@alphacharts/indicators 0.0.0-stage → 0.1.1

package/dist/define-XUgQMhSl.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"define-XUgQMhSl.js","names":["FEED_FIELDS","Feed","Graph","cfg","what","n","bars","f","i","g","checkConfig","b","revise","t","T","limit","j","lo","hi","mid","field","joinFeed","out","times","feed","describeJoin","chartTimes","m","feedTimes","base","matched","off","min","how","active","setKernels","k","kernels","eligible","from","to","x","Col","cap","Node","SOURCE_NAMES","NaN_","c","next","nd","buffers","body","a","v","fn","r","hit","name","close","open","high","low","h","l","s","o","key","f0","time","col","xv","fx","fy","y","p","q","checkPeriod","cnt","acc","sm","prev","alpha","S","W","den","sv","wv","x1","s0","oldest","xs","isMax","best","at","sample","mv","mean","d","sumX","div","slope","icpt","sl","ic","sy","sxy","bb","src","pc","u","offsetMin","tv","cv","same","DAY_MS","periodsPerYear","TRADING_DAYS","WEEKEND_SHARE","median","counts","perDay","gaps","spacing","week","int","def","float","bool","select","source","COLORS","line","hist","colorDown","band","fillBetween","hline","markers","defineStudy"],"sources":["../src/engine/feed.ts","../src/engine/kernels.ts","../src/engine/graph.ts","../src/define.ts"],"sourcesContent":["// Outside series: another instrument's bars, or the same instrument on another\n// timeframe, given to a study by its host and joined onto the study's own bars\n// by time. The package knows nothing about instruments or timeframes: a feed is\n// bars in their own time (UTC ms, strictly increasing) plus how to join them.\n//\n// The join is a function of the time of the study's bar `t` and of the feed's\n// bars at or before `t - lag`, never of any later bar, so a value on a finished\n// bar cannot change when later bars arrive or are cut off:\n//\n//   \"same\"    The feed is on the study's own timeframe. The feed's bar with\n//             exactly time `t`, else absent (NaN). Nothing is carried from an\n//             earlier bar or another day; a bar the other instrument did not\n//             trade is a hole, not a copy of the one before.\n//   \"closed\"  The feed is on a longer timeframe (its bars last `spanMs`). The\n//             latest feed bar that has finished by `t`: open time + spanMs <= t.\n//             A feed bar still forming at `t` is never shown, so on the live\n//             bar the value is the last closed one, and in history no value\n//             contains data from after the bar it is shown on. `spanMs` is the\n//             nominal length of the feed's bars; a bar that really closes\n//             earlier (a session's last bar) is shown a little later than it\n//             could be, never earlier.\n//\n// Cost: lookups walk forward from the previous answer, so a run over n bars and\n// a tick both cost O(1) amortised; a lookup that goes backwards (a revision of\n// an older bar) is a binary search.\n\nimport { Graph } from \"./graph.js\";\n\nexport type FeedField = \"open\" | \"high\" | \"low\" | \"close\" | \"volume\";\nexport const FEED_FIELDS: readonly FeedField[] = [\"open\", \"high\", \"low\", \"close\", \"volume\"];\nexport type FeedAlign = \"same\" | \"closed\";\n\nexport interface FeedConfig {\n  align: FeedAlign;\n  /** Nominal length of one feed bar, ms. Used by \"closed\" (> 0); ignored by \"same\". */\n  spanMs: number;\n}\n\n/** Columnar bars of a feed, in the feed's own time. */\nexport interface FeedBars {\n  time: Float64Array;\n  open: Float64Array;\n  high: Float64Array;\n  low: Float64Array;\n  close: Float64Array;\n  volume: Float64Array;\n}\n\nexport interface FeedBar {\n  time: number;\n  open: number;\n  high: number;\n  low: number;\n  close: number;\n  volume: number;\n}\n\n/** A feed as sent to a runner: its bars and how to join them. */\nexport interface FeedData extends FeedConfig {\n  bars: FeedBars;\n}\n\nexport type FeedChange = \"appended\" | \"revised\";\n\n/**\n * A feed is a graph of its own whose bars are the other series' bars: its base columns (time, open, high, low, close,\n * volume) are the series itself, and whatever is computed from it (a script's `ta.rsi(outside(...), 14)`) is computed\n * on those bars, so a window of 14 is 14 of the series' bars whatever the chart's timeframe. The chart's graph reads\n * the result through the join (`Graph.joined`). Loading or ticking the feed evaluates its graph at once.\n */\nexport class Feed {\n  readonly graph = new Graph();\n  align: FeedAlign = \"same\";\n  spanMs = 0;\n  private cur = 0;\n\n  get n(): number {\n    return this.graph.n;\n  }\n\n  /** Replace the bars (copied) and the join. Throws, naming `what`, on bars that are not a series. */\n  load(bars: FeedBars, cfg: FeedConfig, what = \"outside series\"): void {\n    checkConfig(cfg, what);\n    const n = bars.time.length;\n    for (const f of FEED_FIELDS) {\n      if (!(bars[f] instanceof Float64Array)) throw new TypeError(`${what}: ${f} must be a Float64Array`);\n      if (bars[f].length !== n) throw new RangeError(`${what}: ${f} has ${bars[f].length} rows, time has ${n}`);\n    }\n    for (let i = 0; i < n; i++) {\n      if (!Number.isFinite(bars.time[i]!)) throw new RangeError(`${what}: time at row ${i} is not a finite number`);\n      if (i > 0 && !(bars.time[i]! > bars.time[i - 1]!)) throw new RangeError(`${what}: times must be strictly increasing (row ${i})`);\n    }\n    const g = this.graph;\n    g.clear();\n    g.reserve(n);\n    g.time.v.set(bars.time);\n    for (const f of FEED_FIELDS) g[f].v.set(bars[f]);\n    g.n = n;\n    g.run(0, n);\n    this.cur = 0;\n    this.align = cfg.align;\n    this.spanMs = cfg.spanMs;\n  }\n\n  /** Change how the bars are joined, keeping them. */\n  configure(cfg: FeedConfig, what = \"outside series\"): void {\n    checkConfig(cfg, what);\n    this.align = cfg.align;\n    this.spanMs = cfg.spanMs;\n  }\n\n  /** A live bar: the same time as the last bar replaces it, a later time appends; an earlier time throws. */\n  apply(b: FeedBar, what = \"outside series\"): FeedChange {\n    const g = this.graph;\n    const n = g.n;\n    if (!Number.isFinite(b.time)) throw new RangeError(`${what}: bar time is not a finite number`);\n    if (n > 0 && b.time < g.time.v[n - 1]!) throw new RangeError(`${what}: bar time ${b.time} is earlier than the last bar ${g.time.v[n - 1]}; load the series again instead`);\n    const revise = n > 0 && b.time === g.time.v[n - 1];\n    const i = revise ? n - 1 : n;\n    if (!revise) {\n      g.reserve(n + 1);\n      g.n = n + 1;\n    }\n    g.time.v[i] = b.time;\n    for (const f of FEED_FIELDS) g[f].v[i] = b[f];\n    g.run(i, i + 1);\n    return revise ? \"revised\" : \"appended\";\n  }\n\n  /** The bars as a runner takes them (copies, length n). */\n  snapshot(): FeedBars {\n    const g = this.graph, n = g.n;\n    return { time: g.time.v.slice(0, n), open: g.open.v.slice(0, n), high: g.high.v.slice(0, n), low: g.low.v.slice(0, n), close: g.close.v.slice(0, n), volume: g.volume.v.slice(0, n) };\n  }\n\n  /** Index of the feed bar the study bar at time `t` sees, or -1 when it sees none. */\n  lookup(t: number): number {\n    const n = this.graph.n;\n    if (n === 0 || t !== t) return -1;\n    const T = this.graph.time.v;\n    const limit = this.align === \"same\" ? t : t - this.spanMs;\n    let j = this.cur < n ? this.cur : n - 1;\n    if (T[j]! <= limit) {\n      while (j + 1 < n && T[j + 1]! <= limit) j++;\n    } else {\n      // the answer is before the cursor: last index with time <= limit\n      let lo = 0, hi = j;\n      while (lo < hi) {\n        const mid = (lo + hi) >>> 1;\n        if (T[mid]! <= limit) lo = mid + 1;\n        else hi = mid;\n      }\n      j = lo - 1;\n      if (j < 0) return -1;\n    }\n    this.cur = j;\n    if (this.align === \"same\") return T[j] === t ? j : -1;\n    return j;\n  }\n\n  value(field: FeedField, i: number): number {\n    return i < 0 ? Number.NaN : this.graph[field].v[i]!;\n  }\n}\n\nfunction checkConfig(cfg: FeedConfig, what: string): void {\n  if (cfg.align !== \"same\" && cfg.align !== \"closed\") throw new RangeError(`${what}: align must be \"same\" or \"closed\", got ${String(cfg.align)}`);\n  if (cfg.align === \"closed\" && !(Number.isFinite(cfg.spanMs) && cfg.spanMs > 0)) throw new RangeError(`${what}: a \"closed\" feed needs spanMs > 0, got ${String(cfg.spanMs)}`);\n}\n\n/** Row `field` of every bar in `feed` joined onto `times`, as a plain array: the join in one call (for tests and tools). */\nexport function joinFeed(feed: Feed, field: FeedField, times: ArrayLike<number>): Float64Array {\n  const out = new Float64Array(times.length);\n  for (let i = 0; i < times.length; i++) out[i] = feed.value(field, feed.lookup(times[i]!));\n  return out;\n}\n\nexport type JoinReason =\n  /** Every chart bar sees a feed bar. */\n  | \"complete\"\n  /** Some chart bars see a feed bar and some do not (holes in the feed, or the feed starts later or ends earlier). */\n  | \"partial\"\n  /** The join finds nothing: the chart has no bars, or the feed has none. */\n  | \"empty\"\n  /** Same-length join and the feed's bar times never equal the chart's: the two sit on different clocks (offsetMs). */\n  | \"different-clock\"\n  /** Longer-timeframe join and no feed bar has finished by any chart bar (the feed starts after the chart ends, or is too short). */\n  | \"no-finished-bar\";\n\nexport interface JoinReport {\n  align: FeedAlign;\n  chartBars: number;\n  /** Chart bars that see a feed bar. A chart bar that sees none is blank (NaN) in everything read from the feed. */\n  matched: number;\n  reason: JoinReason;\n  /**\n   * For \"different-clock\": how far the feed's bars sit from the chart's, in ms, in (-spanMs/2, spanMs/2]: the first feed bar's\n   * time minus the first chart bar's, modulo the bar length. NSE hourly bars open at 09:15 and MCX's at 09:00, so a chart on one\n   * reading the other gives +900000 or -900000. Otherwise null.\n   */\n  offsetMs: number | null;\n  /** One sentence a host can show where it would otherwise show \"blank\". */\n  message: string;\n}\n\n/**\n * Why a join gives what it gives, for a host to explain a blank outside series: how many chart bars `cfg` joins to a bar of `feedTimes`\n * and, when none, the reason. A pure function of the two time columns and the config handed to `setFeed`; it reads no value.\n */\nexport function describeJoin(chartTimes: ArrayLike<number>, feedTimes: ArrayLike<number>, cfg: FeedConfig): JoinReport {\n  checkConfig(cfg, \"outside series\");\n  const n = chartTimes.length, m = feedTimes.length;\n  const base = { align: cfg.align, chartBars: n };\n  if (n === 0 || m === 0) {\n    return { ...base, matched: 0, reason: \"empty\", offsetMs: null, message: n === 0 ? \"The chart has no bars.\" : \"The outside series has no bars.\" };\n  }\n  let matched = 0, j = 0;\n  for (let i = 0; i < n; i++) {\n    const t = chartTimes[i]!;\n    if (cfg.align === \"same\") {\n      while (j < m && feedTimes[j]! < t) j++;\n      if (j < m && feedTimes[j] === t) matched++;\n    } else {\n      const limit = t - cfg.spanMs;\n      while (j < m && feedTimes[j]! <= limit) j++;\n      if (j > 0) matched++;\n    }\n  }\n  if (matched === n) return { ...base, matched, reason: \"complete\", offsetMs: null, message: \"Every chart bar sees a bar of the outside series.\" };\n  if (matched > 0) {\n    return { ...base, matched, reason: \"partial\", offsetMs: null, message: `${n - matched} of ${n} chart bars have no bar of the outside series and are blank (a missing bar is never filled).` };\n  }\n  if (cfg.align === \"closed\") {\n    return { ...base, matched, reason: \"no-finished-bar\", offsetMs: null, message: \"No bar of the outside series has finished by any chart bar, so every value is blank.\" };\n  }\n  let off = (feedTimes[0]! - chartTimes[0]!) % cfg.spanMs;\n  if (off > cfg.spanMs / 2) off -= cfg.spanMs;\n  else if (off <= -cfg.spanMs / 2) off += cfg.spanMs;\n  const min = Math.round(Math.abs(off) / 60_000);\n  const how = off === 0\n    ? \"its bars never fall at the same time as the chart's (the two do not trade at the same times)\"\n    : `its bars open ${min} minute${min === 1 ? \"\" : \"s\"} ${off > 0 ? \"after\" : \"before\"} the chart's`;\n  return {\n    ...base, matched, reason: \"different-clock\", offsetMs: off,\n    message: `No chart bar has a bar of the outside series at exactly its time, so every value is blank: ${how}. A series on the chart's own timeframe joins only at equal times; read a longer timeframe (for example 1d) or a series on the same clock.`,\n  };\n}\n","// 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 { Feed, type FeedField } from \"./feed.js\";\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  /** Outside series by key: bars given by the host, joined onto this graph's bars by `external`. */\n  readonly feeds = new Map<string, Feed>();\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  // ---- outside series -----------------------------------------------------------\n\n  /** The feed `key` (created empty on first use: its bars arrive from the host, and until they do every join is absent). */\n  feed(key: string): Feed {\n    let f = this.feeds.get(key);\n    if (!f) this.feeds.set(key, (f = new Feed()));\n    return f;\n  }\n\n  /** Field `field` of feed `key` joined onto this graph's bars (see feed.ts for the two joins). NaN where the join finds no bar. */\n  external(key: string, field: FeedField): Node {\n    return this.joined(key, field);\n  }\n\n  /**\n   * A column of feed `key`'s own graph (its base columns by name, or anything computed on its bars) read through the\n   * join: at each bar of this graph, the value at the feed row the join finds, NaN when it finds none.\n   */\n  joined(key: string, col: Col | FeedField): Node {\n    const f0 = this.feed(key);\n    const time = this.time;\n    return this.node((s, a, b) => {\n      const t = time.v, v = s.v;\n      const f = this.feeds.get(key) ?? f0;\n      const c = typeof col === \"string\" ? f.graph[col] : col;\n      for (let i = a; i < b; i++) {\n        const j = f.lookup(t[i]!);\n        v[i] = j < 0 ? NaN_ : c.v[j]!;\n      }\n    });\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   * `sample` divides by p - 1 instead (the unbiased estimator, the one a Sharpe or volatility estimate from a sample uses): the\n   * population value scaled by p / (p - 1), undefined for p = 1.\n   */\n  variance(x: Col, p: number, sample = false): Node {\n    checkPeriod(p);\n    if (sample && p < 2) throw new RangeError(`sample variance needs a period of at least 2, got ${p}`);\n    const m = this.sma(x, p);\n    const k = sample ? p / (p - 1) : 1;\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        if (sample) for (let i = 0; i < b; i++) v[i] = v[i]! * k;\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] = sample ? t / (p - 1) : t / p;\n      }\n    });\n  }\n\n  stdev(x: Col, p: number, sample = false): Node { return this.map(this.variance(x, p, sample), 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  /** True range with the first bar's range as high - low (Wilder; Pine's `ta.tr(true)`). */\n  trFirst(): 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        const r = h[i]! - l[i]!;\n        if (i === 0) { v[i] = r; continue; }\n        const pc = c[i - 1]!, 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  /**\n   * Average true range as Wilder defined it: the first true range is high - low, the seed is the\n   * mean of true ranges 0..p-1 (first value at bar p-1), then Wilder's smoothing. Not TA-Lib's ATR (TA-Lib skips the first\n   * true range, so it starts one bar later and differs by a different seed).\n   */\n  atr(p: number): Node { return this.rma(this.trFirst(), p); }\n\n  /**\n   * Bars per year, read from the bars of this graph and from nothing after the bar it is written on (a causal annualisation). Intraday bars: the median number of bars per exchange-clock day over the\n   * last {@link BPY_SESSIONS} finished days, times 252 sessions (nights and weekends add no bars). A day or longer between bars: 252 a\n   * year for daily bars that leave weekends out, otherwise calendar time (365 days over the median spacing: weekly 52.14,\n   * monthly 12.17), the median over the last {@link BPY_COARSE} bars. Constant within a day, so a finished bar's value never changes\n   * when later bars arrive or the last bar is revised; absent before the first day has finished (and, for a day or\n   * longer, before six bars). The day is cut at `offsetMin` minutes east of UTC: 0 suits every session inside one UTC day\n   * (NSE, BSE, MCX, NYSE, LSE).\n   */\n  barsPerYear(offsetMin = 0): Node {\n    const t = this.time, off = offsetMin * 60_000;\n    const cnt = this.col();\n    return this.node((s, a, b) => {\n      const tv = t.v, cv = cnt.v, v = s.v;\n      for (let i = a; i < b; i++) {\n        const same = i > 0 && Math.floor((tv[i]! + off) / DAY_MS) === Math.floor((tv[i - 1]! + off) / DAY_MS);\n        cv[i] = same ? cv[i - 1]! + 1 : 1;\n        v[i] = same ? v[i - 1]! : i === 0 ? NaN_ : periodsPerYear(tv, cv, i);\n      }\n    });\n  }\n}\n\nconst DAY_MS = 86_400_000;\nconst TRADING_DAYS = 252;\n/** Finished days whose bar counts the median is taken over (barsPerYear). */\nexport const BPY_SESSIONS = 60;\n/** Bars the spacing and the weekend test are read from when bars are a day or longer (barsPerYear). */\nexport const BPY_COARSE = 120;\n/** WEEKEND_SHARE: two adjacent weekdays holding at most this share of the bars means weekends are left out. */\nconst WEEKEND_SHARE = 0.05;\n\nfunction median(xs: number[]): number {\n  xs.sort((p, q) => p - q);\n  const m = xs.length >> 1;\n  return xs.length % 2 === 0 ? (xs[m - 1]! + xs[m]!) / 2 : xs[m]!;\n}\n\n/** Periods per year at bar i > 0, which starts a new day; `cv[j]` is the number of bars of the day that ends at bar j. */\nfunction periodsPerYear(tv: Float64Array, cv: Float64Array, i: number): number {\n  const counts: number[] = [];\n  for (let j = i - 1; j >= 0 && counts.length < BPY_SESSIONS; j -= cv[j]!) counts.push(cv[j]!);\n  const perDay = median(counts);\n  if (perDay >= 2) return perDay * TRADING_DAYS;\n  const lo = Math.max(0, i - BPY_COARSE + 1), n = i - lo + 1;\n  if (n < 6) return NaN_;\n  const gaps: number[] = [];\n  for (let k = lo + 1; k <= i; k++) if (tv[k]! > tv[k - 1]!) gaps.push(tv[k]! - tv[k - 1]!);\n  if (gaps.length === 0) return NaN_;\n  const spacing = median(gaps);\n  if (spacing >= DAY_MS && spacing < 1.5 * DAY_MS) {\n    const week = [0, 0, 0, 0, 0, 0, 0];\n    for (let k = lo; k <= i; k++) week[((Math.floor(tv[k]! / DAY_MS) % 7) + 7) % 7]!++;\n    const quiet = Math.min(...week.map((c, d) => c + week[(d + 1) % 7]!));\n    if (quiet <= Math.max(WEEKEND_SHARE * n, n >= 7 ? 1 : 0)) return (TRADING_DAYS * DAY_MS) / spacing;\n  }\n  return (365 * DAY_MS) / spacing;\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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