@forgecharts/sdk 1.1.27 → 1.1.28

package/dist/tscript/runtime.js

@@ -0,0 +1,475 @@
+/**
+ * TScript Runtime — tree-walking interpreter.
+ *
+ * Execution model
+ * ───────────────
+ * A TScript program is executed once per compiled bar in left-to-right,
+ * top-to-bottom statement order.  The runtime keeps a persistent `Scope`
+ * so that `Series` variables accumulate history across bars.
+ *
+ * Built-in series (available in every script):
+ *   open, high, low, close, volume, hl2, hlc3, ohlc4, bar_index
+ *
+ * Built-in TA functions:
+ *   sma(src, length)   — simple moving average
+ *   ema(src, length)   — exponential moving average
+ *   wma(src, length)   — weighted moving average
+ *   rma(src, length)   — Wilder's (RMA) moving average
+ *   stdev(src, length) — rolling standard deviation
+ *   highest(src, n)    — rolling max over n bars
+ *   lowest(src, n)     — rolling min over n bars
+ *   change(src, n?)    — src - src[n] (default n=1)
+ *   mom(src, length)   — momentum = change(src, length)
+ *   atr(length)        — Average True Range
+ *   crossover(a, b)    — a crosses above b
+ *   crossunder(a, b)   — a crosses below b
+ *   nz(x, y?)          — replace NaN with y (default 0)
+ *   na(x)              — true if x is NaN
+ *   abs(x)             — Math.abs
+ *   max(...)           — Math.max over args
+ *   min(...)           — Math.min over args
+ *   round(x)           — Math.round
+ *   floor(x)           — Math.floor
+ *   ceil(x)            — Math.ceil
+ *   sqrt(x)            — Math.sqrt
+ *   log(x)             — Math.log
+ *   pow(x, y)          — Math.pow
+ *   sign(x)            — Math.sign
+ *
+ * Built-in utility functions:
+ *   input(default, ...)  — returns the default value (params resolved externally)
+ *   plot(value, ...)     — records a value for the current bar
+ *   barssince(cond)      — bars since condition was true
+ */
+import { Series } from './series';
+import { Parser } from './parser';
+// ─── Scope helpers ────────────────────────────────────────────────────────────
+function _num(v, ctx) {
+    if (v instanceof Series)
+        return v.value;
+    if (typeof v === 'number')
+        return v;
+    if (typeof v === 'boolean')
+        return v ? 1 : 0;
+    throw new TypeError(`[TScript] ${ctx}: expected number, got ${typeof v}`);
+}
+function _bool(v) {
+    if (v instanceof Series)
+        return !isNaN(v.value) && v.value !== 0;
+    if (typeof v === 'number')
+        return !isNaN(v) && v !== 0;
+    if (typeof v === 'boolean')
+        return v;
+    return Boolean(v);
+}
+// ─── TScriptRuntime ───────────────────────────────────────────────────────────
+export class TScriptRuntime {
+    _program;
+    _scope = new Map();
+    _plotSeries = []; // one entry per plot() call order
+    // Public metadata set by indicator() declaration
+    title = 'Script';
+    constructor(src) {
+        this._program = new Parser(src).parse();
+        // Extract title from first IndicatorDecl if present
+        for (const stmt of this._program.stmts) {
+            if (stmt.kind === 'IndicatorDecl') {
+                this.title = stmt.title;
+                break;
+            }
+        }
+    }
+    /**
+     * Execute one bar.
+     *
+     * Call this in chronological order for every OHLCV bar.
+     * The runtime updates all built-in series with the bar's OHLCV values,
+     * then re-executes the full program body.
+     *
+     * @returns the current values of all `plot()` series after this bar.
+     */
+    execBar(bar, barIndex) {
+        // ── Push OHLCV values into built-in series ────────────────────────────────
+        this._pushBuiltin('open', bar.open);
+        this._pushBuiltin('high', bar.high);
+        this._pushBuiltin('low', bar.low);
+        this._pushBuiltin('close', bar.close);
+        this._pushBuiltin('volume', bar.volume);
+        this._pushBuiltin('hl2', (bar.high + bar.low) / 2);
+        this._pushBuiltin('hlc3', (bar.high + bar.low + bar.close) / 3);
+        this._pushBuiltin('ohlc4', (bar.open + bar.high + bar.low + bar.close) / 4);
+        this._pushBuiltin('bar_index', barIndex);
+        // ── Reset per-bar plot accumulators ───────────────────────────────────────
+        this._plotIdx = 0;
+        // ── Execute all statements (skipping IndicatorDecl) ──────────────────────
+        for (const stmt of this._program.stmts) {
+            this._execStmt(stmt);
+        }
+    }
+    /**
+     * Run the full bar history and return IndicatorPoint arrays indexed by
+     * plot() call order.
+     *
+     * @param bars   chronologically ordered OHLCV array
+     */
+    run(bars) {
+        this.reset();
+        for (let i = 0; i < bars.length; i++) {
+            this.execBar(bars[i], i);
+        }
+        return this.getPlots(bars);
+    }
+    /**
+     * Snapshot the current plot series as IndicatorPoint arrays.
+     * Must be called after `run()` or after the last `execBar()`.
+     * @param bars the same bar array passed to run() — used for timestamps.
+     */
+    getPlots(bars) {
+        return this._plotSeries.map((series) => {
+            const values = series.toArray(); // oldest→newest
+            const offset = bars.length - values.length;
+            return values
+                .map((value, i) => ({
+                time: bars[offset + i].time,
+                value,
+            }))
+                .filter((p) => !isNaN(p.value));
+        });
+    }
+    /** Reset all persistent series state (call on symbol/timeframe change). */
+    reset() {
+        for (const v of this._scope.values()) {
+            if (v instanceof Series)
+                v.reset();
+        }
+        for (const s of this._plotSeries)
+            s.reset();
+        this._plotIdx = 0;
+    }
+    // ─── Private: statement execution ───────────────────────────────────────────
+    _execStmt(stmt) {
+        switch (stmt.kind) {
+            case 'IndicatorDecl': break; // handled at construction
+            case 'AssignStmt':
+                this._execAssign(stmt);
+                break;
+            case 'ExprStmt':
+                this._evalExpr(stmt.expr);
+                break;
+        }
+    }
+    _execAssign(stmt) {
+        const rhs = this._evalExpr(stmt.value);
+        const existing = this._scope.get(stmt.name);
+        if (existing instanceof Series) {
+            // Persist a series variable: push the new value each bar
+            existing.push(_num(rhs, `assignment to '${stmt.name}'`));
+        }
+        else {
+            // First assignment: if RHS is a number, wrap in a Series for history
+            if (typeof rhs === 'number' || rhs instanceof Series) {
+                const series = new Series(1000);
+                series.push(rhs instanceof Series ? rhs.value : rhs);
+                this._scope.set(stmt.name, series);
+            }
+            else {
+                this._scope.set(stmt.name, rhs);
+            }
+        }
+    }
+    // ─── Private: expression evaluation ─────────────────────────────────────────
+    // eslint-disable-next-line @typescript-eslint/no-explicit-any
+    _evalExpr(expr) {
+        switch (expr.kind) {
+            case 'NumberLit': return expr.value;
+            case 'StringLit': return expr.value;
+            case 'BoolLit': return expr.value;
+            case 'Identifier': return this._evalIdent(expr);
+            case 'IndexExpr': return this._evalIndex(expr);
+            case 'CallExpr': return this._evalCall(expr);
+            case 'BinaryExpr': return this._evalBinary(expr);
+            case 'UnaryExpr': return this._evalUnary(expr);
+            case 'TernaryExpr': return this._evalTernary(expr);
+            case 'LogicalExpr': return this._evalLogical(expr);
+        }
+    }
+    _evalIdent(expr) {
+        const v = this._scope.get(expr.name);
+        if (v === undefined) {
+            throw new ReferenceError(`[TScript] Undefined variable '${expr.name}'`);
+        }
+        // Return the Series itself; callers use _num() to coerce if needed.
+        return v;
+    }
+    _evalIndex(expr) {
+        const series = this._evalExpr(expr.series);
+        const idx = _num(this._evalExpr(expr.index), 'series index');
+        if (!(series instanceof Series)) {
+            throw new TypeError('[TScript] Index operator [] can only be applied to a series');
+        }
+        return series.get(Math.round(idx));
+    }
+    _evalBinary(expr) {
+        const l = _num(this._evalExpr(expr.left), `left of '${expr.op}'`);
+        const r = _num(this._evalExpr(expr.right), `right of '${expr.op}'`);
+        switch (expr.op) {
+            case '+': return l + r;
+            case '-': return l - r;
+            case '*': return l * r;
+            case '/': return r === 0 ? NaN : l / r;
+            case '%': return l % r;
+            case '<': return l < r;
+            case '>': return l > r;
+            case '<=': return l <= r;
+            case '>=': return l >= r;
+            case '==': return l === r;
+            case '!=': return l !== r;
+        }
+    }
+    _evalUnary(expr) {
+        if (expr.op === 'not')
+            return !_bool(this._evalExpr(expr.operand));
+        return -_num(this._evalExpr(expr.operand), 'unary -');
+    }
+    _evalTernary(expr) {
+        return _bool(this._evalExpr(expr.condition))
+            ? this._evalExpr(expr.consequent)
+            : this._evalExpr(expr.alternate);
+    }
+    _evalLogical(expr) {
+        const l = _bool(this._evalExpr(expr.left));
+        if (expr.op === 'and')
+            return l ? _bool(this._evalExpr(expr.right)) : false;
+        return l ? true : _bool(this._evalExpr(expr.right));
+    }
+    // ─── Built-in function dispatch ──────────────────────────────────────────────
+    _plotIdx = 0;
+    _evalCall(expr) {
+        const fn = expr.callee;
+        const args = expr.args;
+        switch (fn) {
+            // ── Utility ────────────────────────────────────────────────────────────
+            case 'input': {
+                // input(default) — return default value; full param resolution is external
+                if (args.length === 0)
+                    return 0;
+                const def = this._evalExpr(args[0]);
+                return typeof def === 'string' ? parseFloat(def) || 0 : _num(def, 'input()');
+            }
+            case 'plot': {
+                const value = _num(this._evalExpr(args[0]), 'plot()');
+                const idx = this._plotIdx++;
+                if (idx >= this._plotSeries.length) {
+                    this._plotSeries.push(new Series(1000));
+                }
+                this._plotSeries[idx].push(value);
+                return value;
+            }
+            case 'na': {
+                if (args.length > 0) {
+                    const v = this._evalExpr(args[0]);
+                    return typeof v === 'number' ? isNaN(v) : v instanceof Series ? isNaN(v.value) : false;
+                }
+                return NaN;
+            }
+            case 'nz': {
+                const v = _num(this._evalExpr(args[0]), 'nz()');
+                const fallback = args.length > 1 ? _num(this._evalExpr(args[1]), 'nz() fallback') : 0;
+                return isNaN(v) ? fallback : v;
+            }
+            case 'abs': return Math.abs(_num(this._evalExpr(args[0]), 'abs()'));
+            case 'round': return Math.round(_num(this._evalExpr(args[0]), 'round()'));
+            case 'floor': return Math.floor(_num(this._evalExpr(args[0]), 'floor()'));
+            case 'ceil': return Math.ceil(_num(this._evalExpr(args[0]), 'ceil()'));
+            case 'sqrt': return Math.sqrt(_num(this._evalExpr(args[0]), 'sqrt()'));
+            case 'log': return Math.log(_num(this._evalExpr(args[0]), 'log()'));
+            case 'sign': return Math.sign(_num(this._evalExpr(args[0]), 'sign()'));
+            case 'pow': {
+                const base = _num(this._evalExpr(args[0]), 'pow() base');
+                const exp = _num(this._evalExpr(args[1]), 'pow() exponent');
+                return Math.pow(base, exp);
+            }
+            case 'max': return Math.max(...args.map((a) => _num(this._evalExpr(a), 'max()')));
+            case 'min': return Math.min(...args.map((a) => _num(this._evalExpr(a), 'min()')));
+            // ── TA functions ────────────────────────────────────────────────────────
+            case 'sma': return this._ta_sma(args);
+            case 'ema': return this._ta_ema(args);
+            case 'wma': return this._ta_wma(args);
+            case 'rma': return this._ta_rma(args);
+            case 'stdev': return this._ta_stdev(args);
+            case 'highest': return this._ta_rolling(args, Math.max);
+            case 'lowest': return this._ta_rolling(args, Math.min);
+            case 'change': return this._ta_change(args);
+            case 'mom': return this._ta_change(args);
+            case 'atr': return this._ta_atr(args);
+            case 'crossover': return this._ta_crossover(args);
+            case 'crossunder': return this._ta_crossunder(args);
+            case 'barssince': return this._ta_barssince(args);
+            default:
+                throw new ReferenceError(`[TScript] Unknown function '${fn}'`);
+        }
+    }
+    // ─── TA helpers ──────────────────────────────────────────────────────────────
+    /** Resolve a call argument as a Series (wrapping scalar if needed). */
+    _argSeries(arg, ctx) {
+        const v = this._evalExpr(arg);
+        if (v instanceof Series)
+            return v;
+        if (typeof v === 'number') {
+            // Inline scalar: treat as a constant series with only the current value
+            const s = new Series(2);
+            s.push(v);
+            return s;
+        }
+        throw new TypeError(`[TScript] ${ctx}: expected a series`);
+    }
+    _argInt(arg, ctx) {
+        return Math.round(_num(this._evalExpr(arg), ctx));
+    }
+    _ta_sma(args) {
+        const src = this._argSeries(args[0], 'sma(src)');
+        const period = this._argInt(args[1], 'sma(length)');
+        if (src.length < period)
+            return NaN;
+        let sum = 0;
+        for (let i = 0; i < period; i++)
+            sum += src.get(i);
+        return sum / period;
+    }
+    _ta_ema(args) {
+        const src = this._argSeries(args[0], 'ema(src)');
+        const period = this._argInt(args[1], 'ema(length)');
+        if (src.length < period)
+            return NaN;
+        // Persistent EMA state: store the last EMA value in a named internal Series
+        const stateKey = `__ema_${args[0].kind}_${period}`;
+        let prevEMA = this._getInternalNum(stateKey);
+        const k = 2 / (period + 1);
+        const cur = src.get(0);
+        const newEMA = isNaN(prevEMA)
+            ? this._smaOfSeries(src, period) // seed with SMA on first valid bar
+            : cur * k + prevEMA * (1 - k);
+        this._setInternal(stateKey, newEMA);
+        return newEMA;
+    }
+    _ta_wma(args) {
+        const src = this._argSeries(args[0], 'wma(src)');
+        const period = this._argInt(args[1], 'wma(length)');
+        if (src.length < period)
+            return NaN;
+        const denom = (period * (period + 1)) / 2;
+        let sum = 0;
+        for (let i = 0; i < period; i++)
+            sum += src.get(i) * (period - i);
+        return sum / denom;
+    }
+    _ta_rma(args) {
+        // Wilder's RMA: alpha = 1/period
+        const src = this._argSeries(args[0], 'rma(src)');
+        const period = this._argInt(args[1], 'rma(length)');
+        if (src.length < period)
+            return NaN;
+        const stateKey = `__rma_${args[0].kind}_${period}`;
+        let prev = this._getInternalNum(stateKey);
+        const alpha = 1 / period;
+        const cur = src.get(0);
+        const result = isNaN(prev) ? this._smaOfSeries(src, period) : alpha * cur + (1 - alpha) * prev;
+        this._setInternal(stateKey, result);
+        return result;
+    }
+    _ta_stdev(args) {
+        const src = this._argSeries(args[0], 'stdev(src)');
+        const period = this._argInt(args[1], 'stdev(length)');
+        if (src.length < period)
+            return NaN;
+        const mean = this._smaOfSeries(src, period);
+        let variance = 0;
+        for (let i = 0; i < period; i++) {
+            const diff = src.get(i) - mean;
+            variance += diff * diff;
+        }
+        return Math.sqrt(variance / period);
+    }
+    _ta_rolling(args, fn) {
+        const src = this._argSeries(args[0], 'highest/lowest(src)');
+        const period = this._argInt(args[1], 'highest/lowest(length)');
+        if (src.length < period)
+            return NaN;
+        let result = src.get(0);
+        for (let i = 1; i < period; i++)
+            result = fn(result, src.get(i));
+        return result;
+    }
+    _ta_change(args) {
+        const src = this._argSeries(args[0], 'change(src)');
+        const period = args.length > 1 ? this._argInt(args[1], 'change(length)') : 1;
+        if (src.length <= period)
+            return NaN;
+        return src.get(0) - src.get(period);
+    }
+    _ta_atr(args) {
+        const period = this._argInt(args[0], 'atr(length)');
+        const high = this._scope.get('high');
+        const low = this._scope.get('low');
+        const close = this._scope.get('close');
+        if (!(high instanceof Series) || !(low instanceof Series) || !(close instanceof Series)) {
+            return NaN;
+        }
+        if (high.length < 2)
+            return NaN;
+        const h = high.get(0);
+        const l = low.get(0);
+        const pc = close.get(1); // previous close
+        const tr = Math.max(h - l, Math.abs(h - pc), Math.abs(l - pc));
+        const stateKey = `__atr_${period}`;
+        let prev = this._getInternalNum(stateKey);
+        const alpha = 1 / period;
+        const result = isNaN(prev) ? tr : alpha * tr + (1 - alpha) * prev;
+        this._setInternal(stateKey, result);
+        return result;
+    }
+    _ta_crossover(args) {
+        const a = this._argSeries(args[0], 'crossover(a)');
+        const b = this._argSeries(args[1], 'crossover(b)');
+        return a.get(0) > b.get(0) && a.get(1) <= b.get(1);
+    }
+    _ta_crossunder(args) {
+        const a = this._argSeries(args[0], 'crossunder(a)');
+        const b = this._argSeries(args[1], 'crossunder(b)');
+        return a.get(0) < b.get(0) && a.get(1) >= b.get(1);
+    }
+    _ta_barssince(args) {
+        const cond = this._argSeries(args[0], 'barssince(cond)');
+        for (let i = 0; i < cond.length; i++) {
+            if (_bool(cond.get(i)))
+                return i;
+        }
+        return NaN;
+    }
+    // ─── Internal state helpers ──────────────────────────────────────────────────
+    /** Persistent scalar state for stateful TA functions (EMA, RMA, ATR). */
+    _internalState = new Map();
+    _getInternalNum(key) {
+        return this._internalState.get(key) ?? NaN;
+    }
+    _setInternal(key, value) {
+        this._internalState.set(key, value);
+    }
+    /** Push a value into a named built-in Series, creating it if needed. */
+    _pushBuiltin(name, value) {
+        let series = this._scope.get(name);
+        if (!(series instanceof Series)) {
+            series = new Series(1000);
+            this._scope.set(name, series);
+        }
+        series.push(value);
+    }
+    /** Compute a simple rolling average directly from a Series (no state). */
+    _smaOfSeries(src, period) {
+        let sum = 0;
+        for (let i = 0; i < period; i++)
+            sum += src.get(i);
+        return sum / period;
+    }
+}
+//# sourceMappingURL=runtime.js.map

package/dist/tscript/runtime.js.map

@@ -0,0 +1 @@
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package/dist/tscript/series.d.ts

@@ -0,0 +1,49 @@
+/**
+ * TScript Series — fixed-capacity ring buffer for historical bar data.
+ *
+ * Access pattern mirrors Pine Script:
+ *   series.value       — current (bar 0) value
+ *   series.get(0)      — same as .value
+ *   series.get(1)      — 1 bar ago
+ *   series.get(n)      — n bars ago (returns NaN if out of range)
+ *
+ * Internally the ring buffer stores the `capacity` most recent values in a
+ * circular array, so `.push()` is O(1) with no allocation after warm-up.
+ *
+ * @example
+ * ```ts
+ * const s = new Series(500);
+ * s.push(1); s.push(2); s.push(3);
+ * s.get(0); // 3 (current)
+ * s.get(1); // 2 (one bar ago)
+ * s.get(2); // 1 (two bars ago)
+ * ```
+ */
+export declare class Series {
+    private readonly _buf;
+    private readonly _cap;
+    private _head;
+    private _len;
+    constructor(capacity?: number);
+    /** Append a new value at the current bar position. */
+    push(value: number): void;
+    /**
+     * Retrieve a historical value.
+     * @param lookback  0 = current bar, 1 = previous bar, etc.
+     */
+    get(lookback: number): number;
+    /** Alias for get(0). */
+    get value(): number;
+    /** Number of values stored (up to capacity). */
+    get length(): number;
+    /** Ring-buffer capacity. */
+    get capacity(): number;
+    /**
+     * Snapshot: returns all stored values in chronological order
+     * (oldest first, newest last).
+     */
+    toArray(): number[];
+    /** Reset the buffer (e.g. on symbol change). */
+    reset(): void;
+}
+//# sourceMappingURL=series.d.ts.map

package/dist/tscript/series.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"series.d.ts","sourceRoot":"","sources":["../../src/tscript/series.ts"],"names":[],"mappings":"AAAA;;;;;;;;;;;;;;;;;;;;GAoBG;AACH,qBAAa,MAAM;IACjB,OAAO,CAAC,QAAQ,CAAC,IAAI,CAAe;IACpC,OAAO,CAAC,QAAQ,CAAC,IAAI,CAAS;IAC9B,OAAO,CAAC,KAAK,CAAa;IAC1B,OAAO,CAAC,IAAI,CAAc;gBAEd,QAAQ,SAAO;IAK3B,sDAAsD;IACtD,IAAI,CAAC,KAAK,EAAE,MAAM,GAAG,IAAI;IAMzB;;;OAGG;IACH,GAAG,CAAC,QAAQ,EAAE,MAAM,GAAG,MAAM;IAO7B,wBAAwB;IACxB,IAAI,KAAK,IAAI,MAAM,CAElB;IAED,gDAAgD;IAChD,IAAI,MAAM,IAAI,MAAM,CAEnB;IAED,4BAA4B;IAC5B,IAAI,QAAQ,IAAI,MAAM,CAErB;IAED;;;OAGG;IACH,OAAO,IAAI,MAAM,EAAE;IAQnB,gDAAgD;IAChD,KAAK,IAAI,IAAI;CAKd"}

package/dist/tscript/series.js

@@ -0,0 +1,79 @@
+/**
+ * TScript Series — fixed-capacity ring buffer for historical bar data.
+ *
+ * Access pattern mirrors Pine Script:
+ *   series.value       — current (bar 0) value
+ *   series.get(0)      — same as .value
+ *   series.get(1)      — 1 bar ago
+ *   series.get(n)      — n bars ago (returns NaN if out of range)
+ *
+ * Internally the ring buffer stores the `capacity` most recent values in a
+ * circular array, so `.push()` is O(1) with no allocation after warm-up.
+ *
+ * @example
+ * ```ts
+ * const s = new Series(500);
+ * s.push(1); s.push(2); s.push(3);
+ * s.get(0); // 3 (current)
+ * s.get(1); // 2 (one bar ago)
+ * s.get(2); // 1 (two bars ago)
+ * ```
+ */
+export class Series {
+    _buf;
+    _cap;
+    _head = 0; // index of the NEXT write slot
+    _len = 0; // number of values stored so far
+    constructor(capacity = 1000) {
+        this._cap = capacity;
+        this._buf = new Float64Array(capacity).fill(NaN);
+    }
+    /** Append a new value at the current bar position. */
+    push(value) {
+        this._buf[this._head] = value;
+        this._head = (this._head + 1) % this._cap;
+        if (this._len < this._cap)
+            this._len++;
+    }
+    /**
+     * Retrieve a historical value.
+     * @param lookback  0 = current bar, 1 = previous bar, etc.
+     */
+    get(lookback) {
+        if (lookback < 0 || lookback >= this._len)
+            return NaN;
+        // Head points to NEXT slot, so current value is at head-1
+        const idx = (this._head - 1 - lookback + this._cap * 2) % this._cap;
+        return this._buf[idx];
+    }
+    /** Alias for get(0). */
+    get value() {
+        return this.get(0);
+    }
+    /** Number of values stored (up to capacity). */
+    get length() {
+        return this._len;
+    }
+    /** Ring-buffer capacity. */
+    get capacity() {
+        return this._cap;
+    }
+    /**
+     * Snapshot: returns all stored values in chronological order
+     * (oldest first, newest last).
+     */
+    toArray() {
+        const out = new Array(this._len);
+        for (let i = 0; i < this._len; i++) {
+            out[i] = this.get(this._len - 1 - i);
+        }
+        return out;
+    }
+    /** Reset the buffer (e.g. on symbol change). */
+    reset() {
+        this._buf.fill(NaN);
+        this._head = 0;
+        this._len = 0;
+    }
+}
+//# sourceMappingURL=series.js.map

package/dist/tscript/series.js.map

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