Trading Utility Functions for Time Handling, Caching, and Performance Analysis

Summary

This JavaScript library collects helper functions for automated trading systems. It includes date conversion and formatting, persistent and daily caches, timed function execution, object sorting, runtime tracking, elapsed-time calculations, and calendar-week information. These utilities can support strategy state management, scheduling, and readable timestamps.

A larger function reads recorded profit data and calculates return and risk summaries, including annualized returns, a Sharpe-style ratio, volatility, win rate, and current and maximum drawdown with durations. Its calculations rely on stored profit records and a supplied starting asset value; the implementation also assumes daily aggregation and uses a fixed risk-free rate. The document is code rather than a trading method, and it provides no validation or examples of how the reported statistics behave across different data formats. In particular, the metrics depend on the accuracy and ordering of the underlying records, so they should not be treated as independent evidence of strategy quality.

Key ideas

• The library provides date, time-zone, formatting, and elapsed-time helpers for trading programs.
• Cache functions store persistent values, reset daily values, or limit how often a function runs.
• Runtime tracking combines start time, current time, and calendar information.
• The analysis function derives return, volatility, Sharpe-style, win-rate, and drawdown measures from stored profit records.
• The metrics depend on the input records, daily aggregation assumptions, and fixed risk-free-rate assumption.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.