@hoox-sh/pynets 0.4.0 → 0.6.0

package/src/runtime/compile/emit_call.ts

@@ -46,6 +46,8 @@ const NS = new Set([
   "syminfo",
   "timenow",
   "chart",
+  "footprint",
+  "volume_row",
 ]);
 
 /** TaEngine methods we emit. Unknown `ta.*` → `null`. */
@@ -153,6 +155,44 @@ const TA_METHODS = new Set([
   "volume_profile_high",
   "volume_profile_low",
   "volume_thrust",
+  "sma_weighted",
+  "apo",
+  "atr_normalized",
+  "beta",
+  "r_squared",
+  "comovement",
+  "skewness",
+  "kurtosis",
+  "volume_weighted_momentum",
+  "parkinson",
+  "garman_klass",
+  "mean_reversion_score",
+  "market_condition",
+  "order_flow_imbalance",
+  "liquidity_score",
+  "fear_greed_index",
+  "crowd_sentiment",
+  "smart_money_flow",
+  "trend_confirmation_score",
+  "max_loss_level",
+  "profit_lock_level",
+  "position_sizing",
+  "kelly_criterion",
+  "risk_reward_ratio",
+  "risk_reward_asymmetry",
+  "probability_of_movement",
+  "trend_strength",
+  "breakeven_level",
+  "market_structure_pivot",
+  "position_sizing_score",
+  "trailing_exit_level",
+  "optimal_entry_zone",
+  "mean_reversion_entry",
+  "multi_timeframe_signal",
+  "market_timing_index",
+  "regime_adaptive_signal",
+  "strategy_score",
+  "breakout_detection",
 ]);
 
 /**
@@ -453,6 +493,8 @@ export function emitCall(ctx: EmitCtx, node: Call, visit: VisitFn): string {
 
   const req = emitRequest(ctx, name, args);
   if (req != null) return req;
+  const fp = emitFootprint(name, args);
+  if (fp != null) return fp;
 
   return "null";
 }
@@ -526,6 +568,26 @@ function hasArg(args: CallArgs, index: number, names: string[]): boolean {
   return index >= 0 && index < args.pos.length;
 }
 
+/** Bare series names: Python sees a `PineSeries`, so list-only handlers return `na`. */
+const BARE_SERIES_NAMES = new Set([
+  "open",
+  "high",
+  "low",
+  "close",
+  "volume",
+  "hl2",
+  "hlc3",
+  "ohlc4",
+  "hlcc4",
+  "time",
+  "time_close",
+]);
+
+function hasSeriesArg(args: CallArgs): boolean {
+  const isSeries = (n: expr): boolean => n.kind === "Name" && BARE_SERIES_NAMES.has(n.id);
+  return args.posNodes.some(isSeries) || Object.values(args.kwNodes).some(isSeries);
+}
+
 /** True when a keyword argument named one of *names* is present (interpret hasKwarg). */
 function hasAnyKw(args: CallArgs, names: string[]): boolean {
   return names.some((n) => Object.hasOwn(args.kw, n));
@@ -563,6 +625,11 @@ function cellList(expr: string): string {
   return `(() => { const __v = ${expr}; const __cell = (e) => (e == null ? null : typeof e === "boolean" ? (e ? 1 : 0) : (typeof e === "number" && Number.isFinite(e) ? e : null)); if (__v != null && typeof __v.size === "function" && typeof __v.get === "function") { const __n = __v.size(); const __o = []; for (let __i = 0; __i < __n; __i++) __o.push(__cell(__v.get(__i))); return __o; } return [__cell(__v)]; })()`;
 }
 
+/** Interpret `seriesLastCell`: array → last cell; scalar → the value itself. */
+function cellLast(expr: string): string {
+  return `(() => { const __v = ${expr}; const __cell = (e) => (e == null ? null : typeof e === "boolean" ? (e ? 1 : 0) : (typeof e === "number" && Number.isFinite(e) ? e : null)); if (__v != null && typeof __v.size === "function" && typeof __v.get === "function") { const __n = __v.size(); return __n === 0 ? null : __cell(__v.get(__n - 1)); } return __cell(__v); })()`;
+}
+
 const DRAW_KINDS = new Set(["label", "line", "box", "table", "polyline", "linefill"]);
 
 const ARRAY_SIGS: Record<string, string[][]> = {
@@ -949,6 +1016,10 @@ function emitDraw(ctx: EmitCtx, name: string, methodSrc: expr | null, args: Call
       code = `__h.draw.box_new(__bar_idx, ${pick(args, 0, ["left"], "0")}, ${pick(args, 1, ["top"], "0")}, ${pick(args, 2, ["right"], "0")}, ${pick(args, 3, ["bottom"], "0")})`;
     } else if (kind === "polyline") {
       code = `__h.draw.polyline_new(__bar_idx, ${pick(args, 0, ["points"], "null")})`;
+    } else if (kind === "table") {
+      // Pine positional order: (position, columns, rows, bgcolor, frame_color,
+      // frame_width, border_color, border_width, force_overlay).
+      code = `__h.draw.table_new(__bar_idx, ${pick(args, 0, ["position"], "null")}, ${pick(args, 1, ["columns"], "null")}, ${pick(args, 2, ["rows"], "null")}, ${pick(args, 3, ["bgcolor"], "null")}, ${pick(args, 4, ["frame_color"], "null")}, ${pick(args, 5, ["frame_width"], "null")}, ${pick(args, 6, ["border_color"], "null")}, ${pick(args, 7, ["border_width"], "null")}, ${pick(args, 8, ["force_overlay"], "null")})`;
     } else if (kind === "linefill") {
       const color = hasArg(args, 2, ["color"]) ? pick(args, 2, ["color"], "null") : "null";
       code = `__h.draw.linefill_new(__bar_idx, ${pick(args, 0, ["id1", "line1"], "null")}, ${pick(args, 1, ["id2", "line2"], "null")}, ${color})`;
@@ -1018,7 +1089,6 @@ const SECURITY_FUNCS = new Set([
   "security_lower_tf",
   "request_security",
   "request_security_lower_tf",
-  "request_seed",
 ]);
 
 const SIMPLE_CHART_EXPR = new Set([
@@ -1064,10 +1134,60 @@ function emitRequest(ctx: EmitCtx, name: string, args: CallArgs): string | null
   if (name === "request_currency_rate" || name === "currency_rate") {
     return `__h.currencyRate(${pick(args, 0, ["from", "from_currency"], "null")}, ${pick(args, 1, ["to", "to_currency"], "null")})`;
   }
+  if (name === "request_seed") {
+    return `__h.requestSeed(${pick(args, 0, ["seed"], "0")})`;
+  }
+  if (name === "request_footprint") {
+    return `__h.requestFootprint(${pick(args, 0, ["num_ticks"], "100")}, ${pick(args, 1, ["va_percentage"], "70")})`;
+  }
   if (name.startsWith("request_")) return "null";
   return null;
 }
 
+/** Python `request.footprint` mock + `footprint.*` / `volume_row.*` accessors. */
+function emitFootprint(name: string, args: CallArgs): string | null {
+  const fp = pick(args, 0, ["id", "footprint"], "null");
+  const vr = pick(args, 0, ["id", "volume_row"], "null");
+  switch (name) {
+    case "footprint_buy_volume":
+      return `__h.footprint.buy_volume(${fp})`;
+    case "footprint_sell_volume":
+      return `__h.footprint.sell_volume(${fp})`;
+    case "footprint_delta":
+      return `__h.footprint.delta(${fp})`;
+    case "footprint_total_volume":
+      return `__h.footprint.total_volume(${fp})`;
+    case "footprint_vah":
+      return `__h.footprint.vah(${fp})`;
+    case "footprint_val":
+      return `__h.footprint.val(${fp})`;
+    case "footprint_poc":
+      return `__h.footprint.poc(${fp})`;
+    case "footprint_rows":
+      return `__h.footprint.rows(${fp})`;
+    case "footprint_get_row_by_price":
+      return `__h.footprint.get_row_by_price(${fp}, ${pick(args, 1, ["price"], "null")})`;
+    case "volume_row_up_price":
+      return `__h.footprint.volume_row.up_price(${vr})`;
+    case "volume_row_down_price":
+      return `__h.footprint.volume_row.down_price(${vr})`;
+    case "volume_row_buy_volume":
+      return `__h.footprint.volume_row.buy_volume(${vr})`;
+    case "volume_row_sell_volume":
+      return `__h.footprint.volume_row.sell_volume(${vr})`;
+    case "volume_row_delta":
+      return `__h.footprint.volume_row.delta(${vr})`;
+    case "volume_row_total_volume":
+      return `__h.footprint.volume_row.total_volume(${vr})`;
+    case "volume_row_has_buy_imbalance":
+      return `__h.footprint.volume_row.has_buy_imbalance(${vr})`;
+    case "volume_row_has_sell_imbalance":
+      return `__h.footprint.volume_row.has_sell_imbalance(${vr})`;
+    default:
+      return null;
+  }
+}
+
 function isSimpleSecurityExpr(expr: string): boolean {
   const e = expr.trim();
   if (!e) return false;
@@ -1566,6 +1686,11 @@ function taCall(method: string, site: string, parts: string[]): string {
   return `__h.ta.${method}(${site}, ${parts.join(", ")})`;
 }
 
+/** Call a stateless TaEngine method (no call-site argument). */
+function taPure(method: string, parts: string[]): string {
+  return `__h.ta.${method}(${parts.join(", ")})`;
+}
+
 function emitTa(ctx: EmitCtx, method: string, args: CallArgs): string {
   if (!TA_METHODS.has(method)) return "null";
   if (method === "ad") method = "accdist";
@@ -2036,17 +2161,31 @@ function emitTa(ctx: EmitCtx, method: string, args: CallArgs): string {
     ]);
   }
   if (method === "stoch_smooth") {
-    return `__h.ta.stochSmooth(${cellOf(pick(args, 0, ["high"], "null"))}, ${cellOf(pick(args, 1, ["low"], "null"))}, ${cellOf(pick(args, 2, ["close"], "null"))}, ${cellOf(pick(args, 3, ["period", "length"], "null"))}, ${cellOf(pick(args, 4, ["smooth_k", "k"], "null"))}, ${cellOf(pick(args, 5, ["smooth_d", "d"], "null"))})`;
+    return taCall("stochSmooth", site, [
+      cellOf(pick(args, 0, ["high"], "null")),
+      cellOf(pick(args, 1, ["low"], "null")),
+      cellOf(pick(args, 2, ["close"], "null")),
+      cellOf(pick(args, 3, ["period", "length"], "null")),
+      cellOf(pick(args, 4, ["smooth_k", "k"], "null")),
+      cellOf(pick(args, 5, ["smooth_d", "d"], "null")),
+    ]);
   }
   if (method === "engulfing") {
-    // Bar-mode sentinel. Args are still evaluated (interpret reads all four).
-    return `(() => { ${cellOf(pick(args, 0, ["open"], "null"))}; ${cellOf(pick(args, 1, ["high"], "null"))}; ${cellOf(pick(args, 2, ["low"], "null"))}; ${cellOf(pick(args, 3, ["close"], "null"))}; return __h.ta.engulfing(); })()`;
+    // Args are still evaluated (interpret reads all four); high/low are unused.
+    return `(() => { const __o = ${cellOf(pick(args, 0, ["open"], "null"))}; ${cellOf(pick(args, 1, ["high"], "null"))}; ${cellOf(pick(args, 2, ["low"], "null"))}; const __c = ${cellOf(pick(args, 3, ["close"], "null"))}; return __h.ta.engulfing(${site}, __o, __c); })()`;
   }
   if (method === "inside_bar_pattern") {
-    return `(() => { ${cellOf(pick(args, 0, ["high"], "null"))}; ${cellOf(pick(args, 1, ["low"], "null"))}; return __h.ta.insideBarPattern(); })()`;
+    return taCall("insideBarPattern", site, [
+      cellOf(pick(args, 0, ["high"], "null")),
+      cellOf(pick(args, 1, ["low"], "null")),
+    ]);
   }
   if (method === "double_top_bottom") {
-    return `(() => { ${cellOf(pick(args, 0, ["high"], "null"))}; ${cellOf(pick(args, 1, ["low"], "null"))}; return __h.ta.doubleTopBottom(${cellOf(pick(args, 2, ["period", "length"], "null"))}); })()`;
+    return taCall("doubleTopBottom", site, [
+      cellOf(pick(args, 0, ["high"], "null")),
+      cellOf(pick(args, 1, ["low"], "null")),
+      cellOf(pick(args, 2, ["period", "length"], "null")),
+    ]);
   }
   if (method === "voi") {
     return `__h.ta.voi(${cellOf(pick(args, 0, ["buy_volume", "buy"], "null"))}, ${cellOf(pick(args, 1, ["sell_volume", "sell"], "null"))})`;
@@ -2060,7 +2199,10 @@ function emitTa(ctx: EmitCtx, method: string, args: CallArgs): string {
   if (method === "rsi_divergence") {
     // Missing period is 0 (interpret `period ?? 0`), not the engine's null → na.
     const period = `((__n) => (__n == null ? 0 : __n))(${cellOf(pick(args, 1, ["period", "length"], "null"))})`;
-    return `__h.ta.rsiDivergence(${cellList(pick(args, 0, ["rsi_series", "series", "source"], "null"))}, ${period})`;
+    return taCall("rsiDivergence", site, [
+      cellLast(pick(args, 0, ["rsi_series", "series", "source"], "null")),
+      period,
+    ]);
   }
   if (method === "cumulative_delta") {
     return taCall("cumulativeDelta", site, [
@@ -2095,5 +2237,234 @@ function emitTa(ctx: EmitCtx, method: string, args: CallArgs): string {
       `((__n) => (__n == null ? 0.3 : __n))(${sens})`,
     ]);
   }
+  if (method === "sma_weighted") {
+    return taCall("smaWeighted", site, [
+      cellOf(pick(args, 0, ["series", "source"], "null")),
+      cellOf(pick(args, 1, ["period", "length"], "null")),
+      pick(args, 2, ["weight_type", "weight"], '"linear"'),
+    ]);
+  }
+  if (method === "apo") {
+    return taCall("apo", site, [
+      cellOf(pick(args, 0, ["series", "source"], "null")),
+      cellOf(pick(args, 1, ["fast_period", "fast"], "null")),
+      cellOf(pick(args, 2, ["slow_period", "slow"], "null")),
+    ]);
+  }
+  if (method === "atr_normalized") {
+    return taCall("atrNormalized", site, [
+      cellOf(pick(args, 0, ["high"], "null")),
+      cellOf(pick(args, 1, ["low"], "null")),
+      cellOf(pick(args, 2, ["close"], "null")),
+      cellOf(pick(args, 3, ["period", "length"], "null")),
+    ]);
+  }
+  if (method === "beta" || method === "r_squared" || method === "comovement") {
+    const fn = method === "beta" ? "beta" : method === "r_squared" ? "rSquared" : "comovement";
+    return taCall(fn, site, [
+      cellOf(pick(args, 0, ["series1", "series", "source"], "null")),
+      cellOf(pick(args, 1, ["series2", "series_b", "other"], "null")),
+      cellOf(pick(args, 2, ["length", "period"], "null")),
+    ]);
+  }
+  if (method === "skewness" || method === "kurtosis") {
+    return taCall(method, site, [
+      cellOf(pick(args, 0, ["series", "source"], "null")),
+      cellOf(pick(args, 1, ["period", "length"], "null")),
+    ]);
+  }
+  if (method === "volume_weighted_momentum") {
+    return taCall("volumeWeightedMomentum", site, [
+      cellOf(pick(args, 0, ["series", "source"], "null")),
+      cellOf(pick(args, 1, ["volume"], "null")),
+      cellOf(pick(args, 2, ["length", "period"], "null")),
+    ]);
+  }
+  if (method === "parkinson") {
+    if (hasSeriesArg(args)) return "null";
+    return `__h.ta.parkinson(${cellOf(pick(args, 0, ["high"], "null"))}, ${cellOf(pick(args, 1, ["low"], "null"))})`;
+  }
+  if (method === "garman_klass") {
+    if (hasSeriesArg(args)) return "null";
+    return `__h.ta.garmanKlass(${cellOf(pick(args, 0, ["high"], "null"))}, ${cellOf(pick(args, 1, ["low"], "null"))}, ${cellOf(pick(args, 2, ["close"], "null"))}, ${cellOf(pick(args, 3, ["open"], "null"))})`;
+  }
+  if (method === "mean_reversion_score") {
+    return taCall("meanReversionScore", site, [
+      cellOf(pick(args, 0, ["close", "source"], "null")),
+      cellOf(pick(args, 1, ["sma"], "null")),
+      cellOf(pick(args, 2, ["stdev", "std_dev"], "null")),
+      cellOf(pick(args, 3, ["period", "length"], "null")),
+    ]);
+  }
+  if (method === "market_condition") {
+    return taCall("marketCondition", site, [
+      cellOf(pick(args, 0, ["close", "source"], "null")),
+      cellOf(pick(args, 1, ["atr"], "null")),
+      cellOf(pick(args, 2, ["sma_period", "sma_length"], "null")),
+      cellOf(pick(args, 3, ["stdev_period", "stdev_length"], "null")),
+    ]);
+  }
+  if (method === "order_flow_imbalance") {
+    return taCall("orderFlowImbalance", site, [
+      cellOf(pick(args, 0, ["high"], "null")),
+      cellOf(pick(args, 1, ["low"], "null")),
+      cellOf(pick(args, 2, ["close"], "null")),
+      cellOf(pick(args, 3, ["volume"], "null")),
+      cellOf(pick(args, 4, ["period", "length"], "null")),
+    ]);
+  }
+  if (method === "liquidity_score") {
+    return taCall("liquidityScore", site, [
+      cellOf(pick(args, 0, ["volume"], "null")),
+      cellOf(pick(args, 1, ["volatility"], "null")),
+      cellOf(pick(args, 2, ["spread"], "null")),
+      cellOf(pick(args, 3, ["period", "length"], "null")),
+    ]);
+  }
+  if (method === "fear_greed_index") {
+    return `__h.ta.fearGreedIndex(${cellOf(pick(args, 0, ["rsi"], "null"))}, ${cellOf(pick(args, 1, ["vix"], "null"))}, ${cellOf(pick(args, 2, ["put_call", "put_call_ratio"], "null"))}, ${cellOf(pick(args, 3, ["breadth"], "null"))})`;
+  }
+  if (method === "crowd_sentiment") {
+    return `__h.ta.crowdSentiment(${cellOf(pick(args, 0, ["price_agreement", "price"], "null"))}, ${cellOf(pick(args, 1, ["volume_agreement", "volume"], "null"))}, ${cellOf(pick(args, 2, ["time_agreement", "time"], "null"))})`;
+  }
+  if (method === "smart_money_flow") {
+    return `__h.ta.smartMoneyFlow(${cellOf(pick(args, 0, ["price_change"], "null"))}, ${cellOf(pick(args, 1, ["volume"], "null"))}, ${cellOf(pick(args, 2, ["time_since_high", "time_high"], "null"))}, ${cellOf(pick(args, 3, ["time_since_low", "time_low"], "null"))})`;
+  }
+  if (method === "trend_confirmation_score") {
+    return `__h.ta.trendConfirmationScore(${cellOf(pick(args, 0, ["momentum"], "null"))}, ${cellOf(pick(args, 1, ["trend_alignment"], "null"))}, ${cellOf(pick(args, 2, ["strength"], "null"))}, ${cellOf(pick(args, 3, ["rsi"], "null"))}, ${cellOf(pick(args, 4, ["rsi_alignment"], "null"))})`;
+  }
+  if (method === "max_loss_level") {
+    return `__h.ta.maxLossLevel(${cellOf(pick(args, 0, ["entry", "entry_price"], "null"))}, ${cellOf(pick(args, 1, ["account", "account_size"], "null"))}, ${cellOf(pick(args, 2, ["max_loss_pct", "max_loss_percent"], "null"))})`;
+  }
+  if (method === "profit_lock_level") {
+    return `__h.ta.profitLockLevel(${cellOf(pick(args, 0, ["entry", "entry_price"], "null"))}, ${cellOf(pick(args, 1, ["current", "current_price"], "null"))}, ${cellOf(pick(args, 2, ["trail_pct", "trail_percent"], "null"))}, ${cellOf(pick(args, 3, ["direction"], "null"))})`;
+  }
+  if (method === "position_sizing") {
+    return taPure("positionSizing", [
+      cellOf(pick(args, 0, ["account", "account_size"], "null")),
+      cellOf(pick(args, 1, ["risk_pct", "risk_percent"], "null")),
+      cellOf(pick(args, 2, ["entry", "entry_price"], "null")),
+      cellOf(pick(args, 3, ["stop", "stop_price"], "null")),
+    ]);
+  }
+  if (method === "kelly_criterion") {
+    return taPure("kellyCriterion", [
+      cellOf(pick(args, 0, ["win_rate"], "null")),
+      cellOf(pick(args, 1, ["avg_win"], "null")),
+      cellOf(pick(args, 2, ["avg_loss"], "null")),
+    ]);
+  }
+  if (method === "risk_reward_ratio") {
+    return taPure("riskRewardRatio", [
+      cellOf(pick(args, 0, ["entry", "entry_price"], "null")),
+      cellOf(pick(args, 1, ["stop", "stop_price"], "null")),
+      cellOf(pick(args, 2, ["target", "target_price"], "null")),
+    ]);
+  }
+  if (method === "risk_reward_asymmetry") {
+    return taPure("riskRewardAsymmetry", [
+      cellOf(pick(args, 0, ["entry", "entry_price"], "null")),
+      cellOf(pick(args, 1, ["stop", "stop_price"], "null")),
+      cellOf(pick(args, 2, ["target", "target_price"], "null")),
+      cellOf(pick(args, 3, ["win_rate"], "null")),
+    ]);
+  }
+  if (method === "probability_of_movement") {
+    return taPure("probabilityOfMovement", [
+      cellOf(pick(args, 0, ["current", "current_price"], "null")),
+      cellOf(pick(args, 1, ["target", "target_price"], "null")),
+      cellOf(pick(args, 2, ["atr"], "null")),
+      cellOf(pick(args, 3, ["period", "length"], "null")),
+    ]);
+  }
+  if (method === "trend_strength") {
+    return taPure("trendStrength", [
+      cellOf(pick(args, 0, ["price", "source"], "null")),
+      cellOf(pick(args, 1, ["adx"], "null")),
+      cellOf(pick(args, 2, ["rsi"], "null")),
+    ]);
+  }
+  if (method === "breakeven_level") {
+    return taPure("breakevenLevel", [
+      cellOf(pick(args, 0, ["entry", "entry_price"], "null")),
+      cellOf(pick(args, 1, ["quantity", "qty"], "null")),
+      cellOf(pick(args, 2, ["commission"], "null")),
+      cellOf(pick(args, 3, ["slippage"], "null")),
+      cellOf(pick(args, 4, ["direction"], "null")),
+    ]);
+  }
+  if (method === "market_structure_pivot") {
+    return taPure("marketStructurePivot", [
+      cellOf(pick(args, 2, ["close"], "null")),
+    ]);
+  }
+  if (method === "position_sizing_score") {
+    return taPure("positionSizingScore", [
+      cellOf(pick(args, 0, ["account_risk", "risk"], "null")),
+      cellOf(pick(args, 1, ["volatility"], "null")),
+      cellOf(pick(args, 2, ["conviction"], "null")),
+      cellOf(pick(args, 3, ["correlation"], "null")),
+    ]);
+  }
+  if (method === "trailing_exit_level") {
+    return taPure("trailingExitLevel", [
+      cellOf(pick(args, 0, ["entry", "entry_price"], "null")),
+      cellOf(pick(args, 1, ["current", "current_price"], "null")),
+      cellOf(pick(args, 2, ["atr"], "null")),
+      cellOf(pick(args, 3, ["multiplier", "mult"], "null")),
+      cellOf(pick(args, 4, ["step"], "null")),
+    ]);
+  }
+  if (method === "optimal_entry_zone") {
+    return taPure("optimalEntryZone", [cellOf(pick(args, 2, ["close"], "null"))]);
+  }
+  if (method === "mean_reversion_entry") {
+    return taPure("meanReversionEntry", [
+      cellOf(pick(args, 0, ["price", "source"], "null")),
+      cellOf(pick(args, 1, ["sma"], "null")),
+      cellOf(pick(args, 2, ["stdev", "std_dev"], "null")),
+      cellOf(pick(args, 4, ["threshold"], "null")),
+    ]);
+  }
+  if (method === "multi_timeframe_signal") {
+    return taPure("multiTimeframeSignal", [
+      cellOf(pick(args, 0, ["s1", "signal1"], "null")),
+      cellOf(pick(args, 1, ["s2", "signal2"], "null")),
+      cellOf(pick(args, 2, ["s3", "signal3"], "null")),
+      cellOf(pick(args, 3, ["w1", "weight1"], "null")),
+      cellOf(pick(args, 4, ["w2", "weight2"], "null")),
+      cellOf(pick(args, 5, ["w3", "weight3"], "null")),
+    ]);
+  }
+  if (method === "market_timing_index") {
+    return taPure("marketTimingIndex", [
+      cellOf(pick(args, 0, ["trend"], "null")),
+      cellOf(pick(args, 1, ["momentum"], "null")),
+      cellOf(pick(args, 2, ["volatility"], "null")),
+      cellOf(pick(args, 3, ["sentiment"], "null")),
+    ]);
+  }
+  if (method === "regime_adaptive_signal") {
+    return taPure("regimeAdaptiveSignal", [
+      cellOf(pick(args, 0, ["signal_strength", "strength"], "null")),
+      pick(args, 1, ["volatility_regime", "vol_regime"], '""'),
+      pick(args, 2, ["trend_regime"], '""'),
+    ]);
+  }
+  if (method === "strategy_score") {
+    return taPure("strategyScore", [
+      cellOf(pick(args, 0, ["rsi"], "null")),
+      cellOf(pick(args, 1, ["macd"], "null")),
+      cellOf(pick(args, 2, ["ema_cross"], "null")),
+      cellOf(pick(args, 3, ["trend"], "null")),
+    ]);
+  }
+  if (method === "breakout_detection") {
+    return taPure("breakoutDetection", [
+      cellOf(pick(args, 0, ["close", "source"], "null")),
+      cellOf(pick(args, 1, ["resistance"], "null")),
+      cellOf(pick(args, 2, ["support"], "null")),
+    ]);
+  }
   return "null";
 }

package/src/runtime/compile/helpers.ts

@@ -20,9 +20,10 @@ export function naNum(v: unknown): number | null {
   return NA;
 }
 
-/** Store cell or object handle. Objects (array/map/matrix/UDT) stay intact. */
+/** Store cell or object handle. Objects (array/map/matrix/UDT) and strings stay intact. */
 export function hold(v: unknown): unknown {
   if (v != null && typeof v === "object") return v;
+  if (typeof v === "string") return v;
   return naNum(v);
 }
 

package/src/runtime/compile/runtime.ts

@@ -56,9 +56,30 @@ import {
   strUpper,
 } from "../str.ts";
 import { LogBook, formatLogParts } from "../log.ts";
-import { resolveCurrencyRate } from "../request.ts";
+import { PineArray } from "../array.ts";
+import {
+  createFootprint,
+  footprintBuyVolume,
+  footprintDelta,
+  footprintGetRowByPrice,
+  footprintPoc,
+  footprintRows,
+  footprintSellVolume,
+  footprintTotalVolume,
+  footprintVah,
+  footprintVal,
+  volumeRowBuyVolume,
+  volumeRowDelta,
+  volumeRowDownPrice,
+  volumeRowHasBuyImbalance,
+  volumeRowHasSellImbalance,
+  volumeRowSellVolume,
+  volumeRowTotalVolume,
+  volumeRowUpPrice,
+} from "../footprint.ts";
+import { resolveCurrencyRate, resolveSeed } from "../request.ts";
 import { TaEngine } from "../ta.ts";
-import { utcPartsFromMs, timestamp, weekOfYear, timeTradingDay, type UtcParts } from "../time.ts";
+import { utcPartsFromMs, timestamp, timestampToMs, weekOfYear, timeTradingDay, type UtcParts } from "../time.ts";
 import { TickerId } from "../ticker.ts";
 import { timeframeInSeconds, timeframePeriodChanged } from "../timeframe.ts";
 import { compileArray, compileMap, compileMatrix } from "./collections.ts";
@@ -182,8 +203,8 @@ export function createCompileHelpers(opts?: CompileHelperOpts) {
     second: calendarSecond,
     dayofweek: calendarDayofweek,
     timestamp,
-    weekOfYear,
-    timeTradingDay,
+    weekOfYear: calendarWeekOfYear,
+    timeTradingDay: calendarTimeTradingDay,
     timeframeInSeconds: timeframeInSecondsOrDaily,
     timeframeChange,
     timeClose,
@@ -227,12 +248,41 @@ export function createCompileHelpers(opts?: CompileHelperOpts) {
     udtSet,
     udtRegister,
     currencyRate: resolveCurrencyRate,
+    requestSeed: resolveSeed,
+    requestFootprint: createFootprint,
+    footprint: {
+      buy_volume: footprintBuyVolume,
+      sell_volume: footprintSellVolume,
+      delta: footprintDelta,
+      total_volume: footprintTotalVolume,
+      vah: footprintVah,
+      val: footprintVal,
+      poc: footprintPoc,
+      rows: compileFootprintRows,
+      get_row_by_price: footprintGetRowByPrice,
+      volume_row: {
+        up_price: volumeRowUpPrice,
+        down_price: volumeRowDownPrice,
+        buy_volume: volumeRowBuyVolume,
+        sell_volume: volumeRowSellVolume,
+        delta: volumeRowDelta,
+        total_volume: volumeRowTotalVolume,
+        has_buy_imbalance: volumeRowHasBuyImbalance,
+        has_sell_imbalance: volumeRowHasSellImbalance,
+      },
+    },
     runtimeError(msg: unknown): never {
       throw new Error(String(msg));
     },
   };
 }
 
+function compileFootprintRows(fp: unknown): PineArray {
+  const arr = new PineArray();
+  for (const row of footprintRows(fp)) arr.push(row);
+  return arr;
+}
+
 /** Pine `color.new(color, transp)` — first arg is a color, not r,g,b. */
 function compileColorNew(color: unknown, transp?: unknown) {
   const parsed = asColor(color);
@@ -289,10 +339,25 @@ function NA_FN(v?: unknown): number | null {
   return isNaCell(v) ? 1 : 0;
 }
 
-/** Unix-ms → UTC calendar part. na / non-finite time → null. */
+/** Unix-ms → UTC calendar part. na / non-finite time → null. Unix-second stamps become ms (Python `utility._timestamp_to_ms`). */
 function utcPart(t: unknown, key: keyof UtcParts): number | null {
   if (typeof t !== "number" || !Number.isFinite(t)) return null;
-  return utcPartsFromMs(t)[key];
+  const ms = timestampToMs(t);
+  return ms == null ? null : utcPartsFromMs(ms)[key];
+}
+
+/** `weekofyear(t)` with unix-seconds coercion (Python `_resolve_timestamp_arg`). */
+function calendarWeekOfYear(t: unknown): number | null {
+  if (typeof t !== "number" || !Number.isFinite(t)) return null;
+  const ms = timestampToMs(t);
+  return ms == null ? null : weekOfYear(ms);
+}
+
+/** `time_tradingday(t)` with unix-seconds coercion (Python `_resolve_timestamp_arg`). */
+function calendarTimeTradingDay(t: unknown): number | null {
+  if (typeof t !== "number" || !Number.isFinite(t)) return null;
+  const ms = timestampToMs(t);
+  return ms == null ? null : timeTradingDay(ms);
 }
 
 function calendarYear(t: unknown): number | null {

package/src/runtime/compile/strategy.ts

@@ -124,6 +124,7 @@ export class CompileStrategy {
       high: num(high, this.mark),
       low: num(low, this.mark),
       close: this.mark,
+      time: this.time,
     };
     this.ohlc = ohlc;
     this.book.processPending(this.bar, ohlc);
@@ -141,18 +142,19 @@ export class CompileStrategy {
       comment: opts?.comment,
       oca_name: opts?.oca_name,
       oca_type: opts?.oca_type,
+      deferMarket: true,
     });
   }
 
   close(id?: unknown, qty?: unknown): void {
-    this.book.fillClose(this.bar, str(id, ""), this.mark, {
+    this.book.placeClose(this.bar, str(id, ""), this.mark, {
       time: this.time,
       qty: optNum(qty),
     });
   }
 
   close_all(_comment?: unknown): void {
-    this.book.closeAll(this.bar, this.mark);
+    this.book.placeCloseAll(this.bar, this.mark);
   }
 
   order(id?: unknown, direction?: unknown, qty?: unknown, opts?: PlaceEntryOpts): void {
@@ -174,6 +176,7 @@ export class CompileStrategy {
       price: this.mark,
       time: this.time,
       ohlc: this.ohlc,
+      deferMarket: true,
     });
   }