action portfoliooptimizer_post_portfolio_analysis_sharpe_ratio_confidence_interval {
  label: "Sharpe Ratio Confidence Interval"
  description: "Build a confidence interval for the Sharpe ratio of one or several portfolio(s).\n\nReferences\n* [Opdyke, J.D., Comparing Sharpe ratios: So where are the p-values?. J Asset Manag 8, 308–336 (2007)](https://link.springer.com/article/10.1057/palgrave.jam.2250084)\n"
  provider: portfoliooptimizer
  method: POST
  path: "/portfolio/analysis/sharpe-ratio/confidence-interval"
  encoding: json
  input: {
    type: "object"
    required: ["portfolios", "riskFreeRate"]
    properties: {
      confidenceIntervalType: {
        type: "string"
        description: "The type of confidence interval to build"
        enum: ["twoSided", "lowerOneSided", "upperOneSided"]
      }
      confidenceLevel: {
        type: "number"
        description: "The confidence level of the confidence interval to build, in percentage"
      }
      portfolios: {
        type: "array"
        items: {
          type: "object"
          required: ["portfolioValues"]
          properties: {
            portfolioValues: {
              type: "array"
              description: "portfolioValues[t] is the value of the portfolio at the time t"
              items: {
                type: "number"
              }
            }
          }
        }
      }
      riskFreeRate: {
        type: "number"
        description: "The risk free rate"
      }
    }
  }
  output: {
    type: "object"
    required: ["portfolios"]
    properties: {
      portfolios: {
        type: "array"
        items: {
          type: "object"
          required: ["portfolioSharpeRatioConfidenceInterval"]
          properties: {
            portfolioSharpeRatioConfidenceInterval: {
              type: "array"
              description: "portfolioSharpeRatioConfidenceInterval[0] (resp. portfolioSharpeRatioConfidenceInterval[1]) is the lower (resp. upper) bound of the built confidence interval, possibly equal to null in case of a negative infinite (resp. positive infinite) bound"
              items: {
                type: "number"
              }
            }
          }
        }
      }
    }
  }
}