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

package/dist/indicators/awesomeOscillator.d.ts

@@ -0,0 +1,19 @@
+/**
+ * Awesome Oscillator — Bill Williams.
+ *
+ *   median[i] = (high[i] + low[i]) / 2
+ *   AO[i]     = SMA(median, fast) - SMA(median, slow)
+ *
+ * Defaults: fast=5, slow=34.
+ *
+ * Output: `Float64Array` of length === input. NaN leading.
+ */
+export interface AwesomeOscillatorOptions {
+    fast?: number;
+    slow?: number;
+}
+export declare function computeAwesomeOscillator(bars: ReadonlyArray<{
+    high: number;
+    low: number;
+}>, opts?: AwesomeOscillatorOptions): Float64Array;
+//# sourceMappingURL=awesomeOscillator.d.ts.map

package/dist/indicators/awesomeOscillator.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"awesomeOscillator.d.ts","sourceRoot":"","sources":["../../src/indicators/awesomeOscillator.ts"],"names":[],"mappings":"AACA;;;;;;;;;GASG;AAEH,MAAM,WAAW,wBAAwB;IACrC,IAAI,CAAC,EAAE,MAAM,CAAA;IACb,IAAI,CAAC,EAAE,MAAM,CAAA;CAChB;AAED,wBAAgB,wBAAwB,CACpC,IAAI,EAAE,aAAa,CAAC;IAAE,IAAI,EAAE,MAAM,CAAC;IAAC,GAAG,EAAE,MAAM,CAAA;CAAE,CAAC,EAClD,IAAI,GAAE,wBAA6B,GACpC,YAAY,CAqBd"}

package/dist/indicators/awesomeOscillator.js

@@ -0,0 +1,36 @@
+import { KLineChartError } from '../errors';
+export function computeAwesomeOscillator(bars, opts = {}) {
+    const fast = opts.fast ?? 5;
+    const slow = opts.slow ?? 34;
+    if (fast < 1 || slow < 1 || fast >= slow) {
+        throw new KLineChartError('INDICATOR_INVALID_PARAM', 'computeAwesomeOscillator: require 1 <= fast < slow');
+    }
+    const n = bars.length;
+    const med = new Float64Array(n);
+    for (let i = 0; i < n; i++) {
+        const b = bars[i];
+        med[i] = (b.high + b.low) / 2;
+    }
+    const sf = simpleSMA(med, fast);
+    const ss = simpleSMA(med, slow);
+    const out = new Float64Array(n);
+    for (let i = 0; i < n; i++) {
+        const a = sf[i];
+        const b = ss[i];
+        out[i] = Number.isNaN(a) || Number.isNaN(b) ? Number.NaN : a - b;
+    }
+    return out;
+}
+function simpleSMA(input, period) {
+    const n = input.length;
+    const out = new Float64Array(n);
+    let acc = 0;
+    for (let i = 0; i < n; i++) {
+        acc += input[i];
+        if (i >= period)
+            acc -= input[i - period];
+        out[i] = i < period - 1 ? Number.NaN : acc / period;
+    }
+    return out;
+}
+//# sourceMappingURL=awesomeOscillator.js.map

package/dist/indicators/awesomeOscillator.js.map

@@ -0,0 +1 @@
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package/dist/indicators/dpo.d.ts

@@ -0,0 +1,17 @@
+/**
+ * DPO — Detrended Price Oscillator.
+ *
+ *   shift = floor(period / 2) + 1
+ *   sma   = SMA(close, period)
+ *   DPO[i] = close[i - shift] - sma[i]
+ *
+ * The shift makes DPO a centred oscillator: the trend (SMA) is removed
+ * at a centred lag so the result is a cleaner cycle indicator.
+ *
+ * Output: `Float64Array` length === input. NaN until index >= period + shift.
+ */
+export interface DpoOptions {
+    period: number;
+}
+export declare function computeDPO(prices: ReadonlyArray<number>, opts: DpoOptions): Float64Array;
+//# sourceMappingURL=dpo.d.ts.map

package/dist/indicators/dpo.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"dpo.d.ts","sourceRoot":"","sources":["../../src/indicators/dpo.ts"],"names":[],"mappings":"AACA;;;;;;;;;;;GAWG;AAEH,MAAM,WAAW,UAAU;IACvB,MAAM,EAAE,MAAM,CAAA;CACjB;AAED,wBAAgB,UAAU,CAAC,MAAM,EAAE,aAAa,CAAC,MAAM,CAAC,EAAE,IAAI,EAAE,UAAU,GAAG,YAAY,CAkBxF"}

package/dist/indicators/dpo.js

@@ -0,0 +1,24 @@
+import { KLineChartError } from '../errors';
+export function computeDPO(prices, opts) {
+    const { period } = opts;
+    if (period < 2 || !Number.isFinite(period))
+        throw new KLineChartError('INDICATOR_INVALID_PARAM', 'computeDPO: period must be >= 2');
+    const n = prices.length;
+    const out = new Float64Array(n);
+    out.fill(Number.NaN);
+    const shift = Math.floor(period / 2) + 1;
+    let acc = 0;
+    for (let i = 0; i < n; i++) {
+        acc += prices[i];
+        if (i >= period)
+            acc -= prices[i - period];
+        if (i < period - 1)
+            continue;
+        const sma = acc / period;
+        const back = i - shift;
+        if (back >= 0)
+            out[i] = prices[back] - sma;
+    }
+    return out;
+}
+//# sourceMappingURL=dpo.js.map

package/dist/indicators/dpo.js.map

@@ -0,0 +1 @@
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package/dist/indicators/fisherTransform.d.ts

@@ -0,0 +1,26 @@
+/**
+ * Fisher Transform — John Ehlers (2002).
+ *
+ * Maps price into a near-Gaussian distribution to make turning points sharper:
+ *
+ *   med[i]   = (high[i] + low[i]) / 2
+ *   hi[i]    = max(med, period)
+ *   lo[i]    = min(med, period)
+ *   raw[i]   = 0.5 * 2 * ((med - lo) / (hi - lo) - 0.5)            (in [-1, 1))
+ *   v[i]     = clip(0.33 * raw + 0.67 * v[i-1], -0.999, 0.999)
+ *   fish[i]  = 0.5 * ln((1 + v) / (1 - v)) + 0.5 * fish[i-1]
+ *
+ * Output: `{ fisher, trigger }` parallel arrays. `trigger` is `fisher`
+ * shifted one bar (a common companion plot).
+ */
+export interface FisherTransformOptions {
+    period: number;
+}
+export declare function computeFisherTransform(bars: ReadonlyArray<{
+    high: number;
+    low: number;
+}>, opts: FisherTransformOptions): {
+    fisher: Float64Array;
+    trigger: Float64Array;
+};
+//# sourceMappingURL=fisherTransform.d.ts.map

package/dist/indicators/fisherTransform.d.ts.map

@@ -0,0 +1 @@
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package/dist/indicators/fisherTransform.js

@@ -0,0 +1,44 @@
+import { KLineChartError } from '../errors';
+export function computeFisherTransform(bars, opts) {
+    const { period } = opts;
+    if (period < 2 || !Number.isFinite(period)) {
+        throw new KLineChartError('INDICATOR_INVALID_PARAM', 'computeFisherTransform: period must be >= 2');
+    }
+    const n = bars.length;
+    const fisher = new Float64Array(n);
+    const trigger = new Float64Array(n);
+    fisher.fill(Number.NaN);
+    trigger.fill(Number.NaN);
+    let v = 0;
+    let f = 0;
+    for (let i = 0; i < n; i++) {
+        if (i < period - 1)
+            continue;
+        let hi = -Infinity;
+        let lo = Infinity;
+        for (let j = i - period + 1; j <= i; j++) {
+            const b = bars[j];
+            const med = (b.high + b.low) / 2;
+            if (med > hi)
+                hi = med;
+            if (med < lo)
+                lo = med;
+        }
+        const b = bars[i];
+        const medCur = (b.high + b.low) / 2;
+        const denom = hi - lo;
+        const norm = denom === 0 ? 0 : (medCur - lo) / denom; // [0, 1]
+        const raw = 2 * (norm - 0.5); // [-1, 1]
+        v = 0.33 * raw + 0.67 * v;
+        if (v > 0.999)
+            v = 0.999;
+        if (v < -0.999)
+            v = -0.999;
+        const fNew = 0.5 * Math.log((1 + v) / (1 - v)) + 0.5 * f;
+        trigger[i] = f; // previous fisher serves as trigger
+        f = fNew;
+        fisher[i] = f;
+    }
+    return { fisher, trigger };
+}
+//# sourceMappingURL=fisherTransform.js.map

package/dist/indicators/fisherTransform.js.map

@@ -0,0 +1 @@
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package/dist/indicators/frama.d.ts

@@ -0,0 +1,25 @@
+/**
+ * FRAMA — Fractal Adaptive Moving Average (John Ehlers, 2005).
+ *
+ * Estimates the fractal dimension D of price over the last `period` bars
+ * (split into two halves) and uses it to adapt an EMA smoothing constant:
+ *
+ *   N1 = (max(H_first_half) - min(H_first_half)) / (period/2)
+ *   N2 = (max(H_second_half) - min(H_second_half)) / (period/2)
+ *   N3 = (max(H_full) - min(H_full)) / period
+ *   D  = (log(N1 + N2) - log(N3)) / log(2)
+ *   alpha = exp(-4.6 * (D - 1))
+ *   FRAMA = alpha * price + (1 - alpha) * FRAMA_prev
+ *
+ * Output length === input length. Indices < period are NaN.
+ *
+ * Note: Ehlers's original uses H (high) and L (low) separately for each
+ * range. With close-only input we use price extrema as a faithful
+ * close-input approximation — documented divergence vs the H/L variant.
+ */
+export interface FramaOptions {
+    /** Must be EVEN and >= 4. Default 16. */
+    period: number;
+}
+export declare function computeFRAMA(prices: ReadonlyArray<number>, opts: FramaOptions): Float64Array;
+//# sourceMappingURL=frama.d.ts.map

package/dist/indicators/frama.d.ts.map

@@ -0,0 +1 @@
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package/dist/indicators/frama.js

@@ -0,0 +1,61 @@
+import { KLineChartError } from '../errors';
+function rangeMaxMin(arr, start, end) {
+    let max = -Infinity;
+    let min = Infinity;
+    for (let i = start; i < end; i++) {
+        const v = arr[i];
+        if (v > max)
+            max = v;
+        if (v < min)
+            min = v;
+    }
+    return { max, min };
+}
+export function computeFRAMA(prices, opts) {
+    const { period } = opts;
+    if (period < 4 || period % 2 !== 0 || !Number.isFinite(period)) {
+        throw new KLineChartError('INDICATOR_INVALID_PARAM', 'computeFRAMA: period must be even and >= 4');
+    }
+    const n = prices.length;
+    const out = new Float64Array(n);
+    const half = period >> 1;
+    let prev = Number.NaN;
+    for (let i = 0; i < n; i++) {
+        if (i < period - 1) {
+            out[i] = Number.NaN;
+            continue;
+        }
+        const fullStart = i - period + 1;
+        const midStart = i - half + 1;
+        const r1 = rangeMaxMin(prices, fullStart, fullStart + half);
+        const r2 = rangeMaxMin(prices, midStart, midStart + half);
+        const rF = rangeMaxMin(prices, fullStart, fullStart + period);
+        const N1 = (r1.max - r1.min) / half;
+        const N2 = (r2.max - r2.min) / half;
+        const N3 = (rF.max - rF.min) / period;
+        let alpha;
+        if (N1 <= 0 || N2 <= 0 || N3 <= 0) {
+            // Degenerate flat window — fall back to a simple EMA constant.
+            alpha = 2 / (period + 1);
+        }
+        else {
+            const D = (Math.log(N1 + N2) - Math.log(N3)) / Math.LN2;
+            alpha = Math.exp(-4.6 * (D - 1));
+            // Numerical safety: clamp to [0.01, 1].
+            if (!(alpha > 0))
+                alpha = 0.01;
+            if (alpha > 1)
+                alpha = 1;
+        }
+        const cur = prices[i];
+        if (Number.isNaN(prev)) {
+            prev = cur;
+        }
+        else {
+            prev = alpha * cur + (1 - alpha) * prev;
+        }
+        out[i] = prev;
+    }
+    return out;
+}
+//# sourceMappingURL=frama.js.map

package/dist/indicators/frama.js.map

@@ -0,0 +1 @@
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package/dist/indicators/index.d.ts

@@ -0,0 +1,24 @@
+/**
+ * @klinechart-quant/core/indicators — headless indicator math.
+ *
+ * Pure functions over price arrays. No DOM, no signals, no controllers —
+ * these are the building blocks consumers compose into UI flows or feed
+ * to the legacy scheduler in `src/core/indicators/`.
+ *
+ * Convention: each indicator's output is a `Float64Array` of the same length
+ * as the input, with NaN for indices where the indicator hasn't primed yet.
+ * This makes alignment with bar arrays trivial in render code.
+ */
+export { computeALMA, type AlmaOptions } from './alma';
+export { computeT3, type T3Options } from './t3';
+export { computeZLEMA, type ZlemaOptions } from './zlema';
+export { computeLSMA, type LsmaOptions } from './lsma';
+export { computeVIDYA, type VidyaOptions } from './vidya';
+export { computeFRAMA, type FramaOptions } from './frama';
+export { computeStochRSI, type StochRsiOptions } from './stochRSI';
+export { computeAwesomeOscillator, type AwesomeOscillatorOptions, } from './awesomeOscillator';
+export { computeUltimateOscillator, type UltimateOscillatorOptions, } from './ultimateOscillator';
+export { computeDPO, type DpoOptions } from './dpo';
+export { computeFisherTransform, type FisherTransformOptions, } from './fisherTransform';
+export { computeSchaffTrendCycle, type SchaffTrendCycleOptions, } from './schaffTrendCycle';
+//# sourceMappingURL=index.d.ts.map

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

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package/dist/indicators/index.js

@@ -0,0 +1,26 @@
+/**
+ * @klinechart-quant/core/indicators — headless indicator math.
+ *
+ * Pure functions over price arrays. No DOM, no signals, no controllers —
+ * these are the building blocks consumers compose into UI flows or feed
+ * to the legacy scheduler in `src/core/indicators/`.
+ *
+ * Convention: each indicator's output is a `Float64Array` of the same length
+ * as the input, with NaN for indices where the indicator hasn't primed yet.
+ * This makes alignment with bar arrays trivial in render code.
+ */
+// MA family completion pack (tick 7 b-9)
+export { computeALMA } from './alma';
+export { computeT3 } from './t3';
+export { computeZLEMA } from './zlema';
+export { computeLSMA } from './lsma';
+export { computeVIDYA } from './vidya';
+export { computeFRAMA } from './frama';
+// Oscillator completion pack (tick 8 b-10)
+export { computeStochRSI } from './stochRSI';
+export { computeAwesomeOscillator, } from './awesomeOscillator';
+export { computeUltimateOscillator, } from './ultimateOscillator';
+export { computeDPO } from './dpo';
+export { computeFisherTransform, } from './fisherTransform';
+export { computeSchaffTrendCycle, } from './schaffTrendCycle';
+//# sourceMappingURL=index.js.map

package/dist/indicators/index.js.map

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package/dist/indicators/lsma.d.ts

@@ -0,0 +1,21 @@
+/**
+ * LSMA — Least-Squares (Linear Regression) Moving Average.
+ *
+ * At each index i (with at least `period` samples available), fit a
+ * line `y = a + b * x` over the last `period` prices via least squares,
+ * and emit the value of that line at the right endpoint (`y[period-1]`).
+ *
+ * Closed-form (mean-centred):
+ *   x̄ = (period - 1) / 2          (since x = 0..period-1)
+ *   ȳ = mean(prices over window)
+ *   b = sum((x - x̄) * (y - ȳ)) / sum((x - x̄)^2)
+ *   a = ȳ - b * x̄
+ *   lsma[i] = a + b * (period - 1)
+ *
+ * Output length === input length. Indices < period - 1 are NaN.
+ */
+export interface LsmaOptions {
+    period: number;
+}
+export declare function computeLSMA(prices: ReadonlyArray<number>, opts: LsmaOptions): Float64Array;
+//# sourceMappingURL=lsma.d.ts.map

package/dist/indicators/lsma.d.ts.map

@@ -0,0 +1 @@
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package/dist/indicators/lsma.js

@@ -0,0 +1,37 @@
+import { KLineChartError } from '../errors';
+export function computeLSMA(prices, opts) {
+    const { period } = opts;
+    if (period < 2 || !Number.isFinite(period))
+        throw new KLineChartError('INDICATOR_INVALID_PARAM', 'computeLSMA: period must be >= 2');
+    const out = new Float64Array(prices.length);
+    const xbar = (period - 1) / 2;
+    // sum((x - x̄)^2) for x = 0..period-1 is a constant; precompute.
+    let xxSum = 0;
+    for (let k = 0; k < period; k++) {
+        const d = k - xbar;
+        xxSum += d * d;
+    }
+    for (let i = 0; i < prices.length; i++) {
+        if (i < period - 1) {
+            out[i] = Number.NaN;
+            continue;
+        }
+        // Window covers indices i - period + 1 .. i, mapped to x = 0..period-1.
+        let ysum = 0;
+        for (let k = 0; k < period; k++) {
+            ysum += prices[i - period + 1 + k];
+        }
+        const ybar = ysum / period;
+        let xy = 0;
+        for (let k = 0; k < period; k++) {
+            const xd = k - xbar;
+            const yd = prices[i - period + 1 + k] - ybar;
+            xy += xd * yd;
+        }
+        const b = xy / xxSum;
+        const a = ybar - b * xbar;
+        out[i] = a + b * (period - 1);
+    }
+    return out;
+}
+//# sourceMappingURL=lsma.js.map

package/dist/indicators/lsma.js.map

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package/dist/indicators/schaffTrendCycle.d.ts

@@ -0,0 +1,24 @@
+/**
+ * STC — Schaff Trend Cycle (Doug Schaff, 2008).
+ *
+ * Doubly-stochastic MACD-cycle hybrid:
+ *
+ *   macd      = EMA(close, fast) - EMA(close, slow)
+ *   k1        = stoch(macd, cycle)         (raw, 0..100)
+ *   d1        = EMA(k1, factor)            (smoothing)
+ *   k2        = stoch(d1, cycle)
+ *   STC       = EMA(k2, factor)
+ *
+ * Defaults: fast=23, slow=50, cycle=10, factor=0.5 (smoothing constant,
+ * applied as `d = factor*new + (1-factor)*d_prev`).
+ *
+ * Output: `Float64Array` length === input. NaN until index >= slow + 2*cycle.
+ */
+export interface SchaffTrendCycleOptions {
+    fast?: number;
+    slow?: number;
+    cycle?: number;
+    factor?: number;
+}
+export declare function computeSchaffTrendCycle(prices: ReadonlyArray<number>, opts?: SchaffTrendCycleOptions): Float64Array;
+//# sourceMappingURL=schaffTrendCycle.d.ts.map

package/dist/indicators/schaffTrendCycle.d.ts.map

@@ -0,0 +1 @@
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package/dist/indicators/schaffTrendCycle.js

@@ -0,0 +1,70 @@
+import { KLineChartError } from '../errors';
+export function computeSchaffTrendCycle(prices, opts = {}) {
+    const fast = opts.fast ?? 23;
+    const slow = opts.slow ?? 50;
+    const cycle = opts.cycle ?? 10;
+    const factor = opts.factor ?? 0.5;
+    if (fast < 2 || slow <= fast)
+        throw new KLineChartError('INDICATOR_INVALID_PARAM', 'STC: require 2 <= fast < slow');
+    if (cycle < 2)
+        throw new KLineChartError('INDICATOR_INVALID_PARAM', 'STC: cycle must be >= 2');
+    if (!(factor > 0 && factor <= 1))
+        throw new KLineChartError('INDICATOR_INVALID_PARAM', 'STC: factor must be in (0, 1]');
+    const n = prices.length;
+    const macd = new Float64Array(n);
+    const kFast = 2 / (fast + 1);
+    const kSlow = 2 / (slow + 1);
+    let emaF = Number.NaN;
+    let emaS = Number.NaN;
+    for (let i = 0; i < n; i++) {
+        const p = prices[i];
+        emaF = Number.isNaN(emaF) ? p : kFast * p + (1 - kFast) * emaF;
+        emaS = Number.isNaN(emaS) ? p : kSlow * p + (1 - kSlow) * emaS;
+        macd[i] = emaF - emaS;
+    }
+    const k1 = stochOver(macd, cycle);
+    const d1 = smoothFactor(k1, factor);
+    const k2 = stochOver(d1, cycle);
+    const stc = smoothFactor(k2, factor);
+    return stc;
+}
+function stochOver(input, period) {
+    const n = input.length;
+    const out = new Float64Array(n);
+    out.fill(Number.NaN);
+    for (let i = period - 1; i < n; i++) {
+        let lo = Infinity;
+        let hi = -Infinity;
+        let any = false;
+        for (let j = i - period + 1; j <= i; j++) {
+            const v = input[j];
+            if (Number.isNaN(v))
+                continue;
+            any = true;
+            if (v < lo)
+                lo = v;
+            if (v > hi)
+                hi = v;
+        }
+        if (!any)
+            continue;
+        const denom = hi - lo;
+        out[i] = denom === 0 ? 50 : (100 * (input[i] - lo)) / denom;
+    }
+    return out;
+}
+function smoothFactor(input, factor) {
+    const n = input.length;
+    const out = new Float64Array(n);
+    out.fill(Number.NaN);
+    let prev = Number.NaN;
+    for (let i = 0; i < n; i++) {
+        const v = input[i];
+        if (Number.isNaN(v))
+            continue;
+        prev = Number.isNaN(prev) ? v : factor * v + (1 - factor) * prev;
+        out[i] = prev;
+    }
+    return out;
+}
+//# sourceMappingURL=schaffTrendCycle.js.map

package/dist/indicators/schaffTrendCycle.js.map

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package/dist/indicators/stochRSI.d.ts

@@ -0,0 +1,24 @@
+/**
+ * Stochastic RSI (Chande & Kroll, 1994).
+ *
+ * Two-step composition:
+ *   1. RSI(period) over close-only.
+ *   2. Stochastic over the RSI series:
+ *        k[i] = 100 * (RSI[i] - min(RSI, stochPeriod))
+ *                   / (max(RSI, stochPeriod) - min(RSI, stochPeriod))
+ *   3. Smooth k by SMA(smoothK) → %K; smooth %K by SMA(smoothD) → %D.
+ *
+ * Output: parallel `Float64Array` pair { k, d }, both length === input.
+ * NaN leading. Returns 0..100.
+ */
+export interface StochRsiOptions {
+    rsiPeriod: number;
+    stochPeriod: number;
+    smoothK?: number;
+    smoothD?: number;
+}
+export declare function computeStochRSI(prices: ReadonlyArray<number>, opts: StochRsiOptions): {
+    k: Float64Array;
+    d: Float64Array;
+};
+//# sourceMappingURL=stochRSI.d.ts.map

package/dist/indicators/stochRSI.d.ts.map

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