@363045841yyt/klinechart-core 0.7.3 → 0.7.5-alpha.2

package/src/engine/indicators/__tests__/pivot-fib.test.ts

@@ -1,110 +1,110 @@
-import { describe, it, expect } from 'vitest'
-import { calcPivotData, calcFibData } from '../calculators'
-import {
-    empty,
-    singleBar,
-    pureUptrend,
-    pureDowntrend,
-    sideways,
-    spikeAtBar19,
-} from './__fixtures__/synthetic'
-
-describe('calcPivotData', () => {
-    it('empty returns empty', () => {
-        expect(calcPivotData(empty)).toEqual([])
-    })
-
-    it('first bar has no pivot (needs prior bar)', () => {
-        expect(calcPivotData(pureUptrend)[0]).toBeUndefined()
-    })
-
-    it('PP = (prevH + prevL + prevC) / 3', () => {
-        const out = calcPivotData(pureUptrend)
-        for (let t = 1; t < out.length; t++) {
-            const prev = pureUptrend[t - 1]!
-            expect(out[t]!.pp).toBeCloseTo((prev.high + prev.low + prev.close) / 3, 9)
-        }
-    })
-
-    it('R1 > PP > S1 invariant (price-action symmetry)', () => {
-        const out = calcPivotData(pureUptrend)
-        for (let t = 1; t < out.length; t++) {
-            const p = out[t]!
-            expect(p.r1).toBeGreaterThan(p.pp)
-            expect(p.pp).toBeGreaterThan(p.s1)
-        }
-    })
-
-    it('R3 > R2 > R1 > PP > S1 > S2 > S3 chain', () => {
-        const out = calcPivotData(pureUptrend)
-        for (let t = 1; t < out.length; t++) {
-            const p = out[t]!
-            expect(p.r3).toBeGreaterThanOrEqual(p.r2)
-            expect(p.r2).toBeGreaterThanOrEqual(p.r1)
-            expect(p.r1).toBeGreaterThanOrEqual(p.pp)
-            expect(p.pp).toBeGreaterThanOrEqual(p.s1)
-            expect(p.s1).toBeGreaterThanOrEqual(p.s2)
-            expect(p.s2).toBeGreaterThanOrEqual(p.s3)
-        }
-    })
-
-    it('extensional consistency', () => {
-        const full = calcPivotData(pureUptrend)
-        for (let n = 3; n < pureUptrend.length; n++) {
-            const partial = calcPivotData(pureUptrend.slice(0, n))
-            for (let i = 0; i < n; i++) {
-                if (full[i] && partial[i]) {
-                    expect(partial[i]!.pp).toBeCloseTo(full[i]!.pp, 9)
-                }
-            }
-        }
-    })
-})
-
-describe('calcFibData', () => {
-    it('empty returns empty', () => {
-        expect(calcFibData(empty, 20)).toEqual([])
-    })
-
-    it('shorter than period returns all undefined', () => {
-        const out = calcFibData(pureUptrend.slice(0, 10), 20)
-        for (const v of out) expect(v).toBeUndefined()
-    })
-
-    it('on pureUptrend direction = up, levels descend from high to low', () => {
-        const out = calcFibData(pureUptrend, 10)
-        for (let t = 9; t < out.length; t++) {
-            const p = out[t]!
-            expect(p.direction).toBe('up')
-            expect(p.high).toBeGreaterThan(p.low)
-            expect(p.level236).toBeLessThan(p.high)
-            expect(p.level236).toBeGreaterThan(p.level382)
-            expect(p.level382).toBeGreaterThan(p.level500)
-            expect(p.level500).toBeGreaterThan(p.level618)
-            expect(p.level618).toBeGreaterThan(p.level786)
-            expect(p.level786).toBeGreaterThan(p.low)
-        }
-    })
-
-    it('on pureDowntrend direction = down, levels ascend from low to high', () => {
-        const out = calcFibData(pureDowntrend, 10)
-        for (let t = 9; t < out.length; t++) {
-            const p = out[t]!
-            expect(p.direction).toBe('down')
-            expect(p.level236).toBeGreaterThan(p.low)
-            expect(p.level236).toBeLessThan(p.level382)
-            expect(p.level382).toBeLessThan(p.level500)
-        }
-    })
-
-    it('50% level equals (high + low) / 2', () => {
-        for (const fx of [pureUptrend, pureDowntrend, sideways, spikeAtBar19]) {
-            const out = calcFibData(fx, 10)
-            for (const p of out) {
-                if (p) {
-                    expect(p.level500).toBeCloseTo((p.high + p.low) / 2, 9)
-                }
-            }
-        }
-    })
-})
+import { describe, it, expect } from 'vitest'
+import { calcPivotData, calcFibData } from '../calculators'
+import {
+    empty,
+    singleBar,
+    pureUptrend,
+    pureDowntrend,
+    sideways,
+    spikeAtBar19,
+} from './__fixtures__/synthetic'
+
+describe('calcPivotData', () => {
+    it('empty returns empty', () => {
+        expect(calcPivotData(empty)).toEqual([])
+    })
+
+    it('first bar has no pivot (needs prior bar)', () => {
+        expect(calcPivotData(pureUptrend)[0]).toBeUndefined()
+    })
+
+    it('PP = (prevH + prevL + prevC) / 3', () => {
+        const out = calcPivotData(pureUptrend)
+        for (let t = 1; t < out.length; t++) {
+            const prev = pureUptrend[t - 1]!
+            expect(out[t]!.pp).toBeCloseTo((prev.high + prev.low + prev.close) / 3, 9)
+        }
+    })
+
+    it('R1 > PP > S1 invariant (price-action symmetry)', () => {
+        const out = calcPivotData(pureUptrend)
+        for (let t = 1; t < out.length; t++) {
+            const p = out[t]!
+            expect(p.r1).toBeGreaterThan(p.pp)
+            expect(p.pp).toBeGreaterThan(p.s1)
+        }
+    })
+
+    it('R3 > R2 > R1 > PP > S1 > S2 > S3 chain', () => {
+        const out = calcPivotData(pureUptrend)
+        for (let t = 1; t < out.length; t++) {
+            const p = out[t]!
+            expect(p.r3).toBeGreaterThanOrEqual(p.r2)
+            expect(p.r2).toBeGreaterThanOrEqual(p.r1)
+            expect(p.r1).toBeGreaterThanOrEqual(p.pp)
+            expect(p.pp).toBeGreaterThanOrEqual(p.s1)
+            expect(p.s1).toBeGreaterThanOrEqual(p.s2)
+            expect(p.s2).toBeGreaterThanOrEqual(p.s3)
+        }
+    })
+
+    it('extensional consistency', () => {
+        const full = calcPivotData(pureUptrend)
+        for (let n = 3; n < pureUptrend.length; n++) {
+            const partial = calcPivotData(pureUptrend.slice(0, n))
+            for (let i = 0; i < n; i++) {
+                if (full[i] && partial[i]) {
+                    expect(partial[i]!.pp).toBeCloseTo(full[i]!.pp, 9)
+                }
+            }
+        }
+    })
+})
+
+describe('calcFibData', () => {
+    it('empty returns empty', () => {
+        expect(calcFibData(empty, 20)).toEqual([])
+    })
+
+    it('shorter than period returns all undefined', () => {
+        const out = calcFibData(pureUptrend.slice(0, 10), 20)
+        for (const v of out) expect(v).toBeUndefined()
+    })
+
+    it('on pureUptrend direction = up, levels descend from high to low', () => {
+        const out = calcFibData(pureUptrend, 10)
+        for (let t = 9; t < out.length; t++) {
+            const p = out[t]!
+            expect(p.direction).toBe('up')
+            expect(p.high).toBeGreaterThan(p.low)
+            expect(p.level236).toBeLessThan(p.high)
+            expect(p.level236).toBeGreaterThan(p.level382)
+            expect(p.level382).toBeGreaterThan(p.level500)
+            expect(p.level500).toBeGreaterThan(p.level618)
+            expect(p.level618).toBeGreaterThan(p.level786)
+            expect(p.level786).toBeGreaterThan(p.low)
+        }
+    })
+
+    it('on pureDowntrend direction = down, levels ascend from low to high', () => {
+        const out = calcFibData(pureDowntrend, 10)
+        for (let t = 9; t < out.length; t++) {
+            const p = out[t]!
+            expect(p.direction).toBe('down')
+            expect(p.level236).toBeGreaterThan(p.low)
+            expect(p.level236).toBeLessThan(p.level382)
+            expect(p.level382).toBeLessThan(p.level500)
+        }
+    })
+
+    it('50% level equals (high + low) / 2', () => {
+        for (const fx of [pureUptrend, pureDowntrend, sideways, spikeAtBar19]) {
+            const out = calcFibData(fx, 10)
+            for (const p of out) {
+                if (p) {
+                    expect(p.level500).toBeCloseTo((p.high + p.low) / 2, 9)
+                }
+            }
+        }
+    })
+})

package/src/engine/indicators/__tests__/roc.test.ts

@@ -1,68 +1,68 @@
-import { describe, it, expect } from 'vitest'
-import { calcROCData } from '../calculators'
-import {
-    empty,
-    constantPrice,
-    pureUptrend,
-    pureDowntrend,
-    sideways,
-} from './__fixtures__/synthetic'
-
-describe('calcROCData', () => {
-    it('empty returns empty', () => {
-        expect(calcROCData(empty, 12)).toEqual([])
-    })
-
-    it('period <= 0 returns all undefined', () => {
-        const out = calcROCData(pureUptrend, 0)
-        for (const v of out) expect(v).toBeUndefined()
-    })
-
-    it('on constantPrice ROC = 0 after warm-up', () => {
-        const out = calcROCData(constantPrice, 12)
-        for (let t = 12; t < out.length; t++) {
-            expect(out[t]).toBe(0)
-        }
-    })
-
-    it('on pureUptrend ROC > 0 throughout post-warmup', () => {
-        const out = calcROCData(pureUptrend, 12)
-        for (let t = 12; t < out.length; t++) {
-            expect(out[t]).toBeGreaterThan(0)
-        }
-    })
-
-    it('on pureDowntrend ROC < 0 throughout post-warmup', () => {
-        const out = calcROCData(pureDowntrend, 12)
-        for (let t = 12; t < out.length; t++) {
-            expect(out[t]).toBeLessThan(0)
-        }
-    })
-
-    it('mathematical exactness: ROC(t) = (close[t]-close[t-p])/close[t-p]*100', () => {
-        const period = 12
-        const out = calcROCData(pureUptrend, period)
-        for (let t = period; t < out.length; t++) {
-            const expected = (pureUptrend[t]!.close - pureUptrend[t - period]!.close) / pureUptrend[t - period]!.close * 100
-            expect(out[t]!).toBeCloseTo(expected, 12)
-        }
-    })
-
-    it('warm-up region is [0, period)', () => {
-        const out = calcROCData(sideways, 12)
-        for (let i = 0; i < 12; i++) expect(out[i]).toBeUndefined()
-        for (let i = 12; i < out.length; i++) expect(out[i]).toBeDefined()
-    })
-
-    it('extensional consistency', () => {
-        const full = calcROCData(pureUptrend, 12)
-        for (let n = 15; n < pureUptrend.length; n++) {
-            const partial = calcROCData(pureUptrend.slice(0, n), 12)
-            for (let i = 0; i < n; i++) {
-                if (full[i] !== undefined && partial[i] !== undefined) {
-                    expect(partial[i]).toBeCloseTo(full[i]!, 12)
-                }
-            }
-        }
-    })
-})
+import { describe, it, expect } from 'vitest'
+import { calcROCData } from '../calculators'
+import {
+    empty,
+    constantPrice,
+    pureUptrend,
+    pureDowntrend,
+    sideways,
+} from './__fixtures__/synthetic'
+
+describe('calcROCData', () => {
+    it('empty returns empty', () => {
+        expect(calcROCData(empty, 12)).toEqual([])
+    })
+
+    it('period <= 0 returns all undefined', () => {
+        const out = calcROCData(pureUptrend, 0)
+        for (const v of out) expect(v).toBeUndefined()
+    })
+
+    it('on constantPrice ROC = 0 after warm-up', () => {
+        const out = calcROCData(constantPrice, 12)
+        for (let t = 12; t < out.length; t++) {
+            expect(out[t]).toBe(0)
+        }
+    })
+
+    it('on pureUptrend ROC > 0 throughout post-warmup', () => {
+        const out = calcROCData(pureUptrend, 12)
+        for (let t = 12; t < out.length; t++) {
+            expect(out[t]).toBeGreaterThan(0)
+        }
+    })
+
+    it('on pureDowntrend ROC < 0 throughout post-warmup', () => {
+        const out = calcROCData(pureDowntrend, 12)
+        for (let t = 12; t < out.length; t++) {
+            expect(out[t]).toBeLessThan(0)
+        }
+    })
+
+    it('mathematical exactness: ROC(t) = (close[t]-close[t-p])/close[t-p]*100', () => {
+        const period = 12
+        const out = calcROCData(pureUptrend, period)
+        for (let t = period; t < out.length; t++) {
+            const expected = (pureUptrend[t]!.close - pureUptrend[t - period]!.close) / pureUptrend[t - period]!.close * 100
+            expect(out[t]!).toBeCloseTo(expected, 12)
+        }
+    })
+
+    it('warm-up region is [0, period)', () => {
+        const out = calcROCData(sideways, 12)
+        for (let i = 0; i < 12; i++) expect(out[i]).toBeUndefined()
+        for (let i = 12; i < out.length; i++) expect(out[i]).toBeDefined()
+    })
+
+    it('extensional consistency', () => {
+        const full = calcROCData(pureUptrend, 12)
+        for (let n = 15; n < pureUptrend.length; n++) {
+            const partial = calcROCData(pureUptrend.slice(0, n), 12)
+            for (let i = 0; i < n; i++) {
+                if (full[i] !== undefined && partial[i] !== undefined) {
+                    expect(partial[i]).toBeCloseTo(full[i]!, 12)
+                }
+            }
+        }
+    })
+})

package/src/engine/indicators/__tests__/sar.test.ts

@@ -1,86 +1,86 @@
-import { describe, it, expect } from 'vitest'
-import { calcSARData } from '../calculators'
-import {
-    empty,
-    singleBar,
-    pureUptrend,
-    pureDowntrend,
-    spikeAtBar19,
-    gapUp,
-} from './__fixtures__/synthetic'
-
-describe('calcSARData — Parabolic SAR', () => {
-    describe('edge cases', () => {
-        it('empty returns empty array', () => {
-            expect(calcSARData(empty, 0.02, 0.2)).toEqual([])
-        })
-
-        it('single bar returns [undefined] (needs 2 bars to seed trend)', () => {
-            expect(calcSARData(singleBar, 0.02, 0.2)).toEqual([undefined])
-        })
-
-        it('step <= 0 returns all undefined', () => {
-            const out = calcSARData(pureUptrend, 0, 0.2)
-            for (const v of out) expect(v).toBeUndefined()
-        })
-    })
-
-    describe('mathematical properties', () => {
-        it('on pureUptrend SAR remains below the candles in an up trend', () => {
-            const out = calcSARData(pureUptrend, 0.02, 0.2)
-            for (let i = 1; i < out.length; i++) {
-                const point = out[i]!
-                expect(point).toBeDefined()
-                if (point.trend === 'up') {
-                    expect(point.value).toBeLessThanOrEqual(pureUptrend[i]!.low)
-                }
-            }
-        })
-
-        it('on pureDowntrend SAR remains above the candles in a down trend', () => {
-            const out = calcSARData(pureDowntrend, 0.02, 0.2)
-            for (let i = 1; i < out.length; i++) {
-                const point = out[i]!
-                if (point.trend === 'down') {
-                    expect(point.value).toBeGreaterThanOrEqual(pureDowntrend[i]!.high)
-                }
-            }
-        })
-
-        it('trend reverses after price violates SAR (spike fixture)', () => {
-            const out = calcSARData(spikeAtBar19, 0.02, 0.2)
-            // At least one transition should appear in the spike fixture
-            const trends = out
-                .filter((p): p is { value: number; trend: 'up' | 'down' } => p !== undefined)
-                .map((p) => p.trend)
-            const distinctTrends = new Set(trends)
-            expect(distinctTrends.size).toBeGreaterThanOrEqual(1)
-        })
-
-        it('extensional consistency on gapUp fixture', () => {
-            const full = calcSARData(gapUp, 0.02, 0.2)
-            for (let n = 3; n < gapUp.length; n++) {
-                const partial = calcSARData(gapUp.slice(0, n), 0.02, 0.2)
-                for (let i = 0; i < n; i++) {
-                    const f = full[i]
-                    const p = partial[i]
-                    if (f && p) {
-                        expect(p.value).toBeCloseTo(f.value, 9)
-                        expect(p.trend).toBe(f.trend)
-                    }
-                }
-            }
-        })
-
-        it('AF respects maxStep ceiling', () => {
-            // SAR with a very small maxStep should stay close to the seed (slow acceleration)
-            const slow = calcSARData(pureUptrend, 0.02, 0.02)
-            const fast = calcSARData(pureUptrend, 0.02, 0.2)
-            // After several bars, fast SAR should have caught up to price more aggressively
-            const t = 25
-            const slowGap = pureUptrend[t]!.close - slow[t]!.value
-            const fastGap = pureUptrend[t]!.close - fast[t]!.value
-            expect(fastGap).toBeLessThanOrEqual(slowGap)
-        })
-    })
-})
+import { describe, it, expect } from 'vitest'
+import { calcSARData } from '../calculators'
+import {
+    empty,
+    singleBar,
+    pureUptrend,
+    pureDowntrend,
+    spikeAtBar19,
+    gapUp,
+} from './__fixtures__/synthetic'
+
+describe('calcSARData — Parabolic SAR', () => {
+    describe('edge cases', () => {
+        it('empty returns empty array', () => {
+            expect(calcSARData(empty, 0.02, 0.2)).toEqual([])
+        })
+
+        it('single bar returns [undefined] (needs 2 bars to seed trend)', () => {
+            expect(calcSARData(singleBar, 0.02, 0.2)).toEqual([undefined])
+        })
+
+        it('step <= 0 returns all undefined', () => {
+            const out = calcSARData(pureUptrend, 0, 0.2)
+            for (const v of out) expect(v).toBeUndefined()
+        })
+    })
+
+    describe('mathematical properties', () => {
+        it('on pureUptrend SAR remains below the candles in an up trend', () => {
+            const out = calcSARData(pureUptrend, 0.02, 0.2)
+            for (let i = 1; i < out.length; i++) {
+                const point = out[i]!
+                expect(point).toBeDefined()
+                if (point.trend === 'up') {
+                    expect(point.value).toBeLessThanOrEqual(pureUptrend[i]!.low)
+                }
+            }
+        })
+
+        it('on pureDowntrend SAR remains above the candles in a down trend', () => {
+            const out = calcSARData(pureDowntrend, 0.02, 0.2)
+            for (let i = 1; i < out.length; i++) {
+                const point = out[i]!
+                if (point.trend === 'down') {
+                    expect(point.value).toBeGreaterThanOrEqual(pureDowntrend[i]!.high)
+                }
+            }
+        })
+
+        it('trend reverses after price violates SAR (spike fixture)', () => {
+            const out = calcSARData(spikeAtBar19, 0.02, 0.2)
+            // At least one transition should appear in the spike fixture
+            const trends = out
+                .filter((p): p is { value: number; trend: 'up' | 'down' } => p !== undefined)
+                .map((p) => p.trend)
+            const distinctTrends = new Set(trends)
+            expect(distinctTrends.size).toBeGreaterThanOrEqual(1)
+        })
+
+        it('extensional consistency on gapUp fixture', () => {
+            const full = calcSARData(gapUp, 0.02, 0.2)
+            for (let n = 3; n < gapUp.length; n++) {
+                const partial = calcSARData(gapUp.slice(0, n), 0.02, 0.2)
+                for (let i = 0; i < n; i++) {
+                    const f = full[i]
+                    const p = partial[i]
+                    if (f && p) {
+                        expect(p.value).toBeCloseTo(f.value, 9)
+                        expect(p.trend).toBe(f.trend)
+                    }
+                }
+            }
+        })
+
+        it('AF respects maxStep ceiling', () => {
+            // SAR with a very small maxStep should stay close to the seed (slow acceleration)
+            const slow = calcSARData(pureUptrend, 0.02, 0.02)
+            const fast = calcSARData(pureUptrend, 0.02, 0.2)
+            // After several bars, fast SAR should have caught up to price more aggressively
+            const t = 25
+            const slowGap = pureUptrend[t]!.close - slow[t]!.value
+            const fastGap = pureUptrend[t]!.close - fast[t]!.value
+            expect(fastGap).toBeLessThanOrEqual(slowGap)
+        })
+    })
+})