import { ExecutionCostModel, BacktestExecutionCosts, PositionLogData, TestStat, TestThresholdsKey, ThresholdLevel, TestWorkerResult } from '@tradejs/types';
export { c as compactOrderLog, g as getTimeline } from './time-BQ3AXmxo.mjs';

declare const parseTestName: (testName: string) => {
    symbol: string;
    testSuiteId: string;
    testId: string;
};

declare const LEGACY_EXECUTION_CONFIG_FIELDS: readonly ["MAKER_FEE_RATE", "TAKER_FEE_RATE", "FUNDING_ENABLED", "SLIPPAGE_BASE_BPS", "SLIPPAGE_SPREAD_MULTIPLIER", "SLIPPAGE_MARKET_IMPACT_BPS", "SLIPPAGE_DELAY_RISK_MULTIPLIER", "EXECUTION_COSTS_CACHE_ONLY"];
declare const assertStrategyExecutionIsolation: (config: Record<string, unknown>) => void;
/** Validate JSON at ingestion, including explicit zero rates. Never coerce null. */
declare const parseBacktestExecutionCosts: (input: unknown) => BacktestExecutionCosts;
/** Stable economic fields only: timestamps and provenance are separate evidence. */
declare const executionCostsFromModel: (model: ExecutionCostModel) => BacktestExecutionCosts;

/**
 * Максимальная просадка (Max Drawdown) в процентах от бегающего пика.
 * Формула по точкам amount_t:
 *   peak_t = max(amount_0..t)
 *   drawdown_t = (peak_t - amount_t) / peak_t * 100
 *   MaxDD = max_t(drawdown_t)
 * Ожидается, что amounts — это последовательные значения equity и > 0.
 */
declare const calculateMaxDrawdown: (amounts: number[]) => number;
type AdvancedTradeDirection = 'LONG' | 'SHORT' | string;
interface AdvancedTradeInput {
    id?: string;
    timestamp: number;
    pnl: number;
    symbol?: string | null;
    direction?: AdvancedTradeDirection | null;
    exitReason?: string | null;
    grossPnl?: number | null;
    slippageCost?: number | null;
    approved?: boolean | null;
    blocked?: boolean | null;
    session?: string | null;
}
interface AdvancedExitBreakdownBucket {
    count: number;
    share: number | null;
}
interface AdvancedQuarterlyPnl {
    quarter: string;
    pnl: number;
}
interface AdvancedTradeMetrics {
    core: {
        trades: number;
        wins: number;
        losses: number;
        winRate: number | null;
        totalPnl: number;
        avgTrade: number | null;
        grossProfit: number;
        grossLoss: number;
        profitFactor: number | null;
        payoffRatio: number | null;
        expectancy: number | null;
        tradesPerDay: number | null;
        tradesPerWeek: number | null;
    };
    risk: {
        maxDrawdown: number | null;
        maxDrawdownPercent: number | null;
        maxDrawdownToTotalProfit: number | null;
        maxDrawdownToGrossProfit: number | null;
        recoveryFactor: number | null;
        maxLossStreak: number;
        losingMonthsCount: number;
        worstMonthPnl: number | null;
        worstRolling30dPnl: number | null;
        worstRolling90dPnl: number | null;
    };
    stability: {
        monthlyWinRate: number | null;
        positiveMonthsPercent: number | null;
        quarterlyPnl: AdvancedQuarterlyPnl[];
        rolling365Pnl: number | null;
        medianMonthlyPnl: number | null;
        iqrMonthlyPnl: number | null;
        top5ProfitShare: number | null;
        top10ProfitShare: number | null;
    };
    distribution: {
        medianTrade: number | null;
        p10Trade: number | null;
        p25Trade: number | null;
        p75Trade: number | null;
        p90Trade: number | null;
        largestWin: number | null;
        largestLoss: number | null;
        tailRatio: number | null;
        skewness: number | null;
    };
    riskAdjusted: {
        sharpeDaily: number | null;
        sortinoDaily: number | null;
        calmar: number | null;
        mar: number | null;
    };
    operational: {
        avgSlippageCost: number | null;
        pnlBeforeSlippage: number | null;
        pnlAfterSlippage: number;
        approvalRate: number | null;
        blockedProfitableTrades: number;
        approvedLosingTrades: number;
        symbolConcentrationTop1: number | null;
        symbolConcentrationTop5: number | null;
        sessionConcentrationTop1: number | null;
        longTrades: number;
        shortTrades: number;
        longPnl: number;
        shortPnl: number;
        exitBreakdown: {
            takeProfit: AdvancedExitBreakdownBucket;
            stopLoss: AdvancedExitBreakdownBucket;
            exit: AdvancedExitBreakdownBucket;
            unknown: AdvancedExitBreakdownBucket;
        };
    };
}
interface AdvancedTradeMetricsInput {
    trades: AdvancedTradeInput[];
    orderLog?: ReadonlyArray<readonly [number, number]>;
    startTimestamp?: number | null;
    endTimestamp?: number | null;
}
declare const calculateAdvancedTradeMetrics: ({ trades, orderLog, startTimestamp, endTimestamp, }: AdvancedTradeMetricsInput) => AdvancedTradeMetrics;
/**
 * Рассчитывает компактный набор действительно полезных метрик:
 * - Период и частота (periodDays/Months, trades, tradesPerMonth, exposure)
 * - Доходность (final amount, netProfit, totalReturn %, CAGR %)
 * - Риск (MaxDD %) и Calmar (CAGR / MaxDD)
 * - Качество сделок (winRate %, payoff, expectancyPerTrade %, streaks)
 * - Sharpe (годовой) — по месячным ретёрнам equity (EOM)
 *
 * Возвратные проценты (totalReturn, cagr, exposure, maxDrawdown, expectancyPerTrade) — уже в %.
 * Шарп — безразмерная величина (annualized).
 */
declare const calculateStatsFull: (positionLogData: PositionLogData) => TestStat | null;
declare const classifyMetric: (name: TestThresholdsKey, value: number) => ThresholdLevel;
declare const getBacktestScore: (stat: Partial<TestStat>) => number;
declare const sortBestTests: (results: TestWorkerResult[], limit?: number) => TestWorkerResult[];
declare const getFormatted: (stat: Partial<TestStat> | undefined, key: TestThresholdsKey) => {
    formatted: string;
    level: ThresholdLevel;
};

export { type AdvancedExitBreakdownBucket, type AdvancedQuarterlyPnl, type AdvancedTradeDirection, type AdvancedTradeInput, type AdvancedTradeMetrics, type AdvancedTradeMetricsInput, LEGACY_EXECUTION_CONFIG_FIELDS, assertStrategyExecutionIsolation, calculateAdvancedTradeMetrics, calculateMaxDrawdown, calculateStatsFull, classifyMetric, executionCostsFromModel, getBacktestScore, getFormatted, parseBacktestExecutionCosts, parseTestName, sortBestTests };