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Vendor ksfraser
Package portfolio-math
Short Description Portfolio performance calculations: TWR, IRR, drawdown, volatility, asset allocation. Shared library for stockmarket, FrontAccounting, ksfii_app.
License MIT
Package portfolio-math
Short Description Portfolio performance calculations: TWR, IRR, drawdown, volatility, asset allocation. Shared library for stockmarket, FrontAccounting, ksfii_app.
License MIT
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Informations about the package portfolio-math
ksfraser/portfolio-math
Shared portfolio performance calculation library for the KSF stack.
What It Is
A Composer package implementing portfolio performance algorithms extracted from portfolio-performance/portfolio. All business logic lives here; app-layer wrappers (stockmarket, ksfii_app, FrontAccounting) only map data to the interfaces and display results.
Consuming Apps
| App | Role |
|---|---|
ksf_stockmarket |
PHP/Apache bare-metal; computes TWR/IRR for holdings dashboard |
ksfii_app |
WealthSystem forecasting; consumes performance metrics for scenarios |
FrontAccounting (ksf-fa) |
Pulls GL transactions → feeds package → dashboard widget |
Facilities
| Feature | Class |
|---|---|
| TWR (True Time-Weighted Return) | KSF\Performance\Services\TWRCalculatorService |
| IRR (Internal Rate of Return) | KSF\Performance\Services\IRRCalculatorService |
| Max Drawdown | KSF\Performance\Services\DrawdownCalculatorService |
| Volatility / Semi-deviation | KSF\Performance\Services\VolatilityCalculatorService |
Composability
Apps write an adapter that implements TransactionRepositoryInterface:
Then:
Installation
Tests
Target: 16/16 pass.
Notes
- Follow
ksf(report):commit prefix for any changes to reporting/math features. - New requirements are individual files in
ProjectDcs/.
All versions of portfolio-math with dependencies
PHP Build Version
Package Version
Requires
php Version
>=7.4
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