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quantitivecalc

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A TypeScript library providing advanced quantitative finance functions for risk analysis, performance metrics, and technical indicators. (Currently in development)

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/** * Calculates the daily returns for a given array of data objects. * * The function computes the daily return for each row based on the specified `sourceColumn`. * The daily return is calculated as `(current - previous) / previous` for each consecutive row. * The result is stored in a new column specified by `resultColumn` (default: `'dailyReturn'`). * The first row's daily return is set to `initialValue` (default: `0`). * If the required values are not valid numbers or the previous value is zero, the daily return is set to `null`. * * @param data - Array of data objects containing the source values. * @param sourceColumn - The key in each object from which to read the value for return calculation. * @param resultColumn - The key under which to store the calculated daily return (default: `'dailyReturn'`). * @param initialValue - The value to assign as the daily return for the first row (default: `0`). * @returns A new array of data objects with the daily returns added in the specified result column. */ export declare function calculateDailyReturns(data: Array<Record<string, unknown>>, sourceColumn: string, resultColumn?: string, initialValue?: number | null): Array<Record<string, unknown>>; //# sourceMappingURL=calculateDailyReturns.d.ts.map