@sei-code/analytics/dist/performance-tracker.d.ts

Blockchain data analysis and monitoring for Sei network

import { SeiAgent, BaseCapability } from '@sei-code/core';
import { SeiPrecompileManager } from '@sei-code/precompiles';
interface PerformanceMetrics {
    period: '1h' | '4h' | '24h' | '7d' | '30d';
    absoluteReturn: string;
    percentageReturn: number;
    volatility: number;
    sharpeRatio: number;
    maxDrawdown: number;
    winRate: number;
    alpha: number;
    beta: number;
}
interface BenchmarkData {
    name: string;
    symbol: string;
    performance: PerformanceMetrics[];
}
interface PerformanceReport {
    asset: string;
    timeframe: string;
    metrics: PerformanceMetrics;
    benchmark: BenchmarkData;
    ranking: {
        performance: number;
        volatility: number;
        riskAdjustedReturn: number;
    };
    insights: string[];
}
export declare class PerformanceTracker extends BaseCapability {
    private agent;
    private precompiles;
    private priceHistory;
    private benchmarks;
    constructor(agent: SeiAgent, precompiles: SeiPrecompileManager);
    execute(params: any): Promise<any>;
    private initializeBenchmarks;
    trackAssetPerformance(denom: string, timeframes: Array<'1h' | '4h' | '24h' | '7d' | '30d'>): Promise<PerformanceReport[]>;
    private calculatePerformanceMetrics;
    private getLookbackSeconds;
    private getPriceHistory;
    private calculateVolatility;
    private calculateSharpeRatio;
    private calculateMaxDrawdown;
    private calculateWinRate;
    private getBenchmarkData;
    private calculateRanking;
    private generateInsights;
    private getDefaultMetrics;
    compareAssetPerformance(denoms: string[], timeframe: '1h' | '4h' | '24h' | '7d' | '30d'): Promise<{
        ranking: Array<{
            asset: string;
            metrics: PerformanceMetrics;
            rank: number;
        }>;
        summary: {
            bestPerformer: string;
            worstPerformer: string;
            averageReturn: number;
            averageVolatility: number;
        };
    }>;
    generatePerformanceReport(denom: string): Promise<{
        asset: string;
        currentPrice: string;
        allTimeframes: PerformanceReport[];
        summary: {
            trend: 'bullish' | 'bearish' | 'sideways';
            strength: 'weak' | 'moderate' | 'strong';
            recommendation: string;
        };
    }>;
}
export {};
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