@continuumdao/continuum-node-sdk 1.3.7 → 1.3.9

package/dist/core/chart/overlay-schemas.js.map

@@ -0,0 +1 @@
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package/dist/core/chart/overlays.d.ts

@@ -0,0 +1,7 @@
+import type { SdkResult } from '../result.js';
+import type { PrepareChartOutput } from './schemas.js';
+import type { ChartOverlayInput } from './overlay-schemas.js';
+type NormalizedChartSeries = PrepareChartOutput['chart']['series'][number];
+export declare function expandChartOverlays(baseSeries: NormalizedChartSeries[], overlays: ChartOverlayInput[] | undefined): SdkResult<NormalizedChartSeries[]>;
+export {};
+//# sourceMappingURL=overlays.d.ts.map

package/dist/core/chart/overlays.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"overlays.d.ts","sourceRoot":"","sources":["../../../src/core/chart/overlays.ts"],"names":[],"mappings":"AACA,OAAO,KAAK,EAAC,SAAS,EAAC,MAAM,cAAc,CAAC;AAE5C,OAAO,KAAK,EAAC,kBAAkB,EAAC,MAAM,cAAc,CAAC;AACrD,OAAO,KAAK,EAAC,iBAAiB,EAAC,MAAM,sBAAsB,CAAC;AAE5D,KAAK,qBAAqB,GAAG,kBAAkB,CAAC,OAAO,CAAC,CAAC,QAAQ,CAAC,CAAC,MAAM,CAAC,CAAC;AAylB3E,wBAAgB,mBAAmB,CAClC,UAAU,EAAE,qBAAqB,EAAE,EACnC,QAAQ,EAAE,iBAAiB,EAAE,GAAG,SAAS,GACvC,SAAS,CAAC,qBAAqB,EAAE,CAAC,CA4FpC"}

package/dist/core/chart/overlays.js

@@ -0,0 +1,579 @@
+import { calculateTechnicalIndicator } from '../ta/calculate.js';
+const DEFAULT_MA_PERIOD = 20;
+const DEFAULT_BOLLINGER_PERIOD = 20;
+const DEFAULT_BOLLINGER_STD_DEV = 2;
+const DEFAULT_RSI_PERIOD = 14;
+const MACD_HIST_UP = '#22c55e';
+const MACD_HIST_DOWN = '#ef4444';
+const ALL_FIB_LEVELS = [0, 0.236, 0.382, 0.5, 0.618, 0.786, 1];
+function findSourceSeries(seriesList, sourceSeriesId) {
+    const source = seriesList.find(s => s.id === sourceSeriesId);
+    if (!source) {
+        return { ok: false, reason: `Overlay source series "${sourceSeriesId}" not found.` };
+    }
+    const times = [];
+    const closes = [];
+    let high = Number.NEGATIVE_INFINITY;
+    let low = Number.POSITIVE_INFINITY;
+    for (const row of source.data) {
+        const time = row.time;
+        if (time == null) {
+            continue;
+        }
+        if (source.type === 'candlestick') {
+            const close = row.close;
+            const rowHigh = row.high;
+            const rowLow = row.low;
+            if (typeof close !== 'number' ||
+                typeof rowHigh !== 'number' ||
+                typeof rowLow !== 'number' ||
+                ![close, rowHigh, rowLow].every(Number.isFinite)) {
+                continue;
+            }
+            times.push(time);
+            closes.push(close);
+            high = Math.max(high, rowHigh);
+            low = Math.min(low, rowLow);
+            continue;
+        }
+        if (source.type === 'line' || source.type === 'area') {
+            const value = row.value;
+            if (typeof value !== 'number' || !Number.isFinite(value)) {
+                continue;
+            }
+            times.push(time);
+            closes.push(value);
+            high = Math.max(high, value);
+            low = Math.min(low, value);
+        }
+    }
+    if (times.length === 0) {
+        return {
+            ok: false,
+            reason: `Overlay source "${sourceSeriesId}" has no usable price points (use candlestick or line).`,
+        };
+    }
+    if (!Number.isFinite(high) || !Number.isFinite(low)) {
+        return { ok: false, reason: `Overlay source "${sourceSeriesId}" has invalid high/low range.` };
+    }
+    return { ok: true, data: { times, closes, high, low } };
+}
+function primaryTimeSpan(seriesList) {
+    const primary = seriesList.find(s => s.type === 'candlestick' || s.type === 'line');
+    if (!primary || primary.data.length === 0) {
+        return {
+            ok: false,
+            reason: 'Chart needs a candlestick or line series to span Fibonacci horizontal lines.',
+        };
+    }
+    const times = primary.data.map(r => r.time).filter(t => t != null);
+    if (times.length === 0) {
+        return { ok: false, reason: 'Chart has no valid times for Fibonacci lines.' };
+    }
+    return { ok: true, data: { timeStart: times[0], timeEnd: times.at(-1) } };
+}
+function alignNumericIndicator(times, values, warmupCount) {
+    const out = [];
+    if (values.length < times.length) {
+        const offset = times.length - values.length;
+        for (let j = 0; j < values.length; j++) {
+            const value = values[j];
+            if (typeof value !== 'number' || !Number.isFinite(value)) {
+                continue;
+            }
+            out.push({ time: times[offset + j], value });
+        }
+        return out;
+    }
+    const len = Math.min(times.length, values.length);
+    for (let i = warmupCount; i < len; i++) {
+        const value = values[i];
+        if (typeof value !== 'number' || !Number.isFinite(value)) {
+            continue;
+        }
+        out.push({ time: times[i], value });
+    }
+    return out;
+}
+function alignObjectIndicatorRows(times, rows, warmupCount) {
+    const out = [];
+    if (rows.length < times.length) {
+        const offset = times.length - rows.length;
+        for (let j = 0; j < rows.length; j++) {
+            const row = rows[j];
+            if (!row || typeof row !== 'object') {
+                continue;
+            }
+            out.push({ time: times[offset + j], row: row });
+        }
+        return out;
+    }
+    const len = Math.min(times.length, rows.length);
+    for (let i = warmupCount; i < len; i++) {
+        const row = rows[i];
+        if (!row || typeof row !== 'object') {
+            continue;
+        }
+        out.push({ time: times[i], row: row });
+    }
+    return out;
+}
+function computeMaOverlay(overlay, source) {
+    const period = overlay.period ?? DEFAULT_MA_PERIOD;
+    const indicator = overlay.type;
+    const result = calculateTechnicalIndicator({
+        indicator,
+        params: { period },
+        input: { values: source.closes },
+        options: { maxPoints: source.closes.length },
+    });
+    if (!result.ok) {
+        return result;
+    }
+    const data = alignNumericIndicator(source.times, result.data.result, result.data.warmupCount);
+    if (data.length === 0) {
+        return {
+            ok: false,
+            reason: `Overlay ${indicator}(${period}) has no points after warmup on source series.`,
+        };
+    }
+    const id = overlay.id ?? `${indicator}${period}_${overlay.sourceSeriesId}`;
+    const label = overlay.label ?? `${indicator.toUpperCase()}(${period})`;
+    return {
+        ok: true,
+        data: [
+            {
+                id,
+                type: 'line',
+                label,
+                data,
+                priceScaleId: overlay.priceScaleId ?? 'right',
+                overlay: overlay.overlay ?? true,
+                style: overlay.style ?? { lineStyle: 'solid', lineWidth: 2 },
+            },
+        ],
+    };
+}
+function computeBollingerOverlay(overlay, source) {
+    const period = overlay.period ?? DEFAULT_BOLLINGER_PERIOD;
+    const stdDev = overlay.stdDev ?? DEFAULT_BOLLINGER_STD_DEV;
+    const result = calculateTechnicalIndicator({
+        indicator: 'bollingerbands',
+        params: { period, stdDev },
+        input: { values: source.closes },
+        options: { maxPoints: source.closes.length },
+    });
+    if (!result.ok) {
+        return result;
+    }
+    const rows = result.data.result;
+    if (!Array.isArray(rows) || rows.length === 0) {
+        return { ok: false, reason: 'Overlay bollinger returned no data.' };
+    }
+    const upper = [];
+    const middle = [];
+    const lower = [];
+    const aligned = alignObjectIndicatorRows(source.times, rows, result.data.warmupCount);
+    for (const { time, row } of aligned) {
+        const u = pickNumber(row, ['upper', 'Upper']);
+        const m = pickNumber(row, ['middle', 'Middle']);
+        const l = pickNumber(row, ['lower', 'Lower']);
+        if (u != null) {
+            upper.push({ time, value: u });
+        }
+        if (m != null) {
+            middle.push({ time, value: m });
+        }
+        if (l != null) {
+            lower.push({ time, value: l });
+        }
+    }
+    if (middle.length === 0) {
+        return {
+            ok: false,
+            reason: `Overlay bollinger(${period}, ${stdDev}) has no points after warmup.`,
+        };
+    }
+    const prefix = overlay.id ?? `bb${period}_${overlay.sourceSeriesId}`;
+    const baseStyle = overlay.style ?? { lineWidth: 1 };
+    return {
+        ok: true,
+        data: [
+            {
+                id: `${prefix}_upper`,
+                type: 'line',
+                label: `BB upper (${period})`,
+                data: upper,
+                priceScaleId: overlay.priceScaleId ?? 'right',
+                overlay: overlay.overlay ?? true,
+                style: { ...baseStyle, lineStyle: 'dashed' },
+            },
+            {
+                id: `${prefix}_middle`,
+                type: 'line',
+                label: `BB middle (${period})`,
+                data: middle,
+                priceScaleId: overlay.priceScaleId ?? 'right',
+                overlay: overlay.overlay ?? true,
+                style: { ...baseStyle, lineStyle: 'solid' },
+            },
+            {
+                id: `${prefix}_lower`,
+                type: 'line',
+                label: `BB lower (${period})`,
+                data: lower,
+                priceScaleId: overlay.priceScaleId ?? 'right',
+                overlay: overlay.overlay ?? true,
+                style: { ...baseStyle, lineStyle: 'dashed' },
+            },
+        ],
+    };
+}
+function horizontalLineData(timeStart, timeEnd, value) {
+    return [
+        { time: timeStart, value },
+        { time: timeEnd, value },
+    ];
+}
+function computeFibonacciOverlay(overlay, timeStart, timeEnd, range) {
+    const { high, low, trend } = range;
+    if (!Number.isFinite(high) || !Number.isFinite(low) || high === low) {
+        return { ok: false, reason: 'Fibonacci overlay requires distinct finite high and low.' };
+    }
+    const result = calculateTechnicalIndicator({
+        indicator: 'fibonacci',
+        input: { range: { high, low, trend } },
+    });
+    if (!result.ok) {
+        return result;
+    }
+    const levelRows = result.data.result;
+    const allowed = overlay.levels?.length
+        ? new Set(overlay.levels)
+        : new Set(ALL_FIB_LEVELS);
+    const prefix = overlay.id ?? `fib_${overlay.sourceSeriesId ?? `${high}_${low}`}`;
+    const baseStyle = overlay.style ?? {
+        lineStyle: 'dotted',
+        lineWidth: 1,
+    };
+    const seriesOut = [];
+    for (const row of levelRows) {
+        const level = row.level;
+        const value = row.value;
+        const percentage = row.percentage;
+        if (typeof level !== 'number' || typeof value !== 'number' || !Number.isFinite(value)) {
+            continue;
+        }
+        if (!allowed.has(level)) {
+            continue;
+        }
+        const pctLabel = typeof percentage === 'string' && percentage.trim()
+            ? percentage.trim()
+            : `${level * 100}%`;
+        seriesOut.push({
+            id: `${prefix}_${String(level).replace('.', '_')}`,
+            type: 'line',
+            label: `Fib ${pctLabel}`,
+            data: horizontalLineData(timeStart, timeEnd, value),
+            priceScaleId: overlay.priceScaleId ?? 'right',
+            overlay: overlay.overlay ?? true,
+            style: baseStyle,
+        });
+    }
+    if (seriesOut.length === 0) {
+        return { ok: false, reason: 'Fibonacci overlay produced no level lines.' };
+    }
+    return { ok: true, data: seriesOut };
+}
+function oscillatorPaneId(overlay, index) {
+    const base = overlay.id ?? `${overlay.type}_${index}`;
+    return `osc_${base.replace(/[^a-zA-Z0-9_-]/g, '_')}`;
+}
+function tagSeriesPane(series, paneId) {
+    return series.map(s => ({ ...s, paneId }));
+}
+function pickNumber(row, keys) {
+    for (const key of keys) {
+        const direct = row[key];
+        if (typeof direct === 'number' && Number.isFinite(direct)) {
+            return direct;
+        }
+        const lowerKey = key.toLowerCase();
+        for (const [k, v] of Object.entries(row)) {
+            if (k.toLowerCase() === lowerKey && typeof v === 'number' && Number.isFinite(v)) {
+                return v;
+            }
+        }
+    }
+    return null;
+}
+function computeRsiOverlay(overlay, source, paneId) {
+    const period = overlay.period ?? DEFAULT_RSI_PERIOD;
+    const result = calculateTechnicalIndicator({
+        indicator: 'rsi',
+        params: { period },
+        input: { values: source.closes },
+        options: { maxPoints: source.closes.length },
+    });
+    if (!result.ok) {
+        return result;
+    }
+    const data = alignNumericIndicator(source.times, result.data.result, result.data.warmupCount);
+    if (data.length === 0) {
+        return { ok: false, reason: `Overlay rsi(${period}) has no points after warmup.` };
+    }
+    const id = overlay.id ?? `rsi${period}_${overlay.sourceSeriesId}`;
+    return {
+        ok: true,
+        data: tagSeriesPane([
+            {
+                id,
+                type: 'line',
+                label: overlay.label ?? `RSI(${period})`,
+                data,
+                priceScaleId: 'right',
+                overlay: true,
+                style: overlay.style ?? { lineStyle: 'solid', lineWidth: 2 },
+            },
+        ], paneId),
+    };
+}
+function computeMacdOverlay(overlay, source, paneId) {
+    const params = {
+        ...(overlay.fastPeriod != null ? { fastPeriod: overlay.fastPeriod } : {}),
+        ...(overlay.slowPeriod != null ? { slowPeriod: overlay.slowPeriod } : {}),
+        ...(overlay.signalPeriod != null ? { signalPeriod: overlay.signalPeriod } : {}),
+    };
+    const result = calculateTechnicalIndicator({
+        indicator: 'macd',
+        params,
+        input: { values: source.closes },
+        options: { maxPoints: source.closes.length },
+    });
+    if (!result.ok) {
+        return result;
+    }
+    const rows = result.data.result;
+    if (!Array.isArray(rows) || rows.length === 0) {
+        return { ok: false, reason: 'Overlay macd returned no data.' };
+    }
+    const macdLine = [];
+    const signalLine = [];
+    const histogram = [];
+    const aligned = alignObjectIndicatorRows(source.times, rows, result.data.warmupCount);
+    for (const { time, row } of aligned) {
+        const macd = pickNumber(row, ['MACD', 'macd']);
+        const signal = pickNumber(row, ['signal', 'Signal']);
+        const hist = pickNumber(row, ['histogram', 'Histogram']);
+        if (macd != null) {
+            macdLine.push({ time, value: macd });
+        }
+        if (signal != null) {
+            signalLine.push({ time, value: signal });
+        }
+        if (hist != null) {
+            histogram.push({
+                time,
+                value: hist,
+                color: hist >= 0 ? MACD_HIST_UP : MACD_HIST_DOWN,
+            });
+        }
+    }
+    if (macdLine.length === 0 && histogram.length === 0) {
+        return { ok: false, reason: 'Overlay macd has no points after warmup (need more price history).' };
+    }
+    const prefix = overlay.id ?? `macd_${overlay.sourceSeriesId}`;
+    const baseStyle = overlay.style ?? { lineWidth: 1 };
+    return {
+        ok: true,
+        data: tagSeriesPane([
+            {
+                id: `${prefix}_line`,
+                type: 'line',
+                label: 'MACD',
+                data: macdLine,
+                priceScaleId: 'right',
+                overlay: true,
+                style: { ...baseStyle, lineStyle: 'solid', color: '#2962FF' },
+            },
+            {
+                id: `${prefix}_signal`,
+                type: 'line',
+                label: 'Signal',
+                data: signalLine,
+                priceScaleId: 'right',
+                overlay: true,
+                style: { ...baseStyle, lineStyle: 'dashed', color: '#FF6D00' },
+            },
+            {
+                id: `${prefix}_hist`,
+                type: 'histogram',
+                label: 'MACD hist',
+                data: histogram,
+                priceScaleId: 'right',
+                overlay: true,
+            },
+        ], paneId),
+    };
+}
+function computeStochasticRsiOverlay(overlay, source, paneId) {
+    const params = {
+        ...(overlay.rsiPeriod != null ? { rsiPeriod: overlay.rsiPeriod } : {}),
+        ...(overlay.stochasticPeriod != null
+            ? { stochasticPeriod: overlay.stochasticPeriod }
+            : {}),
+        ...(overlay.kPeriod != null ? { kPeriod: overlay.kPeriod } : {}),
+        ...(overlay.dPeriod != null ? { dPeriod: overlay.dPeriod } : {}),
+    };
+    const result = calculateTechnicalIndicator({
+        indicator: 'stochasticrsi',
+        params,
+        input: { values: source.closes },
+        options: { maxPoints: source.closes.length },
+    });
+    if (!result.ok) {
+        return result;
+    }
+    const rows = result.data.result;
+    if (!Array.isArray(rows) || rows.length === 0) {
+        return { ok: false, reason: 'Overlay stochasticrsi returned no data.' };
+    }
+    const kLine = [];
+    const dLine = [];
+    const aligned = alignObjectIndicatorRows(source.times, rows, result.data.warmupCount);
+    for (const { time, row } of aligned) {
+        const k = pickNumber(row, ['k', 'K']);
+        const d = pickNumber(row, ['d', 'D']);
+        if (k != null) {
+            kLine.push({ time, value: k });
+        }
+        if (d != null) {
+            dLine.push({ time, value: d });
+        }
+    }
+    if (kLine.length === 0) {
+        return {
+            ok: false,
+            reason: 'Overlay stochasticrsi has no points after warmup (need more price history).',
+        };
+    }
+    const prefix = overlay.id ?? `stochrsi_${overlay.sourceSeriesId}`;
+    const baseStyle = overlay.style ?? { lineWidth: 1 };
+    return {
+        ok: true,
+        data: tagSeriesPane([
+            {
+                id: `${prefix}_k`,
+                type: 'line',
+                label: 'Stoch RSI %K',
+                data: kLine,
+                priceScaleId: 'right',
+                overlay: true,
+                style: { ...baseStyle, lineStyle: 'solid', color: '#2962FF' },
+            },
+            {
+                id: `${prefix}_d`,
+                type: 'line',
+                label: 'Stoch RSI %D',
+                data: dLine,
+                priceScaleId: 'right',
+                overlay: true,
+                style: { ...baseStyle, lineStyle: 'dashed', color: '#FF6D00' },
+            },
+        ], paneId),
+    };
+}
+function assertUniqueSeriesIds(seriesList) {
+    const seen = new Set();
+    for (const series of seriesList) {
+        if (seen.has(series.id)) {
+            return { ok: false, reason: `Duplicate chart series id "${series.id}".` };
+        }
+        seen.add(series.id);
+    }
+    return { ok: true, data: undefined };
+}
+export function expandChartOverlays(baseSeries, overlays) {
+    if (!overlays?.length) {
+        return { ok: true, data: baseSeries };
+    }
+    const expanded = [...baseSeries];
+    let oscillatorIndex = 0;
+    for (const overlay of overlays) {
+        let overlaySeries;
+        if (overlay.type === 'fibonacci') {
+            const span = primaryTimeSpan(baseSeries);
+            if (!span.ok) {
+                return span;
+            }
+            let range;
+            if (overlay.range) {
+                range = overlay.range;
+            }
+            else {
+                const sourceResult = findSourceSeries(baseSeries, overlay.sourceSeriesId);
+                if (!sourceResult.ok) {
+                    return sourceResult;
+                }
+                range = {
+                    high: sourceResult.data.high,
+                    low: sourceResult.data.low,
+                    trend: overlay.trend ?? 'up',
+                };
+            }
+            overlaySeries = computeFibonacciOverlay(overlay, span.data.timeStart, span.data.timeEnd, range);
+        }
+        else if (overlay.type === 'rsi' ||
+            overlay.type === 'macd' ||
+            overlay.type === 'stochasticrsi') {
+            const sourceResult = findSourceSeries(baseSeries, overlay.sourceSeriesId);
+            if (!sourceResult.ok) {
+                return sourceResult;
+            }
+            const paneId = oscillatorPaneId(overlay, oscillatorIndex++);
+            if (overlay.type === 'rsi') {
+                overlaySeries = computeRsiOverlay(overlay, sourceResult.data, paneId);
+            }
+            else if (overlay.type === 'macd') {
+                overlaySeries = computeMacdOverlay(overlay, sourceResult.data, paneId);
+            }
+            else if (overlay.type === 'stochasticrsi') {
+                overlaySeries = computeStochasticRsiOverlay(overlay, sourceResult.data, paneId);
+            }
+            else {
+                return { ok: false, reason: `Unsupported oscillator overlay type.` };
+            }
+        }
+        else {
+            const sourceResult = findSourceSeries(baseSeries, overlay.sourceSeriesId);
+            if (!sourceResult.ok) {
+                return sourceResult;
+            }
+            if (overlay.type === 'sma' || overlay.type === 'ema') {
+                overlaySeries = computeMaOverlay(overlay, sourceResult.data);
+            }
+            else if (overlay.type === 'bollinger') {
+                overlaySeries = computeBollingerOverlay(overlay, sourceResult.data);
+            }
+            else {
+                return { ok: false, reason: `Unsupported overlay type.` };
+            }
+        }
+        if (!overlaySeries.ok) {
+            return overlaySeries;
+        }
+        expanded.push(...overlaySeries.data);
+    }
+    if (expanded.length > 40) {
+        return {
+            ok: false,
+            reason: `Chart would have ${expanded.length} series after overlays (max 40).`,
+        };
+    }
+    const unique = assertUniqueSeriesIds(expanded);
+    if (!unique.ok) {
+        return unique;
+    }
+    return { ok: true, data: expanded };
+}
+//# sourceMappingURL=overlays.js.map

package/dist/core/chart/overlays.js.map

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package/dist/core/chart/panes.d.ts

@@ -0,0 +1,7 @@
+import type { ChartV1Payload } from './schemas.js';
+export declare const MAIN_CHART_PANE_ID = "main";
+export declare function buildPaneLayout(chart: ChartV1Payload): ChartV1Payload;
+export declare function seriesPaneId(series: {
+    paneId?: string;
+}): string;
+//# sourceMappingURL=panes.d.ts.map

package/dist/core/chart/panes.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"panes.d.ts","sourceRoot":"","sources":["../../../src/core/chart/panes.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAC,cAAc,EAAC,MAAM,cAAc,CAAC;AAEjD,eAAO,MAAM,kBAAkB,SAAS,CAAC;AAMzC,wBAAgB,eAAe,CAAC,KAAK,EAAE,cAAc,GAAG,cAAc,CAgCrE;AAED,wBAAgB,YAAY,CAAC,MAAM,EAAE;IAAC,MAAM,CAAC,EAAE,MAAM,CAAA;CAAC,GAAG,MAAM,CAE9D"}