/** * Yield Prediction Utility * * Trend analysis and forecasting algorithms for vault yield prediction. * Provides APR projections based on historical performance data. */ /** * Yield prediction result */ export interface YieldPrediction { currentAPR: number; predictedAPR: number; feeAdjustedAPR?: number; confidence: number; trend: 'increasing' | 'decreasing' | 'stable'; projectedReturns: { timeframe: '7d' | '30d' | '90d' | '1y'; expectedReturn: number; minReturn: number; maxReturn: number; }[]; feeAdjustedReturns?: { timeframe: '7d' | '30d' | '90d' | '1y'; expectedReturn: number; minReturn: number; maxReturn: number; }[]; feeImpact?: { managementFee: number; performanceFee: number; totalAnnualFeeDrag: number; performanceFeeActive: boolean; }; insights: string[]; } /** * Historical data point for yield analysis */ export interface YieldDataPoint { timestamp: number; apr: number; tvl: number; } /** * Predict future yield based on historical data * * Uses multiple forecasting techniques: * 1. Linear regression for trend analysis * 2. Exponential moving average for short-term prediction * 3. Volatility analysis for confidence intervals * 4. Fee-adjusted predictions (optional) - net returns after management and performance fees * * @param historicalData - Historical APR and TVL data points * @param feeParams - Optional fee parameters for calculating net returns * @returns Yield prediction with confidence intervals and insights */ export declare function predictYield(historicalData: YieldDataPoint[], feeParams?: { managementFee: number; performanceFee: number; performanceFeeActive: boolean; /** * Actual profit margin calculated from historical period summaries. * Used to calculate accurate performance fee impact. * If not provided and performanceFeeActive is true, fee-adjusted predictions * will be omitted entirely (no placeholder assumptions). */ actualProfitMargin?: number; }, dataQualityFlags?: { droppedShortPeriods: number; clampedPeriods: number; }): YieldPrediction; /** * Calculate compound APR from multiple yield sources * * @param yields - Array of APR values from different sources * @returns Compound APR */ export declare function calculateCompoundAPR(yields: number[]): number; //# sourceMappingURL=yield-prediction.d.ts.map