@railpath/finance-toolkit/dist/schemas/PortfolioRebalancingResultSchema.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.PortfolioRebalancingResultSchema = void 0;
const zod_1 = require("zod");
exports.PortfolioRebalancingResultSchema = zod_1.z.object({
    /**
     * New portfolio weights after rebalancing
     */
    newWeights: zod_1.z.array(zod_1.z.number()),
    /**
     * Trade amounts for each asset (positive = buy, negative = sell)
     */
    tradeAmounts: zod_1.z.array(zod_1.z.number()),
    /**
     * Trade amounts as percentage of portfolio value
     */
    tradePercentages: zod_1.z.array(zod_1.z.number()),
    /**
     * Total absolute trade amount
     */
    totalTradeAmount: zod_1.z.number(),
    /**
     * Total transaction costs
     */
    totalTransactionCosts: zod_1.z.number(),
    /**
     * Portfolio value after transaction costs
     */
    portfolioValueAfterCosts: zod_1.z.number(),
    /**
     * Number of assets that need rebalancing
     */
    assetsToRebalance: zod_1.z.number(),
    /**
     * Rebalancing method used
     */
    method: zod_1.z.enum(['proportional', 'fixed']),
    /**
     * Whether rebalancing was actually needed
     */
    rebalancingNeeded: zod_1.z.boolean(),
    /**
     * Portfolio turnover (sum of absolute trades / 2)
     */
    turnover: zod_1.z.number(),
});