import type { BacktestEvent, Bar, MaValues, OiOhlc, Strategy } from "../types";
import { MockTradingEnv } from "../testing/mock-trading-env";
import type { MockTradingEnvOptions } from "../testing/mock-trading-env";
/**
 * Real-time paper engine: the exact backtest runtime fed with live closed bars. Fills, stop-losses,
 * take-profits, commissions and equity all follow the backtest semantics, so a strategy paper-trades
 * with literally the same engine the player backtests with. Adds incremental event draining so the
 * host can forward freshly emitted events (notifications, journaling) after each bar.
 */
export declare class PaperStrategyRunner extends MockTradingEnv {
    private drainedEventCount;
    /** The runtime's own 24h-volume series, filled bar by bar (the player loads it upfront instead). */
    private readonly volume24hByTime;
    private isVolumeSeriesRegistered;
    private readonly resolution;
    constructor(strategy: Strategy, options?: MockTradingEnvOptions);
    feedClosedBar(bar: Bar, maValues?: MaValues, oiBar?: OiOhlc, volume24hUsd?: number): void;
    /**
     * Replay a historical closed bar to build price/open-interest history WITHOUT
     * running the strategy — no trades, no events. Used for paper warmup so the bot
     * starts flat and only acts on candles that close after it goes live.
     */
    catchUpBar(bar: Bar, maValues?: MaValues, oiBar?: OiOhlc, volume24hUsd?: number): void;
    /**
     * Feeds the turnover into the runtime's EXISTING volume series (the one the backtest player fills
     * from the database) instead of adding a second store: live bars arrive one at a time, so the map is
     * registered once and then grown in place — the runtime holds it by reference.
     */
    private rememberVolume24h;
    drainNewEventList(): BacktestEvent[];
}
//# sourceMappingURL=paper-strategy-runner.d.ts.map