@hoox-sh/pynets 0.7.0 → 0.8.0

package/dist/index.js

@@ -44189,6 +44189,150 @@ class TaEngine {
       ev += returns[i] * probabilities[i];
     return finiteOut2(ev / totalProb) ?? 0;
   }
+  gammaLevels(volatility, currentPrice, period) {
+    const v = finiteCell2(volatility) ?? 0.02;
+    const p = finiteCell2(currentPrice) ?? 100;
+    const n = this.coerceTaInt(period, "period must be integer");
+    const volAdjusted = v * Math.sqrt(n);
+    const distance = p * volAdjusted;
+    const out = new PineArray;
+    out.push(finiteOut2(p + distance));
+    out.push(finiteOut2(p - distance));
+    return out;
+  }
+  intelligentStrategySynthesizer(site, trend, momentum, volatility, volume, marketCondition, riskProfile) {
+    const th = this.windowFor(`${site}:trend`, trend);
+    const mh = this.windowFor(`${site}:momentum`, momentum);
+    const vh = this.windowFor(`${site}:volatility`, volatility);
+    const volh = this.windowFor(`${site}:volume`, volume);
+    const regime = typeof marketCondition === "string" ? marketCondition : "ranging";
+    const profile = typeof riskProfile === "string" ? riskProfile : "balanced";
+    const nums = (h) => h.filter((v) => v !== null);
+    const trendVals = nums(th);
+    const momentumVals = nums(mh);
+    const volatilityVals = nums(vh);
+    const volumeVals = nums(volh);
+    const avg = (vals, fallback) => vals.length === 0 ? fallback : vals.reduce((a, b) => a + b, 0) / vals.length;
+    const trendAvg = avg(trendVals, 0);
+    const momentumAvg = avg(momentumVals, 0);
+    const volatilityAvg = avg(volatilityVals, 0.5);
+    const volumeAvg = avg(volumeVals, 0);
+    const volatilityNormalized = Math.max(0, Math.min(1, volatilityAvg));
+    const composite = trendAvg * 0.4 + momentumAvg * 0.35 + volumeAvg * 0.25;
+    const compositeSignal = Math.max(-1, Math.min(1, composite));
+    let agreement = 0;
+    if (Math.abs(trendAvg) > 0.3)
+      agreement += 1;
+    if (Math.abs(momentumAvg) > 0.3)
+      agreement += 1;
+    if (Math.abs(volumeAvg) > 0.3)
+      agreement += 1;
+    const baseConfidence = agreement / 3;
+    const confidence = Math.max(0.1, Math.min(0.99, baseConfidence - volatilityNormalized * 0.3));
+    let recommendation;
+    if (compositeSignal > 0.6) {
+      recommendation = profile === "aggressive" ? "aggressive_long" : "conservative_long";
+    } else if (compositeSignal > 0.2) {
+      recommendation = "conservative_long";
+    } else if (compositeSignal < -0.6) {
+      recommendation = profile === "aggressive" ? "aggressive_short" : "conservative_short";
+    } else if (compositeSignal < -0.2) {
+      recommendation = "conservative_short";
+    } else {
+      recommendation = "hold";
+    }
+    const riskMult = profile === "conservative" ? 0.5 : profile === "aggressive" ? 1.5 : 1;
+    const riskLevel = volatilityNormalized * 50 * riskMult;
+    const absSignal = Math.abs(compositeSignal);
+    const expectedReturn = absSignal * 3;
+    let holdingPeriod;
+    if (volatilityNormalized > 0.7)
+      holdingPeriod = "scalp";
+    else if (volatilityNormalized > 0.5)
+      holdingPeriod = "day_trade";
+    else if (absSignal > 0.5)
+      holdingPeriod = "swing";
+    else
+      holdingPeriod = "position";
+    const shortRec = recommendation === "aggressive_short" || recommendation === "conservative_short";
+    const longRec = recommendation === "aggressive_long" || recommendation === "conservative_long";
+    const stopLoss = shortRec ? -0.7 : longRec ? -0.2 : -0.15;
+    const takeProfit = recommendation === "aggressive_long" || recommendation === "aggressive_short" ? 1.5 : longRec || shortRec ? 1 : 0.5;
+    let alignment = 50;
+    if (regime === "trending_up") {
+      if (compositeSignal > 0)
+        alignment = 90;
+      else if (compositeSignal > -0.3)
+        alignment = 60;
+      else
+        alignment = 30;
+    } else if (regime === "trending_down") {
+      if (compositeSignal < 0)
+        alignment = 90;
+      else if (compositeSignal < 0.3)
+        alignment = 60;
+      else
+        alignment = 30;
+    } else if (regime === "ranging") {
+      alignment = 50 + (1 - absSignal) * 30;
+    } else if (regime === "volatile") {
+      alignment = 30 + absSignal * 40;
+    } else {
+      alignment = 40;
+    }
+    return taRec({
+      composite_signal: finiteOut2(compositeSignal) ?? 0,
+      confidence_level: finiteOut2(confidence) ?? 0,
+      strategy_recommendation: recommendation,
+      risk_level: finiteOut2(Math.max(0, Math.min(100, riskLevel))) ?? 0,
+      expected_return: finiteOut2(expectedReturn) ?? 0,
+      holding_period: holdingPeriod,
+      stop_loss_priority: stopLoss,
+      take_profit_priority: takeProfit,
+      regime_alignment: finiteOut2(Math.max(0, Math.min(100, alignment))) ?? 0
+    });
+  }
+  signalConfluence(signals) {
+    let vals = [];
+    if (signals != null && typeof signals === "object") {
+      const obj = signals;
+      if (typeof obj.values === "function") {
+        const got = obj.values();
+        vals = Array.isArray(got) ? got : [];
+      } else if (!Array.isArray(signals)) {
+        vals = Object.entries(signals).filter(([k]) => k !== "__taRecord").map(([, v]) => v);
+      }
+    }
+    let signalCount = 0;
+    let bullish = 0;
+    let bearish = 0;
+    for (const v of vals) {
+      if (typeof v === "boolean") {
+        if (v) {
+          bullish += 1;
+          signalCount += 1;
+        }
+        continue;
+      }
+      if (typeof v === "number" && Number.isFinite(v)) {
+        if (v > 0) {
+          bullish += 1;
+          signalCount += 1;
+        } else if (v < 0) {
+          bearish += 1;
+          signalCount += 1;
+        }
+      }
+    }
+    const total = vals.length > 0 ? vals.length : 1;
+    const confluence = signalCount / total;
+    const primary = bullish > bearish ? "buy" : bearish > bullish ? "sell" : "neutral";
+    return taRec({
+      signal_count: signalCount,
+      confluence_level: finiteOut2(confluence) ?? 0,
+      primary_signal: primary
+    });
+  }
   volumeProfileHigh(prices, volumes) {
     if (prices.length === 0 || volumes.length === 0 || prices.length !== volumes.length)
       return 0;
@@ -44830,7 +44974,10 @@ var TA_METHODS = new Set([
   "employment_cycle_indicator",
   "gdp_growth_proxy",
   "inflation_proxy_indicator",
-  "expected_value"
+  "expected_value",
+  "gamma_levels",
+  "intelligent_strategy_synthesizer",
+  "signal_confluence"
 ]);
 var TA_BARE_ATTRS = new Set([
   "accdist",
@@ -45199,6 +45346,9 @@ function hasSeriesArg(args) {
   const isSeries = (n) => n.kind === "Name" && BARE_SERIES_NAMES.has(n.id);
   return args.posNodes.some(isSeries) || Object.values(args.kwNodes).some(isSeries);
 }
+function isSeriesNode(n) {
+  return n != null && n.kind === "Name" && BARE_SERIES_NAMES.has(n.id);
+}
 function hasAnyKw(args, names) {
   return names.some((n) => Object.hasOwn(args.kw, n));
 }
@@ -46951,10 +47101,11 @@ function emitTa(ctx, method, args) {
     ]);
   }
   if (method === "breakout_detection") {
+    const arg = (i, names) => isSeriesNode(args.posNodes[i]) ? "null" : cellOf(pick(args, i, names, "null"));
     return taPure("breakoutDetection", [
-      cellOf(pick(args, 0, ["close", "source"], "null")),
-      cellOf(pick(args, 1, ["resistance"], "null")),
-      cellOf(pick(args, 2, ["support"], "null"))
+      arg(0, ["close", "source"]),
+      arg(1, ["resistance"]),
+      arg(2, ["support"])
     ]);
   }
   if (method === "ema_cross_signal") {
@@ -47085,6 +47236,24 @@ function emitTa(ctx, method, args) {
   if (method === "expected_value") {
     return `__h.ta.expectedValue(${cellList(pick(args, 0, ["returns"], "null"))}, ${cellList(pick(args, 1, ["probabilities", "probs"], "null"))})`;
   }
+  if (method === "gamma_levels") {
+    const vol = isSeriesNode(args.posNodes[0]) ? "null" : cellOf(pick(args, 0, ["volatility"], "null"));
+    const price = isSeriesNode(args.posNodes[1]) ? "null" : cellOf(pick(args, 1, ["current_price", "price"], "null"));
+    return taPure("gammaLevels", [vol, price, cellOf(pick(args, 2, ["period", "length"], "null"))]);
+  }
+  if (method === "intelligent_strategy_synthesizer") {
+    return taCall("intelligentStrategySynthesizer", site, [
+      arrOrCell(pick(args, 0, ["trend_indicators", "trend"], "null")),
+      arrOrCell(pick(args, 1, ["momentum_indicators", "momentum"], "null")),
+      arrOrCell(pick(args, 2, ["volatility_indicators", "volatility"], "null")),
+      arrOrCell(pick(args, 3, ["volume_indicators", "volume"], "null")),
+      pick(args, 4, ["market_condition", "market_regime"], '"ranging"'),
+      pick(args, 5, ["risk_profile"], '"balanced"')
+    ]);
+  }
+  if (method === "signal_confluence") {
+    return taPure("signalConfluence", [pick(args, 0, ["signals"], "null")]);
+  }
   return "null";
 }
 
@@ -54200,7 +54369,11 @@ function evalExtraTa(fname, node, env, site) {
   }
   if (fname === "ta.breakout_detection" || fname === "breakout_detection") {
     const msg = "ta.breakout_detection() requires 3 arguments";
-    return env.ta.breakoutDetection(wave11n(0, ["close", "source"], msg), wave11n(1, ["resistance"], msg), wave11n(2, ["support"], msg));
+    const arg = (i, names) => {
+      const e = wave10aArg(i, names, msg);
+      return isSeriesExpr(e, env) ? NA : num2(evalExpr(e, env));
+    };
+    return env.ta.breakoutDetection(arg(0, ["close", "source"]), arg(1, ["resistance"]), arg(2, ["support"]));
   }
   if (fname === "ta.ema_cross_signal" || fname === "ema_cross_signal") {
     const msg = "ta.ema_cross_signal() requires 3 arguments";
@@ -54294,6 +54467,22 @@ function evalExtraTa(fname, node, env, site) {
       runtimeError("Returns and probabilities must have same length");
     return env.ta.expectedValue(returns, probs);
   }
+  if (fname === "ta.gamma_levels" || fname === "gamma_levels") {
+    const msg = "ta.gamma_levels() requires 3 arguments";
+    const volArg = wave10aArg(0, ["volatility"], msg);
+    const priceArg = wave10aArg(1, ["current_price", "price"], msg);
+    const vol = isSeriesExpr(volArg, env) ? NA : num2(evalExpr(volArg, env));
+    const price = isSeriesExpr(priceArg, env) ? NA : num2(evalExpr(priceArg, env));
+    return env.ta.gammaLevels(vol, price, wave11n(2, ["period", "length"], msg));
+  }
+  if (fname === "ta.intelligent_strategy_synthesizer" || fname === "intelligent_strategy_synthesizer") {
+    const msg = "ta.intelligent_strategy_synthesizer() requires 6 arguments";
+    return env.ta.intelligentStrategySynthesizer(site, wave13v(0, ["trend_indicators", "trend"], msg), wave13v(1, ["momentum_indicators", "momentum"], msg), wave13v(2, ["volatility_indicators", "volatility"], msg), wave13v(3, ["volume_indicators", "volume"], msg), wave13v(4, ["market_condition", "market_regime"], msg), wave13v(5, ["risk_profile"], msg));
+  }
+  if (fname === "ta.signal_confluence" || fname === "signal_confluence") {
+    const msg = "ta.signal_confluence() requires 1 argument";
+    return env.ta.signalConfluence(wave13v(0, ["signals"], msg));
+  }
   return;
 }
 function hlc3(env) {

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@hoox-sh/pynets",
-  "version": "0.7.0",
+  "version": "0.8.0",
   "type": "module",
   "license": "AGPL-3.0-or-later",
   "author": "jango_blockchained",

package/src/cli/rich.ts

@@ -12,7 +12,7 @@ const MUTED = [203, 204, 189] as const;
 const FAIL = [231, 0, 11] as const;
 const WARN = [235, 169, 65] as const;
 
-export const VERSION = "0.7.0";
+export const VERSION = "0.8.0";
 
 type Rgb = readonly [number, number, number];
 

package/src/runtime/compile/emit_call.ts

@@ -211,6 +211,9 @@ const TA_METHODS = new Set([
   "gdp_growth_proxy",
   "inflation_proxy_indicator",
   "expected_value",
+  "gamma_levels",
+  "intelligent_strategy_synthesizer",
+  "signal_confluence",
 ]);
 
 /**
@@ -613,6 +616,10 @@ function hasSeriesArg(args: CallArgs): boolean {
   return args.posNodes.some(isSeries) || Object.values(args.kwNodes).some(isSeries);
 }
 
+function isSeriesNode(n: expr | undefined): boolean {
+  return n != null && n.kind === "Name" && BARE_SERIES_NAMES.has(n.id);
+}
+
 /** 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));
@@ -2493,10 +2500,12 @@ function emitTa(ctx: EmitCtx, method: string, args: CallArgs): string {
     ]);
   }
   if (method === "breakout_detection") {
+    const arg = (i: number, names: string[]): string =>
+      isSeriesNode(args.posNodes[i]) ? "null" : cellOf(pick(args, i, names, "null"));
     return taPure("breakoutDetection", [
-      cellOf(pick(args, 0, ["close", "source"], "null")),
-      cellOf(pick(args, 1, ["resistance"], "null")),
-      cellOf(pick(args, 2, ["support"], "null")),
+      arg(0, ["close", "source"]),
+      arg(1, ["resistance"]),
+      arg(2, ["support"]),
     ]);
   }
   if (method === "ema_cross_signal") {
@@ -2627,5 +2636,27 @@ function emitTa(ctx: EmitCtx, method: string, args: CallArgs): string {
   if (method === "expected_value") {
     return `__h.ta.expectedValue(${cellList(pick(args, 0, ["returns"], "null"))}, ${cellList(pick(args, 1, ["probabilities", "probs"], "null"))})`;
   }
+  if (method === "gamma_levels") {
+    const vol = isSeriesNode(args.posNodes[0])
+      ? "null"
+      : cellOf(pick(args, 0, ["volatility"], "null"));
+    const price = isSeriesNode(args.posNodes[1])
+      ? "null"
+      : cellOf(pick(args, 1, ["current_price", "price"], "null"));
+    return taPure("gammaLevels", [vol, price, cellOf(pick(args, 2, ["period", "length"], "null"))]);
+  }
+  if (method === "intelligent_strategy_synthesizer") {
+    return taCall("intelligentStrategySynthesizer", site, [
+      arrOrCell(pick(args, 0, ["trend_indicators", "trend"], "null")),
+      arrOrCell(pick(args, 1, ["momentum_indicators", "momentum"], "null")),
+      arrOrCell(pick(args, 2, ["volatility_indicators", "volatility"], "null")),
+      arrOrCell(pick(args, 3, ["volume_indicators", "volume"], "null")),
+      pick(args, 4, ["market_condition", "market_regime"], '"ranging"'),
+      pick(args, 5, ["risk_profile"], '"balanced"'),
+    ]);
+  }
+  if (method === "signal_confluence") {
+    return taPure("signalConfluence", [pick(args, 0, ["signals"], "null")]);
+  }
   return "null";
 }

package/src/runtime/interpret.ts

@@ -4673,10 +4673,14 @@ function evalExtraTa(fname: string | null, node: Call, env: Env, site: string):
   }
   if (fname === "ta.breakout_detection" || fname === "breakout_detection") {
     const msg = "ta.breakout_detection() requires 3 arguments";
+    const arg = (i: number, names: string[]): Cell => {
+      const e = wave10aArg(i, names, msg);
+      return isSeriesExpr(e, env) ? NA : num(evalExpr(e, env));
+    };
     return env.ta.breakoutDetection(
-      wave11n(0, ["close", "source"], msg),
-      wave11n(1, ["resistance"], msg),
-      wave11n(2, ["support"], msg),
+      arg(0, ["close", "source"]),
+      arg(1, ["resistance"]),
+      arg(2, ["support"]),
     );
   }
   // wave12-end
@@ -4860,6 +4864,35 @@ function evalExtraTa(fname: string | null, node: Call, env: Env, site: string):
     return env.ta.expectedValue(returns, probs);
   }
   // wave13-end
+  // wave14-start — list-return + capstone synthesis
+  if (fname === "ta.gamma_levels" || fname === "gamma_levels") {
+    const msg = "ta.gamma_levels() requires 3 arguments";
+    const volArg = wave10aArg(0, ["volatility"], msg);
+    const priceArg = wave10aArg(1, ["current_price", "price"], msg);
+    const vol = isSeriesExpr(volArg, env) ? NA : num(evalExpr(volArg, env));
+    const price = isSeriesExpr(priceArg, env) ? NA : num(evalExpr(priceArg, env));
+    return env.ta.gammaLevels(vol, price, wave11n(2, ["period", "length"], msg));
+  }
+  if (
+    fname === "ta.intelligent_strategy_synthesizer" ||
+    fname === "intelligent_strategy_synthesizer"
+  ) {
+    const msg = "ta.intelligent_strategy_synthesizer() requires 6 arguments";
+    return env.ta.intelligentStrategySynthesizer(
+      site,
+      wave13v(0, ["trend_indicators", "trend"], msg),
+      wave13v(1, ["momentum_indicators", "momentum"], msg),
+      wave13v(2, ["volatility_indicators", "volatility"], msg),
+      wave13v(3, ["volume_indicators", "volume"], msg),
+      wave13v(4, ["market_condition", "market_regime"], msg),
+      wave13v(5, ["risk_profile"], msg),
+    );
+  }
+  if (fname === "ta.signal_confluence" || fname === "signal_confluence") {
+    const msg = "ta.signal_confluence() requires 1 argument";
+    return env.ta.signalConfluence(wave13v(0, ["signals"], msg));
+  }
+  // wave14-end
   return undefined;
 }
 

package/src/runtime/ta.ts

@@ -8,6 +8,8 @@
 
 export type Cell = number | null;
 
+import { PineArray } from "./array.ts";
+
 interface SmaState {
   period: number;
   window: Cell[];
@@ -4520,6 +4522,168 @@ export class TaEngine {
     return finiteOut(ev / totalProb) ?? 0;
   }
 
+  /** `advanced.py` `_builtin_ta_gamma_levels` — returns `[high, low]`. */
+  gammaLevels(volatility: Cell, currentPrice: Cell, period: Cell): PineArray {
+    const v = finiteCell(volatility) ?? 0.02;
+    const p = finiteCell(currentPrice) ?? 100;
+    const n = this.coerceTaInt(period, "period must be integer");
+    const volAdjusted = v * Math.sqrt(n);
+    const distance = p * volAdjusted;
+    const out = new PineArray();
+    out.push(finiteOut(p + distance));
+    out.push(finiteOut(p - distance));
+    return out;
+  }
+
+  /** `advanced.py` `_builtin_ta_intelligent_strategy_synthesizer` (wins MRO). */
+  intelligentStrategySynthesizer(
+    site: string,
+    trend: unknown,
+    momentum: unknown,
+    volatility: unknown,
+    volume: unknown,
+    marketCondition: unknown,
+    riskProfile: unknown,
+  ): TaRecord {
+    const th = this.windowFor(`${site}:trend`, trend);
+    const mh = this.windowFor(`${site}:momentum`, momentum);
+    const vh = this.windowFor(`${site}:volatility`, volatility);
+    const volh = this.windowFor(`${site}:volume`, volume);
+    const regime = typeof marketCondition === "string" ? marketCondition : "ranging";
+    const profile = typeof riskProfile === "string" ? riskProfile : "balanced";
+
+    const nums = (h: Cell[]): number[] => h.filter((v): v is number => v !== null);
+    const trendVals = nums(th);
+    const momentumVals = nums(mh);
+    const volatilityVals = nums(vh);
+    const volumeVals = nums(volh);
+    const avg = (vals: number[], fallback: number): number =>
+      vals.length === 0 ? fallback : vals.reduce((a, b) => a + b, 0) / vals.length;
+    const trendAvg = avg(trendVals, 0);
+    const momentumAvg = avg(momentumVals, 0);
+    const volatilityAvg = avg(volatilityVals, 0.5);
+    const volumeAvg = avg(volumeVals, 0);
+
+    const volatilityNormalized = Math.max(0, Math.min(1, volatilityAvg));
+    const composite = trendAvg * 0.4 + momentumAvg * 0.35 + volumeAvg * 0.25;
+    const compositeSignal = Math.max(-1, Math.min(1, composite));
+
+    let agreement = 0;
+    if (Math.abs(trendAvg) > 0.3) agreement += 1;
+    if (Math.abs(momentumAvg) > 0.3) agreement += 1;
+    if (Math.abs(volumeAvg) > 0.3) agreement += 1;
+    const baseConfidence = agreement / 3;
+    const confidence = Math.max(0.1, Math.min(0.99, baseConfidence - volatilityNormalized * 0.3));
+
+    let recommendation: string;
+    if (compositeSignal > 0.6) {
+      recommendation = profile === "aggressive" ? "aggressive_long" : "conservative_long";
+    } else if (compositeSignal > 0.2) {
+      recommendation = "conservative_long";
+    } else if (compositeSignal < -0.6) {
+      recommendation = profile === "aggressive" ? "aggressive_short" : "conservative_short";
+    } else if (compositeSignal < -0.2) {
+      recommendation = "conservative_short";
+    } else {
+      recommendation = "hold";
+    }
+
+    const riskMult = profile === "conservative" ? 0.5 : profile === "aggressive" ? 1.5 : 1;
+    const riskLevel = volatilityNormalized * 50 * riskMult;
+    const absSignal = Math.abs(compositeSignal);
+    const expectedReturn = absSignal * 3;
+
+    let holdingPeriod: string;
+    if (volatilityNormalized > 0.7) holdingPeriod = "scalp";
+    else if (volatilityNormalized > 0.5) holdingPeriod = "day_trade";
+    else if (absSignal > 0.5) holdingPeriod = "swing";
+    else holdingPeriod = "position";
+
+    const shortRec = recommendation === "aggressive_short" || recommendation === "conservative_short";
+    const longRec = recommendation === "aggressive_long" || recommendation === "conservative_long";
+    const stopLoss = shortRec ? -0.7 : longRec ? -0.2 : -0.15;
+    const takeProfit =
+      recommendation === "aggressive_long" || recommendation === "aggressive_short"
+        ? 1.5
+        : longRec || shortRec
+          ? 1.0
+          : 0.5;
+
+    let alignment = 50;
+    if (regime === "trending_up") {
+      if (compositeSignal > 0) alignment = 90;
+      else if (compositeSignal > -0.3) alignment = 60;
+      else alignment = 30;
+    } else if (regime === "trending_down") {
+      if (compositeSignal < 0) alignment = 90;
+      else if (compositeSignal < 0.3) alignment = 60;
+      else alignment = 30;
+    } else if (regime === "ranging") {
+      alignment = 50 + (1 - absSignal) * 30;
+    } else if (regime === "volatile") {
+      alignment = 30 + absSignal * 40;
+    } else {
+      alignment = 40;
+    }
+
+    return taRec({
+      composite_signal: finiteOut(compositeSignal) ?? 0,
+      confidence_level: finiteOut(confidence) ?? 0,
+      strategy_recommendation: recommendation,
+      risk_level: finiteOut(Math.max(0, Math.min(100, riskLevel))) ?? 0,
+      expected_return: finiteOut(expectedReturn) ?? 0,
+      holding_period: holdingPeriod,
+      stop_loss_priority: stopLoss,
+      take_profit_priority: takeProfit,
+      regime_alignment: finiteOut(Math.max(0, Math.min(100, alignment))) ?? 0,
+    });
+  }
+
+  /** `advanced.py` `_builtin_ta_signal_confluence` (dict/map of signals). */
+  signalConfluence(signals: unknown): TaRecord {
+    let vals: unknown[] = [];
+    if (signals != null && typeof signals === "object") {
+      const obj = signals as { values?: () => unknown[] };
+      if (typeof obj.values === "function") {
+        const got = obj.values();
+        vals = Array.isArray(got) ? got : [];
+      } else if (!Array.isArray(signals)) {
+        vals = Object.entries(signals)
+          .filter(([k]) => k !== "__taRecord")
+          .map(([, v]) => v);
+      }
+    }
+    let signalCount = 0;
+    let bullish = 0;
+    let bearish = 0;
+    for (const v of vals) {
+      if (typeof v === "boolean") {
+        if (v) {
+          bullish += 1;
+          signalCount += 1;
+        }
+        continue;
+      }
+      if (typeof v === "number" && Number.isFinite(v)) {
+        if (v > 0) {
+          bullish += 1;
+          signalCount += 1;
+        } else if (v < 0) {
+          bearish += 1;
+          signalCount += 1;
+        }
+      }
+    }
+    const total = vals.length > 0 ? vals.length : 1;
+    const confluence = signalCount / total;
+    const primary = bullish > bearish ? "buy" : bearish > bullish ? "sell" : "neutral";
+    return taRec({
+      signal_count: signalCount,
+      confluence_level: finiteOut(confluence) ?? 0,
+      primary_signal: primary,
+    });
+  }
+
   /**
    * `ta.volume_profile_high` — numeric list only (`advanced.py`).
    * A one-element pair is that price when its volume is the strict max.