/** * Feature Extraction for Regime Detection * * Extracts features from price data for HMM training */ export type FeatureConfig = 'default' | string[] | number[][]; export interface FeatureExtractionOptions { features: FeatureConfig; window: number; } /** * Extract features from price data * * @param prices - Array of prices * @param options - Feature extraction options * @returns T x D matrix of standardized features * * @example * ```typescript * // Default: returns + volatility * const features = extractFeatures(prices, { features: 'default', window: 20 }); * * // Advanced: custom feature set * const features = extractFeatures(prices, { * features: ['returns', 'volatility', 'rsi'], * window: 20 * }); * * // Custom: provide your own features * const features = extractFeatures(prices, { * features: myCustomFeatureMatrix, * window: 20 * }); * ``` */ export declare function extractFeatures(prices: number[], options: FeatureExtractionOptions): number[][];