Adaptic Utilities

A comprehensive utility library for financial data processing, time manipulation, and formatting.

NPM repo: https://www.npmjs.com/package/adaptic-utils

Installation

npm install adaptic-utils

Usage

Import the functions from the library:

import { adaptic } from 'adaptic-utils';

Alpaca Functions

fetchAccountDetails(accountId: string)

Asynchronously retrieves detailed information about a specific Alpaca trading account.

Example:

const accountDetails = await adaptic.alpaca.fetchAccountDetails('your-account-id');
// Output: { accountId: 'your-account-id', ... }

fetchPositions(accountId: string)

Asynchronously fetches current open positions for a specific Alpaca trading account.

Example:

const positions = await adaptic.alpaca.fetchPositions('your-account-id');
// Output: [{ symbol: 'AAPL', qty: 10, ... }, ...]

fetchPortfolioHistory(accountId: string, params: { period?: string, timeframe?: string, start?: string, end?: string })

Asynchronously retrieves historical portfolio performance data with flexible time range options.

Example:

const portfolioHistory = await adaptic.alpaca.fetchPortfolioHistory('your-account-id', {
  period: '1M',  // Optional: '1D', '1W', '1M', '3M', '1Y'
  timeframe: '1D'  // Optional: granularity of data
});
// Output: { equity: [...], timestamp: [...] }

getConfiguration(account: AlpacaAccount)

Asynchronously retrieves the current configuration for a specific Alpaca account.

Example:

const config = await adaptic.alpaca.getConfiguration(alpacaAccount);
// Output: { tradeSuspendedByUser: false, ... }

updateConfiguration(user: User, account: AlpacaAccount, updatedConfig: Partial<AccountConfiguration>)

Asynchronously updates the configuration for a specific Alpaca account.

Example:

const updatedConfig = await adaptic.alpaca.updateConfiguration(
  user,  // Current user object
  alpacaAccount,  // Alpaca account to update
  { 
    tradeSuspendedByUser: false,
    dtbpCheck: 'entry'
  }
);
// Output: { tradeSuspendedByUser: false, ... }

Metrics Functions

fetchTradeMetrics()

Calculates and retrieves comprehensive trade performance metrics.

Example:

const tradeMetrics = await adaptic.metrics.fetchTradeMetrics();
// Output: { totalReturnYTD: '5%', alpha: '0.5', beta: '1.2', ... }

Performance Metrics

calculateAlphaAndBeta(returns: number[])

Computes the alpha and beta of an investment portfolio.

Example:

const { alpha, beta } = adaptic.metrics.performance.calculateAlphaAndBeta(returns);
// Output: { alpha: '0.5', beta: '1.2' }

calculateMaxDrawdown(portfolioValues: number[])

Calculates the maximum percentage drop from a peak during a specific period.

Example:

const maxDrawdown = adaptic.metrics.performance.calculateMaxDrawdown(portfolioValues);
// Output: '10.5%'

calculateDailyReturns(portfolioValues: number[])

Computes daily returns from a series of portfolio values.

Example:

const dailyReturns = adaptic.metrics.performance.calculateDailyReturns(portfolioValues);
// Output: [0.02, -0.01, 0.03, ...]

alignReturnsByDate(returnsSeries: any[])

Aligns multiple return series by their dates.

Example:

const alignedReturns = adaptic.metrics.performance.alignReturnsByDate(returnsSeries);
// Output: { alignedPortfolioReturns: [...], alignedBenchmarkReturns: [...] }

calculateBetaFromReturns(assetReturns: number[], benchmarkReturns: number[])

Calculates beta using historical returns data.

Example:

const beta = adaptic.metrics.performance.calculateBetaFromReturns(assetReturns, benchmarkReturns);
// Output: 1.2

calculateInformationRatio(portfolioReturns: number[], benchmarkReturns: number[])

Measures a portfolio's risk-adjusted performance relative to a benchmark.

Example:

const infoRatio = adaptic.metrics.performance.calculateInformationRatio(portfolioReturns, benchmarkReturns);
// Output: 0.75

fetchPerformanceMetrics()

Retrieves comprehensive performance metrics for a portfolio.

Example:

const performanceMetrics = await adaptic.metrics.performance.fetchPerformanceMetrics();
// Output: { totalReturnYTD: '5%', alpha: '0.5', beta: '1.2', ... }

Time Utilities

toUnixTimestamp(date: Date)

Converts a date to Unix timestamp.

Example:

const timestamp = adaptic.time.toUnixTimestamp(new Date());
// Output: 1633058400

getTimeAgo(date: Date)

Returns a human-readable time difference from now.

Example:

const timeAgo = adaptic.time.getTimeAgo(new Date(Date.now() - 60000));
// Output: '1 minute ago'

normalizeDate(date: Date)

Standardizes a date to a consistent format.

Example:

const normalizedDate = adaptic.time.normalizeDate(new Date());
// Output: '2024-11-09'

getDateInNY()

Returns the current date in New York timezone.

Example:

const nyDate = adaptic.time.getDateInNY();
// Output: new Date('2024-11-09T00:00:00-05:00')

createMarketTimeUtil()

Creates a utility for market time-related operations.

Example:

const marketTimeUtil = adaptic.time.createMarketTimeUtil();
// Use marketTimeUtil for market operations

getStartAndEndTimestamps(period: string)

Generates start and end timestamps for a given period.

Example:

const { start, end } = adaptic.time.getStartAndEndTimestamps('1D');
// Output: { start: 1633058400, end: 1633144800 }

daysLeft(endDate: Date)

Calculates the number of days remaining until a specific date.

Example:

const remainingDays = adaptic.time.daysLeft(new Date('2024-12-31'));
// Output: 52

formatDate(date: Date)

Formats a date in a readable string format.

Example:

const formattedDate = adaptic.time.formatDate(new Date());
// Output: 'November 9, 2024'

Price Utilities

helloWorld(name?: string)

A simple greeting function with an optional name parameter.

Example:

const greeting = adaptic.hello('World');  // Returns "Hello, World!"
// Output: "Hello, World!"

computeTotalFees(trade: Trade)

Calculates the total fees for a given trade across different asset types.

Example:

const totalFees = adaptic.price.computeTotalFees(tradeData);
// Output: 12.34

getEquityValues(equityData: EquityPoint[])

Extracts equity values from historical portfolio data.

Example:

const { latestEquity, initialEquity } = adaptic.price.getEquityValues(equityHistory);
// Output: { latestEquity: 1500, initialEquity: 1000 }

Formatting Utilities

nanoid()

Generates a unique, short, non-sequential ID.

Example:

const uniqueId = adaptic.format.nanoid();
// Output: 'A1bC2D3'

capitalize(string)

Capitalizes the first letter of a string.

Example:

const capitalized = adaptic.format.capitalize('hello');  // Returns "Hello"
// Output: "Hello"

formatEnum(enum)

Formats an enum value for display.

Example:

const formatted = adaptic.format.formatEnum(MyEnum.VALUE);
// Output: 'My Enum Value'

formatCurrency(value: number)

Formats a number as currency.

Example:

const currency = adaptic.format.formatCurrency(1234.56);  // Returns "$1,234.56"
// Output: "$1,234.56"

formatPercentage(value: number)

Formats a number as a percentage.

Example:

const percentage = adaptic.format.formatPercentage(0.75);  // Returns "75%"
// Output: "75%"

Contributing to the Repository

Contributions are welcome! Please submit a pull request or open an issue for any enhancements or bug fixes.

Author

This project is a product of Lumic.ai.

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