@railpath/finance-toolkit
Version:
Production-ready finance library for portfolio construction, risk analytics, quantitative metrics, and ML-based regime detection
35 lines (34 loc) • 971 B
JavaScript
;
Object.defineProperty(exports, "__esModule", { value: true });
exports.WilliamsRResultSchema = void 0;
const zod_1 = require("zod");
/**
* Schema for Williams %R calculation result
*/
exports.WilliamsRResultSchema = zod_1.z.object({
/**
* Array of Williams %R values (-100 to 0)
*/
williamsR: zod_1.z.array(zod_1.z.number().min(-100).max(0)),
/**
* Array of highest high values in the period
*/
highestHigh: zod_1.z.array(zod_1.z.number()),
/**
* Array of lowest low values in the period
*/
lowestLow: zod_1.z.array(zod_1.z.number()),
/**
* The period used for calculation
*/
period: zod_1.z.number(),
/**
* Number of Williams %R values calculated
*/
count: zod_1.z.number(),
/**
* Indices where Williams %R values correspond to original prices
* williamsR[i] corresponds to prices[indices[i]]
*/
indices: zod_1.z.array(zod_1.z.number())
});