fintech-algorithms weekly downloads statistics

fintech-algorithms

Corporate actions, index construction, market breadth, market microstructure, matching engines, execution algorithms and technical indicators — as plain TypeScript functions with zero dependencies.

📖 Documentation → docs.thefintechbuilder.com — a reference page for every algorithm, with a worked example whose output was produced by running the code. Start with the quick start.

Split and dividend adjustment factors, capped free-float index weighting, McClellan breadth internals, dollar and imbalance bars, and the usual moving averages. Most npm packages in this space stop at indicators; the harder back-office arithmetic is the reason this one exists.

npm install fintech-algorithms

How the pieces fit together

Five things carry this library's name, and it is worth knowing which one answers which question before you go looking.

flowchart TD
  CAT[("private catalog<br/><i>the single source of truth</i><br/>article · implementation · tests · fixtures")]

  CAT -->|"scripts/sync.mjs"| REPO["<b>this repository</b><br/>src/ generated · optimised/ hand-written<br/>github.com/IslamBaraka90/Fintech-Algorithms-Library"]
  CAT -->|"article build"| SITE["<b>thefintechbuilder.com</b><br/>the lesson — why the algorithm<br/>exists and how to read it"]

  REPO -->|"push a v* tag<br/>CI publishes with provenance"| NPM["<b>npm: fintech-algorithms</b><br/>what you install<br/>zero dependencies"]
  REPO -->|"docs.json on main<br/>rebuilds the site"| DOCS["<b>docs.thefintechbuilder.com</b><br/>the reference — signature, contract,<br/>worked example, verification tier"]
  REPO -->|"ships inside the package"| SKILL["<b>the agent skill</b><br/>skills/fintech-algorithms/<br/>lookup instead of guessing"]

  NPM -.->|"node_modules/…/docs.json"| SKILL
  DOCS -.->|"same subpath, same URL"| NPM

  style CAT stroke-dasharray: 4 3

	Answers	Updated by
npm	Give me the function.	A v* tag — CI publishes, never a laptop
docs.thefintechbuilder.com	What are the arguments, what comes back, is the arithmetic verified?	Every push to main — no release needed
thefintechbuilder.com	What is this algorithm and why would I use it?	The article, on its own schedule
this repository	How is it built, and how do I contribute?	Pull requests — see CONTRIBUTING.md
the agent skill	Which import path and which field name?	Ships inside the package

Two of those links are worth spelling out, because they are the ones people assume and get wrong:

• A documentation URL and an import path are the same string. Swap https://docs.thefintechbuilder.com/ for fintech-algorithms/ and you have the import. That is enforced by a test, not a convention.
• Docs do not wait for a release. The site builds from docs.json on main, so a corrected sentence ships immediately while the version on npm stays put. Check the two agree with version.json.

Writing this code with an agent? Install the skill first

npx skills add IslamBaraka90/Fintech-Algorithms-Library

This is the single highest-value thing you can do before asking an agent to use this library. Several hundred algorithms is more API than any model has read, and the failure mode is not refusal — it is a plausible import path, a plausible parameter and a plausible field name on the result, none of which exist. The skill replaces every one of those guesses with a lookup.

It ships in the Agent Skills format, so Claude Code, Codex, Cursor and some seventy other agents load it on demand. It carries the routing rules for every topic, the five input shapes with executed examples, the data-ingestion patterns for wiring up a provider, the failure modes that do not throw — the category that otherwise produces a confident wrong number — and a lookup script that answers from the installed docs.json, offline:

node <skill-dir>/scripts/lookup.mjs show rsi
# → signature, parameters, warm-up (p leading nulls), errors, executed example

The skill is skills/fintech-algorithms/ here and also ships inside the npm tarball, version-matched to the docs.json beside it, so a project that already depends on the package already has it.

📘 The agent skill → docs.thefintechbuilder.com/guides/agent-skill/ · Background on how an agent should read this library: Using this library from an agent.

Adjust a price history for a 2-for-1 split

import { calculate } from "fintech-algorithms/corporate-actions-and-security-master-data/adjustment-factors/backward-split-adjustment";…