@railpath/finance-toolkit/dist/schemas/AlphaOptionsSchema.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.AlphaOptionsSchema = void 0;
const zod_1 = require("zod");
exports.AlphaOptionsSchema = zod_1.z.object({
    assetReturns: zod_1.z.array(zod_1.z.number()).min(2, 'Need at least 2 asset returns'),
    benchmarkReturns: zod_1.z
        .array(zod_1.z.number())
        .min(2, 'Need at least 2 benchmark returns'),
    riskFreeRate: zod_1.z.number().default(0), // Annualized risk-free rate
    annualizationFactor: zod_1.z.number().default(252), // Trading days per year
});