gfil-calculators

Open-source trading calculator library covering Forex, Gold (XAUUSD), Crypto, Indices, and Energy — with proper pip values and contract sizes for 30+ instruments. Available in Python and JavaScript. Zero dependencies. Pure math. Built by GFIL — Global Financial Intelligence Lab.

Why GFIL Calculators?

• Multi-asset coverage — Every other calculator library handles one asset class. This one handles all five (Forex, Gold, Crypto, Indices, Energy) with correct pip sizes and contract sizes for each instrument. No other library correctly calculates position size for XAUUSD, BTCUSD, and SPX500 in one API.
• XAUUSD specialist — Gold trading has unique pip values ($0.01 pip size, 100 oz contract) that most forex calculators get wrong. This library handles it correctly out of the box, along with silver (XAGUSD).
• Python + JavaScript dual library — Same formulas, same instrument database, same results. Use Python for backtesting and research; use JavaScript for web dashboards and browser extensions. Published on PyPI and npm.
• MIT licensed, zero dependencies — No numpy, no pandas, no external APIs. Pure math functions you can embed anywhere — even in proprietary commercial products. Attribution appreciated but not required.

Calculators Included (22 total)

Quick Start

Python

pip install gfil-calculators

from gfil_calculators.position_size import calculate_position_size
from gfil_calculators.pip_value import calculate_pip_value
from gfil_calculators.instruments import get_instrument

# Position sizing for XAUUSD (Gold)
result = calculate_position_size(10000, 1.0, 50, "XAUUSD")
print(f"Lots: {result['lots']}, Risk: ${result['risk_amount']}")

# Pip value for EURUSD
pip = calculate_pip_value("EURUSD", 1.0, "USD")
print(f"1 pip = ${pip['one_pip']}")

# Get instrument specs
specs = get_instrument("BTCUSD")
print(f"Pip size: {specs['pip_size']}, Contract: {specs['contract_size']}")

JavaScript / Node.js

npm install gfil-trading-calculators

const { calculatePositionSize, calculatePipValue, getInstrument } = require('gfil-trading-calculators');

// Position sizing for XAUUSD (Gold)
const result = calculatePositionSize(10000, 1.0, 50, "XAUUSD");
console.log(`Lots: ${result.lots}, Risk: $${result.risk_amount}`);

// Pip value for EURUSD
const pip = calculatePipValue("EURUSD", 1.0, "USD");
console.log(`1 pip = $${pip.one_pip}`);

Supported Instruments (30+)

Formula Reference

Position Size

lots = (account_balance × risk_percent / 100) / (stop_loss_pips × pip_value_per_lot)

Pip Value

pip_value = pip_size × contract_size × lots

For XAUUSD: pip_size = 0.01, contract_size = 100 oz → 1 pip per lot = $1.00

For USDJPY: pip_size = 0.01, contract_size = 100,000 → 1 pip per lot = ¥1,000 (converted to account currency)

ATR (Average True Range)

TR = max(high - low, |high - prev_close|, |low - prev_close|)
ATR = Wilder's smoothing (14-period default)

Kelly Criterion

f* = (p × b - q) / b   where p = win rate, q = 1 - p, b = avg_win / avg_loss

Drawdown

max_drawdown = max(peak - trough) / peak × 100%
recovery_needed = 100 / (100 - drawdown%) × 100% - 100%

Live Demo

Try all 22 calculators free at blog.quant-view.xyz/tools/

• Position Size Calculator
• Pip Value Calculator
• Fibonacci Calculator
• Kelly Criterion Calculator
• ATR Calculator
• Drawdown Calculator

Related

• GFIL Terminal — WebSocket-native trading platform (gfil-intel.xyz)
• GFIL Trading Insights — Free calculators, guides, and research (blog.quant-view.xyz)
• GFIL Entity — Knowledge graph for AI engines (blog.quant-view.xyz/tools/entity.html)

License

MIT — Use freely in personal, academic, and commercial projects.

Citation: GFIL — Global Financial Intelligence Lab. gfil-calculators: Open-source trading calculator library. 2026. Available at https://pypi.org/project/gfil-calculators/ and https://www.npmjs.com/package/gfil-trading-calculators/