@chartts/core 0.1.0

package/dist/chunk-7HDAYWK3.cjs

@@ -0,0 +1,358 @@
+'use strict';
+
+// src/finance/moving-averages.ts
+function sma(values, period) {
+  const n = values.length;
+  const out = new Array(n);
+  if (period < 1 || period > n) {
+    out.fill(NaN);
+    return out;
+  }
+  let sum = 0;
+  for (let i = 0; i < n; i++) {
+    sum += values[i];
+    if (i < period - 1) {
+      out[i] = NaN;
+    } else {
+      if (i >= period) sum -= values[i - period];
+      out[i] = sum / period;
+    }
+  }
+  return out;
+}
+function ema(values, period) {
+  const n = values.length;
+  const out = new Array(n);
+  if (period < 1 || period > n) {
+    out.fill(NaN);
+    return out;
+  }
+  const k = 2 / (period + 1);
+  let sum = 0;
+  for (let i = 0; i < period; i++) {
+    sum += values[i];
+    out[i] = i < period - 1 ? NaN : sum / period;
+  }
+  let prev = out[period - 1];
+  for (let i = period; i < n; i++) {
+    prev = values[i] * k + prev * (1 - k);
+    out[i] = prev;
+  }
+  return out;
+}
+function wma(values, period) {
+  const n = values.length;
+  const out = new Array(n);
+  if (period < 1 || period > n) {
+    out.fill(NaN);
+    return out;
+  }
+  const denom = period * (period + 1) / 2;
+  for (let i = 0; i < period - 1; i++) out[i] = NaN;
+  for (let i = period - 1; i < n; i++) {
+    let wSum = 0;
+    for (let j = 0; j < period; j++) {
+      wSum += values[i - period + 1 + j] * (j + 1);
+    }
+    out[i] = wSum / denom;
+  }
+  return out;
+}
+
+// src/finance/oscillators.ts
+function rsi(values, period = 14) {
+  const n = values.length;
+  const out = new Array(n).fill(NaN);
+  if (period < 1 || n < period + 1) return out;
+  let gainSum = 0;
+  let lossSum = 0;
+  for (let i = 1; i <= period; i++) {
+    const delta = values[i] - values[i - 1];
+    if (delta > 0) gainSum += delta;
+    else lossSum -= delta;
+  }
+  let avgGain = gainSum / period;
+  let avgLoss = lossSum / period;
+  out[period] = avgLoss === 0 ? 100 : 100 - 100 / (1 + avgGain / avgLoss);
+  for (let i = period + 1; i < n; i++) {
+    const delta = values[i] - values[i - 1];
+    const gain = delta > 0 ? delta : 0;
+    const loss = delta < 0 ? -delta : 0;
+    avgGain = (avgGain * (period - 1) + gain) / period;
+    avgLoss = (avgLoss * (period - 1) + loss) / period;
+    out[i] = avgLoss === 0 ? 100 : 100 - 100 / (1 + avgGain / avgLoss);
+  }
+  return out;
+}
+function stochastic(high, low, close, kPeriod = 14, dPeriod = 3) {
+  const n = close.length;
+  const k = new Array(n).fill(NaN);
+  const d = new Array(n).fill(NaN);
+  for (let i = kPeriod - 1; i < n; i++) {
+    let hh = -Infinity;
+    let ll = Infinity;
+    for (let j = i - kPeriod + 1; j <= i; j++) {
+      if (high[j] > hh) hh = high[j];
+      if (low[j] < ll) ll = low[j];
+    }
+    const range = hh - ll;
+    k[i] = range === 0 ? 50 : 100 * (close[i] - ll) / range;
+  }
+  const firstK = kPeriod - 1;
+  for (let i = firstK + dPeriod - 1; i < n; i++) {
+    let sum = 0;
+    for (let j = i - dPeriod + 1; j <= i; j++) sum += k[j];
+    d[i] = sum / dPeriod;
+  }
+  return { k, d };
+}
+
+// src/finance/macd.ts
+function macd(values, fastPeriod = 12, slowPeriod = 26, signalPeriod = 9) {
+  const n = values.length;
+  const fastEma = ema(values, fastPeriod);
+  const slowEma = ema(values, slowPeriod);
+  const macdLine = new Array(n);
+  for (let i = 0; i < n; i++) {
+    macdLine[i] = isNaN(fastEma[i]) || isNaN(slowEma[i]) ? NaN : fastEma[i] - slowEma[i];
+  }
+  let firstValid = -1;
+  for (let i = 0; i < n; i++) {
+    if (!isNaN(macdLine[i])) {
+      firstValid = i;
+      break;
+    }
+  }
+  const signalLine = new Array(n).fill(NaN);
+  const histogram = new Array(n).fill(NaN);
+  if (firstValid >= 0) {
+    const validSlice = macdLine.slice(firstValid);
+    const signalEma = ema(validSlice, signalPeriod);
+    for (let i = 0; i < validSlice.length; i++) {
+      signalLine[firstValid + i] = signalEma[i];
+      if (!isNaN(macdLine[firstValid + i]) && !isNaN(signalEma[i])) {
+        histogram[firstValid + i] = macdLine[firstValid + i] - signalEma[i];
+      }
+    }
+  }
+  return { macd: macdLine, signal: signalLine, histogram };
+}
+
+// src/finance/bollinger.ts
+function bollingerBands(values, period = 20, k = 2) {
+  const n = values.length;
+  const middle = sma(values, period);
+  const upper = new Array(n);
+  const lower = new Array(n);
+  for (let i = 0; i < n; i++) {
+    if (isNaN(middle[i])) {
+      upper[i] = NaN;
+      lower[i] = NaN;
+      continue;
+    }
+    let sumSq = 0;
+    const mean = middle[i];
+    for (let j = i - period + 1; j <= i; j++) {
+      const diff = values[j] - mean;
+      sumSq += diff * diff;
+    }
+    const std = Math.sqrt(sumSq / period);
+    upper[i] = mean + k * std;
+    lower[i] = mean - k * std;
+  }
+  return { upper, middle, lower };
+}
+
+// src/finance/volatility.ts
+function atr(high, low, close, period = 14) {
+  const n = high.length;
+  const out = new Array(n).fill(NaN);
+  if (period < 1 || n < period + 1) return out;
+  const tr = new Array(n);
+  tr[0] = high[0] - low[0];
+  for (let i = 1; i < n; i++) {
+    const hl = high[i] - low[i];
+    const hpc = Math.abs(high[i] - close[i - 1]);
+    const lpc = Math.abs(low[i] - close[i - 1]);
+    tr[i] = Math.max(hl, hpc, lpc);
+  }
+  let sum = 0;
+  for (let i = 1; i <= period; i++) sum += tr[i];
+  out[period] = sum / period;
+  let prev = out[period];
+  for (let i = period + 1; i < n; i++) {
+    prev = (prev * (period - 1) + tr[i]) / period;
+    out[i] = prev;
+  }
+  return out;
+}
+
+// src/finance/volume.ts
+function vwap(price, volume) {
+  const n = price.length;
+  const out = new Array(n);
+  let cumPV = 0;
+  let cumV = 0;
+  for (let i = 0; i < n; i++) {
+    cumPV += price[i] * volume[i];
+    cumV += volume[i];
+    out[i] = cumV === 0 ? price[i] : cumPV / cumV;
+  }
+  return out;
+}
+function obv(close, volume) {
+  const n = close.length;
+  const out = new Array(n);
+  out[0] = 0;
+  for (let i = 1; i < n; i++) {
+    if (close[i] > close[i - 1]) out[i] = out[i - 1] + volume[i];
+    else if (close[i] < close[i - 1]) out[i] = out[i - 1] - volume[i];
+    else out[i] = out[i - 1];
+  }
+  return out;
+}
+
+// src/finance/returns.ts
+function simpleReturns(prices) {
+  const n = prices.length;
+  const out = new Array(n);
+  out[0] = NaN;
+  for (let i = 1; i < n; i++) {
+    out[i] = (prices[i] - prices[i - 1]) / prices[i - 1];
+  }
+  return out;
+}
+function logReturns(prices) {
+  const n = prices.length;
+  const out = new Array(n);
+  out[0] = NaN;
+  for (let i = 1; i < n; i++) {
+    out[i] = Math.log(prices[i] / prices[i - 1]);
+  }
+  return out;
+}
+function cumulativeReturns(prices) {
+  const n = prices.length;
+  const out = new Array(n);
+  const p0 = prices[0];
+  for (let i = 0; i < n; i++) {
+    out[i] = (prices[i] - p0) / p0;
+  }
+  return out;
+}
+function drawdown(prices) {
+  const n = prices.length;
+  const out = new Array(n);
+  let peak = -Infinity;
+  for (let i = 0; i < n; i++) {
+    if (prices[i] > peak) peak = prices[i];
+    out[i] = (prices[i] - peak) / peak;
+  }
+  return out;
+}
+function maxDrawdown(prices) {
+  const dd = drawdown(prices);
+  let min = 0;
+  for (const v of dd) if (v < min) min = v;
+  return min;
+}
+function sharpeRatio(returns, riskFreeRate = 0, annualizationFactor = 252) {
+  const valid = returns.filter((v) => !isNaN(v));
+  if (valid.length < 2) return NaN;
+  const excess = valid.map((r) => r - riskFreeRate / annualizationFactor);
+  const mean = excess.reduce((s, v) => s + v, 0) / excess.length;
+  const variance = excess.reduce((s, v) => s + (v - mean) ** 2, 0) / (excess.length - 1);
+  const std = Math.sqrt(variance);
+  return std === 0 ? 0 : mean / std * Math.sqrt(annualizationFactor);
+}
+function volatility(returns, rollingPeriod, annualizationFactor = 252) {
+  const valid = returns.filter((v) => !isNaN(v));
+  if (rollingPeriod != null) {
+    const n = returns.length;
+    const out = new Array(n).fill(NaN);
+    for (let i = rollingPeriod - 1; i < n; i++) {
+      const window = [];
+      for (let j = i - rollingPeriod + 1; j <= i; j++) {
+        if (!isNaN(returns[j])) window.push(returns[j]);
+      }
+      if (window.length < 2) continue;
+      const mean2 = window.reduce((s, v) => s + v, 0) / window.length;
+      const variance2 = window.reduce((s, v) => s + (v - mean2) ** 2, 0) / (window.length - 1);
+      out[i] = Math.sqrt(variance2) * Math.sqrt(annualizationFactor);
+    }
+    return out;
+  }
+  if (valid.length < 2) return NaN;
+  const mean = valid.reduce((s, v) => s + v, 0) / valid.length;
+  const variance = valid.reduce((s, v) => s + (v - mean) ** 2, 0) / (valid.length - 1);
+  return Math.sqrt(variance) * Math.sqrt(annualizationFactor);
+}
+
+// src/finance/builders.ts
+function toOHLC(timestamps, prices, interval, volumes) {
+  const buckets = /* @__PURE__ */ new Map();
+  for (let i = 0; i < timestamps.length; i++) {
+    const key = Math.floor(timestamps[i] / interval) * interval;
+    const p = prices[i];
+    const v = volumes ? volumes[i] : 0;
+    const b = buckets.get(key);
+    if (b) {
+      if (p > b.high) b.high = p;
+      if (p < b.low) b.low = p;
+      b.close = p;
+      b.vol += v;
+    } else {
+      buckets.set(key, { open: p, high: p, low: p, close: p, vol: v, ts: key });
+    }
+  }
+  const sorted = [...buckets.values()].sort((a, b) => a.ts - b.ts);
+  const labels = [];
+  const open = [];
+  const high = [];
+  const low = [];
+  const close = [];
+  const volume = [];
+  for (const bar of sorted) {
+    const d = new Date(bar.ts);
+    labels.push(`${d.getMonth() + 1}/${d.getDate()}`);
+    open.push(bar.open);
+    high.push(bar.high);
+    low.push(bar.low);
+    close.push(bar.close);
+    volume.push(bar.vol);
+  }
+  return volumes ? { labels, open, high, low, close, volume } : { labels, open, high, low, close };
+}
+function volumeDirections(values) {
+  return values.map((v, i) => i === 0 ? "up" : v >= values[i - 1] ? "up" : "down");
+}
+function toBollingerData(close, period = 20, k = 2) {
+  return bollingerBands(close, period, k);
+}
+function toMACDData(close, fastPeriod = 12, slowPeriod = 26, signalPeriod = 9) {
+  return macd(close, fastPeriod, slowPeriod, signalPeriod);
+}
+
+exports.atr = atr;
+exports.bollingerBands = bollingerBands;
+exports.cumulativeReturns = cumulativeReturns;
+exports.drawdown = drawdown;
+exports.ema = ema;
+exports.logReturns = logReturns;
+exports.macd = macd;
+exports.maxDrawdown = maxDrawdown;
+exports.obv = obv;
+exports.rsi = rsi;
+exports.sharpeRatio = sharpeRatio;
+exports.simpleReturns = simpleReturns;
+exports.sma = sma;
+exports.stochastic = stochastic;
+exports.toBollingerData = toBollingerData;
+exports.toMACDData = toMACDData;
+exports.toOHLC = toOHLC;
+exports.volatility = volatility;
+exports.volumeDirections = volumeDirections;
+exports.vwap = vwap;
+exports.wma = wma;
+//# sourceMappingURL=chunk-7HDAYWK3.cjs.map
+//# sourceMappingURL=chunk-7HDAYWK3.cjs.map

package/dist/chunk-7HDAYWK3.cjs.map

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* Moving average indicators — SMA, EMA, WMA.\n * Pure functions, zero dependencies.\n */\n\n/**\n * Simple Moving Average.\n * O(n) using running sum. First (period-1) values are NaN.\n */\nexport function sma(values: number[], period: number): number[] {\n  const n = values.length\n  const out = new Array<number>(n)\n  if (period < 1 || period > n) { out.fill(NaN); return out }\n\n  let sum = 0\n  for (let i = 0; i < n; i++) {\n    sum += values[i]!\n    if (i < period - 1) {\n      out[i] = NaN\n    } else {\n      if (i >= period) sum -= values[i - period]!\n      out[i] = sum / period\n    }\n  }\n  return out\n}\n\n/**\n * Exponential Moving Average.\n * Seeded with SMA of first `period` values. Smoothing k = 2/(period+1).\n * First (period-1) values are NaN. O(n).\n */\nexport function ema(values: number[], period: number): number[] {\n  const n = values.length\n  const out = new Array<number>(n)\n  if (period < 1 || period > n) { out.fill(NaN); return out }\n\n  const k = 2 / (period + 1)\n\n  // Seed: SMA of first `period` values\n  let sum = 0\n  for (let i = 0; i < period; i++) {\n    sum += values[i]!\n    out[i] = i < period - 1 ? NaN : sum / period\n  }\n\n  // EMA from period onward\n  let prev = out[period - 1]!\n  for (let i = period; i < n; i++) {\n    prev = values[i]! * k + prev * (1 - k)\n    out[i] = prev\n  }\n  return out\n}\n\n/**\n * Weighted Moving Average.\n * Weights increase linearly: [1, 2, ..., period].\n * First (period-1) values are NaN. O(n*period).\n */\nexport function wma(values: number[], period: number): number[] {\n  const n = values.length\n  const out = new Array<number>(n)\n  if (period < 1 || period > n) { out.fill(NaN); return out }\n\n  const denom = (period * (period + 1)) / 2\n\n  for (let i = 0; i < period - 1; i++) out[i] = NaN\n\n  for (let i = period - 1; i < n; i++) {\n    let wSum = 0\n    for (let j = 0; j < period; j++) {\n      wSum += values[i - period + 1 + j]! * (j + 1)\n    }\n    out[i] = wSum / denom\n  }\n  return out\n}\n","/**\n * Oscillator indicators — RSI, Stochastic.\n * Pure functions, zero dependencies.\n */\n\nimport type { StochasticResult } from './types'\n\n/**\n * Relative Strength Index (Wilder's smoothing).\n * Returns 0-100 scaled values. First `period` values are NaN.\n * Default period: 14. O(n).\n */\nexport function rsi(values: number[], period: number = 14): number[] {\n  const n = values.length\n  const out = new Array<number>(n).fill(NaN)\n  if (period < 1 || n < period + 1) return out\n\n  // Compute deltas\n  let gainSum = 0\n  let lossSum = 0\n  for (let i = 1; i <= period; i++) {\n    const delta = values[i]! - values[i - 1]!\n    if (delta > 0) gainSum += delta\n    else lossSum -= delta\n  }\n\n  let avgGain = gainSum / period\n  let avgLoss = lossSum / period\n\n  out[period] = avgLoss === 0 ? 100 : 100 - 100 / (1 + avgGain / avgLoss)\n\n  // Wilder's smoothing for subsequent values\n  for (let i = period + 1; i < n; i++) {\n    const delta = values[i]! - values[i - 1]!\n    const gain = delta > 0 ? delta : 0\n    const loss = delta < 0 ? -delta : 0\n    avgGain = (avgGain * (period - 1) + gain) / period\n    avgLoss = (avgLoss * (period - 1) + loss) / period\n    out[i] = avgLoss === 0 ? 100 : 100 - 100 / (1 + avgGain / avgLoss)\n  }\n  return out\n}\n\n/**\n * Stochastic Oscillator.\n * %K = 100 * (close - lowestLow) / (highestHigh - lowestLow) over kPeriod.\n * %D = SMA(%K, dPeriod).\n * Default: kPeriod=14, dPeriod=3.\n */\nexport function stochastic(\n  high: number[],\n  low: number[],\n  close: number[],\n  kPeriod: number = 14,\n  dPeriod: number = 3,\n): StochasticResult {\n  const n = close.length\n  const k = new Array<number>(n).fill(NaN)\n  const d = new Array<number>(n).fill(NaN)\n\n  // Compute %K\n  for (let i = kPeriod - 1; i < n; i++) {\n    let hh = -Infinity\n    let ll = Infinity\n    for (let j = i - kPeriod + 1; j <= i; j++) {\n      if (high[j]! > hh) hh = high[j]!\n      if (low[j]! < ll) ll = low[j]!\n    }\n    const range = hh - ll\n    k[i] = range === 0 ? 50 : 100 * (close[i]! - ll) / range\n  }\n\n  // Compute %D = SMA(%K, dPeriod)\n  const firstK = kPeriod - 1\n  for (let i = firstK + dPeriod - 1; i < n; i++) {\n    let sum = 0\n    for (let j = i - dPeriod + 1; j <= i; j++) sum += k[j]!\n    d[i] = sum / dPeriod\n  }\n\n  return { k, d }\n}\n","/**\n * MACD (Moving Average Convergence Divergence).\n * Depends on EMA from moving-averages.\n */\n\nimport { ema } from './moving-averages'\nimport type { MACDResult } from './types'\n\n/**\n * Compute MACD.\n * MACD line = EMA(fast) - EMA(slow).\n * Signal = EMA(MACD line, signalPeriod).\n * Histogram = MACD - Signal.\n * Default: fast=12, slow=26, signal=9.\n */\nexport function macd(\n  values: number[],\n  fastPeriod: number = 12,\n  slowPeriod: number = 26,\n  signalPeriod: number = 9,\n): MACDResult {\n  const n = values.length\n  const fastEma = ema(values, fastPeriod)\n  const slowEma = ema(values, slowPeriod)\n\n  // MACD line\n  const macdLine = new Array<number>(n)\n  for (let i = 0; i < n; i++) {\n    macdLine[i] = isNaN(fastEma[i]!) || isNaN(slowEma[i]!) ? NaN : fastEma[i]! - slowEma[i]!\n  }\n\n  // Signal line = EMA of MACD (skip NaN warmup)\n  // Find first non-NaN in macdLine\n  let firstValid = -1\n  for (let i = 0; i < n; i++) {\n    if (!isNaN(macdLine[i]!)) { firstValid = i; break }\n  }\n\n  const signalLine = new Array<number>(n).fill(NaN)\n  const histogram = new Array<number>(n).fill(NaN)\n\n  if (firstValid >= 0) {\n    const validSlice = macdLine.slice(firstValid)\n    const signalEma = ema(validSlice, signalPeriod)\n    for (let i = 0; i < validSlice.length; i++) {\n      signalLine[firstValid + i] = signalEma[i]!\n      if (!isNaN(macdLine[firstValid + i]!) && !isNaN(signalEma[i]!)) {\n        histogram[firstValid + i] = macdLine[firstValid + i]! - signalEma[i]!\n      }\n    }\n  }\n\n  return { macd: macdLine, signal: signalLine, histogram }\n}\n","/**\n * Bollinger Bands.\n * Depends on SMA from moving-averages.\n */\n\nimport { sma } from './moving-averages'\nimport type { BollingerResult } from './types'\n\n/**\n * Compute Bollinger Bands.\n * Middle = SMA(period). Upper = middle + k*stddev. Lower = middle - k*stddev.\n * Default: period=20, k=2.\n * First (period-1) values are NaN.\n */\nexport function bollingerBands(\n  values: number[],\n  period: number = 20,\n  k: number = 2,\n): BollingerResult {\n  const n = values.length\n  const middle = sma(values, period)\n  const upper = new Array<number>(n)\n  const lower = new Array<number>(n)\n\n  for (let i = 0; i < n; i++) {\n    if (isNaN(middle[i]!)) {\n      upper[i] = NaN\n      lower[i] = NaN\n      continue\n    }\n    // Rolling standard deviation\n    let sumSq = 0\n    const mean = middle[i]!\n    for (let j = i - period + 1; j <= i; j++) {\n      const diff = values[j]! - mean\n      sumSq += diff * diff\n    }\n    const std = Math.sqrt(sumSq / period)\n    upper[i] = mean + k * std\n    lower[i] = mean - k * std\n  }\n\n  return { upper, middle, lower }\n}\n","/**\n * Average True Range (ATR).\n * Pure function, zero dependencies.\n */\n\n/**\n * Average True Range using Wilder's smoothing.\n * True Range = max(high-low, |high-prevClose|, |low-prevClose|).\n * First `period` values are NaN. Default period: 14. O(n).\n */\nexport function atr(\n  high: number[],\n  low: number[],\n  close: number[],\n  period: number = 14,\n): number[] {\n  const n = high.length\n  const out = new Array<number>(n).fill(NaN)\n  if (period < 1 || n < period + 1) return out\n\n  // True Range array\n  const tr = new Array<number>(n)\n  tr[0] = high[0]! - low[0]!\n  for (let i = 1; i < n; i++) {\n    const hl = high[i]! - low[i]!\n    const hpc = Math.abs(high[i]! - close[i - 1]!)\n    const lpc = Math.abs(low[i]! - close[i - 1]!)\n    tr[i] = Math.max(hl, hpc, lpc)\n  }\n\n  // First ATR = simple average of first `period` TRs (starting from index 1)\n  let sum = 0\n  for (let i = 1; i <= period; i++) sum += tr[i]!\n  out[period] = sum / period\n\n  // Wilder's smoothing\n  let prev = out[period]!\n  for (let i = period + 1; i < n; i++) {\n    prev = (prev * (period - 1) + tr[i]!) / period\n    out[i] = prev\n  }\n  return out\n}\n","/**\n * Volume-based indicators — VWAP, OBV.\n * Pure functions, zero dependencies.\n */\n\n/**\n * Volume Weighted Average Price.\n * VWAP[i] = cumulative(price*volume) / cumulative(volume).\n * Full length output (no NaN padding). O(n).\n */\nexport function vwap(price: number[], volume: number[]): number[] {\n  const n = price.length\n  const out = new Array<number>(n)\n  let cumPV = 0\n  let cumV = 0\n  for (let i = 0; i < n; i++) {\n    cumPV += price[i]! * volume[i]!\n    cumV += volume[i]!\n    out[i] = cumV === 0 ? price[i]! : cumPV / cumV\n  }\n  return out\n}\n\n/**\n * On-Balance Volume.\n * Starts at 0. If close > prevClose, add volume. If close < prevClose, subtract.\n * Full length output. O(n).\n */\nexport function obv(close: number[], volume: number[]): number[] {\n  const n = close.length\n  const out = new Array<number>(n)\n  out[0] = 0\n  for (let i = 1; i < n; i++) {\n    if (close[i]! > close[i - 1]!) out[i] = out[i - 1]! + volume[i]!\n    else if (close[i]! < close[i - 1]!) out[i] = out[i - 1]! - volume[i]!\n    else out[i] = out[i - 1]!\n  }\n  return out\n}\n","/**\n * Portfolio & returns analytics.\n * Pure functions, zero dependencies.\n */\n\n/** Simple percentage returns. First value is NaN. */\nexport function simpleReturns(prices: number[]): number[] {\n  const n = prices.length\n  const out = new Array<number>(n)\n  out[0] = NaN\n  for (let i = 1; i < n; i++) {\n    out[i] = (prices[i]! - prices[i - 1]!) / prices[i - 1]!\n  }\n  return out\n}\n\n/** Log returns. First value is NaN. */\nexport function logReturns(prices: number[]): number[] {\n  const n = prices.length\n  const out = new Array<number>(n)\n  out[0] = NaN\n  for (let i = 1; i < n; i++) {\n    out[i] = Math.log(prices[i]! / prices[i - 1]!)\n  }\n  return out\n}\n\n/** Cumulative returns (growth from initial price). First value is 0. */\nexport function cumulativeReturns(prices: number[]): number[] {\n  const n = prices.length\n  const out = new Array<number>(n)\n  const p0 = prices[0]!\n  for (let i = 0; i < n; i++) {\n    out[i] = (prices[i]! - p0) / p0\n  }\n  return out\n}\n\n/** Drawdown at each point (always <= 0). */\nexport function drawdown(prices: number[]): number[] {\n  const n = prices.length\n  const out = new Array<number>(n)\n  let peak = -Infinity\n  for (let i = 0; i < n; i++) {\n    if (prices[i]! > peak) peak = prices[i]!\n    out[i] = (prices[i]! - peak) / peak\n  }\n  return out\n}\n\n/** Maximum drawdown (single number, deepest trough). Always <= 0. */\nexport function maxDrawdown(prices: number[]): number {\n  const dd = drawdown(prices)\n  let min = 0\n  for (const v of dd) if (v < min) min = v\n  return min\n}\n\n/**\n * Annualized Sharpe ratio.\n * sharpe = mean(excess) / std(excess) * sqrt(annualizationFactor).\n * Filters out NaN values from returns array.\n */\nexport function sharpeRatio(\n  returns: number[],\n  riskFreeRate: number = 0,\n  annualizationFactor: number = 252,\n): number {\n  const valid = returns.filter(v => !isNaN(v))\n  if (valid.length < 2) return NaN\n\n  const excess = valid.map(r => r - riskFreeRate / annualizationFactor)\n  const mean = excess.reduce((s, v) => s + v, 0) / excess.length\n  const variance = excess.reduce((s, v) => s + (v - mean) ** 2, 0) / (excess.length - 1)\n  const std = Math.sqrt(variance)\n  return std === 0 ? 0 : (mean / std) * Math.sqrt(annualizationFactor)\n}\n\n/**\n * Volatility (standard deviation of returns).\n * If rollingPeriod provided: returns number[] with NaN padding.\n * Otherwise returns single annualized number.\n */\nexport function volatility(\n  returns: number[],\n  rollingPeriod?: number,\n  annualizationFactor: number = 252,\n): number | number[] {\n  const valid = returns.filter(v => !isNaN(v))\n\n  if (rollingPeriod != null) {\n    const n = returns.length\n    const out = new Array<number>(n).fill(NaN)\n    for (let i = rollingPeriod - 1; i < n; i++) {\n      // Collect valid values in window\n      const window: number[] = []\n      for (let j = i - rollingPeriod + 1; j <= i; j++) {\n        if (!isNaN(returns[j]!)) window.push(returns[j]!)\n      }\n      if (window.length < 2) continue\n      const mean = window.reduce((s, v) => s + v, 0) / window.length\n      const variance = window.reduce((s, v) => s + (v - mean) ** 2, 0) / (window.length - 1)\n      out[i] = Math.sqrt(variance) * Math.sqrt(annualizationFactor)\n    }\n    return out\n  }\n\n  // Overall annualized volatility\n  if (valid.length < 2) return NaN\n  const mean = valid.reduce((s, v) => s + v, 0) / valid.length\n  const variance = valid.reduce((s, v) => s + (v - mean) ** 2, 0) / (valid.length - 1)\n  return Math.sqrt(variance) * Math.sqrt(annualizationFactor)\n}\n","/**\n * Financial data builders — bridge indicator output to chart data formats.\n */\n\nimport { bollingerBands } from './bollinger'\nimport { macd } from './macd'\nimport type { BollingerResult, MACDResult, OHLCAggregation } from './types'\n\n/**\n * Aggregate tick-level data into OHLC bars.\n * @param timestamps - epoch milliseconds\n * @param prices - price at each tick\n * @param interval - bar size in milliseconds\n * @param volumes - optional volume at each tick\n */\nexport function toOHLC(\n  timestamps: number[],\n  prices: number[],\n  interval: number,\n  volumes?: number[],\n): OHLCAggregation {\n  const buckets = new Map<number, { open: number; high: number; low: number; close: number; vol: number; ts: number }>()\n\n  for (let i = 0; i < timestamps.length; i++) {\n    const key = Math.floor(timestamps[i]! / interval) * interval\n    const p = prices[i]!\n    const v = volumes ? volumes[i]! : 0\n    const b = buckets.get(key)\n    if (b) {\n      if (p > b.high) b.high = p\n      if (p < b.low) b.low = p\n      b.close = p\n      b.vol += v\n    } else {\n      buckets.set(key, { open: p, high: p, low: p, close: p, vol: v, ts: key })\n    }\n  }\n\n  const sorted = [...buckets.values()].sort((a, b) => a.ts - b.ts)\n  const labels: string[] = []\n  const open: number[] = []\n  const high: number[] = []\n  const low: number[] = []\n  const close: number[] = []\n  const volume: number[] = []\n\n  for (const bar of sorted) {\n    const d = new Date(bar.ts)\n    labels.push(`${d.getMonth() + 1}/${d.getDate()}`)\n    open.push(bar.open)\n    high.push(bar.high)\n    low.push(bar.low)\n    close.push(bar.close)\n    volume.push(bar.vol)\n  }\n\n  return volumes\n    ? { labels, open, high, low, close, volume }\n    : { labels, open, high, low, close }\n}\n\n/**\n * Determine volume bar directions from consecutive close prices.\n * Returns 'up'|'down' array for Volume chart's `directions` option.\n */\nexport function volumeDirections(values: number[]): ('up' | 'down')[] {\n  return values.map((v, i) => i === 0 ? 'up' as const : (v >= values[i - 1]! ? 'up' as const : 'down' as const))\n}\n\n/**\n * Compute Bollinger Bands in Range chart format.\n * Output: { upper, lower, middle } — middle goes into series[0].values,\n * upper/lower into the range option.\n */\nexport function toBollingerData(\n  close: number[],\n  period: number = 20,\n  k: number = 2,\n): BollingerResult {\n  return bollingerBands(close, period, k)\n}\n\n/**\n * Compute MACD in Combo chart format.\n * series[0] = histogram (bars), series[1] = MACD line, series[2] = signal line.\n */\nexport function toMACDData(\n  close: number[],\n  fastPeriod: number = 12,\n  slowPeriod: number = 26,\n  signalPeriod: number = 9,\n): MACDResult {\n  return macd(close, fastPeriod, slowPeriod, signalPeriod)\n}\n"]}

package/dist/chunk-7SEHTEMR.js

@@ -0,0 +1,91 @@
+import { formatNum } from './chunk-OGSZO22B.js';
+import { path, prepareData, PathBuilder } from './chunk-3BRQGYDX.js';
+
+// src/charts/sparkline/sparkline-type.ts
+var sparklineChartType = {
+  type: "sparkline",
+  getScaleTypes() {
+    return { x: "categorical", y: "linear" };
+  },
+  prepareData(data, options) {
+    const prepared = prepareData(data, {
+      ...options,
+      xAxis: false,
+      yAxis: false,
+      legend: false,
+      xGrid: false,
+      yGrid: false,
+      padding: [2, 2, 2, 2]
+    });
+    return prepared;
+  },
+  render(ctx) {
+    const { data, area, xScale, yScale } = ctx;
+    const nodes = [];
+    const series = data.series[0];
+    if (!series || series.values.length === 0) return nodes;
+    const values = series.values;
+    const points = values.map((v, i) => ({
+      x: xScale.map(i),
+      y: yScale.map(v)
+    }));
+    const linePath = buildSparklinePath(points);
+    const baseline = area.y + area.height;
+    const first = points[0];
+    const last = points[points.length - 1];
+    const areaPath = `${linePath}L${formatNum(last.x)},${formatNum(baseline)}L${formatNum(first.x)},${formatNum(baseline)}Z`;
+    nodes.push(path(areaPath, {
+      class: "chartts-sparkline-area",
+      fill: series.color,
+      fillOpacity: 0.15
+    }));
+    nodes.push(path(linePath, {
+      class: "chartts-sparkline-line",
+      stroke: series.color,
+      strokeWidth: 1.5
+    }));
+    if (points.length > 0) {
+      const lp = points[points.length - 1];
+      nodes.push({
+        type: "circle",
+        cx: lp.x,
+        cy: lp.y,
+        r: 2.5,
+        attrs: {
+          class: "chartts-sparkline-dot",
+          fill: series.color
+        }
+      });
+    }
+    return nodes;
+  },
+  hitTest() {
+    return null;
+  }
+};
+function buildSparklinePath(points) {
+  if (points.length === 0) return "";
+  if (points.length === 1) return `M${formatNum(points[0].x)},${formatNum(points[0].y)}`;
+  const pb = new PathBuilder();
+  pb.moveTo(points[0].x, points[0].y);
+  if (points.length === 2) {
+    pb.lineTo(points[1].x, points[1].y);
+    return pb.build();
+  }
+  for (let i = 0; i < points.length - 1; i++) {
+    const p0 = points[Math.max(0, i - 1)];
+    const p1 = points[i];
+    const p2 = points[i + 1];
+    const p3 = points[Math.min(points.length - 1, i + 2)];
+    const cp1x = p1.x + (p2.x - p0.x) / 6;
+    const cp1y = p1.y + (p2.y - p0.y) / 6;
+    const cp2x = p2.x - (p3.x - p1.x) / 6;
+    const cp2y = p2.y - (p3.y - p1.y) / 6;
+    pb.curveTo(cp1x, cp1y, cp2x, cp2y, p2.x, p2.y);
+  }
+  return pb.build();
+}
+
+export { sparklineChartType };
+//# sourceMappingURL=chunk-7SEHTEMR.js.map
+//# sourceMappingURL=chunk-7SEHTEMR.js.map

package/dist/chunk-7SEHTEMR.js.map

@@ -0,0 +1 @@
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y: ScaleType } {\n    return { x: 'categorical', y: 'linear' }\n  },\n\n  prepareData(data: ChartData, options: ResolvedOptions): PreparedData {\n    // Override: sparklines don't need axes/legend space\n    const prepared = prepareData(data, {\n      ...options,\n      xAxis: false,\n      yAxis: false,\n      legend: false,\n      xGrid: false,\n      yGrid: false,\n      padding: [2, 2, 2, 2],\n    })\n    return prepared\n  },\n\n  render(ctx: RenderContext): RenderNode[] {\n    const { data, area, xScale, yScale } = ctx\n    const nodes: RenderNode[] = []\n    const series = data.series[0]\n    if (!series || series.values.length === 0) return nodes\n\n    const values = series.values\n    const points = values.map((v, i) => ({\n      x: xScale.map(i),\n      y: yScale.map(v),\n    }))\n\n    // Build monotone path\n    const linePath = buildSparklinePath(points)\n\n    // Area fill\n    const baseline = area.y + area.height\n    const first = points[0]!\n    const last = points[points.length - 1]!\n    const areaPath = `${linePath}L${formatNum(last.x)},${formatNum(baseline)}L${formatNum(first.x)},${formatNum(baseline)}Z`\n\n    nodes.push(path(areaPath, {\n      class: 'chartts-sparkline-area',\n      fill: series.color,\n      fillOpacity: 0.15,\n    }))\n\n    nodes.push(path(linePath, {\n      class: 'chartts-sparkline-line',\n      stroke: series.color,\n      strokeWidth: 1.5,\n    }))\n\n    // Last point indicator\n    if (points.length > 0) {\n      const lp = points[points.length - 1]!\n      nodes.push({\n        type: 'circle',\n        cx: lp.x,\n        cy: lp.y,\n        r: 2.5,\n        attrs: {\n          class: 'chartts-sparkline-dot',\n          fill: series.color,\n        },\n      })\n    }\n\n    return nodes\n  },\n\n  hitTest(): HitResult | null {\n    // Sparklines typically don't need hit testing\n    return null\n  },\n}\n\nfunction buildSparklinePath(points: { x: number; y: number }[]): string {\n  if (points.length === 0) return ''\n  if (points.length === 1) return `M${formatNum(points[0]!.x)},${formatNum(points[0]!.y)}`\n\n  // Simple monotone interpolation\n  const pb = new PathBuilder()\n  pb.moveTo(points[0]!.x, points[0]!.y)\n\n  if (points.length === 2) {\n    pb.lineTo(points[1]!.x, points[1]!.y)\n    return pb.build()\n  }\n\n  for (let i = 0; i < points.length - 1; i++) {\n    const p0 = points[Math.max(0, i - 1)]!\n    const p1 = points[i]!\n    const p2 = points[i + 1]!\n    const p3 = points[Math.min(points.length - 1, i + 2)]!\n\n    const cp1x = p1.x + (p2.x - p0.x) / 6\n    const cp1y = p1.y + (p2.y - p0.y) / 6\n    const cp2x = p2.x - (p3.x - p1.x) / 6\n    const cp2y = p2.y - (p3.y - p1.y) / 6\n\n    pb.curveTo(cp1x, cp1y, cp2x, cp2y, p2.x, p2.y)\n  }\n\n  return pb.build()\n}\n"]}