@railpath/finance-toolkit/dist/schemas/BollingerBandsResultSchema.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.BollingerBandsResultSchema = void 0;
const zod_1 = require("zod");
/**
 * Schema for Bollinger Bands calculation result
 */
exports.BollingerBandsResultSchema = zod_1.z.object({
    /**
     * Array of upper band values
     * Length: prices.length - period + 1
     */
    upperBand: zod_1.z.array(zod_1.z.number()),
    /**
     * Array of middle band values (SMA)
     * Length: prices.length - period + 1
     */
    middleBand: zod_1.z.array(zod_1.z.number()),
    /**
     * Array of lower band values
     * Length: prices.length - period + 1
     */
    lowerBand: zod_1.z.array(zod_1.z.number()),
    /**
     * Array of bandwidth values (upper - lower)
     * Length: prices.length - period + 1
     */
    bandwidth: zod_1.z.array(zod_1.z.number()),
    /**
     * Array of %B values (position of price relative to bands)
     * Length: prices.length - period + 1
     * %B = (Price - Lower Band) / (Upper Band - Lower Band)
     */
    percentB: zod_1.z.array(zod_1.z.number()),
    /**
     * The period used for calculation
     */
    period: zod_1.z.number(),
    /**
     * Standard deviation multiplier used
     */
    stdDevMultiplier: zod_1.z.number(),
    /**
     * Number of band values calculated
     */
    count: zod_1.z.number(),
    /**
     * Indices where band values correspond to original prices
     * bands[i] corresponds to prices[indices[i]]
     */
    indices: zod_1.z.array(zod_1.z.number())
});