/**
 * Drawdown Analysis Utility
 *
 * Provides drawdown analysis for DeFi vault price history using a
 * running-maximum algorithm. Calculates maximum drawdown, duration,
 * recovery time, and current drawdown from all-time high.
 */
/**
 * A single price observation in a vault's history
 */
export interface PricePoint {
    /** Unix timestamp in seconds */
    timestamp: number;
    /** Price per share or NAV value */
    value: number;
}
/**
 * Complete drawdown analysis result for a vault's price history
 */
export interface DrawdownAnalysis {
    /** Maximum drawdown as a percentage (0-100) */
    maxDrawdown: number;
    /** Duration from peak to trough in days */
    maxDrawdownDuration: number;
    /** Days from trough back to a new high, or null if not yet recovered */
    recoveryTime: number | null;
    /** Current drawdown from the all-time high as a percentage (0-100) */
    currentDrawdown: number;
    /** Highest observed value */
    peakValue: number;
    /** Lowest value during the max drawdown period */
    troughValue: number;
    /** Timestamp of the peak preceding the max drawdown */
    peakTimestamp: number;
    /** Timestamp of the trough during the max drawdown */
    troughTimestamp: number;
}
/**
 * Analyze drawdown characteristics from a vault's price history.
 *
 * Uses a running-maximum algorithm to efficiently compute:
 * - Maximum drawdown (peak-to-trough decline as a percentage)
 * - Drawdown duration (time from peak to trough)
 * - Recovery time (time from trough back to a new high)
 * - Current drawdown from the all-time high
 *
 * @param priceHistory - Array of timestamp/value pairs (need not be sorted)
 * @returns Complete drawdown analysis, or zero-valued result if fewer than 2 data points
 *
 * @example
 * ```typescript
 * const analysis = analyzeDrawdown([
 *   { timestamp: 1700000000, value: 1.00 },
 *   { timestamp: 1700086400, value: 1.05 },
 *   { timestamp: 1700172800, value: 0.95 },
 *   { timestamp: 1700259200, value: 1.10 },
 * ]);
 * // analysis.maxDrawdown ~= 9.52 (from 1.05 down to 0.95)
 * ```
 */
export declare function analyzeDrawdown(priceHistory: PricePoint[]): DrawdownAnalysis;
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