@railpath/finance-toolkit/dist/schemas/CalmarRatioOptionsSchema.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.CalmarRatioOptionsSchema = void 0;
const zod_1 = require("zod");
exports.CalmarRatioOptionsSchema = zod_1.z.object({
    prices: zod_1.z.array(zod_1.z.number()).min(2, 'Need at least 2 prices'),
    returns: zod_1.z.array(zod_1.z.number()).min(2, 'Need at least 2 returns'),
    annualizationFactor: zod_1.z.number().default(252), // Trading days per year
    lookbackPeriod: zod_1.z.number().default(36).optional(), // Months (standard: 36)
});