@forgecharts/sdk 1.1.27 → 1.1.28

package/dist/api/IndicatorDAG.js

@@ -0,0 +1,316 @@
+/**
+ * IndicatorDAG — Directed Acyclic Graph for indicator computation.
+ *
+ * Allows indicators to be chained: e.g. EMA can consume SMA's output instead
+ * of raw OHLCV prices. Circular dependencies are rejected at registration time.
+ * Results are cached and recomputed only when inputs actually change.
+ *
+ * Incremental fast-path: when a single bar is appended, SMA and EMA extend
+ * their result by exactly one point in O(1) time.
+ *
+ * @example
+ * ```ts
+ * const dag = new IndicatorDAG();
+ * dag.addNode('sma1', { type: 'sma', params: { period: 20 } });
+ * dag.addNode('ema1', { type: 'ema', params: { period: 10 }, sourceId: 'sma1' });
+ *
+ * dag.execute(bars);                        // SMA first, then EMA(SMA)
+ * const result = dag.getResult('ema1');     // { kind: 'series', points: [...] }
+ * ```
+ */
+import { extractField, computeSMAFromSeries, computeEMAFromSeries, computeWMAFromSeries, computeRSI, computeMACD, computeVolume, } from '../core/IndicatorEngine';
+import { TScriptIndicator } from '../tscript/TScriptIndicator';
+function _configEqual(a, b) {
+    return (a.type === b.type &&
+        a.sourceId === b.sourceId &&
+        a.sourceField === b.sourceField &&
+        JSON.stringify(a.params) === JSON.stringify(b.params));
+}
+// ─── IndicatorDAG ─────────────────────────────────────────────────────────────
+export class IndicatorDAG {
+    _nodes = new Map();
+    // ─── Registration ───────────────────────────────────────────────────────────
+    /**
+     * Registers a node for `id`.
+     * If the node already exists its config is updated if changed.
+     * Throws `'[IndicatorDAG] Circular dependency detected'` if adding `id`
+     * would form a cycle.
+     */
+    addNode(id, config) {
+        const existing = this._nodes.get(id);
+        if (existing) {
+            if (!_configEqual(existing.config, config)) {
+                existing.config = config;
+                existing.dirty = true;
+                existing.result = null;
+                this._markDependentsDirty(id);
+            }
+            return;
+        }
+        this._nodes.set(id, {
+            id,
+            config,
+            result: null,
+            lastBarsLen: -1,
+            lastInputLen: -1,
+            lastBarClose: NaN,
+            dirty: true,
+        });
+        // Validate immediately — undo and rethrow if a cycle is formed.
+        try {
+            this._topoSort();
+        }
+        catch (e) {
+            this._nodes.delete(id);
+            throw e;
+        }
+    }
+    /** Removes `id` and marks any indicators that depended on it as dirty. */
+    removeNode(id) {
+        this._nodes.delete(id);
+        this._markDependentsDirty(id);
+    }
+    /**
+     * Syncs the DAG to exactly the provided indicator list.
+     * Adds new nodes, removes obsolete ones, updates changed configs.
+     * Throws if the resulting graph contains a cycle.
+     */
+    sync(indicators) {
+        const incoming = new Set(indicators.map((i) => i.id));
+        // Remove nodes no longer present.
+        for (const id of [...this._nodes.keys()]) {
+            if (!incoming.has(id)) {
+                this._nodes.delete(id);
+                this._markDependentsDirty(id);
+            }
+        }
+        // Add or refresh nodes.
+        for (const { id, config } of indicators) {
+            const node = this._nodes.get(id);
+            if (!node) {
+                this._nodes.set(id, {
+                    id,
+                    config,
+                    result: null,
+                    lastBarsLen: -1,
+                    lastInputLen: -1,
+                    lastBarClose: NaN,
+                    dirty: true,
+                });
+            }
+            else if (!_configEqual(node.config, config)) {
+                node.config = config;
+                node.dirty = true;
+                node.result = null;
+                this._markDependentsDirty(id);
+            }
+        }
+        // Validate the whole graph (after all additions) — throws on cycle.
+        this._topoSort();
+    }
+    // ─── Execution ──────────────────────────────────────────────────────────────
+    /**
+     * Runs all dirty nodes in topological order.
+     *
+     * When the OHLCV array grew by exactly one bar since a node's last run and
+     * its input series also grew by one, SMA and EMA use an O(1) incremental
+     * append path. All other types fall back to a full recompute.
+     *
+     * @returns `true` if any node was executed.
+     */
+    execute(bars) {
+        const order = this._topoSort();
+        let executed = false;
+        for (const id of order) {
+            const node = this._nodes.get(id);
+            if (!this._needsRun(node, bars))
+                continue;
+            executed = true;
+            const input = this._resolveSource(node, bars);
+            const canIncremental = node.result !== null &&
+                node.result.kind === 'series' &&
+                node.result.points.length > 0 &&
+                input.length === node.lastInputLen + 1 &&
+                bars.length === node.lastBarsLen + 1;
+            node.result = canIncremental
+                ? this._appendOne(node, input, node.result.points, bars)
+                : this._computeFull(node, input, bars);
+            node.dirty = false;
+            node.lastBarsLen = bars.length;
+            node.lastInputLen = input.length;
+            node.lastBarClose = bars.length > 0 ? bars[bars.length - 1].close : NaN;
+        }
+        return executed;
+    }
+    /** Forces every node to recompute on the next `execute()` call. */
+    invalidateAll() {
+        for (const node of this._nodes.values()) {
+            node.dirty = true;
+        }
+    }
+    isDirty() {
+        return [...this._nodes.values()].some((n) => n.dirty);
+    }
+    // ─── Results ────────────────────────────────────────────────────────────────
+    getResult(id) {
+        return this._nodes.get(id)?.result ?? null;
+    }
+    getAllResults() {
+        const out = new Map();
+        for (const [id, node] of this._nodes) {
+            if (node.result !== null)
+                out.set(id, node.result);
+        }
+        return out;
+    }
+    // ─── Topological sort (Kahn's algorithm) ────────────────────────────────────
+    /**
+     * Returns node ids in topological execution order.
+     * Throws `'[IndicatorDAG] Circular dependency detected'` when a cycle exists.
+     */
+    _topoSort() {
+        const inDeg = new Map();
+        const adj = new Map(); // sourceId → dependent ids
+        for (const node of this._nodes.values()) {
+            if (!inDeg.has(node.id))
+                inDeg.set(node.id, 0);
+            const src = node.config.sourceId;
+            if (src !== undefined && this._nodes.has(src)) {
+                if (!adj.has(src))
+                    adj.set(src, []);
+                adj.get(src).push(node.id);
+                inDeg.set(node.id, (inDeg.get(node.id) ?? 0) + 1);
+            }
+        }
+        const queue = [...this._nodes.keys()].filter((id) => (inDeg.get(id) ?? 0) === 0);
+        const order = [];
+        while (queue.length > 0) {
+            const curr = queue.shift();
+            order.push(curr);
+            for (const dep of adj.get(curr) ?? []) {
+                const d = (inDeg.get(dep) ?? 0) - 1;
+                inDeg.set(dep, d);
+                if (d === 0)
+                    queue.push(dep);
+            }
+        }
+        if (order.length !== this._nodes.size) {
+            throw new Error('[IndicatorDAG] Circular dependency detected');
+        }
+        return order;
+    }
+    // ─── Private helpers ────────────────────────────────────────────────────────
+    _needsRun(node, bars) {
+        if (node.dirty || node.result === null)
+            return true;
+        if (bars.length !== node.lastBarsLen)
+            return true;
+        // Rerun when the forming bar's close has changed (live WS tick updating in-place).
+        if (bars.length > 0 && bars[bars.length - 1].close !== node.lastBarClose)
+            return true;
+        // Rerun if the source indicator has newer data.
+        const srcId = node.config.sourceId;
+        if (srcId !== undefined) {
+            const src = this._nodes.get(srcId);
+            if (src && src.lastBarsLen !== node.lastBarsLen)
+                return true;
+        }
+        return false;
+    }
+    /** Returns the ordered input series for `node` — either from a source indicator or raw price field. */
+    _resolveSource(node, bars) {
+        const srcId = node.config.sourceId;
+        if (srcId !== undefined) {
+            const src = this._nodes.get(srcId);
+            if (src?.result?.kind === 'series')
+                return src.result.points;
+            // Source is missing, MACD, or not yet computed — fall through to raw bars.
+        }
+        const field = node.config.sourceField ?? 'close';
+        return bars.map((b) => ({ time: b.time, value: extractField(b, field) }));
+    }
+    /** Full recompute of a node's result. */
+    _computeFull(node, input, bars) {
+        const p = (node.config.params ?? {});
+        switch (node.config.type) {
+            case 'sma':
+                return { kind: 'series', points: computeSMAFromSeries(input, p['period'] ?? 20) };
+            case 'ema':
+                return { kind: 'series', points: computeEMAFromSeries(input, p['period'] ?? 20) };
+            case 'wma':
+                return { kind: 'series', points: computeWMAFromSeries(input, p['period'] ?? 20) };
+            case 'rsi':
+                return { kind: 'series', points: computeRSI(bars, p['period'] ?? 14) };
+            case 'volume':
+                return { kind: 'series', points: computeVolume(bars) };
+            case 'macd':
+                return {
+                    kind: 'macd',
+                    points: computeMACD(bars, p['fast'] ?? 12, p['slow'] ?? 26, p['signal'] ?? 9),
+                };
+            case 'bbands': {
+                // Bollinger Bands — represented as three series; store middle band as primary.
+                const period = p['period'] ?? 20;
+                const sma = computeSMAFromSeries(input, period);
+                return { kind: 'series', points: sma }; // renderer handles bbands specially
+            }
+            case 'script': {
+                const src = node.config.script;
+                if (!src)
+                    return { kind: 'series', points: [] };
+                // Compile once, reuse across bars.
+                if (!node.scriptRuntime) {
+                    node.scriptRuntime = new TScriptIndicator(src);
+                }
+                const plots = node.scriptRuntime.run(bars);
+                // First plot() call becomes the primary series.
+                return { kind: 'series', points: plots[0] ?? [] };
+            }
+            default:
+                // Identity passthrough for unknown / future types.
+                return { kind: 'series', points: [...input] };
+        }
+    }
+    /**
+     * O(1) append of a single new point.
+     * Only called when `canIncremental` is true (input grew by exactly one element).
+     * Falls back to `_computeFull` for types that have no O(1) path.
+     */
+    _appendOne(node, input, prev, bars) {
+        const p = (node.config.params ?? {});
+        const last = input[input.length - 1];
+        switch (node.config.type) {
+            case 'sma': {
+                const period = p['period'] ?? 20;
+                if (input.length < period || prev.length === 0) {
+                    return this._computeFull(node, input, bars);
+                }
+                // O(1): newSMA = (prevSMA * period - outgoing + incoming) / period
+                const prevSMA = prev[prev.length - 1].value;
+                const outgoing = input[input.length - 1 - period]?.value ?? 0;
+                const newValue = (prevSMA * period - outgoing + last.value) / period;
+                return { kind: 'series', points: [...prev, { time: last.time, value: newValue }] };
+            }
+            case 'ema': {
+                const period = p['period'] ?? 20;
+                const k = 2 / (period + 1);
+                const prevEMA = prev[prev.length - 1].value;
+                const newValue = last.value * k + prevEMA * (1 - k);
+                return { kind: 'series', points: [...prev, { time: last.time, value: newValue }] };
+            }
+            default:
+                return this._computeFull(node, input, bars);
+        }
+    }
+    /** Recursively marks all indicators that depend on `sourceId` as dirty. */
+    _markDependentsDirty(sourceId) {
+        for (const node of this._nodes.values()) {
+            if (node.config.sourceId === sourceId && !node.dirty) {
+                node.dirty = true;
+                node.result = null;
+                this._markDependentsDirty(node.id);
+            }
+        }
+    }
+}
+//# sourceMappingURL=IndicatorDAG.js.map

package/dist/api/IndicatorDAG.js.map

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package/dist/api/IndicatorRegistry.d.ts

@@ -0,0 +1,22 @@
+import type { IndicatorConfig, IndicatorInstance } from '@forgecharts/types';
+/**
+ * IndicatorRegistry — tracks active indicator instances for a chart.
+ * Rendering is a separate concern (handled by sub-pane renderers, out of SDK scope).
+ */
+export declare class IndicatorRegistry {
+    private readonly _map;
+    /**
+     * Registers a new indicator and returns its opaque id.
+     */
+    add(config: IndicatorConfig): string;
+    /**
+     * Removes an indicator by id.
+     * @returns `true` if the indicator existed and was removed.
+     */
+    remove(id: string): boolean;
+    get(id: string): IndicatorInstance | undefined;
+    has(id: string): boolean;
+    all(): readonly IndicatorInstance[];
+    clear(): void;
+}
+//# sourceMappingURL=IndicatorRegistry.d.ts.map

package/dist/api/IndicatorRegistry.d.ts.map

@@ -0,0 +1 @@
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package/dist/api/IndicatorRegistry.js

@@ -0,0 +1,39 @@
+let _counter = 0;
+function nextId() {
+    return `indicator_${(++_counter).toString().padStart(4, '0')}`;
+}
+/**
+ * IndicatorRegistry — tracks active indicator instances for a chart.
+ * Rendering is a separate concern (handled by sub-pane renderers, out of SDK scope).
+ */
+export class IndicatorRegistry {
+    _map = new Map();
+    /**
+     * Registers a new indicator and returns its opaque id.
+     */
+    add(config) {
+        const id = nextId();
+        this._map.set(id, { id, config });
+        return id;
+    }
+    /**
+     * Removes an indicator by id.
+     * @returns `true` if the indicator existed and was removed.
+     */
+    remove(id) {
+        return this._map.delete(id);
+    }
+    get(id) {
+        return this._map.get(id);
+    }
+    has(id) {
+        return this._map.has(id);
+    }
+    all() {
+        return [...this._map.values()];
+    }
+    clear() {
+        this._map.clear();
+    }
+}
+//# sourceMappingURL=IndicatorRegistry.js.map

package/dist/api/IndicatorRegistry.js.map

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package/dist/api/LayoutManager.d.ts

@@ -0,0 +1,30 @@
+import type { ChartLayout, ChartInterval, ChartTheme, IndicatorInstance, Drawing, Viewport, PaneDescriptor } from '@forgecharts/types';
+/**
+ * LayoutManager — pure serialisation / deserialisation of chart state.
+ * No side effects; state mutations are the caller's responsibility.
+ */
+export declare class LayoutManager {
+    /**
+     * Produces a serialisable snapshot of the current chart state.
+     */
+    static save(params: {
+        symbol: string;
+        interval: ChartInterval;
+        theme: ChartTheme;
+        indicators: readonly IndicatorInstance[];
+        drawings: readonly Drawing[];
+        viewport?: Viewport;
+        panes?: readonly PaneDescriptor[];
+    }): ChartLayout;
+    /**
+     * Serialises a layout to a JSON string safe for `localStorage` / remote persistence.
+     */
+    static toJSON(layout: ChartLayout): string;
+    /**
+     * Parses a JSON string back into a ChartLayout.
+     * Throws if the string is malformed.
+     */
+    static fromJSON(raw: string): ChartLayout;
+    private static _isLayout;
+}
+//# sourceMappingURL=LayoutManager.d.ts.map

package/dist/api/LayoutManager.d.ts.map

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package/dist/api/LayoutManager.js

@@ -0,0 +1,51 @@
+/**
+ * LayoutManager — pure serialisation / deserialisation of chart state.
+ * No side effects; state mutations are the caller's responsibility.
+ */
+export class LayoutManager {
+    /**
+     * Produces a serialisable snapshot of the current chart state.
+     */
+    static save(params) {
+        return {
+            symbol: params.symbol,
+            interval: params.interval,
+            theme: params.theme,
+            indicators: [...params.indicators],
+            drawings: [...params.drawings],
+            ...(params.viewport !== undefined ? { viewport: params.viewport } : {}),
+            ...(params.panes !== undefined && params.panes.length > 0 ? { panes: [...params.panes] } : {}),
+            savedAt: Date.now(),
+        };
+    }
+    /**
+     * Serialises a layout to a JSON string safe for `localStorage` / remote persistence.
+     */
+    static toJSON(layout) {
+        return JSON.stringify(layout);
+    }
+    /**
+     * Parses a JSON string back into a ChartLayout.
+     * Throws if the string is malformed.
+     */
+    static fromJSON(raw) {
+        const parsed = JSON.parse(raw);
+        if (!LayoutManager._isLayout(parsed)) {
+            throw new Error('[ForgeCharts] LayoutManager.fromJSON: invalid layout schema');
+        }
+        return parsed;
+    }
+    static _isLayout(v) {
+        if (typeof v !== 'object' || v === null)
+            return false;
+        const l = v;
+        return (typeof l['symbol'] === 'string' &&
+            typeof l['interval'] === 'string' &&
+            typeof l['theme'] === 'string' &&
+            Array.isArray(l['indicators']) &&
+            Array.isArray(l['drawings']) &&
+            typeof l['savedAt'] === 'number' &&
+            (l['panes'] === undefined || Array.isArray(l['panes'])));
+    }
+}
+//# sourceMappingURL=LayoutManager.js.map

package/dist/api/LayoutManager.js.map

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package/dist/api/PaneManager.d.ts

@@ -0,0 +1,42 @@
+import type { PaneDescriptor } from '@forgecharts/types';
+/**
+ * PaneManager — manages the collection of sub-pane (indicator panel) descriptors.
+ *
+ * Each `PaneDescriptor` carries:
+ *  - a stable `id`
+ *  - a `heightFraction` (0–1, all panes sum to 1)
+ *  - the `indicatorIds` assigned to that pane
+ *
+ * Height redistribution is proportional: when a pane is added/removed/resized,
+ * the remaining panes absorb or donate height proportionally to their current sizes.
+ */
+export declare class PaneManager {
+    private _panes;
+    getPanes(): readonly PaneDescriptor[];
+    /**
+     * Creates a new pane, distributing total height evenly across all panes.
+     * @returns The new pane's id.
+     */
+    createPane(label?: string): string;
+    /**
+     * Removes a pane and redistributes its height fraction to remaining panes.
+     */
+    removePane(id: string): void;
+    /**
+     * Assigns an indicator to a pane, removing it from any previous pane first.
+     */
+    assignIndicator(indicatorId: string, paneId: string): void;
+    /**
+     * Unassigns an indicator from whichever pane currently holds it.
+     */
+    unassignIndicator(indicatorId: string): void;
+    /**
+     * Resizes a pane by setting its `heightFraction`, clamped to [0.05, 0.9].
+     * Remaining panes absorb the difference proportionally.
+     */
+    resizePane(id: string, newFraction: number): void;
+    serialize(): readonly PaneDescriptor[];
+    restore(panes: readonly PaneDescriptor[]): void;
+    clear(): void;
+}
+//# sourceMappingURL=PaneManager.d.ts.map

package/dist/api/PaneManager.d.ts.map

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package/dist/api/PaneManager.js

@@ -0,0 +1,119 @@
+let _paneId = 0;
+function _nextId() {
+    return `pane-${(++_paneId).toString()}`;
+}
+/**
+ * PaneManager — manages the collection of sub-pane (indicator panel) descriptors.
+ *
+ * Each `PaneDescriptor` carries:
+ *  - a stable `id`
+ *  - a `heightFraction` (0–1, all panes sum to 1)
+ *  - the `indicatorIds` assigned to that pane
+ *
+ * Height redistribution is proportional: when a pane is added/removed/resized,
+ * the remaining panes absorb or donate height proportionally to their current sizes.
+ */
+export class PaneManager {
+    _panes = [];
+    getPanes() {
+        return this._panes;
+    }
+    /**
+     * Creates a new pane, distributing total height evenly across all panes.
+     * @returns The new pane's id.
+     */
+    createPane(label) {
+        const id = _nextId();
+        const newFraction = 1 / (this._panes.length + 1);
+        // Shrink existing panes proportionally
+        this._panes = this._panes.map((p) => ({
+            ...p,
+            heightFraction: p.heightFraction * (1 - newFraction),
+        }));
+        this._panes.push({
+            id,
+            heightFraction: newFraction,
+            indicatorIds: [],
+            ...(label !== undefined ? { label } : {}),
+        });
+        return id;
+    }
+    /**
+     * Removes a pane and redistributes its height fraction to remaining panes.
+     */
+    removePane(id) {
+        const idx = this._panes.findIndex((p) => p.id === id);
+        if (idx === -1)
+            return;
+        const freed = this._panes[idx].heightFraction;
+        this._panes.splice(idx, 1);
+        if (this._panes.length > 0) {
+            const total = this._panes.reduce((s, p) => s + p.heightFraction, 0);
+            if (total > 0) {
+                this._panes = this._panes.map((p) => ({
+                    ...p,
+                    heightFraction: p.heightFraction + freed * (p.heightFraction / total),
+                }));
+            }
+            else {
+                const even = 1 / this._panes.length;
+                this._panes = this._panes.map((p) => ({ ...p, heightFraction: even }));
+            }
+        }
+    }
+    /**
+     * Assigns an indicator to a pane, removing it from any previous pane first.
+     */
+    assignIndicator(indicatorId, paneId) {
+        // Remove from every pane first (mutual exclusion)
+        this._panes = this._panes.map((p) => ({
+            ...p,
+            indicatorIds: p.indicatorIds.filter((iid) => iid !== indicatorId),
+        }));
+        const idx = this._panes.findIndex((p) => p.id === paneId);
+        if (idx === -1)
+            return;
+        const pane = this._panes[idx];
+        this._panes[idx] = { ...pane, indicatorIds: [...pane.indicatorIds, indicatorId] };
+    }
+    /**
+     * Unassigns an indicator from whichever pane currently holds it.
+     */
+    unassignIndicator(indicatorId) {
+        this._panes = this._panes.map((p) => ({
+            ...p,
+            indicatorIds: p.indicatorIds.filter((iid) => iid !== indicatorId),
+        }));
+    }
+    /**
+     * Resizes a pane by setting its `heightFraction`, clamped to [0.05, 0.9].
+     * Remaining panes absorb the difference proportionally.
+     */
+    resizePane(id, newFraction) {
+        const clamped = Math.min(Math.max(newFraction, 0.05), 0.9);
+        const idx = this._panes.findIndex((p) => p.id === id);
+        if (idx === -1)
+            return;
+        const old = this._panes[idx].heightFraction;
+        const delta = clamped - old;
+        const othersTotal = this._panes.reduce((s, p, i) => (i !== idx ? s + p.heightFraction : s), 0);
+        this._panes = this._panes.map((p, i) => {
+            if (i === idx)
+                return { ...p, heightFraction: clamped };
+            const share = othersTotal > 0
+                ? p.heightFraction / othersTotal
+                : 1 / Math.max(1, this._panes.length - 1);
+            return { ...p, heightFraction: Math.max(0.05, p.heightFraction - delta * share) };
+        });
+    }
+    serialize() {
+        return [...this._panes];
+    }
+    restore(panes) {
+        this._panes = [...panes];
+    }
+    clear() {
+        this._panes = [];
+    }
+}
+//# sourceMappingURL=PaneManager.js.map