import type { array, matrix } from "../types";
/**
 * Computes the Sharpe Ratio.
 *
 * Calculates the Sharpe Ratio for an asset or portfolio given its returns and a risk-free rate.
 * The risk-free rate should be adjusted to match the timeframe of the returns.
 *
 * The Sharpe Ratio formula:
 * **SR = (Mean Return - Risk-Free Rate) / Standard Deviation**
 *
 * @param x Asset/portfolio returns
 * @param frisk Annual risk-free rate (adjusted for the timeframe) (defaults to 0)
 * @param dim Dimension to operate on (0: row-wise, 1: column-wise) (defaults to 0)
 * @returns The computed Sharpe Ratio
 * @throws If the input is invalid
 *
 * @example Sharpe Ratio for a single asset
 * ```ts
 * import { assertEquals } from "jsr:@std/assert";
 *
 * const x = [0.003, 0.026, 0.015, -0.009, 0.014, 0.024, 0.015, 0.066, -0.014, 0.039];
 * assertEquals(sharpe(x, 0.02 / 12), 0.6987943426529188);
 *
 * ```
 *
 * @example Sharpe Ratio with zero risk-free rate
 * ```ts
 * import { assertEquals } from "jsr:@std/assert";
 *
 * const x = [0.003, 0.026, 0.015, -0.009, 0.014, 0.024, 0.015, 0.066, -0.014, 0.039];
 *
 * assertEquals(sharpe(x), 0.7705391416932597);
 *
 * ```
 *
 * @example Sharpe Ratio for different asset
 * ```ts
 * import { assertEquals } from "jsr:@std/assert";
 *
 * const y = [-0.005, 0.081, 0.04, -0.037, -0.061, 0.058, -0.049, -0.021, 0.062, 0.058];
 * assertEquals(sharpe(y), 0.23858007842472628);
 * ```
 */
export default function sharpe(x: array, frisk?: number, dim?: 0 | 1): number;
/**
 * Computes the Sharpe Ratio.
 *
 * Calculates the Sharpe Ratio for an asset or portfolio given its returns and a risk-free rate.
 * The risk-free rate should be adjusted to match the timeframe of the returns.
 *
 * The Sharpe Ratio formula:
 * **SR = (Mean Return - Risk-Free Rate) / Standard Deviation**
 *
 * @param x Asset/portfolio returns
 * @param frisk Annual risk-free rate (adjusted for the timeframe) (defaults to 0)
 * @param dim Dimension to operate on (0: row-wise, 1: column-wise) (defaults to 0)
 * @returns The computed Sharpe Ratio
 * @throws If the input is invalid
 *
 * @example Sharpe Ratio for a single asset
 * ```ts
 * import { assertEquals } from "jsr:@std/assert";
 *
 * const x = [0.003, 0.026, 0.015, -0.009, 0.014, 0.024, 0.015, 0.066, -0.014, 0.039];
 * assertEquals(sharpe(x, 0.02 / 12), 0.6987943426529188);
 *
 * ```
 *
 * @example Sharpe Ratio with zero risk-free rate
 * ```ts
 * import { assertEquals } from "jsr:@std/assert";
 *
 * const x = [0.003, 0.026, 0.015, -0.009, 0.014, 0.024, 0.015, 0.066, -0.014, 0.039];
 *
 * assertEquals(sharpe(x), 0.7705391416932597);
 *
 * ```
 *
 * @example Sharpe Ratio for different asset
 * ```ts
 * import { assertEquals } from "jsr:@std/assert";
 *
 * const y = [-0.005, 0.081, 0.04, -0.037, -0.061, 0.058, -0.049, -0.021, 0.062, 0.058];
 * assertEquals(sharpe(y), 0.23858007842472628);
 * ```
 */
export default function sharpe(x: matrix, frisk?: number, dim?: 0 | 1): array | matrix;
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