@hoox-sh/pynets 0.7.0 → 0.9.0

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";
 }
 
@@ -50740,7 +50909,8 @@ class Runtime {
       broker: extraOpts?.broker ?? this.broker,
       timeframe: extraOpts?.timeframe ?? this.timeframe,
       libraries: extraOpts?.libraries != null ? resolveLibraries(extraOpts.libraries) : this.libraries,
-      timeout_seconds: extraOpts?.timeout_seconds ?? this.timeout_seconds
+      timeout_seconds: extraOpts?.timeout_seconds ?? this.timeout_seconds,
+      realtime_last_bar: extraOpts?.realtimeLastBar ?? false
     };
     if (mode === "compile") {
       return runCompiled(source, ohlcv, host);
@@ -50803,7 +50973,7 @@ class RuntimeStream {
       return;
     this.bars.push(bar);
     try {
-      const out = this.runtime.run(this.source, this.bars);
+      const out = this.runtime.run(this.source, this.bars, { realtimeLastBar: true });
       for (const h of this.barHandlers)
         h(out);
       return out;
@@ -50814,9 +50984,29 @@ class RuntimeStream {
       return;
     }
   }
+  get barCount() {
+    return this.bars.length;
+  }
+  updateLastBar(bar) {
+    if (this.closed)
+      throw new Error("stream is closed");
+    if (this.bars.length === 0)
+      throw new Error("updateLastBar requires at least one bar");
+    this.bars[this.bars.length - 1] = bar;
+    const out = this.runtime.run(this.source, this.bars, { realtimeLastBar: true });
+    for (const h of this.barHandlers)
+      h(out);
+    return out;
+  }
+  appendBars(bars) {
+    let out;
+    for (const bar of bars)
+      out = this.push(bar);
+    return out;
+  }
   close() {
     this.closed = true;
-    const out = this.runtime.run(this.source, this.bars);
+    const out = this.runtime.run(this.source, this.bars, { realtimeLastBar: false });
     for (const h of this.endHandlers)
       h(out);
     return out;
@@ -50863,7 +51053,8 @@ function interpretTree(tree, ohlcv, host) {
     pendingExports: new Map,
     onceFired: new WeakSet,
     maxBarsBackDecls: [],
-    alertFireBars: new Map
+    alertFireBars: new Map,
+    realtimeLastBar: host?.realtime_last_bar ?? false
   };
   const n = ohlcv.length;
   let runError;
@@ -51612,7 +51803,8 @@ function evalExpr(node, env) {
         return NA;
       for (const s of onceNode.body)
         execStmt(s, env);
-      env.onceFired.add(onceNode);
+      if (barIsConfirmed(env))
+        env.onceFired.add(onceNode);
       return NA;
     }
     case "BoolOp":
@@ -51959,20 +52151,21 @@ function evalAttribute(node, env) {
     }
     if (node.value.id === "barstate") {
       const last = env.barIndex === env.barCount - 1;
+      const realtime = env.realtimeLastBar && last;
       if (node.attr === "isfirst")
         return env.barIndex === 0 ? 1 : 0;
       if (node.attr === "islast")
         return last ? 1 : 0;
       if (node.attr === "ishistory")
-        return last ? 0 : 1;
+        return realtime ? 0 : 1;
       if (node.attr === "isconfirmed")
         return 1;
       if (node.attr === "isnew")
         return 1;
       if (node.attr === "isrealtime")
-        return 0;
+        return realtime ? 1 : 0;
       if (node.attr === "islastconfirmedhistory")
-        return last ? 1 : 0;
+        return realtime ? 0 : last ? 1 : 0;
     }
     if (node.value.id === "session") {
       if (node.attr === "regular")
@@ -52741,7 +52934,7 @@ function formatRunError(err) {
   return "runtime error";
 }
 function isPlainInputs(extra) {
-  return !("inputs" in extra) && !("broker" in extra) && !("timeframe" in extra) && !("libraries" in extra) && !("mode" in extra) && !("timeout_seconds" in extra);
+  return !("inputs" in extra) && !("broker" in extra) && !("timeframe" in extra) && !("libraries" in extra) && !("mode" in extra) && !("timeout_seconds" in extra) && !("realtimeLastBar" in extra);
 }
 function resolveLibraries(libs) {
   if (libs instanceof LibraryRegistry)
@@ -54200,7 +54393,11 @@ 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 +54491,22 @@ 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": "0.9.0",
   "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 = "0.9.0";
 
 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

@@ -218,6 +218,8 @@ export interface RuntimeOptions {
   mode?: RuntimeMode;
   /** Wall-clock budget in seconds. Interpret only; checked every 32 bars. */
   timeout_seconds?: number | null;
+  /** Visit the last bar as a forming realtime bar (`barstate.isrealtime`). */
+  realtimeLastBar?: boolean;
 }
 
 export interface RuntimeFill {
@@ -362,6 +364,8 @@ interface Env {
   maxBarsBackDecls: Array<{ var: Value; num: Value }>;
   /** Python `_alert_fire_bars` keys for `alert` / `alertcondition` freq gating. */
   alertFireBars: Map<string, number>;
+  /** Visit the last bar as a forming realtime bar (`barstate.isrealtime`). */
+  realtimeLastBar: boolean;
 }
 
 export class Runtime {
@@ -420,6 +424,7 @@ export class Runtime {
       timeframe: extraOpts?.timeframe ?? this.timeframe,
       libraries: extraOpts?.libraries != null ? resolveLibraries(extraOpts.libraries) : this.libraries,
       timeout_seconds: extraOpts?.timeout_seconds ?? this.timeout_seconds,
+      realtime_last_bar: extraOpts?.realtimeLastBar ?? false,
     };
     if (mode === "compile") {
       return runCompiled(source, ohlcv, host);
@@ -494,7 +499,7 @@ export class RuntimeStream {
     if (this.closed) return undefined;
     this.bars.push(bar);
     try {
-      const out = this.runtime.run(this.source, this.bars);
+      const out = this.runtime.run(this.source, this.bars, { realtimeLastBar: true });
       for (const h of this.barHandlers) h(out);
       return out;
     } catch (err) {
@@ -504,9 +509,35 @@ export class RuntimeStream {
     }
   }
 
+  /** Number of committed bars in the stream. */
+  get barCount(): number {
+    return this.bars.length;
+  }
+
+  /**
+   * Re-tick the forming last bar with revised OHLCV. The bar count does not
+   * advance; the script is re-evaluated from bar 0, so `once`, TA state, and
+   * broker fills naturally roll back to the revised history.
+   */
+  updateLastBar(bar: OHLCVBar): RuntimeResult {
+    if (this.closed) throw new Error("stream is closed");
+    if (this.bars.length === 0) throw new Error("updateLastBar requires at least one bar");
+    this.bars[this.bars.length - 1] = bar;
+    const out = this.runtime.run(this.source, this.bars, { realtimeLastBar: true });
+    for (const h of this.barHandlers) h(out);
+    return out;
+  }
+
+  /** Append several bars, returning the final result. */
+  appendBars(bars: OHLCVBar[]): RuntimeResult | undefined {
+    let out: RuntimeResult | undefined;
+    for (const bar of bars) out = this.push(bar);
+    return out;
+  }
+
   close(): RuntimeResult {
     this.closed = true;
-    const out = this.runtime.run(this.source, this.bars);
+    const out = this.runtime.run(this.source, this.bars, { realtimeLastBar: false });
     for (const h of this.endHandlers) h(out);
     return out;
   }
@@ -528,6 +559,7 @@ export function interpretTree(
     timeframe?: string | null;
     libraries?: LibraryRegistry;
     timeout_seconds?: number | null;
+    realtime_last_bar?: boolean;
   },
 ): RuntimeResult {
   const scriptNode = tree.kind === "Script" ? (tree as Script) : null;
@@ -566,6 +598,7 @@ export function interpretTree(
     onceFired: new WeakSet(),
     maxBarsBackDecls: [],
     alertFireBars: new Map(),
+    realtimeLastBar: host?.realtime_last_bar ?? false,
   };
 
   const n = ohlcv.length;
@@ -1319,7 +1352,9 @@ function evalExpr(node: expr | undefined, env: Env): Value {
       const t = onceNode.test == null ? 1 : unwrap(evalExpr(onceNode.test, env));
       if (!isTruthy(t)) return NA;
       for (const s of onceNode.body) execStmt(s, env);
-      env.onceFired.add(onceNode);
+      // Python commits the fired flag only on a confirmed bar; unconfirmed
+      // realtime ticks may re-run the body (rollback semantics).
+      if (barIsConfirmed(env)) env.onceFired.add(onceNode);
       return NA;
     }
     case "BoolOp":
@@ -1652,13 +1687,14 @@ function evalAttribute(node: Attribute, env: Env): Value {
     }
     if (node.value.id === "barstate") {
       const last = env.barIndex === env.barCount - 1;
+      const realtime = env.realtimeLastBar && last;
       if (node.attr === "isfirst") return env.barIndex === 0 ? 1 : 0;
       if (node.attr === "islast") return last ? 1 : 0;
-      if (node.attr === "ishistory") return last ? 0 : 1;
+      if (node.attr === "ishistory") return realtime ? 0 : 1;
       if (node.attr === "isconfirmed") return 1;
       if (node.attr === "isnew") return 1;
-      if (node.attr === "isrealtime") return 0;
-      if (node.attr === "islastconfirmedhistory") return last ? 1 : 0;
+      if (node.attr === "isrealtime") return realtime ? 1 : 0;
+      if (node.attr === "islastconfirmedhistory") return realtime ? 0 : last ? 1 : 0;
     }
     if (node.value.id === "session") {
       if (node.attr === "regular") return "regular";
@@ -2470,7 +2506,8 @@ function isPlainInputs(extra: RuntimeOptions | InputOverrides): extra is InputOv
     !("timeframe" in extra) &&
     !("libraries" in extra) &&
     !("mode" in extra) &&
-    !("timeout_seconds" in extra)
+    !("timeout_seconds" in extra) &&
+    !("realtimeLastBar" in extra)
   );
 }
 
@@ -2623,6 +2660,7 @@ function runAuto(
     timeframe?: string | null;
     libraries?: LibraryRegistry;
     timeout_seconds?: number | null;
+    realtime_last_bar?: boolean;
   },
 ): RuntimeResult {
   const elig = compileEligible(source);
@@ -2700,7 +2738,7 @@ function normalizeAlertFreq(freq: unknown): string {
   return ALERT_FREQ_ALIASES[s] ?? (s ? s : FREQ_ONCE_PER_BAR);
 }
 
-/** Python `_bar_is_confirmed`. This host sets `barstate.isconfirmed` to 1 on every bar. */
+/** Python `_bar_is_confirmed`: single-tick runs are confirmed (ticks>1 not modeled). */
 function barIsConfirmed(_env: Env): boolean {
   return true;
 }
@@ -4673,10 +4711,14 @@ 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 +4902,35 @@ 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;
 }