@363045841yyt/klinechart-core 0.8.14 → 0.9.0-alpha.0

package/dist/features/alerts/createAlertController.js.map

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

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package/dist/features/alerts/index.js.map

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

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package/dist/features/alerts/predicates.js.map

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

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package/dist/features/alerts/rollingVolume.js.map

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package/dist/features/alerts/ruleSchema.d.ts.map

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package/dist/features/alerts/ruleSchema.js.map

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package/dist/features/alerts/types.d.ts

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+/**
+ * Alert rule engine — public types.
+ *
+ * Why we build our own (vs. relying on TradingView's alert engine):
+ *   - TV alerts are closed, server-side, capped (60 free + paid tiers).
+ *   - TV alerts are limited to TV's built-in indicator outputs.
+ *   - We need to alert on differentiating signals TV simply cannot see —
+ *     Volume Profile POC touch, Order Book wall appearance, Footprint
+ *     imbalance hit. These predicates are first-class here.
+ *
+ * Engine shape:
+ *   - Predicate-based (discriminated union, schema-driven).
+ *   - Rules are pure data and serialisable (see `ruleSchema.ts`) so they
+ *     survive page reloads and can be shared between users/agents/servers.
+ *   - The controller is a tiny state machine over rules + recent events;
+ *     evaluation is O(rules) per call, O(1) per rule, safe to run in a
+ *     per-frame loop.
+ *
+ * The `custom` predicate is an escape hatch for callers that need ad-hoc
+ * logic without forking the schema. It carries an in-memory function that
+ * is intentionally NOT serialisable — see `ruleSchema.ts` for the reasoning.
+ */
+import type { Signal } from '../../foundation/reactivity/signal';
+/**
+ * A snapshot of "the chart right now" that all predicates evaluate against.
+ *
+ * Callers are expected to populate as much as they have. A predicate that
+ * needs a sub-field absent from the snapshot must return `false` (no spurious
+ * fires from missing data).
+ */
+export interface MarketSnapshot {
+    /** Latest closed bar; `null` for an empty stream. */
+    bar: {
+        timestamp: number;
+        open: number;
+        high: number;
+        low: number;
+        close: number;
+        volume: number;
+    } | null;
+    /** Latest scalar value per indicator id (keyed by your indicator instance id). */
+    indicators: Readonly<Record<string, number>>;
+    /**
+     * Average volume across the last N bars, keyed by N. Required for the
+     * `volume-spike` predicate to be O(1) — the caller maintains the rolling
+     * mean elsewhere.
+     */
+    rollingVolume: Readonly<Record<number, number>>;
+    /** Optional advanced components (filled only when those components are mounted). */
+    volumeProfile?: {
+        poc: number;
+        vah: number;
+        val: number;
+    };
+    orderBook?: {
+        medianBidSize: number;
+        medianAskSize: number;
+        maxBidSize: number;
+        maxAskSize: number;
+    };
+    footprint?: {
+        latestBarMaxImbalanceRatio: number;
+        latestBarImbalanceCount: number;
+    };
+}
+export type CrossDirection = 'up' | 'down' | 'any';
+export type IndicatorCrossPairDirection = 'a-above-b' | 'a-below-b' | 'any';
+/**
+ * Predicate kinds. Add new kinds by extending the union — the controller's
+ * switch in `predicates.ts` will give a TS exhaustiveness error if you forget
+ * to handle it.
+ */
+export type AlertPredicate = {
+    kind: 'price-cross';
+    price: number;
+    direction: CrossDirection;
+} | {
+    kind: 'price-in-range';
+    min: number;
+    max: number;
+} | {
+    kind: 'price-out-of-range';
+    min: number;
+    max: number;
+} | {
+    kind: 'indicator-cross';
+    indicatorId: string;
+    threshold: number;
+    direction: CrossDirection;
+} | {
+    kind: 'indicator-cross-indicator';
+    aId: string;
+    bId: string;
+    direction: IndicatorCrossPairDirection;
+} | {
+    kind: 'volume-spike';
+    multipleOfAvg: number;
+    lookbackBars: number;
+} | {
+    kind: 'volume-profile-poc-touch';
+    bandPercent: number;
+} | {
+    kind: 'order-book-wall';
+    sizeMultipleOfMedian: number;
+} | {
+    kind: 'footprint-imbalance';
+    minImbalanceRatio: number;
+    consecutivePriceLevels: number;
+}
+/**
+ * Escape hatch. The `evaluate` function runs INSIDE a try/catch in the
+ * controller — a throwing custom predicate must not crash the alert pass.
+ * Custom predicates CANNOT be serialised; see `ruleSchema.ts`.
+ */
+ | {
+    kind: 'custom';
+    evaluate: (snapshot: MarketSnapshot) => boolean;
+};
+export type AlertPredicateKind = AlertPredicate['kind'];
+export interface AlertRule {
+    id: string;
+    name: string;
+    predicate: AlertPredicate;
+    enabled: boolean;
+    /** Fire once and then auto-disable. */
+    oneShot: boolean;
+    /**
+     * For non-oneShot rules, suppress re-fires within this window (ms after
+     * the last fire). Undefined / 0 = no cooldown.
+     */
+    cooldownMs?: number;
+    /** Free-form metadata propagated onto fired events. */
+    metadata?: Readonly<Record<string, unknown>>;
+}
+export interface AlertEvent {
+    ruleId: string;
+    ruleName: string;
+    /** ms since epoch, passed in by the caller as `now`. */
+    triggeredAt: number;
+    /** Snapshot of the bar that triggered the rule (copied, not referenced). */
+    snapshotBar: MarketSnapshot['bar'];
+    metadata?: Readonly<Record<string, unknown>>;
+}
+export interface AlertController {
+    /** Current rules, in insertion order. Reactive. */
+    readonly rules: Signal<ReadonlyArray<AlertRule>>;
+    /** Bounded ring of recent events, newest last. Reactive. */
+    readonly events: Signal<ReadonlyArray<AlertEvent>>;
+    /** Add a rule; returns false if a rule with the same id already exists. */
+    addRule(rule: AlertRule): boolean;
+    removeRule(id: string): boolean;
+    setRuleEnabled(id: string, enabled: boolean): boolean;
+    /** Patch any field except `id`. Returns false if the id is unknown. */
+    updateRule(id: string, patch: Partial<Omit<AlertRule, 'id'>>): boolean;
+    /**
+     * Evaluate every enabled rule against the snapshot. Returns the events
+     * fired on this call (also appended to the `events` signal).
+     */
+    evaluate(snapshot: MarketSnapshot, now: number): ReadonlyArray<AlertEvent>;
+    clearEvents(): void;
+    /** Per-fire listener; returns an unsubscribe. */
+    onEvent(listener: (event: AlertEvent) => void): () => void;
+    dispose(): void;
+}
+export interface AlertControllerOptions {
+    /** Maximum size of the `events` ring buffer. Default 100. */
+    maxEvents?: number;
+}
+//# sourceMappingURL=types.d.ts.map

package/dist/features/alerts/types.d.ts.map

@@ -0,0 +1 @@
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package/dist/features/alerts/types.js.map

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package/dist/features/chartTypes/heikinAshi.d.ts.map

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package/dist/features/chartTypes/heikinAshi.js.map

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package/dist/features/chartTypes/index.d.ts.map

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package/dist/features/chartTypes/index.js.map

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package/dist/features/chartTypes/pointAndFigure.d.ts.map

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package/dist/features/chartTypes/pointAndFigure.js

@@ -0,0 +1,159 @@
+import { KLineChartError } from '../../errors';
+/**
+ * Convert an internal column to a `TransformedBar`. We compute `open`, `close`,
+ * `high`, `low` from the column's two endpoints (P&F columns are monotonic in
+ * one direction so the two endpoints are the extremes).
+ */
+const columnToBar = (col) => {
+    const open = col.startPrice;
+    const close = col.endPrice;
+    const high = Math.max(open, close);
+    const low = Math.min(open, close);
+    return {
+        timestamp: col.timestamp,
+        open,
+        high,
+        low,
+        close,
+        volume: col.volume,
+        sourceBarIndexStart: col.sourceStart,
+        sourceBarIndexEnd: col.sourceEnd,
+        meta: { direction: col.direction },
+    };
+};
+export function createPointAndFigure() {
+    let state = { column: null, nextIndex: 0, closedColumns: [] };
+    let activeConfig = { boxSize: 1, reversal: 3 };
+    /** Snap `p` down to the nearest box boundary. */
+    const floorToBox = (p, box) => Math.floor(p / box) * box;
+    /** Snap `p` up to the nearest box boundary. */
+    const ceilToBox = (p, box) => Math.ceil(p / box) * box;
+    /**
+     * Process one input bar and return any column(s) that **closed** as a
+     * result. The in-progress column is held in `state.column` and is NOT
+     * returned until it closes (i.e. a reversal pushes it into closedColumns).
+     */
+    const consumeBar = (bar) => {
+        const sourceIndex = state.nextIndex;
+        state.nextIndex = sourceIndex + 1;
+        const { boxSize, reversal } = activeConfig;
+        const closed = [];
+        // Seed: no current column. Anchor an X column on the bar's low/high
+        // rounded to box boundaries. If high-low rounds to the same box (very
+        // narrow bar) we still create a degenerate column of height zero so
+        // the chart has a starting point — it will be extended by future bars.
+        if (state.column === null) {
+            const start = floorToBox(bar.low, boxSize);
+            const end = floorToBox(bar.high, boxSize);
+            state.column = {
+                direction: 'up',
+                startPrice: start,
+                endPrice: end,
+                sourceStart: sourceIndex,
+                sourceEnd: sourceIndex,
+                volume: bar.volume,
+                timestamp: bar.timestamp,
+            };
+            return closed;
+        }
+        const col = state.column;
+        if (col.direction === 'up') {
+            // Try extension first (extension wins ties — see file header).
+            const newHigh = floorToBox(bar.high, boxSize);
+            if (newHigh >= col.endPrice + boxSize) {
+                col.endPrice = newHigh;
+                col.sourceEnd = sourceIndex;
+                col.volume += bar.volume;
+                col.timestamp = bar.timestamp;
+                return closed;
+            }
+            // Then reversal.
+            if (bar.low <= col.endPrice - reversal * boxSize) {
+                // Close the X column.
+                closed.push(columnToBar(col));
+                state.closedColumns.push(closed[closed.length - 1]);
+                // Start a new O column ONE box below the X column's high.
+                const newColumnStart = col.endPrice - boxSize;
+                const newColumnEnd = ceilToBox(bar.low, boxSize);
+                state.column = {
+                    direction: 'down',
+                    startPrice: newColumnStart,
+                    endPrice: newColumnEnd <= newColumnStart ? newColumnEnd : newColumnStart,
+                    sourceStart: sourceIndex,
+                    sourceEnd: sourceIndex,
+                    volume: bar.volume,
+                    timestamp: bar.timestamp,
+                };
+                return closed;
+            }
+            // Bar does nothing — still attribute volume + advance source range
+            // so the column's metadata reflects the bars that touched it.
+            col.sourceEnd = sourceIndex;
+            col.volume += bar.volume;
+            col.timestamp = bar.timestamp;
+            return closed;
+        }
+        // col.direction === 'down'
+        const newLow = ceilToBox(bar.low, boxSize);
+        if (newLow <= col.endPrice - boxSize) {
+            col.endPrice = newLow;
+            col.sourceEnd = sourceIndex;
+            col.volume += bar.volume;
+            col.timestamp = bar.timestamp;
+            return closed;
+        }
+        if (bar.high >= col.endPrice + reversal * boxSize) {
+            closed.push(columnToBar(col));
+            state.closedColumns.push(closed[closed.length - 1]);
+            const newColumnStart = col.endPrice + boxSize;
+            const newColumnEnd = floorToBox(bar.high, boxSize);
+            state.column = {
+                direction: 'up',
+                startPrice: newColumnStart,
+                endPrice: newColumnEnd >= newColumnStart ? newColumnEnd : newColumnStart,
+                sourceStart: sourceIndex,
+                sourceEnd: sourceIndex,
+                volume: bar.volume,
+                timestamp: bar.timestamp,
+            };
+            return closed;
+        }
+        col.sourceEnd = sourceIndex;
+        col.volume += bar.volume;
+        col.timestamp = bar.timestamp;
+        return closed;
+    };
+    const resetState = () => {
+        state = { column: null, nextIndex: 0, closedColumns: [] };
+    };
+    return {
+        typeId: 'point-and-figure',
+        transform(input, config) {
+            if (config.boxSize <= 0) {
+                throw new KLineChartError('CHART_TYPE_CONFIG_INVALID', 'createPointAndFigure: boxSize must be > 0');
+            }
+            if (config.reversal < 1 || !Number.isFinite(config.reversal)) {
+                throw new KLineChartError('CHART_TYPE_CONFIG_INVALID', 'createPointAndFigure: reversal must be >= 1');
+            }
+            activeConfig = config;
+            resetState();
+            for (const bar of input) {
+                consumeBar(bar);
+            }
+            // Batch mode includes the currently-open column as the last entry —
+            // see file header. Incremental mode does not.
+            const out = [...state.closedColumns];
+            if (state.column !== null) {
+                out.push(columnToBar(state.column));
+            }
+            return out;
+        },
+        appendBar(bar) {
+            return consumeBar(bar);
+        },
+        reset() {
+            resetState();
+        },
+    };
+}
+//# sourceMappingURL=pointAndFigure.js.map

package/dist/features/chartTypes/pointAndFigure.js.map

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package/dist/features/chartTypes/rangeBars.d.ts.map

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package/dist/features/chartTypes/rangeBars.js

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+import { KLineChartError } from '../../errors';
+const makeClosed = (open, high, low, close, volume, sourceStart, sourceEnd, timestamp) => {
+    const direction = close >= open ? 'up' : 'down';
+    return {
+        timestamp,
+        open,
+        high,
+        low,
+        close,
+        volume,
+        sourceBarIndexStart: sourceStart,
+        sourceBarIndexEnd: sourceEnd,
+        meta: { direction },
+    };
+};
+export function createRangeBars() {
+    let state = { open: null, nextIndex: 0, closed: [] };
+    let activeConfig = { range: 1 };
+    /**
+     * Merge one input bar into the open range bar, carving as many closed
+     * range bars as needed. Returns the bars that closed during this merge.
+     */
+    const consumeBar = (bar) => {
+        const sourceIndex = state.nextIndex;
+        state.nextIndex = sourceIndex + 1;
+        const range = activeConfig.range;
+        const closed = [];
+        const upward = bar.close >= bar.open;
+        const inputExtent = Math.max(bar.high - bar.low, 1e-12);
+        // Seed: no in-progress bar yet. Open one at the input's open. The
+        // input's full H/L participates immediately.
+        if (state.open === null) {
+            state.open = {
+                open: bar.open,
+                high: bar.open,
+                low: bar.open,
+                volume: 0,
+                sourceStart: sourceIndex,
+                sourceEnd: sourceIndex,
+                timestamp: bar.timestamp,
+            };
+        }
+        // Track how much input volume we've attributed so we can split it
+        // proportionally across any carved bars.
+        let inputVolUsed = 0;
+        // Repeatedly merge the input into the open bar; each iteration either
+        // (a) closes a bar and seeds a new open one from the carved-off
+        // remainder, or (b) finishes by absorbing the entire input range.
+        //
+        // We walk the input bar along its direction. `remainingHigh` and
+        // `remainingLow` shrink as we carve. We stop when no further range
+        // bar can be closed.
+        let remainingHigh = bar.high;
+        let remainingLow = bar.low;
+        let safety = 0;
+        while (safety++ < 1_000_000) {
+            const opened = state.open;
+            // Apply the remaining input extent to the open bar.
+            const mergedHigh = Math.max(opened.high, remainingHigh);
+            const mergedLow = Math.min(opened.low, remainingLow);
+            const span = mergedHigh - mergedLow;
+            if (span < range) {
+                // Whole remainder fits within range — absorb and stop.
+                opened.high = mergedHigh;
+                opened.low = mergedLow;
+                opened.sourceEnd = sourceIndex;
+                opened.timestamp = bar.timestamp;
+                // All remaining input volume goes here.
+                opened.volume += bar.volume - inputVolUsed;
+                inputVolUsed = bar.volume;
+                break;
+            }
+            // Span >= range. Carve a range bar in the direction of motion.
+            // For an up bar: close at low + range (we move up first).
+            // For a down bar: close at high - range.
+            let closePrice;
+            let closedHigh;
+            let closedLow;
+            if (upward) {
+                closedLow = mergedLow;
+                closedHigh = mergedLow + range;
+                closePrice = closedHigh;
+            }
+            else {
+                closedHigh = mergedHigh;
+                closedLow = mergedHigh - range;
+                closePrice = closedLow;
+            }
+            // Volume attributed to this carved bar: proportional to the
+            // input extent it covers, plus any volume already accumulated on
+            // the open bar from prior input bars.
+            const carvedExtent = Math.min(range, span);
+            const inputShare = (carvedExtent / inputExtent) * bar.volume;
+            const attribInput = Math.min(inputShare, bar.volume - inputVolUsed);
+            inputVolUsed += attribInput;
+            const closedVolume = opened.volume + attribInput;
+            closed.push(makeClosed(opened.open, closedHigh, closedLow, closePrice, closedVolume, opened.sourceStart, sourceIndex, bar.timestamp));
+            state.closed.push(closed[closed.length - 1]);
+            // Seed the next open bar at the carve boundary. The remaining
+            // input extent above (for up) or below (for down) the carve
+            // continues into the new bar.
+            if (upward) {
+                remainingLow = closePrice;
+                state.open = {
+                    open: closePrice,
+                    high: closePrice,
+                    low: closePrice,
+                    volume: 0,
+                    sourceStart: sourceIndex,
+                    sourceEnd: sourceIndex,
+                    timestamp: bar.timestamp,
+                };
+                // If the input bar's high is no greater than the carve
+                // ceiling, nothing more from this input remains for further
+                // carving.
+                if (remainingHigh <= closePrice) {
+                    // The new open bar already has open=closePrice; the
+                    // remaining high contributes nothing further. Stop.
+                    state.open.high = closePrice;
+                    state.open.low = closePrice;
+                    // Attribute leftover input volume to the now-current open.
+                    state.open.volume = bar.volume - inputVolUsed;
+                    inputVolUsed = bar.volume;
+                    break;
+                }
+            }
+            else {
+                remainingHigh = closePrice;
+                state.open = {
+                    open: closePrice,
+                    high: closePrice,
+                    low: closePrice,
+                    volume: 0,
+                    sourceStart: sourceIndex,
+                    sourceEnd: sourceIndex,
+                    timestamp: bar.timestamp,
+                };
+                if (remainingLow >= closePrice) {
+                    state.open.high = closePrice;
+                    state.open.low = closePrice;
+                    state.open.volume = bar.volume - inputVolUsed;
+                    inputVolUsed = bar.volume;
+                    break;
+                }
+            }
+        }
+        return closed;
+    };
+    const resetState = () => {
+        state = { open: null, nextIndex: 0, closed: [] };
+    };
+    return {
+        typeId: 'range-bars',
+        transform(input, config) {
+            if (config.range <= 0 || !Number.isFinite(config.range)) {
+                throw new KLineChartError('CHART_TYPE_CONFIG_INVALID', 'createRangeBars: range must be > 0');
+            }
+            activeConfig = config;
+            resetState();
+            for (const bar of input)
+                consumeBar(bar);
+            const out = [...state.closed];
+            if (state.open !== null) {
+                // The trailing in-progress bar's "close" is its frontier — the
+                // direction of last accumulation. We pick high for "up" if
+                // close>=open, else low, matching candle semantics.
+                const o = state.open;
+                const close = o.high - o.open >= o.open - o.low ? o.high : o.low;
+                out.push(makeClosed(o.open, o.high, o.low, close, o.volume, o.sourceStart, o.sourceEnd, o.timestamp));
+            }
+            return out;
+        },
+        appendBar(bar) {
+            return consumeBar(bar);
+        },
+        reset() {
+            resetState();
+        },
+    };
+}
+//# sourceMappingURL=rangeBars.js.map