/**
 * Trading Utilities for autonoma Agent Core
 *
 * Common utility functions for trading calculations and operations.
 */
import { Order, Position, Portfolio, OrderSide, YieldOpportunity, TimeFrame, PriceRange, OHLCV } from './types.js';
/**
 * Calculate percentage change between two prices
 */
export declare function calculatePriceChange(oldPrice: number, newPrice: number): number;
/**
 * Calculate simple moving average
 */
export declare function calculateSMA(prices: number[], period: number): number;
/**
 * Calculate exponential moving average
 */
export declare function calculateEMA(prices: number[], period: number): number;
/**
 * Calculate volatility (standard deviation) of price returns
 */
export declare function calculateVolatility(prices: number[]): number;
/**
 * Calculate support and resistance levels
 */
export declare function findSupportResistance(ohlcv: OHLCV[], lookback?: number): {
    support: number;
    resistance: number;
};
/**
 * Calculate portfolio total value
 */
export declare function calculatePortfolioValue(portfolio: Portfolio): number;
/**
 * Calculate position size as percentage of portfolio
 */
export declare function calculatePositionWeight(position: Position, portfolioValue: number): number;
/**
 * Calculate unrealized P&L for a position
 */
export declare function calculateUnrealizedPnL(position: Position, currentPrice: number): number;
/**
 * Calculate Sharpe ratio
 */
export declare function calculateSharpeRatio(returns: number[], riskFreeRate?: number): number;
/**
 * Calculate maximum drawdown
 */
export declare function calculateMaxDrawdown(portfolioValues: number[]): number;
/**
 * Calculate Value at Risk (VaR) using historical simulation
 */
export declare function calculateVaR(returns: number[], confidence?: number): number;
/**
 * Calculate order fill ratio
 */
export declare function calculateFillRatio(order: Order): number;
/**
 * Calculate slippage
 */
export declare function calculateSlippage(expectedPrice: number, executedPrice: number, side: OrderSide): number;
/**
 * Calculate optimal order size based on market impact
 */
export declare function calculateOptimalOrderSize(availableLiquidity: number, targetSize: number, maxMarketImpact?: number): number;
/**
 * Calculate APY from APR
 */
export declare function aprToApy(apr: number, compoundingPeriods?: number): number;
/**
 * Calculate yield farming returns
 */
export declare function calculateYieldFarmingReturns(principal: number, apy: number, days: number, compounding?: boolean): {
    totalReturn: number;
    profit: number;
};
/**
 * Calculate impermanent loss for liquidity provision
 */
export declare function calculateImpermanentLoss(initialPrice1: number, initialPrice2: number, currentPrice1: number, currentPrice2: number): number;
/**
 * Compare yield opportunities
 */
export declare function rankYieldOpportunities(opportunities: YieldOpportunity[]): YieldOpportunity[];
/**
 * Convert timeframe to milliseconds
 */
export declare function timeFrameToMs(timeFrame: TimeFrame): number;
/**
 * Format currency with appropriate decimal places
 */
export declare function formatCurrency(amount: number, decimals?: number): string;
/**
 * Format percentage with sign
 */
export declare function formatPercentage(value: number, decimals?: number): string;
/**
 * Check if price is within range
 */
export declare function isPriceInRange(price: number, range: PriceRange): boolean;
/**
 * Calculate distance from price to range bounds
 */
export declare function distanceToRange(price: number, range: PriceRange): {
    toMin: number;
    toMax: number;
};
/**
 * Generate trading session ID
 */
export declare function generateSessionId(): string;
/**
 * Validate trading symbol format
 */
export declare function isValidSymbol(symbol: string): boolean;
/**
 * Normalize symbol format
 */
export declare function normalizeSymbol(symbol: string): string;
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