@railpath/finance-toolkit/dist/schemas/ATRResultSchema.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.ATRResultSchema = void 0;
const zod_1 = require("zod");
/**
 * Schema for Average True Range (ATR) calculation result
 */
exports.ATRResultSchema = zod_1.z.object({
    /**
     * Array of True Range values
     * Length: min(high.length, low.length, close.length)
     */
    trueRange: zod_1.z.array(zod_1.z.number().min(0)),
    /**
     * Array of ATR values
     * Length: min(high.length, low.length, close.length)
     */
    atr: zod_1.z.array(zod_1.z.number().min(0)),
    /**
     * The period used for calculation
     */
    period: zod_1.z.number(),
    /**
     * Number of ATR values calculated
     */
    count: zod_1.z.number(),
    /**
     * Indices where ATR values correspond to original prices
     * atr[i] corresponds to prices[indices[i]]
     */
    indices: zod_1.z.array(zod_1.z.number())
});