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

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

@@ -1,69 +1,69 @@
-import { describe, it, expect } from 'vitest'
-import { calcVWAPData } from '../calculators'
-import {
-    empty,
-    constantPrice,
-    pureUptrend,
-    pureDowntrend,
-    sideways,
-    spikeAtBar19,
-} from './__fixtures__/synthetic'
-
-describe('calcVWAPData', () => {
-    it('empty returns empty', () => {
-        expect(calcVWAPData(empty, 0)).toEqual([])
-    })
-
-    it('on constantPrice (TP=100, volume=1000) VWAP = 100 throughout', () => {
-        const out = calcVWAPData(constantPrice, 0)
-        for (const v of out) expect(v).toBeCloseTo(100, 9)
-    })
-
-    it('VWAP between min low and max high of cumulative window', () => {
-        for (const fx of [pureUptrend, pureDowntrend, sideways, spikeAtBar19]) {
-            const out = calcVWAPData(fx, 0)
-            for (let t = 0; t < out.length; t++) {
-                const v = out[t]
-                if (v === undefined) continue
-                let cumLo = Infinity
-                let cumHi = -Infinity
-                for (let i = 0; i <= t; i++) {
-                    if (fx[i]!.low < cumLo) cumLo = fx[i]!.low
-                    if (fx[i]!.high > cumHi) cumHi = fx[i]!.high
-                }
-                expect(v).toBeGreaterThanOrEqual(cumLo - 1e-9)
-                expect(v).toBeLessThanOrEqual(cumHi + 1e-9)
-            }
-        }
-    })
-
-    it('on pureUptrend VWAP monotonically increases (each new TP > running average)', () => {
-        const out = calcVWAPData(pureUptrend, 0)
-        for (let t = 1; t < out.length; t++) {
-            expect(out[t]!).toBeGreaterThan(out[t - 1]!)
-        }
-    })
-
-    it('session reset triggers when gap exceeds threshold', () => {
-        // Construct data with a big timestamp gap to trigger reset
-        const HOUR_MS = 3_600_000
-        const data = pureUptrend.map((bar, i) => ({
-            ...bar,
-            timestamp: bar.timestamp + (i >= 15 ? 24 * HOUR_MS : 0), // 15-bar gap day-jump
-        }))
-        const noReset = calcVWAPData(data, 0)
-        const withReset = calcVWAPData(data, 12 * HOUR_MS)
-        // After reset, VWAP at bar 15+ should be different from no-reset version
-        expect(withReset[15]).not.toBeCloseTo(noReset[15]!, 6)
-    })
-
-    it('extensional consistency', () => {
-        const full = calcVWAPData(pureUptrend, 0)
-        for (let n = 5; n < pureUptrend.length; n++) {
-            const partial = calcVWAPData(pureUptrend.slice(0, n), 0)
-            for (let i = 0; i < n; i++) {
-                expect(partial[i]).toBeCloseTo(full[i]!, 9)
-            }
-        }
-    })
-})
+import { describe, it, expect } from 'vitest'
+import { calcVWAPData } from '../calculators'
+import {
+    empty,
+    constantPrice,
+    pureUptrend,
+    pureDowntrend,
+    sideways,
+    spikeAtBar19,
+} from './__fixtures__/synthetic'
+
+describe('calcVWAPData', () => {
+    it('empty returns empty', () => {
+        expect(calcVWAPData(empty, 0)).toEqual([])
+    })
+
+    it('on constantPrice (TP=100, volume=1000) VWAP = 100 throughout', () => {
+        const out = calcVWAPData(constantPrice, 0)
+        for (const v of out) expect(v).toBeCloseTo(100, 9)
+    })
+
+    it('VWAP between min low and max high of cumulative window', () => {
+        for (const fx of [pureUptrend, pureDowntrend, sideways, spikeAtBar19]) {
+            const out = calcVWAPData(fx, 0)
+            for (let t = 0; t < out.length; t++) {
+                const v = out[t]
+                if (v === undefined) continue
+                let cumLo = Infinity
+                let cumHi = -Infinity
+                for (let i = 0; i <= t; i++) {
+                    if (fx[i]!.low < cumLo) cumLo = fx[i]!.low
+                    if (fx[i]!.high > cumHi) cumHi = fx[i]!.high
+                }
+                expect(v).toBeGreaterThanOrEqual(cumLo - 1e-9)
+                expect(v).toBeLessThanOrEqual(cumHi + 1e-9)
+            }
+        }
+    })
+
+    it('on pureUptrend VWAP monotonically increases (each new TP > running average)', () => {
+        const out = calcVWAPData(pureUptrend, 0)
+        for (let t = 1; t < out.length; t++) {
+            expect(out[t]!).toBeGreaterThan(out[t - 1]!)
+        }
+    })
+
+    it('session reset triggers when gap exceeds threshold', () => {
+        // Construct data with a big timestamp gap to trigger reset
+        const HOUR_MS = 3_600_000
+        const data = pureUptrend.map((bar, i) => ({
+            ...bar,
+            timestamp: bar.timestamp + (i >= 15 ? 24 * HOUR_MS : 0), // 15-bar gap day-jump
+        }))
+        const noReset = calcVWAPData(data, 0)
+        const withReset = calcVWAPData(data, 12 * HOUR_MS)
+        // After reset, VWAP at bar 15+ should be different from no-reset version
+        expect(withReset[15]).not.toBeCloseTo(noReset[15]!, 6)
+    })
+
+    it('extensional consistency', () => {
+        const full = calcVWAPData(pureUptrend, 0)
+        for (let n = 5; n < pureUptrend.length; n++) {
+            const partial = calcVWAPData(pureUptrend.slice(0, n), 0)
+            for (let i = 0; i < n; i++) {
+                expect(partial[i]).toBeCloseTo(full[i]!, 9)
+            }
+        }
+    })
+})

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

@@ -1,112 +1,112 @@
-import { describe, it, expect } from 'vitest'
-import { calcWMAData } from '../calculators'
-import {
-    empty,
-    singleBar,
-    shortSequence,
-    constantPrice,
-    pureUptrend,
-    pureDowntrend,
-    sideways,
-    spikeAtBar19,
-} from './__fixtures__/synthetic'
-import { WMA_GOLDEN, assertSeriesClose } from './__fixtures__/golden'
-import {
-    assertFiniteOrUndefined,
-    assertWarmupThenDefined,
-} from './_propertyAssertions'
-
-describe('calcWMAData — Linear-weighted moving average', () => {
-    describe('edge cases', () => {
-        it('empty returns empty array', () => {
-            expect(calcWMAData(empty, 9)).toEqual([])
-        })
-
-        it('single bar with period 9 returns [undefined]', () => {
-            expect(calcWMAData(singleBar, 9)).toEqual([undefined])
-        })
-
-        it('shorter than period returns all undefined', () => {
-            const out = calcWMAData(shortSequence, 9)
-            expect(out).toHaveLength(shortSequence.length)
-            for (const v of out) expect(v).toBeUndefined()
-        })
-
-        it('period = 0 or negative returns all undefined', () => {
-            const zero = calcWMAData(pureUptrend, 0)
-            for (const v of zero) expect(v).toBeUndefined()
-            const neg = calcWMAData(pureUptrend, -3)
-            for (const v of neg) expect(v).toBeUndefined()
-        })
-
-        it('period = 1 reproduces close[t] exactly', () => {
-            const out = calcWMAData(pureUptrend, 1)
-            for (let i = 0; i < out.length; i++) {
-                expect(out[i]).toBeCloseTo(pureUptrend[i]!.close, 12)
-            }
-        })
-    })
-
-    describe('golden values', () => {
-        it('constantPrice → WMA(9) equals 100 after warm-up', () => {
-            assertSeriesClose(calcWMAData(constantPrice, 9), WMA_GOLDEN.constantPrice!.series)
-        })
-
-        it('pureUptrend → WMA(9) matches closed-form derivation', () => {
-            assertSeriesClose(calcWMAData(pureUptrend, 9), WMA_GOLDEN.pureUptrend!.series)
-        })
-    })
-
-    describe('mathematical properties', () => {
-        it('warm-up region exactly [0, period-1)', () => {
-            assertWarmupThenDefined(calcWMAData(pureUptrend, 9), 8, 'WMA(9) pureUptrend')
-        })
-
-        it('all values finite (or undefined in warm-up)', () => {
-            for (const fx of [pureUptrend, pureDowntrend, sideways, spikeAtBar19]) {
-                assertFiniteOrUndefined(calcWMAData(fx, 9), 'WMA series')
-            }
-        })
-
-        it('downtrend WMA mirrors uptrend WMA around the center value', () => {
-            // pureUptrend close = 100+i, pureDowntrend close = 200-i
-            // sum of corresponding closes = 300 for all i → WMA up + WMA down = 300
-            const up = calcWMAData(pureUptrend, 9)
-            const dn = calcWMAData(pureDowntrend, 9)
-            for (let i = 0; i < up.length; i++) {
-                if (up[i] === undefined) {
-                    expect(dn[i]).toBeUndefined()
-                } else {
-                    expect(up[i]! + dn[i]!).toBeCloseTo(300, 9)
-                }
-            }
-        })
-
-        it('WMA lag on linear input equals (period-1)/3', () => {
-            // For close = 100+t, WMA(period)(t) = (100+t) - (period-1)/3 at steady state
-            const period = 9
-            const out = calcWMAData(pureUptrend, period)
-            const lag = (period - 1) / 3
-            for (let t = period - 1; t < out.length; t++) {
-                const expected = 100 + t - lag
-                expect(out[t]!).toBeCloseTo(expected, 9)
-            }
-        })
-    })
-
-    describe('extensional consistency', () => {
-        it('extending data preserves earlier WMA values', () => {
-            for (let n = 9; n < pureUptrend.length; n++) {
-                const prefix = calcWMAData(pureUptrend.slice(0, n), 9)
-                const extended = calcWMAData(pureUptrend.slice(0, n + 1), 9)
-                for (let i = 0; i < prefix.length; i++) {
-                    if (prefix[i] === undefined) {
-                        expect(extended[i]).toBeUndefined()
-                    } else {
-                        expect(extended[i]).toBeCloseTo(prefix[i]!, 12)
-                    }
-                }
-            }
-        })
-    })
-})
+import { describe, it, expect } from 'vitest'
+import { calcWMAData } from '../calculators'
+import {
+    empty,
+    singleBar,
+    shortSequence,
+    constantPrice,
+    pureUptrend,
+    pureDowntrend,
+    sideways,
+    spikeAtBar19,
+} from './__fixtures__/synthetic'
+import { WMA_GOLDEN, assertSeriesClose } from './__fixtures__/golden'
+import {
+    assertFiniteOrUndefined,
+    assertWarmupThenDefined,
+} from './_propertyAssertions'
+
+describe('calcWMAData — Linear-weighted moving average', () => {
+    describe('edge cases', () => {
+        it('empty returns empty array', () => {
+            expect(calcWMAData(empty, 9)).toEqual([])
+        })
+
+        it('single bar with period 9 returns [undefined]', () => {
+            expect(calcWMAData(singleBar, 9)).toEqual([undefined])
+        })
+
+        it('shorter than period returns all undefined', () => {
+            const out = calcWMAData(shortSequence, 9)
+            expect(out).toHaveLength(shortSequence.length)
+            for (const v of out) expect(v).toBeUndefined()
+        })
+
+        it('period = 0 or negative returns all undefined', () => {
+            const zero = calcWMAData(pureUptrend, 0)
+            for (const v of zero) expect(v).toBeUndefined()
+            const neg = calcWMAData(pureUptrend, -3)
+            for (const v of neg) expect(v).toBeUndefined()
+        })
+
+        it('period = 1 reproduces close[t] exactly', () => {
+            const out = calcWMAData(pureUptrend, 1)
+            for (let i = 0; i < out.length; i++) {
+                expect(out[i]).toBeCloseTo(pureUptrend[i]!.close, 12)
+            }
+        })
+    })
+
+    describe('golden values', () => {
+        it('constantPrice → WMA(9) equals 100 after warm-up', () => {
+            assertSeriesClose(calcWMAData(constantPrice, 9), WMA_GOLDEN.constantPrice!.series)
+        })
+
+        it('pureUptrend → WMA(9) matches closed-form derivation', () => {
+            assertSeriesClose(calcWMAData(pureUptrend, 9), WMA_GOLDEN.pureUptrend!.series)
+        })
+    })
+
+    describe('mathematical properties', () => {
+        it('warm-up region exactly [0, period-1)', () => {
+            assertWarmupThenDefined(calcWMAData(pureUptrend, 9), 8, 'WMA(9) pureUptrend')
+        })
+
+        it('all values finite (or undefined in warm-up)', () => {
+            for (const fx of [pureUptrend, pureDowntrend, sideways, spikeAtBar19]) {
+                assertFiniteOrUndefined(calcWMAData(fx, 9), 'WMA series')
+            }
+        })
+
+        it('downtrend WMA mirrors uptrend WMA around the center value', () => {
+            // pureUptrend close = 100+i, pureDowntrend close = 200-i
+            // sum of corresponding closes = 300 for all i → WMA up + WMA down = 300
+            const up = calcWMAData(pureUptrend, 9)
+            const dn = calcWMAData(pureDowntrend, 9)
+            for (let i = 0; i < up.length; i++) {
+                if (up[i] === undefined) {
+                    expect(dn[i]).toBeUndefined()
+                } else {
+                    expect(up[i]! + dn[i]!).toBeCloseTo(300, 9)
+                }
+            }
+        })
+
+        it('WMA lag on linear input equals (period-1)/3', () => {
+            // For close = 100+t, WMA(period)(t) = (100+t) - (period-1)/3 at steady state
+            const period = 9
+            const out = calcWMAData(pureUptrend, period)
+            const lag = (period - 1) / 3
+            for (let t = period - 1; t < out.length; t++) {
+                const expected = 100 + t - lag
+                expect(out[t]!).toBeCloseTo(expected, 9)
+            }
+        })
+    })
+
+    describe('extensional consistency', () => {
+        it('extending data preserves earlier WMA values', () => {
+            for (let n = 9; n < pureUptrend.length; n++) {
+                const prefix = calcWMAData(pureUptrend.slice(0, n), 9)
+                const extended = calcWMAData(pureUptrend.slice(0, n + 1), 9)
+                for (let i = 0; i < prefix.length; i++) {
+                    if (prefix[i] === undefined) {
+                        expect(extended[i]).toBeUndefined()
+                    } else {
+                        expect(extended[i]).toBeCloseTo(prefix[i]!, 12)
+                    }
+                }
+            }
+        })
+    })
+})

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

@@ -1,95 +1,95 @@
-import { describe, it, expect } from 'vitest'
-import { calcZonesData } from '../calculators'
-import type { KLineData } from '@/types/price'
-import {
-    empty,
-    pureUptrend,
-    constantPrice,
-    sideways,
-} from './__fixtures__/synthetic'
-
-function buildGapFixture(): KLineData[] {
-    const result: KLineData[] = []
-    const T0 = 1_700_000_000_000
-    // Build a clear bullish FVG: bar[i-2].high < bar[i].low
-    // bar 0: H=100, L=99
-    result.push({ timestamp: T0, open: 99.5, high: 100, low: 99, close: 99.5, volume: 100 })
-    // bar 1: H=102, L=100.5 (gap up vs bar 0)
-    result.push({ timestamp: T0 + 60000, open: 101, high: 102, low: 100.5, close: 101.5, volume: 100 })
-    // bar 2: H=104, L=101 (bar 0.high=100 < bar 2.low=101 → bullish FVG)
-    result.push({ timestamp: T0 + 120000, open: 102, high: 104, low: 101, close: 103, volume: 100 })
-    // Continue uptrend
-    for (let i = 3; i < 15; i++) {
-        const close = 103 + i
-        result.push({ timestamp: T0 + i * 60000, open: close, high: close + 0.5, low: close - 0.5, close, volume: 100 })
-    }
-    return result
-}
-
-describe('calcZonesData', () => {
-    it('empty returns empty', () => {
-        expect(calcZonesData(empty, 5, 2, 2, 'close')).toEqual([])
-    })
-
-    it('constant price → no FVGs (no gaps possible)', () => {
-        const zones = calcZonesData(constantPrice, 5, 2, 2, 'close')
-        expect(zones.filter((z) => z.kind === 'FVG_BULL' || z.kind === 'FVG_BEAR')).toEqual([])
-    })
-
-    it('gap fixture → at least one bullish FVG detected', () => {
-        const data = buildGapFixture()
-        const zones = calcZonesData(data, 5, 2, 2, 'close')
-        const fvgs = zones.filter((z) => z.kind === 'FVG_BULL')
-        expect(fvgs.length).toBeGreaterThanOrEqual(1)
-        // First FVG should be at bar 1 (middle of the 3-bar pattern)
-        const firstFvg = fvgs[0]!
-        expect(firstFvg.startIndex).toBe(1)
-        // Zone bounds: bar[0].high=100, bar[2].low=101 → low=100, high=101
-        expect(firstFvg.low).toBe(100)
-        expect(firstFvg.high).toBe(101)
-    })
-
-    it('zone high > zone low invariant', () => {
-        const data = buildGapFixture()
-        const zones = calcZonesData(data, 5, 2, 2, 'close')
-        for (const z of zones) {
-            expect(z.high).toBeGreaterThanOrEqual(z.low)
-        }
-    })
-
-    it('zone endIndex (if set) > startIndex', () => {
-        const data = buildGapFixture()
-        const zones = calcZonesData(data, 5, 2, 2, 'close')
-        for (const z of zones) {
-            if (z.endIndex !== undefined) {
-                expect(z.endIndex).toBeGreaterThan(z.startIndex)
-            }
-        }
-    })
-
-    it('extensional consistency on pure uptrend', () => {
-        const full = calcZonesData(pureUptrend, 5, 2, 2, 'close')
-        for (let n = 5; n < pureUptrend.length; n++) {
-            const partial = calcZonesData(pureUptrend.slice(0, n), 5, 2, 2, 'close')
-            // Zones in partial that started in the prefix should also appear in full
-            for (const pz of partial) {
-                if (pz.startIndex + 2 < n) {
-                    const fz = full.find((z) => z.startIndex === pz.startIndex && z.kind === pz.kind)
-                    expect(fz).toBeDefined()
-                    if (fz) {
-                        expect(fz.high).toBeCloseTo(pz.high, 9)
-                        expect(fz.low).toBeCloseTo(pz.low, 9)
-                    }
-                }
-            }
-        }
-    })
-
-    it('disabled flags filter zones in renderer mode but raw output includes all', () => {
-        // calcZonesData always returns all zone kinds; the renderer params filter rendering
-        const data = buildGapFixture()
-        const zones = calcZonesData(data, 5, 2, 2, 'close')
-        // Just sanity: array exists
-        expect(Array.isArray(zones)).toBe(true)
-    })
-})
+import { describe, it, expect } from 'vitest'
+import { calcZonesData } from '../calculators'
+import type { KLineData } from '@/types/price'
+import {
+    empty,
+    pureUptrend,
+    constantPrice,
+    sideways,
+} from './__fixtures__/synthetic'
+
+function buildGapFixture(): KLineData[] {
+    const result: KLineData[] = []
+    const T0 = 1_700_000_000_000
+    // Build a clear bullish FVG: bar[i-2].high < bar[i].low
+    // bar 0: H=100, L=99
+    result.push({ timestamp: T0, open: 99.5, high: 100, low: 99, close: 99.5, volume: 100 })
+    // bar 1: H=102, L=100.5 (gap up vs bar 0)
+    result.push({ timestamp: T0 + 60000, open: 101, high: 102, low: 100.5, close: 101.5, volume: 100 })
+    // bar 2: H=104, L=101 (bar 0.high=100 < bar 2.low=101 → bullish FVG)
+    result.push({ timestamp: T0 + 120000, open: 102, high: 104, low: 101, close: 103, volume: 100 })
+    // Continue uptrend
+    for (let i = 3; i < 15; i++) {
+        const close = 103 + i
+        result.push({ timestamp: T0 + i * 60000, open: close, high: close + 0.5, low: close - 0.5, close, volume: 100 })
+    }
+    return result
+}
+
+describe('calcZonesData', () => {
+    it('empty returns empty', () => {
+        expect(calcZonesData(empty, 5, 2, 2, 'close')).toEqual([])
+    })
+
+    it('constant price → no FVGs (no gaps possible)', () => {
+        const zones = calcZonesData(constantPrice, 5, 2, 2, 'close')
+        expect(zones.filter((z) => z.kind === 'FVG_BULL' || z.kind === 'FVG_BEAR')).toEqual([])
+    })
+
+    it('gap fixture → at least one bullish FVG detected', () => {
+        const data = buildGapFixture()
+        const zones = calcZonesData(data, 5, 2, 2, 'close')
+        const fvgs = zones.filter((z) => z.kind === 'FVG_BULL')
+        expect(fvgs.length).toBeGreaterThanOrEqual(1)
+        // First FVG should be at bar 1 (middle of the 3-bar pattern)
+        const firstFvg = fvgs[0]!
+        expect(firstFvg.startIndex).toBe(1)
+        // Zone bounds: bar[0].high=100, bar[2].low=101 → low=100, high=101
+        expect(firstFvg.low).toBe(100)
+        expect(firstFvg.high).toBe(101)
+    })
+
+    it('zone high > zone low invariant', () => {
+        const data = buildGapFixture()
+        const zones = calcZonesData(data, 5, 2, 2, 'close')
+        for (const z of zones) {
+            expect(z.high).toBeGreaterThanOrEqual(z.low)
+        }
+    })
+
+    it('zone endIndex (if set) > startIndex', () => {
+        const data = buildGapFixture()
+        const zones = calcZonesData(data, 5, 2, 2, 'close')
+        for (const z of zones) {
+            if (z.endIndex !== undefined) {
+                expect(z.endIndex).toBeGreaterThan(z.startIndex)
+            }
+        }
+    })
+
+    it('extensional consistency on pure uptrend', () => {
+        const full = calcZonesData(pureUptrend, 5, 2, 2, 'close')
+        for (let n = 5; n < pureUptrend.length; n++) {
+            const partial = calcZonesData(pureUptrend.slice(0, n), 5, 2, 2, 'close')
+            // Zones in partial that started in the prefix should also appear in full
+            for (const pz of partial) {
+                if (pz.startIndex + 2 < n) {
+                    const fz = full.find((z) => z.startIndex === pz.startIndex && z.kind === pz.kind)
+                    expect(fz).toBeDefined()
+                    if (fz) {
+                        expect(fz.high).toBeCloseTo(pz.high, 9)
+                        expect(fz.low).toBeCloseTo(pz.low, 9)
+                    }
+                }
+            }
+        }
+    })
+
+    it('disabled flags filter zones in renderer mode but raw output includes all', () => {
+        // calcZonesData always returns all zone kinds; the renderer params filter rendering
+        const data = buildGapFixture()
+        const zones = calcZonesData(data, 5, 2, 2, 'close')
+        // Just sanity: array exists
+        expect(Array.isArray(zones)).toBe(true)
+    })
+})

package/src/engine/indicators/atrState.ts

@@ -1,27 +1,27 @@
-import type { BaseIndicatorState } from '../../plugin'
-import { createIndicatorStateKey } from '../../plugin/stateKeys'
-
-export interface ATRRenderState extends BaseIndicatorState {
-    timestamp: number
-    series: (number | undefined)[]
-    params: { period: number; showATR: boolean }
-    valueMin: number
-    valueMax: number
-    visibleMin: number
-    visibleMax: number
-}
-
-export const createATRStateKey = (paneId: string) =>
-    createIndicatorStateKey('atr', paneId)
-
-export const DEFAULT_ATR_PERIOD = 14
-
-export const EMPTY_ATR_STATE: ATRRenderState = {
-    timestamp: 0,
-    series: [],
-    params: { period: DEFAULT_ATR_PERIOD, showATR: true },
-    valueMin: 0,
-    valueMax: 1,
-    visibleMin: Infinity,
-    visibleMax: -Infinity,
-}
+import type { BaseIndicatorState } from '../../plugin'
+import { createIndicatorStateKey } from '../../plugin/stateKeys'
+
+export interface ATRRenderState extends BaseIndicatorState {
+    timestamp: number
+    series: (number | undefined)[]
+    params: { period: number; showATR: boolean }
+    valueMin: number
+    valueMax: number
+    visibleMin: number
+    visibleMax: number
+}
+
+export const createATRStateKey = (paneId: string) =>
+    createIndicatorStateKey('atr', paneId)
+
+export const DEFAULT_ATR_PERIOD = 14
+
+export const EMPTY_ATR_STATE: ATRRenderState = {
+    timestamp: 0,
+    series: [],
+    params: { period: DEFAULT_ATR_PERIOD, showATR: true },
+    valueMin: 0,
+    valueMax: 1,
+    visibleMin: Infinity,
+    visibleMax: -Infinity,
+}