OptionalstackStaticstackThe Error.stackTraceLimit property specifies the number of stack frames
collected by a stack trace (whether generated by new Error().stack or
Error.captureStackTrace(obj)).
The default value is 10 but may be set to any valid JavaScript number. Changes
diff --git a/docs/classes/IncorrectArgumentComboError.html b/docs/classes/IncorrectArgumentComboError.html
index 4d3cef6..b30719b 100644
--- a/docs/classes/IncorrectArgumentComboError.html
+++ b/docs/classes/IncorrectArgumentComboError.html
@@ -1,11 +1,11 @@
-
OptionalstackStaticstackThe Error.stackTraceLimit property specifies the number of stack frames
collected by a stack trace (whether generated by new Error().stack or
Error.captureStackTrace(obj)).
The default value is 10 but may be set to any valid JavaScript number. Changes
diff --git a/docs/classes/InitialValueZeroError.html b/docs/classes/InitialValueZeroError.html
index e96f402..e51a109 100644
--- a/docs/classes/InitialValueZeroError.html
+++ b/docs/classes/InitialValueZeroError.html
@@ -1,11 +1,11 @@
-
OptionalstackStaticstackThe Error.stackTraceLimit property specifies the number of stack frames
collected by a stack trace (whether generated by new Error().stack or
Error.captureStackTrace(obj)).
The default value is 10 but may be set to any valid JavaScript number. Changes
diff --git a/docs/classes/MixedValuetypesError.html b/docs/classes/MixedValuetypesError.html
index 91be40c..f139f72 100644
--- a/docs/classes/MixedValuetypesError.html
+++ b/docs/classes/MixedValuetypesError.html
@@ -1,11 +1,11 @@
-
OptionalstackStaticstackThe Error.stackTraceLimit property specifies the number of stack frames
collected by a stack trace (whether generated by new Error().stack or
Error.captureStackTrace(obj)).
The default value is 10 but may be set to any valid JavaScript number. Changes
diff --git a/docs/classes/NoWeightsError.html b/docs/classes/NoWeightsError.html
index 32afa32..e046d15 100644
--- a/docs/classes/NoWeightsError.html
+++ b/docs/classes/NoWeightsError.html
@@ -1,11 +1,11 @@
-
OptionalstackStaticstackThe Error.stackTraceLimit property specifies the number of stack frames
collected by a stack trace (whether generated by new Error().stack or
Error.captureStackTrace(obj)).
The default value is 10 but may be set to any valid JavaScript number. Changes
diff --git a/docs/classes/OpenFrame.html b/docs/classes/OpenFrame.html
index 5ed9915..112a463 100644
--- a/docs/classes/OpenFrame.html
+++ b/docs/classes/OpenFrame.html
@@ -1,5 +1,5 @@
Collection of aligned timeseries with portfolio and correlation methods.
-Optionaloptions: { countries?: string | string[] }Country code(s) for business calendar (holidays, resampling). Used when adapting data to business days.
-CAGR-based capture ratio vs benchmark column. +
Optionaloptions: { countries?: string | string[] }Country code(s) for business calendar (holidays, resampling). Used when adapting data to business days.
+Lag-k autocorrelation per constituent. Matches Python OpenFrame.autocorr_func.
+CAGR-based capture ratio vs benchmark column. Matches Python openseries capture_ratio_func behavior: uses frame data as-is (no resample) with dynamic time_factor = observations / (span_days/365.25).
"up" | "down" | "both" (up/down or both = up/down)
Benchmark column index (-1 = last)
Optionalopts: { freq?: ResampleFreq }Optionalfreq?: ResampleFreqIf set, resample to period-end before computing (e.g. "ME" for monthly). When omitted, uses frame data as-is to match Python default.
-Filters tsdf to retain only business days. Mutates in place.
-OptionalweightStrat: LiteralPortfolioWeightingsMax drawdown per column (price series). Returns array of max drawdowns.
-Date when max drawdown bottom occurs per column. +
Filters tsdf to retain only business days. Mutates in place.
+OptionalweightStrat: LiteralPortfolioWeightingsMax drawdown per column (price series). Returns array of max drawdowns.
+Date when max drawdown bottom occurs per column. Returns array of date strings (or undefined when no drawdown).
-Ordinary Least Squares fit of y on x. +
Ordinary Least Squares fit of y on x. Regresses tsdf column yColumn (dependent) on xColumn (explanatory). Matches Python openseries ord_least_squares_fit.
Column index of dependent variable y
Column index of exogenous variable x
Optionalopts: { fittedSeries?: boolean }OptionalfittedSeries?: booleanIf true, add fitted values as new column (default true)
Object with coefficient (slope), intercept, and rsquared
-Resamples all constituents to business period-end frequency, then re-merges. +
Resamples all constituents to business period-end frequency, then re-merges. Throws if any constituent is a return series.
-Returns return columns (first element 0). Throws if mixed PRICE/RTRN.
-Converts each column to drawdown series (value / running peak - 1). +
Returns return columns (first element 0). Throws if mixed PRICE/RTRN.
+Converts each column to drawdown series (value / running peak - 1). Operates on the frame's aligned tsdf. Call after mergeSeries and truncate so drawdown is computed on the truncated date range.
-Optional_opts: { fromDate?: string; toDate?: string }Optional_opts: { fromDate?: string; toDate?: string }Truncates frame and constituents to a common date range.
Truncation options
OptionalendCut?: stringNew last date (default: earliest last date if where includes 'after')
OptionalstartCut?: stringNew first date (default: latest first date of all constituents if where includes 'before')
Optionalwhere?: "before" | "after" | "both"Which end(s) to truncate when cuts not provided
-Timeseries of dates and values with methods for risk metrics.
-Country code(s) for business calendar (holidays, resampling). Default "SE".
-ReadonlydatesReadonlyinstrumentReadonlynameReadonlytimeseriesReadonlyvaluesFilters tsdf to retain only business days. Mutates in place.
-Returns the date when the max drawdown bottom occurs (the date of the lowest point +
Country code(s) for business calendar (holidays, resampling). Default "SE".
+ReadonlydatesReadonlyinstrumentReadonlynameReadonlytimeseriesReadonlyvaluesAutocorrelation function for specified lags. +If lags is an int, compute ACF from lag 0 through that value (inclusive).
+Lag-k autocorrelation of demeaned returns. +For price series, returns are derived via pct_change; for return series, +values are demeaned. Matches Python openseries autocorr_func.
+Filters tsdf to retain only business days. Mutates in place.
+Ljung-Box test for autocorrelation at the given lags.
+Returns the date when the max drawdown bottom occurs (the date of the lowest point relative to the preceding peak). Returns undefined if no drawdown occurs.
-Resamples to business period-end frequency (week, month, quarter, year). +
Partial autocorrelation function for specified lags. +If lags is an int, compute PACF from lag 0 through that value (inclusive).
+Partial autocorrelation at a given lag.
+Resamples to business period-end frequency (week, month, quarter, year). Mutates tsdf. Throws on return series (use price series).
-OptionallvlZero: stringOptionallvlOne: ValueTypeWorst single calendar month return (business-month-end based). +
OptionallvlZero: stringOptionallvlOne: ValueTypeWorst single calendar month return (business-month-end based). Uses filterToBusinessDays + resampleToPeriodEnd(ME) + min of monthly returns.
-StaticfromCreates an OpenTimeSeries from a name, dates array, and values array.
-Optionaloptions: {StaticfromCreates an OpenTimeSeries from simulation dateColumns by column index.
-Optionaloptions: { columnIndex?: number; countries?: string | string[]; valuetype?: ValueType }StaticfromCreates an OpenTimeSeries from a record or array of {date, value}.
-StaticfromCreates an OpenTimeSeries from a name, dates array, and values array.
+Optionaloptions: {StaticfromCreates an OpenTimeSeries from simulation dateColumns by column index.
+Optionaloptions: { columnIndex?: number; countries?: string | string[]; valuetype?: ValueType }StaticfromCreates an OpenTimeSeries from a record or array of {date, value}.
+OptionalstackStaticstackThe Error.stackTraceLimit property specifies the number of stack frames
collected by a stack trace (whether generated by new Error().stack or
Error.captureStackTrace(obj)).
The default value is 10 but may be set to any valid JavaScript number. Changes
diff --git a/docs/classes/ReturnSimulation.html b/docs/classes/ReturnSimulation.html
index f56b51a..192775f 100644
--- a/docs/classes/ReturnSimulation.html
+++ b/docs/classes/ReturnSimulation.html
@@ -1,5 +1,5 @@
Monte Carlo return simulation with optional seed for reproducibility.
-ReadonlydframeReadonlyjumpsReadonlyjumpsReadonlyjumpsReadonlymeanReadonlymeanReadonlynumberOptional ReadonlyseedReadonlytradingReadonlytradingOptionaloptions: { asReturns?: boolean; end?: string; start?: string }StaticfromOptionalseed: numberStaticfromOptionalseed: numberStaticfromOptionalseed: numberStaticfromOptionalseed: numberReadonlydframeReadonlyjumpsReadonlyjumpsReadonlyjumpsReadonlymeanReadonlymeanReadonlynumberOptional ReadonlyseedReadonlytradingReadonlytradingOptionaloptions: { asReturns?: boolean; end?: string; start?: string }StaticfromOptionalseed: numberStaticfromOptionalseed: numberStaticfromOptionalseed: numberStaticfromOptionalseed: numberComputes the mean-variance efficient frontier using analytic QP.
-Fetches a single timeseries from the Captor Open API.
The timeseries ID (e.g. "638f681e0c2f4c8d28a13392")
The timeseries data with dates and values arrays
-Fetches multiple timeseries from the Captor Open API.
Array of timeseries IDs
Array of timeseries data
-Array of date strings (YYYY-MM-DD)
Country code(s) for holiday calendar, e.g. "SE", "US", ["SE", "NO"]
Array of business-day date strings (subsequence of input, preserving order)
-Filters (dates, columns) to retain only rows where the date is a business day. Preserves alignment across all columns.
-Optionaloptions: { end?: string; start?: string }Returns the most recent business day strictly before today. Uses the given country code(s) for holiday calendar (e.g. "SE" for XSTO/Stockholm).
-
The
Error.stackTraceLimitproperty specifies the number of stack frames +