                  Member Visibility
                                                                                                  +pctChange | @captor/openseries-ts - v1.0.0
                                                                                                  @captor/openseries-ts - v1.0.0
                                                                                                    Preparing search index...

                                                                                                    Function pctChange

                                                                                                    • Returns period-over-period percentage change. First element is 0.

                                                                                                      +

                                                                                                      Parameters

                                                                                                      • values: number[]

                                                                                                      Returns number[]

                                                                                                    Settings

                                                                                                    Member Visibility
                                                                                                    diff --git a/docs/functions/plotSeries.html b/docs/functions/plotSeries.html index b02f5b0..d6813ca 100644 --- a/docs/functions/plotSeries.html +++ b/docs/functions/plotSeries.html @@ -1,6 +1,6 @@ -plotSeries | @captorab/openseries-ts - v1.0.0
                                                                                                    @captorab/openseries-ts - v1.0.0
                                                                                                      Preparing search index...

                                                                                                      Function plotSeries

                                                                                                      • Generate full-page series plot HTML, write to file, and optionally open in browser. +plotSeries | @captor/openseries-ts - v1.0.0

                                                                                                        @captor/openseries-ts - v1.0.0
                                                                                                          Preparing search index...

                                                                                                          Function plotSeries

                                                                                                          • Generate full-page series plot HTML, write to file, and optionally open in browser. Analogous to Python plot_series with auto_open.

                                                                                                            Parameters

                                                                                                            Returns Promise<string>

                                                                                                            Path to the written HTML file

                                                                                                            -

                                                                                                          Settings

                                                                                                          Member Visibility
                                                                                                          +

                                                                                                        Settings

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                                                                                                        diff --git a/docs/functions/plotSeriesHtml.html b/docs/functions/plotSeriesHtml.html index bacf9a7..2b273c0 100644 --- a/docs/functions/plotSeriesHtml.html +++ b/docs/functions/plotSeriesHtml.html @@ -1,7 +1,7 @@ -plotSeriesHtml | @captorab/openseries-ts - v1.0.0
                                                                                                        @captorab/openseries-ts - v1.0.0
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                                                                                                          Function plotSeriesHtml

                                                                                                          • Generate full-page HTML with a line chart of the series (or multiple series). +plotSeriesHtml | @captor/openseries-ts - v1.0.0

                                                                                                            @captor/openseries-ts - v1.0.0
                                                                                                              Preparing search index...

                                                                                                              Function plotSeriesHtml

                                                                                                              • Generate full-page HTML with a line chart of the series (or multiple series). Plots cumulative returns (base 1). Percent display is formatting only. Works with OpenTimeSeries or OpenFrame. For OpenFrame, use mergeSeries("inner") first.

                                                                                                                Parameters

                                                                                                                Returns string

                                                                                                                HTML string

                                                                                                                -

                                                                                                              Settings

                                                                                                              Member Visibility
                                                                                                              +

                                                                                                            Settings

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                                                                                                            diff --git a/docs/functions/preparePlotData.html b/docs/functions/preparePlotData.html index aefeac1..768677b 100644 --- a/docs/functions/preparePlotData.html +++ b/docs/functions/preparePlotData.html @@ -1,3 +1,3 @@ -preparePlotData | @captorab/openseries-ts - v1.0.0
                                                                                                            @captorab/openseries-ts - v1.0.0
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                                                                                                              Function preparePlotData

                                                                                                              Settings

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                                                                                                              diff --git a/docs/functions/prevBusinessDay.html b/docs/functions/prevBusinessDay.html index c8e4976..93359e3 100644 --- a/docs/functions/prevBusinessDay.html +++ b/docs/functions/prevBusinessDay.html @@ -1,2 +1,2 @@ -prevBusinessDay | @captorab/openseries-ts - v1.0.0
                                                                                                              @captorab/openseries-ts - v1.0.0
                                                                                                                Preparing search index...

                                                                                                                Function prevBusinessDay

                                                                                                                • Finds the last business day on or before the given date.

                                                                                                                  -

                                                                                                                  Parameters

                                                                                                                  • dateStr: string
                                                                                                                  • countries: string | string[]

                                                                                                                  Returns string

                                                                                                                Settings

                                                                                                                Member Visibility
                                                                                                                +prevBusinessDay | @captor/openseries-ts - v1.0.0
                                                                                                                @captor/openseries-ts - v1.0.0
                                                                                                                  Preparing search index...

                                                                                                                  Function prevBusinessDay

                                                                                                                  • Finds the last business day on or before the given date.

                                                                                                                    +

                                                                                                                    Parameters

                                                                                                                    • dateStr: string
                                                                                                                    • countries: string | string[]

                                                                                                                    Returns string

                                                                                                                  Settings

                                                                                                                  Member Visibility
                                                                                                                  diff --git a/docs/functions/quantile.html b/docs/functions/quantile.html index 022c7c1..d7f55d3 100644 --- a/docs/functions/quantile.html +++ b/docs/functions/quantile.html @@ -1,2 +1,2 @@ -quantile | @captorab/openseries-ts - v1.0.0
                                                                                                                  @captorab/openseries-ts - v1.0.0
                                                                                                                    Preparing search index...

                                                                                                                    Function quantile

                                                                                                                    • Returns the quantile at q (0-1) using linear interpolation.

                                                                                                                      -

                                                                                                                      Parameters

                                                                                                                      • arr: number[]
                                                                                                                      • q: number
                                                                                                                      • sorted: boolean = false

                                                                                                                      Returns number

                                                                                                                    Settings

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                                                                                                                    +quantile | @captor/openseries-ts - v1.0.0
                                                                                                                    @captor/openseries-ts - v1.0.0
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                                                                                                                      Function quantile

                                                                                                                      • Returns the quantile at q (0-1) using linear interpolation.

                                                                                                                        +

                                                                                                                        Parameters

                                                                                                                        • arr: number[]
                                                                                                                        • q: number
                                                                                                                        • sorted: boolean = false

                                                                                                                        Returns number

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                                                                                                                      diff --git a/docs/functions/randomGenerator.html b/docs/functions/randomGenerator.html index ccd7d5a..ee2828b 100644 --- a/docs/functions/randomGenerator.html +++ b/docs/functions/randomGenerator.html @@ -1,2 +1,2 @@ -randomGenerator | @captorab/openseries-ts - v1.0.0
                                                                                                                      @captorab/openseries-ts - v1.0.0
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                                                                                                                        Function randomGenerator

                                                                                                                        • Returns a seeded RNG function returning values in [0, 1).

                                                                                                                          -

                                                                                                                          Parameters

                                                                                                                          • Optionalseed: number

                                                                                                                          Returns () => number

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                                                                                                                        +randomGenerator | @captor/openseries-ts - v1.0.0
                                                                                                                        @captor/openseries-ts - v1.0.0
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                                                                                                                          Function randomGenerator

                                                                                                                          • Returns a seeded RNG function returning values in [0, 1).

                                                                                                                            +

                                                                                                                            Parameters

                                                                                                                            • Optionalseed: number

                                                                                                                            Returns () => number

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                                                                                                                          diff --git a/docs/functions/reportHtml.html b/docs/functions/reportHtml.html index 56016f3..551dd17 100644 --- a/docs/functions/reportHtml.html +++ b/docs/functions/reportHtml.html @@ -1,4 +1,4 @@ -reportHtml | @captorab/openseries-ts - v1.0.0
                                                                                                                          @captorab/openseries-ts - v1.0.0
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                                                                                                                            Function reportHtml

                                                                                                                            • Generate HTML report from an OpenFrame. +reportHtml | @captor/openseries-ts - v1.0.0

                                                                                                                              @captor/openseries-ts - v1.0.0
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                                                                                                                                Function reportHtml

                                                                                                                                • Generate HTML report from an OpenFrame. Analogous to Python openseries report_html(data: OpenFrame, ...). The frame should have mergeSeries("inner") already applied.

                                                                                                                                  Requires at least 2 constituents: the first N-1 are compared against the last @@ -8,4 +8,4 @@

                                                                                                                                • options: ReportOptions = {}

                                                                                                                                  Report options (title, logo). Countries come from frame.countries.

                                                                                                                                Returns string

                                                                                                                                HTML string

                                                                                                                                Error when frame has fewer than 2 constituents

                                                                                                                                -

                                                                                                                              Settings

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                                                                                                                              +

                                                                                                                              Settings

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                                                                                                                              diff --git a/docs/functions/resampleToPeriodEnd.html b/docs/functions/resampleToPeriodEnd.html index b0c4b63..86d27e6 100644 --- a/docs/functions/resampleToPeriodEnd.html +++ b/docs/functions/resampleToPeriodEnd.html @@ -1,7 +1,7 @@ -resampleToPeriodEnd | @captorab/openseries-ts - v1.0.0
                                                                                                                              @captorab/openseries-ts - v1.0.0
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                                                                                                                                Function resampleToPeriodEnd

                                                                                                                                • Resamples dates and columns to end-of-business period frequency. +resampleToPeriodEnd | @captor/openseries-ts - v1.0.0

                                                                                                                                  @captor/openseries-ts - v1.0.0
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                                                                                                                                    Function resampleToPeriodEnd

                                                                                                                                    • Resamples dates and columns to end-of-business period frequency. Each period takes the last observation that falls on a business day within that period.

                                                                                                                                      Parameters

                                                                                                                                      • dates: string[]

                                                                                                                                        Sorted array of date strings

                                                                                                                                      • columns: number[][]

                                                                                                                                        Value columns (same length as dates)

                                                                                                                                      • freq: ResampleFreq

                                                                                                                                        WE (week-end), ME (month-end), QE (quarter-end), YE (year-end)

                                                                                                                                      • countries: string | string[]

                                                                                                                                        Country code(s) for holiday filtering

                                                                                                                                        -

                                                                                                                                      Returns { columns: number[][]; dates: string[] }

                                                                                                                                    Settings

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                                                                                                                                    +

                                                                                                                                  Returns { columns: number[][]; dates: string[] }

                                                                                                                                  Settings

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                                                                                                                                  diff --git a/docs/functions/sharpeplot.html b/docs/functions/sharpeplot.html index 2443bdd..7bd33b2 100644 --- a/docs/functions/sharpeplot.html +++ b/docs/functions/sharpeplot.html @@ -1,2 +1,2 @@ -sharpeplot | @captorab/openseries-ts - v1.0.0
                                                                                                                                  @captorab/openseries-ts - v1.0.0
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                                                                                                                                    Function sharpeplot

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                                                                                                                                    +sharpeplot | @captor/openseries-ts - v1.0.0
                                                                                                                                    @captor/openseries-ts - v1.0.0
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                                                                                                                                      Function sharpeplot

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                                                                                                                                      diff --git a/docs/functions/sharpeplotHtml.html b/docs/functions/sharpeplotHtml.html index b7f21b0..a21f8cf 100644 --- a/docs/functions/sharpeplotHtml.html +++ b/docs/functions/sharpeplotHtml.html @@ -1,3 +1,3 @@ -sharpeplotHtml | @captorab/openseries-ts - v1.0.0
                                                                                                                                      @captorab/openseries-ts - v1.0.0
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                                                                                                                                        Function sharpeplotHtml

                                                                                                                                        Settings

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                                                                                                                                        diff --git a/docs/functions/simulatePortfolios.html b/docs/functions/simulatePortfolios.html index 5927939..eff8495 100644 --- a/docs/functions/simulatePortfolios.html +++ b/docs/functions/simulatePortfolios.html @@ -1,2 +1,2 @@ -simulatePortfolios | @captorab/openseries-ts - v1.0.0
                                                                                                                                        @captorab/openseries-ts - v1.0.0
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                                                                                                                                          Function simulatePortfolios

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                                                                                                                                          +simulatePortfolios | @captor/openseries-ts - v1.0.0
                                                                                                                                          @captor/openseries-ts - v1.0.0
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                                                                                                                                            Function simulatePortfolios

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                                                                                                                                            diff --git a/docs/functions/std.html b/docs/functions/std.html index 6a26c30..6ed400d 100644 --- a/docs/functions/std.html +++ b/docs/functions/std.html @@ -1,2 +1,2 @@ -std | @captorab/openseries-ts - v1.0.0
                                                                                                                                            @captorab/openseries-ts - v1.0.0
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                                                                                                                                              Function std

                                                                                                                                              • Returns the sample standard deviation.

                                                                                                                                                -

                                                                                                                                                Parameters

                                                                                                                                                • arr: number[]
                                                                                                                                                • ddof: number = 1

                                                                                                                                                Returns number

                                                                                                                                              Settings

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                                                                                                                                              +std | @captor/openseries-ts - v1.0.0
                                                                                                                                              @captor/openseries-ts - v1.0.0
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                                                                                                                                                Function std

                                                                                                                                                • Returns the sample standard deviation.

                                                                                                                                                  +

                                                                                                                                                  Parameters

                                                                                                                                                  • arr: number[]
                                                                                                                                                  • ddof: number = 1

                                                                                                                                                  Returns number

                                                                                                                                                Settings

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                                                                                                                                                diff --git a/docs/functions/timeseriesChain.html b/docs/functions/timeseriesChain.html index 6077d6a..dc283c4 100644 --- a/docs/functions/timeseriesChain.html +++ b/docs/functions/timeseriesChain.html @@ -1,2 +1,2 @@ -timeseriesChain | @captorab/openseries-ts - v1.0.0
                                                                                                                                                @captorab/openseries-ts - v1.0.0
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                                                                                                                                                  Function timeseriesChain

                                                                                                                                                  Settings

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                                                                                                                                                  +timeseriesChain | @captor/openseries-ts - v1.0.0
                                                                                                                                                  @captor/openseries-ts - v1.0.0
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                                                                                                                                                    Function timeseriesChain

                                                                                                                                                    Settings

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                                                                                                                                                    diff --git a/docs/hierarchy.html b/docs/hierarchy.html index 8abe417..467dd5e 100644 --- a/docs/hierarchy.html +++ b/docs/hierarchy.html @@ -1 +1 @@ -@captorab/openseries-ts - v1.0.0
                                                                                                                                                    @captorab/openseries-ts - v1.0.0
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                                                                                                                                                      @captorab/openseries-ts - v1.0.0

                                                                                                                                                      Hierarchy Summary

                                                                                                                                                      Settings

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                                                                                                                                                      +@captor/openseries-ts - v1.0.0
                                                                                                                                                      @captor/openseries-ts - v1.0.0
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                                                                                                                                                        @captor/openseries-ts - v1.0.0

                                                                                                                                                        Hierarchy Summary

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                                                                                                                                                        diff --git a/docs/index.html b/docs/index.html index 8fdf221..9d26b8f 100644 --- a/docs/index.html +++ b/docs/index.html @@ -1,4 +1,4 @@ -@captorab/openseries-ts - v1.0.0
                                                                                                                                                        @captorab/openseries-ts - v1.0.0
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                                                                                                                                                          @captorab/openseries-ts - v1.0.0

                                                                                                                                                          openseries (TypeScript)

                                                                                                                                                          +@captor/openseries-ts - v1.0.0
                                                                                                                                                          @captor/openseries-ts - v1.0.0
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                                                                                                                                                            @captor/openseries-ts - v1.0.0

                                                                                                                                                            openseries (TypeScript)

                                                                                                                                                            Tools for analyzing financial timeseries of a single asset or a group of assets. Designed for daily or less frequent data. TypeScript port of the @@ -133,6 +133,10 @@

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                                                                                                                                                            openseries (TypeScript)
                                                                                                                                                            +

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                                                                                                                                                            openseries (TypeScript)
                                                                                                                                                            diff --git a/docs/interfaces/EfficientFrontierPoint.html b/docs/interfaces/EfficientFrontierPoint.html index 7e90e9b..90d7517 100644 --- a/docs/interfaces/EfficientFrontierPoint.html +++ b/docs/interfaces/EfficientFrontierPoint.html @@ -1,5 +1,5 @@ -EfficientFrontierPoint | @captorab/openseries-ts - v1.0.0
                                                                                                                                                            @captorab/openseries-ts - v1.0.0
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                                                                                                                                                              Interface EfficientFrontierPoint

                                                                                                                                                              interface EfficientFrontierPoint {
                                                                                                                                                                  ret: number;
                                                                                                                                                                  sharpe: number;
                                                                                                                                                                  stdev: number;
                                                                                                                                                                  weights: number[];
                                                                                                                                                              }
                                                                                                                                                              Index

                                                                                                                                                              Properties

                                                                                                                                                              ret +EfficientFrontierPoint | @captor/openseries-ts - v1.0.0
                                                                                                                                                              @captor/openseries-ts - v1.0.0
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                                                                                                                                                                Interface EfficientFrontierPoint

                                                                                                                                                                interface EfficientFrontierPoint {
                                                                                                                                                                    ret: number;
                                                                                                                                                                    sharpe: number;
                                                                                                                                                                    stdev: number;
                                                                                                                                                                    weights: number[];
                                                                                                                                                                }
                                                                                                                                                                Index

                                                                                                                                                                Properties

                                                                                                                                                                ret sharpe stdev weights -

                                                                                                                                                                Properties

                                                                                                                                                                ret: number
                                                                                                                                                                sharpe: number
                                                                                                                                                                stdev: number
                                                                                                                                                                weights: number[]

                                                                                                                                                                Settings

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                                                                                                                                                                Properties
                                                                                                                                                                +

                                                                                                                                                                Properties

                                                                                                                                                                ret: number
                                                                                                                                                                sharpe: number
                                                                                                                                                                stdev: number
                                                                                                                                                                weights: number[]

                                                                                                                                                                Settings

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                                                                                                                                                                On This Page

                                                                                                                                                                Properties
                                                                                                                                                                diff --git a/docs/interfaces/OrdLeastSquaresResult.html b/docs/interfaces/OrdLeastSquaresResult.html index 5602a79..97a3f94 100644 --- a/docs/interfaces/OrdLeastSquaresResult.html +++ b/docs/interfaces/OrdLeastSquaresResult.html @@ -1,5 +1,5 @@ -OrdLeastSquaresResult | @captorab/openseries-ts - v1.0.0
                                                                                                                                                                @captorab/openseries-ts - v1.0.0
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                                                                                                                                                                  Interface OrdLeastSquaresResult

                                                                                                                                                                  Result of Ordinary Least Squares regression (ord_least_squares_fit).

                                                                                                                                                                  -
                                                                                                                                                                  interface OrdLeastSquaresResult {
                                                                                                                                                                      coefficient: number;
                                                                                                                                                                      intercept: number;
                                                                                                                                                                      rsquared: number;
                                                                                                                                                                  }
                                                                                                                                                                  Index

                                                                                                                                                                  Properties

                                                                                                                                                                  coefficient +OrdLeastSquaresResult | @captor/openseries-ts - v1.0.0
                                                                                                                                                                  @captor/openseries-ts - v1.0.0
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                                                                                                                                                                    Interface OrdLeastSquaresResult

                                                                                                                                                                    Result of Ordinary Least Squares regression (ord_least_squares_fit).

                                                                                                                                                                    +
                                                                                                                                                                    interface OrdLeastSquaresResult {
                                                                                                                                                                        coefficient: number;
                                                                                                                                                                        intercept: number;
                                                                                                                                                                        rsquared: number;
                                                                                                                                                                    }
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                                                                                                                                                                    Properties

                                                                                                                                                                    coefficient intercept rsquared -

                                                                                                                                                                    Properties

                                                                                                                                                                    coefficient: number
                                                                                                                                                                    intercept: number
                                                                                                                                                                    rsquared: number

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                                                                                                                                                                    Properties
                                                                                                                                                                    +

                                                                                                                                                                    Properties

                                                                                                                                                                    coefficient: number
                                                                                                                                                                    intercept: number
                                                                                                                                                                    rsquared: number

                                                                                                                                                                    Settings

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                                                                                                                                                                    On This Page

                                                                                                                                                                    Properties
                                                                                                                                                                    diff --git a/docs/interfaces/PlotSeriesOptions.html b/docs/interfaces/PlotSeriesOptions.html index ac6f00e..1bee051 100644 --- a/docs/interfaces/PlotSeriesOptions.html +++ b/docs/interfaces/PlotSeriesOptions.html @@ -1,13 +1,13 @@ -PlotSeriesOptions | @captorab/openseries-ts - v1.0.0
                                                                                                                                                                    @captorab/openseries-ts - v1.0.0
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                                                                                                                                                                      Interface PlotSeriesOptions

                                                                                                                                                                      interface PlotSeriesOptions {
                                                                                                                                                                          addLogo?: boolean;
                                                                                                                                                                          asDrawdown?: boolean;
                                                                                                                                                                          autoOpen?: boolean;
                                                                                                                                                                          filename?: string;
                                                                                                                                                                          logoUrl?: string;
                                                                                                                                                                          title?: string;
                                                                                                                                                                      }
                                                                                                                                                                      Index

                                                                                                                                                                      Properties

                                                                                                                                                                      addLogo? +PlotSeriesOptions | @captor/openseries-ts - v1.0.0
                                                                                                                                                                      @captor/openseries-ts - v1.0.0
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                                                                                                                                                                        Interface PlotSeriesOptions

                                                                                                                                                                        interface PlotSeriesOptions {
                                                                                                                                                                            addLogo?: boolean;
                                                                                                                                                                            asDrawdown?: boolean;
                                                                                                                                                                            autoOpen?: boolean;
                                                                                                                                                                            filename?: string;
                                                                                                                                                                            logoUrl?: string;
                                                                                                                                                                            title?: string;
                                                                                                                                                                        }
                                                                                                                                                                        Index

                                                                                                                                                                        Properties

                                                                                                                                                                        addLogo? asDrawdown? autoOpen? filename? logoUrl? title?

                                                                                                                                                                        Properties

                                                                                                                                                                        addLogo?: boolean

                                                                                                                                                                        If true, show logo in upper left. Default: true.

                                                                                                                                                                        -
                                                                                                                                                                        asDrawdown?: boolean

                                                                                                                                                                        If true, data is drawdown series (0 to negative decimals). Plot raw values * 100 as %, skip cumulative conversion.

                                                                                                                                                                        -
                                                                                                                                                                        autoOpen?: boolean

                                                                                                                                                                        If true, open the HTML file in the default browser. Default: true.

                                                                                                                                                                        -
                                                                                                                                                                        filename?: string

                                                                                                                                                                        Output file path. Default: ~/Documents/plot.html (or ~/ if Documents missing).

                                                                                                                                                                        -
                                                                                                                                                                        logoUrl?: string

                                                                                                                                                                        Logo URL (e.g. company logo). Shown in upper left when addLogo is true.

                                                                                                                                                                        -
                                                                                                                                                                        title?: string

                                                                                                                                                                        Optional title above the chart.

                                                                                                                                                                        -

                                                                                                                                                                        Settings

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                                                                                                                                                                        Properties
                                                                                                                                                                        +
                                                                                                                                                                        asDrawdown?: boolean

                                                                                                                                                                        If true, data is drawdown series (0 to negative decimals). Plot raw values * 100 as %, skip cumulative conversion.

                                                                                                                                                                        +
                                                                                                                                                                        autoOpen?: boolean

                                                                                                                                                                        If true, open the HTML file in the default browser. Default: true.

                                                                                                                                                                        +
                                                                                                                                                                        filename?: string

                                                                                                                                                                        Output file path. Default: ~/Documents/plot.html (or ~/ if Documents missing).

                                                                                                                                                                        +
                                                                                                                                                                        logoUrl?: string

                                                                                                                                                                        Logo URL (e.g. company logo). Shown in upper left when addLogo is true.

                                                                                                                                                                        +
                                                                                                                                                                        title?: string

                                                                                                                                                                        Optional title above the chart.

                                                                                                                                                                        +

                                                                                                                                                                        Settings

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                                                                                                                                                                        Properties
                                                                                                                                                                        diff --git a/docs/interfaces/ReportOptions.html b/docs/interfaces/ReportOptions.html index ca82333..d0dd213 100644 --- a/docs/interfaces/ReportOptions.html +++ b/docs/interfaces/ReportOptions.html @@ -1,4 +1,4 @@ -ReportOptions | @captorab/openseries-ts - v1.0.0
                                                                                                                                                                        @captorab/openseries-ts - v1.0.0
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                                                                                                                                                                          Interface ReportOptions

                                                                                                                                                                          interface ReportOptions {
                                                                                                                                                                              addLogo?: boolean;
                                                                                                                                                                              logoUrl?: string;
                                                                                                                                                                              title?: string;
                                                                                                                                                                          }
                                                                                                                                                                          Index

                                                                                                                                                                          Properties

                                                                                                                                                                          addLogo? +ReportOptions | @captor/openseries-ts - v1.0.0
                                                                                                                                                                          @captor/openseries-ts - v1.0.0
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                                                                                                                                                                            Interface ReportOptions

                                                                                                                                                                            interface ReportOptions {
                                                                                                                                                                                addLogo?: boolean;
                                                                                                                                                                                logoUrl?: string;
                                                                                                                                                                                title?: string;
                                                                                                                                                                            }
                                                                                                                                                                            Index

                                                                                                                                                                            Properties

                                                                                                                                                                            addLogo? logoUrl? title? -

                                                                                                                                                                            Properties

                                                                                                                                                                            addLogo?: boolean
                                                                                                                                                                            logoUrl?: string
                                                                                                                                                                            title?: string

                                                                                                                                                                            Settings

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                                                                                                                                                                            On This Page

                                                                                                                                                                            Properties
                                                                                                                                                                            +

                                                                                                                                                                            Properties

                                                                                                                                                                            addLogo?: boolean
                                                                                                                                                                            logoUrl?: string
                                                                                                                                                                            title?: string

                                                                                                                                                                            Settings

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                                                                                                                                                                            Properties
                                                                                                                                                                            diff --git a/docs/interfaces/SharpePlotOptions.html b/docs/interfaces/SharpePlotOptions.html index 1760d0b..f8b1c00 100644 --- a/docs/interfaces/SharpePlotOptions.html +++ b/docs/interfaces/SharpePlotOptions.html @@ -1,8 +1,8 @@ -SharpePlotOptions | @captorab/openseries-ts - v1.0.0
                                                                                                                                                                            @captorab/openseries-ts - v1.0.0
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                                                                                                                                                                              Interface SharpePlotOptions

                                                                                                                                                                              interface SharpePlotOptions {
                                                                                                                                                                                  addLogo?: boolean;
                                                                                                                                                                                  assetLabels?: string[];
                                                                                                                                                                                  autoOpen?: boolean;
                                                                                                                                                                                  filename?: string;
                                                                                                                                                                                  logoUrl?: string;
                                                                                                                                                                                  title?: string;
                                                                                                                                                                              }
                                                                                                                                                                              Index

                                                                                                                                                                              Properties

                                                                                                                                                                              addLogo? +SharpePlotOptions | @captor/openseries-ts - v1.0.0
                                                                                                                                                                              @captor/openseries-ts - v1.0.0
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                                                                                                                                                                                Interface SharpePlotOptions

                                                                                                                                                                                interface SharpePlotOptions {
                                                                                                                                                                                    addLogo?: boolean;
                                                                                                                                                                                    assetLabels?: string[];
                                                                                                                                                                                    autoOpen?: boolean;
                                                                                                                                                                                    filename?: string;
                                                                                                                                                                                    logoUrl?: string;
                                                                                                                                                                                    title?: string;
                                                                                                                                                                                }
                                                                                                                                                                                Index

                                                                                                                                                                                Properties

                                                                                                                                                                                addLogo? assetLabels? autoOpen? filename? logoUrl? title? -

                                                                                                                                                                                Properties

                                                                                                                                                                                addLogo?: boolean
                                                                                                                                                                                assetLabels?: string[]

                                                                                                                                                                                Asset labels for frontier/portfolio weight tooltips (e.g. from frame.columnLabels).

                                                                                                                                                                                -
                                                                                                                                                                                autoOpen?: boolean
                                                                                                                                                                                filename?: string
                                                                                                                                                                                logoUrl?: string
                                                                                                                                                                                title?: string

                                                                                                                                                                                Settings

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                                                                                                                                                                                Properties
                                                                                                                                                                                +

                                                                                                                                                                                Properties

                                                                                                                                                                                addLogo?: boolean
                                                                                                                                                                                assetLabels?: string[]

                                                                                                                                                                                Asset labels for frontier/portfolio weight tooltips (e.g. from frame.columnLabels).

                                                                                                                                                                                +
                                                                                                                                                                                autoOpen?: boolean
                                                                                                                                                                                filename?: string
                                                                                                                                                                                logoUrl?: string
                                                                                                                                                                                title?: string

                                                                                                                                                                                Settings

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                                                                                                                                                                                Properties
                                                                                                                                                                                diff --git a/docs/interfaces/SharpePlotPoint.html b/docs/interfaces/SharpePlotPoint.html index 80f7444..1fc753d 100644 --- a/docs/interfaces/SharpePlotPoint.html +++ b/docs/interfaces/SharpePlotPoint.html @@ -1,7 +1,7 @@ -SharpePlotPoint | @captorab/openseries-ts - v1.0.0
                                                                                                                                                                                @captorab/openseries-ts - v1.0.0
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                                                                                                                                                                                  Interface SharpePlotPoint

                                                                                                                                                                                  Point on the efficient-frontier plot (stdev and ret in decimal form).

                                                                                                                                                                                  -
                                                                                                                                                                                  interface SharpePlotPoint {
                                                                                                                                                                                      label: string;
                                                                                                                                                                                      ret: number;
                                                                                                                                                                                      stdev: number;
                                                                                                                                                                                      weights?: { asset: string; weight: number }[];
                                                                                                                                                                                  }
                                                                                                                                                                                  Index

                                                                                                                                                                                  Properties

                                                                                                                                                                                  label +SharpePlotPoint | @captor/openseries-ts - v1.0.0
                                                                                                                                                                                  @captor/openseries-ts - v1.0.0
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                                                                                                                                                                                    Interface SharpePlotPoint

                                                                                                                                                                                    Point on the efficient-frontier plot (stdev and ret in decimal form).

                                                                                                                                                                                    +
                                                                                                                                                                                    interface SharpePlotPoint {
                                                                                                                                                                                        label: string;
                                                                                                                                                                                        ret: number;
                                                                                                                                                                                        stdev: number;
                                                                                                                                                                                        weights?: { asset: string; weight: number }[];
                                                                                                                                                                                    }
                                                                                                                                                                                    Index

                                                                                                                                                                                    Properties

                                                                                                                                                                                    label ret stdev weights? -

                                                                                                                                                                                    Properties

                                                                                                                                                                                    label: string
                                                                                                                                                                                    ret: number
                                                                                                                                                                                    stdev: number
                                                                                                                                                                                    weights?: { asset: string; weight: number }[]

                                                                                                                                                                                    Optional asset weights for tooltip (e.g. Current Portfolio, Max Sharpe).

                                                                                                                                                                                    -

                                                                                                                                                                                    Settings

                                                                                                                                                                                    Member Visibility

                                                                                                                                                                                    On This Page

                                                                                                                                                                                    Properties
                                                                                                                                                                                    +

                                                                                                                                                                                    Properties

                                                                                                                                                                                    label: string
                                                                                                                                                                                    ret: number
                                                                                                                                                                                    stdev: number
                                                                                                                                                                                    weights?: { asset: string; weight: number }[]

                                                                                                                                                                                    Optional asset weights for tooltip (e.g. Current Portfolio, Max Sharpe).

                                                                                                                                                                                    +

                                                                                                                                                                                    Settings

                                                                                                                                                                                    Member Visibility

                                                                                                                                                                                    On This Page

                                                                                                                                                                                    Properties
                                                                                                                                                                                    diff --git a/docs/interfaces/SimulatedPortfolio.html b/docs/interfaces/SimulatedPortfolio.html index 63b32e3..766800b 100644 --- a/docs/interfaces/SimulatedPortfolio.html +++ b/docs/interfaces/SimulatedPortfolio.html @@ -1,5 +1,5 @@ -SimulatedPortfolio | @captorab/openseries-ts - v1.0.0
                                                                                                                                                                                    @captorab/openseries-ts - v1.0.0
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                                                                                                                                                                                      Interface SimulatedPortfolio

                                                                                                                                                                                      interface SimulatedPortfolio {
                                                                                                                                                                                          ret: number;
                                                                                                                                                                                          sharpe: number;
                                                                                                                                                                                          stdev: number;
                                                                                                                                                                                          weights: number[];
                                                                                                                                                                                      }
                                                                                                                                                                                      Index

                                                                                                                                                                                      Properties

                                                                                                                                                                                      ret +SimulatedPortfolio | @captor/openseries-ts - v1.0.0
                                                                                                                                                                                      @captor/openseries-ts - v1.0.0
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                                                                                                                                                                                        Interface SimulatedPortfolio

                                                                                                                                                                                        interface SimulatedPortfolio {
                                                                                                                                                                                            ret: number;
                                                                                                                                                                                            sharpe: number;
                                                                                                                                                                                            stdev: number;
                                                                                                                                                                                            weights: number[];
                                                                                                                                                                                        }
                                                                                                                                                                                        Index

                                                                                                                                                                                        Properties

                                                                                                                                                                                        ret sharpe stdev weights -

                                                                                                                                                                                        Properties

                                                                                                                                                                                        ret: number
                                                                                                                                                                                        sharpe: number
                                                                                                                                                                                        stdev: number
                                                                                                                                                                                        weights: number[]

                                                                                                                                                                                        Settings

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                                                                                                                                                                                        On This Page

                                                                                                                                                                                        Properties
                                                                                                                                                                                        +

                                                                                                                                                                                        Properties

                                                                                                                                                                                        ret: number
                                                                                                                                                                                        sharpe: number
                                                                                                                                                                                        stdev: number
                                                                                                                                                                                        weights: number[]

                                                                                                                                                                                        Settings

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                                                                                                                                                                                        On This Page

                                                                                                                                                                                        Properties
                                                                                                                                                                                        diff --git a/docs/modules.html b/docs/modules.html index 52b83fa..a806553 100644 --- a/docs/modules.html +++ b/docs/modules.html @@ -1 +1 @@ -@captorab/openseries-ts - v1.0.0
                                                                                                                                                                                        @captorab/openseries-ts - v1.0.0
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                                                                                                                                                                                            @captorab/openseries-ts - v1.0.0

                                                                                                                                                                                            Enumerations

                                                                                                                                                                                            ValueType

                                                                                                                                                                                            Classes

                                                                                                                                                                                            DateAlignmentError
                                                                                                                                                                                            IncorrectArgumentComboError
                                                                                                                                                                                            InitialValueZeroError
                                                                                                                                                                                            MixedValuetypesError
                                                                                                                                                                                            NoWeightsError
                                                                                                                                                                                            OpenFrame
                                                                                                                                                                                            OpenTimeSeries
                                                                                                                                                                                            ResampleDataLossError
                                                                                                                                                                                            ReturnSimulation

                                                                                                                                                                                            Interfaces

                                                                                                                                                                                            EfficientFrontierPoint
                                                                                                                                                                                            OrdLeastSquaresResult
                                                                                                                                                                                            PlotSeriesOptions
                                                                                                                                                                                            ReportOptions
                                                                                                                                                                                            SharpePlotOptions
                                                                                                                                                                                            SharpePlotPoint
                                                                                                                                                                                            SimulatedPortfolio

                                                                                                                                                                                            Type Aliases

                                                                                                                                                                                            CaptorSeriesResponse
                                                                                                                                                                                            CountryCode
                                                                                                                                                                                            DateRangeOptions
                                                                                                                                                                                            LiteralBizDayFreq
                                                                                                                                                                                            LiteralPortfolioWeightings
                                                                                                                                                                                            RandomGenerator
                                                                                                                                                                                            ResampleFreq

                                                                                                                                                                                            Functions

                                                                                                                                                                                            dateFix
                                                                                                                                                                                            dateToStr
                                                                                                                                                                                            efficientFrontier
                                                                                                                                                                                            fetchCaptorSeries
                                                                                                                                                                                            fetchCaptorSeriesBatch
                                                                                                                                                                                            filterBusinessDays
                                                                                                                                                                                            filterToBusinessDays
                                                                                                                                                                                            generateCalendarDateRange
                                                                                                                                                                                            getPreviousBusinessDayBeforeToday
                                                                                                                                                                                            isBusinessDay
                                                                                                                                                                                            lastBusinessDayOfMonth
                                                                                                                                                                                            lastBusinessDayOfYear
                                                                                                                                                                                            mean
                                                                                                                                                                                            offsetBusinessDays
                                                                                                                                                                                            pctChange
                                                                                                                                                                                            plotSeries
                                                                                                                                                                                            plotSeriesHtml
                                                                                                                                                                                            preparePlotData
                                                                                                                                                                                            prevBusinessDay
                                                                                                                                                                                            quantile
                                                                                                                                                                                            randomGenerator
                                                                                                                                                                                            reportHtml
                                                                                                                                                                                            resampleToPeriodEnd
                                                                                                                                                                                            sharpeplot
                                                                                                                                                                                            sharpeplotHtml
                                                                                                                                                                                            simulatePortfolios
                                                                                                                                                                                            std
                                                                                                                                                                                            timeseriesChain

                                                                                                                                                                                            Settings

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                                                                                                                                                                                            On This Page

                                                                                                                                                                                            Enumerations
                                                                                                                                                                                            Classes
                                                                                                                                                                                            Interfaces
                                                                                                                                                                                            Type Aliases
                                                                                                                                                                                            Functions
                                                                                                                                                                                            +@captor/openseries-ts - v1.0.0
                                                                                                                                                                                            @captor/openseries-ts - v1.0.0
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                                                                                                                                                                                                @captor/openseries-ts - v1.0.0

                                                                                                                                                                                                Enumerations

                                                                                                                                                                                                ValueType

                                                                                                                                                                                                Classes

                                                                                                                                                                                                DateAlignmentError
                                                                                                                                                                                                IncorrectArgumentComboError
                                                                                                                                                                                                InitialValueZeroError
                                                                                                                                                                                                MixedValuetypesError
                                                                                                                                                                                                NoWeightsError
                                                                                                                                                                                                OpenFrame
                                                                                                                                                                                                OpenTimeSeries
                                                                                                                                                                                                ResampleDataLossError
                                                                                                                                                                                                ReturnSimulation

                                                                                                                                                                                                Interfaces

                                                                                                                                                                                                EfficientFrontierPoint
                                                                                                                                                                                                OrdLeastSquaresResult
                                                                                                                                                                                                PlotSeriesOptions
                                                                                                                                                                                                ReportOptions
                                                                                                                                                                                                SharpePlotOptions
                                                                                                                                                                                                SharpePlotPoint
                                                                                                                                                                                                SimulatedPortfolio

                                                                                                                                                                                                Type Aliases

                                                                                                                                                                                                CaptorSeriesResponse
                                                                                                                                                                                                CountryCode
                                                                                                                                                                                                DateRangeOptions
                                                                                                                                                                                                LiteralBizDayFreq
                                                                                                                                                                                                LiteralPortfolioWeightings
                                                                                                                                                                                                RandomGenerator
                                                                                                                                                                                                ResampleFreq

                                                                                                                                                                                                Functions

                                                                                                                                                                                                dateFix
                                                                                                                                                                                                dateToStr
                                                                                                                                                                                                efficientFrontier
                                                                                                                                                                                                fetchCaptorSeries
                                                                                                                                                                                                fetchCaptorSeriesBatch
                                                                                                                                                                                                filterBusinessDays
                                                                                                                                                                                                filterToBusinessDays
                                                                                                                                                                                                generateCalendarDateRange
                                                                                                                                                                                                getPreviousBusinessDayBeforeToday
                                                                                                                                                                                                isBusinessDay
                                                                                                                                                                                                lastBusinessDayOfMonth
                                                                                                                                                                                                lastBusinessDayOfYear
                                                                                                                                                                                                mean
                                                                                                                                                                                                offsetBusinessDays
                                                                                                                                                                                                pctChange
                                                                                                                                                                                                plotSeries
                                                                                                                                                                                                plotSeriesHtml
                                                                                                                                                                                                preparePlotData
                                                                                                                                                                                                prevBusinessDay
                                                                                                                                                                                                quantile
                                                                                                                                                                                                randomGenerator
                                                                                                                                                                                                reportHtml
                                                                                                                                                                                                resampleToPeriodEnd
                                                                                                                                                                                                sharpeplot
                                                                                                                                                                                                sharpeplotHtml
                                                                                                                                                                                                simulatePortfolios
                                                                                                                                                                                                std
                                                                                                                                                                                                timeseriesChain

                                                                                                                                                                                                Settings

                                                                                                                                                                                                Member Visibility

                                                                                                                                                                                                On This Page

                                                                                                                                                                                                Enumerations
                                                                                                                                                                                                Classes
                                                                                                                                                                                                Interfaces
                                                                                                                                                                                                Type Aliases
                                                                                                                                                                                                Functions
                                                                                                                                                                                                diff --git a/docs/types/CaptorSeriesResponse.html b/docs/types/CaptorSeriesResponse.html index 876ccfa..76a877b 100644 --- a/docs/types/CaptorSeriesResponse.html +++ b/docs/types/CaptorSeriesResponse.html @@ -1,6 +1,6 @@ -CaptorSeriesResponse | @captorab/openseries-ts - v1.0.0
                                                                                                                                                                                                @captorab/openseries-ts - v1.0.0
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                                                                                                                                                                                                  Type Alias CaptorSeriesResponse

                                                                                                                                                                                                  type CaptorSeriesResponse = {
                                                                                                                                                                                                      currency?: string;
                                                                                                                                                                                                      dates: string[];
                                                                                                                                                                                                      id: string;
                                                                                                                                                                                                      title: string | null;
                                                                                                                                                                                                      values: number[];
                                                                                                                                                                                                      [key: string]: unknown;
                                                                                                                                                                                                  }

                                                                                                                                                                                                  Indexable

                                                                                                                                                                                                  • [key: string]: unknown
                                                                                                                                                                                                  Index

                                                                                                                                                                                                  Properties

                                                                                                                                                                                                  currency? +CaptorSeriesResponse | @captor/openseries-ts - v1.0.0
                                                                                                                                                                                                  @captor/openseries-ts - v1.0.0
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                                                                                                                                                                                                    Type Alias CaptorSeriesResponse

                                                                                                                                                                                                    type CaptorSeriesResponse = {
                                                                                                                                                                                                        currency?: string;
                                                                                                                                                                                                        dates: string[];
                                                                                                                                                                                                        id: string;
                                                                                                                                                                                                        title: string | null;
                                                                                                                                                                                                        values: number[];
                                                                                                                                                                                                        [key: string]: unknown;
                                                                                                                                                                                                    }

                                                                                                                                                                                                    Indexable

                                                                                                                                                                                                    • [key: string]: unknown
                                                                                                                                                                                                    Index

                                                                                                                                                                                                    Properties

                                                                                                                                                                                                    currency? dates id title values -

                                                                                                                                                                                                    Properties

                                                                                                                                                                                                    currency?: string
                                                                                                                                                                                                    dates: string[]
                                                                                                                                                                                                    id: string
                                                                                                                                                                                                    title: string | null
                                                                                                                                                                                                    values: number[]

                                                                                                                                                                                                    Settings

                                                                                                                                                                                                    Member Visibility

                                                                                                                                                                                                    On This Page

                                                                                                                                                                                                    Properties
                                                                                                                                                                                                    +

                                                                                                                                                                                                    Properties

                                                                                                                                                                                                    currency?: string
                                                                                                                                                                                                    dates: string[]
                                                                                                                                                                                                    id: string
                                                                                                                                                                                                    title: string | null
                                                                                                                                                                                                    values: number[]

                                                                                                                                                                                                    Settings

                                                                                                                                                                                                    Member Visibility

                                                                                                                                                                                                    On This Page

                                                                                                                                                                                                    Properties
                                                                                                                                                                                                    diff --git a/docs/types/CountryCode.html b/docs/types/CountryCode.html index 166311d..0826167 100644 --- a/docs/types/CountryCode.html +++ b/docs/types/CountryCode.html @@ -1 +1 @@ -CountryCode | @captorab/openseries-ts - v1.0.0
                                                                                                                                                                                                    @captorab/openseries-ts - v1.0.0
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                                                                                                                                                                                                      Type Alias CountryCode

                                                                                                                                                                                                      CountryCode: string

                                                                                                                                                                                                      Settings

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                                                                                                                                                                                                      +CountryCode | @captor/openseries-ts - v1.0.0
                                                                                                                                                                                                      @captor/openseries-ts - v1.0.0
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                                                                                                                                                                                                        Type Alias CountryCode

                                                                                                                                                                                                        CountryCode: string

                                                                                                                                                                                                        Settings

                                                                                                                                                                                                        Member Visibility
                                                                                                                                                                                                        diff --git a/docs/types/DateRangeOptions.html b/docs/types/DateRangeOptions.html index 7471d24..30c57d8 100644 --- a/docs/types/DateRangeOptions.html +++ b/docs/types/DateRangeOptions.html @@ -1,6 +1,6 @@ -DateRangeOptions | @captorab/openseries-ts - v1.0.0
                                                                                                                                                                                                        @captorab/openseries-ts - v1.0.0
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                                                                                                                                                                                                          Type Alias DateRangeOptions

                                                                                                                                                                                                          Options to slice a series by date range.

                                                                                                                                                                                                          -
                                                                                                                                                                                                          type DateRangeOptions = {
                                                                                                                                                                                                              fromDate?: string;
                                                                                                                                                                                                              monthsFromLast?: number;
                                                                                                                                                                                                              periodsInYearFixed?: number;
                                                                                                                                                                                                              toDate?: string;
                                                                                                                                                                                                          }
                                                                                                                                                                                                          Index

                                                                                                                                                                                                          Properties

                                                                                                                                                                                                          fromDate? +DateRangeOptions | @captor/openseries-ts - v1.0.0
                                                                                                                                                                                                          @captor/openseries-ts - v1.0.0
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                                                                                                                                                                                                            Type Alias DateRangeOptions

                                                                                                                                                                                                            Options to slice a series by date range.

                                                                                                                                                                                                            +
                                                                                                                                                                                                            type DateRangeOptions = {
                                                                                                                                                                                                                fromDate?: string;
                                                                                                                                                                                                                monthsFromLast?: number;
                                                                                                                                                                                                                periodsInYearFixed?: number;
                                                                                                                                                                                                                toDate?: string;
                                                                                                                                                                                                            }
                                                                                                                                                                                                            Index

                                                                                                                                                                                                            Properties

                                                                                                                                                                                                            fromDate? monthsFromLast? periodsInYearFixed? toDate? -

                                                                                                                                                                                                            Properties

                                                                                                                                                                                                            fromDate?: string
                                                                                                                                                                                                            monthsFromLast?: number
                                                                                                                                                                                                            periodsInYearFixed?: number
                                                                                                                                                                                                            toDate?: string

                                                                                                                                                                                                            Settings

                                                                                                                                                                                                            Member Visibility

                                                                                                                                                                                                            On This Page

                                                                                                                                                                                                            Properties
                                                                                                                                                                                                            +

                                                                                                                                                                                                            Properties

                                                                                                                                                                                                            fromDate?: string
                                                                                                                                                                                                            monthsFromLast?: number
                                                                                                                                                                                                            periodsInYearFixed?: number
                                                                                                                                                                                                            toDate?: string

                                                                                                                                                                                                            Settings

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                                                                                                                                                                                                            On This Page

                                                                                                                                                                                                            Properties
                                                                                                                                                                                                            diff --git a/docs/types/LiteralBizDayFreq.html b/docs/types/LiteralBizDayFreq.html index 157c04b..c6b67c9 100644 --- a/docs/types/LiteralBizDayFreq.html +++ b/docs/types/LiteralBizDayFreq.html @@ -1 +1 @@ -LiteralBizDayFreq | @captorab/openseries-ts - v1.0.0
                                                                                                                                                                                                            @captorab/openseries-ts - v1.0.0
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                                                                                                                                                                                                              Type Alias LiteralBizDayFreq

                                                                                                                                                                                                              LiteralBizDayFreq: "B" | "BME" | "BQE" | "BYE"

                                                                                                                                                                                                              Settings

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                                                                                                                                                                                                              +LiteralBizDayFreq | @captor/openseries-ts - v1.0.0
                                                                                                                                                                                                              @captor/openseries-ts - v1.0.0
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                                                                                                                                                                                                                Type Alias LiteralBizDayFreq

                                                                                                                                                                                                                LiteralBizDayFreq: "B" | "BME" | "BQE" | "BYE"

                                                                                                                                                                                                                Settings

                                                                                                                                                                                                                Member Visibility
                                                                                                                                                                                                                diff --git a/docs/types/LiteralPortfolioWeightings.html b/docs/types/LiteralPortfolioWeightings.html index 8a0c090..53821d8 100644 --- a/docs/types/LiteralPortfolioWeightings.html +++ b/docs/types/LiteralPortfolioWeightings.html @@ -1 +1 @@ -LiteralPortfolioWeightings | @captorab/openseries-ts - v1.0.0
                                                                                                                                                                                                                @captorab/openseries-ts - v1.0.0
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                                                                                                                                                                                                                  Type Alias LiteralPortfolioWeightings

                                                                                                                                                                                                                  LiteralPortfolioWeightings:
                                                                                                                                                                                                                      | "eq_weights"
                                                                                                                                                                                                                      | "inv_vol"
                                                                                                                                                                                                                      | "max_div"
                                                                                                                                                                                                                      | "min_vol_overweight"

                                                                                                                                                                                                                  Settings

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                                                                                                                                                                                                                  +LiteralPortfolioWeightings | @captor/openseries-ts - v1.0.0
                                                                                                                                                                                                                  @captor/openseries-ts - v1.0.0
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                                                                                                                                                                                                                    Type Alias LiteralPortfolioWeightings

                                                                                                                                                                                                                    LiteralPortfolioWeightings:
                                                                                                                                                                                                                        | "eq_weights"
                                                                                                                                                                                                                        | "inv_vol"
                                                                                                                                                                                                                        | "max_div"
                                                                                                                                                                                                                        | "min_vol_overweight"

                                                                                                                                                                                                                    Settings

                                                                                                                                                                                                                    Member Visibility
                                                                                                                                                                                                                    diff --git a/docs/types/RandomGenerator.html b/docs/types/RandomGenerator.html index 7869e04..2b30fc0 100644 --- a/docs/types/RandomGenerator.html +++ b/docs/types/RandomGenerator.html @@ -1 +1 @@ -RandomGenerator | @captorab/openseries-ts - v1.0.0
                                                                                                                                                                                                                    @captorab/openseries-ts - v1.0.0
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                                                                                                                                                                                                                      Type Alias RandomGenerator

                                                                                                                                                                                                                      RandomGenerator: () => number

                                                                                                                                                                                                                      Type Declaration

                                                                                                                                                                                                                        • (): number

                                                                                                                                                                                                                        • Returns number

                                                                                                                                                                                                                      Settings

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                                                                                                                                                                                                                      +RandomGenerator | @captor/openseries-ts - v1.0.0
                                                                                                                                                                                                                      @captor/openseries-ts - v1.0.0
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                                                                                                                                                                                                                        Type Alias RandomGenerator

                                                                                                                                                                                                                        RandomGenerator: () => number

                                                                                                                                                                                                                        Type Declaration

                                                                                                                                                                                                                          • (): number

                                                                                                                                                                                                                          • Returns number

                                                                                                                                                                                                                        Settings

                                                                                                                                                                                                                        Member Visibility
                                                                                                                                                                                                                        diff --git a/docs/types/ResampleFreq.html b/docs/types/ResampleFreq.html index 71c5e72..5bc9b0d 100644 --- a/docs/types/ResampleFreq.html +++ b/docs/types/ResampleFreq.html @@ -1 +1 @@ -ResampleFreq | @captorab/openseries-ts - v1.0.0
                                                                                                                                                                                                                        @captorab/openseries-ts - v1.0.0
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                                                                                                                                                                                                                          Type Alias ResampleFreq

                                                                                                                                                                                                                          ResampleFreq: "WE" | "ME" | "QE" | "YE"

                                                                                                                                                                                                                          Settings

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                                                                                                                                                                                                                          +ResampleFreq | @captor/openseries-ts - v1.0.0
                                                                                                                                                                                                                          @captor/openseries-ts - v1.0.0
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                                                                                                                                                                                                                            Type Alias ResampleFreq

                                                                                                                                                                                                                            ResampleFreq: "WE" | "ME" | "QE" | "YE"

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                                                                                                                                                                                                                            diff --git a/package-lock.json b/package-lock.json index 0e41325..b30d84a 100644 --- a/package-lock.json +++ b/package-lock.json @@ -10,7 +10,7 @@ "license": "BSD-3-Clause", "dependencies": { "date-holidays": "^3.26.8", - "open": "^8.0.0" + "open": "^8.4.0" }, "devDependencies": { "@types/node": "^20.10.0", diff --git a/package.json b/package.json index 7741c43..a2dce07 100644 --- a/package.json +++ b/package.json @@ -1,6 +1,6 @@ { "name": "@captor/openseries-ts", - "version": "1.0.0", + "version": "1.0.1", "type": "module", "description": "Tools for analyzing financial timeseries. TypeScript port of the Python openseries package.", "main": "dist/index.cjs", @@ -77,6 +77,6 @@ }, "dependencies": { "date-holidays": "^3.26.8", - "open": "^8.0.0" + "open": "^8.4.0" } } diff --git a/scripts/report.ts b/scripts/report.ts index 8b68f26..855aaba 100644 --- a/scripts/report.ts +++ b/scripts/report.ts @@ -48,7 +48,6 @@ function defaultOutputDir(): string { const documents = join(home, "Documents"); return existsSync(documents) ? documents : home; } -import open from "open"; import { fetchCaptorSeriesBatch } from "../src/captor"; import { OpenTimeSeries } from "../src/series"; import { OpenFrame } from "../src/frame"; @@ -199,6 +198,7 @@ async function main(): Promise { console.log(`Report saved to ${reportPath}`); if (opts.autoOpen) { console.log("Opening in browser..."); + const open = (await import("open")).default; await open(reportPath, { wait: false }); } } diff --git a/src/plot.ts b/src/plot.ts index 5b57c87..f68c5e7 100644 --- a/src/plot.ts +++ b/src/plot.ts @@ -6,7 +6,6 @@ import { writeFileSync, existsSync } from "node:fs"; import { homedir } from "node:os"; import { join } from "node:path"; -import open from "open"; import { OpenFrame } from "./frame"; import { OpenTimeSeries } from "./series"; import { ffill, pctChange } from "./utils"; @@ -295,6 +294,7 @@ export async function plotSeries( writeFileSync(plotPath, html, "utf-8"); if (autoOpen) { + const open = (await import("open")).default; await open(plotPath, { wait: false }); } diff --git a/src/sharpeplot.ts b/src/sharpeplot.ts index 9917d9e..e0518cb 100644 --- a/src/sharpeplot.ts +++ b/src/sharpeplot.ts @@ -7,7 +7,6 @@ import { writeFileSync, existsSync } from "node:fs"; import { homedir } from "node:os"; import { join } from "node:path"; -import open from "open"; import type { SimulatedPortfolio, EfficientFrontierPoint, @@ -300,6 +299,7 @@ export async function sharpeplot( writeFileSync(plotPath, html, "utf-8"); if (autoOpen) { + const open = (await import("open")).default; await open(plotPath, { wait: false }); }