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

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

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

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+{"version":3,"file":"renko.d.ts","sourceRoot":"","sources":["../../../src/features/chartTypes/renko.ts"],"names":[],"mappings":"AACA;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;GAgEG;AAEH,OAAO,KAAK,EAAE,kBAAkB,EAAyB,MAAM,SAAS,CAAA;AAExE;;;;;GAKG;AACH,MAAM,WAAW,WAAW;IAC1B,sDAAsD;IACtD,SAAS,CAAC,EAAE,MAAM,CAAA;IAClB,uDAAuD;IACvD,MAAM,CAAC,EAAE;QAAE,MAAM,EAAE,MAAM,CAAA;KAAE,CAAA;CAC5B;AA0BD;;;;;;;;;;;GAWG;AACH,wBAAgB,WAAW,IAAI,kBAAkB,CAAC,WAAW,CAAC,CAsM7D"}

package/dist/features/chartTypes/renko.js

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+import { KLineChartError } from '../../errors';
+/** Compute true range for a bar against the prior close. */
+const trueRange = (bar, prevClose) => {
+    const hl = bar.high - bar.low;
+    if (prevClose === null)
+        return hl;
+    const hc = Math.abs(bar.high - prevClose);
+    const lc = Math.abs(bar.low - prevClose);
+    return Math.max(hl, hc, lc);
+};
+/**
+ * Build a Renko transform.
+ *
+ * The transform supports both `transform(input, config)` and `appendBar(bar)`.
+ * The config passed to `transform` is also captured for subsequent
+ * `appendBar` calls — so the typical flow is:
+ *
+ *     const r = createRenko()
+ *     const history = r.transform(historicalBars, { brickSize: 10 })
+ *     // ...later, as ticks arrive:
+ *     const newBricks = r.appendBar(liveBar)
+ */
+export function createRenko() {
+    let state = {
+        lastBrickClose: null,
+        lastDirection: null,
+        nextIndex: 0,
+        trWindow: [],
+        prevClose: null,
+        lastBrickSize: null,
+    };
+    let activeConfig = { brickSize: 1 };
+    /**
+     * Return the current effective brick size given the active config and the
+     * current ATR window. Returns `null` when ATR mode is enabled but the
+     * window hasn't filled yet (no bricks can form until we have a brick
+     * size).
+     */
+    const currentBrickSize = () => {
+        if (activeConfig.useATR) {
+            const period = activeConfig.useATR.period;
+            if (state.trWindow.length < period)
+                return null;
+            let sum = 0;
+            // Use only the most recent `period` entries — older history is
+            // not part of the rolling ATR (Wilder's smoothing is a separate
+            // discussion; we use the simple rolling mean which is the
+            // baseline TradingView ATR-Renko shows).
+            for (let i = state.trWindow.length - period; i < state.trWindow.length; i++) {
+                sum += state.trWindow[i] ?? 0;
+            }
+            return sum / period;
+        }
+        return activeConfig.brickSize ?? null;
+    };
+    /**
+     * Try to emit bricks from a single input bar. The bar's `close` is the
+     * trigger; we ignore intra-bar high/low for brick formation because Renko
+     * is canonically a *close-only* construction. (Using high/low works on
+     * tick data but creates phantom bricks on OHLC bars.)
+     */
+    const emitBricksFromBar = (bar, sourceIndex) => {
+        const out = [];
+        const brickSize = currentBrickSize();
+        if (brickSize === null || brickSize <= 0)
+            return out;
+        // Initialise the "last brick close" lazily on the first bar — we
+        // anchor it to the bar's close so the first non-trivial move starts
+        // brick formation. (Anchoring to `open` would mean the very first bar
+        // could itself form a brick, which differs from the convention.)
+        if (state.lastBrickClose === null) {
+            state.lastBrickClose = bar.close;
+            return out;
+        }
+        const close = bar.close;
+        let firstBrickInThisBar = true;
+        // Keep stepping bricks until the close no longer satisfies the
+        // threshold. Each iteration emits one brick and advances state.
+        // Loop bound: at most ceil(|close - lastBrickClose| / brickSize) — a
+        // hard upper bound prevents pathological infinite loops if brickSize
+        // becomes zero mid-iteration.
+        let safety = 0;
+        while (safety++ < 1_000_000) {
+            const last = state.lastBrickClose;
+            if (last === null)
+                break;
+            const diff = close - last;
+            // Continuation needs 1×, reversal needs 2×. First-ever brick uses 1×.
+            let upThreshold;
+            let downThreshold;
+            if (state.lastDirection === 'up') {
+                upThreshold = brickSize;
+                downThreshold = -2 * brickSize;
+            }
+            else if (state.lastDirection === 'down') {
+                upThreshold = 2 * brickSize;
+                downThreshold = -brickSize;
+            }
+            else {
+                upThreshold = brickSize;
+                downThreshold = -brickSize;
+            }
+            if (diff >= upThreshold) {
+                const newClose = last + brickSize;
+                out.push({
+                    timestamp: bar.timestamp,
+                    open: last,
+                    close: newClose,
+                    high: newClose,
+                    low: last,
+                    volume: firstBrickInThisBar ? bar.volume : 0,
+                    sourceBarIndexStart: sourceIndex,
+                    sourceBarIndexEnd: sourceIndex,
+                    meta: { direction: 'up', brickSize },
+                });
+                state.lastBrickClose = newClose;
+                state.lastDirection = 'up';
+                state.lastBrickSize = brickSize;
+                firstBrickInThisBar = false;
+                continue;
+            }
+            if (diff <= downThreshold) {
+                const newClose = last - brickSize;
+                out.push({
+                    timestamp: bar.timestamp,
+                    open: last,
+                    close: newClose,
+                    high: last,
+                    low: newClose,
+                    volume: firstBrickInThisBar ? bar.volume : 0,
+                    sourceBarIndexStart: sourceIndex,
+                    sourceBarIndexEnd: sourceIndex,
+                    meta: { direction: 'down', brickSize },
+                });
+                state.lastBrickClose = newClose;
+                state.lastDirection = 'down';
+                state.lastBrickSize = brickSize;
+                firstBrickInThisBar = false;
+                continue;
+            }
+            break;
+        }
+        return out;
+    };
+    const consumeBar = (bar) => {
+        const sourceIndex = state.nextIndex;
+        // Update TR window BEFORE checking brick formation so the first ATR
+        // window's worth of bars participate in brick sizing as soon as
+        // possible.
+        const tr = trueRange(bar, state.prevClose);
+        state.trWindow.push(tr);
+        // Cap the window growth to twice the period for memory bound;
+        // anything older is never read.
+        if (activeConfig.useATR) {
+            const period = activeConfig.useATR.period;
+            if (state.trWindow.length > period * 2) {
+                state.trWindow = state.trWindow.slice(state.trWindow.length - period);
+            }
+        }
+        else if (state.trWindow.length > 2048) {
+            // For non-ATR mode we don't need the window at all — clear it.
+            state.trWindow = [];
+        }
+        state.prevClose = bar.close;
+        const emitted = emitBricksFromBar(bar, sourceIndex);
+        state.nextIndex = sourceIndex + 1;
+        return emitted;
+    };
+    const resetState = () => {
+        state = {
+            lastBrickClose: null,
+            lastDirection: null,
+            nextIndex: 0,
+            trWindow: [],
+            prevClose: null,
+            lastBrickSize: null,
+        };
+    };
+    return {
+        typeId: 'renko',
+        transform(input, config) {
+            // Validate: at least one mode must be set with sane values.
+            if (!config.useATR && (config.brickSize === undefined || config.brickSize <= 0)) {
+                throw new KLineChartError('CHART_TYPE_CONFIG_INVALID', 'createRenko: config requires brickSize > 0 or useATR { period }');
+            }
+            if (config.useATR && config.useATR.period < 1) {
+                throw new KLineChartError('CHART_TYPE_CONFIG_INVALID', 'createRenko: useATR.period must be >= 1');
+            }
+            activeConfig = config;
+            resetState();
+            const out = [];
+            for (const bar of input) {
+                const fresh = consumeBar(bar);
+                for (const b of fresh)
+                    out.push(b);
+            }
+            return out;
+        },
+        appendBar(bar) {
+            return consumeBar(bar);
+        },
+        reset() {
+            resetState();
+        },
+    };
+}
+//# sourceMappingURL=renko.js.map

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

@@ -0,0 +1 @@
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package/dist/features/chartTypes/types.d.ts.map

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

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+{"version":3,"file":"types.js","sourceRoot":"","sources":["../../../src/features/chartTypes/types.ts"],"names":[],"mappings":"AAAA;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;GAoCG"}

package/dist/features/indicators/alma.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"alma.d.ts","sourceRoot":"","sources":["../../../src/features/indicators/alma.ts"],"names":[],"mappings":"AACA;;;;;;;;;;;;;;;;;GAiBG;AAEH,MAAM,WAAW,WAAW;IAC1B,MAAM,EAAE,MAAM,CAAA;IACd,4EAA4E;IAC5E,MAAM,CAAC,EAAE,MAAM,CAAA;IACf,qDAAqD;IACrD,KAAK,CAAC,EAAE,MAAM,CAAA;CACf;AAED,wBAAgB,WAAW,CAAC,MAAM,EAAE,aAAa,CAAC,MAAM,CAAC,EAAE,IAAI,EAAE,WAAW,GAAG,YAAY,CAmC1F"}

package/dist/features/indicators/alma.js

@@ -0,0 +1,36 @@
+import { KLineChartError } from '../../errors';
+export function computeALMA(prices, opts) {
+    const { period } = opts;
+    const offset = opts.offset ?? 0.85;
+    const sigma = opts.sigma ?? 6;
+    if (period < 1 || !Number.isFinite(period))
+        throw new KLineChartError('INDICATOR_INVALID_PARAM', 'computeALMA: period must be >= 1');
+    if (sigma <= 0 || !Number.isFinite(sigma))
+        throw new KLineChartError('INDICATOR_INVALID_PARAM', 'computeALMA: sigma must be > 0');
+    if (offset < 0 || offset > 1)
+        throw new KLineChartError('INDICATOR_INVALID_PARAM', 'computeALMA: offset must be in [0, 1]');
+    const out = new Float64Array(prices.length);
+    const m = offset * (period - 1);
+    const s = period / sigma;
+    const denom = 2 * s * s;
+    const weights = new Float64Array(period);
+    let wsum = 0;
+    for (let k = 0; k < period; k++) {
+        const w = Math.exp(-((k - m) * (k - m)) / denom);
+        weights[k] = w;
+        wsum += w;
+    }
+    for (let i = 0; i < prices.length; i++) {
+        if (i < period - 1) {
+            out[i] = Number.NaN;
+            continue;
+        }
+        let acc = 0;
+        for (let k = 0; k < period; k++) {
+            acc += weights[k] * prices[i - k];
+        }
+        out[i] = acc / wsum;
+    }
+    return out;
+}
+//# sourceMappingURL=alma.js.map

package/dist/features/indicators/alma.js.map

@@ -0,0 +1 @@
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package/dist/features/indicators/awesomeOscillator.d.ts.map

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

package/dist/features/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/features/indicators/awesomeOscillator.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"awesomeOscillator.js","sourceRoot":"","sources":["../../../src/features/indicators/awesomeOscillator.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,eAAe,EAAE,MAAM,cAAc,CAAA;AAiB9C,MAAM,UAAU,wBAAwB,CACtC,IAAkD,EAClD,OAAiC,EAAE;IAEnC,MAAM,IAAI,GAAG,IAAI,CAAC,IAAI,IAAI,CAAC,CAAA;IAC3B,MAAM,IAAI,GAAG,IAAI,CAAC,IAAI,IAAI,EAAE,CAAA;IAC5B,IAAI,IAAI,GAAG,CAAC,IAAI,IAAI,GAAG,CAAC,IAAI,IAAI,IAAI,IAAI,EAAE,CAAC;QACzC,MAAM,IAAI,eAAe,CACvB,yBAAyB,EACzB,oDAAoD,CACrD,CAAA;IACH,CAAC;IACD,MAAM,CAAC,GAAG,IAAI,CAAC,MAAM,CAAA;IACrB,MAAM,GAAG,GAAG,IAAI,YAAY,CAAC,CAAC,CAAC,CAAA;IAC/B,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC;QAC3B,MAAM,CAAC,GAAG,IAAI,CAAC,CAAC,CAAkC,CAAA;QAClD,GAAG,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,IAAI,GAAG,CAAC,CAAC,GAAG,CAAC,GAAG,CAAC,CAAA;IAC/B,CAAC;IACD,MAAM,EAAE,GAAG,SAAS,CAAC,GAAG,EAAE,IAAI,CAAC,CAAA;IAC/B,MAAM,EAAE,GAAG,SAAS,CAAC,GAAG,EAAE,IAAI,CAAC,CAAA;IAC/B,MAAM,GAAG,GAAG,IAAI,YAAY,CAAC,CAAC,CAAC,CAAA;IAC/B,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC;QAC3B,MAAM,CAAC,GAAG,EAAE,CAAC,CAAC,CAAW,CAAA;QACzB,MAAM,CAAC,GAAG,EAAE,CAAC,CAAC,CAAW,CAAA;QACzB,GAAG,CAAC,CAAC,CAAC,GAAG,MAAM,CAAC,KAAK,CAAC,CAAC,CAAC,IAAI,MAAM,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,GAAG,CAAC,CAAA;IAClE,CAAC;IACD,OAAO,GAAG,CAAA;AACZ,CAAC;AAED,SAAS,SAAS,CAAC,KAAmB,EAAE,MAAc;IACpD,MAAM,CAAC,GAAG,KAAK,CAAC,MAAM,CAAA;IACtB,MAAM,GAAG,GAAG,IAAI,YAAY,CAAC,CAAC,CAAC,CAAA;IAC/B,IAAI,GAAG,GAAG,CAAC,CAAA;IACX,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC;QAC3B,GAAG,IAAI,KAAK,CAAC,CAAC,CAAW,CAAA;QACzB,IAAI,CAAC,IAAI,MAAM;YAAE,GAAG,IAAI,KAAK,CAAC,CAAC,GAAG,MAAM,CAAW,CAAA;QACnD,GAAG,CAAC,CAAC,CAAC,GAAG,CAAC,GAAG,MAAM,GAAG,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,GAAG,CAAC,CAAC,CAAC,GAAG,GAAG,MAAM,CAAA;IACrD,CAAC;IACD,OAAO,GAAG,CAAA;AACZ,CAAC"}

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

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

package/dist/features/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/features/indicators/dpo.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"dpo.js","sourceRoot":"","sources":["../../../src/features/indicators/dpo.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,eAAe,EAAE,MAAM,cAAc,CAAA;AAkB9C,MAAM,UAAU,UAAU,CAAC,MAA6B,EAAE,IAAgB;IACxE,MAAM,EAAE,MAAM,EAAE,GAAG,IAAI,CAAA;IACvB,IAAI,MAAM,GAAG,CAAC,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,MAAM,CAAC;QACxC,MAAM,IAAI,eAAe,CAAC,yBAAyB,EAAE,iCAAiC,CAAC,CAAA;IACzF,MAAM,CAAC,GAAG,MAAM,CAAC,MAAM,CAAA;IACvB,MAAM,GAAG,GAAG,IAAI,YAAY,CAAC,CAAC,CAAC,CAAA;IAC/B,GAAG,CAAC,IAAI,CAAC,MAAM,CAAC,GAAG,CAAC,CAAA;IACpB,MAAM,KAAK,GAAG,IAAI,CAAC,KAAK,CAAC,MAAM,GAAG,CAAC,CAAC,GAAG,CAAC,CAAA;IAExC,IAAI,GAAG,GAAG,CAAC,CAAA;IACX,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC;QAC3B,GAAG,IAAI,MAAM,CAAC,CAAC,CAAW,CAAA;QAC1B,IAAI,CAAC,IAAI,MAAM;YAAE,GAAG,IAAI,MAAM,CAAC,CAAC,GAAG,MAAM,CAAW,CAAA;QACpD,IAAI,CAAC,GAAG,MAAM,GAAG,CAAC;YAAE,SAAQ;QAC5B,MAAM,GAAG,GAAG,GAAG,GAAG,MAAM,CAAA;QACxB,MAAM,IAAI,GAAG,CAAC,GAAG,KAAK,CAAA;QACtB,IAAI,IAAI,IAAI,CAAC;YAAE,GAAG,CAAC,CAAC,CAAC,GAAI,MAAM,CAAC,IAAI,CAAY,GAAG,GAAG,CAAA;IACxD,CAAC;IACD,OAAO,GAAG,CAAA;AACZ,CAAC"}

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

@@ -0,0 +1 @@
+{"version":3,"file":"fisherTransform.d.ts","sourceRoot":"","sources":["../../../src/features/indicators/fisherTransform.ts"],"names":[],"mappings":"AACA;;;;;;;;;;;;;;GAcG;AAEH,MAAM,WAAW,sBAAsB;IACrC,MAAM,EAAE,MAAM,CAAA;CACf;AAED,wBAAgB,sBAAsB,CACpC,IAAI,EAAE,aAAa,CAAC;IAAE,IAAI,EAAE,MAAM,CAAC;IAAC,GAAG,EAAE,MAAM,CAAA;CAAE,CAAC,EAClD,IAAI,EAAE,sBAAsB,GAC3B;IAAE,MAAM,EAAE,YAAY,CAAC;IAAC,OAAO,EAAE,YAAY,CAAA;CAAE,CAyCjD"}

package/dist/features/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/features/indicators/fisherTransform.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"fisherTransform.js","sourceRoot":"","sources":["../../../src/features/indicators/fisherTransform.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,eAAe,EAAE,MAAM,cAAc,CAAA;AAqB9C,MAAM,UAAU,sBAAsB,CACpC,IAAkD,EAClD,IAA4B;IAE5B,MAAM,EAAE,MAAM,EAAE,GAAG,IAAI,CAAA;IACvB,IAAI,MAAM,GAAG,CAAC,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,MAAM,CAAC,EAAE,CAAC;QAC3C,MAAM,IAAI,eAAe,CACvB,yBAAyB,EACzB,6CAA6C,CAC9C,CAAA;IACH,CAAC;IACD,MAAM,CAAC,GAAG,IAAI,CAAC,MAAM,CAAA;IACrB,MAAM,MAAM,GAAG,IAAI,YAAY,CAAC,CAAC,CAAC,CAAA;IAClC,MAAM,OAAO,GAAG,IAAI,YAAY,CAAC,CAAC,CAAC,CAAA;IACnC,MAAM,CAAC,IAAI,CAAC,MAAM,CAAC,GAAG,CAAC,CAAA;IACvB,OAAO,CAAC,IAAI,CAAC,MAAM,CAAC,GAAG,CAAC,CAAA;IAExB,IAAI,CAAC,GAAG,CAAC,CAAA;IACT,IAAI,CAAC,GAAG,CAAC,CAAA;IAET,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC;QAC3B,IAAI,CAAC,GAAG,MAAM,GAAG,CAAC;YAAE,SAAQ;QAC5B,IAAI,EAAE,GAAG,CAAC,QAAQ,CAAA;QAClB,IAAI,EAAE,GAAG,QAAQ,CAAA;QACjB,KAAK,IAAI,CAAC,GAAG,CAAC,GAAG,MAAM,GAAG,CAAC,EAAE,CAAC,IAAI,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC;YACzC,MAAM,CAAC,GAAG,IAAI,CAAC,CAAC,CAAkC,CAAA;YAClD,MAAM,GAAG,GAAG,CAAC,CAAC,CAAC,IAAI,GAAG,CAAC,CAAC,GAAG,CAAC,GAAG,CAAC,CAAA;YAChC,IAAI,GAAG,GAAG,EAAE;gBAAE,EAAE,GAAG,GAAG,CAAA;YACtB,IAAI,GAAG,GAAG,EAAE;gBAAE,EAAE,GAAG,GAAG,CAAA;QACxB,CAAC;QACD,MAAM,CAAC,GAAG,IAAI,CAAC,CAAC,CAAkC,CAAA;QAClD,MAAM,MAAM,GAAG,CAAC,CAAC,CAAC,IAAI,GAAG,CAAC,CAAC,GAAG,CAAC,GAAG,CAAC,CAAA;QACnC,MAAM,KAAK,GAAG,EAAE,GAAG,EAAE,CAAA;QACrB,MAAM,IAAI,GAAG,KAAK,KAAK,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,MAAM,GAAG,EAAE,CAAC,GAAG,KAAK,CAAA,CAAC,SAAS;QAC9D,MAAM,GAAG,GAAG,CAAC,GAAG,CAAC,IAAI,GAAG,GAAG,CAAC,CAAA,CAAC,UAAU;QACvC,CAAC,GAAG,IAAI,GAAG,GAAG,GAAG,IAAI,GAAG,CAAC,CAAA;QACzB,IAAI,CAAC,GAAG,KAAK;YAAE,CAAC,GAAG,KAAK,CAAA;QACxB,IAAI,CAAC,GAAG,CAAC,KAAK;YAAE,CAAC,GAAG,CAAC,KAAK,CAAA;QAC1B,MAAM,IAAI,GAAG,GAAG,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC,GAAG,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,GAAG,GAAG,GAAG,CAAC,CAAA;QACxD,OAAO,CAAC,CAAC,CAAC,GAAG,CAAC,CAAA,CAAC,oCAAoC;QACnD,CAAC,GAAG,IAAI,CAAA;QACR,MAAM,CAAC,CAAC,CAAC,GAAG,CAAC,CAAA;IACf,CAAC;IACD,OAAO,EAAE,MAAM,EAAE,OAAO,EAAE,CAAA;AAC5B,CAAC"}

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

@@ -0,0 +1 @@
+{"version":3,"file":"frama.d.ts","sourceRoot":"","sources":["../../../src/features/indicators/frama.ts"],"names":[],"mappings":"AACA;;;;;;;;;;;;;;;;;;GAkBG;AAEH,MAAM,WAAW,YAAY;IAC3B,yCAAyC;IACzC,MAAM,EAAE,MAAM,CAAA;CACf;AAoBD,wBAAgB,YAAY,CAAC,MAAM,EAAE,aAAa,CAAC,MAAM,CAAC,EAAE,IAAI,EAAE,YAAY,GAAG,YAAY,CAiD5F"}

package/dist/features/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/features/indicators/frama.js.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../../src/features/indicators/index.ts"],"names":[],"mappings":"AAAA;;;;;;;;;;GAUG;AAGH,OAAO,EAAE,WAAW,EAAE,KAAK,WAAW,EAAE,MAAM,QAAQ,CAAA;AACtD,OAAO,EAAE,SAAS,EAAE,KAAK,SAAS,EAAE,MAAM,MAAM,CAAA;AAChD,OAAO,EAAE,YAAY,EAAE,KAAK,YAAY,EAAE,MAAM,SAAS,CAAA;AACzD,OAAO,EAAE,WAAW,EAAE,KAAK,WAAW,EAAE,MAAM,QAAQ,CAAA;AACtD,OAAO,EAAE,YAAY,EAAE,KAAK,YAAY,EAAE,MAAM,SAAS,CAAA;AACzD,OAAO,EAAE,YAAY,EAAE,KAAK,YAAY,EAAE,MAAM,SAAS,CAAA;AAGzD,OAAO,EAAE,eAAe,EAAE,KAAK,eAAe,EAAE,MAAM,YAAY,CAAA;AAClE,OAAO,EAAE,wBAAwB,EAAE,KAAK,wBAAwB,EAAE,MAAM,qBAAqB,CAAA;AAC7F,OAAO,EAAE,yBAAyB,EAAE,KAAK,yBAAyB,EAAE,MAAM,sBAAsB,CAAA;AAChG,OAAO,EAAE,UAAU,EAAE,KAAK,UAAU,EAAE,MAAM,OAAO,CAAA;AACnD,OAAO,EAAE,sBAAsB,EAAE,KAAK,sBAAsB,EAAE,MAAM,mBAAmB,CAAA;AACvF,OAAO,EAAE,uBAAuB,EAAE,KAAK,uBAAuB,EAAE,MAAM,oBAAoB,CAAA"}

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

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

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package/dist/features/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/features/indicators/lsma.js.map

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

@@ -0,0 +1 @@
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package/dist/features/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