Squashed 'vendor/ruvector/' content from commit b64c2172

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npm/packages/agentic-synth/examples/stocks/portfolio-simulation.d.ts

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+/**
+ * Portfolio Simulation and Management
+ *
+ * Generate realistic portfolio data for:
+ * - Multi-asset portfolios
+ * - Rebalancing scenarios
+ * - Risk-adjusted returns
+ * - Drawdown analysis
+ * - Performance attribution
+ */
+interface Asset {
+    symbol: string;
+    assetClass: 'equity' | 'fixedIncome' | 'commodity' | 'crypto' | 'alternative';
+    weight: number;
+    expectedReturn: number;
+    volatility: number;
+}
+interface PortfolioHolding {
+    timestamp: Date;
+    symbol: string;
+    shares: number;
+    price: number;
+    marketValue: number;
+    weight: number;
+    dayReturn: number;
+    totalReturn: number;
+}
+interface PortfolioMetrics {
+    timestamp: Date;
+    totalValue: number;
+    cashBalance: number;
+    totalReturn: number;
+    dailyReturn: number;
+    volatility: number;
+    sharpeRatio: number;
+    maxDrawdown: number;
+    beta: number;
+    alpha: number;
+}
+/**
+ * Generate a diversified multi-asset portfolio
+ */
+declare function generateMultiAssetPortfolio(): Promise<{
+    portfolioData: Map<string, PortfolioHolding[]>;
+    portfolioMetrics: PortfolioMetrics[];
+    assets: Asset[];
+}>;
+interface RebalanceEvent {
+    timestamp: Date;
+    type: 'calendar' | 'threshold' | 'opportunistic';
+    holdings: PortfolioHolding[];
+    targetWeights: Record<string, number>;
+    actualWeights: Record<string, number>;
+    trades: Trade[];
+    transactionCosts: number;
+}
+interface Trade {
+    symbol: string;
+    action: 'buy' | 'sell';
+    shares: number;
+    price: number;
+    value: number;
+    commission: number;
+}
+/**
+ * Generate portfolio rebalancing scenarios
+ */
+declare function generateRebalancingScenarios(): Promise<RebalanceEvent[]>;
+interface RiskMetrics {
+    timestamp: Date;
+    portfolioReturn: number;
+    benchmarkReturn: number;
+    excessReturn: number;
+    trackingError: number;
+    informationRatio: number;
+    sharpeRatio: number;
+    sortinoRatio: number;
+    calmarRatio: number;
+    beta: number;
+    alpha: number;
+    correlation: number;
+}
+/**
+ * Calculate comprehensive risk-adjusted return metrics
+ */
+declare function generateRiskAdjustedReturns(): Promise<RiskMetrics[]>;
+interface DrawdownPeriod {
+    startDate: Date;
+    troughDate: Date;
+    endDate: Date | null;
+    peakValue: number;
+    troughValue: number;
+    recoveryValue: number | null;
+    drawdown: number;
+    duration: number;
+    recoveryDuration: number | null;
+    underwater: boolean;
+}
+/**
+ * Analyze portfolio drawdowns
+ */
+declare function generateDrawdownAnalysis(): Promise<DrawdownPeriod[]>;
+export { generateMultiAssetPortfolio, generateRebalancingScenarios, generateRiskAdjustedReturns, generateDrawdownAnalysis, };
+//# sourceMappingURL=portfolio-simulation.d.ts.map