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@fschaeffler/index-as-of

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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.

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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; }