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@railpath/finance-toolkit

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Production-ready finance library for portfolio construction, risk analytics, quantitative metrics, and ML-based regime detection

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{ "name": "@railpath/finance-toolkit", "version": "0.5.4", "description": "Production-ready finance library for portfolio construction, risk analytics, quantitative metrics, and ML-based regime detection", "author": "Benjamin Damm <kontakt@benjamin-damm.ch>", "license": "MIT", "repository": { "type": "git", "url": "https://github.com/railpath/finance-toolkit.git" }, "homepage": "https://github.com/railpath/finance-toolkit#readme", "changelog": "./CHANGELOG.md", "bugs": { "url": "https://github.com/railpath/finance-toolkit/issues" }, "keywords": [ "finance", "portfolio-management", "risk-analytics", "quantitative-finance", "typescript", "defi", "tradfi", "risk-modeling", "financial-engineering", "technical-analysis", "statistical-moments", "var", "expected-shortfall", "machine-learning", "hidden-markov-model", "hmm", "regime-detection", "market-regimes", "time-series-analysis" ], "main": "./dist/index.js", "types": "./dist/index.d.ts", "exports": { ".": { "types": "./dist/index.d.ts", "default": "./dist/index.js" } }, "files": [ "dist", "README.md", "CHANGELOG.md", "LICENSE" ], "publishConfig": { "access": "public" }, "scripts": { "build": "tsc --noEmit false", "dev": "tsc --watch", "lint": "eslint src --ext .ts --ignore-pattern '**/*.test.ts'", "lint:test": "eslint src --ext .ts --config .eslintrc.test.json", "format": "prettier --write \"src/**/*.ts\"", "prepublishOnly": "npm run build", "test": "vitest run", "test:watch": "vitest", "test:ui": "vitest --ui", "test:coverage": "vitest --coverage", "test:integration": "vitest run testing/integration/integration.test.ts", "test:integration:watch": "vitest testing/integration/integration.test.ts", "test:performance": "vitest run testing/performance/performance.test.ts", "test:performance:watch": "vitest testing/performance/performance.test.ts --watch", "version:patch": "npm version patch && git push && git push --tags", "version:minor": "npm version minor && git push && git push --tags", "version:major": "npm version major && git push && git push --tags", "release:patch": "npm run test && npm run lint && npm run version:patch", "release:minor": "npm run test && npm run lint && npm run version:minor", "release:major": "npm run test && npm run lint && npm run version:major" }, "devDependencies": { "@types/node": "^20.19.19", "@typescript-eslint/eslint-plugin": "^6.19.0", "@typescript-eslint/parser": "^6.19.0", "@vitest/coverage-v8": "^1.6.1", "eslint": "^8.56.0", "prettier": "^3.2.4", "typescript": "^5.3.3", "vitest": "^1.6.1" }, "engines": { "node": ">=18.0.0" }, "dependencies": { "zod": "^4.1.11" } }