@insiderfinance/totalfinance 0.1.0

package/modules/technical-analysis/dist/series.js

@@ -0,0 +1,125 @@
+/** Returns and rolling volatility (spec §13.3). */
+import * as builtinMetadata from './builtin-metadata.js';
+import { withBuiltinMetadata } from './indicator-metadata.js';
+import { makeIndicator, snapshotOf, readSnapshot, } from './framework.js';
+import { requirePeriod, requireAnnualization } from './validate.js';
+import { requireStreamParameters } from './stream-validation.js';
+class ReturnsStream {
+    prev = null;
+    value = null;
+    next(value) {
+        if (this.prev === null) {
+            this.prev = value;
+            this.value = null;
+            return null;
+        }
+        const r = (value - this.prev) / this.prev;
+        this.prev = value;
+        this.value = r;
+        return r;
+    }
+    toJSON() {
+        return snapshotOf('returns', { prev: this.prev, value: this.value });
+    }
+    static fromJSON(snapshot) {
+        const state = readSnapshot(snapshot, 'returns');
+        const x = new ReturnsStream();
+        x.prev = state.numberOrNull('prev');
+        x.value = state.cached('value');
+        return x;
+    }
+}
+class LogReturnsStream {
+    prev = null;
+    value = null;
+    next(value) {
+        if (this.prev === null) {
+            this.prev = value;
+            this.value = null;
+            return null;
+        }
+        const r = Math.log(value / this.prev);
+        this.prev = value;
+        this.value = r;
+        return r;
+    }
+    toJSON() {
+        return snapshotOf('logReturns', { prev: this.prev, value: this.value });
+    }
+    static fromJSON(snapshot) {
+        const state = readSnapshot(snapshot, 'logReturns');
+        const x = new LogReturnsStream();
+        x.prev = state.numberOrNull('prev');
+        x.value = state.cached('value');
+        return x;
+    }
+}
+class RollingVolatilityStream {
+    prev = null;
+    buf = [];
+    value = null;
+    period;
+    scale;
+    constructor(parameters) {
+        requireStreamParameters('RollingVolatilityStream.constructor#0', 'RollingVolatilityStream', parameters);
+        const { period, scale } = parameters;
+        this.period = period;
+        this.scale = scale;
+    }
+    next(value) {
+        if (this.prev === null) {
+            this.prev = value;
+            this.value = null;
+            return null;
+        }
+        const r = (value - this.prev) / this.prev;
+        this.prev = value;
+        this.buf.push(r);
+        if (this.buf.length > this.period)
+            this.buf.shift();
+        if (this.buf.length < this.period) {
+            this.value = null;
+            return null;
+        }
+        let sum = 0;
+        for (const x of this.buf)
+            sum += x;
+        const mean = sum / this.period;
+        let acc = 0;
+        for (const x of this.buf) {
+            const d = x - mean;
+            acc += d * d;
+        }
+        const sd = Math.sqrt(acc / (this.period - 1)); // sample std
+        this.value = sd * Math.sqrt(this.scale);
+        return this.value;
+    }
+    toJSON() {
+        return snapshotOf('rollingVolatility', {
+            period: this.period,
+            scale: this.scale,
+            prev: this.prev,
+            buf: [...this.buf],
+            value: this.value,
+        });
+    }
+    static fromJSON(snapshot) {
+        const state = readSnapshot(snapshot, 'rollingVolatility');
+        const x = new RollingVolatilityStream({
+            period: state.lookback('period'),
+            scale: state.number('scale'),
+        });
+        x.prev = state.numberOrNull('prev');
+        x.buf = state.numbers('buf');
+        x.value = state.cached('value');
+        return x;
+    }
+}
+export const returns = withBuiltinMetadata(makeIndicator(() => new ReturnsStream(), ReturnsStream.fromJSON, () => NaN), builtinMetadata.returnsMetadata);
+export const logReturns = withBuiltinMetadata(makeIndicator(() => new LogReturnsStream(), LogReturnsStream.fromJSON, () => NaN), builtinMetadata.logReturnsMetadata);
+export const rollingVolatility = withBuiltinMetadata(makeIndicator((p) => new RollingVolatilityStream({
+    period: requirePeriod(p.period, 'rollingVolatility', 'period', 2),
+    scale: requireAnnualization(p.annualization, 'rollingVolatility'),
+}), RollingVolatilityStream.fromJSON, () => NaN), builtinMetadata.rollingVolatilityMetadata);
+export { ReturnsStream, LogReturnsStream, RollingVolatilityStream };
+//# sourceMappingURL=series.js.map

package/modules/technical-analysis/dist/series.js.map

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package/modules/technical-analysis/dist/signal.d.ts

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+/**
+ * Signal DSL (spec §13.6).
+ *
+ *   technicalAnalysis.signal(candles)
+ *     .sma('close', { period: 20 }, { as: 'fast' })
+ *     .sma('close', { period: 50 }, { as: 'slow' })
+ *     .rsi('close', { period: 14 }, { as: 'momentum' })
+ *     .when(crossOver('fast', 'slow')).and(gt('momentum', 50)).emit('long')
+ *     .when(crossUnder('fast', 'slow')).emit('flat')
+ *     .signals();
+ *
+ * Feature methods build named columns (reusing the feature pipeline); rules are boolean expressions
+ * over those columns (and the raw OHLCV fields) that emit a label per bar. Conditions reference a
+ * column by alias, a record sub-field by `alias.field` (e.g. `macd.histogram`), or a numeric constant.
+ *
+ * Feature methods take their indicator's PARAMETER OBJECT, the same grammar the indicators enforce
+ * directly — `sma(series, { period: 20 })` there, `.sma('close', { period: 20 })` here. They took a
+ * bare number until 3B.1b, which made this DSL the one place in the package that accepted the very
+ * call shape `makeIndicator` throws a teaching error on.
+ */
+import type { WilderPeriodParameters } from './bars.js';
+import type { BarInput, Indicator } from './framework.js';
+import type { PeriodParameters } from './moving-averages.js';
+import { type Field } from './pipeline.js';
+import type { RsiParameters } from './rsi.js';
+export type Operand = string | number;
+export declare class SignalContext {
+    private readonly cols;
+    private readonly candles;
+    constructor(parameters: {
+        cols: Map<string, unknown[]>;
+        candles: BarInput[];
+    });
+    get(operand: Operand, barIndex: number): number;
+}
+/** A boolean predicate over the signal context, tagged with the column refs it reads. */
+export interface Condition {
+    (context: SignalContext, barIndex: number): boolean;
+    /** String operands (column aliases, dotted sub-fields, raw fields) this condition reads. */
+    readonly refs: readonly string[];
+}
+/**
+ * Build a custom condition. `refs` are the column aliases / `alias.field` / raw OHLCV fields the
+ * predicate reads via `context.get(...)` — they are validated up front like the built-in conditions, so
+ * a typo fails loud. Pass `[]` for a condition that reads nothing (or reads only constants).
+ */
+export declare function condition(refs: readonly string[], predicate: (context: SignalContext, barIndex: number) => boolean): Condition;
+export declare function crossOver(first: Operand, second: Operand): Condition;
+export declare function crossUnder(first: Operand, second: Operand): Condition;
+export declare function gt(left: Operand, right: Operand): Condition;
+export declare function lt(left: Operand, right: Operand): Condition;
+export declare function gte(left: Operand, right: Operand): Condition;
+export declare function lte(left: Operand, right: Operand): Condition;
+export declare function rising(operand: Operand): Condition;
+export declare function falling(operand: Operand): Condition;
+export declare function between(operand: Operand, low: number, high: number): Condition;
+/** Logical negation of a condition (carries through the inner condition's refs). */
+export declare function not(condition: Condition): Condition;
+/** One condition inside a rule, with the operator joining it to the PREVIOUS term. */
+export interface Term {
+    condition: Condition;
+    operator: 'and' | 'or';
+}
+/** A labeled and/or-combination of conditions — the unit {@link SignalBuilder#addRule} accepts. */
+export interface Rule {
+    terms: Term[];
+    label: string;
+}
+export interface SignalEvent {
+    index: number;
+    label: string;
+}
+/**
+ * Builds one rule as a chain of conditions. Evaluation is STRICT LEFT-TO-RIGHT with NO operator
+ * precedence: each `.and(c)` / `.or(c)` folds `c` into the accumulated result immediately, so
+ * `when(a).or(b).and(c)` evaluates as `(a || b) && c` — NOT `a || (b && c)`. When you need
+ * grouping, compose a single condition instead (e.g. with `condition()` / `not()`), or order the
+ * chain so left-to-right folding expresses your intent.
+ */
+export declare class RuleBuilder {
+    private readonly terms;
+    private readonly owner;
+    constructor({ owner, first }: {
+        owner: SignalBuilder;
+        first: Condition;
+    });
+    /** Fold `c` into the accumulated result with AND (left-to-right, no precedence — class doc). */
+    and(condition: Condition): this;
+    /** Fold `c` into the accumulated result with OR (left-to-right, no precedence — class doc). */
+    or(condition: Condition): this;
+    /** Finalise the rule with a label and return to the signal builder. */
+    emit(label: string): SignalBuilder;
+}
+interface AliasOpt {
+    as?: string;
+}
+export declare class SignalBuilder {
+    private readonly candles;
+    private readonly pipe;
+    private readonly rules;
+    constructor(candles: BarInput[]);
+    sma(field: Field, parameters: PeriodParameters, options?: AliasOpt): this;
+    ema(field: Field, parameters: PeriodParameters, options?: AliasOpt): this;
+    wma(field: Field, parameters: PeriodParameters, options?: AliasOpt): this;
+    /**
+     * `parameters` is optional on the default-bearing methods, matching both `FeaturePipeline` and the
+     * direct call: `rsi(closes)` resolves period 14, so `signal(bars).rsi('close')` must too.
+     *
+     * These two were left required when the pipeline's were relaxed, so the two fluent surfaces
+     * disagreed — the delegate compiled and the caller's identical call did not.
+     */
+    rsi(field: Field, parameters?: RsiParameters, options?: AliasOpt): this;
+    atr(parameters?: WilderPeriodParameters, options?: AliasOpt): this;
+    /**
+     * Apply any series indicator to a field under an alias. `options.as` is REQUIRED here: the generic
+     * escape hatch has no indicator-specific auto-name to fall back on.
+     */
+    use<P, Out>(field: Field, indicator: Indicator<P, number, Out>, parameters: P, options: Required<AliasOpt>): this;
+    /** Apply any bar indicator to the candles under an alias. `options.as` is required (see {@link use}). */
+    useBars<P, Out>(indicator: Indicator<P, BarInput, Out>, parameters: P, options: Required<AliasOpt>): this;
+    /** Inject a precomputed column. */
+    feature(alias: string, values: unknown[]): this;
+    when(condition: Condition): RuleBuilder;
+    addRule(rule: Rule): void;
+    private context;
+    /** A reference is valid if it is a raw OHLCV field, a known column, or `alias.field` of a record column. */
+    private isKnownRef;
+    /** Fail fast on misspelled aliases/sub-fields instead of silently evaluating them to `false`. */
+    private validateRefs;
+    private evalRule;
+    /** Aligned labels: the first matching rule's label per bar, else `null`. */
+    signals(): (string | null)[];
+    /** Only the bars that emitted, as `{ index, label }` events. */
+    events(): SignalEvent[];
+    /** The underlying feature columns (for inspection / charting). */
+    columns(): Record<string, unknown[]>;
+}
+export declare function signal(candles: BarInput[]): SignalBuilder;
+export {};
+//# sourceMappingURL=signal.d.ts.map

package/modules/technical-analysis/dist/signal.d.ts.map

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package/modules/technical-analysis/dist/signal.js

@@ -0,0 +1,353 @@
+/**
+ * Signal DSL (spec §13.6).
+ *
+ *   technicalAnalysis.signal(candles)
+ *     .sma('close', { period: 20 }, { as: 'fast' })
+ *     .sma('close', { period: 50 }, { as: 'slow' })
+ *     .rsi('close', { period: 14 }, { as: 'momentum' })
+ *     .when(crossOver('fast', 'slow')).and(gt('momentum', 50)).emit('long')
+ *     .when(crossUnder('fast', 'slow')).emit('flat')
+ *     .signals();
+ *
+ * Feature methods build named columns (reusing the feature pipeline); rules are boolean expressions
+ * over those columns (and the raw OHLCV fields) that emit a label per bar. Conditions reference a
+ * column by alias, a record sub-field by `alias.field` (e.g. `macd.histogram`), or a numeric constant.
+ *
+ * Feature methods take their indicator's PARAMETER OBJECT, the same grammar the indicators enforce
+ * directly — `sma(series, { period: 20 })` there, `.sma('close', { period: 20 })` here. They took a
+ * bare number until 3B.1b, which made this DSL the one place in the package that accepted the very
+ * call shape `makeIndicator` throws a teaching error on.
+ */
+import { ensureKnownKeys, ErrorCode, InputError, requireArgumentArray, requireArgumentObject, } from '../../core/dist/index.js';
+import { FeaturePipeline } from './pipeline.js';
+import { requireStreamParameters } from './stream-validation.js';
+const RAW_FIELDS = new Set(['open', 'high', 'low', 'close', 'volume']);
+export class SignalContext {
+    cols;
+    candles;
+    constructor(parameters) {
+        requireStreamParameters('SignalContext.constructor#0', 'SignalContext', parameters);
+        const { cols, candles } = parameters;
+        this.cols = cols;
+        this.candles = candles;
+    }
+    get(operand, barIndex) {
+        if (typeof operand === 'number')
+            return operand;
+        if (barIndex < 0)
+            return NaN;
+        if (operand.includes('.')) {
+            const dot = operand.indexOf('.');
+            const alias = operand.slice(0, dot);
+            const f = operand.slice(dot + 1);
+            const v = this.cols.get(alias)?.[barIndex];
+            return v && typeof v === 'object' ? (v[f] ?? NaN) : NaN;
+        }
+        if (this.cols.has(operand)) {
+            const v = this.cols.get(operand)[barIndex];
+            return typeof v === 'number' ? v : NaN;
+        }
+        const b = this.candles[barIndex];
+        if (!b)
+            return NaN;
+        if (operand === 'open')
+            return b.open ?? NaN;
+        if (operand === 'high')
+            return b.high;
+        if (operand === 'low')
+            return b.low;
+        if (operand === 'close')
+            return b.close;
+        if (operand === 'volume')
+            return b.volume ?? NaN;
+        return NaN;
+    }
+}
+const ok = (x) => Number.isFinite(x);
+/** Tag a predicate with the string operands it reads, so the builder can validate them up front. */
+function cond(operands, predicate) {
+    const refs = operands.filter((o) => typeof o === 'string');
+    return Object.assign(predicate, { refs });
+}
+/**
+ * Build a custom condition. `refs` are the column aliases / `alias.field` / raw OHLCV fields the
+ * predicate reads via `context.get(...)` — they are validated up front like the built-in conditions, so
+ * a typo fails loud. Pass `[]` for a condition that reads nothing (or reads only constants).
+ */
+export function condition(refs, predicate) {
+    requireArgumentArray('condition', 'refs', refs);
+    if (typeof predicate !== 'function') {
+        throw new InputError(`condition: predicate must be a (context, barIndex) => boolean function, got ${predicate === null ? 'null' : typeof predicate}.`, { code: ErrorCode.InputWrongType, context: {} });
+    }
+    return Object.assign(predicate, { refs: [...refs] });
+}
+export function crossOver(first, second) {
+    return cond([first, second], (context, i) => {
+        if (i < 1)
+            return false;
+        const a0 = context.get(first, i - 1);
+        const a1 = context.get(first, i);
+        const b0 = context.get(second, i - 1);
+        const b1 = context.get(second, i);
+        return ok(a0) && ok(a1) && ok(b0) && ok(b1) && a0 <= b0 && a1 > b1;
+    });
+}
+export function crossUnder(first, second) {
+    return cond([first, second], (context, i) => {
+        if (i < 1)
+            return false;
+        const a0 = context.get(first, i - 1);
+        const a1 = context.get(first, i);
+        const b0 = context.get(second, i - 1);
+        const b1 = context.get(second, i);
+        return ok(a0) && ok(a1) && ok(b0) && ok(b1) && a0 >= b0 && a1 < b1;
+    });
+}
+export function gt(left, right) {
+    return cond([left, right], (context, i) => {
+        const x = context.get(left, i);
+        const y = context.get(right, i);
+        return ok(x) && ok(y) && x > y;
+    });
+}
+export function lt(left, right) {
+    return cond([left, right], (context, i) => {
+        const x = context.get(left, i);
+        const y = context.get(right, i);
+        return ok(x) && ok(y) && x < y;
+    });
+}
+export function gte(left, right) {
+    return cond([left, right], (context, i) => {
+        const x = context.get(left, i);
+        const y = context.get(right, i);
+        return ok(x) && ok(y) && x >= y;
+    });
+}
+export function lte(left, right) {
+    return cond([left, right], (context, i) => {
+        const x = context.get(left, i);
+        const y = context.get(right, i);
+        return ok(x) && ok(y) && x <= y;
+    });
+}
+export function rising(operand) {
+    return cond([operand], (context, i) => {
+        if (i < 1)
+            return false;
+        const x0 = context.get(operand, i - 1);
+        const x1 = context.get(operand, i);
+        return ok(x0) && ok(x1) && x1 > x0;
+    });
+}
+export function falling(operand) {
+    return cond([operand], (context, i) => {
+        if (i < 1)
+            return false;
+        const x0 = context.get(operand, i - 1);
+        const x1 = context.get(operand, i);
+        return ok(x0) && ok(x1) && x1 < x0;
+    });
+}
+export function between(operand, low, high) {
+    return cond([operand], (context, i) => {
+        const x = context.get(operand, i);
+        return ok(x) && x >= low && x <= high;
+    });
+}
+/** Logical negation of a condition (carries through the inner condition's refs). */
+export function not(condition) {
+    if (typeof condition !== 'function' || !Array.isArray(condition.refs)) {
+        throw new InputError(`not: condition must be a Condition (built with condition()/gt()/lt()/…), got ${condition === null ? 'null' : typeof condition}.`, { code: ErrorCode.InputWrongType, context: {} });
+    }
+    return cond([...condition.refs], (context, i) => !condition(context, i));
+}
+/**
+ * Builds one rule as a chain of conditions. Evaluation is STRICT LEFT-TO-RIGHT with NO operator
+ * precedence: each `.and(c)` / `.or(c)` folds `c` into the accumulated result immediately, so
+ * `when(a).or(b).and(c)` evaluates as `(a || b) && c` — NOT `a || (b && c)`. When you need
+ * grouping, compose a single condition instead (e.g. with `condition()` / `not()`), or order the
+ * chain so left-to-right folding expresses your intent.
+ */
+export class RuleBuilder {
+    terms;
+    owner;
+    constructor({ owner, first }) {
+        this.owner = owner;
+        this.terms = [{ condition: first, operator: 'and' }];
+    }
+    /** Fold `c` into the accumulated result with AND (left-to-right, no precedence — class doc). */
+    and(condition) {
+        this.terms.push({ condition: condition, operator: 'and' });
+        return this;
+    }
+    /** Fold `c` into the accumulated result with OR (left-to-right, no precedence — class doc). */
+    or(condition) {
+        this.terms.push({ condition: condition, operator: 'or' });
+        return this;
+    }
+    /** Finalise the rule with a label and return to the signal builder. */
+    emit(label) {
+        this.owner.addRule({ terms: [...this.terms], label });
+        return this.owner;
+    }
+}
+export class SignalBuilder {
+    candles;
+    pipe;
+    rules = [];
+    constructor(candles) {
+        this.candles = candles;
+        this.pipe = new FeaturePipeline(candles);
+    }
+    // feature methods (build named columns) — parameter OBJECTS, matching the indicators themselves
+    sma(field, parameters, options) {
+        this.pipe.sma(field, parameters, options);
+        return this;
+    }
+    ema(field, parameters, options) {
+        this.pipe.ema(field, parameters, options);
+        return this;
+    }
+    wma(field, parameters, options) {
+        this.pipe.wma(field, parameters, options);
+        return this;
+    }
+    /**
+     * `parameters` is optional on the default-bearing methods, matching both `FeaturePipeline` and the
+     * direct call: `rsi(closes)` resolves period 14, so `signal(bars).rsi('close')` must too.
+     *
+     * These two were left required when the pipeline's were relaxed, so the two fluent surfaces
+     * disagreed — the delegate compiled and the caller's identical call did not.
+     */
+    rsi(field, parameters, options) {
+        this.pipe.rsi(field, parameters, options);
+        return this;
+    }
+    atr(parameters, options) {
+        this.pipe.atr(parameters, options);
+        return this;
+    }
+    /**
+     * Apply any series indicator to a field under an alias. `options.as` is REQUIRED here: the generic
+     * escape hatch has no indicator-specific auto-name to fall back on.
+     */
+    use(field, indicator, parameters, options) {
+        this.pipe.applySeries(field, indicator, parameters, options);
+        return this;
+    }
+    /** Apply any bar indicator to the candles under an alias. `options.as` is required (see {@link use}). */
+    useBars(indicator, parameters, options) {
+        this.pipe.applyBars(indicator, parameters, options);
+        return this;
+    }
+    /** Inject a precomputed column. */
+    feature(alias, values) {
+        this.pipe.column(alias, values);
+        return this;
+    }
+    when(condition) {
+        return new RuleBuilder({ owner: this, first: condition });
+    }
+    addRule(rule) {
+        // Rules also arrive hand-built (not just via `when(...)`), so the boundary teaches: a rule
+        // missing its label or terms used to be accepted and surface later as a nonsense signal.
+        requireArgumentObject('SignalBuilder.addRule', 'rule', rule);
+        ensureKnownKeys('SignalBuilder.addRule', 'rule', rule, ['terms', 'label']);
+        if (typeof rule.label !== 'string' || rule.label.length === 0) {
+            throw new InputError(`SignalBuilder.addRule: rule.label must be a non-empty string naming the signal. Received ${rule.label === null ? 'null' : typeof rule.label === 'string' ? 'an empty string' : typeof rule.label}.`, { code: ErrorCode.InputWrongType, context: { label: rule.label } });
+        }
+        requireArgumentArray('SignalBuilder.addRule', 'rule.terms', rule.terms);
+        for (const [index, term] of rule.terms.entries()) {
+            // A Condition is a tagged PREDICATE (a function carrying `refs`), not a plain object.
+            if (term === null ||
+                typeof term !== 'object' ||
+                (term.operator !== 'and' && term.operator !== 'or') ||
+                typeof term.condition !== 'function') {
+                throw new InputError(`SignalBuilder.addRule: rule.terms[${index}] must be { cond, operator: 'and' | 'or' } — build terms with when(...).and(...) or the Condition helpers.`, { code: ErrorCode.InputWrongType, context: { index, term } });
+            }
+        }
+        this.rules.push(rule);
+    }
+    context() {
+        return new SignalContext({
+            cols: new Map(Object.entries(this.pipe.toColumns())),
+            candles: this.candles,
+        });
+    }
+    /** A reference is valid if it is a raw OHLCV field, a known column, or `alias.field` of a record column. */
+    isKnownRef(ref, cols) {
+        if (RAW_FIELDS.has(ref))
+            return true;
+        if (ref.includes('.')) {
+            const dot = ref.indexOf('.');
+            const alias = ref.slice(0, dot);
+            const f = ref.slice(dot + 1);
+            const col = cols.get(alias);
+            if (!col)
+                return false;
+            const firstDefined = col.find((v) => v !== null && v !== undefined);
+            if (firstDefined === undefined)
+                return true; // empty / all-warmup column — cannot verify the field
+            if (typeof firstDefined !== 'object')
+                return false; // scalar column: dotted access is invalid
+            return f in firstDefined;
+        }
+        return cols.has(ref);
+    }
+    /** Fail fast on misspelled aliases/sub-fields instead of silently evaluating them to `false`. */
+    validateRefs(cols) {
+        for (const rule of this.rules) {
+            for (const term of rule.terms) {
+                for (const ref of term.condition.refs) {
+                    if (!this.isKnownRef(ref, cols)) {
+                        throw new InputError(`signal: unknown reference "${ref}". Define it with a feature method / { as } alias, or use a raw OHLCV field.`, {
+                            code: ErrorCode.SignalUnknownReference,
+                            context: { reference: ref, label: rule.label },
+                        });
+                    }
+                }
+            }
+        }
+    }
+    evalRule(rule, context, i) {
+        let result = rule.terms[0].condition(context, i);
+        for (let k = 1; k < rule.terms.length; k++) {
+            const t = rule.terms[k];
+            result =
+                t.operator === 'and'
+                    ? result && t.condition(context, i)
+                    : result || t.condition(context, i);
+        }
+        return result;
+    }
+    /** Aligned labels: the first matching rule's label per bar, else `null`. */
+    signals() {
+        const context = this.context();
+        this.validateRefs(new Map(Object.entries(this.pipe.toColumns())));
+        const out = new Array(this.candles.length).fill(null);
+        for (let i = 0; i < this.candles.length; i++) {
+            for (const rule of this.rules) {
+                if (this.evalRule(rule, context, i)) {
+                    out[i] = rule.label;
+                    break;
+                }
+            }
+        }
+        return out;
+    }
+    /** Only the bars that emitted, as `{ index, label }` events. */
+    events() {
+        return this.signals()
+            .map((label, index) => ({ index, label }))
+            .filter((e) => e.label !== null);
+    }
+    /** The underlying feature columns (for inspection / charting). */
+    columns() {
+        return this.pipe.toColumns();
+    }
+}
+export function signal(candles) {
+    return new SignalBuilder(candles);
+}
+//# sourceMappingURL=signal.js.map

package/modules/technical-analysis/dist/signal.js.map

@@ -0,0 +1 @@
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