@railpath/finance-toolkit/dist/schemas/MACDResultSchema.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.MACDResultSchema = void 0;
const zod_1 = require("zod");
/**
 * Schema for MACD (Moving Average Convergence Divergence) calculation result
 */
exports.MACDResultSchema = zod_1.z.object({
    /**
     * Array of MACD line values (fast EMA - slow EMA)
     */
    macdLine: zod_1.z.array(zod_1.z.number()),
    /**
     * Array of signal line values (EMA of MACD line)
     */
    signalLine: zod_1.z.array(zod_1.z.number()),
    /**
     * Array of histogram values (MACD line - signal line)
     */
    histogram: zod_1.z.array(zod_1.z.number()),
    /**
     * Fast EMA period used
     */
    fastPeriod: zod_1.z.number(),
    /**
     * Slow EMA period used
     */
    slowPeriod: zod_1.z.number(),
    /**
     * Signal EMA period used
     */
    signalPeriod: zod_1.z.number(),
    /**
     * Number of MACD values calculated
     */
    count: zod_1.z.number(),
    /**
     * Indices where MACD values correspond to original prices
     * macdLine[i] corresponds to prices[indices[i]]
     */
    indices: zod_1.z.array(zod_1.z.number())
});