@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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// 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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//
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// Ported from invinite/src/components/trading-chart/indicators/anchored-vwap.ts
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// (commit 078f41fe2569d659d5aba726da8bcb5d3e2ced02, © Invinite).
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// Re-licensed MIT for chartlang. See PLAN.md §3.1 for the
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// provenance contract; the math is the reference, the code style is not.
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// Structural choices (callsite-id slot, Series<T> proxy, replaceHead
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// mode) follow chartlang's primitive shape — NOT invinite's
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// IndicatorPlugin shape.
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import { Float64RingBuffer } from "../ringBuffer.js";
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import { ACTIVE_RUNTIME_CONTEXT } from "../runtimeContext.js";
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import { makeSeriesView } from "../seriesView.js";
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const DEFAULT_SOURCE = "hlc3";
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function getCtx() {
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const ctx = ACTIVE_RUNTIME_CONTEXT.current;
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if (ctx === null) {
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throw new Error("ta.anchoredVwap called outside an active script step");
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}
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return ctx;
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}
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function initSlot(capacity, anchorTime) {
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const outBuffer = new Float64RingBuffer(capacity);
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return {
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outBuffer,
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series: makeSeriesView(outBuffer),
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anchorTime,
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cumPV: 0,
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cumV: 0,
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started: false,
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prevClosedCumPV: 0,
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prevClosedCumV: 0,
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prevClosedStarted: false,
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};
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}
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function readSource(ctx, source) {
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switch (source) {
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case "close":
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return ctx.stream.bar.close;
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case "hl2":
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return ctx.stream.bar.hl2;
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case "hlc3":
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return ctx.stream.bar.hlc3;
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case "ohlc4":
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return ctx.stream.bar.ohlc4;
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case "hlcc4":
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return ctx.stream.bar.hlcc4;
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}
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}
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/**
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* Fold one bar against an accumulator. Returns the post-fold tuple.
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* Bars with `time < anchor` are skipped (the accumulator is unchanged,
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* `started` stays false). NaN source or non-positive / NaN volume
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* contributes zero — the accumulator stays well-defined across data
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* gaps.
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*/
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function fold(inCumPV, inCumV, inStarted, anchorTime, time, src, volume) {
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if (time < anchorTime) {
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return { cumPV: inCumPV, cumV: inCumV, started: inStarted };
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}
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let cumPV = inCumPV;
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let cumV = inCumV;
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if (Number.isFinite(src) && Number.isFinite(volume) && volume > 0) {
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cumPV += src * volume;
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cumV += volume;
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}
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return { cumPV, cumV, started: true };
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}
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function valueFromCum(started, cumPV, cumV) {
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if (!started || cumV === 0)
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return Number.NaN;
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return cumPV / cumV;
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}
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/**
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* Anchored Volume-Weighted Average Price — accumulates
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* `Σ(source · volume) / Σ(volume)` over every bar at or after
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* `anchorTime` (a UTC millisecond epoch the script author hard-codes
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* or computes from a literal). Bars with `bar.time < anchorTime` emit
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* `NaN`; the first bar with `bar.time ≥ anchorTime` starts the
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* accumulation, which never resets.
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*
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* **Sticky anchor.** The anchor is captured on the first call (slot
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* init) and ignored on subsequent calls — the slot's anchor is
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* sticky. Re-anchoring requires a new compiler-generated callsite id
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* (i.e. editing the script). Phase 4's `input.time()` will lift the
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* anchor to a user input that can change at runtime.
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*
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* **NaN handling.** NaN source or non-positive / NaN volume
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* contributes zero (the average stays well-defined across data gaps).
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* Bars before `anchorTime` or before any volume has accumulated emit
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* NaN.
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*
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* **Tick mode.** Replays the head bar's contribution against a
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* snapshot of the prior-close `(cumPV, cumV, started)` tuple so a
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* partial-bar tick doesn't pollute the next close's accumulator.
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*
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* @formula anchoredVwap[t] = Σ_{u ≥ anchor}(source[u] · volume[u]) / Σ_{u ≥ anchor}(volume[u])
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* @warmup 0 (NaN until first bar with `bar.time ≥ anchorTime`)
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* @since 0.2
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* @stable
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*
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* @example
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* // import { ta } from "@invinite-org/chartlang-runtime";
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* // const av = ta.anchoredVwap("slot", 1_700_000_000_000);
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* // const head = av.current;
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*/
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export function anchoredVwap(slotId, anchorTime, opts) {
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const ctx = getCtx();
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const source = opts?.source ?? DEFAULT_SOURCE;
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let slot = ctx.stream.taSlots.get(slotId);
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if (slot === undefined) {
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slot = initSlot(ctx.stream.ohlcv.close.capacity, anchorTime);
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ctx.stream.taSlots.set(slotId, slot);
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}
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const src = readSource(ctx, source);
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const volume = ctx.stream.bar.volume;
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const time = ctx.stream.bar.time;
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if (ctx.isTick) {
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const next = fold(slot.prevClosedCumPV, slot.prevClosedCumV, slot.prevClosedStarted, slot.anchorTime, time, src, volume);
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slot.outBuffer.replaceHead(valueFromCum(next.started, next.cumPV, next.cumV));
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return slot.series;
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}
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// Close-side: snapshot the prior-close state, then fold in the new bar.
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slot.prevClosedCumPV = slot.cumPV;
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slot.prevClosedCumV = slot.cumV;
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slot.prevClosedStarted = slot.started;
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const next = fold(slot.cumPV, slot.cumV, slot.started, slot.anchorTime, time, src, volume);
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slot.cumPV = next.cumPV;
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slot.cumV = next.cumV;
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slot.started = next.started;
|
|
131
|
+
slot.outBuffer.append(valueFromCum(slot.started, slot.cumPV, slot.cumV));
|
|
132
|
+
return slot.series;
|
|
133
|
+
}
|
|
134
|
+
//# sourceMappingURL=anchoredVwap.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"anchoredVwap.js","sourceRoot":"","sources":["../../src/ta/anchoredVwap.ts"],"names":[],"mappings":"AAAA,+DAA+D;AAC/D,+DAA+D;AAC/D,EAAE;AACF,gFAAgF;AAChF,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;AAIlD,MAAM,cAAc,GAAuB,MAAM,CAAC;AAqBlD,SAAS,MAAM;IACX,MAAM,GAAG,GAAG,sBAAsB,CAAC,OAAO,CAAC;IAC3C,IAAI,GAAG,KAAK,IAAI,EAAE,CAAC;QACf,MAAM,IAAI,KAAK,CAAC,sDAAsD,CAAC,CAAC;IAC5E,CAAC;IACD,OAAO,GAAG,CAAC;AACf,CAAC;AAED,SAAS,QAAQ,CAAC,QAAgB,EAAE,UAAkB;IAClD,MAAM,SAAS,GAAG,IAAI,iBAAiB,CAAC,QAAQ,CAAC,CAAC;IAClD,OAAO;QACH,SAAS;QACT,MAAM,EAAE,cAAc,CAAS,SAAS,CAAC;QACzC,UAAU;QACV,KAAK,EAAE,CAAC;QACR,IAAI,EAAE,CAAC;QACP,OAAO,EAAE,KAAK;QACd,eAAe,EAAE,CAAC;QAClB,cAAc,EAAE,CAAC;QACjB,iBAAiB,EAAE,KAAK;KAC3B,CAAC;AACN,CAAC;AAED,SAAS,UAAU,CAAC,GAAmB,EAAE,MAA0B;IAC/D,QAAQ,MAAM,EAAE,CAAC;QACb,KAAK,OAAO;YACR,OAAO,GAAG,CAAC,MAAM,CAAC,GAAG,CAAC,KAAK,CAAC;QAChC,KAAK,KAAK;YACN,OAAO,GAAG,CAAC,MAAM,CAAC,GAAG,CAAC,GAAG,CAAC;QAC9B,KAAK,MAAM;YACP,OAAO,GAAG,CAAC,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC;QAC/B,KAAK,OAAO;YACR,OAAO,GAAG,CAAC,MAAM,CAAC,GAAG,CAAC,KAAK,CAAC;QAChC,KAAK,OAAO;YACR,OAAO,GAAG,CAAC,MAAM,CAAC,GAAG,CAAC,KAAK,CAAC;IACpC,CAAC;AACL,CAAC;AAED;;;;;;GAMG;AACH,SAAS,IAAI,CACT,OAAe,EACf,MAAc,EACd,SAAkB,EAClB,UAAkB,EAClB,IAAY,EACZ,GAAW,EACX,MAAc;IAEd,IAAI,IAAI,GAAG,UAAU,EAAE,CAAC;QACpB,OAAO,EAAE,KAAK,EAAE,OAAO,EAAE,IAAI,EAAE,MAAM,EAAE,OAAO,EAAE,SAAS,EAAE,CAAC;IAChE,CAAC;IACD,IAAI,KAAK,GAAG,OAAO,CAAC;IACpB,IAAI,IAAI,GAAG,MAAM,CAAC;IAClB,IAAI,MAAM,CAAC,QAAQ,CAAC,GAAG,CAAC,IAAI,MAAM,CAAC,QAAQ,CAAC,MAAM,CAAC,IAAI,MAAM,GAAG,CAAC,EAAE,CAAC;QAChE,KAAK,IAAI,GAAG,GAAG,MAAM,CAAC;QACtB,IAAI,IAAI,MAAM,CAAC;IACnB,CAAC;IACD,OAAO,EAAE,KAAK,EAAE,IAAI,EAAE,OAAO,EAAE,IAAI,EAAE,CAAC;AAC1C,CAAC;AAED,SAAS,YAAY,CAAC,OAAgB,EAAE,KAAa,EAAE,IAAY;IAC/D,IAAI,CAAC,OAAO,IAAI,IAAI,KAAK,CAAC;QAAE,OAAO,MAAM,CAAC,GAAG,CAAC;IAC9C,OAAO,KAAK,GAAG,IAAI,CAAC;AACxB,CAAC;AAED;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;GAgCG;AACH,MAAM,UAAU,YAAY,CACxB,MAAc,EACd,UAAkB,EAClB,IAAuB;IAEvB,MAAM,GAAG,GAAG,MAAM,EAAE,CAAC;IACrB,MAAM,MAAM,GAAG,IAAI,EAAE,MAAM,IAAI,cAAc,CAAC;IAC9C,IAAI,IAAI,GAAG,GAAG,CAAC,MAAM,CAAC,OAAO,CAAC,GAAG,CAAC,MAAM,CAAiC,CAAC;IAC1E,IAAI,IAAI,KAAK,SAAS,EAAE,CAAC;QACrB,IAAI,GAAG,QAAQ,CAAC,GAAG,CAAC,MAAM,CAAC,KAAK,CAAC,KAAK,CAAC,QAAQ,EAAE,UAAU,CAAC,CAAC;QAC7D,GAAG,CAAC,MAAM,CAAC,OAAO,CAAC,GAAG,CAAC,MAAM,EAAE,IAAI,CAAC,CAAC;IACzC,CAAC;IACD,MAAM,GAAG,GAAG,UAAU,CAAC,GAAG,EAAE,MAAM,CAAC,CAAC;IACpC,MAAM,MAAM,GAAG,GAAG,CAAC,MAAM,CAAC,GAAG,CAAC,MAAM,CAAC;IACrC,MAAM,IAAI,GAAG,GAAG,CAAC,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC;IAEjC,IAAI,GAAG,CAAC,MAAM,EAAE,CAAC;QACb,MAAM,IAAI,GAAG,IAAI,CACb,IAAI,CAAC,eAAe,EACpB,IAAI,CAAC,cAAc,EACnB,IAAI,CAAC,iBAAiB,EACtB,IAAI,CAAC,UAAU,EACf,IAAI,EACJ,GAAG,EACH,MAAM,CACT,CAAC;QACF,IAAI,CAAC,SAAS,CAAC,WAAW,CAAC,YAAY,CAAC,IAAI,CAAC,OAAO,EAAE,IAAI,CAAC,KAAK,EAAE,IAAI,CAAC,IAAI,CAAC,CAAC,CAAC;QAC9E,OAAO,IAAI,CAAC,MAAM,CAAC;IACvB,CAAC;IAED,wEAAwE;IACxE,IAAI,CAAC,eAAe,GAAG,IAAI,CAAC,KAAK,CAAC;IAClC,IAAI,CAAC,cAAc,GAAG,IAAI,CAAC,IAAI,CAAC;IAChC,IAAI,CAAC,iBAAiB,GAAG,IAAI,CAAC,OAAO,CAAC;IACtC,MAAM,IAAI,GAAG,IAAI,CAAC,IAAI,CAAC,KAAK,EAAE,IAAI,CAAC,IAAI,EAAE,IAAI,CAAC,OAAO,EAAE,IAAI,CAAC,UAAU,EAAE,IAAI,EAAE,GAAG,EAAE,MAAM,CAAC,CAAC;IAC3F,IAAI,CAAC,KAAK,GAAG,IAAI,CAAC,KAAK,CAAC;IACxB,IAAI,CAAC,IAAI,GAAG,IAAI,CAAC,IAAI,CAAC;IACtB,IAAI,CAAC,OAAO,GAAG,IAAI,CAAC,OAAO,CAAC;IAC5B,IAAI,CAAC,SAAS,CAAC,MAAM,CAAC,YAAY,CAAC,IAAI,CAAC,OAAO,EAAE,IAAI,CAAC,KAAK,EAAE,IAAI,CAAC,IAAI,CAAC,CAAC,CAAC;IACzE,OAAO,IAAI,CAAC,MAAM,CAAC;AACvB,CAAC"}
|
package/dist/ta/ao.d.ts
ADDED
|
@@ -0,0 +1,21 @@
|
|
|
1
|
+
import type { AoOpts, Series } from "@invinite-org/chartlang-core";
|
|
2
|
+
/**
|
|
3
|
+
* Awesome Oscillator — `SMA(hl2, fastLength) − SMA(hl2, slowLength)`.
|
|
4
|
+
* Sources from `bar.hl2` directly (no `source` arg — matches Pine
|
|
5
|
+
* `ta.ao()`). Defaults to `fastLength = 5`, `slowLength = 34`.
|
|
6
|
+
* Composes two `ta.sma` sub-slots (`${slotId}/fastSma`,
|
|
7
|
+
* `${slotId}/slowSma`); a fix to `sma` flows in for free. Warmup is
|
|
8
|
+
* `slowLength − 1` bars (the longer SMA dominates).
|
|
9
|
+
*
|
|
10
|
+
* @formula AO[t] = SMA(hl2, fastLength)[t] − SMA(hl2, slowLength)[t]
|
|
11
|
+
* @warmup slowLength − 1
|
|
12
|
+
* @since 0.2
|
|
13
|
+
* @stable
|
|
14
|
+
*
|
|
15
|
+
* @example
|
|
16
|
+
* // import { ta } from "@invinite-org/chartlang-runtime";
|
|
17
|
+
* // const a = ta.ao("slot");
|
|
18
|
+
* // const head = a.current;
|
|
19
|
+
*/
|
|
20
|
+
export declare function ao(slotId: string, opts?: AoOpts): Series<number>;
|
|
21
|
+
//# sourceMappingURL=ao.d.ts.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"ao.d.ts","sourceRoot":"","sources":["../../src/ta/ao.ts"],"names":[],"mappings":"AAQA,OAAO,KAAK,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,8BAA8B,CAAC;AAwCnE;;;;;;;;;;;;;;;;;GAiBG;AACH,wBAAgB,EAAE,CAAC,MAAM,EAAE,MAAM,EAAE,IAAI,CAAC,EAAE,MAAM,GAAG,MAAM,CAAC,MAAM,CAAC,CAmBhE"}
|
package/dist/ta/ao.js
ADDED
|
@@ -0,0 +1,74 @@
|
|
|
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/ao.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
|
+
import { Float64RingBuffer } from "../ringBuffer.js";
|
|
9
|
+
import { ACTIVE_RUNTIME_CONTEXT } from "../runtimeContext.js";
|
|
10
|
+
import { makeSeriesView } from "../seriesView.js";
|
|
11
|
+
import { sma } from "./sma.js";
|
|
12
|
+
const DEFAULT_FAST_LENGTH = 5;
|
|
13
|
+
const DEFAULT_SLOW_LENGTH = 34;
|
|
14
|
+
function getCtx() {
|
|
15
|
+
const ctx = ACTIVE_RUNTIME_CONTEXT.current;
|
|
16
|
+
if (ctx === null) {
|
|
17
|
+
throw new Error("ta.ao called outside an active script step");
|
|
18
|
+
}
|
|
19
|
+
return ctx;
|
|
20
|
+
}
|
|
21
|
+
function initSlot(capacity, slotId) {
|
|
22
|
+
const outBuffer = new Float64RingBuffer(capacity);
|
|
23
|
+
return {
|
|
24
|
+
outBuffer,
|
|
25
|
+
series: makeSeriesView(outBuffer),
|
|
26
|
+
fastSmaSub: `${slotId}/fastSma`,
|
|
27
|
+
slowSmaSub: `${slotId}/slowSma`,
|
|
28
|
+
};
|
|
29
|
+
}
|
|
30
|
+
function combine(fast, slow) {
|
|
31
|
+
if (!Number.isFinite(fast) || !Number.isFinite(slow))
|
|
32
|
+
return Number.NaN;
|
|
33
|
+
return fast - slow;
|
|
34
|
+
}
|
|
35
|
+
/**
|
|
36
|
+
* Awesome Oscillator — `SMA(hl2, fastLength) − SMA(hl2, slowLength)`.
|
|
37
|
+
* Sources from `bar.hl2` directly (no `source` arg — matches Pine
|
|
38
|
+
* `ta.ao()`). Defaults to `fastLength = 5`, `slowLength = 34`.
|
|
39
|
+
* Composes two `ta.sma` sub-slots (`${slotId}/fastSma`,
|
|
40
|
+
* `${slotId}/slowSma`); a fix to `sma` flows in for free. Warmup is
|
|
41
|
+
* `slowLength − 1` bars (the longer SMA dominates).
|
|
42
|
+
*
|
|
43
|
+
* @formula AO[t] = SMA(hl2, fastLength)[t] − SMA(hl2, slowLength)[t]
|
|
44
|
+
* @warmup slowLength − 1
|
|
45
|
+
* @since 0.2
|
|
46
|
+
* @stable
|
|
47
|
+
*
|
|
48
|
+
* @example
|
|
49
|
+
* // import { ta } from "@invinite-org/chartlang-runtime";
|
|
50
|
+
* // const a = ta.ao("slot");
|
|
51
|
+
* // const head = a.current;
|
|
52
|
+
*/
|
|
53
|
+
export function ao(slotId, opts) {
|
|
54
|
+
const ctx = getCtx();
|
|
55
|
+
const fastLength = opts?.fastLength ?? DEFAULT_FAST_LENGTH;
|
|
56
|
+
const slowLength = opts?.slowLength ?? DEFAULT_SLOW_LENGTH;
|
|
57
|
+
let slot = ctx.stream.taSlots.get(slotId);
|
|
58
|
+
if (slot === undefined) {
|
|
59
|
+
slot = initSlot(ctx.stream.ohlcv.close.capacity, slotId);
|
|
60
|
+
ctx.stream.taSlots.set(slotId, slot);
|
|
61
|
+
}
|
|
62
|
+
const hl2 = ctx.stream.bar.hl2;
|
|
63
|
+
const fastSeries = sma(slot.fastSmaSub, hl2, fastLength);
|
|
64
|
+
const slowSeries = sma(slot.slowSmaSub, hl2, slowLength);
|
|
65
|
+
const value = combine(fastSeries.current, slowSeries.current);
|
|
66
|
+
if (ctx.isTick) {
|
|
67
|
+
slot.outBuffer.replaceHead(value);
|
|
68
|
+
}
|
|
69
|
+
else {
|
|
70
|
+
slot.outBuffer.append(value);
|
|
71
|
+
}
|
|
72
|
+
return slot.series;
|
|
73
|
+
}
|
|
74
|
+
//# sourceMappingURL=ao.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"ao.js","sourceRoot":"","sources":["../../src/ta/ao.ts"],"names":[],"mappings":"AAAA,+DAA+D;AAC/D,+DAA+D;AAC/D,EAAE;AACF,qEAAqE;AACrE,mEAAmE;AACnE,0DAA0D;AAC1D,yEAAyE;AAIzE,OAAO,EAAE,iBAAiB,EAAE,MAAM,kBAAkB,CAAC;AACrD,OAAO,EAAE,sBAAsB,EAAuB,MAAM,sBAAsB,CAAC;AACnF,OAAO,EAAE,cAAc,EAAE,MAAM,kBAAkB,CAAC;AAClD,OAAO,EAAE,GAAG,EAAE,MAAM,UAAU,CAAC;AAE/B,MAAM,mBAAmB,GAAG,CAAC,CAAC;AAC9B,MAAM,mBAAmB,GAAG,EAAE,CAAC;AAS/B,SAAS,MAAM;IACX,MAAM,GAAG,GAAG,sBAAsB,CAAC,OAAO,CAAC;IAC3C,IAAI,GAAG,KAAK,IAAI,EAAE,CAAC;QACf,MAAM,IAAI,KAAK,CAAC,4CAA4C,CAAC,CAAC;IAClE,CAAC;IACD,OAAO,GAAG,CAAC;AACf,CAAC;AAED,SAAS,QAAQ,CAAC,QAAgB,EAAE,MAAc;IAC9C,MAAM,SAAS,GAAG,IAAI,iBAAiB,CAAC,QAAQ,CAAC,CAAC;IAClD,OAAO;QACH,SAAS;QACT,MAAM,EAAE,cAAc,CAAS,SAAS,CAAC;QACzC,UAAU,EAAE,GAAG,MAAM,UAAU;QAC/B,UAAU,EAAE,GAAG,MAAM,UAAU;KAClC,CAAC;AACN,CAAC;AAED,SAAS,OAAO,CAAC,IAAY,EAAE,IAAY;IACvC,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,IAAI,CAAC;QAAE,OAAO,MAAM,CAAC,GAAG,CAAC;IACxE,OAAO,IAAI,GAAG,IAAI,CAAC;AACvB,CAAC;AAED;;;;;;;;;;;;;;;;;GAiBG;AACH,MAAM,UAAU,EAAE,CAAC,MAAc,EAAE,IAAa;IAC5C,MAAM,GAAG,GAAG,MAAM,EAAE,CAAC;IACrB,MAAM,UAAU,GAAG,IAAI,EAAE,UAAU,IAAI,mBAAmB,CAAC;IAC3D,MAAM,UAAU,GAAG,IAAI,EAAE,UAAU,IAAI,mBAAmB,CAAC;IAC3D,IAAI,IAAI,GAAG,GAAG,CAAC,MAAM,CAAC,OAAO,CAAC,GAAG,CAAC,MAAM,CAAuB,CAAC;IAChE,IAAI,IAAI,KAAK,SAAS,EAAE,CAAC;QACrB,IAAI,GAAG,QAAQ,CAAC,GAAG,CAAC,MAAM,CAAC,KAAK,CAAC,KAAK,CAAC,QAAQ,EAAE,MAAM,CAAC,CAAC;QACzD,GAAG,CAAC,MAAM,CAAC,OAAO,CAAC,GAAG,CAAC,MAAM,EAAE,IAAI,CAAC,CAAC;IACzC,CAAC;IACD,MAAM,GAAG,GAAG,GAAG,CAAC,MAAM,CAAC,GAAG,CAAC,GAAG,CAAC;IAC/B,MAAM,UAAU,GAAG,GAAG,CAAC,IAAI,CAAC,UAAU,EAAE,GAAG,EAAE,UAAU,CAAC,CAAC;IACzD,MAAM,UAAU,GAAG,GAAG,CAAC,IAAI,CAAC,UAAU,EAAE,GAAG,EAAE,UAAU,CAAC,CAAC;IACzD,MAAM,KAAK,GAAG,OAAO,CAAC,UAAU,CAAC,OAAO,EAAE,UAAU,CAAC,OAAO,CAAC,CAAC;IAC9D,IAAI,GAAG,CAAC,MAAM,EAAE,CAAC;QACb,IAAI,CAAC,SAAS,CAAC,WAAW,CAAC,KAAK,CAAC,CAAC;IACtC,CAAC;SAAM,CAAC;QACJ,IAAI,CAAC,SAAS,CAAC,MAAM,CAAC,KAAK,CAAC,CAAC;IACjC,CAAC;IACD,OAAO,IAAI,CAAC,MAAM,CAAC;AACvB,CAAC"}
|
|
@@ -0,0 +1,26 @@
|
|
|
1
|
+
import type { AroonOpts, AroonResult } from "@invinite-org/chartlang-core";
|
|
2
|
+
/**
|
|
3
|
+
* Aroon — recency-of-extreme oscillator over the trailing `length + 1`
|
|
4
|
+
* bars. `aroon.up` tracks how recently a new N-bar high was made;
|
|
5
|
+
* `aroon.down` mirrors with N-bar lows. Both Series ∈ [0, 100] when
|
|
6
|
+
* defined; NaN until `length` closed bars have been folded in. Reads
|
|
7
|
+
* `bar.high` / `bar.low` directly from the runtime stream (mirrors
|
|
8
|
+
* Pine's `ta.aroon(length)` — no source param). Returns a cached
|
|
9
|
+
* `{ up, down }` record (same identity every bar).
|
|
10
|
+
*
|
|
11
|
+
* @formula barsSinceHigh = age (0..length) of the max high in window ;
|
|
12
|
+
* barsSinceLow = age (0..length) of the min low in window ;
|
|
13
|
+
* up = 100 · (length − barsSinceHigh) / length ;
|
|
14
|
+
* down = 100 · (length − barsSinceLow) / length
|
|
15
|
+
* @warmup length
|
|
16
|
+
* @since 0.2
|
|
17
|
+
* @stable
|
|
18
|
+
*
|
|
19
|
+
* @example
|
|
20
|
+
* // import { ta } from "@invinite-org/chartlang-core";
|
|
21
|
+
* // const a = ta.aroon(14);
|
|
22
|
+
* // plot(a.up);
|
|
23
|
+
* // plot(a.down);
|
|
24
|
+
*/
|
|
25
|
+
export declare function aroon(slotId: string, length: number, _opts?: AroonOpts): AroonResult;
|
|
26
|
+
//# sourceMappingURL=aroon.d.ts.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"aroon.d.ts","sourceRoot":"","sources":["../../src/ta/aroon.ts"],"names":[],"mappings":"AAcA,OAAO,KAAK,EAAE,SAAS,EAAE,WAAW,EAAE,MAAM,8BAA8B,CAAC;AA6I3E;;;;;;;;;;;;;;;;;;;;;;GAsBG;AACH,wBAAgB,KAAK,CAAC,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,KAAK,CAAC,EAAE,SAAS,GAAG,WAAW,CAmBpF"}
|
package/dist/ta/aroon.js
ADDED
|
@@ -0,0 +1,166 @@
|
|
|
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/aroon.ts
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// (commit 078f41fe2569d659d5aba726da8bcb5d3e2ced02, © Invinite).
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// Re-licensed MIT for chartlang. See PLAN.md §3.1 for the
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// provenance contract; the math is the reference, the code style is not.
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// Structural choices (callsite-id slot, Series<T> proxy, replaceHead
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// mode) follow chartlang's primitive shape — NOT invinite's
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// IndicatorPlugin shape. Aroon reads `bar.high` / `bar.low` directly
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// (mirrors Pine's `ta.aroon(length)` which has no source param) and
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// scans the trailing `length + 1` window per close for the argmax /
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// argmin (matches the invinite reference's `computeAroonSeries` loop).
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import { Float64RingBuffer } from "../ringBuffer.js";
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import { ACTIVE_RUNTIME_CONTEXT } from "../runtimeContext.js";
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import { makeSeriesView } from "../seriesView.js";
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function getCtx() {
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const ctx = ACTIVE_RUNTIME_CONTEXT.current;
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if (ctx === null) {
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throw new Error("ta.aroon called outside an active script step");
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}
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return ctx;
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}
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function initSlot(length, capacity) {
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const upBuffer = new Float64RingBuffer(capacity);
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const downBuffer = new Float64RingBuffer(capacity);
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return {
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outputs: Object.freeze({
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up: makeSeriesView(upBuffer),
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down: makeSeriesView(downBuffer),
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}),
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upBuffer,
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downBuffer,
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length,
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highWindow: new Float64RingBuffer(length + 1),
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lowWindow: new Float64RingBuffer(length + 1),
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barCount: 0,
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lastHighIndex: 0,
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lastLowIndex: 0,
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};
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}
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/**
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* Scan the `length + 1` window for the bars-since-high index. NaN
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* entries are skipped (cannot win argmax). Tie-break: smallest age
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* wins (the most-recent extreme — matches invinite's `>` comparison
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* and TradingView's convention). Returns `-1` if every entry in the
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* window is NaN.
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*
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* `headHigh` is the candidate value for age 0 — passed separately so
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* tick replay can substitute the tick's head value without mutating
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* the closed `highWindow`.
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*/
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function scanHighArgmax(window, headHigh, length) {
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let bestIdx = -1;
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let bestVal = Number.NEGATIVE_INFINITY;
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if (Number.isFinite(headHigh)) {
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bestIdx = 0;
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bestVal = headHigh;
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}
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for (let k = 1; k <= length; k += 1) {
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const v = window.at(k);
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if (Number.isFinite(v) && v > bestVal) {
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bestVal = v;
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bestIdx = k;
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}
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}
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return bestIdx;
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+
}
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69
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+
function scanLowArgmin(window, headLow, length) {
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let bestIdx = -1;
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let bestVal = Number.POSITIVE_INFINITY;
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+
if (Number.isFinite(headLow)) {
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bestIdx = 0;
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bestVal = headLow;
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75
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+
}
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+
for (let k = 1; k <= length; k += 1) {
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const v = window.at(k);
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+
if (Number.isFinite(v) && v < bestVal) {
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bestVal = v;
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bestIdx = k;
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+
}
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+
}
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return bestIdx;
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+
}
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function closeStep(slot, high, low) {
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86
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slot.barCount += 1;
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slot.highWindow.append(high);
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88
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slot.lowWindow.append(low);
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89
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+
// Per the invinite reference: warmup is `length` bars; the first
|
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90
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// finite output lands at `barCount === length + 1` (the bar at
|
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91
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+
// 0-based index `length`).
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92
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if (slot.barCount <= slot.length) {
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+
return { up: Number.NaN, down: Number.NaN };
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+
}
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const barsSinceHigh = scanHighArgmax(slot.highWindow, slot.highWindow.at(0), slot.length);
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+
const barsSinceLow = scanLowArgmin(slot.lowWindow, slot.lowWindow.at(0), slot.length);
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+
if (barsSinceHigh === -1 || barsSinceLow === -1) {
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return { up: Number.NaN, down: Number.NaN };
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}
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slot.lastHighIndex = barsSinceHigh;
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slot.lastLowIndex = barsSinceLow;
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const up = (100 * (slot.length - barsSinceHigh)) / slot.length;
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const down = (100 * (slot.length - barsSinceLow)) / slot.length;
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return { up, down };
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+
}
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+
function tickStep(slot, high, low) {
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if (slot.barCount <= slot.length)
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108
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return { up: Number.NaN, down: Number.NaN };
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109
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// Substitute the tick's head values into the scan without mutating
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110
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// the closed window. The age-0 slot in `highWindow` / `lowWindow`
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111
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// still holds the most recent CLOSE; we pass `high` / `low` as the
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112
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// override.
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113
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+
const barsSinceHigh = scanHighArgmax(slot.highWindow, high, slot.length);
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114
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+
const barsSinceLow = scanLowArgmin(slot.lowWindow, low, slot.length);
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115
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+
if (barsSinceHigh === -1 || barsSinceLow === -1) {
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+
return { up: Number.NaN, down: Number.NaN };
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|
117
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+
}
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118
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+
const up = (100 * (slot.length - barsSinceHigh)) / slot.length;
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119
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+
const down = (100 * (slot.length - barsSinceLow)) / slot.length;
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120
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+
return { up, down };
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121
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+
}
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+
/**
|
|
123
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+
* Aroon — recency-of-extreme oscillator over the trailing `length + 1`
|
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124
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+
* bars. `aroon.up` tracks how recently a new N-bar high was made;
|
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125
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+
* `aroon.down` mirrors with N-bar lows. Both Series ∈ [0, 100] when
|
|
126
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+
* defined; NaN until `length` closed bars have been folded in. Reads
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127
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+
* `bar.high` / `bar.low` directly from the runtime stream (mirrors
|
|
128
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+
* Pine's `ta.aroon(length)` — no source param). Returns a cached
|
|
129
|
+
* `{ up, down }` record (same identity every bar).
|
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130
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+
*
|
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131
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+
* @formula barsSinceHigh = age (0..length) of the max high in window ;
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132
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+
* barsSinceLow = age (0..length) of the min low in window ;
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+
* up = 100 · (length − barsSinceHigh) / length ;
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134
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+
* down = 100 · (length − barsSinceLow) / length
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135
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+
* @warmup length
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136
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* @since 0.2
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137
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+
* @stable
|
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138
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+
*
|
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139
|
+
* @example
|
|
140
|
+
* // import { ta } from "@invinite-org/chartlang-core";
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141
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+
* // const a = ta.aroon(14);
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|
142
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+
* // plot(a.up);
|
|
143
|
+
* // plot(a.down);
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144
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+
*/
|
|
145
|
+
export function aroon(slotId, length, _opts) {
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|
146
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+
const ctx = getCtx();
|
|
147
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+
let slot = ctx.stream.taSlots.get(slotId);
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|
148
|
+
if (slot === undefined) {
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|
149
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+
slot = initSlot(length, ctx.stream.ohlcv.close.capacity);
|
|
150
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+
ctx.stream.taSlots.set(slotId, slot);
|
|
151
|
+
}
|
|
152
|
+
const high = ctx.stream.bar.high;
|
|
153
|
+
const low = ctx.stream.bar.low;
|
|
154
|
+
if (ctx.isTick) {
|
|
155
|
+
const { up, down } = tickStep(slot, high, low);
|
|
156
|
+
slot.upBuffer.replaceHead(up);
|
|
157
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+
slot.downBuffer.replaceHead(down);
|
|
158
|
+
}
|
|
159
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+
else {
|
|
160
|
+
const { up, down } = closeStep(slot, high, low);
|
|
161
|
+
slot.upBuffer.append(up);
|
|
162
|
+
slot.downBuffer.append(down);
|
|
163
|
+
}
|
|
164
|
+
return slot.outputs;
|
|
165
|
+
}
|
|
166
|
+
//# sourceMappingURL=aroon.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"aroon.js","sourceRoot":"","sources":["../../src/ta/aroon.ts"],"names":[],"mappings":"AAAA,+DAA+D;AAC/D,+DAA+D;AAC/D,EAAE;AACF,wEAAwE;AACxE,mEAAmE;AACnE,0DAA0D;AAC1D,yEAAyE;AACzE,qEAAqE;AACrE,4DAA4D;AAC5D,qEAAqE;AACrE,oEAAoE;AACpE,oEAAoE;AACpE,uEAAuE;AAIvE,OAAO,EAAE,iBAAiB,EAAE,MAAM,kBAAkB,CAAC;AACrD,OAAO,EAAE,sBAAsB,EAAuB,MAAM,sBAAsB,CAAC;AACnF,OAAO,EAAE,cAAc,EAAE,MAAM,kBAAkB,CAAC;AAyBlD,SAAS,MAAM;IACX,MAAM,GAAG,GAAG,sBAAsB,CAAC,OAAO,CAAC;IAC3C,IAAI,GAAG,KAAK,IAAI,EAAE,CAAC;QACf,MAAM,IAAI,KAAK,CAAC,+CAA+C,CAAC,CAAC;IACrE,CAAC;IACD,OAAO,GAAG,CAAC;AACf,CAAC;AAED,SAAS,QAAQ,CAAC,MAAc,EAAE,QAAgB;IAC9C,MAAM,QAAQ,GAAG,IAAI,iBAAiB,CAAC,QAAQ,CAAC,CAAC;IACjD,MAAM,UAAU,GAAG,IAAI,iBAAiB,CAAC,QAAQ,CAAC,CAAC;IACnD,OAAO;QACH,OAAO,EAAE,MAAM,CAAC,MAAM,CAAC;YACnB,EAAE,EAAE,cAAc,CAAS,QAAQ,CAAC;YACpC,IAAI,EAAE,cAAc,CAAS,UAAU,CAAC;SAC3C,CAAC;QACF,QAAQ;QACR,UAAU;QACV,MAAM;QACN,UAAU,EAAE,IAAI,iBAAiB,CAAC,MAAM,GAAG,CAAC,CAAC;QAC7C,SAAS,EAAE,IAAI,iBAAiB,CAAC,MAAM,GAAG,CAAC,CAAC;QAC5C,QAAQ,EAAE,CAAC;QACX,aAAa,EAAE,CAAC;QAChB,YAAY,EAAE,CAAC;KAClB,CAAC;AACN,CAAC;AAED;;;;;;;;;;GAUG;AACH,SAAS,cAAc,CAAC,MAAyB,EAAE,QAAgB,EAAE,MAAc;IAC/E,IAAI,OAAO,GAAG,CAAC,CAAC,CAAC;IACjB,IAAI,OAAO,GAAG,MAAM,CAAC,iBAAiB,CAAC;IACvC,IAAI,MAAM,CAAC,QAAQ,CAAC,QAAQ,CAAC,EAAE,CAAC;QAC5B,OAAO,GAAG,CAAC,CAAC;QACZ,OAAO,GAAG,QAAQ,CAAC;IACvB,CAAC;IACD,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,IAAI,MAAM,EAAE,CAAC,IAAI,CAAC,EAAE,CAAC;QAClC,MAAM,CAAC,GAAG,MAAM,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC;QACvB,IAAI,MAAM,CAAC,QAAQ,CAAC,CAAC,CAAC,IAAI,CAAC,GAAG,OAAO,EAAE,CAAC;YACpC,OAAO,GAAG,CAAC,CAAC;YACZ,OAAO,GAAG,CAAC,CAAC;QAChB,CAAC;IACL,CAAC;IACD,OAAO,OAAO,CAAC;AACnB,CAAC;AAED,SAAS,aAAa,CAAC,MAAyB,EAAE,OAAe,EAAE,MAAc;IAC7E,IAAI,OAAO,GAAG,CAAC,CAAC,CAAC;IACjB,IAAI,OAAO,GAAG,MAAM,CAAC,iBAAiB,CAAC;IACvC,IAAI,MAAM,CAAC,QAAQ,CAAC,OAAO,CAAC,EAAE,CAAC;QAC3B,OAAO,GAAG,CAAC,CAAC;QACZ,OAAO,GAAG,OAAO,CAAC;IACtB,CAAC;IACD,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,IAAI,MAAM,EAAE,CAAC,IAAI,CAAC,EAAE,CAAC;QAClC,MAAM,CAAC,GAAG,MAAM,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC;QACvB,IAAI,MAAM,CAAC,QAAQ,CAAC,CAAC,CAAC,IAAI,CAAC,GAAG,OAAO,EAAE,CAAC;YACpC,OAAO,GAAG,CAAC,CAAC;YACZ,OAAO,GAAG,CAAC,CAAC;QAChB,CAAC;IACL,CAAC;IACD,OAAO,OAAO,CAAC;AACnB,CAAC;AAED,SAAS,SAAS,CAAC,IAAe,EAAE,IAAY,EAAE,GAAW;IACzD,IAAI,CAAC,QAAQ,IAAI,CAAC,CAAC;IACnB,IAAI,CAAC,UAAU,CAAC,MAAM,CAAC,IAAI,CAAC,CAAC;IAC7B,IAAI,CAAC,SAAS,CAAC,MAAM,CAAC,GAAG,CAAC,CAAC;IAE3B,iEAAiE;IACjE,+DAA+D;IAC/D,2BAA2B;IAC3B,IAAI,IAAI,CAAC,QAAQ,IAAI,IAAI,CAAC,MAAM,EAAE,CAAC;QAC/B,OAAO,EAAE,EAAE,EAAE,MAAM,CAAC,GAAG,EAAE,IAAI,EAAE,MAAM,CAAC,GAAG,EAAE,CAAC;IAChD,CAAC;IAED,MAAM,aAAa,GAAG,cAAc,CAAC,IAAI,CAAC,UAAU,EAAE,IAAI,CAAC,UAAU,CAAC,EAAE,CAAC,CAAC,CAAC,EAAE,IAAI,CAAC,MAAM,CAAC,CAAC;IAC1F,MAAM,YAAY,GAAG,aAAa,CAAC,IAAI,CAAC,SAAS,EAAE,IAAI,CAAC,SAAS,CAAC,EAAE,CAAC,CAAC,CAAC,EAAE,IAAI,CAAC,MAAM,CAAC,CAAC;IACtF,IAAI,aAAa,KAAK,CAAC,CAAC,IAAI,YAAY,KAAK,CAAC,CAAC,EAAE,CAAC;QAC9C,OAAO,EAAE,EAAE,EAAE,MAAM,CAAC,GAAG,EAAE,IAAI,EAAE,MAAM,CAAC,GAAG,EAAE,CAAC;IAChD,CAAC;IACD,IAAI,CAAC,aAAa,GAAG,aAAa,CAAC;IACnC,IAAI,CAAC,YAAY,GAAG,YAAY,CAAC;IACjC,MAAM,EAAE,GAAG,CAAC,GAAG,GAAG,CAAC,IAAI,CAAC,MAAM,GAAG,aAAa,CAAC,CAAC,GAAG,IAAI,CAAC,MAAM,CAAC;IAC/D,MAAM,IAAI,GAAG,CAAC,GAAG,GAAG,CAAC,IAAI,CAAC,MAAM,GAAG,YAAY,CAAC,CAAC,GAAG,IAAI,CAAC,MAAM,CAAC;IAChE,OAAO,EAAE,EAAE,EAAE,IAAI,EAAE,CAAC;AACxB,CAAC;AAED,SAAS,QAAQ,CAAC,IAAe,EAAE,IAAY,EAAE,GAAW;IACxD,IAAI,IAAI,CAAC,QAAQ,IAAI,IAAI,CAAC,MAAM;QAAE,OAAO,EAAE,EAAE,EAAE,MAAM,CAAC,GAAG,EAAE,IAAI,EAAE,MAAM,CAAC,GAAG,EAAE,CAAC;IAC9E,mEAAmE;IACnE,kEAAkE;IAClE,mEAAmE;IACnE,YAAY;IACZ,MAAM,aAAa,GAAG,cAAc,CAAC,IAAI,CAAC,UAAU,EAAE,IAAI,EAAE,IAAI,CAAC,MAAM,CAAC,CAAC;IACzE,MAAM,YAAY,GAAG,aAAa,CAAC,IAAI,CAAC,SAAS,EAAE,GAAG,EAAE,IAAI,CAAC,MAAM,CAAC,CAAC;IACrE,IAAI,aAAa,KAAK,CAAC,CAAC,IAAI,YAAY,KAAK,CAAC,CAAC,EAAE,CAAC;QAC9C,OAAO,EAAE,EAAE,EAAE,MAAM,CAAC,GAAG,EAAE,IAAI,EAAE,MAAM,CAAC,GAAG,EAAE,CAAC;IAChD,CAAC;IACD,MAAM,EAAE,GAAG,CAAC,GAAG,GAAG,CAAC,IAAI,CAAC,MAAM,GAAG,aAAa,CAAC,CAAC,GAAG,IAAI,CAAC,MAAM,CAAC;IAC/D,MAAM,IAAI,GAAG,CAAC,GAAG,GAAG,CAAC,IAAI,CAAC,MAAM,GAAG,YAAY,CAAC,CAAC,GAAG,IAAI,CAAC,MAAM,CAAC;IAChE,OAAO,EAAE,EAAE,EAAE,IAAI,EAAE,CAAC;AACxB,CAAC;AAED;;;;;;;;;;;;;;;;;;;;;;GAsBG;AACH,MAAM,UAAU,KAAK,CAAC,MAAc,EAAE,MAAc,EAAE,KAAiB;IACnE,MAAM,GAAG,GAAG,MAAM,EAAE,CAAC;IACrB,IAAI,IAAI,GAAG,GAAG,CAAC,MAAM,CAAC,OAAO,CAAC,GAAG,CAAC,MAAM,CAA0B,CAAC;IACnE,IAAI,IAAI,KAAK,SAAS,EAAE,CAAC;QACrB,IAAI,GAAG,QAAQ,CAAC,MAAM,EAAE,GAAG,CAAC,MAAM,CAAC,KAAK,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC;QACzD,GAAG,CAAC,MAAM,CAAC,OAAO,CAAC,GAAG,CAAC,MAAM,EAAE,IAAI,CAAC,CAAC;IACzC,CAAC;IACD,MAAM,IAAI,GAAG,GAAG,CAAC,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC;IACjC,MAAM,GAAG,GAAG,GAAG,CAAC,MAAM,CAAC,GAAG,CAAC,GAAG,CAAC;IAC/B,IAAI,GAAG,CAAC,MAAM,EAAE,CAAC;QACb,MAAM,EAAE,EAAE,EAAE,IAAI,EAAE,GAAG,QAAQ,CAAC,IAAI,EAAE,IAAI,EAAE,GAAG,CAAC,CAAC;QAC/C,IAAI,CAAC,QAAQ,CAAC,WAAW,CAAC,EAAE,CAAC,CAAC;QAC9B,IAAI,CAAC,UAAU,CAAC,WAAW,CAAC,IAAI,CAAC,CAAC;IACtC,CAAC;SAAM,CAAC;QACJ,MAAM,EAAE,EAAE,EAAE,IAAI,EAAE,GAAG,SAAS,CAAC,IAAI,EAAE,IAAI,EAAE,GAAG,CAAC,CAAC;QAChD,IAAI,CAAC,QAAQ,CAAC,MAAM,CAAC,EAAE,CAAC,CAAC;QACzB,IAAI,CAAC,UAAU,CAAC,MAAM,CAAC,IAAI,CAAC,CAAC;IACjC,CAAC;IACD,OAAO,IAAI,CAAC,OAAO,CAAC;AACxB,CAAC"}
|
|
@@ -0,0 +1,19 @@
|
|
|
1
|
+
import type { AroonOscOpts, Series } from "@invinite-org/chartlang-core";
|
|
2
|
+
/**
|
|
3
|
+
* Aroon Oscillator — `aroon.up − aroon.down`. Bounded in `[-100, 100]`
|
|
4
|
+
* when defined; NaN through the `length` warmup window. Composes
|
|
5
|
+
* `ta.aroon` at sub-slot `${slotId}/aroon`, so the math is fed by
|
|
6
|
+
* the same per-bar window scan and a fix to Aroon flows in for free.
|
|
7
|
+
*
|
|
8
|
+
* @formula osc = aroon.up − aroon.down
|
|
9
|
+
* @warmup length
|
|
10
|
+
* @since 0.2
|
|
11
|
+
* @stable
|
|
12
|
+
*
|
|
13
|
+
* @example
|
|
14
|
+
* // import { ta } from "@invinite-org/chartlang-core";
|
|
15
|
+
* // const osc = ta.aroonOsc(14);
|
|
16
|
+
* // plot(osc);
|
|
17
|
+
*/
|
|
18
|
+
export declare function aroonOsc(slotId: string, length: number, _opts?: AroonOscOpts): Series<number>;
|
|
19
|
+
//# sourceMappingURL=aroonOsc.d.ts.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"aroonOsc.d.ts","sourceRoot":"","sources":["../../src/ta/aroonOsc.ts"],"names":[],"mappings":"AAYA,OAAO,KAAK,EAAE,YAAY,EAAE,MAAM,EAAE,MAAM,8BAA8B,CAAC;AA4BzE;;;;;;;;;;;;;;;GAeG;AACH,wBAAgB,QAAQ,CAAC,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,KAAK,CAAC,EAAE,YAAY,GAAG,MAAM,CAAC,MAAM,CAAC,CAqB7F"}
|
|
@@ -0,0 +1,68 @@
|
|
|
1
|
+
// Copyright (c) 2026 Invinite. Licensed under the MIT License.
|
|
2
|
+
// See the LICENSE file in the repo root for full license text.
|
|
3
|
+
//
|
|
4
|
+
// Ported from invinite/src/components/trading-chart/indicators/aroon-osc.ts
|
|
5
|
+
// (commit 078f41fe2569d659d5aba726da8bcb5d3e2ced02, © Invinite).
|
|
6
|
+
// Re-licensed MIT for chartlang. See PLAN.md §3.1 for the
|
|
7
|
+
// provenance contract; the math is the reference, the code style is not.
|
|
8
|
+
// Structural choices (callsite-id slot, Series<T> proxy, replaceHead
|
|
9
|
+
// mode) follow chartlang's primitive shape — NOT invinite's
|
|
10
|
+
// IndicatorPlugin shape. AroonOsc composes `ta.aroon` via a sub-slot
|
|
11
|
+
// id `${slotId}/aroon`, so a fix to Aroon flows in for free.
|
|
12
|
+
import { Float64RingBuffer } from "../ringBuffer.js";
|
|
13
|
+
import { ACTIVE_RUNTIME_CONTEXT } from "../runtimeContext.js";
|
|
14
|
+
import { makeSeriesView } from "../seriesView.js";
|
|
15
|
+
import { aroon } from "./aroon.js";
|
|
16
|
+
function getCtx() {
|
|
17
|
+
const ctx = ACTIVE_RUNTIME_CONTEXT.current;
|
|
18
|
+
if (ctx === null) {
|
|
19
|
+
throw new Error("ta.aroonOsc called outside an active script step");
|
|
20
|
+
}
|
|
21
|
+
return ctx;
|
|
22
|
+
}
|
|
23
|
+
function initSlot(capacity) {
|
|
24
|
+
const outBuffer = new Float64RingBuffer(capacity);
|
|
25
|
+
return {
|
|
26
|
+
outBuffer,
|
|
27
|
+
series: makeSeriesView(outBuffer),
|
|
28
|
+
};
|
|
29
|
+
}
|
|
30
|
+
/**
|
|
31
|
+
* Aroon Oscillator — `aroon.up − aroon.down`. Bounded in `[-100, 100]`
|
|
32
|
+
* when defined; NaN through the `length` warmup window. Composes
|
|
33
|
+
* `ta.aroon` at sub-slot `${slotId}/aroon`, so the math is fed by
|
|
34
|
+
* the same per-bar window scan and a fix to Aroon flows in for free.
|
|
35
|
+
*
|
|
36
|
+
* @formula osc = aroon.up − aroon.down
|
|
37
|
+
* @warmup length
|
|
38
|
+
* @since 0.2
|
|
39
|
+
* @stable
|
|
40
|
+
*
|
|
41
|
+
* @example
|
|
42
|
+
* // import { ta } from "@invinite-org/chartlang-core";
|
|
43
|
+
* // const osc = ta.aroonOsc(14);
|
|
44
|
+
* // plot(osc);
|
|
45
|
+
*/
|
|
46
|
+
export function aroonOsc(slotId, length, _opts) {
|
|
47
|
+
const ctx = getCtx();
|
|
48
|
+
// Compose: aroon(subSlotId, length) — no opts pass-through; aroon's
|
|
49
|
+
// opts surface differs (it carries `outputs`) and the AroonOsc
|
|
50
|
+
// surface concerns (`lineStyle`) don't pipe into the math.
|
|
51
|
+
const r = aroon(`${slotId}/aroon`, length);
|
|
52
|
+
let slot = ctx.stream.taSlots.get(slotId);
|
|
53
|
+
if (slot === undefined) {
|
|
54
|
+
slot = initSlot(ctx.stream.ohlcv.close.capacity);
|
|
55
|
+
ctx.stream.taSlots.set(slotId, slot);
|
|
56
|
+
}
|
|
57
|
+
const up = r.up.current;
|
|
58
|
+
const down = r.down.current;
|
|
59
|
+
const value = Number.isFinite(up) && Number.isFinite(down) ? up - down : Number.NaN;
|
|
60
|
+
if (ctx.isTick) {
|
|
61
|
+
slot.outBuffer.replaceHead(value);
|
|
62
|
+
}
|
|
63
|
+
else {
|
|
64
|
+
slot.outBuffer.append(value);
|
|
65
|
+
}
|
|
66
|
+
return slot.series;
|
|
67
|
+
}
|
|
68
|
+
//# sourceMappingURL=aroonOsc.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"aroonOsc.js","sourceRoot":"","sources":["../../src/ta/aroonOsc.ts"],"names":[],"mappings":"AAAA,+DAA+D;AAC/D,+DAA+D;AAC/D,EAAE;AACF,4EAA4E;AAC5E,mEAAmE;AACnE,0DAA0D;AAC1D,yEAAyE;AACzE,qEAAqE;AACrE,4DAA4D;AAC5D,qEAAqE;AACrE,6DAA6D;AAI7D,OAAO,EAAE,iBAAiB,EAAE,MAAM,kBAAkB,CAAC;AACrD,OAAO,EAAE,sBAAsB,EAAuB,MAAM,sBAAsB,CAAC;AACnF,OAAO,EAAE,cAAc,EAAE,MAAM,kBAAkB,CAAC;AAClD,OAAO,EAAE,KAAK,EAAE,MAAM,YAAY,CAAC;AAOnC,SAAS,MAAM;IACX,MAAM,GAAG,GAAG,sBAAsB,CAAC,OAAO,CAAC;IAC3C,IAAI,GAAG,KAAK,IAAI,EAAE,CAAC;QACf,MAAM,IAAI,KAAK,CAAC,kDAAkD,CAAC,CAAC;IACxE,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;KAC5C,CAAC;AACN,CAAC;AAED;;;;;;;;;;;;;;;GAeG;AACH,MAAM,UAAU,QAAQ,CAAC,MAAc,EAAE,MAAc,EAAE,KAAoB;IACzE,MAAM,GAAG,GAAG,MAAM,EAAE,CAAC;IACrB,oEAAoE;IACpE,+DAA+D;IAC/D,2DAA2D;IAC3D,MAAM,CAAC,GAAG,KAAK,CAAC,GAAG,MAAM,QAAQ,EAAE,MAAM,CAAC,CAAC;IAE3C,IAAI,IAAI,GAAG,GAAG,CAAC,MAAM,CAAC,OAAO,CAAC,GAAG,CAAC,MAAM,CAA6B,CAAC;IACtE,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,GAAG,CAAC,CAAC,EAAE,CAAC,OAAO,CAAC;IACxB,MAAM,IAAI,GAAG,CAAC,CAAC,IAAI,CAAC,OAAO,CAAC;IAC5B,MAAM,KAAK,GAAG,MAAM,CAAC,QAAQ,CAAC,EAAE,CAAC,IAAI,MAAM,CAAC,QAAQ,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC,EAAE,GAAG,IAAI,CAAC,CAAC,CAAC,MAAM,CAAC,GAAG,CAAC;IACpF,IAAI,GAAG,CAAC,MAAM,EAAE,CAAC;QACb,IAAI,CAAC,SAAS,CAAC,WAAW,CAAC,KAAK,CAAC,CAAC;IACtC,CAAC;SAAM,CAAC;QACJ,IAAI,CAAC,SAAS,CAAC,MAAM,CAAC,KAAK,CAAC,CAAC;IACjC,CAAC;IACD,OAAO,IAAI,CAAC,MAAM,CAAC;AACvB,CAAC"}
|
package/dist/ta/atr.d.ts
ADDED
|
@@ -0,0 +1,25 @@
|
|
|
1
|
+
import type { AtrOpts, Series } from "@invinite-org/chartlang-core";
|
|
2
|
+
/**
|
|
3
|
+
* Wilder's Average True Range. Sources from `bar.high` / `bar.low` /
|
|
4
|
+
* `bar.close` directly (no `source` arg — matches Pine). Seeds at bar
|
|
5
|
+
* `length − 1` as the simple mean of the first `length` TR values;
|
|
6
|
+
* subsequent slots use the Wilder recurrence with α = 1/length.
|
|
7
|
+
*
|
|
8
|
+
* @formula TR[t] = max(high − low, |high − prevClose|, |low − prevClose|) ;
|
|
9
|
+
* seed at bar length − 1 = mean(TR[0 .. length − 1]) ;
|
|
10
|
+
* ATR[t] = (ATR[t − 1] · (length − 1) + TR[t]) / length
|
|
11
|
+
* @warmup length − 1
|
|
12
|
+
* @since 0.1
|
|
13
|
+
* @stable
|
|
14
|
+
*
|
|
15
|
+
* `opts.offset` shifts the returned series so `series.current` reads
|
|
16
|
+
* the value `offset` bars ago (PLAN.md §9.1).
|
|
17
|
+
*
|
|
18
|
+
* @example
|
|
19
|
+
* // import { ta } from "@invinite-org/chartlang-runtime";
|
|
20
|
+
* // const a = ta.atr("slot", 14);
|
|
21
|
+
* // const head = a.current;
|
|
22
|
+
* // const lagged = ta.atr("slot2", 14, { offset: 5 });
|
|
23
|
+
*/
|
|
24
|
+
export declare function atr(slotId: string, length: number, opts?: AtrOpts): Series<number>;
|
|
25
|
+
//# sourceMappingURL=atr.d.ts.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"atr.d.ts","sourceRoot":"","sources":["../../src/ta/atr.ts"],"names":[],"mappings":"AAaA,OAAO,KAAK,EAAE,OAAO,EAAE,MAAM,EAAE,MAAM,8BAA8B,CAAC;AAyGpE;;;;;;;;;;;;;;;;;;;;;GAqBG;AACH,wBAAgB,GAAG,CAAC,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,IAAI,CAAC,EAAE,OAAO,GAAG,MAAM,CAAC,MAAM,CAAC,CAclF"}
|