@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"
}
}