/** * Regime Detection using Hidden Markov Models * * High-Level API for detecting market regimes from price data */ import { RegimeDetectionOptions } from '../schemas/RegimeDetectionOptionsSchema'; import { RegimeDetectionResult } from '../schemas/RegimeDetectionResultSchema'; /** * Detect market regimes from price data * * Uses Hidden Markov Models to identify different market regimes * (bullish, bearish, neutral by default) * * @param prices - Array of prices * @param options - Regime detection options * @returns Regime detection result with labeled regimes and model * * @example * ```typescript * // Simple usage with defaults (3 states: bearish, neutral, bullish) * const result = detectRegime(prices); * console.log(result.currentRegime); // 'bullish' * console.log(result.confidence); // 0.85 * * // Advanced usage with custom features * const result = detectRegime(prices, { * numStates: 4, * features: ['returns', 'volatility', 'rsi'], * stateLabels: ['strong_bearish', 'weak_bearish', 'weak_bullish', 'strong_bullish'] * }); * * // With custom feature matrix * const result = detectRegime(prices, { * features: myCustomFeatures, * numStates: 3 * }); * ``` */ export declare function detectRegime(prices: number[], options?: Partial): RegimeDetectionResult;