@363045841yyt/klinechart-core 0.8.11-alpha.0 → 0.8.12

package/dist/alerts/createAlertController.d.ts

@@ -0,0 +1,30 @@
+/**
+ * AlertController — framework-agnostic, signal-based.
+ *
+ * Same dispose-guard pattern as the other core controllers (volume-profile,
+ * indicator-selector). Adapters (React/Vue/Angular) subscribe to the
+ * `rules` and `events` signals via their native reactivity.
+ *
+ * Per-rule prev-snapshot:
+ *   Cross-style predicates compare prev vs. curr. Rather than asking the
+ *   caller to thread that state, the controller stashes the previous
+ *   evaluation snapshot per rule id and feeds it back into the predicate.
+ *   When a rule is added or re-enabled, its prev is reset — that prevents
+ *   a spurious fire on first evaluation (a newly-added "price-cross 100"
+ *   rule should NOT fire just because the current close happens to be 105).
+ *
+ * Cooldown:
+ *   For non-oneShot rules we record `lastFiredAt` and suppress re-fires
+ *   within `cooldownMs`. oneShot ignores cooldown — it just flips
+ *   `enabled` to false on first fire.
+ *
+ * Crash safety:
+ *   `kind: 'custom'` predicates run inside try/catch. A throwing predicate
+ *   is caught, marked internally, and skipped for this pass; the rest of
+ *   the rules continue to evaluate. Errors are swallowed at the boundary
+ *   (no console.* per coding-style.md) — observability hooks are a future
+ *   addition (`onError` listener on the controller).
+ */
+import type { AlertController, AlertControllerOptions } from './types';
+export declare function createAlertController(opts?: AlertControllerOptions): AlertController;
+//# sourceMappingURL=createAlertController.d.ts.map

package/dist/alerts/createAlertController.d.ts.map

@@ -0,0 +1 @@
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package/dist/alerts/createAlertController.js

@@ -0,0 +1,261 @@
+/**
+ * AlertController — framework-agnostic, signal-based.
+ *
+ * Same dispose-guard pattern as the other core controllers (volume-profile,
+ * indicator-selector). Adapters (React/Vue/Angular) subscribe to the
+ * `rules` and `events` signals via their native reactivity.
+ *
+ * Per-rule prev-snapshot:
+ *   Cross-style predicates compare prev vs. curr. Rather than asking the
+ *   caller to thread that state, the controller stashes the previous
+ *   evaluation snapshot per rule id and feeds it back into the predicate.
+ *   When a rule is added or re-enabled, its prev is reset — that prevents
+ *   a spurious fire on first evaluation (a newly-added "price-cross 100"
+ *   rule should NOT fire just because the current close happens to be 105).
+ *
+ * Cooldown:
+ *   For non-oneShot rules we record `lastFiredAt` and suppress re-fires
+ *   within `cooldownMs`. oneShot ignores cooldown — it just flips
+ *   `enabled` to false on first fire.
+ *
+ * Crash safety:
+ *   `kind: 'custom'` predicates run inside try/catch. A throwing predicate
+ *   is caught, marked internally, and skipped for this pass; the rest of
+ *   the rules continue to evaluate. Errors are swallowed at the boundary
+ *   (no console.* per coding-style.md) — observability hooks are a future
+ *   addition (`onError` listener on the controller).
+ */
+import { createSignal } from '../reactivity/signal';
+import { evaluatePredicate } from './predicates';
+const DEFAULT_MAX_EVENTS = 100;
+export function createAlertController(opts) {
+    const maxEvents = (() => {
+        const raw = opts?.maxEvents;
+        if (raw === undefined)
+            return DEFAULT_MAX_EVENTS;
+        if (!Number.isFinite(raw) || raw < 1)
+            return DEFAULT_MAX_EVENTS;
+        return Math.floor(raw);
+    })();
+    // -----------------------------------------------------------------------
+    // Signals — frozen arrays so React/Vue see new identity on every change.
+    // -----------------------------------------------------------------------
+    const rules = createSignal([]);
+    const events = createSignal([]);
+    // -----------------------------------------------------------------------
+    // Private state
+    // -----------------------------------------------------------------------
+    const runtime = new Map();
+    const listeners = new Set();
+    let disposed = false;
+    function findIndex(id) {
+        const arr = rules.peek();
+        for (let i = 0; i < arr.length; i++) {
+            if (arr[i].id === id)
+                return i;
+        }
+        return -1;
+    }
+    function replaceAt(arr, i, next) {
+        const copy = arr.slice();
+        copy[i] = next;
+        return copy;
+    }
+    // -----------------------------------------------------------------------
+    // addRule / removeRule / setRuleEnabled / updateRule
+    // -----------------------------------------------------------------------
+    function addRule(rule) {
+        if (findIndex(rule.id) >= 0)
+            return false;
+        // Defensive shallow copy so external mutation of the caller's object
+        // does not affect controller state.
+        const stored = {
+            ...rule,
+            metadata: rule.metadata !== undefined ? { ...rule.metadata } : undefined,
+        };
+        rules.set([...rules.peek(), stored]);
+        runtime.set(rule.id, { prev: null, lastFiredAt: undefined });
+        return true;
+    }
+    function removeRule(id) {
+        const idx = findIndex(id);
+        if (idx < 0)
+            return false;
+        const copy = rules.peek().slice();
+        copy.splice(idx, 1);
+        rules.set(copy);
+        runtime.delete(id);
+        return true;
+    }
+    function setRuleEnabled(id, enabled) {
+        const idx = findIndex(id);
+        if (idx < 0)
+            return false;
+        const cur = rules.peek()[idx];
+        if (cur.enabled === enabled)
+            return true; // no-op but reports success
+        const next = { ...cur, enabled };
+        rules.set(replaceAt(rules.peek(), idx, next));
+        // Re-enabling resets prev — a freshly enabled cross rule should not
+        // fire on the first eval just because the level is already broken.
+        if (enabled) {
+            runtime.set(id, { prev: null, lastFiredAt: undefined });
+        }
+        return true;
+    }
+    function updateRule(id, patch) {
+        const idx = findIndex(id);
+        if (idx < 0)
+            return false;
+        const cur = rules.peek()[idx];
+        const next = {
+            ...cur,
+            ...patch,
+            id: cur.id, // id is invariant
+            metadata: patch.metadata !== undefined
+                ? { ...patch.metadata }
+                : cur.metadata,
+        };
+        rules.set(replaceAt(rules.peek(), idx, next));
+        // Changing the predicate invalidates prev — different predicates may
+        // need different prev fields, and a stale prev could cause a spurious
+        // fire on next eval.
+        if (patch.predicate !== undefined) {
+            runtime.set(id, { prev: null, lastFiredAt: undefined });
+        }
+        return true;
+    }
+    // -----------------------------------------------------------------------
+    // evaluate — the hot path. Safe to call every frame.
+    // -----------------------------------------------------------------------
+    function evaluate(snapshot, now) {
+        const fired = [];
+        const currentRules = rules.peek();
+        // We may need to flip oneShot rules off — collect indices and apply
+        // once at the end to avoid mutating `currentRules` mid-loop.
+        const toDisable = [];
+        for (let i = 0; i < currentRules.length; i++) {
+            const rule = currentRules[i];
+            if (!rule.enabled)
+                continue;
+            const rt = runtime.get(rule.id) ?? {
+                prev: null,
+                lastFiredAt: undefined,
+            };
+            // Cooldown gate (applies to non-oneShot rules; oneShot rules
+            // can only fire once anyway).
+            if (!rule.oneShot &&
+                rule.cooldownMs !== undefined &&
+                rule.cooldownMs > 0 &&
+                rt.lastFiredAt !== undefined &&
+                now - rt.lastFiredAt < rule.cooldownMs) {
+                // Still update prev so the next eval after cooldown has the
+                // right reference point for cross detection.
+                rt.prev = snapshot;
+                runtime.set(rule.id, rt);
+                continue;
+            }
+            // Evaluate. Custom predicates can throw — wrap.
+            let hit = false;
+            try {
+                hit = evaluatePredicate(rule.predicate, snapshot, rt.prev);
+            }
+            catch {
+                // Swallow per crash-safety contract. Do NOT fire. Continue.
+                hit = false;
+            }
+            if (hit) {
+                const event = {
+                    ruleId: rule.id,
+                    ruleName: rule.name,
+                    triggeredAt: now,
+                    snapshotBar: snapshot.bar !== null ? { ...snapshot.bar } : null,
+                    metadata: rule.metadata,
+                };
+                fired.push(event);
+                rt.lastFiredAt = now;
+                if (rule.oneShot) {
+                    toDisable.push(i);
+                }
+            }
+            rt.prev = snapshot;
+            runtime.set(rule.id, rt);
+        }
+        if (fired.length > 0) {
+            // Append fired events to the ring, capped at maxEvents.
+            const prevEvents = events.peek();
+            const merged = prevEvents.concat(fired);
+            const trimmed = merged.length > maxEvents
+                ? merged.slice(merged.length - maxEvents)
+                : merged;
+            events.set(trimmed);
+            // Notify per-event listeners. Copy first so a listener that
+            // unsubscribes during fire-out doesn't mutate the iteration.
+            const snapshotListeners = [...listeners];
+            for (const ev of fired) {
+                for (const l of snapshotListeners) {
+                    try {
+                        l(ev);
+                    }
+                    catch {
+                        // listener errors are isolated — never leak across.
+                    }
+                }
+            }
+        }
+        if (toDisable.length > 0) {
+            const copy = rules.peek().slice();
+            for (const i of toDisable) {
+                const r = copy[i];
+                if (r !== undefined)
+                    copy[i] = { ...r, enabled: false };
+            }
+            rules.set(copy);
+        }
+        return fired;
+    }
+    // -----------------------------------------------------------------------
+    // events / listener management
+    // -----------------------------------------------------------------------
+    function clearEvents() {
+        if (events.peek().length === 0)
+            return;
+        events.set([]);
+    }
+    function onEvent(listener) {
+        listeners.add(listener);
+        return () => {
+            listeners.delete(listener);
+        };
+    }
+    // -----------------------------------------------------------------------
+    // dispose
+    // -----------------------------------------------------------------------
+    function dispose() {
+        if (disposed)
+            return;
+        disposed = true;
+        listeners.clear();
+        runtime.clear();
+    }
+    function guard(fn, fallback) {
+        return ((...args) => {
+            if (disposed)
+                return fallback;
+            return fn(...args);
+        });
+    }
+    return {
+        rules,
+        events,
+        addRule: guard(addRule, false),
+        removeRule: guard(removeRule, false),
+        setRuleEnabled: guard(setRuleEnabled, false),
+        updateRule: guard(updateRule, false),
+        evaluate: guard(evaluate, []),
+        clearEvents: guard(clearEvents, undefined),
+        onEvent: guard(onEvent, (() => undefined)),
+        dispose,
+    };
+}
+//# sourceMappingURL=createAlertController.js.map

package/dist/alerts/createAlertController.js.map

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package/dist/alerts/index.d.ts

@@ -0,0 +1,5 @@
+export type { AlertController, AlertControllerOptions, AlertEvent, AlertPredicate, AlertPredicateKind, AlertRule, CrossDirection, IndicatorCrossPairDirection, MarketSnapshot, } from './types';
+export { createAlertController } from './createAlertController';
+export { evaluatePredicate } from './predicates';
+export { AlertRuleSchemaError, deserializeRule, serializeRule, } from './ruleSchema';
+//# sourceMappingURL=index.d.ts.map

package/dist/alerts/index.d.ts.map

@@ -0,0 +1 @@
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package/dist/alerts/index.js

@@ -0,0 +1,4 @@
+export { createAlertController } from './createAlertController';
+export { evaluatePredicate } from './predicates';
+export { AlertRuleSchemaError, deserializeRule, serializeRule, } from './ruleSchema';
+//# sourceMappingURL=index.js.map

package/dist/alerts/index.js.map

@@ -0,0 +1 @@
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package/dist/alerts/predicates.d.ts

@@ -0,0 +1,28 @@
+/**
+ * Built-in predicate kit.
+ *
+ * Each predicate is a pure function over `(predicate, curr, prev)`:
+ *   - `curr` is the snapshot at the current evaluation.
+ *   - `prev` is the snapshot from the previous evaluation of the SAME rule
+ *     (the controller threads it through). For cross-style predicates the
+ *     prev value is what makes "just-crossed" detectable vs. "is above".
+ *   - When `prev` is null (first evaluation), cross predicates must NOT fire —
+ *     we cannot distinguish "already above" from "just crossed up" without a
+ *     reference point.
+ *
+ * All predicates are O(1) — no scanning of history. The caller pre-computes
+ * any rolling state (e.g. `rollingVolume[N]`).
+ *
+ * Defensive: predicates return `false` for any required field that is null,
+ * undefined, or non-finite. We never throw — a bad snapshot must not crash
+ * an entire alert pass.
+ */
+import type { AlertPredicate, MarketSnapshot } from './types';
+/**
+ * Returns `true` iff the predicate fires for this (prev, curr) pair.
+ *
+ * The controller wraps `kind: 'custom'` in its own try/catch — but we still
+ * defensively guard against the function being missing here.
+ */
+export declare function evaluatePredicate(predicate: AlertPredicate, curr: MarketSnapshot, prev: MarketSnapshot | null): boolean;
+//# sourceMappingURL=predicates.d.ts.map

package/dist/alerts/predicates.d.ts.map

@@ -0,0 +1 @@
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package/dist/alerts/predicates.js

@@ -0,0 +1,211 @@
+/**
+ * Built-in predicate kit.
+ *
+ * Each predicate is a pure function over `(predicate, curr, prev)`:
+ *   - `curr` is the snapshot at the current evaluation.
+ *   - `prev` is the snapshot from the previous evaluation of the SAME rule
+ *     (the controller threads it through). For cross-style predicates the
+ *     prev value is what makes "just-crossed" detectable vs. "is above".
+ *   - When `prev` is null (first evaluation), cross predicates must NOT fire —
+ *     we cannot distinguish "already above" from "just crossed up" without a
+ *     reference point.
+ *
+ * All predicates are O(1) — no scanning of history. The caller pre-computes
+ * any rolling state (e.g. `rollingVolume[N]`).
+ *
+ * Defensive: predicates return `false` for any required field that is null,
+ * undefined, or non-finite. We never throw — a bad snapshot must not crash
+ * an entire alert pass.
+ */
+// ---------------------------------------------------------------------------
+// Helpers
+// ---------------------------------------------------------------------------
+function isFiniteNumber(x) {
+    return typeof x === 'number' && Number.isFinite(x);
+}
+/**
+ * Generic numeric cross check.
+ *   - up   : prev < threshold && curr >= threshold
+ *   - down : prev > threshold && curr <= threshold
+ *   - any  : either
+ *
+ * Returns false if either side is non-finite. The `>=` / `<=` on the curr side
+ * is intentional — a value landing exactly on the threshold counts as a cross
+ * the instant it arrives (matches trader intuition: "alert me when price hits
+ * 100" should fire at 100, not require 100.01).
+ */
+function crossed(prevValue, currValue, threshold, direction) {
+    if (prevValue === null || !isFiniteNumber(prevValue))
+        return false;
+    if (!isFiniteNumber(currValue) || !isFiniteNumber(threshold))
+        return false;
+    const up = prevValue < threshold && currValue >= threshold;
+    const down = prevValue > threshold && currValue <= threshold;
+    if (direction === 'up')
+        return up;
+    if (direction === 'down')
+        return down;
+    return up || down;
+}
+/**
+ * Cross of two series A vs B (indicator vs indicator). Direction:
+ *   - a-above-b : A was <= B and is now > B (A crossed UP through B)
+ *   - a-below-b : A was >= B and is now < B (A crossed DOWN through B)
+ *   - any       : either
+ *
+ * Note the asymmetric strictness vs. `crossed`: here we use strict inequality
+ * on the post side because equality of two floats is rare and ambiguous — we
+ * wait for the next tick of separation.
+ */
+function crossedPair(prevA, prevB, currA, currB, direction) {
+    if (prevA === null || prevB === null)
+        return false;
+    if (!isFiniteNumber(prevA) || !isFiniteNumber(prevB))
+        return false;
+    if (!isFiniteNumber(currA) || !isFiniteNumber(currB))
+        return false;
+    const aAboveB = prevA <= prevB && currA > currB;
+    const aBelowB = prevA >= prevB && currA < currB;
+    if (direction === 'a-above-b')
+        return aAboveB;
+    if (direction === 'a-below-b')
+        return aBelowB;
+    return aAboveB || aBelowB;
+}
+// ---------------------------------------------------------------------------
+// evaluatePredicate — the dispatch
+// ---------------------------------------------------------------------------
+/**
+ * Returns `true` iff the predicate fires for this (prev, curr) pair.
+ *
+ * The controller wraps `kind: 'custom'` in its own try/catch — but we still
+ * defensively guard against the function being missing here.
+ */
+export function evaluatePredicate(predicate, curr, prev) {
+    switch (predicate.kind) {
+        case 'price-cross': {
+            const cBar = curr.bar;
+            const pBar = prev?.bar ?? null;
+            if (cBar === null || !isFiniteNumber(cBar.close))
+                return false;
+            const prevClose = pBar !== null && isFiniteNumber(pBar.close) ? pBar.close : null;
+            return crossed(prevClose, cBar.close, predicate.price, predicate.direction);
+        }
+        case 'price-in-range': {
+            const cBar = curr.bar;
+            if (cBar === null || !isFiniteNumber(cBar.close))
+                return false;
+            const { min, max } = predicate;
+            if (!isFiniteNumber(min) || !isFiniteNumber(max))
+                return false;
+            return cBar.close >= min && cBar.close <= max;
+        }
+        case 'price-out-of-range': {
+            const cBar = curr.bar;
+            if (cBar === null || !isFiniteNumber(cBar.close))
+                return false;
+            const { min, max } = predicate;
+            if (!isFiniteNumber(min) || !isFiniteNumber(max))
+                return false;
+            return cBar.close < min || cBar.close > max;
+        }
+        case 'indicator-cross': {
+            const id = predicate.indicatorId;
+            const cVal = curr.indicators[id];
+            if (cVal === undefined || !isFiniteNumber(cVal))
+                return false;
+            const pRaw = prev?.indicators[id];
+            const pVal = pRaw !== undefined && isFiniteNumber(pRaw) ? pRaw : null;
+            return crossed(pVal, cVal, predicate.threshold, predicate.direction);
+        }
+        case 'indicator-cross-indicator': {
+            const { aId, bId, direction } = predicate;
+            const cA = curr.indicators[aId];
+            const cB = curr.indicators[bId];
+            if (cA === undefined ||
+                cB === undefined ||
+                !isFiniteNumber(cA) ||
+                !isFiniteNumber(cB)) {
+                return false;
+            }
+            const pARaw = prev?.indicators[aId];
+            const pBRaw = prev?.indicators[bId];
+            const pA = pARaw !== undefined && isFiniteNumber(pARaw) ? pARaw : null;
+            const pB = pBRaw !== undefined && isFiniteNumber(pBRaw) ? pBRaw : null;
+            return crossedPair(pA, pB, cA, cB, direction);
+        }
+        case 'volume-spike': {
+            const cBar = curr.bar;
+            if (cBar === null || !isFiniteNumber(cBar.volume))
+                return false;
+            const avg = curr.rollingVolume[predicate.lookbackBars];
+            // Missing avg or zero avg → no useful baseline; do not fire.
+            if (avg === undefined || !isFiniteNumber(avg) || avg <= 0)
+                return false;
+            if (!isFiniteNumber(predicate.multipleOfAvg))
+                return false;
+            return cBar.volume >= avg * predicate.multipleOfAvg;
+        }
+        case 'volume-profile-poc-touch': {
+            const cBar = curr.bar;
+            const vp = curr.volumeProfile;
+            if (cBar === null || !isFiniteNumber(cBar.close))
+                return false;
+            if (vp === undefined || !isFiniteNumber(vp.poc) || vp.poc === 0)
+                return false;
+            if (!isFiniteNumber(predicate.bandPercent))
+                return false;
+            const distance = Math.abs(cBar.close - vp.poc) / Math.abs(vp.poc);
+            return distance <= predicate.bandPercent;
+        }
+        case 'order-book-wall': {
+            const ob = curr.orderBook;
+            if (ob === undefined)
+                return false;
+            const { sizeMultipleOfMedian: k } = predicate;
+            if (!isFiniteNumber(k))
+                return false;
+            const bidHit = isFiniteNumber(ob.medianBidSize) &&
+                isFiniteNumber(ob.maxBidSize) &&
+                ob.medianBidSize > 0 &&
+                ob.maxBidSize >= ob.medianBidSize * k;
+            const askHit = isFiniteNumber(ob.medianAskSize) &&
+                isFiniteNumber(ob.maxAskSize) &&
+                ob.medianAskSize > 0 &&
+                ob.maxAskSize >= ob.medianAskSize * k;
+            return bidHit || askHit;
+        }
+        case 'footprint-imbalance': {
+            const fp = curr.footprint;
+            if (fp === undefined)
+                return false;
+            if (!isFiniteNumber(fp.latestBarMaxImbalanceRatio) ||
+                !isFiniteNumber(fp.latestBarImbalanceCount)) {
+                return false;
+            }
+            return (fp.latestBarMaxImbalanceRatio >= predicate.minImbalanceRatio &&
+                fp.latestBarImbalanceCount >= predicate.consecutivePriceLevels);
+        }
+        case 'custom': {
+            if (typeof predicate.evaluate !== 'function')
+                return false;
+            // The controller also wraps this call in try/catch; the inner
+            // guard here protects callers that invoke predicates directly
+            // (e.g. tests or third-party tooling).
+            try {
+                return predicate.evaluate(curr) === true;
+            }
+            catch {
+                return false;
+            }
+        }
+        default: {
+            // Exhaustiveness check — adding a new kind without a case here
+            // will surface as a TS error on this line.
+            const _exhaustive = predicate;
+            void _exhaustive;
+            return false;
+        }
+    }
+}
+//# sourceMappingURL=predicates.js.map

package/dist/alerts/predicates.js.map

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package/dist/alerts/rollingVolume.d.ts

@@ -0,0 +1,15 @@
+import type { MarketSnapshot } from './types';
+export declare class RollingVolumeCalculator {
+    readonly size: number;
+    private buffer;
+    private sum;
+    private cursor;
+    private filled;
+    constructor(size: number);
+    push(volume: number): number;
+    get mean(): number;
+}
+export type VolumeLookbacks = Map<number, RollingVolumeCalculator>;
+export declare function createVolumeLookbacks(sizes: number[]): VolumeLookbacks;
+export declare function pushToVolumeLookbacks(lookbacks: VolumeLookbacks, volume: number): MarketSnapshot['rollingVolume'];
+//# sourceMappingURL=rollingVolume.d.ts.map

package/dist/alerts/rollingVolume.d.ts.map

@@ -0,0 +1 @@
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package/dist/alerts/rollingVolume.js

@@ -0,0 +1,42 @@
+export class RollingVolumeCalculator {
+    size;
+    buffer;
+    sum = 0;
+    cursor = 0;
+    filled = false;
+    constructor(size) {
+        this.size = size;
+        this.buffer = new Array(size);
+    }
+    push(volume) {
+        if (this.filled) {
+            this.sum -= this.buffer[this.cursor];
+        }
+        this.buffer[this.cursor] = volume;
+        this.sum += volume;
+        this.cursor = (this.cursor + 1) % this.size;
+        if (!this.filled && this.cursor === 0) {
+            this.filled = true;
+        }
+        return this.mean;
+    }
+    get mean() {
+        const count = this.filled ? this.size : this.cursor;
+        return count > 0 ? this.sum / count : 0;
+    }
+}
+export function createVolumeLookbacks(sizes) {
+    const map = new Map();
+    for (const size of sizes) {
+        map.set(size, new RollingVolumeCalculator(size));
+    }
+    return map;
+}
+export function pushToVolumeLookbacks(lookbacks, volume) {
+    const result = {};
+    for (const [size, calc] of lookbacks) {
+        result[size] = calc.push(volume);
+    }
+    return result;
+}
+//# sourceMappingURL=rollingVolume.js.map

package/dist/alerts/rollingVolume.js.map

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