import { VWAP as VWAPIndicator } from 'technicalindicators';
import { OHLC } from '../types';
import { Indicator, IndicatorInput } from './base-indicator';
export declare type VolumeWeightedAveragePriceInput = IndicatorInput;
/**
 * The volume weighted average price (VWAP) is a trading benchmark used by
 * traders that gives the average price a security has traded at throughout
 * the day, based on both volume and price. It is important because it provides
 * traders with insight into both the trend and value of a security.
 */
export declare class VWAP implements Indicator {
    indicator: VWAPIndicator;
    /**
     * @param {OHLC[]} series candle series
     */
    constructor(series: OHLC[]);
    /**
     * Retrieve VWAP values for instance
     * @return {number[]} values for instance data
     */
    getResults(): number[];
    /**
     * Calculate VWAP to next tick
     * @param {OHLC} candle new candle to add to series
     * @return {number | undefined} next adl value or undefined if period is
     * greater than actual series length
     */
    next(candle: OHLC): number | undefined;
    /**
     * Create instance from data
     * @param {VolumeWeightedAveragePriceInput} input input data
     * @return {VWAP} adl instance
     */
    static generator({ series, }: VolumeWeightedAveragePriceInput): VWAP;
    /**
     * Get adl values from input
     * @param {VolumeWeightedAveragePriceInput} input input data
     * @return {number[]} adl values
     */
    static calculate({ series, }: VolumeWeightedAveragePriceInput): number[];
}