@invinite-org/chartlang-runtime 1.0.2
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/CHANGELOG.md +2690 -0
- package/LICENSE +21 -0
- package/README.md +57 -0
- package/dist/buildComputeContext.d.ts +21 -0
- package/dist/buildComputeContext.d.ts.map +1 -0
- package/dist/buildComputeContext.js +48 -0
- package/dist/buildComputeContext.js.map +1 -0
- package/dist/createScriptRunner.d.ts +111 -0
- package/dist/createScriptRunner.d.ts.map +1 -0
- package/dist/createScriptRunner.js +234 -0
- package/dist/createScriptRunner.js.map +1 -0
- package/dist/emit/alert.d.ts +46 -0
- package/dist/emit/alert.d.ts.map +1 -0
- package/dist/emit/alert.js +71 -0
- package/dist/emit/alert.js.map +1 -0
- package/dist/emit/alertConditionEmission.d.ts +15 -0
- package/dist/emit/alertConditionEmission.d.ts.map +1 -0
- package/dist/emit/alertConditionEmission.js +53 -0
- package/dist/emit/alertConditionEmission.js.map +1 -0
- package/dist/emit/draw/annotations/arrow.d.ts +42 -0
- package/dist/emit/draw/annotations/arrow.d.ts.map +1 -0
- package/dist/emit/draw/annotations/arrow.js +40 -0
- package/dist/emit/draw/annotations/arrow.js.map +1 -0
- package/dist/emit/draw/annotations/arrowMarkDown.d.ts +36 -0
- package/dist/emit/draw/annotations/arrowMarkDown.d.ts.map +1 -0
- package/dist/emit/draw/annotations/arrowMarkDown.js +40 -0
- package/dist/emit/draw/annotations/arrowMarkDown.js.map +1 -0
- package/dist/emit/draw/annotations/arrowMarkUp.d.ts +36 -0
- package/dist/emit/draw/annotations/arrowMarkUp.d.ts.map +1 -0
- package/dist/emit/draw/annotations/arrowMarkUp.js +40 -0
- package/dist/emit/draw/annotations/arrowMarkUp.js.map +1 -0
- package/dist/emit/draw/annotations/arrowMarker.d.ts +40 -0
- package/dist/emit/draw/annotations/arrowMarker.d.ts.map +1 -0
- package/dist/emit/draw/annotations/arrowMarker.js +40 -0
- package/dist/emit/draw/annotations/arrowMarker.js.map +1 -0
- package/dist/emit/draw/annotations/text.d.ts +41 -0
- package/dist/emit/draw/annotations/text.d.ts.map +1 -0
- package/dist/emit/draw/annotations/text.js +44 -0
- package/dist/emit/draw/annotations/text.js.map +1 -0
- package/dist/emit/draw/boxes/circle.d.ts +42 -0
- package/dist/emit/draw/boxes/circle.d.ts.map +1 -0
- package/dist/emit/draw/boxes/circle.js +44 -0
- package/dist/emit/draw/boxes/circle.js.map +1 -0
- package/dist/emit/draw/boxes/ellipse.d.ts +42 -0
- package/dist/emit/draw/boxes/ellipse.d.ts.map +1 -0
- package/dist/emit/draw/boxes/ellipse.js +40 -0
- package/dist/emit/draw/boxes/ellipse.js.map +1 -0
- package/dist/emit/draw/boxes/marker.d.ts +43 -0
- package/dist/emit/draw/boxes/marker.d.ts.map +1 -0
- package/dist/emit/draw/boxes/marker.js +49 -0
- package/dist/emit/draw/boxes/marker.js.map +1 -0
- package/dist/emit/draw/boxes/path.d.ts +43 -0
- package/dist/emit/draw/boxes/path.d.ts.map +1 -0
- package/dist/emit/draw/boxes/path.js +40 -0
- package/dist/emit/draw/boxes/path.js.map +1 -0
- package/dist/emit/draw/boxes/polyline.d.ts +43 -0
- package/dist/emit/draw/boxes/polyline.d.ts.map +1 -0
- package/dist/emit/draw/boxes/polyline.js +40 -0
- package/dist/emit/draw/boxes/polyline.js.map +1 -0
- package/dist/emit/draw/boxes/rectangle.d.ts +40 -0
- package/dist/emit/draw/boxes/rectangle.d.ts.map +1 -0
- package/dist/emit/draw/boxes/rectangle.js +40 -0
- package/dist/emit/draw/boxes/rectangle.js.map +1 -0
- package/dist/emit/draw/boxes/rotatedRectangle.d.ts +45 -0
- package/dist/emit/draw/boxes/rotatedRectangle.d.ts.map +1 -0
- package/dist/emit/draw/boxes/rotatedRectangle.js +40 -0
- package/dist/emit/draw/boxes/rotatedRectangle.js.map +1 -0
- package/dist/emit/draw/boxes/triangle.d.ts +42 -0
- package/dist/emit/draw/boxes/triangle.d.ts.map +1 -0
- package/dist/emit/draw/boxes/triangle.js +40 -0
- package/dist/emit/draw/boxes/triangle.js.map +1 -0
- package/dist/emit/draw/channels/disjointChannel.d.ts +43 -0
- package/dist/emit/draw/channels/disjointChannel.d.ts.map +1 -0
- package/dist/emit/draw/channels/disjointChannel.js +40 -0
- package/dist/emit/draw/channels/disjointChannel.js.map +1 -0
- package/dist/emit/draw/channels/flatTopBottom.d.ts +44 -0
- package/dist/emit/draw/channels/flatTopBottom.d.ts.map +1 -0
- package/dist/emit/draw/channels/flatTopBottom.js +40 -0
- package/dist/emit/draw/channels/flatTopBottom.js.map +1 -0
- package/dist/emit/draw/channels/regressionTrend.d.ts +49 -0
- package/dist/emit/draw/channels/regressionTrend.d.ts.map +1 -0
- package/dist/emit/draw/channels/regressionTrend.js +44 -0
- package/dist/emit/draw/channels/regressionTrend.js.map +1 -0
- package/dist/emit/draw/channels/trendChannel.d.ts +43 -0
- package/dist/emit/draw/channels/trendChannel.d.ts.map +1 -0
- package/dist/emit/draw/channels/trendChannel.js +40 -0
- package/dist/emit/draw/channels/trendChannel.js.map +1 -0
- package/dist/emit/draw/containers/frame.d.ts +42 -0
- package/dist/emit/draw/containers/frame.d.ts.map +1 -0
- package/dist/emit/draw/containers/frame.js +47 -0
- package/dist/emit/draw/containers/frame.js.map +1 -0
- package/dist/emit/draw/containers/group.d.ts +47 -0
- package/dist/emit/draw/containers/group.d.ts.map +1 -0
- package/dist/emit/draw/containers/group.js +44 -0
- package/dist/emit/draw/containers/group.js.map +1 -0
- package/dist/emit/draw/curves/arc.d.ts +44 -0
- package/dist/emit/draw/curves/arc.d.ts.map +1 -0
- package/dist/emit/draw/curves/arc.js +40 -0
- package/dist/emit/draw/curves/arc.js.map +1 -0
- package/dist/emit/draw/curves/brush.d.ts +44 -0
- package/dist/emit/draw/curves/brush.d.ts.map +1 -0
- package/dist/emit/draw/curves/brush.js +43 -0
- package/dist/emit/draw/curves/brush.js.map +1 -0
- package/dist/emit/draw/curves/curve.d.ts +43 -0
- package/dist/emit/draw/curves/curve.d.ts.map +1 -0
- package/dist/emit/draw/curves/curve.js +40 -0
- package/dist/emit/draw/curves/curve.js.map +1 -0
- package/dist/emit/draw/curves/doubleCurve.d.ts +46 -0
- package/dist/emit/draw/curves/doubleCurve.d.ts.map +1 -0
- package/dist/emit/draw/curves/doubleCurve.js +40 -0
- package/dist/emit/draw/curves/doubleCurve.js.map +1 -0
- package/dist/emit/draw/curves/highlighter.d.ts +43 -0
- package/dist/emit/draw/curves/highlighter.d.ts.map +1 -0
- package/dist/emit/draw/curves/highlighter.js +43 -0
- package/dist/emit/draw/curves/highlighter.js.map +1 -0
- package/dist/emit/draw/curves/pen.d.ts +41 -0
- package/dist/emit/draw/curves/pen.d.ts.map +1 -0
- package/dist/emit/draw/curves/pen.js +40 -0
- package/dist/emit/draw/curves/pen.js.map +1 -0
- package/dist/emit/draw/cycles/cyclicLines.d.ts +41 -0
- package/dist/emit/draw/cycles/cyclicLines.d.ts.map +1 -0
- package/dist/emit/draw/cycles/cyclicLines.js +44 -0
- package/dist/emit/draw/cycles/cyclicLines.js.map +1 -0
- package/dist/emit/draw/cycles/sineLine.d.ts +40 -0
- package/dist/emit/draw/cycles/sineLine.d.ts.map +1 -0
- package/dist/emit/draw/cycles/sineLine.js +44 -0
- package/dist/emit/draw/cycles/sineLine.js.map +1 -0
- package/dist/emit/draw/cycles/timeCycles.d.ts +40 -0
- package/dist/emit/draw/cycles/timeCycles.d.ts.map +1 -0
- package/dist/emit/draw/cycles/timeCycles.js +44 -0
- package/dist/emit/draw/cycles/timeCycles.js.map +1 -0
- package/dist/emit/draw/elliott/elliottCorrectionWave.d.ts +39 -0
- package/dist/emit/draw/elliott/elliottCorrectionWave.d.ts.map +1 -0
- package/dist/emit/draw/elliott/elliottCorrectionWave.js +43 -0
- package/dist/emit/draw/elliott/elliottCorrectionWave.js.map +1 -0
- package/dist/emit/draw/elliott/elliottDoubleCombo.d.ts +44 -0
- package/dist/emit/draw/elliott/elliottDoubleCombo.d.ts.map +1 -0
- package/dist/emit/draw/elliott/elliottDoubleCombo.js +43 -0
- package/dist/emit/draw/elliott/elliottDoubleCombo.js.map +1 -0
- package/dist/emit/draw/elliott/elliottImpulseWave.d.ts +42 -0
- package/dist/emit/draw/elliott/elliottImpulseWave.d.ts.map +1 -0
- package/dist/emit/draw/elliott/elliottImpulseWave.js +43 -0
- package/dist/emit/draw/elliott/elliottImpulseWave.js.map +1 -0
- package/dist/emit/draw/elliott/elliottTriangleWave.d.ts +41 -0
- package/dist/emit/draw/elliott/elliottTriangleWave.d.ts.map +1 -0
- package/dist/emit/draw/elliott/elliottTriangleWave.js +43 -0
- package/dist/emit/draw/elliott/elliottTriangleWave.js.map +1 -0
- package/dist/emit/draw/elliott/elliottTripleCombo.d.ts +44 -0
- package/dist/emit/draw/elliott/elliottTripleCombo.d.ts.map +1 -0
- package/dist/emit/draw/elliott/elliottTripleCombo.js +47 -0
- package/dist/emit/draw/elliott/elliottTripleCombo.js.map +1 -0
- package/dist/emit/draw/fibA/fibChannel.d.ts +41 -0
- package/dist/emit/draw/fibA/fibChannel.d.ts.map +1 -0
- package/dist/emit/draw/fibA/fibChannel.js +40 -0
- package/dist/emit/draw/fibA/fibChannel.js.map +1 -0
- package/dist/emit/draw/fibA/fibRetracement.d.ts +40 -0
- package/dist/emit/draw/fibA/fibRetracement.d.ts.map +1 -0
- package/dist/emit/draw/fibA/fibRetracement.js +44 -0
- package/dist/emit/draw/fibA/fibRetracement.js.map +1 -0
- package/dist/emit/draw/fibA/fibTimeZone.d.ts +41 -0
- package/dist/emit/draw/fibA/fibTimeZone.d.ts.map +1 -0
- package/dist/emit/draw/fibA/fibTimeZone.js +44 -0
- package/dist/emit/draw/fibA/fibTimeZone.js.map +1 -0
- package/dist/emit/draw/fibA/fibTrendExtension.d.ts +42 -0
- package/dist/emit/draw/fibA/fibTrendExtension.d.ts.map +1 -0
- package/dist/emit/draw/fibA/fibTrendExtension.js +44 -0
- package/dist/emit/draw/fibA/fibTrendExtension.js.map +1 -0
- package/dist/emit/draw/fibA/fibWedge.d.ts +42 -0
- package/dist/emit/draw/fibA/fibWedge.d.ts.map +1 -0
- package/dist/emit/draw/fibA/fibWedge.js +40 -0
- package/dist/emit/draw/fibA/fibWedge.js.map +1 -0
- package/dist/emit/draw/fibB/fibCircles.d.ts +41 -0
- package/dist/emit/draw/fibB/fibCircles.d.ts.map +1 -0
- package/dist/emit/draw/fibB/fibCircles.js +44 -0
- package/dist/emit/draw/fibB/fibCircles.js.map +1 -0
- package/dist/emit/draw/fibB/fibSpeedArcs.d.ts +39 -0
- package/dist/emit/draw/fibB/fibSpeedArcs.d.ts.map +1 -0
- package/dist/emit/draw/fibB/fibSpeedArcs.js +44 -0
- package/dist/emit/draw/fibB/fibSpeedArcs.js.map +1 -0
- package/dist/emit/draw/fibB/fibSpeedFan.d.ts +39 -0
- package/dist/emit/draw/fibB/fibSpeedFan.d.ts.map +1 -0
- package/dist/emit/draw/fibB/fibSpeedFan.js +44 -0
- package/dist/emit/draw/fibB/fibSpeedFan.js.map +1 -0
- package/dist/emit/draw/fibB/fibSpiral.d.ts +41 -0
- package/dist/emit/draw/fibB/fibSpiral.d.ts.map +1 -0
- package/dist/emit/draw/fibB/fibSpiral.js +44 -0
- package/dist/emit/draw/fibB/fibSpiral.js.map +1 -0
- package/dist/emit/draw/fibB/fibTrendTime.d.ts +45 -0
- package/dist/emit/draw/fibB/fibTrendTime.d.ts.map +1 -0
- package/dist/emit/draw/fibB/fibTrendTime.js +44 -0
- package/dist/emit/draw/fibB/fibTrendTime.js.map +1 -0
- package/dist/emit/draw/gann/gannBox.d.ts +39 -0
- package/dist/emit/draw/gann/gannBox.d.ts.map +1 -0
- package/dist/emit/draw/gann/gannBox.js +44 -0
- package/dist/emit/draw/gann/gannBox.js.map +1 -0
- package/dist/emit/draw/gann/gannFan.d.ts +39 -0
- package/dist/emit/draw/gann/gannFan.d.ts.map +1 -0
- package/dist/emit/draw/gann/gannFan.js +44 -0
- package/dist/emit/draw/gann/gannFan.js.map +1 -0
- package/dist/emit/draw/gann/gannSquare.d.ts +38 -0
- package/dist/emit/draw/gann/gannSquare.d.ts.map +1 -0
- package/dist/emit/draw/gann/gannSquare.js +44 -0
- package/dist/emit/draw/gann/gannSquare.js.map +1 -0
- package/dist/emit/draw/gann/gannSquareFixed.d.ts +35 -0
- package/dist/emit/draw/gann/gannSquareFixed.d.ts.map +1 -0
- package/dist/emit/draw/gann/gannSquareFixed.js +44 -0
- package/dist/emit/draw/gann/gannSquareFixed.js.map +1 -0
- package/dist/emit/draw/handle.d.ts +37 -0
- package/dist/emit/draw/handle.d.ts.map +1 -0
- package/dist/emit/draw/handle.js +118 -0
- package/dist/emit/draw/handle.js.map +1 -0
- package/dist/emit/draw/index.d.ts +5 -0
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- package/dist/emit/draw/index.js.map +1 -0
- package/dist/emit/draw/lines/crossLine.d.ts +37 -0
- package/dist/emit/draw/lines/crossLine.d.ts.map +1 -0
- package/dist/emit/draw/lines/crossLine.js +40 -0
- package/dist/emit/draw/lines/crossLine.js.map +1 -0
- package/dist/emit/draw/lines/horizontalLine.d.ts +33 -0
- package/dist/emit/draw/lines/horizontalLine.d.ts.map +1 -0
- package/dist/emit/draw/lines/horizontalLine.js +40 -0
- package/dist/emit/draw/lines/horizontalLine.js.map +1 -0
- package/dist/emit/draw/lines/horizontalRay.d.ts +36 -0
- package/dist/emit/draw/lines/horizontalRay.d.ts.map +1 -0
- package/dist/emit/draw/lines/horizontalRay.js +40 -0
- package/dist/emit/draw/lines/horizontalRay.js.map +1 -0
- package/dist/emit/draw/lines/line.d.ts +43 -0
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- package/dist/emit/draw/lines/line.js +43 -0
- package/dist/emit/draw/lines/line.js.map +1 -0
- package/dist/emit/draw/lines/trendAngle.d.ts +38 -0
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- package/dist/emit/draw/lines/trendAngle.js.map +1 -0
- package/dist/emit/draw/lines/verticalLine.d.ts +33 -0
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- package/dist/emit/draw/lines/verticalLine.js +40 -0
- package/dist/emit/draw/lines/verticalLine.js.map +1 -0
- package/dist/emit/draw/namespace.d.ts +26 -0
- package/dist/emit/draw/namespace.d.ts.map +1 -0
- package/dist/emit/draw/namespace.js +186 -0
- package/dist/emit/draw/namespace.js.map +1 -0
- package/dist/emit/draw/patterns/abcdPattern.d.ts +40 -0
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- package/dist/emit/draw/patterns/cypherPattern.d.ts +43 -0
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- package/dist/emit/draw/patterns/cypherPattern.js.map +1 -0
- package/dist/emit/draw/patterns/headAndShoulders.d.ts +42 -0
- package/dist/emit/draw/patterns/headAndShoulders.d.ts.map +1 -0
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- package/dist/emit/draw/patterns/threeDrivesPattern.d.ts +43 -0
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- package/dist/emit/draw/patterns/trianglePattern.d.ts +41 -0
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- package/dist/emit/draw/patterns/xabcdPattern.d.ts +41 -0
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- package/dist/emit/draw/pitchforks/pitchfan.d.ts +39 -0
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- package/package.json +46 -0
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// Copyright (c) 2026 Invinite. Licensed under the MIT License.
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// See the LICENSE file in the repo root for full license text.
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import { Float64RingBuffer } from "./ringBuffer.js";
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import { makeSeriesView } from "./seriesView.js";
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function deriveBarSources(rawBar) {
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return {
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hl2: (rawBar.high + rawBar.low) / 2,
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hlc3: (rawBar.high + rawBar.low + rawBar.close) / 3,
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ohlc4: (rawBar.open + rawBar.high + rawBar.low + rawBar.close) / 4,
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hlcc4: (rawBar.high + rawBar.low + rawBar.close + rawBar.close) / 4,
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};
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}
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const rawBufferKeys = ["time", "open", "high", "low", "close", "volume"];
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function rawBuffers(ohlcv) {
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return {
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time: ohlcv.time,
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open: ohlcv.open,
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high: ohlcv.high,
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low: ohlcv.low,
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close: ohlcv.close,
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volume: ohlcv.volume,
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};
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}
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function valueAt(values, index) {
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const value = values[index];
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return value === null || value === undefined ? Number.NaN : value;
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}
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function recomputeDerivedBuffers(ohlcv, snapshot) {
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const { headIndex, filled, buffers } = snapshot;
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const capacity = ohlcv.hl2.capacity;
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const derived = {
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hl2: new Array(capacity),
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hlc3: new Array(capacity),
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ohlc4: new Array(capacity),
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hlcc4: new Array(capacity),
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};
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for (let i = 0; i < capacity; i += 1) {
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const high = valueAt(buffers.high, i);
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const low = valueAt(buffers.low, i);
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const open = valueAt(buffers.open, i);
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const close = valueAt(buffers.close, i);
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derived.hl2[i] = Number.isNaN(high) || Number.isNaN(low) ? null : (high + low) / 2;
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derived.hlc3[i] =
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Number.isNaN(high) || Number.isNaN(low) || Number.isNaN(close)
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? null
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: (high + low + close) / 3;
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derived.ohlc4[i] =
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Number.isNaN(open) || Number.isNaN(high) || Number.isNaN(low) || Number.isNaN(close)
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? null
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: (open + high + low + close) / 4;
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derived.hlcc4[i] =
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Number.isNaN(high) || Number.isNaN(low) || Number.isNaN(close)
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? null
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: (high + low + close + close) / 4;
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}
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ohlcv.hl2.restoreFromSnapshotBuffer({ headIndex, filled, values: derived.hl2 });
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ohlcv.hlc3.restoreFromSnapshotBuffer({ headIndex, filled, values: derived.hlc3 });
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ohlcv.ohlc4.restoreFromSnapshotBuffer({ headIndex, filled, values: derived.ohlc4 });
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ohlcv.hlcc4.restoreFromSnapshotBuffer({ headIndex, filled, values: derived.hlcc4 });
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}
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/**
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* Construct a fresh `StreamState`. The ring-buffer capacity is the
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* compiler-emitted `manifest.maxLookback + 1` per PLAN.md §6.6
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* (caller must enforce `capacity >= 1`). All buffers start empty;
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* the `BarView` starts with `NaN` prices, `0` time and volume, and the
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* supplied `symbol` / `interval` constants. `taSlots` is an empty map.
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*
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* @since 0.1
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* @example
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* // import { createStreamState } from "@invinite-org/chartlang-runtime";
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* // const stream = createStreamState({
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* // interval: "5m",
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* // capacity: 12,
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* // symbol: "BTCUSD",
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* // });
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* // stream.bar.close; // NaN
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* // stream.ohlcv.close.length; // 0
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*/
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export function createStreamState(args) {
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const { interval, capacity, symbol } = args;
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const ohlcv = {
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time: new Float64RingBuffer(capacity),
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open: new Float64RingBuffer(capacity),
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high: new Float64RingBuffer(capacity),
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low: new Float64RingBuffer(capacity),
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close: new Float64RingBuffer(capacity),
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volume: new Float64RingBuffer(capacity),
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hl2: new Float64RingBuffer(capacity),
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hlc3: new Float64RingBuffer(capacity),
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ohlc4: new Float64RingBuffer(capacity),
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hlcc4: new Float64RingBuffer(capacity),
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};
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const bar = {
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time: 0,
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open: Number.NaN,
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high: Number.NaN,
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low: Number.NaN,
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close: Number.NaN,
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volume: 0,
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hl2: Number.NaN,
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hlc3: Number.NaN,
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ohlc4: Number.NaN,
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hlcc4: Number.NaN,
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symbol,
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interval,
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viewport: Object.freeze({ fromTime: 0, toTime: 0 }),
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};
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const seriesViews = {
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time: makeSeriesView(ohlcv.time),
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open: makeSeriesView(ohlcv.open),
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high: makeSeriesView(ohlcv.high),
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low: makeSeriesView(ohlcv.low),
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close: makeSeriesView(ohlcv.close),
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volume: makeSeriesView(ohlcv.volume),
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hl2: makeSeriesView(ohlcv.hl2),
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hlc3: makeSeriesView(ohlcv.hlc3),
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ohlc4: makeSeriesView(ohlcv.ohlc4),
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hlcc4: makeSeriesView(ohlcv.hlcc4),
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};
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const stream = {
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interval,
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ohlcv,
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bar,
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seriesViews,
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taSlots: new Map(),
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serialiseSnapshot() {
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const close = ohlcv.close.serialiseSnapshotBuffer();
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const buffers = rawBuffers(ohlcv);
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return Object.freeze({
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interval: bar.interval,
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headIndex: close.headIndex,
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filled: close.filled,
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buffers: Object.freeze({
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134
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+
time: buffers.time.serialiseSnapshotBuffer().values,
|
|
135
|
+
open: buffers.open.serialiseSnapshotBuffer().values,
|
|
136
|
+
high: buffers.high.serialiseSnapshotBuffer().values,
|
|
137
|
+
low: buffers.low.serialiseSnapshotBuffer().values,
|
|
138
|
+
close: close.values,
|
|
139
|
+
volume: buffers.volume.serialiseSnapshotBuffer().values,
|
|
140
|
+
}),
|
|
141
|
+
});
|
|
142
|
+
},
|
|
143
|
+
restoreFromSnapshot(snapshot) {
|
|
144
|
+
const buffers = rawBuffers(ohlcv);
|
|
145
|
+
for (const key of rawBufferKeys) {
|
|
146
|
+
buffers[key].restoreFromSnapshotBuffer({
|
|
147
|
+
headIndex: snapshot.headIndex,
|
|
148
|
+
filled: snapshot.filled,
|
|
149
|
+
values: snapshot.buffers[key],
|
|
150
|
+
});
|
|
151
|
+
}
|
|
152
|
+
recomputeDerivedBuffers(ohlcv, snapshot);
|
|
153
|
+
const current = snapshot.headIndex;
|
|
154
|
+
if (snapshot.filled === 0 || current < 0) {
|
|
155
|
+
bar.time = 0;
|
|
156
|
+
bar.open = Number.NaN;
|
|
157
|
+
bar.high = Number.NaN;
|
|
158
|
+
bar.low = Number.NaN;
|
|
159
|
+
bar.close = Number.NaN;
|
|
160
|
+
bar.volume = 0;
|
|
161
|
+
bar.hl2 = Number.NaN;
|
|
162
|
+
bar.hlc3 = Number.NaN;
|
|
163
|
+
bar.ohlc4 = Number.NaN;
|
|
164
|
+
bar.hlcc4 = Number.NaN;
|
|
165
|
+
}
|
|
166
|
+
else {
|
|
167
|
+
bar.time = valueAt(snapshot.buffers.time, current);
|
|
168
|
+
bar.open = valueAt(snapshot.buffers.open, current);
|
|
169
|
+
bar.high = valueAt(snapshot.buffers.high, current);
|
|
170
|
+
bar.low = valueAt(snapshot.buffers.low, current);
|
|
171
|
+
bar.close = valueAt(snapshot.buffers.close, current);
|
|
172
|
+
bar.volume = valueAt(snapshot.buffers.volume, current);
|
|
173
|
+
bar.hl2 = (bar.high + bar.low) / 2;
|
|
174
|
+
bar.hlc3 = (bar.high + bar.low + bar.close) / 3;
|
|
175
|
+
bar.ohlc4 = (bar.open + bar.high + bar.low + bar.close) / 4;
|
|
176
|
+
bar.hlcc4 = (bar.high + bar.low + bar.close + bar.close) / 4;
|
|
177
|
+
}
|
|
178
|
+
bar.interval = snapshot.interval;
|
|
179
|
+
},
|
|
180
|
+
};
|
|
181
|
+
return stream;
|
|
182
|
+
}
|
|
183
|
+
/**
|
|
184
|
+
* Append a finalised candle to a stream — extends the OHLCV ring buffers
|
|
185
|
+
* by one bar and writes every field of the mutable `BarView` (including
|
|
186
|
+
* `time` / `open`). Used by both the main close path and secondary
|
|
187
|
+
* stream history.
|
|
188
|
+
*
|
|
189
|
+
* @since 0.5
|
|
190
|
+
* @example
|
|
191
|
+
* // appendBarToStream(stream, rawBar);
|
|
192
|
+
*/
|
|
193
|
+
export function appendBarToStream(stream, rawBar) {
|
|
194
|
+
const values = deriveBarSources(rawBar);
|
|
195
|
+
const { ohlcv, bar } = stream;
|
|
196
|
+
ohlcv.time.append(rawBar.time);
|
|
197
|
+
ohlcv.open.append(rawBar.open);
|
|
198
|
+
ohlcv.high.append(rawBar.high);
|
|
199
|
+
ohlcv.low.append(rawBar.low);
|
|
200
|
+
ohlcv.close.append(rawBar.close);
|
|
201
|
+
ohlcv.volume.append(rawBar.volume);
|
|
202
|
+
ohlcv.hl2.append(values.hl2);
|
|
203
|
+
ohlcv.hlc3.append(values.hlc3);
|
|
204
|
+
ohlcv.ohlc4.append(values.ohlc4);
|
|
205
|
+
ohlcv.hlcc4.append(values.hlcc4);
|
|
206
|
+
bar.time = rawBar.time;
|
|
207
|
+
bar.open = rawBar.open;
|
|
208
|
+
bar.high = rawBar.high;
|
|
209
|
+
bar.low = rawBar.low;
|
|
210
|
+
bar.close = rawBar.close;
|
|
211
|
+
bar.volume = rawBar.volume;
|
|
212
|
+
bar.hl2 = values.hl2;
|
|
213
|
+
bar.hlc3 = values.hlc3;
|
|
214
|
+
bar.ohlc4 = values.ohlc4;
|
|
215
|
+
bar.hlcc4 = values.hlcc4;
|
|
216
|
+
bar.symbol = rawBar.symbol;
|
|
217
|
+
bar.interval = rawBar.interval;
|
|
218
|
+
}
|
|
219
|
+
/**
|
|
220
|
+
* Replace the head of every OHLCV ring buffer in a stream and write
|
|
221
|
+
* every field of the `BarView`. Used by the secondary-stream replace
|
|
222
|
+
* path — falls back to {@link appendBarToStream} for the empty-buffer
|
|
223
|
+
* case so the first secondary bar arrives correctly even when delivered
|
|
224
|
+
* as a replace.
|
|
225
|
+
*
|
|
226
|
+
* @since 0.5
|
|
227
|
+
* @example
|
|
228
|
+
* // replaceStreamHead(stream, rawBar);
|
|
229
|
+
*/
|
|
230
|
+
export function replaceStreamHead(stream, rawBar) {
|
|
231
|
+
if (stream.ohlcv.close.length === 0) {
|
|
232
|
+
appendBarToStream(stream, rawBar);
|
|
233
|
+
return;
|
|
234
|
+
}
|
|
235
|
+
const values = deriveBarSources(rawBar);
|
|
236
|
+
const { ohlcv, bar } = stream;
|
|
237
|
+
ohlcv.time.replaceHead(rawBar.time);
|
|
238
|
+
ohlcv.open.replaceHead(rawBar.open);
|
|
239
|
+
ohlcv.high.replaceHead(rawBar.high);
|
|
240
|
+
ohlcv.low.replaceHead(rawBar.low);
|
|
241
|
+
ohlcv.close.replaceHead(rawBar.close);
|
|
242
|
+
ohlcv.volume.replaceHead(rawBar.volume);
|
|
243
|
+
ohlcv.hl2.replaceHead(values.hl2);
|
|
244
|
+
ohlcv.hlc3.replaceHead(values.hlc3);
|
|
245
|
+
ohlcv.ohlc4.replaceHead(values.ohlc4);
|
|
246
|
+
ohlcv.hlcc4.replaceHead(values.hlcc4);
|
|
247
|
+
bar.time = rawBar.time;
|
|
248
|
+
bar.open = rawBar.open;
|
|
249
|
+
bar.high = rawBar.high;
|
|
250
|
+
bar.low = rawBar.low;
|
|
251
|
+
bar.close = rawBar.close;
|
|
252
|
+
bar.volume = rawBar.volume;
|
|
253
|
+
bar.hl2 = values.hl2;
|
|
254
|
+
bar.hlc3 = values.hlc3;
|
|
255
|
+
bar.ohlc4 = values.ohlc4;
|
|
256
|
+
bar.hlcc4 = values.hlcc4;
|
|
257
|
+
bar.symbol = rawBar.symbol;
|
|
258
|
+
bar.interval = rawBar.interval;
|
|
259
|
+
}
|
|
260
|
+
/**
|
|
261
|
+
* Replace the head of the close-side OHLCV ring buffers (close, high,
|
|
262
|
+
* low, volume, derived sources) for a tick within the in-progress bar.
|
|
263
|
+
* `time` and `open` are intentionally untouched — see
|
|
264
|
+
* `packages/runtime/CLAUDE.md` "onBarTick does NOT touch time / open"
|
|
265
|
+
* invariant. Mirrors the partial `BarView` update.
|
|
266
|
+
*
|
|
267
|
+
* @since 0.5
|
|
268
|
+
* @example
|
|
269
|
+
* // replaceTickHead(stream, tickBar);
|
|
270
|
+
*/
|
|
271
|
+
export function replaceTickHead(stream, rawBar) {
|
|
272
|
+
const values = deriveBarSources(rawBar);
|
|
273
|
+
const { ohlcv, bar } = stream;
|
|
274
|
+
ohlcv.close.replaceHead(rawBar.close);
|
|
275
|
+
ohlcv.high.replaceHead(rawBar.high);
|
|
276
|
+
ohlcv.low.replaceHead(rawBar.low);
|
|
277
|
+
ohlcv.volume.replaceHead(rawBar.volume);
|
|
278
|
+
ohlcv.hl2.replaceHead(values.hl2);
|
|
279
|
+
ohlcv.hlc3.replaceHead(values.hlc3);
|
|
280
|
+
ohlcv.ohlc4.replaceHead(values.ohlc4);
|
|
281
|
+
ohlcv.hlcc4.replaceHead(values.hlcc4);
|
|
282
|
+
bar.close = rawBar.close;
|
|
283
|
+
bar.high = rawBar.high;
|
|
284
|
+
bar.low = rawBar.low;
|
|
285
|
+
bar.volume = rawBar.volume;
|
|
286
|
+
bar.hl2 = values.hl2;
|
|
287
|
+
bar.hlc3 = values.hlc3;
|
|
288
|
+
bar.ohlc4 = values.ohlc4;
|
|
289
|
+
bar.hlcc4 = values.hlcc4;
|
|
290
|
+
}
|
|
291
|
+
/**
|
|
292
|
+
* Refresh the stream's fallback visible range to the latest `limit`
|
|
293
|
+
* bars ending at the current head.
|
|
294
|
+
*
|
|
295
|
+
* @since 0.5
|
|
296
|
+
* @example
|
|
297
|
+
* // updateFallbackViewport(stream);
|
|
298
|
+
*/
|
|
299
|
+
export function updateFallbackViewport(stream, limit = 100) {
|
|
300
|
+
const length = stream.ohlcv.time.length;
|
|
301
|
+
if (length === 0) {
|
|
302
|
+
stream.bar.viewport = Object.freeze({ fromTime: 0, toTime: 0 });
|
|
303
|
+
return;
|
|
304
|
+
}
|
|
305
|
+
const lookback = Math.min(length - 1, Math.max(0, limit - 1));
|
|
306
|
+
const fromTime = stream.ohlcv.time.at(lookback);
|
|
307
|
+
const toTime = stream.ohlcv.time.at(0);
|
|
308
|
+
stream.bar.viewport = Object.freeze({
|
|
309
|
+
fromTime: Number.isFinite(fromTime) ? fromTime : toTime,
|
|
310
|
+
toTime,
|
|
311
|
+
});
|
|
312
|
+
}
|
|
313
|
+
//# sourceMappingURL=streamState.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
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|
package/dist/ta/adl.d.ts
ADDED
|
@@ -0,0 +1,27 @@
|
|
|
1
|
+
import type { AdlOpts, Series } from "@invinite-org/chartlang-core";
|
|
2
|
+
/**
|
|
3
|
+
* Accumulation Distribution Line — cumulative money-flow volume
|
|
4
|
+
* `Σ CLV · volume`, where CLV is the close location value
|
|
5
|
+
* `((C − L) − (H − C)) / (H − L)`. Zero-range bars (`high === low`)
|
|
6
|
+
* contribute 0 (matches invinite's guard); NaN OHLC / volume bars
|
|
7
|
+
* contribute 0 (carry the accumulator forward without polluting it).
|
|
8
|
+
*
|
|
9
|
+
* Renders in its own pane (volume category). No warmup — every slot
|
|
10
|
+
* finite from bar 0.
|
|
11
|
+
*
|
|
12
|
+
* **Tick mode.** Replays the head bar's contribution against a
|
|
13
|
+
* snapshot of the prior-close `cumAdl` so a partial-bar tick doesn't
|
|
14
|
+
* pollute the next close's accumulator.
|
|
15
|
+
*
|
|
16
|
+
* @formula adl[t] = adl[t − 1] + ((C[t] − L[t]) − (H[t] − C[t])) / (H[t] − L[t]) · V[t]
|
|
17
|
+
* @warmup 0
|
|
18
|
+
* @since 0.2
|
|
19
|
+
* @stable
|
|
20
|
+
*
|
|
21
|
+
* @example
|
|
22
|
+
* // import { ta, plot } from "@invinite-org/chartlang-core";
|
|
23
|
+
* // const a = ta.adl();
|
|
24
|
+
* // plot(a);
|
|
25
|
+
*/
|
|
26
|
+
export declare function adl(slotId: string, _opts?: AdlOpts): Series<number>;
|
|
27
|
+
//# sourceMappingURL=adl.d.ts.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"adl.d.ts","sourceRoot":"","sources":["../../src/ta/adl.ts"],"names":[],"mappings":"AAWA,OAAO,KAAK,EAAE,OAAO,EAAE,MAAM,EAAE,MAAM,8BAA8B,CAAC;AAuDpE;;;;;;;;;;;;;;;;;;;;;;;GAuBG;AACH,wBAAgB,GAAG,CAAC,MAAM,EAAE,MAAM,EAAE,KAAK,CAAC,EAAE,OAAO,GAAG,MAAM,CAAC,MAAM,CAAC,CAmBnE"}
|
package/dist/ta/adl.js
ADDED
|
@@ -0,0 +1,92 @@
|
|
|
1
|
+
// Copyright (c) 2026 Invinite. Licensed under the MIT License.
|
|
2
|
+
// See the LICENSE file in the repo root for full license text.
|
|
3
|
+
//
|
|
4
|
+
// Ported from invinite/src/components/trading-chart/indicators/adl.ts
|
|
5
|
+
// (commit 078f41fe2569d659d5aba726da8bcb5d3e2ced02, © Invinite).
|
|
6
|
+
// Re-licensed MIT for chartlang. See PLAN.md §3.1 for the
|
|
7
|
+
// provenance contract; the math is the reference, the code style is not.
|
|
8
|
+
// Structural choices (callsite-id slot, Series<T> proxy, replaceHead
|
|
9
|
+
// mode) follow chartlang's primitive shape — NOT invinite's
|
|
10
|
+
// IndicatorPlugin shape.
|
|
11
|
+
import { Float64RingBuffer } from "../ringBuffer.js";
|
|
12
|
+
import { ACTIVE_RUNTIME_CONTEXT } from "../runtimeContext.js";
|
|
13
|
+
import { makeSeriesView } from "../seriesView.js";
|
|
14
|
+
function getCtx() {
|
|
15
|
+
const ctx = ACTIVE_RUNTIME_CONTEXT.current;
|
|
16
|
+
if (ctx === null) {
|
|
17
|
+
throw new Error("ta.adl called outside an active script step");
|
|
18
|
+
}
|
|
19
|
+
return ctx;
|
|
20
|
+
}
|
|
21
|
+
function initSlot(capacity) {
|
|
22
|
+
const outBuffer = new Float64RingBuffer(capacity);
|
|
23
|
+
return {
|
|
24
|
+
outBuffer,
|
|
25
|
+
series: makeSeriesView(outBuffer),
|
|
26
|
+
cumAdl: 0,
|
|
27
|
+
prevClosedCumAdl: 0,
|
|
28
|
+
};
|
|
29
|
+
}
|
|
30
|
+
/**
|
|
31
|
+
* Per-bar Money-Flow Volume: CLV (close location value) `((close − low)
|
|
32
|
+
* − (high − close)) / (high − low)` multiplied by volume. Returns 0
|
|
33
|
+
* on a zero-range bar (matches invinite's defensive guard) and 0 on
|
|
34
|
+
* any NaN OHLC / volume (matches `safeVolume(NaN) === 0`). The
|
|
35
|
+
* cumulative accumulator stays well-defined across data gaps.
|
|
36
|
+
*/
|
|
37
|
+
function mfvAt(close, high, low, volume) {
|
|
38
|
+
if (!Number.isFinite(close) ||
|
|
39
|
+
!Number.isFinite(high) ||
|
|
40
|
+
!Number.isFinite(low) ||
|
|
41
|
+
!Number.isFinite(volume)) {
|
|
42
|
+
return 0;
|
|
43
|
+
}
|
|
44
|
+
const range = high - low;
|
|
45
|
+
if (range === 0)
|
|
46
|
+
return 0;
|
|
47
|
+
const clv = (close - low - (high - close)) / range;
|
|
48
|
+
return clv * volume;
|
|
49
|
+
}
|
|
50
|
+
/**
|
|
51
|
+
* Accumulation Distribution Line — cumulative money-flow volume
|
|
52
|
+
* `Σ CLV · volume`, where CLV is the close location value
|
|
53
|
+
* `((C − L) − (H − C)) / (H − L)`. Zero-range bars (`high === low`)
|
|
54
|
+
* contribute 0 (matches invinite's guard); NaN OHLC / volume bars
|
|
55
|
+
* contribute 0 (carry the accumulator forward without polluting it).
|
|
56
|
+
*
|
|
57
|
+
* Renders in its own pane (volume category). No warmup — every slot
|
|
58
|
+
* finite from bar 0.
|
|
59
|
+
*
|
|
60
|
+
* **Tick mode.** Replays the head bar's contribution against a
|
|
61
|
+
* snapshot of the prior-close `cumAdl` so a partial-bar tick doesn't
|
|
62
|
+
* pollute the next close's accumulator.
|
|
63
|
+
*
|
|
64
|
+
* @formula adl[t] = adl[t − 1] + ((C[t] − L[t]) − (H[t] − C[t])) / (H[t] − L[t]) · V[t]
|
|
65
|
+
* @warmup 0
|
|
66
|
+
* @since 0.2
|
|
67
|
+
* @stable
|
|
68
|
+
*
|
|
69
|
+
* @example
|
|
70
|
+
* // import { ta, plot } from "@invinite-org/chartlang-core";
|
|
71
|
+
* // const a = ta.adl();
|
|
72
|
+
* // plot(a);
|
|
73
|
+
*/
|
|
74
|
+
export function adl(slotId, _opts) {
|
|
75
|
+
const ctx = getCtx();
|
|
76
|
+
let slot = ctx.stream.taSlots.get(slotId);
|
|
77
|
+
if (slot === undefined) {
|
|
78
|
+
slot = initSlot(ctx.stream.ohlcv.close.capacity);
|
|
79
|
+
ctx.stream.taSlots.set(slotId, slot);
|
|
80
|
+
}
|
|
81
|
+
const { close, high, low, volume } = ctx.stream.bar;
|
|
82
|
+
const mfv = mfvAt(close, high, low, volume);
|
|
83
|
+
if (ctx.isTick) {
|
|
84
|
+
slot.outBuffer.replaceHead(slot.prevClosedCumAdl + mfv);
|
|
85
|
+
return slot.series;
|
|
86
|
+
}
|
|
87
|
+
slot.prevClosedCumAdl = slot.cumAdl;
|
|
88
|
+
slot.cumAdl += mfv;
|
|
89
|
+
slot.outBuffer.append(slot.cumAdl);
|
|
90
|
+
return slot.series;
|
|
91
|
+
}
|
|
92
|
+
//# sourceMappingURL=adl.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"adl.js","sourceRoot":"","sources":["../../src/ta/adl.ts"],"names":[],"mappings":"AAAA,+DAA+D;AAC/D,+DAA+D;AAC/D,EAAE;AACF,sEAAsE;AACtE,mEAAmE;AACnE,0DAA0D;AAC1D,yEAAyE;AACzE,qEAAqE;AACrE,4DAA4D;AAC5D,yBAAyB;AAIzB,OAAO,EAAE,iBAAiB,EAAE,MAAM,kBAAkB,CAAC;AACrD,OAAO,EAAE,sBAAsB,EAAuB,MAAM,sBAAsB,CAAC;AACnF,OAAO,EAAE,cAAc,EAAE,MAAM,kBAAkB,CAAC;AAWlD,SAAS,MAAM;IACX,MAAM,GAAG,GAAG,sBAAsB,CAAC,OAAO,CAAC;IAC3C,IAAI,GAAG,KAAK,IAAI,EAAE,CAAC;QACf,MAAM,IAAI,KAAK,CAAC,6CAA6C,CAAC,CAAC;IACnE,CAAC;IACD,OAAO,GAAG,CAAC;AACf,CAAC;AAED,SAAS,QAAQ,CAAC,QAAgB;IAC9B,MAAM,SAAS,GAAG,IAAI,iBAAiB,CAAC,QAAQ,CAAC,CAAC;IAClD,OAAO;QACH,SAAS;QACT,MAAM,EAAE,cAAc,CAAS,SAAS,CAAC;QACzC,MAAM,EAAE,CAAC;QACT,gBAAgB,EAAE,CAAC;KACtB,CAAC;AACN,CAAC;AAED;;;;;;GAMG;AACH,SAAS,KAAK,CAAC,KAAa,EAAE,IAAY,EAAE,GAAW,EAAE,MAAc;IACnE,IACI,CAAC,MAAM,CAAC,QAAQ,CAAC,KAAK,CAAC;QACvB,CAAC,MAAM,CAAC,QAAQ,CAAC,IAAI,CAAC;QACtB,CAAC,MAAM,CAAC,QAAQ,CAAC,GAAG,CAAC;QACrB,CAAC,MAAM,CAAC,QAAQ,CAAC,MAAM,CAAC,EAC1B,CAAC;QACC,OAAO,CAAC,CAAC;IACb,CAAC;IACD,MAAM,KAAK,GAAG,IAAI,GAAG,GAAG,CAAC;IACzB,IAAI,KAAK,KAAK,CAAC;QAAE,OAAO,CAAC,CAAC;IAC1B,MAAM,GAAG,GAAG,CAAC,KAAK,GAAG,GAAG,GAAG,CAAC,IAAI,GAAG,KAAK,CAAC,CAAC,GAAG,KAAK,CAAC;IACnD,OAAO,GAAG,GAAG,MAAM,CAAC;AACxB,CAAC;AAED;;;;;;;;;;;;;;;;;;;;;;;GAuBG;AACH,MAAM,UAAU,GAAG,CAAC,MAAc,EAAE,KAAe;IAC/C,MAAM,GAAG,GAAG,MAAM,EAAE,CAAC;IACrB,IAAI,IAAI,GAAG,GAAG,CAAC,MAAM,CAAC,OAAO,CAAC,GAAG,CAAC,MAAM,CAAwB,CAAC;IACjE,IAAI,IAAI,KAAK,SAAS,EAAE,CAAC;QACrB,IAAI,GAAG,QAAQ,CAAC,GAAG,CAAC,MAAM,CAAC,KAAK,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC;QACjD,GAAG,CAAC,MAAM,CAAC,OAAO,CAAC,GAAG,CAAC,MAAM,EAAE,IAAI,CAAC,CAAC;IACzC,CAAC;IACD,MAAM,EAAE,KAAK,EAAE,IAAI,EAAE,GAAG,EAAE,MAAM,EAAE,GAAG,GAAG,CAAC,MAAM,CAAC,GAAG,CAAC;IACpD,MAAM,GAAG,GAAG,KAAK,CAAC,KAAK,EAAE,IAAI,EAAE,GAAG,EAAE,MAAM,CAAC,CAAC;IAE5C,IAAI,GAAG,CAAC,MAAM,EAAE,CAAC;QACb,IAAI,CAAC,SAAS,CAAC,WAAW,CAAC,IAAI,CAAC,gBAAgB,GAAG,GAAG,CAAC,CAAC;QACxD,OAAO,IAAI,CAAC,MAAM,CAAC;IACvB,CAAC;IAED,IAAI,CAAC,gBAAgB,GAAG,IAAI,CAAC,MAAM,CAAC;IACpC,IAAI,CAAC,MAAM,IAAI,GAAG,CAAC;IACnB,IAAI,CAAC,SAAS,CAAC,MAAM,CAAC,IAAI,CAAC,MAAM,CAAC,CAAC;IACnC,OAAO,IAAI,CAAC,MAAM,CAAC;AACvB,CAAC"}
|
package/dist/ta/adr.d.ts
ADDED
|
@@ -0,0 +1,38 @@
|
|
|
1
|
+
import type { AdrOpts, Series } from "@invinite-org/chartlang-core";
|
|
2
|
+
/**
|
|
3
|
+
* Average Daily Range — SMA of `high − low` across the trailing
|
|
4
|
+
* `length` completed UTC calendar days. Default `length = 14` per
|
|
5
|
+
* TradingView. Reads `bar.high` / `bar.low` / `bar.time` directly
|
|
6
|
+
* (no `source` argument per the absolute-range formula).
|
|
7
|
+
*
|
|
8
|
+
* **Calendar-day boundary.** Phase 2 keys "daily" on the UTC midnight
|
|
9
|
+
* boundary (`Math.floor(time / 86_400_000)`). Bars sharing a day key
|
|
10
|
+
* are aggregated into a single `(dailyHigh, dailyLow)` pair; the day
|
|
11
|
+
* range commits to the rolling SMA when the next bar's day key differs.
|
|
12
|
+
* The in-progress (currently-aggregating) day is NEVER included in the
|
|
13
|
+
* average. Phase 4 lifts this onto `syminfo.session` so symbols with
|
|
14
|
+
* non-UTC sessions can override the convention.
|
|
15
|
+
*
|
|
16
|
+
* **Tick mode.** Ticks within the in-progress bar do NOT shift the day
|
|
17
|
+
* boundary (per the runtime invariant that ticks happen inside the
|
|
18
|
+
* current bar); the emitted value is the cached SMA of the already-
|
|
19
|
+
* committed days. The next close re-folds the bar into the in-progress
|
|
20
|
+
* day aggregate.
|
|
21
|
+
*
|
|
22
|
+
* **NaN.** Bars with non-finite `high` / `low` / `time` are skipped
|
|
23
|
+
* (no aggregation, no commit); the output reflects only the previously
|
|
24
|
+
* committed days.
|
|
25
|
+
*
|
|
26
|
+
* @formula out[t] = mean( (dailyHigh − dailyLow) over the last `length`
|
|
27
|
+
* completed UTC days, in price units )
|
|
28
|
+
* @warmup length daily bars
|
|
29
|
+
* @since 0.2
|
|
30
|
+
* @stable
|
|
31
|
+
*
|
|
32
|
+
* @example
|
|
33
|
+
* // import { ta } from "@invinite-org/chartlang-core";
|
|
34
|
+
* // const r = ta.adr({ length: 14 });
|
|
35
|
+
* // plot(r);
|
|
36
|
+
*/
|
|
37
|
+
export declare function adr(slotId: string, opts?: AdrOpts): Series<number>;
|
|
38
|
+
//# sourceMappingURL=adr.d.ts.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"adr.d.ts","sourceRoot":"","sources":["../../src/ta/adr.ts"],"names":[],"mappings":"AAeA,OAAO,KAAK,EAAE,OAAO,EAAE,MAAM,EAAE,MAAM,8BAA8B,CAAC;AAoGpE;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;GAkCG;AACH,wBAAgB,GAAG,CAAC,MAAM,EAAE,MAAM,EAAE,IAAI,CAAC,EAAE,OAAO,GAAG,MAAM,CAAC,MAAM,CAAC,CAkBlE"}
|
package/dist/ta/adr.js
ADDED
|
@@ -0,0 +1,143 @@
|
|
|
1
|
+
// Copyright (c) 2026 Invinite. Licensed under the MIT License.
|
|
2
|
+
// See the LICENSE file in the repo root for full license text.
|
|
3
|
+
//
|
|
4
|
+
// Ported from invinite/src/components/trading-chart/indicators/adr.ts
|
|
5
|
+
// (commit 078f41fe2569d659d5aba726da8bcb5d3e2ced02, © Invinite).
|
|
6
|
+
// Re-licensed MIT for chartlang. See PLAN.md §3.1 for the
|
|
7
|
+
// provenance contract; the math is the reference, the code style is not.
|
|
8
|
+
// Structural choices (callsite-id slot, Series<T> proxy, replaceHead
|
|
9
|
+
// mode) follow chartlang's primitive shape — NOT invinite's
|
|
10
|
+
// IndicatorPlugin shape. ADR derives from `bar.high`/`bar.low`/
|
|
11
|
+
// `bar.time` directly — no `source` argument per the absolute-range
|
|
12
|
+
// formula. The Phase-2 calendar-day boundary keys on UTC midnight
|
|
13
|
+
// (`floor(time / 86_400_000)`); Phase 4 lifts this onto
|
|
14
|
+
// `syminfo.session`.
|
|
15
|
+
import { Float64RingBuffer } from "../ringBuffer.js";
|
|
16
|
+
import { ACTIVE_RUNTIME_CONTEXT } from "../runtimeContext.js";
|
|
17
|
+
import { makeSeriesView } from "../seriesView.js";
|
|
18
|
+
const DEFAULT_LENGTH = 14;
|
|
19
|
+
const MS_PER_DAY = 86_400_000;
|
|
20
|
+
function getCtx() {
|
|
21
|
+
const ctx = ACTIVE_RUNTIME_CONTEXT.current;
|
|
22
|
+
if (ctx === null) {
|
|
23
|
+
throw new Error("ta.adr called outside an active script step");
|
|
24
|
+
}
|
|
25
|
+
return ctx;
|
|
26
|
+
}
|
|
27
|
+
function initSlot(length, capacity) {
|
|
28
|
+
const outBuffer = new Float64RingBuffer(capacity);
|
|
29
|
+
return {
|
|
30
|
+
outBuffer,
|
|
31
|
+
series: makeSeriesView(outBuffer),
|
|
32
|
+
length,
|
|
33
|
+
completedRanges: new Float64RingBuffer(length),
|
|
34
|
+
sumRanges: 0,
|
|
35
|
+
dailyHigh: Number.NaN,
|
|
36
|
+
dailyLow: Number.NaN,
|
|
37
|
+
currentDayKey: Number.NaN,
|
|
38
|
+
};
|
|
39
|
+
}
|
|
40
|
+
function commitDay(slot) {
|
|
41
|
+
// Defensive: callers gate on `Number.isFinite(currentDayKey)` so by the
|
|
42
|
+
// time we get here `dailyHigh` / `dailyLow` were set by a prior bar
|
|
43
|
+
// with finite OHLC. Keep the early return as a safety net.
|
|
44
|
+
/* c8 ignore next */
|
|
45
|
+
if (!Number.isFinite(slot.dailyHigh) || !Number.isFinite(slot.dailyLow))
|
|
46
|
+
return;
|
|
47
|
+
const range = slot.dailyHigh - slot.dailyLow;
|
|
48
|
+
if (slot.completedRanges.length === slot.length) {
|
|
49
|
+
// Evict the oldest range before append.
|
|
50
|
+
slot.sumRanges -= slot.completedRanges.at(slot.length - 1);
|
|
51
|
+
}
|
|
52
|
+
slot.completedRanges.append(range);
|
|
53
|
+
slot.sumRanges += range;
|
|
54
|
+
}
|
|
55
|
+
function emit(slot) {
|
|
56
|
+
if (slot.completedRanges.length < slot.length)
|
|
57
|
+
return Number.NaN;
|
|
58
|
+
return slot.sumRanges / slot.length;
|
|
59
|
+
}
|
|
60
|
+
function closeStep(slot, high, low, time) {
|
|
61
|
+
// NaN bars skipped from the daily aggregation per task spec §6.
|
|
62
|
+
if (!Number.isFinite(high) || !Number.isFinite(low) || !Number.isFinite(time)) {
|
|
63
|
+
return emit(slot);
|
|
64
|
+
}
|
|
65
|
+
const dayKey = Math.floor(time / MS_PER_DAY);
|
|
66
|
+
if (Number.isNaN(slot.currentDayKey)) {
|
|
67
|
+
slot.currentDayKey = dayKey;
|
|
68
|
+
slot.dailyHigh = high;
|
|
69
|
+
slot.dailyLow = low;
|
|
70
|
+
return emit(slot);
|
|
71
|
+
}
|
|
72
|
+
if (dayKey !== slot.currentDayKey) {
|
|
73
|
+
// Rollover: commit the prior in-progress day, then seed the new
|
|
74
|
+
// day with the current bar's high/low.
|
|
75
|
+
commitDay(slot);
|
|
76
|
+
slot.currentDayKey = dayKey;
|
|
77
|
+
slot.dailyHigh = high;
|
|
78
|
+
slot.dailyLow = low;
|
|
79
|
+
return emit(slot);
|
|
80
|
+
}
|
|
81
|
+
// Same day: extend the in-progress aggregate.
|
|
82
|
+
if (high > slot.dailyHigh)
|
|
83
|
+
slot.dailyHigh = high;
|
|
84
|
+
if (low < slot.dailyLow)
|
|
85
|
+
slot.dailyLow = low;
|
|
86
|
+
return emit(slot);
|
|
87
|
+
}
|
|
88
|
+
/**
|
|
89
|
+
* Average Daily Range — SMA of `high − low` across the trailing
|
|
90
|
+
* `length` completed UTC calendar days. Default `length = 14` per
|
|
91
|
+
* TradingView. Reads `bar.high` / `bar.low` / `bar.time` directly
|
|
92
|
+
* (no `source` argument per the absolute-range formula).
|
|
93
|
+
*
|
|
94
|
+
* **Calendar-day boundary.** Phase 2 keys "daily" on the UTC midnight
|
|
95
|
+
* boundary (`Math.floor(time / 86_400_000)`). Bars sharing a day key
|
|
96
|
+
* are aggregated into a single `(dailyHigh, dailyLow)` pair; the day
|
|
97
|
+
* range commits to the rolling SMA when the next bar's day key differs.
|
|
98
|
+
* The in-progress (currently-aggregating) day is NEVER included in the
|
|
99
|
+
* average. Phase 4 lifts this onto `syminfo.session` so symbols with
|
|
100
|
+
* non-UTC sessions can override the convention.
|
|
101
|
+
*
|
|
102
|
+
* **Tick mode.** Ticks within the in-progress bar do NOT shift the day
|
|
103
|
+
* boundary (per the runtime invariant that ticks happen inside the
|
|
104
|
+
* current bar); the emitted value is the cached SMA of the already-
|
|
105
|
+
* committed days. The next close re-folds the bar into the in-progress
|
|
106
|
+
* day aggregate.
|
|
107
|
+
*
|
|
108
|
+
* **NaN.** Bars with non-finite `high` / `low` / `time` are skipped
|
|
109
|
+
* (no aggregation, no commit); the output reflects only the previously
|
|
110
|
+
* committed days.
|
|
111
|
+
*
|
|
112
|
+
* @formula out[t] = mean( (dailyHigh − dailyLow) over the last `length`
|
|
113
|
+
* completed UTC days, in price units )
|
|
114
|
+
* @warmup length daily bars
|
|
115
|
+
* @since 0.2
|
|
116
|
+
* @stable
|
|
117
|
+
*
|
|
118
|
+
* @example
|
|
119
|
+
* // import { ta } from "@invinite-org/chartlang-core";
|
|
120
|
+
* // const r = ta.adr({ length: 14 });
|
|
121
|
+
* // plot(r);
|
|
122
|
+
*/
|
|
123
|
+
export function adr(slotId, opts) {
|
|
124
|
+
const ctx = getCtx();
|
|
125
|
+
let slot = ctx.stream.taSlots.get(slotId);
|
|
126
|
+
if (slot === undefined) {
|
|
127
|
+
const length = opts?.length ?? DEFAULT_LENGTH;
|
|
128
|
+
slot = initSlot(length, ctx.stream.ohlcv.close.capacity);
|
|
129
|
+
ctx.stream.taSlots.set(slotId, slot);
|
|
130
|
+
}
|
|
131
|
+
const { high, low, time } = ctx.stream.bar;
|
|
132
|
+
if (ctx.isTick) {
|
|
133
|
+
// Tick replay does NOT touch the day aggregate or the rolling
|
|
134
|
+
// sum — those are snapshots of the last close. The output is the
|
|
135
|
+
// committed SMA (NaN until warm).
|
|
136
|
+
slot.outBuffer.replaceHead(emit(slot));
|
|
137
|
+
}
|
|
138
|
+
else {
|
|
139
|
+
slot.outBuffer.append(closeStep(slot, high, low, time));
|
|
140
|
+
}
|
|
141
|
+
return slot.series;
|
|
142
|
+
}
|
|
143
|
+
//# sourceMappingURL=adr.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
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