/**
 * dsh-quant-indicators 插件：给模型一组纯计算技术指标工具。
 *
 * 结构遵循官方工具包约定（见 packages/AGENTS.md）：
 * - 函数插件：named-export name / inject / apply，无 default export
 * - 每个工具用 defineTool：统一 schema DSL + canonical output + render
 * - 注册是可逆 effect（ctx.tools.register 返回 disposer，fiber 释放即注销）
 *
 * 契约要点（defineTool 铁律，见 notes/03-tool-system.md）：
 * - 参数由 defineTool 校验（类型/必填/整数），DSL 表达不了的约束在 execute 手检
 * - execute 只返回 canonical 值；错误抛错 → registry 转 isError 结果
 * - 非有限数在 registry 的 lossless-JSON 参数快照层已被拒绝（模型 JSON 边界）
 * - isConcurrencySafe: true（纯函数、无共享状态、可并行）
 */
import type { Context } from '@deepseek-ai/cordis';
export { adx, atr, bollinger, cci, ema, kdj, macd, obv, roc, rsi, sma, williamsR } from './dsh-alpha/indicators.js';
export { backtestBollingerBreakout, backtestGrid, backtestMaCross, backtestPortfolio, backtestRsiReversion } from './dsh-ml/backtest.js';
export { portfolioOptimize } from './dsh-ml/optimizer.js';
export { layeredBacktest } from './dsh-ml/layered.js';
export { attribution } from './dsh-ml/attribution.js';
export { factorCorrelation } from './dsh-ml/factor-corr.js';
export { deflatedSharpe } from './dsh-ml/deflated-sharpe.js';
export { parameterSensitivity } from './dsh-ml/sensitivity.js';
export { rebalanceSchedule } from './dsh-ml/rebalance.js';
export { fetchKlines, parseKlines, parseOkxKlines, parseBybitKlines, parseSinaKlines, parseTencentKlines, parseYahooChart, INTERVALS, MARKET_PROVIDERS } from './dsh-data/market.js';
export { DATA_CHANNELS, accessReadiness, adviseChannels, channelAccessGuide, compareChannels, findChannel, searchChannels } from './dsh-data/data-guide.js';
export { annotateSeries, candlesCheck, seriesQuality, seriesStats } from './dsh-data/stats.js';
export { channelReliability, dataQualityReport, pitCheck, survivorshipCheck } from './dsh-data/quality.js';
export { combineFactors, factorEvaluate, factorNeutralize } from './dsh-alpha/factor.js';
export { icDecayAnalysis } from './dsh-alpha/decay.js';
export { tradeQuality } from './dsh-execution/trade-quality.js';
export { stressTest } from './dsh-risk/stress.js';
export { tradingCost } from './dsh-execution/trading-cost.js';
export { chartAnnotate, chartBacktest, chartCandles, chartSeries } from './dsh-execution/chart.js';
export { equityMetrics, tradeMetrics, METRIC_CATALOG } from './dsh-ml/metrics.js';
export { kupiecTest, riskMetrics } from './dsh-risk/risk.js';
export { resampleCandles } from './dsh-data/resample.js';
export { fetchRepoStats, parseRepoStats } from './dsh-community/github.js';
export { fetchNpmStats, parseNpmStats } from './dsh-community/npm.js';
export { ossPulse } from './dsh-community/pulse.js';
export { walkForward } from './dsh-ml/walkforward.js';
export { evaluatePredictions, fitLinearModel, predictLinearModel } from './dsh-ml/linear.js';
export { drawdownAnalysis } from './dsh-risk/drawdown.js';
export { bondAnalytics, priceFromYield, yieldFromPrice } from './dsh-risk/bond.js';
export { bsPrice, impliedVolatility, optionAnalytics } from './dsh-risk/options.js';
export { realizedVolatility } from './dsh-risk/volatility.js';
export { executeSimulate } from './dsh-execution/execute.js';
export { researchPipeline, researchMultiAsset } from './dsh-execution/pipeline.js';
export { factorEvaluateCrossSection } from './dsh-alpha/cross-section.js';
export { backtestTargetWeights, backtestSingle, buyCostRate, sellCostRate, DEFAULT_COST, maxDrawdown, annualizedReturn, sharpeRatio, downsideDeviation, simpleReturns, barClose, barOpen, equalWeightBenchmark, } from './dsh-strategy/engine.js';
export { sma as smaSeries, rollingStd as rollingStdSeries } from './dsh-strategy/engine.js';
export type { Bar, CostModel, BacktestOptions, BacktestResult } from './dsh-strategy/engine.js';
export { ALL_STRATEGIES, findStrategy, runStrategy, maCross, volTarget, crossMomentum, momentumStop, lowVolCircuit, shortReversal, equalWeightIndex, drawdownFromHigh, } from './dsh-strategy/strategies.js';
export type { Strategy, StrategyContext } from './dsh-strategy/strategies.js';
export { fetchIndexConstituents, fetchIndexUniverse, toSymbol, toCode, INDEX_CODES } from './dsh-strategy/sources.js';
export { normCdf, normInv, meanSeNW, pValue, power, requiredSampleSize, centralTCdf, tQuantile, noncentralTCdf, incompleteBeta, deflatedSharpe as deflatedSharpeStrategy, } from './dsh-strategy/stats.js';
export { validateStrategy } from './dsh-strategy/validate.js';
export type { ValidationReport, GateResult, ValidateOptions } from './dsh-strategy/validate.js';
export { fetchIndustries, industryStats } from './dsh-strategy/industry.js';
export type { IndustryMap } from './dsh-strategy/industry.js';
export { dailyExcessTest, autocorr } from './dsh-strategy/dailytest.js';
export type { DailyTestResult } from './dsh-strategy/dailytest.js';
export { marketBoard, isMainBoard, priceLimitPct, boardBreakdown, filterByBoard } from './dsh-strategy/boards.js';
export type { MarketBoard, BoardBreakdown } from './dsh-strategy/boards.js';
export { detectHiddenLeverage, detectOutlierDependence, detectSurvivorshipBias, detectGapDependence, detectAdverseSelection, auditBacktest, } from './dsh-strategy/traps.js';
export type { TrapFinding, TrapReport } from './dsh-strategy/traps.js';
export { scoreSectorReversal, riskParityWeights, shouldExit, canAddSector, SECTOR_REVERSAL_META, } from './dsh-strategy/sector-reversal.js';
export type { SectorReversalContext, CrossFeatures } from './dsh-strategy/sector-reversal.js';
export type { DailyBars } from './dsh-strategy/sources.js';
export declare const name = "dsh-quant";
export declare const inject: readonly ["tools"];
export declare function apply(ctx: Context): void;