@railpath/finance-toolkit/dist/ml/schemas/RegimeDetectionOptionsSchema.js

Production-ready finance library for portfolio construction, risk analytics, quantitative metrics, and ML-based regime detection

"use strict";
Object.defineProperty(exports, "__esModule", { value: true });
exports.RegimeDetectionOptionsSchema = void 0;
const zod_1 = require("zod");
/**
 * Zod schema for regime detection options
 */
exports.RegimeDetectionOptionsSchema = zod_1.z.object({
    numStates: zod_1.z.number().int().positive().default(3),
    features: zod_1.z.union([
        zod_1.z.literal('default'),
        zod_1.z.array(zod_1.z.enum(['returns', 'volatility', 'rsi', 'macd', 'ema'])),
        zod_1.z.array(zod_1.z.array(zod_1.z.number())),
    ]).default('default'),
    featureWindow: zod_1.z.number().int().positive().default(20),
    maxIterations: zod_1.z.number().int().positive().default(100),
    convergenceTolerance: zod_1.z.number().positive().default(1e-6),
    stateLabels: zod_1.z.array(zod_1.z.string()).optional(),
}).refine((data) => {
    // If stateLabels provided, length must match numStates
    if (data.stateLabels && data.stateLabels.length !== data.numStates) {
        return false;
    }
    return true;
}, {
    message: 'stateLabels length must match numStates',
});