fintech-algorithms

324 pure functions for market and financial calculations. Plain arrays and objects in, plain values out. Zero runtime dependencies, Node >= 22, ESM.

Docs: https://docs.thefintechbuilder.com · Authoritative agent guide: https://docs.thefintechbuilder.com/guides/ai-agents/

Non-negotiables

Four rules. Breaking any one produces output that looks right and is wrong.

Never invent an import path, a function name, or a parameter. Every subpath mirrors its docs URL exactly, which makes a plausible guess wrong in a way that reads as correct. Look it up —
```
scripts/lookup.mjs
```
or the resolution order below. If the topic does not exist, say so and stop.
Never guess a returned field name. Return-key casing is not consistent across the library:
```
bollingerBands
```
returns
```
percent_b
```
,
```
macd
```
rows return
```
fastEma
```
. Read the captured example output for that topic. See
```
references/pitfalls.md
```
.
State the verification tier on any numeric claim.
```
verified
```
(158 topics) means the arithmetic is replayed and asserted on every build.
```
contract
```
(166 topics) means the signature and shape are checked but the numbers are not attested by an independent published figure.
Analysis, not advice. These functions compute quantities. An indicator crossing is an observation about a series — not a prediction, not a signal, and never a recommendation for a specific person's money. Report what was computed, on what input, at which tier. If asked what to buy or sell, say that is a question for a licensed adviser.

The library does not fetch data

There is no HTTP client, no vendor SDK, no API key, no

node:fs

. If a task needs prices, the caller supplies them. This is deliberate: vendor APIs get rewritten every few years and algorithms do not.

When a user wants "live analysis", the shape is always: their feed → their adapter → validate → compute → report. Only the middle two steps are this library. Load

references/ingestion.md

for the adapter pattern and the canonical

Trade

Bar

shapes.

Resolution order

Stop at the first step that answers the question.

Installed package — if
```
fintech-algorithms
```
is a dependency, read
```
node_modules/fintech-algorithms/docs.json
```
. Every signature, contract and worked example, no network. Prefer this.
```
scripts/lookup.mjs
```
uses it automatically.
Domain index —
```
https://docs.thefintechbuilder.com/{domain-slug}/llms.txt
```
(3–11 KB each). The map of all thirteen is the
```
## Per-domain indexes
```
block at the top of
```
/llms.txt
```
; one root fetch gives a permanent routing table.
Topic markdown — append
```
index.md
```
to any docs URL. The full contract in 3–11 KB instead of 68–114 KB of HTML.
Full payload —
```
https://docs.thefintechbuilder.com/reference/payload.json
```
(~2.6 MB). For ingestion, not for answering one question.

Turn a docs URL into an import: swap

https://docs.thefintechbuilder.com/

for

fintech-algorithms/

and drop the trailing slash.

Check the installed version matches the docs with

https://docs.thefintechbuilder.com/version.json

(under 1 KB).

Workflow

1. Identify the quantity. What is actually being asked for? "Is this overbought" → RSI. "Smooth this" → which moving average, and why that one.

2. Narrow by archetype before fetching anything. Five input shapes cover all 324 topics, and the archetype is on every index line:

Archetype	Takes	Returns	Count
`series-transform`	`(number \| null)[]` + numeric params	same-length array	37
`tape-aggregate`	`Trade[]` + config	`Bar[]`	7
`row-classify`	rows	one verdict per row	17
`snapshot-evaluate`	one snapshot + decision time	one verdict	6
`record-transform`	domain-specific	domain-specific	257

record-transform

is the residual bucket — read that topic's own contract. Details and executed examples:

references/archetypes.md

3. Read the contract. Signature, params, returns, warm-up, errors.

bash

node scripts/lookup.mjs show rsi

4. Shape the data. Map the user's payload into the documented input. Run the boundary validator first when the input is bars, ticks or quotes.

5. Compute and report. Say what was computed, on what input, at which tier, and how many leading values are warm-up rather than signal.

Quick start

bash

npm install fintech-algorithms

Algorithms are subpath-only. The root export carries metadata and lookups (

topics

topic

byDomain

byFamily

byArchetype

load

runner

) and re-exports no algorithm. A sibling topic's function is never re-exported from another subpath — import each from its own.

import { calculateSma } from "fintech-algorithms/technical-indicators/trend-smoothing/sma";

calculateSma([44.34, 44.09, 44.15, 43.61, 44.33, 44.83], 5);
// → [null, null, null, null, 44.104, 44.202]
//     ^^^^ four warm-up nulls: window - 1

The

require

condition resolves to the same ES module — there is no separate CommonJS build, so

require()

needs a runtime supporting

require(esm)

The lookup script

scripts/lookup.mjs

sits next to this file. The working directory is the user's project, not the skill, so always invoke it by absolute path.

These files write
${SKILL_DIR}
for the directory containing this SKILL.md. In Claude Code that is

${CLAUDE_SKILL_DIR}

, which the harness substitutes for you. In any other agent, substitute the real path before running the command.

bash

node "${CLAUDE_SKILL_DIR}/scripts/lookup.mjs" search "moving average"

Commands:

Command	Does
`search <query>`	find topics by name, slug, family or entry
`show <slug\|id\|path>`	full contract, warm-up, errors, executed example
`archetype <name>`	every topic sharing an input shape, plus its caveat
`domain <id\|slug>`	every topic in a domain, grouped by family
`domains`	the thirteen domains with their index URLs
`version`	the reference version vs the published one

Reads

node_modules/fintech-algorithms/docs.json

when the package is installed anywhere above the working directory; otherwise fetches and caches the published payload for a day. Set

FINTECH_DOCS_JSON

to point it at a specific file. Accepts a slug (

rsi

), a catalog id (

D07-F03-A01

), a full path, or a docs URL.

show

cannot find the topic it says so rather than guessing — that failure is the correct answer, not an obstacle to route around.

Load a reference when

references/archetypes.md
— mapping user data into an input shape, or deciding how much adapter code a task needs.
references/ingestion.md
— the user has a provider, a CSV, a websocket or a broker API and asks how to connect it.
references/recipes.md
— an end-to-end task: clean a feed, build bars, compute a multi-indicator report.
references/pitfalls.md
— before finalising any numeric answer. Short, and every entry is a real failure mode with a real cause.

Coverage

13 domains: Market Data Engineering (31) · Corporate Actions and Security Master Data (20) · Index and Benchmark Engineering (40) · Market Breadth and Internals (28) · Price Action and Candlesticks (38) · Technical Indicators (37) · Geometric Chart Patterns (27) · Statistical Time Series (29) · Market Microstructure (29) · Matching Engines and Venue Logic (21) · Execution and Transaction Cost Analysis (9) · Digital Assets and On-Chain Finance (10) · Earnings and Per-Share Analytics (5).

Not a backtester, an execution system, a portfolio manager, or a source of market data. It computes quantities, places no orders, and holds no state between calls.

fintech-algorithms

NPX Install

Tags

SKILL.md Content

fintech-algorithms

Non-negotiables

The library does not fetch data

Resolution order

Workflow

Quick start

The lookup script

Load a reference when

Coverage