@alphacharts/indicators 0.1.0 → 0.1.1
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/README.md +19 -8
- package/dist/{all-DeXJJd7D.js → all-_xzUPrL7.js} +9 -9
- package/dist/{all-DeXJJd7D.js.map → all-_xzUPrL7.js.map} +1 -1
- package/dist/all.js +2 -2
- package/dist/define-XUgQMhSl.js +687 -0
- package/dist/define-XUgQMhSl.js.map +1 -0
- package/dist/index.js +269 -118
- package/dist/index.js.map +1 -1
- package/dist/{registry-CYZuqhXX.js → registry-DdYYyZN_.js} +5 -1
- package/dist/registry-DdYYyZN_.js.map +1 -0
- package/dist/{runner-DBP0M8z3.js → runner-B53M0IsJ.js} +15 -7
- package/dist/runner-B53M0IsJ.js.map +1 -0
- package/dist/studies.js +1 -1
- package/dist/{tv-volume-7hh6ajKt.js → tv-volume-BYSbfrVk.js} +197 -200
- package/dist/tv-volume-BYSbfrVk.js.map +1 -0
- package/dist/types/chart/marker-floor.d.ts +9 -0
- package/dist/types/chart/studies.d.ts +29 -2
- package/dist/types/engine/feed.d.ts +88 -0
- package/dist/types/engine/graph.d.ts +37 -2
- package/dist/types/engine/study.d.ts +9 -0
- package/dist/types/index.d.ts +3 -0
- package/dist/types/runner.d.ts +11 -2
- package/dist/types/studies/tv-volume.d.ts +1 -0
- package/dist/types/types.d.ts +40 -4
- package/dist/worker.js +2 -2
- package/package.json +8 -5
- package/dist/assets/worker-BrUuzTIJ.js +0 -2
- package/dist/assets/worker-BrUuzTIJ.js.map +0 -1
- package/dist/define-BPvQbaq9.js +0 -472
- package/dist/define-BPvQbaq9.js.map +0 -1
- package/dist/registry-CYZuqhXX.js.map +0 -1
- package/dist/runner-DBP0M8z3.js.map +0 -1
- package/dist/tv-volume-7hh6ajKt.js.map +0 -1
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//#region src/engine/feed.ts
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var e = [
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"open",
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"high",
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"low",
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"close",
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"volume"
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], t = class {
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graph = new p();
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align = "same";
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spanMs = 0;
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cur = 0;
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get n() {
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return this.graph.n;
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}
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load(t, r, i = "outside series") {
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n(r, i);
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let a = t.time.length;
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for (let n of e) {
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if (!(t[n] instanceof Float64Array)) throw TypeError(`${i}: ${n} must be a Float64Array`);
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if (t[n].length !== a) throw RangeError(`${i}: ${n} has ${t[n].length} rows, time has ${a}`);
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}
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for (let e = 0; e < a; e++) {
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if (!Number.isFinite(t.time[e])) throw RangeError(`${i}: time at row ${e} is not a finite number`);
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if (e > 0 && !(t.time[e] > t.time[e - 1])) throw RangeError(`${i}: times must be strictly increasing (row ${e})`);
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}
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let o = this.graph;
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o.clear(), o.reserve(a), o.time.v.set(t.time);
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for (let n of e) o[n].v.set(t[n]);
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o.n = a, o.run(0, a), this.cur = 0, this.align = r.align, this.spanMs = r.spanMs;
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}
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configure(e, t = "outside series") {
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n(e, t), this.align = e.align, this.spanMs = e.spanMs;
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}
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apply(t, n = "outside series") {
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let r = this.graph, i = r.n;
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if (!Number.isFinite(t.time)) throw RangeError(`${n}: bar time is not a finite number`);
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if (i > 0 && t.time < r.time.v[i - 1]) throw RangeError(`${n}: bar time ${t.time} is earlier than the last bar ${r.time.v[i - 1]}; load the series again instead`);
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let a = i > 0 && t.time === r.time.v[i - 1], o = a ? i - 1 : i;
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a || (r.reserve(i + 1), r.n = i + 1), r.time.v[o] = t.time;
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for (let n of e) r[n].v[o] = t[n];
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return r.run(o, o + 1), a ? "revised" : "appended";
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}
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snapshot() {
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let e = this.graph, t = e.n;
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return {
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time: e.time.v.slice(0, t),
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open: e.open.v.slice(0, t),
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high: e.high.v.slice(0, t),
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low: e.low.v.slice(0, t),
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close: e.close.v.slice(0, t),
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volume: e.volume.v.slice(0, t)
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};
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}
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lookup(e) {
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let t = this.graph.n;
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if (t === 0 || e !== e) return -1;
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let n = this.graph.time.v, r = this.align === "same" ? e : e - this.spanMs, i = this.cur < t ? this.cur : t - 1;
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if (n[i] <= r) for (; i + 1 < t && n[i + 1] <= r;) i++;
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else {
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let e = 0, t = i;
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for (; e < t;) {
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let i = e + t >>> 1;
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n[i] <= r ? e = i + 1 : t = i;
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}
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if (i = e - 1, i < 0) return -1;
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}
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return this.cur = i, this.align === "same" ? n[i] === e ? i : -1 : i;
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}
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value(e, t) {
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return t < 0 ? NaN : this.graph[e].v[t];
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}
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};
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function n(e, t) {
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if (e.align !== "same" && e.align !== "closed") throw RangeError(`${t}: align must be "same" or "closed", got ${String(e.align)}`);
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if (e.align === "closed" && !(Number.isFinite(e.spanMs) && e.spanMs > 0)) throw RangeError(`${t}: a "closed" feed needs spanMs > 0, got ${String(e.spanMs)}`);
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}
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function r(e, t, n) {
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let r = new Float64Array(n.length);
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for (let i = 0; i < n.length; i++) r[i] = e.value(t, e.lookup(n[i]));
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return r;
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}
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function i(e, t, r) {
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n(r, "outside series");
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let i = e.length, a = t.length, o = {
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align: r.align,
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chartBars: i
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};
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if (i === 0 || a === 0) return {
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...o,
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matched: 0,
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reason: "empty",
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offsetMs: null,
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message: i === 0 ? "The chart has no bars." : "The outside series has no bars."
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};
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let s = 0, c = 0;
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for (let n = 0; n < i; n++) {
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let i = e[n];
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if (r.align === "same") {
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for (; c < a && t[c] < i;) c++;
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c < a && t[c] === i && s++;
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} else {
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let e = i - r.spanMs;
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for (; c < a && t[c] <= e;) c++;
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c > 0 && s++;
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}
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}
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if (s === i) return {
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...o,
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matched: s,
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reason: "complete",
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offsetMs: null,
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message: "Every chart bar sees a bar of the outside series."
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};
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if (s > 0) return {
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...o,
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matched: s,
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reason: "partial",
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offsetMs: null,
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message: `${i - s} of ${i} chart bars have no bar of the outside series and are blank (a missing bar is never filled).`
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};
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if (r.align === "closed") return {
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...o,
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matched: s,
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reason: "no-finished-bar",
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offsetMs: null,
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message: "No bar of the outside series has finished by any chart bar, so every value is blank."
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};
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let l = (t[0] - e[0]) % r.spanMs;
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l > r.spanMs / 2 ? l -= r.spanMs : l <= -r.spanMs / 2 && (l += r.spanMs);
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let u = Math.round(Math.abs(l) / 6e4), d = l === 0 ? "its bars never fall at the same time as the chart's (the two do not trade at the same times)" : `its bars open ${u} minute${u === 1 ? "" : "s"} ${l > 0 ? "after" : "before"} the chart's`;
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return {
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...o,
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matched: s,
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reason: "different-clock",
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offsetMs: l,
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message: `No chart bar has a bar of the outside series at exactly its time, so every value is blank: ${d}. 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.`
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};
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}
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//#endregion
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//#region src/engine/kernels.ts
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var a = null;
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function o(e) {
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a = e;
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}
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function s() {
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return a;
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}
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function c(e, t, n) {
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if (!a || t !== 0 || n < 4096) return !1;
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for (let t = 0; t < n; t++) if (e[t] !== e[t]) return !1;
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return !0;
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}
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//#endregion
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//#region src/engine/graph.ts
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var l = class {
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v;
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constructor(e) {
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this.v = new Float64Array(e).fill(NaN);
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}
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}, u = class extends l {
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run = () => {};
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}, d = [
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"close",
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"open",
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"high",
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"low",
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"hl2",
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"hlc3",
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"ohlc4",
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"hlcc4"
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], f = NaN, p = class {
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n = 0;
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cap = 0;
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cols = [];
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nodes = [];
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time;
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open;
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high;
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low;
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close;
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volume;
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sources = /* @__PURE__ */ new Map();
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feeds = /* @__PURE__ */ new Map();
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constructor(e = 0) {
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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();
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}
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col() {
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let e = new l(this.cap);
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return this.cols.push(e), e;
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}
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reserve(e) {
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if (e <= this.cap) return;
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let t = Math.max(e, Math.ceil(this.cap * 1.5), 256);
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for (let e of this.cols) {
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let n = new Float64Array(t).fill(f);
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n.set(e.v.subarray(0, Math.min(this.n, e.v.length))), e.v = n;
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}
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this.cap = t;
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}
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run(e, t) {
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if (t > this.cap) throw RangeError(`graph.run: ${t} bars exceed the reserved ${this.cap}`);
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for (let n of this.nodes) n.run(e, t);
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}
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clear() {
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for (let e of this.cols) e.v.fill(f, 0, this.n);
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this.n = 0;
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}
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adopt(e, t) {
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if (e.length !== this.cols.length) throw RangeError(`graph.adopt: ${e.length} columns, expected ${this.cols.length}`);
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this.cols.forEach((t, n) => t.v = e[n]), this.cap = e[0]?.length ?? 0, this.n = t;
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}
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node(e) {
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let t = new u(this.cap);
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return t.run = (n, r) => e(t, n, r), this.cols.push(t), this.nodes.push(t), t;
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}
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calc(e) {
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return this.node((t, n, r) => {
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let i = t.v;
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for (let t = n; t < r; t++) i[t] = e(t);
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});
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}
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val(e) {
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return typeof e == "number" ? () => e : (t) => e.v[t];
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}
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src(e) {
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let t = this.sources.get(e);
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if (t) return t;
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let { open: n, high: r, low: i, close: a } = this, o;
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switch (e) {
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case "close":
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o = this.map(a, (e) => e);
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break;
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case "open":
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o = this.map(n, (e) => e);
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break;
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case "high":
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o = this.map(r, (e) => e);
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break;
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case "low":
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o = this.map(i, (e) => e);
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break;
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case "hl2":
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o = this.node((e, t, n) => {
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let a = r.v, o = i.v, s = e.v;
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for (let e = t; e < n; e++) s[e] = (a[e] + o[e]) / 2;
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});
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break;
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case "hlc3":
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o = this.node((e, t, n) => {
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let o = r.v, s = i.v, c = a.v, l = e.v;
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for (let e = t; e < n; e++) l[e] = (o[e] + s[e] + c[e]) / 3;
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});
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break;
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case "ohlc4":
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o = this.node((e, t, o) => {
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let s = n.v, c = r.v, l = i.v, u = a.v, d = e.v;
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for (let e = t; e < o; e++) d[e] = (s[e] + c[e] + l[e] + u[e]) / 4;
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});
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break;
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case "hlcc4":
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o = this.node((e, t, n) => {
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let o = r.v, s = i.v, c = a.v, l = e.v;
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|
+
for (let e = t; e < n; e++) l[e] = (o[e] + s[e] + 2 * c[e]) / 4;
|
|
265
|
+
});
|
|
266
|
+
break;
|
|
267
|
+
default: throw RangeError(`unknown source "${String(e)}"`);
|
|
268
|
+
}
|
|
269
|
+
return this.sources.set(e, o), o;
|
|
270
|
+
}
|
|
271
|
+
feed(e) {
|
|
272
|
+
let n = this.feeds.get(e);
|
|
273
|
+
return n || this.feeds.set(e, n = new t()), n;
|
|
274
|
+
}
|
|
275
|
+
external(e, t) {
|
|
276
|
+
return this.joined(e, t);
|
|
277
|
+
}
|
|
278
|
+
joined(e, t) {
|
|
279
|
+
let n = this.feed(e), r = this.time;
|
|
280
|
+
return this.node((i, a, o) => {
|
|
281
|
+
let s = r.v, c = i.v, l = this.feeds.get(e) ?? n, u = typeof t == "string" ? l.graph[t] : t;
|
|
282
|
+
for (let e = a; e < o; e++) {
|
|
283
|
+
let t = l.lookup(s[e]);
|
|
284
|
+
c[e] = t < 0 ? f : u.v[t];
|
|
285
|
+
}
|
|
286
|
+
});
|
|
287
|
+
}
|
|
288
|
+
map(e, t) {
|
|
289
|
+
return this.node((n, r, i) => {
|
|
290
|
+
let a = e.v, o = n.v;
|
|
291
|
+
for (let e = r; e < i; e++) o[e] = t(a[e]);
|
|
292
|
+
});
|
|
293
|
+
}
|
|
294
|
+
map2(e, t, n) {
|
|
295
|
+
let r = this.val(e), i = this.val(t);
|
|
296
|
+
return this.node((e, t, a) => {
|
|
297
|
+
let o = e.v;
|
|
298
|
+
for (let e = t; e < a; e++) o[e] = n(r(e), i(e));
|
|
299
|
+
});
|
|
300
|
+
}
|
|
301
|
+
add(e, t) {
|
|
302
|
+
return this.map2(e, t, (e, t) => e + t);
|
|
303
|
+
}
|
|
304
|
+
sub(e, t) {
|
|
305
|
+
return this.map2(e, t, (e, t) => e - t);
|
|
306
|
+
}
|
|
307
|
+
mul(e, t) {
|
|
308
|
+
return this.map2(e, t, (e, t) => e * t);
|
|
309
|
+
}
|
|
310
|
+
div(e, t) {
|
|
311
|
+
return this.map2(e, t, (e, t) => t === 0 ? f : e / t);
|
|
312
|
+
}
|
|
313
|
+
max2(e, t) {
|
|
314
|
+
return this.map2(e, t, (e, t) => e !== e || t !== t ? f : e > t ? e : t);
|
|
315
|
+
}
|
|
316
|
+
min2(e, t) {
|
|
317
|
+
return this.map2(e, t, (e, t) => e !== e || t !== t ? f : e < t ? e : t);
|
|
318
|
+
}
|
|
319
|
+
abs(e) {
|
|
320
|
+
return this.map(e, Math.abs);
|
|
321
|
+
}
|
|
322
|
+
neg(e) {
|
|
323
|
+
return this.map(e, (e) => -e);
|
|
324
|
+
}
|
|
325
|
+
lag(e, t) {
|
|
326
|
+
return this.node((n, r, i) => {
|
|
327
|
+
let a = e.v, o = n.v;
|
|
328
|
+
for (let e = r; e < i; e++) o[e] = e >= t ? a[e - t] : f;
|
|
329
|
+
});
|
|
330
|
+
}
|
|
331
|
+
change(e, t = 1) {
|
|
332
|
+
return this.node((n, r, i) => {
|
|
333
|
+
let a = e.v, o = n.v;
|
|
334
|
+
for (let e = r; e < i; e++) o[e] = e >= t ? a[e] - a[e - t] : f;
|
|
335
|
+
});
|
|
336
|
+
}
|
|
337
|
+
validRun(e) {
|
|
338
|
+
return this.node((t, n, r) => {
|
|
339
|
+
let i = e.v, a = t.v;
|
|
340
|
+
for (let e = n; e < r; e++) a[e] = i[e] === i[e] ? (e > 0 ? a[e - 1] : 0) + 1 : 0;
|
|
341
|
+
});
|
|
342
|
+
}
|
|
343
|
+
sum(e, t) {
|
|
344
|
+
if (y(t), t === 1) return this.map(e, (e) => e);
|
|
345
|
+
let n = this.validRun(e), r = this.col();
|
|
346
|
+
return this.node((i, a, o) => {
|
|
347
|
+
let l = e.v, u = n.v, d = r.v, p = i.v;
|
|
348
|
+
if (c(l, a, o)) {
|
|
349
|
+
let e = s().sumState(l.subarray(0, o), t);
|
|
350
|
+
p.set(e.sum), d.set(e.state);
|
|
351
|
+
} else for (let e = a; e < o; e++) {
|
|
352
|
+
let n = u[e];
|
|
353
|
+
if (n === 0) {
|
|
354
|
+
d[e] = 0, p[e] = f;
|
|
355
|
+
continue;
|
|
356
|
+
}
|
|
357
|
+
let r = (n > 1 ? d[e - 1] : 0) + l[e];
|
|
358
|
+
n > t && (r -= l[e - t]), d[e] = r, p[e] = n >= t ? r : f;
|
|
359
|
+
}
|
|
360
|
+
});
|
|
361
|
+
}
|
|
362
|
+
sma(e, t) {
|
|
363
|
+
let n = this.sum(e, t);
|
|
364
|
+
return this.map(n, (e) => e / t);
|
|
365
|
+
}
|
|
366
|
+
smooth(e, t, n) {
|
|
367
|
+
y(t);
|
|
368
|
+
let r = this.validRun(e);
|
|
369
|
+
return this.node((i, a, o) => {
|
|
370
|
+
let s = e.v, c = r.v, l = i.v;
|
|
371
|
+
for (let e = a; e < o; e++) {
|
|
372
|
+
let r = c[e];
|
|
373
|
+
if (r === 0) {
|
|
374
|
+
l[e] = f;
|
|
375
|
+
continue;
|
|
376
|
+
}
|
|
377
|
+
let i = e > 0 ? l[e - 1] : f;
|
|
378
|
+
if (i === i) l[e] = i + n * (s[e] - i);
|
|
379
|
+
else if (r >= t) {
|
|
380
|
+
let n = 0;
|
|
381
|
+
for (let r = e - t + 1; r <= e; r++) n += s[r];
|
|
382
|
+
l[e] = n / t;
|
|
383
|
+
} else l[e] = f;
|
|
384
|
+
}
|
|
385
|
+
});
|
|
386
|
+
}
|
|
387
|
+
ema(e, t) {
|
|
388
|
+
return this.smooth(e, t, 2 / (t + 1));
|
|
389
|
+
}
|
|
390
|
+
rma(e, t) {
|
|
391
|
+
return this.smooth(e, t, 1 / t);
|
|
392
|
+
}
|
|
393
|
+
wma(e, t) {
|
|
394
|
+
y(t);
|
|
395
|
+
let n = this.validRun(e), r = this.col(), i = this.col(), a = t * (t + 1) / 2;
|
|
396
|
+
return this.node((o, s, c) => {
|
|
397
|
+
let l = e.v, u = n.v, d = r.v, p = i.v, m = o.v;
|
|
398
|
+
for (let e = s; e < c; e++) {
|
|
399
|
+
let n = u[e];
|
|
400
|
+
if (n === 0) {
|
|
401
|
+
d[e] = 0, p[e] = 0, m[e] = f;
|
|
402
|
+
continue;
|
|
403
|
+
}
|
|
404
|
+
let r = l[e];
|
|
405
|
+
if (n < t) d[e] = (n > 1 ? d[e - 1] : 0) + r, p[e] = (n > 1 ? p[e - 1] : 0) + n * r, m[e] = f;
|
|
406
|
+
else if (n === t) d[e] = (n > 1 ? d[e - 1] : 0) + r, p[e] = (n > 1 ? p[e - 1] : 0) + t * r, m[e] = p[e] / a;
|
|
407
|
+
else {
|
|
408
|
+
let n = d[e - 1];
|
|
409
|
+
p[e] = p[e - 1] - n + t * r, d[e] = n - l[e - t] + r, m[e] = p[e] / a;
|
|
410
|
+
}
|
|
411
|
+
}
|
|
412
|
+
});
|
|
413
|
+
}
|
|
414
|
+
highest(e, t) {
|
|
415
|
+
return this.extreme(e, t, !0, !1);
|
|
416
|
+
}
|
|
417
|
+
lowest(e, t) {
|
|
418
|
+
return this.extreme(e, t, !1, !1);
|
|
419
|
+
}
|
|
420
|
+
highestBars(e, t, n = !1) {
|
|
421
|
+
return this.extreme(e, t, !0, !0, n);
|
|
422
|
+
}
|
|
423
|
+
lowestBars(e, t, n = !1) {
|
|
424
|
+
return this.extreme(e, t, !1, !0, n);
|
|
425
|
+
}
|
|
426
|
+
extreme(e, t, n, r, i = !1) {
|
|
427
|
+
y(t);
|
|
428
|
+
let a = this.validRun(e);
|
|
429
|
+
return this.node((o, l, u) => {
|
|
430
|
+
let d = e.v, p = a.v, m = o.v;
|
|
431
|
+
if (!i && c(d, l, u)) {
|
|
432
|
+
let e = s(), i = d.subarray(0, u);
|
|
433
|
+
m.set(r ? n ? e.highestBars(i, t) : e.lowestBars(i, t) : n ? e.highest(i, t) : e.lowest(i, t));
|
|
434
|
+
} else for (let e = l; e < u; e++) {
|
|
435
|
+
if (p[e] < t) {
|
|
436
|
+
m[e] = f;
|
|
437
|
+
continue;
|
|
438
|
+
}
|
|
439
|
+
let a = d[e], o = 0;
|
|
440
|
+
for (let r = 1; r < t; r++) {
|
|
441
|
+
let t = d[e - r];
|
|
442
|
+
(n ? i ? t >= a : t > a : i ? t <= a : t < a) && (a = t, o = r);
|
|
443
|
+
}
|
|
444
|
+
m[e] = r ? o : a;
|
|
445
|
+
}
|
|
446
|
+
});
|
|
447
|
+
}
|
|
448
|
+
variance(e, t, n = !1) {
|
|
449
|
+
if (y(t), n && t < 2) throw RangeError(`sample variance needs a period of at least 2, got ${t}`);
|
|
450
|
+
let r = this.sma(e, t), i = n ? t / (t - 1) : 1;
|
|
451
|
+
return this.node((a, o, l) => {
|
|
452
|
+
let u = e.v, d = r.v, p = a.v;
|
|
453
|
+
if (c(u, o, l)) {
|
|
454
|
+
if (p.set(s().variance(u.subarray(0, l), t)), n) for (let e = 0; e < l; e++) p[e] = p[e] * i;
|
|
455
|
+
} else for (let e = o; e < l; e++) {
|
|
456
|
+
let r = d[e];
|
|
457
|
+
if (r !== r) {
|
|
458
|
+
p[e] = f;
|
|
459
|
+
continue;
|
|
460
|
+
}
|
|
461
|
+
let i = 0;
|
|
462
|
+
for (let n = e - t + 1; n <= e; n++) {
|
|
463
|
+
let e = u[n] - r;
|
|
464
|
+
i += e * e;
|
|
465
|
+
}
|
|
466
|
+
p[e] = n ? i / (t - 1) : i / t;
|
|
467
|
+
}
|
|
468
|
+
});
|
|
469
|
+
}
|
|
470
|
+
stdev(e, t, n = !1) {
|
|
471
|
+
return this.map(this.variance(e, t, n), Math.sqrt);
|
|
472
|
+
}
|
|
473
|
+
linreg(e, t) {
|
|
474
|
+
if (!Number.isInteger(t) || t < 2) throw RangeError(`linreg: period must be an integer >= 2, got ${t}`);
|
|
475
|
+
let n = this.validRun(e), r = t * (t - 1) / 2, i = t * (t * (t - 1) * (2 * t - 1) / 6) - r * r, a = this.col(), o = this.col();
|
|
476
|
+
return {
|
|
477
|
+
value: this.node((l, u, d) => {
|
|
478
|
+
let p = e.v, m = n.v, h = a.v, g = o.v, _ = l.v;
|
|
479
|
+
if (c(p, u, d)) {
|
|
480
|
+
let e = s().linreg(p.subarray(0, d), t);
|
|
481
|
+
_.set(e.value), h.set(e.slope), g.set(e.intercept);
|
|
482
|
+
} else for (let e = u; e < d; e++) {
|
|
483
|
+
if (m[e] < t) {
|
|
484
|
+
h[e] = f, g[e] = f, _[e] = f;
|
|
485
|
+
continue;
|
|
486
|
+
}
|
|
487
|
+
let n = 0, a = 0;
|
|
488
|
+
for (let r = 0; r < t; r++) {
|
|
489
|
+
let i = p[e - t + 1 + r];
|
|
490
|
+
n += i, a += r * i;
|
|
491
|
+
}
|
|
492
|
+
let o = (t * a - r * n) / i, s = (n - o * r) / t;
|
|
493
|
+
h[e] = o, g[e] = s, _[e] = s + o * (t - 1);
|
|
494
|
+
}
|
|
495
|
+
}),
|
|
496
|
+
slope: this.alias(a),
|
|
497
|
+
intercept: this.alias(o)
|
|
498
|
+
};
|
|
499
|
+
}
|
|
500
|
+
alias(e) {
|
|
501
|
+
return this.node((t, n, r) => {
|
|
502
|
+
let i = e.v, a = t.v;
|
|
503
|
+
for (let e = n; e < r; e++) a[e] = i[e];
|
|
504
|
+
});
|
|
505
|
+
}
|
|
506
|
+
tr() {
|
|
507
|
+
let { high: e, low: t, close: n } = this;
|
|
508
|
+
return this.node((r, i, a) => {
|
|
509
|
+
let o = e.v, s = t.v, c = n.v, l = r.v;
|
|
510
|
+
for (let e = i; e < a; e++) {
|
|
511
|
+
if (e === 0) {
|
|
512
|
+
l[e] = f;
|
|
513
|
+
continue;
|
|
514
|
+
}
|
|
515
|
+
let t = c[e - 1], n = o[e] - s[e], r = Math.abs(o[e] - t), i = Math.abs(s[e] - t);
|
|
516
|
+
l[e] = n > r ? n > i ? n : i : r > i ? r : i;
|
|
517
|
+
}
|
|
518
|
+
});
|
|
519
|
+
}
|
|
520
|
+
trFirst() {
|
|
521
|
+
let { high: e, low: t, close: n } = this;
|
|
522
|
+
return this.node((r, i, a) => {
|
|
523
|
+
let o = e.v, s = t.v, c = n.v, l = r.v;
|
|
524
|
+
for (let e = i; e < a; e++) {
|
|
525
|
+
let t = o[e] - s[e];
|
|
526
|
+
if (e === 0) {
|
|
527
|
+
l[e] = t;
|
|
528
|
+
continue;
|
|
529
|
+
}
|
|
530
|
+
let n = c[e - 1], r = Math.abs(o[e] - n), i = Math.abs(s[e] - n);
|
|
531
|
+
l[e] = t > r ? t > i ? t : i : r > i ? r : i;
|
|
532
|
+
}
|
|
533
|
+
});
|
|
534
|
+
}
|
|
535
|
+
atr(e) {
|
|
536
|
+
return this.rma(this.trFirst(), e);
|
|
537
|
+
}
|
|
538
|
+
barsPerYear(e = 0) {
|
|
539
|
+
let t = this.time, n = e * 6e4, r = this.col();
|
|
540
|
+
return this.node((e, i, a) => {
|
|
541
|
+
let o = t.v, s = r.v, c = e.v;
|
|
542
|
+
for (let e = i; e < a; e++) {
|
|
543
|
+
let t = e > 0 && Math.floor((o[e] + n) / m) === Math.floor((o[e - 1] + n) / m);
|
|
544
|
+
s[e] = t ? s[e - 1] + 1 : 1, c[e] = t ? c[e - 1] : e === 0 ? f : v(o, s, e);
|
|
545
|
+
}
|
|
546
|
+
});
|
|
547
|
+
}
|
|
548
|
+
}, m = 864e5, h = 252, g = .05;
|
|
549
|
+
function _(e) {
|
|
550
|
+
e.sort((e, t) => e - t);
|
|
551
|
+
let t = e.length >> 1;
|
|
552
|
+
return e.length % 2 == 0 ? (e[t - 1] + e[t]) / 2 : e[t];
|
|
553
|
+
}
|
|
554
|
+
function v(e, t, n) {
|
|
555
|
+
let r = [];
|
|
556
|
+
for (let e = n - 1; e >= 0 && r.length < 60; e -= t[e]) r.push(t[e]);
|
|
557
|
+
let i = _(r);
|
|
558
|
+
if (i >= 2) return i * h;
|
|
559
|
+
let a = Math.max(0, n - 120 + 1), o = n - a + 1;
|
|
560
|
+
if (o < 6) return f;
|
|
561
|
+
let s = [];
|
|
562
|
+
for (let t = a + 1; t <= n; t++) e[t] > e[t - 1] && s.push(e[t] - e[t - 1]);
|
|
563
|
+
if (s.length === 0) return f;
|
|
564
|
+
let c = _(s);
|
|
565
|
+
if (c >= m && c < 1.5 * m) {
|
|
566
|
+
let t = [
|
|
567
|
+
0,
|
|
568
|
+
0,
|
|
569
|
+
0,
|
|
570
|
+
0,
|
|
571
|
+
0,
|
|
572
|
+
0,
|
|
573
|
+
0
|
|
574
|
+
];
|
|
575
|
+
for (let r = a; r <= n; r++) t[(Math.floor(e[r] / m) % 7 + 7) % 7]++;
|
|
576
|
+
if (Math.min(...t.map((e, n) => e + t[(n + 1) % 7])) <= Math.max(g * o, +(o >= 7))) return h * m / c;
|
|
577
|
+
}
|
|
578
|
+
return 365 * m / c;
|
|
579
|
+
}
|
|
580
|
+
function y(e) {
|
|
581
|
+
if (!Number.isInteger(e) || e < 1) throw RangeError(`period must be a positive integer, got ${e}`);
|
|
582
|
+
}
|
|
583
|
+
//#endregion
|
|
584
|
+
//#region src/define.ts
|
|
585
|
+
var b = (e, t, n = 1, r = 1e4, i = e) => ({
|
|
586
|
+
key: e,
|
|
587
|
+
label: i,
|
|
588
|
+
type: "int",
|
|
589
|
+
default: t,
|
|
590
|
+
min: n,
|
|
591
|
+
max: r,
|
|
592
|
+
step: 1
|
|
593
|
+
}), x = (e, t, n = -1e9, r = 1e9, i = .1, a = e) => ({
|
|
594
|
+
key: e,
|
|
595
|
+
label: a,
|
|
596
|
+
type: "float",
|
|
597
|
+
default: t,
|
|
598
|
+
min: n,
|
|
599
|
+
max: r,
|
|
600
|
+
step: i
|
|
601
|
+
}), S = (e, t, n = e) => ({
|
|
602
|
+
key: e,
|
|
603
|
+
label: n,
|
|
604
|
+
type: "bool",
|
|
605
|
+
default: t
|
|
606
|
+
}), C = (e, t, n, r = e) => ({
|
|
607
|
+
key: e,
|
|
608
|
+
label: r,
|
|
609
|
+
type: "select",
|
|
610
|
+
default: t,
|
|
611
|
+
options: n
|
|
612
|
+
}), w = (e = "close", t = "source") => ({
|
|
613
|
+
key: t,
|
|
614
|
+
label: t,
|
|
615
|
+
type: "source",
|
|
616
|
+
default: e,
|
|
617
|
+
options: d
|
|
618
|
+
}), T = {
|
|
619
|
+
blue: "#2962FF",
|
|
620
|
+
orange: "#FF6D00",
|
|
621
|
+
red: "#F23645",
|
|
622
|
+
green: "#089981",
|
|
623
|
+
purple: "#9C27B0",
|
|
624
|
+
teal: "#00897B",
|
|
625
|
+
yellow: "#FBC02D",
|
|
626
|
+
pink: "#E91E63",
|
|
627
|
+
gray: "#787B86",
|
|
628
|
+
lime: "#8BC34A",
|
|
629
|
+
cyan: "#00BCD4",
|
|
630
|
+
brown: "#795548"
|
|
631
|
+
}, E = (e, t, n = {}) => ({
|
|
632
|
+
kind: "line",
|
|
633
|
+
key: n.key ?? e,
|
|
634
|
+
title: n.title ?? e,
|
|
635
|
+
col: e,
|
|
636
|
+
color: t,
|
|
637
|
+
...n.width !== void 0 && { width: n.width },
|
|
638
|
+
...n.style && { style: n.style },
|
|
639
|
+
...n.offset !== void 0 && { offset: n.offset },
|
|
640
|
+
...n.connect && { connect: !0 }
|
|
641
|
+
}), D = (e, t, n, r = {}) => ({
|
|
642
|
+
kind: "histogram",
|
|
643
|
+
key: r.key ?? e,
|
|
644
|
+
title: r.title ?? e,
|
|
645
|
+
col: e,
|
|
646
|
+
color: t,
|
|
647
|
+
...n && { colorDown: n }
|
|
648
|
+
}), O = (e, t, n, r, i, a = e) => ({
|
|
649
|
+
kind: "band",
|
|
650
|
+
key: e,
|
|
651
|
+
title: a,
|
|
652
|
+
upper: t,
|
|
653
|
+
lower: n,
|
|
654
|
+
color: r,
|
|
655
|
+
fill: i
|
|
656
|
+
}), k = (e, t, n, r, i = e) => ({
|
|
657
|
+
kind: "fill",
|
|
658
|
+
key: e,
|
|
659
|
+
title: i,
|
|
660
|
+
a: t,
|
|
661
|
+
b: n,
|
|
662
|
+
color: r
|
|
663
|
+
}), A = (e, t, n = T.gray, r = "dashed") => ({
|
|
664
|
+
kind: "hline",
|
|
665
|
+
key: e,
|
|
666
|
+
title: e,
|
|
667
|
+
value: t,
|
|
668
|
+
color: n,
|
|
669
|
+
style: r
|
|
670
|
+
}), j = (e, t, n, r, i = {}) => ({
|
|
671
|
+
kind: "markers",
|
|
672
|
+
key: i.key ?? e,
|
|
673
|
+
title: i.title ?? e,
|
|
674
|
+
col: e,
|
|
675
|
+
shape: t,
|
|
676
|
+
position: n,
|
|
677
|
+
color: r,
|
|
678
|
+
...i.offset !== void 0 && { offset: i.offset },
|
|
679
|
+
...i.text && { text: !0 }
|
|
680
|
+
});
|
|
681
|
+
function M(e) {
|
|
682
|
+
return e;
|
|
683
|
+
}
|
|
684
|
+
//#endregion
|
|
685
|
+
export { r as S, d as _, k as a, t as b, A as c, j as d, C as f, u as g, p as h, M as i, b as l, l as m, O as n, x as o, w as p, S as r, D as s, T as t, E as u, o as v, i as x, e as y };
|
|
686
|
+
|
|
687
|
+
//# sourceMappingURL=define-XUgQMhSl.js.map
|