@alphacharts/indicators 0.0.0-stage → 0.1.0

package/dist/define-BPvQbaq9.js

@@ -0,0 +1,472 @@
+//#region src/engine/kernels.ts
+var e = null;
+function t(t) {
+	e = t;
+}
+function n() {
+	return e;
+}
+function r(t, n, r) {
+	if (!e || n !== 0 || r < 4096) return !1;
+	for (let e = 0; e < r; e++) if (t[e] !== t[e]) return !1;
+	return !0;
+}
+//#endregion
+//#region src/engine/graph.ts
+var i = class {
+	v;
+	constructor(e) {
+		this.v = new Float64Array(e).fill(NaN);
+	}
+}, a = class extends i {
+	run = () => {};
+}, o = [
+	"close",
+	"open",
+	"high",
+	"low",
+	"hl2",
+	"hlc3",
+	"ohlc4",
+	"hlcc4"
+], s = NaN, c = class {
+	n = 0;
+	cap = 0;
+	cols = [];
+	nodes = [];
+	time;
+	open;
+	high;
+	low;
+	close;
+	volume;
+	sources = /* @__PURE__ */ new Map();
+	constructor(e = 0) {
+		this.cap = e, this.time = this.col(), this.open = this.col(), this.high = this.col(), this.low = this.col(), this.close = this.col(), this.volume = this.col();
+	}
+	col() {
+		let e = new i(this.cap);
+		return this.cols.push(e), e;
+	}
+	reserve(e) {
+		if (e <= this.cap) return;
+		let t = Math.max(e, Math.ceil(this.cap * 1.5), 256);
+		for (let e of this.cols) {
+			let n = new Float64Array(t).fill(s);
+			n.set(e.v.subarray(0, Math.min(this.n, e.v.length))), e.v = n;
+		}
+		this.cap = t;
+	}
+	run(e, t) {
+		if (t > this.cap) throw RangeError(`graph.run: ${t} bars exceed the reserved ${this.cap}`);
+		for (let n of this.nodes) n.run(e, t);
+	}
+	clear() {
+		for (let e of this.cols) e.v.fill(s, 0, this.n);
+		this.n = 0;
+	}
+	adopt(e, t) {
+		if (e.length !== this.cols.length) throw RangeError(`graph.adopt: ${e.length} columns, expected ${this.cols.length}`);
+		this.cols.forEach((t, n) => t.v = e[n]), this.cap = e[0]?.length ?? 0, this.n = t;
+	}
+	node(e) {
+		let t = new a(this.cap);
+		return t.run = (n, r) => e(t, n, r), this.cols.push(t), this.nodes.push(t), t;
+	}
+	calc(e) {
+		return this.node((t, n, r) => {
+			let i = t.v;
+			for (let t = n; t < r; t++) i[t] = e(t);
+		});
+	}
+	val(e) {
+		return typeof e == "number" ? () => e : (t) => e.v[t];
+	}
+	src(e) {
+		let t = this.sources.get(e);
+		if (t) return t;
+		let { open: n, high: r, low: i, close: a } = this, o;
+		switch (e) {
+			case "close":
+				o = this.map(a, (e) => e);
+				break;
+			case "open":
+				o = this.map(n, (e) => e);
+				break;
+			case "high":
+				o = this.map(r, (e) => e);
+				break;
+			case "low":
+				o = this.map(i, (e) => e);
+				break;
+			case "hl2":
+				o = this.node((e, t, n) => {
+					let a = r.v, o = i.v, s = e.v;
+					for (let e = t; e < n; e++) s[e] = (a[e] + o[e]) / 2;
+				});
+				break;
+			case "hlc3":
+				o = this.node((e, t, n) => {
+					let o = r.v, s = i.v, c = a.v, l = e.v;
+					for (let e = t; e < n; e++) l[e] = (o[e] + s[e] + c[e]) / 3;
+				});
+				break;
+			case "ohlc4":
+				o = this.node((e, t, o) => {
+					let s = n.v, c = r.v, l = i.v, u = a.v, d = e.v;
+					for (let e = t; e < o; e++) d[e] = (s[e] + c[e] + l[e] + u[e]) / 4;
+				});
+				break;
+			case "hlcc4":
+				o = this.node((e, t, n) => {
+					let o = r.v, s = i.v, c = a.v, l = e.v;
+					for (let e = t; e < n; e++) l[e] = (o[e] + s[e] + 2 * c[e]) / 4;
+				});
+				break;
+			default: throw RangeError(`unknown source "${String(e)}"`);
+		}
+		return this.sources.set(e, o), o;
+	}
+	map(e, t) {
+		return this.node((n, r, i) => {
+			let a = e.v, o = n.v;
+			for (let e = r; e < i; e++) o[e] = t(a[e]);
+		});
+	}
+	map2(e, t, n) {
+		let r = this.val(e), i = this.val(t);
+		return this.node((e, t, a) => {
+			let o = e.v;
+			for (let e = t; e < a; e++) o[e] = n(r(e), i(e));
+		});
+	}
+	add(e, t) {
+		return this.map2(e, t, (e, t) => e + t);
+	}
+	sub(e, t) {
+		return this.map2(e, t, (e, t) => e - t);
+	}
+	mul(e, t) {
+		return this.map2(e, t, (e, t) => e * t);
+	}
+	div(e, t) {
+		return this.map2(e, t, (e, t) => t === 0 ? s : e / t);
+	}
+	max2(e, t) {
+		return this.map2(e, t, (e, t) => e !== e || t !== t ? s : e > t ? e : t);
+	}
+	min2(e, t) {
+		return this.map2(e, t, (e, t) => e !== e || t !== t ? s : e < t ? e : t);
+	}
+	abs(e) {
+		return this.map(e, Math.abs);
+	}
+	neg(e) {
+		return this.map(e, (e) => -e);
+	}
+	lag(e, t) {
+		return this.node((n, r, i) => {
+			let a = e.v, o = n.v;
+			for (let e = r; e < i; e++) o[e] = e >= t ? a[e - t] : s;
+		});
+	}
+	change(e, t = 1) {
+		return this.node((n, r, i) => {
+			let a = e.v, o = n.v;
+			for (let e = r; e < i; e++) o[e] = e >= t ? a[e] - a[e - t] : s;
+		});
+	}
+	validRun(e) {
+		return this.node((t, n, r) => {
+			let i = e.v, a = t.v;
+			for (let e = n; e < r; e++) a[e] = i[e] === i[e] ? (e > 0 ? a[e - 1] : 0) + 1 : 0;
+		});
+	}
+	sum(e, t) {
+		if (l(t), t === 1) return this.map(e, (e) => e);
+		let i = this.validRun(e), a = this.col();
+		return this.node((o, c, l) => {
+			let u = e.v, d = i.v, f = a.v, p = o.v;
+			if (r(u, c, l)) {
+				let e = n().sumState(u.subarray(0, l), t);
+				p.set(e.sum), f.set(e.state);
+			} else for (let e = c; e < l; e++) {
+				let n = d[e];
+				if (n === 0) {
+					f[e] = 0, p[e] = s;
+					continue;
+				}
+				let r = (n > 1 ? f[e - 1] : 0) + u[e];
+				n > t && (r -= u[e - t]), f[e] = r, p[e] = n >= t ? r : s;
+			}
+		});
+	}
+	sma(e, t) {
+		let n = this.sum(e, t);
+		return this.map(n, (e) => e / t);
+	}
+	smooth(e, t, n) {
+		l(t);
+		let r = this.validRun(e);
+		return this.node((i, a, o) => {
+			let c = e.v, l = r.v, u = i.v;
+			for (let e = a; e < o; e++) {
+				let r = l[e];
+				if (r === 0) {
+					u[e] = s;
+					continue;
+				}
+				let i = e > 0 ? u[e - 1] : s;
+				if (i === i) u[e] = i + n * (c[e] - i);
+				else if (r >= t) {
+					let n = 0;
+					for (let r = e - t + 1; r <= e; r++) n += c[r];
+					u[e] = n / t;
+				} else u[e] = s;
+			}
+		});
+	}
+	ema(e, t) {
+		return this.smooth(e, t, 2 / (t + 1));
+	}
+	rma(e, t) {
+		return this.smooth(e, t, 1 / t);
+	}
+	wma(e, t) {
+		l(t);
+		let n = this.validRun(e), r = this.col(), i = this.col(), a = t * (t + 1) / 2;
+		return this.node((o, c, l) => {
+			let u = e.v, d = n.v, f = r.v, p = i.v, m = o.v;
+			for (let e = c; e < l; e++) {
+				let n = d[e];
+				if (n === 0) {
+					f[e] = 0, p[e] = 0, m[e] = s;
+					continue;
+				}
+				let r = u[e];
+				if (n < t) f[e] = (n > 1 ? f[e - 1] : 0) + r, p[e] = (n > 1 ? p[e - 1] : 0) + n * r, m[e] = s;
+				else if (n === t) f[e] = (n > 1 ? f[e - 1] : 0) + r, p[e] = (n > 1 ? p[e - 1] : 0) + t * r, m[e] = p[e] / a;
+				else {
+					let n = f[e - 1];
+					p[e] = p[e - 1] - n + t * r, f[e] = n - u[e - t] + r, m[e] = p[e] / a;
+				}
+			}
+		});
+	}
+	highest(e, t) {
+		return this.extreme(e, t, !0, !1);
+	}
+	lowest(e, t) {
+		return this.extreme(e, t, !1, !1);
+	}
+	highestBars(e, t, n = !1) {
+		return this.extreme(e, t, !0, !0, n);
+	}
+	lowestBars(e, t, n = !1) {
+		return this.extreme(e, t, !1, !0, n);
+	}
+	extreme(e, t, i, a, o = !1) {
+		l(t);
+		let c = this.validRun(e);
+		return this.node((l, u, d) => {
+			let f = e.v, p = c.v, m = l.v;
+			if (!o && r(f, u, d)) {
+				let e = n(), r = f.subarray(0, d);
+				m.set(a ? i ? e.highestBars(r, t) : e.lowestBars(r, t) : i ? e.highest(r, t) : e.lowest(r, t));
+			} else for (let e = u; e < d; e++) {
+				if (p[e] < t) {
+					m[e] = s;
+					continue;
+				}
+				let n = f[e], r = 0;
+				for (let a = 1; a < t; a++) {
+					let t = f[e - a];
+					(i ? o ? t >= n : t > n : o ? t <= n : t < n) && (n = t, r = a);
+				}
+				m[e] = a ? r : n;
+			}
+		});
+	}
+	variance(e, t) {
+		l(t);
+		let i = this.sma(e, t);
+		return this.node((a, o, c) => {
+			let l = e.v, u = i.v, d = a.v;
+			if (r(l, o, c)) d.set(n().variance(l.subarray(0, c), t));
+			else for (let e = o; e < c; e++) {
+				let n = u[e];
+				if (n !== n) {
+					d[e] = s;
+					continue;
+				}
+				let r = 0;
+				for (let i = e - t + 1; i <= e; i++) {
+					let e = l[i] - n;
+					r += e * e;
+				}
+				d[e] = r / t;
+			}
+		});
+	}
+	stdev(e, t) {
+		return this.map(this.variance(e, t), Math.sqrt);
+	}
+	linreg(e, t) {
+		if (!Number.isInteger(t) || t < 2) throw RangeError(`linreg: period must be an integer >= 2, got ${t}`);
+		let i = this.validRun(e), a = t * (t - 1) / 2, o = t * (t * (t - 1) * (2 * t - 1) / 6) - a * a, c = this.col(), l = this.col();
+		return {
+			value: this.node((u, d, f) => {
+				let p = e.v, m = i.v, h = c.v, g = l.v, _ = u.v;
+				if (r(p, d, f)) {
+					let e = n().linreg(p.subarray(0, f), t);
+					_.set(e.value), h.set(e.slope), g.set(e.intercept);
+				} else for (let e = d; e < f; e++) {
+					if (m[e] < t) {
+						h[e] = s, g[e] = s, _[e] = s;
+						continue;
+					}
+					let n = 0, r = 0;
+					for (let i = 0; i < t; i++) {
+						let a = p[e - t + 1 + i];
+						n += a, r += i * a;
+					}
+					let i = (t * r - a * n) / o, c = (n - i * a) / t;
+					h[e] = i, g[e] = c, _[e] = c + i * (t - 1);
+				}
+			}),
+			slope: this.alias(c),
+			intercept: this.alias(l)
+		};
+	}
+	alias(e) {
+		return this.node((t, n, r) => {
+			let i = e.v, a = t.v;
+			for (let e = n; e < r; e++) a[e] = i[e];
+		});
+	}
+	tr() {
+		let { high: e, low: t, close: n } = this;
+		return this.node((r, i, a) => {
+			let o = e.v, c = t.v, l = n.v, u = r.v;
+			for (let e = i; e < a; e++) {
+				if (e === 0) {
+					u[e] = s;
+					continue;
+				}
+				let t = l[e - 1], n = o[e] - c[e], r = Math.abs(o[e] - t), i = Math.abs(c[e] - t);
+				u[e] = n > r ? n > i ? n : i : r > i ? r : i;
+			}
+		});
+	}
+	atr(e) {
+		return this.rma(this.tr(), e);
+	}
+};
+function l(e) {
+	if (!Number.isInteger(e) || e < 1) throw RangeError(`period must be a positive integer, got ${e}`);
+}
+//#endregion
+//#region src/define.ts
+var u = (e, t, n = 1, r = 1e4, i = e) => ({
+	key: e,
+	label: i,
+	type: "int",
+	default: t,
+	min: n,
+	max: r,
+	step: 1
+}), d = (e, t, n = -1e9, r = 1e9, i = .1, a = e) => ({
+	key: e,
+	label: a,
+	type: "float",
+	default: t,
+	min: n,
+	max: r,
+	step: i
+}), f = (e, t, n = e) => ({
+	key: e,
+	label: n,
+	type: "bool",
+	default: t
+}), p = (e, t, n, r = e) => ({
+	key: e,
+	label: r,
+	type: "select",
+	default: t,
+	options: n
+}), m = (e = "close", t = "source") => ({
+	key: t,
+	label: t,
+	type: "source",
+	default: e,
+	options: o
+}), h = {
+	blue: "#2962FF",
+	orange: "#FF6D00",
+	red: "#F23645",
+	green: "#089981",
+	purple: "#9C27B0",
+	teal: "#00897B",
+	yellow: "#FBC02D",
+	pink: "#E91E63",
+	gray: "#787B86",
+	lime: "#8BC34A",
+	cyan: "#00BCD4",
+	brown: "#795548"
+}, g = (e, t, n = {}) => ({
+	kind: "line",
+	key: n.key ?? e,
+	title: n.title ?? e,
+	col: e,
+	color: t,
+	...n.width !== void 0 && { width: n.width },
+	...n.style && { style: n.style },
+	...n.offset !== void 0 && { offset: n.offset },
+	...n.connect && { connect: !0 }
+}), _ = (e, t, n, r = {}) => ({
+	kind: "histogram",
+	key: r.key ?? e,
+	title: r.title ?? e,
+	col: e,
+	color: t,
+	...n && { colorDown: n }
+}), v = (e, t, n, r, i, a = e) => ({
+	kind: "band",
+	key: e,
+	title: a,
+	upper: t,
+	lower: n,
+	color: r,
+	fill: i
+}), y = (e, t, n, r, i = e) => ({
+	kind: "fill",
+	key: e,
+	title: i,
+	a: t,
+	b: n,
+	color: r
+}), b = (e, t, n = h.gray, r = "dashed") => ({
+	kind: "hline",
+	key: e,
+	title: e,
+	value: t,
+	color: n,
+	style: r
+}), x = (e, t, n, r, i = {}) => ({
+	kind: "markers",
+	key: i.key ?? e,
+	title: i.title ?? e,
+	col: e,
+	shape: t,
+	position: n,
+	color: r,
+	...i.offset !== void 0 && { offset: i.offset },
+	...i.text && { text: !0 }
+});
+function S(e) {
+	return e;
+}
+//#endregion
+export { o as _, y as a, b as c, x as d, p as f, a as g, c as h, S as i, u as l, i as m, v as n, d as o, m as p, f as r, _ as s, h as t, g as u, t as v };
+
+//# sourceMappingURL=define-BPvQbaq9.js.map

package/dist/define-BPvQbaq9.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"define-BPvQbaq9.js","names":["active","setKernels","k","kernels","eligible","from","to","i","x","Col","cap","Node","SOURCE_NAMES","NaN_","Graph","c","n","next","nd","buffers","body","a","b","v","fn","r","hit","name","close","open","high","low","h","l","s","o","xv","f","fx","fy","y","p","q","checkPeriod","cnt","acc","t","sm","prev","alpha","j","S","W","den","sv","wv","x1","s0","oldest","xs","bars","isMax","best","at","m","mv","mean","d","sumX","div","slope","icpt","sl","ic","sy","sxy","bb","src","pc","u","int","key","def","float","bool","select","source","COLORS","line","col","hist","colorDown","band","fillBetween","hline","markers","defineStudy"],"sources":["../src/engine/kernels.ts","../src/engine/graph.ts","../src/define.ts"],"sourcesContent":["// Optional WASM kernels for the batch path. Where @alphacharts/wasm's\n// benchmark shows a win at both 1M and 10M bars (running sum, variance and\n// standard deviation, rolling highest/lowest and their bar offsets, linear\n// regression) a node may hand a full-range run to a kernel that is bit-for-bit\n// the same computation as its own loop (asserted by test/wasm.test.ts), so\n// enabling it never changes a value. Recursive smoothing and WMA are not here:\n// the benchmark shows no win for them.\n\nimport type { Kernels } from \"@alphacharts/wasm\";\n\nexport type BatchKernels = Pick<Kernels, \"sumState\" | \"variance\" | \"highest\" | \"lowest\" | \"highestBars\" | \"lowestBars\" | \"linreg\">;\n\nlet active: BatchKernels | null = null;\n\n/** Route eligible batch runs through `k`; null restores the JS loops. */\nexport function setKernels(k: BatchKernels | null): void {\n  active = k;\n}\n\nexport function kernels(): BatchKernels | null {\n  return active;\n}\n\n/** Below this many bars the call overhead beats the win. */\nexport const KERNEL_MIN_BARS = 4096;\n\n/** A kernel run needs the whole series from bar 0 and no absent values. */\nexport function eligible(x: Float64Array, from: number, to: number): boolean {\n  if (!active || from !== 0 || to < KERNEL_MIN_BARS) return false;\n  for (let i = 0; i < to; i++) if (x[i]! !== x[i]!) return false;\n  return true;\n}\n","// The study engine: a graph of column nodes evaluated in creation order.\n//\n// Every value a study keeps lives in a Float64Array column indexed by bar, never\n// in hidden object state. A node writes only index i and reads indices <= i of\n// its inputs and <= i-1 of its own columns, so:\n// - a batch run is `run(0, n)` (node by node: tight monomorphic loops),\n// - an appended bar is `run(n, n + 1)`,\n// - a revised last bar is `run(n - 1, n)` again: it overwrites the same slots\n//   from the same committed past, so the answer equals a batch run.\n// Per-bar cost is independent of the series length n: O(1) for recursive and\n// running-sum nodes, O(period) for window scans (highest/lowest, linreg).\n// Absent values (warm-up) are NaN, never zero.\n//\n// Columns are replaced when the graph grows (`reserve`); node bodies therefore\n// read `col.v` at the start of each run and never cache it across runs.\n\nimport { eligible, kernels } from \"./kernels.js\";\n\nexport type Ref = Col | number;\n\nexport class Col {\n  v: Float64Array;\n  constructor(cap: number) {\n    this.v = new Float64Array(cap).fill(Number.NaN);\n  }\n}\n\nexport class Node extends Col {\n  /** Evaluate bars [from, to). */\n  run: (from: number, to: number) => void = () => {};\n}\n\nexport type SourceName = \"open\" | \"high\" | \"low\" | \"close\" | \"hl2\" | \"hlc3\" | \"ohlc4\" | \"hlcc4\";\nexport const SOURCE_NAMES: readonly SourceName[] = [\"close\", \"open\", \"high\", \"low\", \"hl2\", \"hlc3\", \"ohlc4\", \"hlcc4\"];\n\nconst NaN_ = Number.NaN;\n\nexport class Graph {\n  /** Bars currently loaded. */\n  n = 0;\n  private cap = 0;\n  /** Every column (inputs, aux, nodes) in creation order: the unit of transfer between threads. */\n  readonly cols: Col[] = [];\n  private readonly nodes: Node[] = [];\n  readonly time: Col;\n  readonly open: Col;\n  readonly high: Col;\n  readonly low: Col;\n  readonly close: Col;\n  readonly volume: Col;\n  private readonly sources = new Map<string, Node>();\n\n  constructor(cap = 0) {\n    this.cap = cap;\n    this.time = this.col();\n    this.open = this.col();\n    this.high = this.col();\n    this.low = this.col();\n    this.close = this.col();\n    this.volume = this.col();\n  }\n\n  // ---- storage ----------------------------------------------------------------\n\n  /** An auxiliary column (state a node keeps per bar). */\n  col(): Col {\n    const c = new Col(this.cap);\n    this.cols.push(c);\n    return c;\n  }\n\n  /** Make room for `n` bars; existing values are kept. */\n  reserve(n: number): void {\n    if (n <= this.cap) return;\n    const cap = Math.max(n, Math.ceil(this.cap * 1.5), 256);\n    for (const c of this.cols) {\n      const next = new Float64Array(cap).fill(NaN_);\n      next.set(c.v.subarray(0, Math.min(this.n, c.v.length)));\n      c.v = next;\n    }\n    this.cap = cap;\n  }\n\n  /** Evaluate bars [from, to) on every node. `to` bars must already be loaded. */\n  run(from: number, to: number): void {\n    if (to > this.cap) throw new RangeError(`graph.run: ${to} bars exceed the reserved ${this.cap}`);\n    for (const nd of this.nodes) nd.run(from, to);\n  }\n\n  /** Forget all values (new data is loaded from bar 0). */\n  clear(): void {\n    for (const c of this.cols) c.v.fill(NaN_, 0, this.n);\n    this.n = 0;\n  }\n\n  /** Replace every column by transferred buffers (same builder, same order). */\n  adopt(buffers: readonly Float64Array[], n: number): void {\n    if (buffers.length !== this.cols.length) throw new RangeError(`graph.adopt: ${buffers.length} columns, expected ${this.cols.length}`);\n    this.cols.forEach((c, i) => (c.v = buffers[i]!));\n    this.cap = buffers[0]?.length ?? 0;\n    this.n = n;\n  }\n\n  // ---- node construction ------------------------------------------------------\n\n  /** A node whose evaluation is `body`; the body reads other columns' `.v` when it runs. */\n  node(body: (self: Node, from: number, to: number) => void): Node {\n    const nd = new Node(this.cap);\n    nd.run = (a, b) => body(nd, a, b);\n    this.cols.push(nd);\n    this.nodes.push(nd);\n    return nd;\n  }\n\n  /** Per-bar function of the index; it may read any column at <= i (own columns at <= i-1). */\n  calc(fn: (i: number) => number): Node {\n    return this.node((nd, a, b) => {\n      const v = nd.v;\n      for (let i = a; i < b; i++) v[i] = fn(i);\n    });\n  }\n\n  /** A constant as a column-compatible value. */\n  private val(r: Ref): (i: number) => number {\n    if (typeof r === \"number\") return () => r;\n    return (i) => r.v[i]!;\n  }\n\n  src(name: SourceName): Node {\n    const hit = this.sources.get(name);\n    if (hit) return hit;\n    const { open, high, low, close } = this;\n    let nd: Node;\n    switch (name) {\n      case \"close\": nd = this.map(close, (x) => x); break;\n      case \"open\": nd = this.map(open, (x) => x); break;\n      case \"high\": nd = this.map(high, (x) => x); break;\n      case \"low\": nd = this.map(low, (x) => x); break;\n      case \"hl2\": nd = this.node((s, a, b) => { const h = high.v, l = low.v, v = s.v; for (let i = a; i < b; i++) v[i] = (h[i]! + l[i]!) / 2; }); break;\n      case \"hlc3\": nd = this.node((s, a, b) => { const h = high.v, l = low.v, c = close.v, v = s.v; for (let i = a; i < b; i++) v[i] = (h[i]! + l[i]! + c[i]!) / 3; }); break;\n      case \"ohlc4\": nd = this.node((s, a, b) => { const o = open.v, h = high.v, l = low.v, c = close.v, v = s.v; for (let i = a; i < b; i++) v[i] = (o[i]! + h[i]! + l[i]! + c[i]!) / 4; }); break;\n      case \"hlcc4\": nd = this.node((s, a, b) => { const h = high.v, l = low.v, c = close.v, v = s.v; for (let i = a; i < b; i++) v[i] = (h[i]! + l[i]! + 2 * c[i]!) / 4; }); break;\n      default: throw new RangeError(`unknown source \"${String(name)}\"`);\n    }\n    this.sources.set(name, nd);\n    return nd;\n  }\n\n  // ---- elementwise ------------------------------------------------------------\n\n  map(x: Col, f: (x: number) => number): Node {\n    return this.node((s, a, b) => {\n      const xv = x.v, v = s.v;\n      for (let i = a; i < b; i++) v[i] = f(xv[i]!);\n    });\n  }\n\n  map2(x: Ref, y: Ref, f: (x: number, y: number) => number): Node {\n    const fx = this.val(x), fy = this.val(y);\n    return this.node((s, a, b) => {\n      const v = s.v;\n      for (let i = a; i < b; i++) v[i] = f(fx(i), fy(i));\n    });\n  }\n\n  add(x: Ref, y: Ref): Node { return this.map2(x, y, (p, q) => p + q); }\n  sub(x: Ref, y: Ref): Node { return this.map2(x, y, (p, q) => p - q); }\n  mul(x: Ref, y: Ref): Node { return this.map2(x, y, (p, q) => p * q); }\n  /** x / y; a zero divisor gives NaN (absent), never Infinity. */\n  div(x: Ref, y: Ref): Node { return this.map2(x, y, (p, q) => (q === 0 ? NaN_ : p / q)); }\n  max2(x: Ref, y: Ref): Node { return this.map2(x, y, (p, q) => (p !== p || q !== q ? NaN_ : p > q ? p : q)); }\n  min2(x: Ref, y: Ref): Node { return this.map2(x, y, (p, q) => (p !== p || q !== q ? NaN_ : p < q ? p : q)); }\n  abs(x: Col): Node { return this.map(x, Math.abs); }\n  neg(x: Col): Node { return this.map(x, (p) => -p); }\n\n  // ---- history ----------------------------------------------------------------\n\n  lag(x: Col, k: number): Node {\n    return this.node((s, a, b) => {\n      const xv = x.v, v = s.v;\n      for (let i = a; i < b; i++) v[i] = i >= k ? xv[i - k]! : NaN_;\n    });\n  }\n\n  change(x: Col, k = 1): Node {\n    return this.node((s, a, b) => {\n      const xv = x.v, v = s.v;\n      for (let i = a; i < b; i++) v[i] = i >= k ? xv[i]! - xv[i - k]! : NaN_;\n    });\n  }\n\n  /** Consecutive valid (non-NaN) values of x ending at each bar. */\n  validRun(x: Col): Col {\n    return this.node((s, a, b) => {\n      const xv = x.v, c = s.v;\n      for (let i = a; i < b; i++) c[i] = xv[i]! === xv[i]! ? (i > 0 ? c[i - 1]! : 0) + 1 : 0;\n    });\n  }\n\n  // ---- windows ----------------------------------------------------------------\n\n  /** Sum over the last p bars (NaN until p valid bars). */\n  sum(x: Col, p: number): Node {\n    checkPeriod(p);\n    if (p === 1) return this.map(x, (v) => v);\n    const cnt = this.validRun(x);\n    const acc = this.col();\n    return this.node((s, a, b) => {\n      const xv = x.v, c = cnt.v, t = acc.v, v = s.v;\n      if (eligible(xv, a, b)) {\n        const r = kernels()!.sumState(xv.subarray(0, b), p);\n        v.set(r.sum);\n        t.set(r.state);\n        return;\n      }\n      for (let i = a; i < b; i++) {\n        const k = c[i]!;\n        if (k === 0) { t[i] = 0; v[i] = NaN_; continue; }\n        let r = (k > 1 ? t[i - 1]! : 0) + xv[i]!;\n        if (k > p) r -= xv[i - p]!;\n        t[i] = r;\n        v[i] = k >= p ? r : NaN_;\n      }\n    });\n  }\n\n  sma(x: Col, p: number): Node {\n    const sm = this.sum(x, p);\n    return this.map(sm, (t) => t / p);\n  }\n\n  /**\n   * Recursive smoothing y = y' + alpha (x - y'), seeded with the simple mean of\n   * the first p valid values (TA-Lib's EMA/Wilder seeding; also Pine's).\n   */\n  smooth(x: Col, p: number, alpha: number): Node {\n    checkPeriod(p);\n    const cnt = this.validRun(x);\n    return this.node((s, a, b) => {\n      const xv = x.v, c = cnt.v, v = s.v;\n      for (let i = a; i < b; i++) {\n        const k = c[i]!;\n        if (k === 0) { v[i] = NaN_; continue; }\n        const prev = i > 0 ? v[i - 1]! : NaN_;\n        if (prev === prev) v[i] = prev + alpha * (xv[i]! - prev);\n        else if (k >= p) {\n          let t = 0;\n          for (let j = i - p + 1; j <= i; j++) t += xv[j]!;\n          v[i] = t / p;\n        } else v[i] = NaN_;\n      }\n    });\n  }\n\n  ema(x: Col, p: number): Node { return this.smooth(x, p, 2 / (p + 1)); }\n  /** Wilder's smoothing (RMA / SMMA). */\n  rma(x: Col, p: number): Node { return this.smooth(x, p, 1 / p); }\n\n  /** Linearly weighted mean, newest bar weighted p. */\n  wma(x: Col, p: number): Node {\n    checkPeriod(p);\n    const cnt = this.validRun(x);\n    const S = this.col(), W = this.col();\n    const den = (p * (p + 1)) / 2;\n    return this.node((s, a, b) => {\n      const xv = x.v, c = cnt.v, sv = S.v, wv = W.v, v = s.v;\n      for (let i = a; i < b; i++) {\n        const k = c[i]!;\n        if (k === 0) { sv[i] = 0; wv[i] = 0; v[i] = NaN_; continue; }\n        const x1 = xv[i]!;\n        if (k < p) {\n          // still filling: W = sum (j+1) x_j over the k values so far\n          sv[i] = (k > 1 ? sv[i - 1]! : 0) + x1;\n          wv[i] = (k > 1 ? wv[i - 1]! : 0) + k * x1;\n          v[i] = NaN_;\n        } else if (k === p) {\n          sv[i] = (k > 1 ? sv[i - 1]! : 0) + x1;\n          wv[i] = (k > 1 ? wv[i - 1]! : 0) + p * x1;\n          v[i] = wv[i]! / den;\n        } else {\n          const s0 = sv[i - 1]!;\n          wv[i] = wv[i - 1]! - s0 + p * x1;\n          sv[i] = s0 - xv[i - p]! + x1;\n          v[i] = wv[i]! / den;\n        }\n      }\n    });\n  }\n\n  /** Highest value over the last p bars. */\n  highest(x: Col, p: number): Node { return this.extreme(x, p, true, false); }\n  lowest(x: Col, p: number): Node { return this.extreme(x, p, false, false); }\n  /** Bars since the highest/lowest value in the window (0 = this bar); ties pick the most recent. */\n  highestBars(x: Col, p: number, oldest = false): Node { return this.extreme(x, p, true, true, oldest); }\n  lowestBars(x: Col, p: number, oldest = false): Node { return this.extreme(x, p, false, true, oldest); }\n\n  /** `oldest`: ties pick the oldest bar (TA-Lib's MAXINDEX/MININDEX) instead of the newest (Aroon). */\n  private extreme(x: Col, p: number, isMax: boolean, bars: boolean, oldest = false): Node {\n    checkPeriod(p);\n    const cnt = this.validRun(x);\n    return this.node((s, a, b) => {\n      const xv = x.v, c = cnt.v, v = s.v;\n      if (!oldest && eligible(xv, a, b)) {\n        const k = kernels()!, xs = xv.subarray(0, b);\n        v.set(bars ? (isMax ? k.highestBars(xs, p) : k.lowestBars(xs, p)) : isMax ? k.highest(xs, p) : k.lowest(xs, p));\n        return;\n      }\n      for (let i = a; i < b; i++) {\n        if (c[i]! < p) { v[i] = NaN_; continue; }\n        let best = xv[i]!, at = 0;\n        for (let j = 1; j < p; j++) {\n          const y = xv[i - j]!;\n          if (isMax ? (oldest ? y >= best : y > best) : (oldest ? y <= best : y < best)) { best = y; at = j; }\n        }\n        v[i] = bars ? at : best;\n      }\n    });\n  }\n\n  /**\n   * Population variance over p bars (TA-Lib VAR): mean-centred two-pass over the\n   * window, because running sums of squares lose ~1e-8 relative on price series.\n   */\n  variance(x: Col, p: number): Node {\n    checkPeriod(p);\n    const m = this.sma(x, p);\n    return this.node((s, a, b) => {\n      const xv = x.v, mv = m.v, v = s.v;\n      if (eligible(xv, a, b)) {\n        v.set(kernels()!.variance(xv.subarray(0, b), p));\n        return;\n      }\n      for (let i = a; i < b; i++) {\n        const mean = mv[i]!;\n        if (mean !== mean) { v[i] = NaN_; continue; }\n        let t = 0;\n        for (let j = i - p + 1; j <= i; j++) { const d = xv[j]! - mean; t += d * d; }\n        v[i] = t / p;\n      }\n    });\n  }\n\n  stdev(x: Col, p: number): Node { return this.map(this.variance(x, p), Math.sqrt); }\n\n  /**\n   * Least-squares line over the last p bars against x = 0..p-1 (oldest..newest).\n   * `value` is the line at the newest bar; `slope` per bar; `intercept` at the oldest bar.\n   */\n  linreg(x: Col, p: number): { value: Node; slope: Node; intercept: Node } {\n    if (!Number.isInteger(p) || p < 2) throw new RangeError(`linreg: period must be an integer >= 2, got ${p}`);\n    const cnt = this.validRun(x);\n    const sumX = (p * (p - 1)) / 2;\n    const sumXSqr = (p * (p - 1) * (2 * p - 1)) / 6;\n    const div = p * sumXSqr - sumX * sumX;\n    const slope = this.col(), icpt = this.col();\n    const value = this.node((s, a, b) => {\n      const xv = x.v, c = cnt.v, sl = slope.v, ic = icpt.v, v = s.v;\n      if (eligible(xv, a, b)) {\n        const r = kernels()!.linreg(xv.subarray(0, b), p);\n        v.set(r.value);\n        sl.set(r.slope);\n        ic.set(r.intercept);\n        return;\n      }\n      for (let i = a; i < b; i++) {\n        if (c[i]! < p) { sl[i] = NaN_; ic[i] = NaN_; v[i] = NaN_; continue; }\n        let sy = 0, sxy = 0;\n        for (let j = 0; j < p; j++) {\n          const y = xv[i - p + 1 + j]!;\n          sy += y;\n          sxy += j * y;\n        }\n        const m = (p * sxy - sumX * sy) / div;\n        const bb = (sy - m * sumX) / p;\n        sl[i] = m;\n        ic[i] = bb;\n        v[i] = bb + m * (p - 1);\n      }\n    });\n    return { value, slope: this.alias(slope), intercept: this.alias(icpt) };\n  }\n\n  /** A node that mirrors an aux column (so it can be returned as an output). */\n  alias(c: Col): Node {\n    return this.node((s, a, b) => {\n      const src = c.v, v = s.v;\n      for (let i = a; i < b; i++) v[i] = src[i]!;\n    });\n  }\n\n  // ---- price helpers ----------------------------------------------------------\n\n  /** True range: max(h-l, |h-c'|, |l-c'|); the first bar has no previous close, so is absent (TA-Lib TRANGE). */\n  tr(): Node {\n    const { high, low, close } = this;\n    return this.node((s, a, b) => {\n      const h = high.v, l = low.v, c = close.v, v = s.v;\n      for (let i = a; i < b; i++) {\n        if (i === 0) { v[i] = NaN_; continue; }\n        const pc = c[i - 1]!;\n        const r = h[i]! - l[i]!, u = Math.abs(h[i]! - pc), d = Math.abs(l[i]! - pc);\n        v[i] = r > u ? (r > d ? r : d) : u > d ? u : d;\n      }\n    });\n  }\n\n  atr(p: number): Node { return this.rma(this.tr(), p); }\n}\n\nexport function checkPeriod(p: number): void {\n  if (!Number.isInteger(p) || p < 1) throw new RangeError(`period must be a positive integer, got ${p}`);\n}\n","// Authoring helpers for study definitions.\n\nimport type { InputDef, LineStyleName, MarkerShape, PlotDef, StudyDef } from \"./types.js\";\nimport { SOURCE_NAMES } from \"./engine/graph.js\";\n\nexport const int = (key: string, def: number, min = 1, max = 10_000, label = key): InputDef => ({ key, label, type: \"int\", default: def, min, max, step: 1 });\nexport const float = (key: string, def: number, min = -1e9, max = 1e9, step = 0.1, label = key): InputDef => ({ key, label, type: \"float\", default: def, min, max, step });\nexport const bool = (key: string, def: boolean, label = key): InputDef => ({ key, label, type: \"bool\", default: def });\nexport const select = (key: string, def: string, options: readonly string[], label = key): InputDef => ({ key, label, type: \"select\", default: def, options });\nexport const source = (def = \"close\", key = \"source\"): InputDef => ({ key, label: key, type: \"source\", default: def, options: SOURCE_NAMES });\n\nexport const COLORS = {\n  blue: \"#2962FF\", orange: \"#FF6D00\", red: \"#F23645\", green: \"#089981\", purple: \"#9C27B0\",\n  teal: \"#00897B\", yellow: \"#FBC02D\", pink: \"#E91E63\", gray: \"#787B86\", lime: \"#8BC34A\", cyan: \"#00BCD4\", brown: \"#795548\",\n} as const;\n\nexport const line = (col: string, color: string, o: { title?: string; key?: string; width?: number; style?: LineStyleName; offset?: number; connect?: boolean } = {}): PlotDef => ({\n  kind: \"line\", key: o.key ?? col, title: o.title ?? col, col, color, ...(o.width !== undefined && { width: o.width }), ...(o.style && { style: o.style }), ...(o.offset !== undefined && { offset: o.offset }), ...(o.connect && { connect: true }),\n});\nexport const hist = (col: string, color: string, colorDown?: string, o: { title?: string; key?: string } = {}): PlotDef => ({\n  kind: \"histogram\", key: o.key ?? col, title: o.title ?? col, col, color, ...(colorDown && { colorDown }),\n});\nexport const areaPlot = (col: string, color: string, o: { title?: string; key?: string } = {}): PlotDef => ({ kind: \"area\", key: o.key ?? col, title: o.title ?? col, col, color });\nexport const band = (key: string, upper: string, lower: string, color: string, fill: string, title = key): PlotDef => ({ kind: \"band\", key, title, upper, lower, color, fill });\nexport const fillBetween = (key: string, a: string, b: string, color: string, title = key): PlotDef => ({ kind: \"fill\", key, title, a, b, color });\nexport const hline = (key: string, value: number | ((p: import(\"./types.js\").Params) => number), color: string = COLORS.gray, style: LineStyleName = \"dashed\"): PlotDef => ({ kind: \"hline\", key, title: key, value, color, style });\nexport const markers = (col: string, shape: MarkerShape, position: \"value\" | \"above\" | \"below\" | \"sign\", color: string, o: { title?: string; key?: string; offset?: number; text?: boolean } = {}): PlotDef => ({\n  kind: \"markers\", key: o.key ?? col, title: o.title ?? col, col, shape, position, color, ...(o.offset !== undefined && { offset: o.offset }), ...(o.text && { text: true }),\n});\n\nexport function defineStudy(def: StudyDef): StudyDef {\n  return 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