adding portfolio and asset to wasm

finlib-wasm/js-local/index.js

@@ -1,4 +1,8 @@
-import { ValueAtRisk } from "finlib";
+import { ValueAtRisk, Portfolio, PortfolioAsset } from "finlib";
 
 console.log(ValueAtRisk.varcovar([1, 2, 3, 4], 0.1));
 console.log(ValueAtRisk.varcovar([1, 2, 3, 4], 0.05));
+
+let portfolio = new Portfolio([new PortfolioAsset(1.0, "test", [1.0, 2.0, 3.0])]);
+console.log(portfolio.isValid());
+console.log(portfolio.valueAtRisk(0.1));

finlib-wasm/js-local/package-lock.json

@@ -20,7 +20,7 @@
       }
     },
     "../pkg": {
-      "name": "@sarsoo/finlib",
+      "name": "finlib-wasm",
       "version": "0.0.1"
     },
     "node_modules/@discoveryjs/json-ext": {

finlib/src/lib.rs

@@ -3,4 +3,6 @@ pub mod stats;
 pub mod util;
 pub mod risk;
 #[cfg(feature = "py")]
-pub mod py;
+pub mod py;
+#[cfg(feature = "wasm")]
+pub mod wasm;

finlib/src/py/mod.rs

@@ -1,30 +1 @@
-use pyo3::prelude::*;
-use crate::risk::portfolio::{Portfolio, PortfolioAsset};
-
-#[pymethods]
-impl Portfolio {
-
-    #[new]
-    pub fn init(assets: Vec<PortfolioAsset>) -> Self {
-        Portfolio::from(assets)
-    }
-
-    #[pyo3(name = "is_valid")]
-    pub fn is_valid_py(&self) -> bool {
-        self.is_valid()
-    }
-
-    #[pyo3(name = "value_at_risk")]
-    pub fn value_at_risk_py(&mut self, confidence: f64) -> PyResult<Option<f64>> {
-        Ok(self.value_at_risk(confidence))
-    }
-}
-
-#[pymethods]
-impl PortfolioAsset {
-
-    #[new]
-    pub fn init(portfolio_weight: f64, name: String, values: Vec<f64>) -> Self {
-        PortfolioAsset::new(portfolio_weight, name, values)
-    }
-}
+pub mod portfolio;

finlib/src/py/portfolio.rs

@@ -0,0 +1,30 @@
+use pyo3::prelude::*;
+use crate::risk::portfolio::{Portfolio, PortfolioAsset};
+
+#[pymethods]
+impl Portfolio {
+
+    #[new]
+    pub fn init(assets: Vec<PortfolioAsset>) -> Self {
+        Portfolio::from(assets)
+    }
+
+    #[pyo3(name = "is_valid")]
+    pub fn is_valid_py(&self) -> bool {
+        self.is_valid()
+    }
+
+    #[pyo3(name = "value_at_risk")]
+    pub fn value_at_risk_py(&mut self, confidence: f64) -> PyResult<Option<f64>> {
+        Ok(self.value_at_risk(confidence))
+    }
+}
+
+#[pymethods]
+impl PortfolioAsset {
+
+    #[new]
+    pub fn init(portfolio_weight: f64, name: String, values: Vec<f64>) -> Self {
+        PortfolioAsset::new(portfolio_weight, name, values)
+    }
+}

finlib/src/wasm/mod.rs

@@ -0,0 +1 @@
+pub mod portfolio;

finlib/src/wasm/portfolio.rs

@@ -0,0 +1,30 @@
+use wasm_bindgen::prelude::*;
+use crate::risk::portfolio::{Portfolio, PortfolioAsset};
+
+#[wasm_bindgen]
+impl Portfolio {
+
+    #[wasm_bindgen(constructor)]
+    pub fn init_wasm(assets: Vec<PortfolioAsset>) -> Self {
+        Portfolio::from(assets)
+    }
+
+    #[wasm_bindgen(js_name = "isValid")]
+    pub fn is_valid_wasm(&self) -> bool {
+        self.is_valid()
+    }
+
+    #[wasm_bindgen(js_name = "valueAtRisk")]
+    pub fn value_at_risk_wasm(&mut self, confidence: f64) -> Option<f64> {
+        self.value_at_risk(confidence)
+    }
+}
+
+#[wasm_bindgen]
+impl PortfolioAsset {
+
+    #[wasm_bindgen(constructor)]
+    pub fn init_wasm(portfolio_weight: f64, name: String, values: Vec<f64>) -> Self {
+        PortfolioAsset::new(portfolio_weight, name, values)
+    }
+}