/**
 * Enhanced arb history statistics: exchange pair performance,
 * time-of-day analysis, and optimal hold time calculation.
 */
export interface ArbTradeForStats {
    symbol: string;
    exchanges: string;
    entryDate: string;
    exitDate: string | null;
    holdDurationMs: number;
    entrySpread: number | null;
    exitSpread: number | null;
    netReturn: number;
    status: "completed" | "open" | "failed";
}
export interface ExchangePairPerf {
    pair: string;
    trades: number;
    winRate: number;
    avgNetPnl: number;
    avgHoldTime: string;
    avgHoldTimeMs: number;
}
export interface TimeOfDayPerf {
    bucket: string;
    trades: number;
    winRate: number;
    avgNetPnl: number;
}
export interface EnhancedHistoryStats {
    avgEntrySpread: number;
    avgExitSpread: number;
    avgSpreadDecay: number;
    byExchangePair: ExchangePairPerf[];
    byTimeOfDay: TimeOfDayPerf[];
    optimalHoldTime: string | null;
    optimalHoldTimeMs: number | null;
}
/** Normalize exchange pair string to a short abbreviation like "HL/PAC" */
export declare function normalizeExchangePair(exchanges: string): string;
/** Get 4-hour UTC time bucket for a timestamp */
export declare function getTimeBucket(isoTimestamp: string): string;
/** Compute enhanced statistics from a list of trades */
export declare function computeEnhancedStats(trades: ArbTradeForStats[]): EnhancedHistoryStats;