/** * Trading Scenarios Generation * * Generate realistic market scenarios for testing trading systems: * - Bull/bear markets * - Volatility patterns * - Flash crashes * - Earnings announcements * - Market correlations */ /** * Generate sustained uptrend with occasional pullbacks */ declare function generateBullMarket(): Promise; /** * Generate sustained downtrend with sharp selloffs */ declare function generateBearMarket(): Promise; interface VolatilityRegime { timestamp: Date; price: number; realizedVol: number; impliedVol: number; vix: number; regime: 'low' | 'medium' | 'high' | 'extreme'; symbol: string; } /** * Generate varying volatility regimes */ declare function generateVolatilityPatterns(): Promise; interface FlashCrashEvent { phase: 'normal' | 'crash' | 'recovery'; timestamp: Date; price: number; volume: number; spread: number; liquidityScore: number; symbol: string; } /** * Simulate flash crash with rapid price decline and recovery */ declare function generateFlashCrash(): Promise; interface EarningsEvent { phase: 'pre-announcement' | 'announcement' | 'post-announcement'; timestamp: Date; price: number; volume: number; impliedVolatility: number; optionVolume: number; surprise: 'beat' | 'miss' | 'inline'; symbol: string; } /** * Simulate earnings announcement with volatility crush */ declare function generateEarningsScenario(): Promise; interface CorrelationData { timestamp: Date; spy: number; qqq: number; iwm: number; vix: number; dxy: number; correlation_spy_qqq: number; correlation_spy_vix: number; } /** * Generate correlated multi-asset data */ declare function generateCorrelatedMarkets(): Promise; export { generateBullMarket, generateBearMarket, generateVolatilityPatterns, generateFlashCrash, generateEarningsScenario, generateCorrelatedMarkets, }; //# sourceMappingURL=trading-scenarios.d.ts.map