UNPKG

fitr

Version:
16 lines (15 loc) 775 B
import { Portfolio, Transaction } from '../types'; export declare function getPortfolio(): Promise<Portfolio>; export declare function savePortfolio(portfolio: Portfolio): Promise<void>; /** * Calculate Time-Weighted Return (TWR) for an asset * TWR eliminates the distorting effects of cash inflows and outflows * and provides a more accurate measure of investment performance * * @param transactions Array of transactions for the asset * @param currentPrice Current price of the asset * @param currentDate Current date * @returns The time-weighted return as a decimal (e.g., 0.1 for 10%) */ export declare function calculateTWR(transactions: Transaction[], currentPrice: number, currentDate: Date): number; export declare function updatePortfolio(): Promise<void>;