@railpath/finance-toolkit/dist/schemas/ReturnCalculationOptionsSchema.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.ReturnCalculationOptionsSchema = void 0;
const zod_1 = require("zod");
exports.ReturnCalculationOptionsSchema = zod_1.z.object({
    /**
     * Array of asset prices
     */
    prices: zod_1.z.array(zod_1.z.number().positive()).min(2),
    /**
     * Return calculation method
     * - 'simple': (P_t - P_{t-1}) / P_{t-1}
     * - 'log': ln(P_t / P_{t-1})
     */
    method: zod_1.z.enum(['simple', 'log']).default('simple'),
    /**
     * Annualization factor (e.g., 252 for daily, 12 for monthly, 1 for annual)
     */
    annualizationFactor: zod_1.z.number().positive().default(252),
    /**
     * Whether to annualize the returns
     */
    annualize: zod_1.z.boolean().default(false),
});