Trading Analytics for Laravel

https://github.com/roundly-consulting/trading-analytics-for-laravel
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Trading Analytics for Laravel provides arbitrary-precision trading performance analytics for Laravel...
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License:MIT
Update:2 weeks ago
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### Install Trading Analytics for Laravel via Composer

Source: https://github.com/roundly-consulting/trading-analytics-for-laravel/blob/main/README.md

Requires PHP 8.4 with ext-bcmath and Laravel 12 or 13. Run this command to install the package.

```bash
composer require roundly-consulting/trading-analytics-for-laravel
```

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### Read analytics results as bcmath strings

Source: https://github.com/roundly-consulting/trading-analytics-for-laravel/blob/main/README.md

Access computed metrics. Values are exact bcmath strings, ready for JSON. Examples include net P&L, win ratio, buy volume for a pair, max drawdown percentage, and Sharpe ratio. The full result matrix can be returned directly.

```php
$analytics->realizedProfitAndLoss->net->global->total->total->toRawString();   // "-65.00"
$analytics->wins->winRatio->global->total->toRawString();                       // "0.50"
$analytics->volume->forPair('BTC/USD')->buy->total->toRawString();              // "0.10"
$analytics->maxDrawdown->percentage;
$analytics->riskAdjustedReturns->sharpeRatio;

return $analytics;   // the full result matrix as JSON
```

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### Run analytics engine with TradingAnalytics::for() and TradingAnalytics::calculate()

Source: https://github.com/roundly-consulting/trading-analytics-for-laravel/blob/main/README.md

Two ways to run analytics: use TradingAnalytics::for($trades)->scale(2)->calculate() for an in-memory array, or TradingAnalytics::calculate() with a query builder to stream rows ordered by close time. The query approach processes one page at a time.

```php
use Illuminate\Support\Facades\DB;
use RoundlyConsulting\TradingAnalytics\Facades\TradingAnalytics;

$analytics = TradingAnalytics::for($trades)->scale(2)->calculate();

// …or stream a query ordered by close time, one page of rows at a time:
$history = TradingAnalytics::calculate(
    DB::table('trades')->where('user_id', $user->id)->orderBy('close_time')->orderBy('id'),
);
```

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### Build trades with Trade::make()

Source: https://github.com/roundly-consulting/trading-analytics-for-laravel/blob/main/README.md

Create an array of Trade objects using Trade::make() with named arguments. Each trade requires baseCurrency, quoteCurrency, openPrice, closePrice, size, direction, openTime, commission, and closeTime. Direction is an enum from the package.

```php
use RoundlyConsulting\TradingAnalytics\DataTransferObjects\Trade;
use RoundlyConsulting\TradingAnalytics\Enums\Direction;

$trades = [
    Trade::make(baseCurrency: 'BTC', quoteCurrency: 'USD', openPrice: '45000.00', closePrice: '45500.00',
        size: '0.1', direction: Direction::BUY, openTime: '2024-01-15 12:30', commission: '15.00', closeTime: '2024-01-15 14:30'),
    Trade::make(baseCurrency: 'ETH', quoteCurrency: 'USD', openPrice: '2500.00', closePrice: '2450.00',
        size: '2', direction: Direction::BUY, openTime: '2024-01-16 09:00', closeTime: '2024-01-16 11:00'),
];
```
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