@railpath/finance-toolkit
Version:
Production-ready finance library for portfolio construction, risk analytics, quantitative metrics, and ML-based regime detection
28 lines (27 loc) • 771 B
JavaScript
;
Object.defineProperty(exports, "__esModule", { value: true });
exports.SMAResultSchema = void 0;
const zod_1 = require("zod");
/**
* Schema for Simple Moving Average (SMA) calculation result
*/
exports.SMAResultSchema = zod_1.z.object({
/**
* Array of SMA values (length: prices.length - period + 1)
* First SMA value starts at index (period - 1)
*/
sma: zod_1.z.array(zod_1.z.number()),
/**
* The period used for calculation
*/
period: zod_1.z.number(),
/**
* Number of SMA values calculated
*/
count: zod_1.z.number(),
/**
* Indices where SMA values correspond to original prices
* sma[i] corresponds to prices[indices[i]]
*/
indices: zod_1.z.array(zod_1.z.number())
});