/**
 * Equity Tracker — time-series equity snapshots for PnL analysis.
 *
 * Stores snapshots in ~/.perp/equity-history/YYYY-MM.jsonl (monthly files).
 * Computes daily PnL, Sharpe ratio, max drawdown, win/loss stats.
 */
export interface EquitySnapshot {
    ts: string;
    exchange: string;
    equity: number;
    available: number;
    marginUsed: number;
    unrealizedPnl: number;
    positionCount: number;
}
export interface DailyPnl {
    date: string;
    exchange: string;
    startEquity: number;
    endEquity: number;
    pnl: number;
    pnlPct: number;
}
export interface PnlMetrics {
    totalReturn: number;
    totalReturnPct: number;
    dailyReturns: DailyPnl[];
    sharpeRatio: number;
    maxDrawdown: number;
    maxDrawdownPct: number;
    winDays: number;
    lossDays: number;
    winRate: number;
    peakEquity: number;
    currentDrawdown: number;
    currentDrawdownPct: number;
    bestDay: DailyPnl | null;
    worstDay: DailyPnl | null;
    avgDailyPnl: number;
    period: {
        from: string;
        to: string;
        days: number;
    };
}
export declare function saveEquitySnapshot(snap: EquitySnapshot): void;
export declare function readEquityHistory(opts?: {
    exchange?: string;
    since?: Date;
    until?: Date;
}): EquitySnapshot[];
/** Group snapshots by date, take first and last per day for daily PnL. */
export declare function computeDailyPnl(snapshots: EquitySnapshot[], exchange?: string): DailyPnl[];
/** Compute comprehensive PnL metrics from equity snapshots. */
export declare function computePnlMetrics(snapshots: EquitySnapshot[], exchange?: string): PnlMetrics;
/** Compute weekly PnL from daily PnL data. */
export declare function aggregateWeekly(daily: DailyPnl[]): DailyPnl[];