@alphacharts/indicators 0.0.0-stage → 0.1.0

package/LICENSE

@@ -0,0 +1,21 @@
+MIT License
+
+Copyright (c) 2026 Alphabench
+
+Permission is hereby granted, free of charge, to any person obtaining a copy
+of this software and associated documentation files (the "Software"), to deal
+in the Software without restriction, including without limitation the rights
+to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+copies of the Software, and to permit persons to whom the Software is
+furnished to do so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in all
+copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+SOFTWARE.

package/README.md

@@ -1,3 +1,96 @@
-# Temporary Holding Version
+# @alphacharts/indicators
 
-This version is a temporary placeholder for this package. An operational version to replace this has been submitted for review and is awaiting a staged release.
+Technical studies for AlphaCharts: a typed study model, an incremental engine over the core's
+columnar data, a Web Worker runner, chart integration through the core plugin API, and
+210 studies (TA-Lib's catalogue plus TradingView's built-ins).
+
+## Use
+
+```ts
+import { addStudy } from "@alphacharts/indicators";
+import { rsi, macd, bbands } from "@alphacharts/indicators/studies"; // import only what you use
+
+const bb = addStudy(chart, candles, bbands, { length: 20 });               // overlay on the candles' pane
+const r = addStudy(chart, candles, rsi, { length: 14 });                   // own pane
+addStudy(chart, candles, "obv", {}, { volume: volumeSeries });            // by id: needs registerAllStudies()
+r.setInputs({ length: 21 }); r.setVisible(false); r.remove();              // re-parameterise, hide, remove
+chart.saveState(); chart.restoreState(saved);                               // studies are in the layout (installStudies(chart) first on a fresh chart)
+```
+
+`addStudy` throws on an unknown input, a value outside min/max/step type, or a source that lacks what the
+study needs (volume, OHLC). `await study.ready()` resolves when the last computation is on the chart.
+Subpaths: `.` (engine, runner, plugin), `./studies` (every study as a named export), `./all`
+(`ALL_STUDIES`, `registerAllStudies`), `./worker` (worker entry). Studies are plain objects in group modules
+(`src/studies/*.ts`), so a bundler keeps only those imported (one module per family rather than per study).
+
+## How it works
+
+- **Model** (`src/types.ts`): `StudyDef { id, name, family, inputs (int/float/bool/source/select with default, min, max,
+  step, options), needs, pane: overlay|new, columns, plots (line, histogram, area, band, fill, hline, markers, zigzag),
+  build }`. `build(graph, params)` declares nodes and returns the output columns.
+- **Engine** (`src/engine/graph.ts`): every value lives in a Float64Array column; a node writes only bar `i` and reads
+  `<= i` of its inputs and `<= i-1` of its own columns. So one code path is the batch (`run(0, n)`), an appended bar
+  (`run(n, n+1)`) and a tick revision (re-`run(n-1, n)`): per-bar cost does not depend on the series length
+  (O(1) for recursive and running-sum nodes, O(period) for window scans), and a revision recomputes from committed
+  state. Warm-up is NaN; absent values never become 0 (except where TA-Lib defines 0, noted in the study's reference).
+  setData/prepend on the source recompute fully.
+- **Runner** (`src/runner.ts`): `createRunner(ids)` gives a `WorkerRunner` (arrays transferred, chunks of 65,536
+  bars so a `cancel` is serviced within a chunk; protocol documented in the file header) or the `InlineRunner`
+  when Workers are unavailable. The worker returns every graph column; the main thread adopts them and keeps
+  streaming ticks. Studies not built in (defined at runtime) run inline (`canRun`).
+- **Chart integration** (`src/chart/studies.ts`): one core series per drawn plot (pane = the source's for overlays,
+  the lowest free pane otherwise), the rest drawn on the overlay (fills, markers, ZigZag, lines shifted back in time
+  or joined across gaps; these do not take part in autoscale). Layout JSON is keyed by study instance id.
+- **WASM** (`src/engine/kernels.ts`, `enableWasm()` from `src/wasm.ts`): optional batch kernels from `@alphacharts/wasm`
+  for running sum, variance/stddev, rolling highest/lowest (+ bars) and linear regression, the kernels that won at 1M
+  and 10M bars in its benchmark. They are bit-identical to the JS loops (test/wasm.test.ts runs every study both
+  ways). Not used: EMA/RMA/WMA (no win), chunked runs (worker), series under 4,096 bars.
+
+## Verification
+
+Run `pnpm -C packages/indicators test`.
+- **TA-Lib** (`test/talib.test.ts`): fixtures generated offline by `scripts/gen_fixtures.py` (TA-Lib 0.8.2 in a
+  Python venv, see below) from `fixtures/cases/*.json` on a seeded 400-bar OHLCV set (`fixtures/dataset.json`;
+  3,000 bars of mixed candle shapes for the patterns). Compared at 1e-9 relative (+1e-12 absolute floor), NaN positions
+  must be identical; patterns are integers compared exactly. Case flags: `lead` (our study has valid values earlier
+  than TA-Lib's first output, e.g. MACD's line before its signal), `abs` (a value that is numerical noise around 0).
+- **TradingView-only** studies: hand-computed fixtures with the arithmetic in the test comments, plus invariants
+  (`test/tv-*.test.ts`).
+- **Incremental == batch** (`test/incremental.test.ts`): every study, seeded random appends with random last-bar
+  revisions, exact equality.
+- Runner protocol, worker/inline parity and cancellation: `test/runner.test.ts`. Browser: `bench/tests/indicators.spec.ts`.
+
+Where a study is not TA-Lib's arithmetic it says so in its `reference` field. Known differences:
+MACD/APO/PPO seed like TA-Lib (fast EMA at the slow EMA's first bar), TradingView seeds at bar 0 (gap < 1e-9 after
+~150 bars); `cmo` defaults to TradingView's window-sum form (`method: "wilder"` is TA-Lib's); the linear regression
+studies are TA-Lib's (checked against numpy polyfit); `ht-trendmode` reports TA-Lib's 0 inside its warm-up;
+`mavp` (TA-Lib's moving average with a per-bar period series) is not implemented: it needs a second input series.
+Not checked against TradingView itself (no access): the TradingView-only studies follow the definitions cited in their
+`reference` field; pivot formulas, Klinger, Schaff, the Relative Volatility form and Fractals tie rules were written
+from memory of TradingView's scripts and are verified only by the hand-computed tests.
+
+## Studies (210)
+
+- **Overlap (TA-Lib + MAs, bands, SAR)** (17): `sma`, `ema`, `wma`, `dema`, `tema`, `trima`, `kama`, `t3`, `ma`, `bbands`, `bbpb`, `bbw`, `midpoint`, `midprice`, `mama`, `sar`, `sarext`
+- **Momentum (TA-Lib)** (30): `rsi`, `cmo`, `mom`, `roc`, `rocp`, `rocr`, `rocr100`, `trix`, `apo`, `ppo`, `macd`, `macdfix`, `macdext`, `stoch`, `stochf`, `stochrsi`, `willr`, `cci`, `bop`, `mfi`, `ultosc`, `aroon`, `aroonosc`, `adx`, `adxr`, `dx`, `plus-di`, `minus-di`, `plus-dm`, `minus-dm`
+- **Volume (TA-Lib)** (3): `ad`, `adosc`, `obv`
+- **Volatility (TA-Lib)** (3): `trange`, `atr`, `natr`
+- **Price transforms (TA-Lib)** (4): `avgprice`, `medprice`, `typprice`, `wclprice`
+- **Statistics (TA-Lib)** (9): `linearreg`, `linearreg-slope`, `linearreg-intercept`, `linearreg-angle`, `tsf`, `stddev`, `var`, `correl`, `beta`
+- **Math transforms and operators (TA-Lib)** (26): `acos`, `asin`, `atan`, `ceil`, `cos`, `cosh`, `exp`, `floor`, `ln`, `log10`, `sin`, `sinh`, `sqrt`, `tan`, `tanh`, `add`, `sub`, `mult`, `div`, `max`, `min`, `sum`, `maxindex`, `minindex`, `minmax`, `minmaxindex`
+- **Cycle / Hilbert (TA-Lib)** (6): `ht-dcperiod`, `ht-dcphase`, `ht-phasor`, `ht-sine`, `ht-trendline`, `ht-trendmode`
+- **TradingView-only** (51): `smma`, `vwma`, `hma`, `alma`, `lsma`, `mcginley`, `ma-ribbon`, `ma-cross`, `envelopes`, `keltner`, `donchian`, `price-channel`, `chande-kroll-stop`, `linreg-channel`, `median`, `ichimoku`, `supertrend`, `alligator`, `fractals`, `zigzag`, `fisher`, `kst`, `tsi`, `vortex`, `coppock`, `connors-rsi`, `choppiness`, `rvi-vigor`, `rvi-volatility`, `smi-ergodic`, `rank-corr`, `bull-bear-power`, `awesome`, `accelerator`, `mass-index`, `dpo`, `schaff-tc`, `stoch-tv`, `volume`, `volume-osc`, `pvt`, `net-volume`, `elder-force`, `eom`, `chaikin-mf`, `klinger`, `vwap`, `anchored-vwap`, `pivot-points`, `hist-vol`, `adr`
+- **Candlestick patterns (TA-Lib CDL*)** (61): `cdl-<name>` for every TA-Lib pattern, e.g. `cdl-2crows`, `cdl-3blackcrows`, `cdl-3inside`, `cdl-3linestrike`, `cdl-3outside`, ...
+
+## Regenerating the TA-Lib fixtures
+
+Only needed when a case changes. From `packages/indicators`:
+
+```
+python -m venv .venv && . .venv/bin/activate
+pip install TA-Lib numpy        # TA-Lib needs the C library (brew install ta-lib)
+pnpm fixtures                   # python scripts/gen_fixtures.py [group ...]
+python scripts/gen_cdl_dataset.py   # only to rebuild fixtures/dataset-cdl.json
+```
+
+The fixtures are TA-Lib's output (BSD licence), see `NOTICE` at the repository root.

package/dist/all-DeXJJd7D.js

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+import { $n as e, M as t, Mn as n, Mr as r, Q as i, ar as a, cn as o, d as s, dr as c, fn as l, hr as u, ni as d, un as f } from "./tv-volume-7hh6ajKt.js";
+//#region src/studies/all.ts
+var p = (e) => typeof e == "object" && !!e && "build" in e && "columns" in e && "plots" in e, m = [
+	d,
+	r,
+	u,
+	c,
+	a,
+	e,
+	n,
+	l,
+	f,
+	o,
+	i,
+	t,
+	s
+].flatMap((e) => Object.values(e).filter(p));
+//#endregion
+export { m as t };
+
+//# sourceMappingURL=all-DeXJJd7D.js.map

package/dist/all-DeXJJd7D.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"all-DeXJJd7D.js","names":["overlap","momentum","volume","volatility","price","statistic","math","cycle","sar","patterns","tvTrend","tvOsc","tvVolume","statistic_exports","tv_osc_exports","math_exports","momentum_exports","tv_trend_exports","price_exports","patterns_exports","tv_volume_exports","volatility_exports","cycle_exports","volume_exports","overlap_exports","sar_exports","isStudy","x","ALL_STUDIES","m"],"sources":["../src/studies/all.ts"],"sourcesContent":["// Every built-in study, collected from the group modules. Importing this pulls\n// them all in; import single studies from their group module to stay small.\n\nimport type { StudyDef } from \"../types.js\";\nimport * as overlap from \"./overlap.js\";\nimport * as momentum from \"./momentum.js\";\nimport * as volume from \"./volume.js\";\nimport * as volatility from \"./volatility.js\";\nimport * as price from \"./price.js\";\nimport * as statistic from \"./statistic.js\";\nimport * as math from \"./math.js\";\nimport * as cycle from \"./cycle.js\";\nimport * as sar from \"./sar.js\";\nimport * as patterns from \"./patterns.js\";\nimport * as tvTrend from \"./tv-trend.js\";\nimport * as tvOsc from \"./tv-osc.js\";\nimport * as tvVolume from \"./tv-volume.js\";\n\nconst isStudy = (x: unknown): x is StudyDef => typeof x === \"object\" && x !== null && \"build\" in x && \"columns\" in x && \"plots\" in x;\n\nexport const ALL_STUDIES: readonly StudyDef[] = [overlap, momentum, volume, volatility, price, statistic, math, cycle, sar, patterns, tvTrend, tvOsc, tvVolume].flatMap((m) =>\n  Object.values(m).filter(isStudy),\n);\n"],"mappings":";;AAkBA,IAAM0B,KAAW,MAA8B,OAAOC,KAAM,cAAYA,KAAc,WAAWA,KAAK,aAAaA,KAAK,WAAWA,GAEtHC,IAAmC;CAAC5B;CAASC;CAAUC;CAAQC;CAAYC;CAAOC;CAAWC;CAAMC;CAAOC;CAAKC;CAAUC;CAASC;CAAOC;AAAQ,CAAC,CAAC,SAAS,MACvK,OAAO,OAAOiB,CAAC,CAAC,CAAC,OAAOH,CAAO,CACjC"}

package/dist/all.js

@@ -0,0 +1,10 @@
+import { r as e } from "./registry-CYZuqhXX.js";
+import { t } from "./all-DeXJJd7D.js";
+//#region src/all.ts
+function n() {
+	e(t);
+}
+//#endregion
+export { t as ALL_STUDIES, n as registerAllStudies };
+
+//# sourceMappingURL=all.js.map

package/dist/all.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"all.js","names":["registerStudies","registerAllStudies","ALL_STUDIES"],"sources":["../src/all.ts"],"sourcesContent":["// Everything: the study list and a registrar. Importing this module pulls every\n// study in; import single studies from \"@alphacharts/indicators/studies\" to stay small.\nimport { registerStudies } from \"./registry.js\";\nimport { ALL_STUDIES } from \"./studies/all.js\";\n\nexport { ALL_STUDIES };\nexport function registerAllStudies(): void {\n  registerStudies(ALL_STUDIES);\n}\n"],"mappings":";;;AAMA,SAAgBC,IAA2B;CACzC,EAAgBC,CAAW;AAC7B"}

package/dist/assets/worker-BrUuzTIJ.js

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r=0;r<n;r++)t+=i[e-n+1+r]*a[r];u[e]=t/o}})]},reference:`Pine ta.alma(src, n, offset, sigma): m = floor(offset * (n - 1)), s = n / sigma, w_k = exp(-(k - m)^2 / (2 s^2)), sum(src[n-1-k] * w_k) / sum(w_k)`}),Ci=D({id:`lsma`,name:`Least Squares Moving Average`,family:`tv`,needs:`value`,pane:`overlay`,inputs:[Z(25,2),h(`offset`,0,-5e3,5e3),y()],columns:[`lsma`],plots:[x(`lsma`,b.orange)],label:e=>`${e.length}, ${e.offset}`,build:(e,t)=>{let n=_i(e,e.src(t.source),t.length);return[e.map2(n.value,n.slope,(e,n)=>e-t.offset*n)]},reference:`TradingView Least Squares Moving Average = Pine ta.linreg(src, n, offset); offset 0 equals TA-Lib LINEARREG`}),wi=D({id:`mcginley`,name:`McGinley Dynamic`,family:`tv`,needs:`value`,pane:`overlay`,inputs:[Z(14),y()],columns:[`mcginley`],plots:[x(`mcginley`,b.green)],label:e=>`${e.length}`,build:(e,t)=>{let n=t.length,r=e.src(t.source),i=e.ema(r,n);return[e.node((e,t,a)=>{let o=r.v,s=i.v,c=e.v;for(let e=t;e<a;e++){let t=e>0?c[e-1]:X;c[e]=t===t?t+(o[e]-t)/(n*(o[e]/t)**4):s[e]}})]},reference:`TradingView McGinley Dynamic: mg := na(mg[1]) ? ta.ema(src, n) : mg[1] + (src - mg[1]) / (n * (src / mg[1])^4)`}),Ti=[b.blue,b.teal,b.green,b.lime,b.yellow,b.orange,b.red,b.pink],Ei=Ti.map((e,t)=>`ma${t+1}`),Di=D({id:`ma-ribbon`,name:`Moving Average Ribbon`,family:`tv`,needs:`value`,pane:`overlay`,inputs:[h(`first`,20,1,5e3,`first`),h(`step`,5,1,1e3,`step`),y()],columns:Ei,plots:Ei.map((e,t)=>x(e,Ti[t],{title:`MA ${t+1}`,width:1})),label:e=>`${e.first}, ${e.step}`,build:(e,t)=>{let n=t.first+7*t.step;if(n>5e3)throw RangeError(`ma-ribbon: the 8th period ${n} exceeds 5000`);let r=e.src(t.source);return Ei.map((n,i)=>e.sma(r,t.first+i*t.step))},reference:`Moving Average Ribbon: eight simple moving averages of periods first, first + step, ... first + 7 * step (default 20..55 step 5)`}),Oi=D({id:`ma-cross`,name:`Moving Average Cross`,family:`tv`,needs:`value`,pane:`overlay`,inputs:[v(`type`,`sma`,[`sma`,`ema`]),h(`fast`,9,1,5e3),h(`slow`,21,1,5e3),y()],columns:[`fast`,`slow`,`crossUp`,`crossDown`],plots:[x(`fast`,b.blue,{title:`Fast MA`}),x(`slow`,b.orange,{title:`Slow MA`}),E(`crossUp`,`circle`,`value`,b.green,{title:`Cross up`}),E(`crossDown`,`circle`,`value`,b.red,{title:`Cross down`})],label:e=>`${e.type}, ${e.fast}, ${e.slow}`,build:(e,t)=>{let n=e.src(t.source),r=vi(e,t.type,n,t.fast),i=vi(e,t.type,n,t.slow);return[r,i,e.calc(e=>e>0&&r.v[e]>i.v[e]&&r.v[e-1]<=i.v[e-1]?r.v[e]:X),e.calc(e=>e>0&&r.v[e]<i.v[e]&&r.v[e-1]>=i.v[e-1]?r.v[e]:X)]},reference:`TradingView Moving Average Cross: two moving averages, circles where ta.crossover / ta.crossunder(fast, slow) is true`}),ki=D({id:`envelopes`,name:`Moving Average Envelopes`,family:`tv`,needs:`value`,pane:`overlay`,inputs:[Z(20),g(`percent`,10,0,100,.5),v(`basis`,`sma`,[`sma`,`ema`]),y()],columns:[`basis`,`upper`,`lower`],plots:[x(`basis`,b.orange,{title:`Basis`}),C(`band`,`upper`,`lower`,b.blue,mi(b.blue,.08),`Envelope`)],label:e=>`${e.length}, ${e.percent}, ${e.basis}`,build:(e,t)=>{let n=vi(e,t.basis,e.src(t.source),t.length),r=t.percent/100;return[n,e.map(n,e=>e*(1+r)),e.map(n,e=>e*(1-r))]},reference:`TradingView Envelope: basis = sma|ema(src, n), upper = basis * (1 + percent / 100), lower = basis * (1 - percent / 100)`}),Ai=D({id:`keltner`,name:`Keltner Channels`,family:`tv`,needs:`ohlc`,pane:`overlay`,inputs:[Z(20),g(`mult`,2,0,100,.25),h(`atrLength`,10,1,5e3),_(`useEma`,!0),y()],columns:[`basis`,`upper`,`lower`],plots:[x(`basis`,b.blue,{title:`Basis`}),C(`band`,`upper`,`lower`,b.blue,mi(b.blue,.08),`Channel`)],label:e=>`${e.length}, ${e.mult}, ${e.atrLength}`,build:(e,t)=>{let n=e.src(t.source),r=t.useEma?e.ema(n,t.length):e.sma(n,t.length),i=e.map(gi(e,t.atrLength),e=>e*t.mult);return[r,e.add(r,i),e.sub(r,i)]},reference:`TradingView Keltner Channels (ATR band style): basis = ema|sma(src, n), bands = basis +- mult * ta.atr(atrLength)`});function ji(e,t){let n=e.highest(e.high,t),r=e.lowest(e.low,t);return{upper:n,lower:r,mid:e.map2(n,r,(e,t)=>(e+t)/2)}}let Mi=D({id:`donchian`,name:`Donchian Channels`,family:`tv`,needs:`ohlc`,pane:`overlay`,inputs:[Z(20)],columns:[`upper`,`lower`,`basis`],plots:[C(`band`,`upper`,`lower`,b.blue,mi(b.blue,.08),`Channel`),x(`basis`,b.orange,{title:`Basis`})],label:e=>`${e.length}`,build:(e,t)=>{let n=ji(e,t.length);return[n.upper,n.lower,n.mid]},reference:`TradingView Donchian Channels: upper = ta.highest(high, n), lower = ta.lowest(low, n), basis = (upper + lower) / 2; equals TA-Lib MAX(high), MIN(low), MIDPRICE`}),Ni=D({id:`price-channel`,name:`Price Channel`,family:`tv`,needs:`ohlc`,pane:`overlay`,inputs:[Z(20)],columns:[`upper`,`lower`,`center`],plots:[x(`upper`,b.green,{title:`Highest high`}),x(`lower`,b.red,{title:`Lowest low`}),x(`center`,b.gray,{title:`Center`,style:`dashed`})],label:e=>`${e.length}`,build:(e,t)=>{let n=ji(e,t.length);return[n.upper,n.lower,n.mid]},reference:`Price Channel: highest high and lowest low of the last n bars with their midline; equals TA-Lib MAX(high), MIN(low), MIDPRICE`}),Pi=D({id:`chande-kroll-stop`,name:`Chande Kroll Stop`,family:`tv`,needs:`ohlc`,pane:`overlay`,inputs:[h(`p`,10,1,5e3),g(`x`,1,0,100,.25),h(`q`,9,1,5e3)],columns:[`stopShort`,`stopLong`],plots:[x(`stopShort`,b.red,{title:`Stop short`}),x(`stopLong`,b.green,{title:`Stop long`})],label:e=>`${e.p}, ${e.x}, ${e.q}`,build:(e,t)=>{let n=e.map(gi(e,t.p),e=>e*t.x),r=e.sub(e.highest(e.high,t.p),n),i=e.add(e.lowest(e.low,t.p),n);return[e.highest(r,t.q),e.lowest(i,t.q)]},reference:`TradingView Chande Kroll Stop: first_high = ta.highest(high, p) - x * ta.atr(p); first_low = ta.lowest(low, p) + x * ta.atr(p); stop_short = ta.highest(first_high, q); stop_long = ta.lowest(first_low, q)`}),Fi=D({id:`linreg-channel`,name:`Linear Regression Channel`,family:`tv`,needs:`value`,pane:`overlay`,inputs:[Z(100,2),g(`upperDev`,2,0,100,.25),g(`lowerDev`,2,0,100,.25),y()],columns:[`base`,`upper`,`lower`],plots:[x(`base`,b.orange,{title:`Base`}),C(`band`,`upper`,`lower`,b.blue,mi(b.blue,.08),`Channel`)],label:e=>`${e.length}, ${e.upperDev}, ${e.lowerDev}`,build:(e,t)=>{let n=t.length,r=e.src(t.source),i=_i(e,r,n),a=e.node((e,t,a)=>{let o=r.v,s=i.slope.v,c=i.intercept.v,l=e.v;for(let e=t;e<a;e++){let t=s[e],r=c[e];if(t!==t){l[e]=X;continue}let i=0;for(let a=0;a<n;a++){let s=o[e-n+1+a]-(r+t*a);i+=s*s}l[e]=Math.sqrt(i/n)}});return[i.value,e.map2(i.value,a,(e,n)=>e+t.upperDev*n),e.map2(i.value,a,(e,n)=>e-t.lowerDev*n)]},reference:`TradingView Linear Regression Channel: base = linear regression value at the newest bar over n bars (Pine ta.linreg(src, n, 0)), bands = base +- deviation * population stdev of the residuals. TradingView draws the tool as one anchored segment between two chosen bars; this study is the rolling per-bar form (each bar's own n-bar fit, newest point), not the anchored line.`}),Ii=D({id:`median`,name:`Median`,family:`tv`,needs:`ohlc`,pane:`overlay`,inputs:[Z(3),h(`atrLength`,14,1,5e3),g(`mult`,2,0,100,.25),y(`hl2`)],columns:[`median`,`upper`,`lower`],plots:[x(`median`,b.blue,{title:`Median`}),C(`band`,`upper`,`lower`,b.gray,mi(b.gray,.08),`ATR band`)],label:e=>`${e.length}, ${e.atrLength}, ${e.mult}`,build:(e,t)=>{let n=t.length,r=e.src(t.source),i=e.validRun(r),a=e.node((e,t,a)=>{let o=r.v,s=i.v,c=e.v,l=new Float64Array(n);for(let e=t;e<a;e++)if(s[e]<n)c[e]=X;else{for(let t=0;t<n;t++)l[t]=o[e-n+1+t];l.sort(),c[e]=n%2==1?l[(n-1)/2]:(l[n/2-1]+l[n/2])/2}}),o=e.map(gi(e,t.atrLength),e=>e*t.mult);return[a,e.add(a,o),e.sub(a,o)]},reference:`TradingView Median: rolling median of src (hl2) over n bars with an ATR band, median +- mult * ta.atr(atrLength). The band construction follows the task's definition; an even n takes the mean of the two middle values.`}),Li=D({id:`ichimoku`,name:`Ichimoku Cloud`,family:`tv`,needs:`ohlc`,pane:`overlay`,inputs:[h(`conversion`,9,1,5e3),h(`base`,26,1,5e3),h(`spanB`,52,1,5e3)],columns:[`conversion`,`base`,`spanA`,`spanB`,`lagging`],plots:[x(`conversion`,b.blue,{title:`Conversion line`}),x(`base`,b.red,{title:`Base line`}),w(`cloud`,`spanA`,`spanB`,b.green,`Cloud`),x(`spanA`,b.green,{title:`Leading span A`,offset:25}),x(`spanB`,b.orange,{title:`Leading span B`,offset:25}),x(`lagging`,b.purple,{title:`Lagging span`,offset:-25})],label:e=>`${e.conversion}, ${e.base}, ${e.spanB}, 26`,build:(e,t)=>{let n=ji(e,t.conversion).mid,r=ji(e,t.base).mid;return[n,r,e.map2(n,r,(e,t)=>(e+t)/2),ji(e,t.spanB).mid,e.map(e.close,e=>e)]},reference:`TradingView Ichimoku Cloud: donchian(n) = (ta.highest(high, n) + ta.lowest(low, n)) / 2; conversion = donchian(9), base = donchian(26), span A = (conversion + base) / 2, span B = donchian(52), lagging = close; leading spans plotted with offset displacement - 1 = 25, the lagging span with -25 (TradingView's own plot offsets for displacement 26). 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MA is ta.sma(volume, 20). Verified against TA-Lib SMA for the MA.`}),Ca=D({id:`volume-osc`,name:`Volume Oscillator`,family:`tv`,needs:`ohlcv`,pane:`new`,inputs:[h(`short`,5,1,5e3,`Short length`),h(`long`,10,1,5e3,`Long length`)],columns:[`osc`],plots:[x(`osc`,b.blue,{title:`Volume Oscillator`})],label:e=>`${e.short}, ${e.long}`,build:(e,t)=>{let n=e.ema(e.volume,t.short),r=e.ema(e.volume,t.long);return[e.map2(n,r,(e,t)=>t===0?$:100*(e-t)/t)]},reference:`TradingView Volume Oscillator: 100 * (ta.ema(volume, 5) - ta.ema(volume, 10)) / ta.ema(volume, 10). 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Session = calendar day in the exchange time zone.`}),ja=D({id:`anchored-vwap`,name:`Anchored VWAP`,family:`tv`,needs:`ohlcv`,pane:`overlay`,inputs:[g(`anchorTime`,0,0,0x38d7ea4c68000,1,`Anchor time (UTC ms)`),y(`hlc3`),g(`bandMult`,1,0,100,.1,`Band multiplier`)],columns:[`vwap`,`upper`,`lower`],plots:[x(`vwap`,b.orange,{title:`Anchored VWAP`}),C(`bands`,`upper`,`lower`,b.orange,`rgba(255,109,0,0.1)`,`Anchored VWAP bands`)],build:(e,t)=>{let n=e.time,r=e.src(t.source),i=e.volume,a=e=>n.v[e]>=t.anchorTime,o=e=>e===0||!a(e-1),s=ya(e,e=>i.v[e],o,a);return ba(e,ya(e,e=>r.v[e]*i.v[e],o,a),s,ya(e,e=>r.v[e]*r.v[e]*i.v[e],o,a),t.bandMult)},reference:`TradingView Anchored VWAP: VWAP (hlc3) accumulated from the first bar at or after the anchor time, with stdev bands; earlier bars are absent`}),Ma=[`p`,`r1`,`r2`,`r3`,`r4`,`s1`,`s2`,`s3`,`s4`];function Na(e,t,n,r,i){let a={p:$,r1:$,r2:$,r3:$,r4:$,s1:$,s2:$,s3:$,s4:$},o=n-r;if(e===`dm`){let e=i<t?n+2*r+i:i>t?2*n+r+i:n+r+2*i;return a.p=e/4,a.r1=e/2-r,a.s1=e/2-n,a}if(e===`woodie`){let e=(n+r+2*i)/4;return a.p=e,a.r1=2*e-r,a.s1=2*e-n,a.r2=e+o,a.s2=e-o,a.r3=n+2*o,a.s3=r-2*o,a.r4=a.r3+o,a.s4=a.s3-o,a}if(e===`camarilla`)return a.p=(n+r+i)/3,a.r1=i+o*1.1/12,a.r2=i+o*1.1/6,a.r3=i+o*1.1/4,a.r4=i+o*1.1/2,a.s1=i-o*1.1/12,a.s2=i-o*1.1/6,a.s3=i-o*1.1/4,a.s4=i-o*1.1/2,a;let s=(n+r+i)/3;return a.p=s,e===`fibonacci`?(a.r1=s+.382*o,a.r2=s+.618*o,a.r3=s+o,a.s1=s-.382*o,a.s2=s-.618*o,a.s3=s-o):e===`classic`?(a.r1=2*s-r,a.s1=2*s-n,a.r2=s+o,a.s2=s-o,a.r3=s+2*o,a.s3=s-2*o,a.r4=s+3*o,a.s4=s-3*o):(a.r1=2*s-r,a.s1=2*s-n,a.r2=s+o,a.s2=s-o,a.r3=2*s+n-2*r,a.s3=2*s-(2*n-r),a.r4=3*s+n-3*r,a.s4=3*s-(3*n-r)),a}let Pa={p:b.gray,r1:b.red,r2:b.red,r3:b.red,r4:b.red,s1:b.green,s2:b.green,s3:b.green,s4:b.green},Fa=D({id:`pivot-points`,name:`Pivot Points Standard`,family:`tv`,needs:`ohlc`,pane:`overlay`,inputs:[v(`kind`,`standard`,[`standard`,`fibonacci`,`woodie`,`classic`,`dm`,`camarilla`]),v(`period`,`day`,[`day`,`week`,`month`,`year`]),xa],columns:[...Ma],plots:Ma.map(e=>x(e,Pa[e],{title:e.toUpperCase(),width:1})),label:e=>`${e.kind} ${e.period}`,build:(e,t)=>{let n=va(e,t.period,t.utcOffsetMinutes),{open:r,high:i,low:a,close:o}=e,s=e.col(),c=e.col(),l=e.col(),u=e.col(),d=e.col(),f=e.col(),p=e.col(),m=e.col();return e.node((e,t,h)=>{for(let e=t;e<h;e++)e===0||n.v[e]!==n.v[e-1]?(e===0?(d.v[e]=$,f.v[e]=$,p.v[e]=$,m.v[e]=$):(d.v[e]=s.v[e-1],f.v[e]=c.v[e-1],p.v[e]=l.v[e-1],m.v[e]=u.v[e-1]),s.v[e]=r.v[e],c.v[e]=i.v[e],l.v[e]=a.v[e]):(d.v[e]=d.v[e-1],f.v[e]=f.v[e-1],p.v[e]=p.v[e-1],m.v[e]=m.v[e-1],s.v[e]=s.v[e-1],c.v[e]=Math.max(c.v[e-1],i.v[e]),l.v[e]=Math.min(l.v[e-1],a.v[e])),u.v[e]=o.v[e]}),Ma.map(n=>e.calc(e=>f.v[e]===f.v[e]?Na(t.kind,d.v[e],f.v[e],p.v[e],m.v[e])[n]:$))},reference:`TradingView Pivot Points Standard (Traditional, Fibonacci, Woodie, Classic, DM, Camarilla) from the previous completed period's open/high/low/close; constant over the current period, absent in the first`}),Ia=D({id:`hist-vol`,name:`Historical Volatility`,family:`tv`,needs:`value`,pane:`new`,inputs:[h(`length`,10,2,5e3),h(`annual`,252,1,1e4,`Periods per year`),h(`periodDays`,1,1,1e4,`Days per bar`)],columns:[`hv`],plots:[x(`hv`,b.blue,{title:`HV`})],label:e=>`${e.length}`,build:(e,t)=>{let n=e.close,r=e.calc(e=>e===0?$:Math.log(n.v[e]/n.v[e-1])),i=100*Math.sqrt(t.annual/t.periodDays);return[e.map(e.stdev(r,t.length),e=>e*i)]},reference:`TradingView Historical Volatility: 100 * ta.stdev(ln(close/close[1]), 10) * sqrt(annual / periodDays); ta.stdev is the population deviation (biased). annual defaults to 252 trading days (TradingView's script uses 365).`}),La=D({id:`adr`,name:`Average Day Range`,family:`tv`,needs:`ohlc`,pane:`new`,inputs:[h(`length`,14,1,5e3)],columns:[`adr`],plots:[x(`adr`,b.orange,{title:`ADR`})],label:e=>`${e.length}`,build:(e,t)=>[e.sma(e.sub(e.high,e.low),t.length)],reference:`TradingView Average Day Range: ta.sma(high - low, 14) on the chart's bars`}),Ra=e=>typeof e==`object`&&!!e&&`build`in e&&`columns`in e&&`plots`in e,za=[ue,Te,mt,yt,Ct,kt,Wt,xn,Bn,Gn,pi,Ui,ga].flatMap(e=>Object.values(e).filter(Ra)),Ba=new Map(za.map(e=>[e.id,e])),Va=self,Ha=m((e,t)=>Va.postMessage(e,t),e=>Ba.get(e));Va.onmessage=e=>Ha(e.data)})();
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