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https://github.com/miryasha/advanced-trading-statistics
javascript npm-package trading-analytics statistics risk-management
https://github.com/miryasha/advanced-trading-statistics
financial-analysis npm-package risk-analysis statistics
Last synced: 20 days ago
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javascript npm-package trading-analytics statistics risk-management
- Host: GitHub
- URL: https://github.com/miryasha/advanced-trading-statistics
- Owner: miryasha
- License: mit
- Created: 2024-11-25T16:34:21.000Z (about 1 month ago)
- Default Branch: main
- Last Pushed: 2024-11-25T17:09:29.000Z (about 1 month ago)
- Last Synced: 2024-11-25T17:33:05.947Z (about 1 month ago)
- Topics: financial-analysis, npm-package, risk-analysis, statistics
- Language: JavaScript
- Homepage:
- Size: 0 Bytes
- Stars: 0
- Watchers: 1
- Forks: 0
- Open Issues: 0
-
Metadata Files:
- Readme: README.md
- License: LICENSE
Awesome Lists containing this project
README
```markdown
# Advanced Trading Statistics
A comprehensive JavaScript library for statistical analysis in trading, offering risk analysis, market patterns, and advanced trading metrics.
## Installation
```bash
npm install @miryasha/advanced-trading-statistics
```
## Quick Start
```javascript
const Statistics = require('@miryasha/advanced-trading-statistics');
// Basic Statistics
const mean = Statistics.mean([1, 2, 3, 4, 5]);
const median = Statistics.median([1, 2, 3, 4, 5]);
// Risk Analysis Example
const riskAnalysis = Statistics.calculateDetailedRiskOfRuin(61.5, "1:1.70", 2, 2);
// Market Pattern Analysis
const marketPatterns = Statistics.interpretMarketPatterns({
consecutiveMovements: { up: 3, down: 2 },
distribution: { upDays: 10, downDays: 8, neutralDays: 2 }
});
```
## Features
### Basic Statistics
- `mean(array)`: Calculate arithmetic mean
- `median(array)`: Calculate median value
- `mode(array)`: Find most frequent value
- `range(array)`: Get min and max values
- `standardDeviation(array)`: Calculate standard deviation
### Trading Analysis
- `calculateDetailedRiskOfRuin(winRate, riskRewardRatio, riskPerTrade, maxConsecutiveLosses)`
- `calculateSuccessRate(profitableTrades, totalTrades)`
- `calculateProfitMetrics(totalProfit, profitCount, totalLoss, lossCount)`
- `interpretMarketPatterns(patterns, threshold)`
- `skewnedStandardDeviation(opens, highs, lows, closes)`
### Market Analysis
- `interpretSkewness(skewness)`
- `calculateSkewness(array)`
- `determineProbabilityStatus(successRate, riskRewardRatio)`
### Utility Functions
- `normalizeArray(set, range)`
- `decimalToFraction(decimal)`
- `simplifyFractions(str)`
- `sumArr(arr1, arr2)`
- `maxOrMin(arr, choice)`
## Contributing
Contributions are welcome! Please feel free to submit a Pull Request. For major changes, please open an issue first to discuss what you would like to change.
## Documentation
Comprehensive API documentation is available in [API Documentation](docs/API.md)
## Support
For support, issues, or feature requests, please use the [issues](https://github.com/miryasha/advanced-trading-statistics/issues) section.
## License
MIT © [Miryasha](https://miryasha.com)
```