/**
 * Risk Scoring Utility
 *
 * Multi-factor risk analysis algorithms for vault assessment.
 * Provides comprehensive risk scoring across multiple dimensions.
 */
/**
 * Risk score breakdown by category
 */
export interface RiskScoreBreakdown {
    tvlRisk: number;
    concentrationRisk: number;
    volatilityRisk: number;
    ageRisk: number;
    curatorRisk: number;
    feeRisk: number;
    liquidityRisk: number;
    aprConsistencyRisk: number;
    yieldSustainabilityRisk: number;
    settlementRisk: number;
    integrationComplexityRisk: number;
    capacityUtilizationRisk: number;
    protocolDiversificationRisk: number;
    topProtocolConcentrationRisk: number;
    overallRisk: number;
    riskLevel: 'Low' | 'Medium' | 'High' | 'Critical';
    /**
     * Indicates the quality of data used for risk analysis.
     * - 'high': All data sources available, calculations based on real data
     * - 'medium': Some data missing, using defaults for 1-2 factors
     * - 'low': Significant data gaps, multiple factors using default assumptions
     */
    dataQuality: 'high' | 'medium' | 'low';
    /**
     * Specific notes about data limitations affecting the risk analysis.
     * Empty array indicates all data was available and of good quality.
     */
    dataQualityNotes: string[];
    ageInDays?: number;
    averageSettlementDays?: number;
}
/**
 * Risk thresholds for scoring
 */
export declare const RISK_THRESHOLDS: {
    TVL_VERY_HIGH: number;
    TVL_HIGH: number;
    TVL_MEDIUM: number;
    TVL_LOW: number;
    CONCENTRATION_LOW: number;
    CONCENTRATION_MEDIUM: number;
    CONCENTRATION_HIGH: number;
    VOLATILITY_LOW: number;
    VOLATILITY_MEDIUM: number;
    VOLATILITY_HIGH: number;
    AGE_MATURE: number;
    AGE_ESTABLISHED: number;
    AGE_NEW: number;
    OVERALL_LOW: number;
    OVERALL_MEDIUM: number;
    OVERALL_HIGH: number;
};
/**
 * Calculate TVL-based risk score
 * Higher TVL = lower risk (more liquidity and market validation)
 *
 * @param tvl - Total value locked in USD
 * @returns Risk score 0-1 (0 = lowest risk, 1 = highest risk)
 */
export declare function calculateTVLRisk(tvl: number): number;
/**
 * Calculate concentration risk score
 * Measures vault's share of total protocol TVL
 *
 * @param vaultTVL - Vault's TVL in USD
 * @param totalProtocolTVL - Total protocol TVL in USD
 * @returns Risk score 0-1 (0 = lowest risk, 1 = highest risk)
 */
export declare function calculateConcentrationRisk(vaultTVL: number, totalProtocolTVL: number): number;
/**
 * Calculate volatility risk score
 * Based on price volatility over time
 *
 * @param pricePoints - Array of price per share values over time
 * @returns Risk score 0-1 (0 = lowest risk, 1 = highest risk)
 */
export declare function calculateVolatilityRisk(pricePoints: number[]): number;
/**
 * Calculate age-based risk score
 * Newer vaults are riskier (less battle-tested)
 *
 * @param ageInDays - Vault age in days
 * @returns Risk score 0-1 (0 = lowest risk, 1 = highest risk)
 */
export declare function calculateAgeRisk(ageInDays: number): number;
/**
 * Calculate curator reputation risk score
 * Based on curator's track record, professional signals, and vault management
 *
 * @param curatorVaultCount - Number of vaults managed by curator
 * @param curatorSuccessRate - Success rate (0-1) of curator's vaults
 * @param professionalSignals - Professional indicators: website, description, multiple curators
 * @returns Risk score 0-1 (0 = lowest risk, 1 = highest risk)
 */
export declare function calculateCuratorRisk(curatorVaultCount: number, curatorSuccessRate?: number, professionalSignals?: {
    hasWebsite: boolean;
    hasDescription: boolean;
    multipleCurators: boolean;
    curatorCount: number;
}): number;
/**
 * Calculate fee risk score
 * Based on management fees and performance fee impact
 *
 * @param managementFee - Annual management fee percentage (e.g., 2 for 2%)
 * @param performanceFee - Performance fee percentage (e.g., 20 for 20%)
 * @param performanceFeeActive - Whether performance fee is currently active (above HWM)
 * @returns Risk score 0-1 (0 = lowest risk, 1 = highest risk)
 */
export declare function calculateFeeRisk(managementFee: number, performanceFee: number, performanceFeeActive: boolean): number;
/**
 * Calculate liquidity risk score
 * Based on safe assets vs pending redemptions coverage
 *
 * @param safeAssets - Assets available for immediate redemptions (USD)
 * @param pendingRedemptions - Outstanding redemption requests (USD)
 * @returns Risk score 0-1 (0 = lowest risk, 1 = highest risk)
 */
export declare function calculateLiquidityRisk(safeAssets: number, pendingRedemptions: number): number;
/**
 * Calculate APR consistency risk score
 * Analyzes volatility of returns across different time periods
 *
 * @param aprData - APR values across different time periods
 * @returns Risk score 0-1 (0 = lowest risk, 1 = highest risk)
 */
export declare function calculateAPRConsistencyRisk(aprData: {
    weeklyApr?: number;
    monthlyApr?: number;
    yearlyApr?: number;
    inceptionApr?: number;
}): number;
/**
 * Calculate yield sustainability risk score
 * Assesses composition of APR sources (native vs temporary incentives)
 *
 * @param yieldComposition - Breakdown of yield sources
 * @returns Risk score 0-1 (0 = lowest risk, 1 = highest risk)
 */
export declare function calculateYieldSustainabilityRisk(yieldComposition: {
    totalApr: number;
    nativeYieldsApr: number;
    airdropsApr: number;
    incentivesApr: number;
}): number;
/**
 * Calculate settlement time risk score
 * Quantifies redemption delay and operational efficiency
 *
 * @param settlementData - Settlement time and pending operations data
 * @returns Risk score 0-1 (0 = lowest risk, 1 = highest risk)
 */
export declare function calculateSettlementRisk(settlementData: {
    averageSettlementDays: number;
    pendingOperationsRatio: number;
}): number;
/**
 * Calculate integration complexity risk score
 * Assesses smart contract attack surface based on number of integrations
 *
 * @param integrationCount - Number of DeFi protocol integrations
 * @returns Risk score 0-1 (0 = lowest risk, 1 = highest risk)
 */
export declare function calculateIntegrationComplexityRisk(integrationCount: number): number;
/**
 * Calculate protocol diversification risk based on HHI (Herfindahl-Hirschman Index)
 *
 * HHI measures concentration: sum of squared market shares
 * - HHI < 0.15: Well diversified across protocols
 * - HHI 0.15-0.25: Moderate concentration
 * - HHI 0.25-0.50: High concentration
 * - HHI > 0.50: Very high concentration (single protocol dominance)
 *
 * @param compositions - Array of protocol compositions with repartition (0-100%)
 * @returns Risk score 0-1 (lower = better diversification)
 */
export declare function calculateProtocolDiversificationRisk(compositions: Array<{
    repartition: number;
}> | null | undefined): number;
/**
 * Calculate top protocol concentration risk
 *
 * Evaluates the risk of having too much exposure to a single protocol.
 * Complements HHI by specifically flagging dominant protocol exposure.
 *
 * @param topProtocolPercent - Percentage allocation to top protocol (0-100 or null)
 * @returns Risk score 0-1 (lower = healthier distribution)
 */
export declare function calculateTopProtocolConcentrationRisk(topProtocolPercent: number | null | undefined): number;
/**
 * Calculate capacity utilization risk score
 * Assesses deposit headroom and demand signals
 *
 * @param utilizationData - Capacity and utilization data
 * @returns Risk score 0-1 (0 = lowest risk, 1 = highest risk)
 */
export declare function calculateCapacityUtilizationRisk(utilizationData: {
    totalAssets: number;
    maxCapacity: number | null;
}): number;
/**
 * Risk factor weights for calculating overall risk score.
 *
 * Weights are derived from DeFi risk research and empirical analysis:
 *
 * **Market & Liquidity (24%)**
 * - TVL (8%): Liquidity depth and market validation signal
 * - Concentration (8%): Protocol-wide exposure and systemic risk
 * - Liquidity (8%): Redemption coverage and operational liquidity
 *
 * **Performance & Stability (27%)**
 * - Volatility (14%): Primary indicator of price instability and risk
 * - APR Consistency (13%): Yield reliability signals strategy health
 *
 * **Operational (21%)**
 * - Age (8%): Operational track record and battle-testing
 * - Curator (8%): Management quality and experience
 * - Settlement (5%): Operational efficiency and delay risk
 *
 * **Fee Structure (8%)**
 * - Fee (8%): Cost drag on returns and alignment of interests
 *
 * **Strategy Composition (20%)**
 * - Yield Sustainability (5%): Native vs incentive-based yield mix
 * - Integration Complexity (5%): Smart contract attack surface
 * - Capacity Utilization (5%): Demand signals and deposit headroom
 * - Protocol Diversification (5%): HHI-based protocol concentration
 * - Top Protocol Concentration (5%): Single protocol exposure risk
 *
 * Total: 100% (weights sum to 1.0)
 */
export declare const RISK_WEIGHTS: {
    readonly tvl: 0.08;
    readonly concentration: 0.08;
    readonly volatility: 0.14;
    readonly age: 0.08;
    readonly curator: 0.08;
    readonly fee: 0.08;
    readonly liquidity: 0.08;
    readonly aprConsistency: 0.13;
    readonly yieldSustainability: 0.05;
    readonly settlement: 0.05;
    readonly integrationComplexity: 0.05;
    readonly capacityUtilization: 0.05;
    readonly protocolDiversification: 0.05;
    readonly topProtocolConcentration: 0.05;
};
/**
 * Calculate overall risk score with weighted factors
 *
 * @param breakdown - Individual risk factor scores (excluding overall and data quality fields)
 * @returns Overall risk score 0-1 and risk level
 */
export declare function calculateOverallRisk(breakdown: Omit<RiskScoreBreakdown, 'overallRisk' | 'riskLevel' | 'dataQuality' | 'dataQualityNotes' | 'ageInDays' | 'averageSettlementDays'>): {
    overallRisk: number;
    riskLevel: 'Low' | 'Medium' | 'High' | 'Critical';
};
/**
 * Generate comprehensive risk analysis
 *
 * @param params - Risk analysis parameters
 * @returns Complete risk score breakdown
 */
export declare function analyzeRisk(params: {
    tvl: number;
    totalProtocolTVL: number;
    priceHistory: number[];
    ageInDays: number;
    curatorVaultCount: number;
    curatorSuccessRate?: number;
    curatorProfessionalSignals?: {
        hasWebsite: boolean;
        hasDescription: boolean;
        multipleCurators: boolean;
        curatorCount: number;
    };
    managementFee: number;
    performanceFee: number;
    performanceFeeActive: boolean;
    safeAssets: number;
    pendingRedemptions: number;
    aprData?: {
        weeklyApr?: number;
        monthlyApr?: number;
        yearlyApr?: number;
        inceptionApr?: number;
    };
    yieldComposition?: {
        totalApr: number;
        nativeYieldsApr: number;
        airdropsApr: number;
        incentivesApr: number;
    };
    settlementData?: {
        averageSettlementDays: number;
        pendingOperationsRatio: number;
    };
    integrationCount?: number;
    capacityData?: {
        totalAssets: number;
        maxCapacity: number | null;
    };
    compositionData?: {
        compositions?: Array<{
            repartition: number;
        }>;
        topProtocolPercent?: number | null;
    };
}): RiskScoreBreakdown;
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