@363045841yyt/klinechart-core 0.7.3 → 0.7.5

package/src/engine/indicators/__tests__/__fixtures__/golden/atr.json

@@ -1,38 +1,38 @@
-{
-    "$schema": "Wilder ATR golden values. Period=14. null = warm-up (undefined).",
-    "$source": "Hand-derived from Wilder definition: TR(t)=max(H-L, |H-PrevC|, |L-PrevC|); TR(0)=H-L; ATR(period-1)=mean(TR[0..period-1]); ATR(t)=((period-1)*ATR(t-1)+TR(t))/period for t>=period. Cross-verified by manual computation through index 19; subsequent values are the deterministic float64 continuation of the same recurrence.",
-    "$tolerance": 1e-9,
-    "$note": "Follow-up: replace with pandas-ta / TA-Lib generated fixtures once `scripts/gen-golden.py` lands.",
-    "constantPrice": {
-        "period": 14,
-        "series": [
-            null, null, null, null, null, null, null, null, null, null, null, null, null,
-            0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0
-        ]
-    },
-    "pureUptrend": {
-        "period": 14,
-        "series": [
-            null, null, null, null, null, null, null, null, null, null, null, null, null,
-            2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2
-        ]
-    },
-    "spikeAtBar19": {
-        "period": 14,
-        "series": [
-            null, null, null, null, null, null, null, null, null, null, null, null, null,
-            2,
-            2,
-            2,
-            2,
-            2,
-            2,
-            2.9285714285714284,
-            2.862244897959184,
-            2.800655976676385,
-            2.7434662640566362,
-            2.690361530909734,
-            2.6410499929876154
-        ]
-    }
-}
+{
+    "$schema": "Wilder ATR golden values. Period=14. null = warm-up (undefined).",
+    "$source": "Hand-derived from Wilder definition: TR(t)=max(H-L, |H-PrevC|, |L-PrevC|); TR(0)=H-L; ATR(period-1)=mean(TR[0..period-1]); ATR(t)=((period-1)*ATR(t-1)+TR(t))/period for t>=period. Cross-verified by manual computation through index 19; subsequent values are the deterministic float64 continuation of the same recurrence.",
+    "$tolerance": 1e-9,
+    "$note": "Follow-up: replace with pandas-ta / TA-Lib generated fixtures once `scripts/gen-golden.py` lands.",
+    "constantPrice": {
+        "period": 14,
+        "series": [
+            null, null, null, null, null, null, null, null, null, null, null, null, null,
+            0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0
+        ]
+    },
+    "pureUptrend": {
+        "period": 14,
+        "series": [
+            null, null, null, null, null, null, null, null, null, null, null, null, null,
+            2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2
+        ]
+    },
+    "spikeAtBar19": {
+        "period": 14,
+        "series": [
+            null, null, null, null, null, null, null, null, null, null, null, null, null,
+            2,
+            2,
+            2,
+            2,
+            2,
+            2,
+            2.9285714285714284,
+            2.862244897959184,
+            2.800655976676385,
+            2.7434662640566362,
+            2.690361530909734,
+            2.6410499929876154
+        ]
+    }
+}

package/src/engine/indicators/__tests__/__fixtures__/golden/dema.json

@@ -1,14 +1,14 @@
-{
-    "$schema": "DEMA (Double Exponential MA) golden values. period=20.",
-    "$source": "Hand-derived for constantPrice only — EMA seeded with first close, so EMA = constant immediately; DEMA = 2*c - c = c throughout.",
-    "$note": "pureUptrend/spike golden deferred to pandas-ta gen-golden.py; property/edge tests cover the rest.",
-    "$tolerance": 1e-9,
-    "constantPrice": {
-        "period": 20,
-        "series": [
-            100, 100, 100, 100, 100, 100, 100, 100, 100, 100,
-            100, 100, 100, 100, 100, 100, 100, 100, 100, 100,
-            100, 100, 100, 100, 100, 100, 100, 100, 100, 100
-        ]
-    }
-}
+{
+    "$schema": "DEMA (Double Exponential MA) golden values. period=20.",
+    "$source": "Hand-derived for constantPrice only — EMA seeded with first close, so EMA = constant immediately; DEMA = 2*c - c = c throughout.",
+    "$note": "pureUptrend/spike golden deferred to pandas-ta gen-golden.py; property/edge tests cover the rest.",
+    "$tolerance": 1e-9,
+    "constantPrice": {
+        "period": 20,
+        "series": [
+            100, 100, 100, 100, 100, 100, 100, 100, 100, 100,
+            100, 100, 100, 100, 100, 100, 100, 100, 100, 100,
+            100, 100, 100, 100, 100, 100, 100, 100, 100, 100
+        ]
+    }
+}

package/src/engine/indicators/__tests__/__fixtures__/golden/hma.json

@@ -1,14 +1,14 @@
-{
-    "$schema": "HMA (Hull Moving Average) golden values. period=9.",
-    "$source": "Hand-derived for constantPrice — WMA on constant input yields constant at every stage; 2*WMA(c, n/2) - WMA(c, n) = 2c - c = c; final WMA(c, sqrt(n)) = c.",
-    "$note": "pureUptrend/spike golden deferred to pandas-ta gen-golden.py; property/edge tests cover the rest. Warm-up = period-1 + round(sqrt(period))-1 = 8+2 = 10 for period=9.",
-    "$tolerance": 1e-9,
-    "constantPrice": {
-        "period": 9,
-        "series": [
-            null, null, null, null, null, null, null, null, null, null,
-            100, 100, 100, 100, 100, 100, 100, 100, 100, 100,
-            100, 100, 100, 100, 100, 100, 100, 100, 100, 100
-        ]
-    }
-}
+{
+    "$schema": "HMA (Hull Moving Average) golden values. period=9.",
+    "$source": "Hand-derived for constantPrice — WMA on constant input yields constant at every stage; 2*WMA(c, n/2) - WMA(c, n) = 2c - c = c; final WMA(c, sqrt(n)) = c.",
+    "$note": "pureUptrend/spike golden deferred to pandas-ta gen-golden.py; property/edge tests cover the rest. Warm-up = period-1 + round(sqrt(period))-1 = 8+2 = 10 for period=9.",
+    "$tolerance": 1e-9,
+    "constantPrice": {
+        "period": 9,
+        "series": [
+            null, null, null, null, null, null, null, null, null, null,
+            100, 100, 100, 100, 100, 100, 100, 100, 100, 100,
+            100, 100, 100, 100, 100, 100, 100, 100, 100, 100
+        ]
+    }
+}

package/src/engine/indicators/__tests__/__fixtures__/golden/index.ts

@@ -1,55 +1,55 @@
-import atrGolden from './atr.json'
-import wmaGolden from './wma.json'
-import demaGolden from './dema.json'
-import temaGolden from './tema.json'
-import hmaGolden from './hma.json'
-import kamaGolden from './kama.json'
-
-export interface GoldenSeries {
-    period: number
-    series: (number | null)[]
-}
-
-export type GoldenFixture = Record<string, GoldenSeries>
-
-export const ATR_GOLDEN: GoldenFixture = filterMeta(atrGolden as Record<string, unknown>)
-export const WMA_GOLDEN: GoldenFixture = filterMeta(wmaGolden as Record<string, unknown>)
-export const DEMA_GOLDEN: GoldenFixture = filterMeta(demaGolden as Record<string, unknown>)
-export const TEMA_GOLDEN: GoldenFixture = filterMeta(temaGolden as Record<string, unknown>)
-export const HMA_GOLDEN: GoldenFixture = filterMeta(hmaGolden as Record<string, unknown>)
-export const KAMA_GOLDEN: GoldenFixture = filterMeta(kamaGolden as Record<string, unknown>)
-
-function filterMeta(raw: Record<string, unknown>): GoldenFixture {
-    const out: GoldenFixture = {}
-    for (const [key, value] of Object.entries(raw)) {
-        if (key.startsWith('$')) continue
-        out[key] = value as GoldenSeries
-    }
-    return out
-}
-
-export function assertSeriesClose(
-    actual: readonly (number | undefined)[],
-    expected: readonly (number | null)[],
-    tolerance = 1e-9,
-): void {
-    if (actual.length !== expected.length) {
-        throw new Error(`series length mismatch: actual=${actual.length} expected=${expected.length}`)
-    }
-    for (let i = 0; i < expected.length; i++) {
-        const a = actual[i]
-        const e = expected[i]
-        if (e === null) {
-            if (a !== undefined) {
-                throw new Error(`at index ${i}: expected undefined (warm-up), got ${a}`)
-            }
-            continue
-        }
-        if (a === undefined) {
-            throw new Error(`at index ${i}: expected ${e}, got undefined`)
-        }
-        if (Math.abs(a - e) > tolerance) {
-            throw new Error(`at index ${i}: expected ${e}, got ${a} (Δ=${Math.abs(a - e)})`)
-        }
-    }
-}
+import atrGolden from './atr.json'
+import wmaGolden from './wma.json'
+import demaGolden from './dema.json'
+import temaGolden from './tema.json'
+import hmaGolden from './hma.json'
+import kamaGolden from './kama.json'
+
+export interface GoldenSeries {
+    period: number
+    series: (number | null)[]
+}
+
+export type GoldenFixture = Record<string, GoldenSeries>
+
+export const ATR_GOLDEN: GoldenFixture = filterMeta(atrGolden as Record<string, unknown>)
+export const WMA_GOLDEN: GoldenFixture = filterMeta(wmaGolden as Record<string, unknown>)
+export const DEMA_GOLDEN: GoldenFixture = filterMeta(demaGolden as Record<string, unknown>)
+export const TEMA_GOLDEN: GoldenFixture = filterMeta(temaGolden as Record<string, unknown>)
+export const HMA_GOLDEN: GoldenFixture = filterMeta(hmaGolden as Record<string, unknown>)
+export const KAMA_GOLDEN: GoldenFixture = filterMeta(kamaGolden as Record<string, unknown>)
+
+function filterMeta(raw: Record<string, unknown>): GoldenFixture {
+    const out: GoldenFixture = {}
+    for (const [key, value] of Object.entries(raw)) {
+        if (key.startsWith('$')) continue
+        out[key] = value as GoldenSeries
+    }
+    return out
+}
+
+export function assertSeriesClose(
+    actual: readonly (number | undefined)[],
+    expected: readonly (number | null)[],
+    tolerance = 1e-9,
+): void {
+    if (actual.length !== expected.length) {
+        throw new Error(`series length mismatch: actual=${actual.length} expected=${expected.length}`)
+    }
+    for (let i = 0; i < expected.length; i++) {
+        const a = actual[i]
+        const e = expected[i]
+        if (e === null) {
+            if (a !== undefined) {
+                throw new Error(`at index ${i}: expected undefined (warm-up), got ${a}`)
+            }
+            continue
+        }
+        if (a === undefined) {
+            throw new Error(`at index ${i}: expected ${e}, got undefined`)
+        }
+        if (Math.abs(a - e) > tolerance) {
+            throw new Error(`at index ${i}: expected ${e}, got ${a} (Δ=${Math.abs(a - e)})`)
+        }
+    }
+}

package/src/engine/indicators/__tests__/__fixtures__/golden/kama.json

@@ -1,14 +1,14 @@
-{
-    "$schema": "KAMA (Kaufman Adaptive MA) golden values. period=10, fast=2, slow=30.",
-    "$source": "Hand-derived for constantPrice — ER = 0/0 → 0 → SC = slowSC^2; but seed is close[period-1]=100, then KAMA(t) = 100 + SC*(100-100) = 100 ∀ t≥period-1.",
-    "$note": "pureUptrend/spike golden deferred to pandas-ta gen-golden.py; property tests cover the rest.",
-    "$tolerance": 1e-9,
-    "constantPrice": {
-        "period": 10,
-        "series": [
-            null, null, null, null, null, null, null, null, null,
-            100, 100, 100, 100, 100, 100, 100, 100, 100, 100, 100,
-            100, 100, 100, 100, 100, 100, 100, 100, 100, 100
-        ]
-    }
-}
+{
+    "$schema": "KAMA (Kaufman Adaptive MA) golden values. period=10, fast=2, slow=30.",
+    "$source": "Hand-derived for constantPrice — ER = 0/0 → 0 → SC = slowSC^2; but seed is close[period-1]=100, then KAMA(t) = 100 + SC*(100-100) = 100 ∀ t≥period-1.",
+    "$note": "pureUptrend/spike golden deferred to pandas-ta gen-golden.py; property tests cover the rest.",
+    "$tolerance": 1e-9,
+    "constantPrice": {
+        "period": 10,
+        "series": [
+            null, null, null, null, null, null, null, null, null,
+            100, 100, 100, 100, 100, 100, 100, 100, 100, 100, 100,
+            100, 100, 100, 100, 100, 100, 100, 100, 100, 100
+        ]
+    }
+}

package/src/engine/indicators/__tests__/__fixtures__/golden/tema.json

@@ -1,14 +1,14 @@
-{
-    "$schema": "TEMA (Triple Exponential MA) golden values. period=20.",
-    "$source": "Hand-derived for constantPrice — EMA chain on a constant input yields constant output at every stage; TEMA = 3*c - 3*c + c = c.",
-    "$note": "pureUptrend/spike golden deferred to pandas-ta gen-golden.py; property/edge tests cover the rest.",
-    "$tolerance": 1e-9,
-    "constantPrice": {
-        "period": 20,
-        "series": [
-            100, 100, 100, 100, 100, 100, 100, 100, 100, 100,
-            100, 100, 100, 100, 100, 100, 100, 100, 100, 100,
-            100, 100, 100, 100, 100, 100, 100, 100, 100, 100
-        ]
-    }
-}
+{
+    "$schema": "TEMA (Triple Exponential MA) golden values. period=20.",
+    "$source": "Hand-derived for constantPrice — EMA chain on a constant input yields constant output at every stage; TEMA = 3*c - 3*c + c = c.",
+    "$note": "pureUptrend/spike golden deferred to pandas-ta gen-golden.py; property/edge tests cover the rest.",
+    "$tolerance": 1e-9,
+    "constantPrice": {
+        "period": 20,
+        "series": [
+            100, 100, 100, 100, 100, 100, 100, 100, 100, 100,
+            100, 100, 100, 100, 100, 100, 100, 100, 100, 100,
+            100, 100, 100, 100, 100, 100, 100, 100, 100, 100
+        ]
+    }
+}

package/src/engine/indicators/__tests__/__fixtures__/golden/wma.json

@@ -1,40 +1,40 @@
-{
-    "$schema": "WMA (Weighted Moving Average) golden values. period=9. null = warm-up.",
-    "$source": "Hand-derived: WMA(t) = sum_{k=0..n-1} (k+1)*values[t-n+1+k] / (n*(n+1)/2). For pureUptrend with close=100+i, sum increments by exactly denom=45 per step → series goes 4740/45, 4785/45, ... = 105.333, 106.333, ...",
-    "$tolerance": 1e-9,
-    "constantPrice": {
-        "period": 9,
-        "series": [
-            null, null, null, null, null, null, null, null,
-            100, 100, 100, 100, 100, 100, 100, 100, 100, 100, 100, 100, 100, 100, 100, 100, 100, 100, 100, 100, 100, 100
-        ]
-    },
-    "pureUptrend": {
-        "period": 9,
-        "series": [
-            null, null, null, null, null, null, null, null,
-            105.33333333333333,
-            106.33333333333333,
-            107.33333333333333,
-            108.33333333333333,
-            109.33333333333333,
-            110.33333333333333,
-            111.33333333333333,
-            112.33333333333333,
-            113.33333333333333,
-            114.33333333333333,
-            115.33333333333333,
-            116.33333333333333,
-            117.33333333333333,
-            118.33333333333333,
-            119.33333333333333,
-            120.33333333333333,
-            121.33333333333333,
-            122.33333333333333,
-            123.33333333333333,
-            124.33333333333333,
-            125.33333333333333,
-            126.33333333333333
-        ]
-    }
-}
+{
+    "$schema": "WMA (Weighted Moving Average) golden values. period=9. null = warm-up.",
+    "$source": "Hand-derived: WMA(t) = sum_{k=0..n-1} (k+1)*values[t-n+1+k] / (n*(n+1)/2). For pureUptrend with close=100+i, sum increments by exactly denom=45 per step → series goes 4740/45, 4785/45, ... = 105.333, 106.333, ...",
+    "$tolerance": 1e-9,
+    "constantPrice": {
+        "period": 9,
+        "series": [
+            null, null, null, null, null, null, null, null,
+            100, 100, 100, 100, 100, 100, 100, 100, 100, 100, 100, 100, 100, 100, 100, 100, 100, 100, 100, 100, 100, 100
+        ]
+    },
+    "pureUptrend": {
+        "period": 9,
+        "series": [
+            null, null, null, null, null, null, null, null,
+            105.33333333333333,
+            106.33333333333333,
+            107.33333333333333,
+            108.33333333333333,
+            109.33333333333333,
+            110.33333333333333,
+            111.33333333333333,
+            112.33333333333333,
+            113.33333333333333,
+            114.33333333333333,
+            115.33333333333333,
+            116.33333333333333,
+            117.33333333333333,
+            118.33333333333333,
+            119.33333333333333,
+            120.33333333333333,
+            121.33333333333333,
+            122.33333333333333,
+            123.33333333333333,
+            124.33333333333333,
+            125.33333333333333,
+            126.33333333333333
+        ]
+    }
+}

package/src/engine/indicators/__tests__/__fixtures__/synthetic.ts

@@ -1,65 +1,65 @@
-import type { KLineData } from '@/types/price'
-
-const T0 = 1_700_000_000_000
-const MINUTE = 60_000
-
-function bar(i: number, open: number, high: number, low: number, close: number, volume = 1000): KLineData {
-    return { timestamp: T0 + i * MINUTE, open, high, low, close, volume }
-}
-
-export const empty: KLineData[] = []
-
-export const singleBar: KLineData[] = [bar(0, 100, 101, 99, 100)]
-
-export const shortSequence: KLineData[] = [
-    bar(0, 100, 101, 99, 100),
-    bar(1, 100, 102, 99, 101),
-    bar(2, 101, 103, 100, 102),
-]
-
-export const constantPrice: KLineData[] = Array.from({ length: 30 }, (_, i) =>
-    bar(i, 100, 100, 100, 100),
-)
-
-export const pureUptrend: KLineData[] = Array.from({ length: 30 }, (_, i) =>
-    bar(i, 100 + i, 101 + i, 99 + i, 100 + i),
-)
-
-export const pureDowntrend: KLineData[] = Array.from({ length: 30 }, (_, i) =>
-    bar(i, 200 - i, 201 - i, 199 - i, 200 - i),
-)
-
-export const sideways: KLineData[] = Array.from({ length: 30 }, (_, i) => {
-    const phase = (i % 4) - 1.5
-    const close = 100 + phase
-    return bar(i, 100, 100 + Math.abs(phase) + 0.5, 100 - Math.abs(phase) - 0.5, close)
-})
-
-export const spikeAtBar19: KLineData[] = (() => {
-    const out: KLineData[] = []
-    for (let i = 0; i < 19; i++) out.push(bar(i, 100, 101, 99, 100))
-    out.push(bar(19, 100, 110, 95, 105))
-    for (let i = 20; i < 25; i++) out.push(bar(i, 105, 106, 104, 105))
-    return out
-})()
-
-export const gapUp: KLineData[] = (() => {
-    const out: KLineData[] = []
-    for (let i = 0; i < 10; i++) out.push(bar(i, 100, 101, 99, 100))
-    for (let i = 10; i < 20; i++) out.push(bar(i, 110, 111, 109, 110))
-    return out
-})()
-
-export const FIXTURES = {
-    empty,
-    singleBar,
-    shortSequence,
-    constantPrice,
-    pureUptrend,
-    pureDowntrend,
-    sideways,
-    spikeAtBar19,
-    gapUp,
-} as const
-
-export type FixtureName = keyof typeof FIXTURES
+import type { KLineData } from '@/types/price'
+
+const T0 = 1_700_000_000_000
+const MINUTE = 60_000
+
+function bar(i: number, open: number, high: number, low: number, close: number, volume = 1000): KLineData {
+    return { timestamp: T0 + i * MINUTE, open, high, low, close, volume }
+}
+
+export const empty: KLineData[] = []
+
+export const singleBar: KLineData[] = [bar(0, 100, 101, 99, 100)]
+
+export const shortSequence: KLineData[] = [
+    bar(0, 100, 101, 99, 100),
+    bar(1, 100, 102, 99, 101),
+    bar(2, 101, 103, 100, 102),
+]
+
+export const constantPrice: KLineData[] = Array.from({ length: 30 }, (_, i) =>
+    bar(i, 100, 100, 100, 100),
+)
+
+export const pureUptrend: KLineData[] = Array.from({ length: 30 }, (_, i) =>
+    bar(i, 100 + i, 101 + i, 99 + i, 100 + i),
+)
+
+export const pureDowntrend: KLineData[] = Array.from({ length: 30 }, (_, i) =>
+    bar(i, 200 - i, 201 - i, 199 - i, 200 - i),
+)
+
+export const sideways: KLineData[] = Array.from({ length: 30 }, (_, i) => {
+    const phase = (i % 4) - 1.5
+    const close = 100 + phase
+    return bar(i, 100, 100 + Math.abs(phase) + 0.5, 100 - Math.abs(phase) - 0.5, close)
+})
+
+export const spikeAtBar19: KLineData[] = (() => {
+    const out: KLineData[] = []
+    for (let i = 0; i < 19; i++) out.push(bar(i, 100, 101, 99, 100))
+    out.push(bar(19, 100, 110, 95, 105))
+    for (let i = 20; i < 25; i++) out.push(bar(i, 105, 106, 104, 105))
+    return out
+})()
+
+export const gapUp: KLineData[] = (() => {
+    const out: KLineData[] = []
+    for (let i = 0; i < 10; i++) out.push(bar(i, 100, 101, 99, 100))
+    for (let i = 10; i < 20; i++) out.push(bar(i, 110, 111, 109, 110))
+    return out
+})()
+
+export const FIXTURES = {
+    empty,
+    singleBar,
+    shortSequence,
+    constantPrice,
+    pureUptrend,
+    pureDowntrend,
+    sideways,
+    spikeAtBar19,
+    gapUp,
+} as const
+
+export type FixtureName = keyof typeof FIXTURES