@363045841yyt/klinechart-core 0.8.12 → 0.8.13-alpha.0

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

@@ -1,14 +1,13 @@
 {
-    "$schema": "DEMA (Double Exponential MA) golden values. period=20.",
-    "$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 +1,41 @@
 {
-    "$schema": "HMA (Hull Moving Average) golden values. period=9.",
-    "$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

@@ -6,8 +6,8 @@ import hmaGolden from './hma.json'
 import kamaGolden from './kama.json'
 
 export interface GoldenSeries {
-    period: number
-    series: (number | null)[]
+  period: number
+  series: (number | null)[]
 }
 
 export type GoldenFixture = Record<string, GoldenSeries>
@@ -20,36 +20,36 @@ export const HMA_GOLDEN: GoldenFixture = filterMeta(hmaGolden as Record<string,
 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('$')) continue
-        out[key] = value as GoldenSeries
-    }
-    return out
+  const out: GoldenFixture = {}
+  for (const [key, value] of Object.entries(raw)) {
+    if (key.startsWith('$')) continue
+    out[key] = value as GoldenSeries
+  }
+  return out
 }
 
 export function assertSeriesClose(
-    actual: readonly (number | undefined)[],
-    expected: readonly (number | null)[],
-    tolerance = 1e-9,
+  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}`)
+  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`)
     }
-    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)})`)
-        }
+    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 +1,41 @@
 {
-    "$schema": "KAMA (Kaufman Adaptive MA) golden values. period=10, fast=2, slow=30.",
-    "$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 +1,13 @@
 {
-    "$schema": "TEMA (Triple Exponential MA) golden values. period=20.",
-    "$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 +1,75 @@
 {
-    "$schema": "WMA (Weighted Moving Average) golden values. period=9. null = warm-up.",
-    "$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

@@ -3,8 +3,15 @@ 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 }
+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[] = []
@@ -12,54 +19,54 @@ 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),
+  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),
+  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),
+  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),
+  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)
+  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
+  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
+  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,
+  empty,
+  singleBar,
+  shortSequence,
+  constantPrice,
+  pureUptrend,
+  pureDowntrend,
+  sideways,
+  spikeAtBar19,
+  gapUp,
 } as const
 
 export type FixtureName = keyof typeof FIXTURES

package/src/engine/indicators/__tests__/_propertyAssertions.ts

@@ -1,76 +1,77 @@
 type SparseSeries = readonly (number | undefined)[]
 
-export function assertWarmupThenDefined(series: SparseSeries, expectedWarmup: number, label: string): void {
-    for (let i = 0; i < expectedWarmup; i++) {
-        if (series[i] !== undefined) {
-            throw new Error(`${label}: index ${i} should be warm-up (undefined), got ${series[i]}`)
-        }
+export function assertWarmupThenDefined(
+  series: SparseSeries,
+  expectedWarmup: number,
+  label: string,
+): void {
+  for (let i = 0; i < expectedWarmup; i++) {
+    if (series[i] !== undefined) {
+      throw new Error(`${label}: index ${i} should be warm-up (undefined), got ${series[i]}`)
     }
-    for (let i = expectedWarmup; i < series.length; i++) {
-        if (series[i] === undefined) {
-            throw new Error(`${label}: index ${i} should be defined after warm-up, got undefined`)
-        }
+  }
+  for (let i = expectedWarmup; i < series.length; i++) {
+    if (series[i] === undefined) {
+      throw new Error(`${label}: index ${i} should be defined after warm-up, got undefined`)
     }
+  }
 }
 
 export function assertNonNegative(series: SparseSeries, label: string): void {
-    for (let i = 0; i < series.length; i++) {
-        const v = series[i]
-        if (v !== undefined && v < 0) {
-            throw new Error(`${label}: index ${i} should be ≥ 0, got ${v}`)
-        }
+  for (let i = 0; i < series.length; i++) {
+    const v = series[i]
+    if (v !== undefined && v < 0) {
+      throw new Error(`${label}: index ${i} should be ≥ 0, got ${v}`)
     }
+  }
 }
 
-function assertBounded(
-    series: SparseSeries,
-    min: number,
-    max: number,
-    label: string,
-): void {
-    for (let i = 0; i < series.length; i++) {
-        const v = series[i]
-        if (v === undefined) continue
-        if (v < min || v > max) {
-            throw new Error(`${label}: index ${i} value ${v} outside [${min}, ${max}]`)
-        }
+function assertBounded(series: SparseSeries, min: number, max: number, label: string): void {
+  for (let i = 0; i < series.length; i++) {
+    const v = series[i]
+    if (v === undefined) continue
+    if (v < min || v > max) {
+      throw new Error(`${label}: index ${i} value ${v} outside [${min}, ${max}]`)
     }
+  }
 }
 
 function assertMonotonicByDirection(
-    series: SparseSeries,
-    directions: readonly number[],
-    label: string,
+  series: SparseSeries,
+  directions: readonly number[],
+  label: string,
 ): void {
-    if (series.length !== directions.length) {
-        throw new Error(`${label}: series and directions length mismatch (${series.length} vs ${directions.length})`)
+  if (series.length !== directions.length) {
+    throw new Error(
+      `${label}: series and directions length mismatch (${series.length} vs ${directions.length})`,
+    )
+  }
+  let prev: number | undefined
+  for (let i = 0; i < series.length; i++) {
+    const v = series[i]
+    if (v === undefined) {
+      prev = undefined
+      continue
     }
-    let prev: number | undefined
-    for (let i = 0; i < series.length; i++) {
-        const v = series[i]
-        if (v === undefined) {
-            prev = undefined
-            continue
-        }
-        if (prev !== undefined) {
-            const expectedDir = directions[i]!
-            const actualDir = Math.sign(v - prev)
-            if (expectedDir !== 0 && actualDir !== expectedDir && actualDir !== 0) {
-                throw new Error(
-                    `${label}: at index ${i} expected direction ${expectedDir}, value moved from ${prev} to ${v} (dir=${actualDir})`,
-                )
-            }
-        }
-        prev = v
+    if (prev !== undefined) {
+      const expectedDir = directions[i]!
+      const actualDir = Math.sign(v - prev)
+      if (expectedDir !== 0 && actualDir !== expectedDir && actualDir !== 0) {
+        throw new Error(
+          `${label}: at index ${i} expected direction ${expectedDir}, value moved from ${prev} to ${v} (dir=${actualDir})`,
+        )
+      }
     }
+    prev = v
+  }
 }
 
 export function assertFiniteOrUndefined(series: SparseSeries, label: string): void {
-    for (let i = 0; i < series.length; i++) {
-        const v = series[i]
-        if (v === undefined) continue
-        if (!Number.isFinite(v)) {
-            throw new Error(`${label}: index ${i} non-finite value ${v}`)
-        }
+  for (let i = 0; i < series.length; i++) {
+    const v = series[i]
+    if (v === undefined) continue
+    if (!Number.isFinite(v)) {
+      throw new Error(`${label}: index ${i} non-finite value ${v}`)
     }
+  }
 }