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

package/dist/alerts/ruleSchema.js.map

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

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

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

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package/dist/chartTypes/heikinAshi.js.map

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

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package/dist/chartTypes/index.js.map

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

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package/dist/chartTypes/pointAndFigure.js

@@ -1,159 +0,0 @@
-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/chartTypes/pointAndFigure.js.map

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

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package/dist/chartTypes/rangeBars.js

@@ -1,181 +0,0 @@
-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

package/dist/chartTypes/rangeBars.js.map

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

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