@fschaeffler/index-as-of
Version:
The NPM-module gets the included tickers of an index as of a specific historic date. This can be useful for back-testing trading strategies which make use of an index membership. Currently, only NASDAQ 100 (NDX) is supported.
48 lines (40 loc) • 1.44 kB
TypeScript
declare module '@fschaeffler/index-as-of/esbuild' {
export {};
}
declare module '@fschaeffler/index-as-of/jest.config' {
import { Config } from 'jest';
export const config: Config;
export default config;
}
declare module '@fschaeffler/index-as-of/src/NDX/changelog' {
import { ChangelogEntry } from '@fschaeffler/index-as-of/src/types/index';
export const changelogStart = "2008-01-01";
export const changelogEnd = "2024-12-31";
/** as of 2024-12-23 */
export const changelogInitTickers: string[];
export const changelog: ChangelogEntry[];
}
declare module '@fschaeffler/index-as-of/src/NDX/index' {
export { changelog, changelogInitTickers } from '@fschaeffler/index-as-of/src/NDX/changelog';
export const getIndexMakeupAsOf: (date: string) => string[];
}
declare module '@fschaeffler/index-as-of/src/index' {
export const getIndexMakeupAsOf: (index: "NDX", date: string) => string[];
}
declare module '@fschaeffler/index-as-of/src/index.test' {
export {};
}
declare module '@fschaeffler/index-as-of/src/types/changelog' {
export interface ChangelogEntry {
date: string;
action: 'added' | 'removed' | 'renamed';
ticker: string;
}
}
declare module '@fschaeffler/index-as-of/src/types/index' {
export * from '@fschaeffler/index-as-of/src/types/changelog';
}
declare module '@fschaeffler/index-as-of' {
import main = require('@fschaeffler/index-as-of/src/index');
export = main;
}