d803bfe2b1
git-subtree-dir: vendor/ruvector git-subtree-split: b64c21726f2bb37286d9ee36a7869fef60cc6900
74 lines
2.0 KiB
TypeScript
74 lines
2.0 KiB
TypeScript
/**
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* Trading Scenarios Generation
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*
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* Generate realistic market scenarios for testing trading systems:
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* - Bull/bear markets
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* - Volatility patterns
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* - Flash crashes
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* - Earnings announcements
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* - Market correlations
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*/
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/**
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* Generate sustained uptrend with occasional pullbacks
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*/
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declare function generateBullMarket(): Promise<any>;
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/**
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* Generate sustained downtrend with sharp selloffs
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*/
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declare function generateBearMarket(): Promise<any>;
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interface VolatilityRegime {
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timestamp: Date;
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price: number;
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realizedVol: number;
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impliedVol: number;
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vix: number;
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regime: 'low' | 'medium' | 'high' | 'extreme';
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symbol: string;
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}
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/**
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* Generate varying volatility regimes
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*/
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declare function generateVolatilityPatterns(): Promise<VolatilityRegime[]>;
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interface FlashCrashEvent {
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phase: 'normal' | 'crash' | 'recovery';
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timestamp: Date;
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price: number;
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volume: number;
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spread: number;
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liquidityScore: number;
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symbol: string;
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}
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/**
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* Simulate flash crash with rapid price decline and recovery
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*/
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declare function generateFlashCrash(): Promise<FlashCrashEvent[]>;
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interface EarningsEvent {
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phase: 'pre-announcement' | 'announcement' | 'post-announcement';
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timestamp: Date;
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price: number;
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volume: number;
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impliedVolatility: number;
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optionVolume: number;
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surprise: 'beat' | 'miss' | 'inline';
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symbol: string;
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}
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/**
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* Simulate earnings announcement with volatility crush
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*/
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declare function generateEarningsScenario(): Promise<EarningsEvent[]>;
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interface CorrelationData {
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timestamp: Date;
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spy: number;
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qqq: number;
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iwm: number;
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vix: number;
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dxy: number;
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correlation_spy_qqq: number;
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correlation_spy_vix: number;
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}
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/**
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* Generate correlated multi-asset data
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*/
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declare function generateCorrelatedMarkets(): Promise<CorrelationData[]>;
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export { generateBullMarket, generateBearMarket, generateVolatilityPatterns, generateFlashCrash, generateEarningsScenario, generateCorrelatedMarkets, };
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//# sourceMappingURL=trading-scenarios.d.ts.map
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