@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/dist/ta/rvgi.js.map +1 -0
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- package/dist/ta/smi.js.map +1 -0
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- package/dist/ta/smma.d.ts.map +1 -0
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- package/package.json +46 -0
package/dist/ta/bbw.js
ADDED
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@@ -0,0 +1,84 @@
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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/bbw.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. Math scale follows the task spec
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// `(upper − lower) / middle` (raw ratio); invinite multiplies by 100
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// render-side for TV-parity display. BBW composes `ta.bb` via
|
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// sub-slot `${slotId}/bb` so a fix to the BB envelope flows in for free.
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import { Float64RingBuffer } from "../ringBuffer.js";
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15
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import { ACTIVE_RUNTIME_CONTEXT } from "../runtimeContext.js";
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import { makeSeriesView } from "../seriesView.js";
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import { bb } from "./bb.js";
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const DEFAULT_MULTIPLIER = 2;
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19
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function getCtx() {
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20
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const ctx = ACTIVE_RUNTIME_CONTEXT.current;
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21
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if (ctx === null) {
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throw new Error("ta.bbw called outside an active script step");
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}
|
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24
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return ctx;
|
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25
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}
|
|
26
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+
function initSlot(length, multiplier, capacity) {
|
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27
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const outBuffer = new Float64RingBuffer(capacity);
|
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28
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return {
|
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29
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outBuffer,
|
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series: makeSeriesView(outBuffer),
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length,
|
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32
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multiplier,
|
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33
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bbSub: null,
|
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34
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};
|
|
35
|
+
}
|
|
36
|
+
function bbwValue(upper, middle, lower) {
|
|
37
|
+
if (!Number.isFinite(upper) ||
|
|
38
|
+
!Number.isFinite(middle) ||
|
|
39
|
+
!Number.isFinite(lower) ||
|
|
40
|
+
middle === 0) {
|
|
41
|
+
return Number.NaN;
|
|
42
|
+
}
|
|
43
|
+
return (upper - lower) / middle;
|
|
44
|
+
}
|
|
45
|
+
/**
|
|
46
|
+
* Bollinger BandWidth — sub-pane volatility line. Compresses
|
|
47
|
+
* ("squeezes") before breakouts. Composes `ta.bb` via sub-slot
|
|
48
|
+
* `${slotId}/bb` — a fix to the BB envelope flows in for free.
|
|
49
|
+
* Emits the raw ratio `(upper − lower) / middle`; multiply by 100
|
|
50
|
+
* in the script for TradingView-parity display. NaN when the SMA
|
|
51
|
+
* middle is zero or during warmup.
|
|
52
|
+
*
|
|
53
|
+
* @formula bands = bb(source, length, { multiplier }) ;
|
|
54
|
+
* bbw = (bands.upper − bands.lower) / bands.middle
|
|
55
|
+
* @warmup length − 1
|
|
56
|
+
* @since 0.2
|
|
57
|
+
* @stable
|
|
58
|
+
*
|
|
59
|
+
* @example
|
|
60
|
+
* // import { ta } from "@invinite-org/chartlang-core";
|
|
61
|
+
* // const width = ta.bbw(bar.close, 20, { multiplier: 2 });
|
|
62
|
+
* // plot(width);
|
|
63
|
+
*/
|
|
64
|
+
export function bbw(slotId, source, length, opts) {
|
|
65
|
+
const ctx = getCtx();
|
|
66
|
+
const multiplier = opts?.multiplier ?? DEFAULT_MULTIPLIER;
|
|
67
|
+
let slot = ctx.stream.taSlots.get(slotId);
|
|
68
|
+
if (slot === undefined) {
|
|
69
|
+
slot = initSlot(length, multiplier, ctx.stream.ohlcv.close.capacity);
|
|
70
|
+
ctx.stream.taSlots.set(slotId, slot);
|
|
71
|
+
}
|
|
72
|
+
const bands = bb(`${slotId}/bb`, source, length, { multiplier });
|
|
73
|
+
if (slot.bbSub === null)
|
|
74
|
+
slot.bbSub = bands;
|
|
75
|
+
const value = bbwValue(bands.upper.current, bands.middle.current, bands.lower.current);
|
|
76
|
+
if (ctx.isTick) {
|
|
77
|
+
slot.outBuffer.replaceHead(value);
|
|
78
|
+
}
|
|
79
|
+
else {
|
|
80
|
+
slot.outBuffer.append(value);
|
|
81
|
+
}
|
|
82
|
+
return slot.series;
|
|
83
|
+
}
|
|
84
|
+
//# sourceMappingURL=bbw.js.map
|
|
@@ -0,0 +1 @@
|
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|
1
|
+
{"version":3,"file":"bbw.js","sourceRoot":"","sources":["../../src/ta/bbw.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,0DAA0D;AAC1D,qEAAqE;AACrE,8DAA8D;AAC9D,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,EAAE,EAAE,MAAM,SAAS,CAAC;AAG7B,MAAM,kBAAkB,GAAG,CAAC,CAAC;AAU7B,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,MAAc,EAAE,UAAkB,EAAE,QAAgB;IAClE,MAAM,SAAS,GAAG,IAAI,iBAAiB,CAAC,QAAQ,CAAC,CAAC;IAClD,OAAO;QACH,SAAS;QACT,MAAM,EAAE,cAAc,CAAS,SAAS,CAAC;QACzC,MAAM;QACN,UAAU;QACV,KAAK,EAAE,IAAI;KACd,CAAC;AACN,CAAC;AAED,SAAS,QAAQ,CAAC,KAAa,EAAE,MAAc,EAAE,KAAa;IAC1D,IACI,CAAC,MAAM,CAAC,QAAQ,CAAC,KAAK,CAAC;QACvB,CAAC,MAAM,CAAC,QAAQ,CAAC,MAAM,CAAC;QACxB,CAAC,MAAM,CAAC,QAAQ,CAAC,KAAK,CAAC;QACvB,MAAM,KAAK,CAAC,EACd,CAAC;QACC,OAAO,MAAM,CAAC,GAAG,CAAC;IACtB,CAAC;IACD,OAAO,CAAC,KAAK,GAAG,KAAK,CAAC,GAAG,MAAM,CAAC;AACpC,CAAC;AAED;;;;;;;;;;;;;;;;;;GAkBG;AACH,MAAM,UAAU,GAAG,CACf,MAAc,EACd,MAAsB,EACtB,MAAc,EACd,IAAc;IAEd,MAAM,GAAG,GAAG,MAAM,EAAE,CAAC;IACrB,MAAM,UAAU,GAAG,IAAI,EAAE,UAAU,IAAI,kBAAkB,CAAC;IAC1D,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,MAAM,EAAE,UAAU,EAAE,GAAG,CAAC,MAAM,CAAC,KAAK,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC;QACrE,GAAG,CAAC,MAAM,CAAC,OAAO,CAAC,GAAG,CAAC,MAAM,EAAE,IAAI,CAAC,CAAC;IACzC,CAAC;IACD,MAAM,KAAK,GAAG,EAAE,CAAC,GAAG,MAAM,KAAK,EAAE,MAAM,EAAE,MAAM,EAAE,EAAE,UAAU,EAAE,CAAC,CAAC;IACjE,IAAI,IAAI,CAAC,KAAK,KAAK,IAAI;QAAE,IAAI,CAAC,KAAK,GAAG,KAAK,CAAC;IAC5C,MAAM,KAAK,GAAG,QAAQ,CAAC,KAAK,CAAC,KAAK,CAAC,OAAO,EAAE,KAAK,CAAC,MAAM,CAAC,OAAO,EAAE,KAAK,CAAC,KAAK,CAAC,OAAO,CAAC,CAAC;IACvF,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/bop.d.ts
ADDED
|
@@ -0,0 +1,22 @@
|
|
|
1
|
+
import type { BopOpts, Series } from "@invinite-org/chartlang-core";
|
|
2
|
+
/**
|
|
3
|
+
* Balance of Power — `(close − open) / (high − low)` per bar. Raw,
|
|
4
|
+
* unsmoothed output; flat-range bars contribute 0 (matches invinite's
|
|
5
|
+
* defensive guard). NaN OHLC inputs emit NaN. No warmup — every bar
|
|
6
|
+
* is independent.
|
|
7
|
+
*
|
|
8
|
+
* The script author can wrap this in `ta.sma(ta.bop(), n)` to recover
|
|
9
|
+
* TradingView's optional smoothing pairing.
|
|
10
|
+
*
|
|
11
|
+
* @formula out[t] = (close[t] − open[t]) / (high[t] − low[t])
|
|
12
|
+
* @warmup 0
|
|
13
|
+
* @since 0.2
|
|
14
|
+
* @stable
|
|
15
|
+
*
|
|
16
|
+
* @example
|
|
17
|
+
* // import { ta, plot } from "@invinite-org/chartlang-core";
|
|
18
|
+
* // const b = ta.bop();
|
|
19
|
+
* // plot(b);
|
|
20
|
+
*/
|
|
21
|
+
export declare function bop(slotId: string, _opts?: BopOpts): Series<number>;
|
|
22
|
+
//# sourceMappingURL=bop.d.ts.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"bop.d.ts","sourceRoot":"","sources":["../../src/ta/bop.ts"],"names":[],"mappings":"AAaA,OAAO,KAAK,EAAE,OAAO,EAAE,MAAM,EAAE,MAAM,8BAA8B,CAAC;AAsCpE;;;;;;;;;;;;;;;;;;GAkBG;AACH,wBAAgB,GAAG,CAAC,MAAM,EAAE,MAAM,EAAE,KAAK,CAAC,EAAE,OAAO,GAAG,MAAM,CAAC,MAAM,CAAC,CAenE"}
|
package/dist/ta/bop.js
ADDED
|
@@ -0,0 +1,75 @@
|
|
|
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/bop.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. The runtime emits the RAW per-bar BOP
|
|
11
|
+
// `(close - open) / (high - low)` only; invinite's optional SMA
|
|
12
|
+
// smoothing knob is left to the script author (`ta.sma(ta.bop(), n)`).
|
|
13
|
+
import { Float64RingBuffer } from "../ringBuffer.js";
|
|
14
|
+
import { ACTIVE_RUNTIME_CONTEXT } from "../runtimeContext.js";
|
|
15
|
+
import { makeSeriesView } from "../seriesView.js";
|
|
16
|
+
function getCtx() {
|
|
17
|
+
const ctx = ACTIVE_RUNTIME_CONTEXT.current;
|
|
18
|
+
if (ctx === null) {
|
|
19
|
+
throw new Error("ta.bop called outside an active script step");
|
|
20
|
+
}
|
|
21
|
+
return ctx;
|
|
22
|
+
}
|
|
23
|
+
function initSlot(capacity) {
|
|
24
|
+
const outBuffer = new Float64RingBuffer(capacity);
|
|
25
|
+
return { outBuffer, series: makeSeriesView(outBuffer) };
|
|
26
|
+
}
|
|
27
|
+
function bopAt(open, high, low, close) {
|
|
28
|
+
if (!Number.isFinite(open) ||
|
|
29
|
+
!Number.isFinite(high) ||
|
|
30
|
+
!Number.isFinite(low) ||
|
|
31
|
+
!Number.isFinite(close)) {
|
|
32
|
+
return Number.NaN;
|
|
33
|
+
}
|
|
34
|
+
const range = high - low;
|
|
35
|
+
if (range === 0)
|
|
36
|
+
return 0;
|
|
37
|
+
return (close - open) / range;
|
|
38
|
+
}
|
|
39
|
+
/**
|
|
40
|
+
* Balance of Power — `(close − open) / (high − low)` per bar. Raw,
|
|
41
|
+
* unsmoothed output; flat-range bars contribute 0 (matches invinite's
|
|
42
|
+
* defensive guard). NaN OHLC inputs emit NaN. No warmup — every bar
|
|
43
|
+
* is independent.
|
|
44
|
+
*
|
|
45
|
+
* The script author can wrap this in `ta.sma(ta.bop(), n)` to recover
|
|
46
|
+
* TradingView's optional smoothing pairing.
|
|
47
|
+
*
|
|
48
|
+
* @formula out[t] = (close[t] − open[t]) / (high[t] − low[t])
|
|
49
|
+
* @warmup 0
|
|
50
|
+
* @since 0.2
|
|
51
|
+
* @stable
|
|
52
|
+
*
|
|
53
|
+
* @example
|
|
54
|
+
* // import { ta, plot } from "@invinite-org/chartlang-core";
|
|
55
|
+
* // const b = ta.bop();
|
|
56
|
+
* // plot(b);
|
|
57
|
+
*/
|
|
58
|
+
export function bop(slotId, _opts) {
|
|
59
|
+
const ctx = getCtx();
|
|
60
|
+
let slot = ctx.stream.taSlots.get(slotId);
|
|
61
|
+
if (slot === undefined) {
|
|
62
|
+
slot = initSlot(ctx.stream.ohlcv.close.capacity);
|
|
63
|
+
ctx.stream.taSlots.set(slotId, slot);
|
|
64
|
+
}
|
|
65
|
+
const { open, high, low, close } = ctx.stream.bar;
|
|
66
|
+
const value = bopAt(open, high, low, close);
|
|
67
|
+
if (ctx.isTick) {
|
|
68
|
+
slot.outBuffer.replaceHead(value);
|
|
69
|
+
}
|
|
70
|
+
else {
|
|
71
|
+
slot.outBuffer.append(value);
|
|
72
|
+
}
|
|
73
|
+
return slot.series;
|
|
74
|
+
}
|
|
75
|
+
//# sourceMappingURL=bop.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"bop.js","sourceRoot":"","sources":["../../src/ta/bop.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,+DAA+D;AAC/D,gEAAgE;AAChE,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;AAOlD,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,EAAE,SAAS,EAAE,MAAM,EAAE,cAAc,CAAS,SAAS,CAAC,EAAE,CAAC;AACpE,CAAC;AAED,SAAS,KAAK,CAAC,IAAY,EAAE,IAAY,EAAE,GAAW,EAAE,KAAa;IACjE,IACI,CAAC,MAAM,CAAC,QAAQ,CAAC,IAAI,CAAC;QACtB,CAAC,MAAM,CAAC,QAAQ,CAAC,IAAI,CAAC;QACtB,CAAC,MAAM,CAAC,QAAQ,CAAC,GAAG,CAAC;QACrB,CAAC,MAAM,CAAC,QAAQ,CAAC,KAAK,CAAC,EACzB,CAAC;QACC,OAAO,MAAM,CAAC,GAAG,CAAC;IACtB,CAAC;IACD,MAAM,KAAK,GAAG,IAAI,GAAG,GAAG,CAAC;IACzB,IAAI,KAAK,KAAK,CAAC;QAAE,OAAO,CAAC,CAAC;IAC1B,OAAO,CAAC,KAAK,GAAG,IAAI,CAAC,GAAG,KAAK,CAAC;AAClC,CAAC;AAED;;;;;;;;;;;;;;;;;;GAkBG;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,IAAI,EAAE,IAAI,EAAE,GAAG,EAAE,KAAK,EAAE,GAAG,GAAG,CAAC,MAAM,CAAC,GAAG,CAAC;IAClD,MAAM,KAAK,GAAG,KAAK,CAAC,IAAI,EAAE,IAAI,EAAE,GAAG,EAAE,KAAK,CAAC,CAAC;IAC5C,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/cci.d.ts
ADDED
|
@@ -0,0 +1,25 @@
|
|
|
1
|
+
import type { CciOpts, Series } from "@invinite-org/chartlang-core";
|
|
2
|
+
import { type ScalarOrSeries } from "./lib/sourceValue.js";
|
|
3
|
+
/**
|
|
4
|
+
* Commodity Channel Index — momentum oscillator centred on `0`.
|
|
5
|
+
* Compares the source (typically `bar.hlc3`) to its SMA over the
|
|
6
|
+
* trailing `length` bars, normalised by mean absolute deviation
|
|
7
|
+
* with the classic Lambert `scaling = 0.015` constant. Unbounded
|
|
8
|
+
* by construction; `meanDev === 0` (flat-line window) emits `NaN`.
|
|
9
|
+
*
|
|
10
|
+
* @formula tp = source[t] ;
|
|
11
|
+
* sma = mean(tp[t − length + 1 .. t]) ;
|
|
12
|
+
* meanAbsDev = mean(|tp[i] − sma| for i in window) ;
|
|
13
|
+
* cci = (tp[t] − sma) / (0.015 · meanAbsDev) ;
|
|
14
|
+
* NaN when meanAbsDev === 0
|
|
15
|
+
* @warmup length − 1
|
|
16
|
+
* @since 0.2
|
|
17
|
+
* @stable
|
|
18
|
+
*
|
|
19
|
+
* @example
|
|
20
|
+
* // import { ta } from "@invinite-org/chartlang-runtime";
|
|
21
|
+
* // const c = ta.cci("slot", bar.hlc3, 20);
|
|
22
|
+
* // const head = c.current;
|
|
23
|
+
*/
|
|
24
|
+
export declare function cci(slotId: string, source: ScalarOrSeries, length: number, _opts?: CciOpts): Series<number>;
|
|
25
|
+
//# sourceMappingURL=cci.d.ts.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"cci.d.ts","sourceRoot":"","sources":["../../src/ta/cci.ts"],"names":[],"mappings":"AAaA,OAAO,KAAK,EAAE,OAAO,EAAE,MAAM,EAAE,MAAM,8BAA8B,CAAC;AAKpE,OAAO,EAAE,KAAK,cAAc,EAAmB,MAAM,sBAAsB,CAAC;AA6G5E;;;;;;;;;;;;;;;;;;;;GAoBG;AACH,wBAAgB,GAAG,CACf,MAAM,EAAE,MAAM,EACd,MAAM,EAAE,cAAc,EACtB,MAAM,EAAE,MAAM,EACd,KAAK,CAAC,EAAE,OAAO,GAChB,MAAM,CAAC,MAAM,CAAC,CAchB"}
|
package/dist/ta/cci.js
ADDED
|
@@ -0,0 +1,149 @@
|
|
|
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/cci.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. `scaling = 0.015` is hard-coded per the
|
|
11
|
+
// task spec; CciOpts intentionally narrows away invinite's `scaling`
|
|
12
|
+
// knob.
|
|
13
|
+
import { Float64RingBuffer } from "../ringBuffer.js";
|
|
14
|
+
import { ACTIVE_RUNTIME_CONTEXT } from "../runtimeContext.js";
|
|
15
|
+
import { makeSeriesView } from "../seriesView.js";
|
|
16
|
+
import { readSourceValue } from "./lib/sourceValue.js";
|
|
17
|
+
const SCALING = 0.015;
|
|
18
|
+
function getCtx() {
|
|
19
|
+
const ctx = ACTIVE_RUNTIME_CONTEXT.current;
|
|
20
|
+
if (ctx === null) {
|
|
21
|
+
throw new Error("ta.cci called outside an active script step");
|
|
22
|
+
}
|
|
23
|
+
return ctx;
|
|
24
|
+
}
|
|
25
|
+
function initSlot(length, capacity) {
|
|
26
|
+
const outBuffer = new Float64RingBuffer(capacity);
|
|
27
|
+
return {
|
|
28
|
+
outBuffer,
|
|
29
|
+
series: makeSeriesView(outBuffer),
|
|
30
|
+
length,
|
|
31
|
+
typicalPriceWindow: new Float64RingBuffer(length),
|
|
32
|
+
sumTp: 0,
|
|
33
|
+
count: 0,
|
|
34
|
+
};
|
|
35
|
+
}
|
|
36
|
+
function cciFromCenter(center, currentTp, meanDev) {
|
|
37
|
+
if (meanDev === 0)
|
|
38
|
+
return Number.NaN;
|
|
39
|
+
return (currentTp - center) / (SCALING * meanDev);
|
|
40
|
+
}
|
|
41
|
+
function meanAbsDev(window, center, length) {
|
|
42
|
+
let sumAbs = 0;
|
|
43
|
+
for (let i = 0; i < length; i += 1) {
|
|
44
|
+
const v = window.at(i);
|
|
45
|
+
const dev = v - center;
|
|
46
|
+
sumAbs += dev < 0 ? -dev : dev;
|
|
47
|
+
}
|
|
48
|
+
return sumAbs / length;
|
|
49
|
+
}
|
|
50
|
+
function closeValue(slot, src) {
|
|
51
|
+
if (!Number.isFinite(src)) {
|
|
52
|
+
// Hold prior — do not advance window; emit NaN when unwarmed,
|
|
53
|
+
// otherwise re-emit the prior CCI using existing window state.
|
|
54
|
+
if (slot.count < slot.length)
|
|
55
|
+
return Number.NaN;
|
|
56
|
+
const center = slot.sumTp / slot.length;
|
|
57
|
+
const currentTp = slot.typicalPriceWindow.at(0);
|
|
58
|
+
// Defensive: the window head is the most recently appended finite
|
|
59
|
+
// typical price (we never append NaN — the outer `!isFinite(src)`
|
|
60
|
+
// branch above bypasses append). Kept as a safety net.
|
|
61
|
+
/* c8 ignore next */
|
|
62
|
+
if (!Number.isFinite(currentTp))
|
|
63
|
+
return Number.NaN;
|
|
64
|
+
const md = meanAbsDev(slot.typicalPriceWindow, center, slot.length);
|
|
65
|
+
return cciFromCenter(center, currentTp, md);
|
|
66
|
+
}
|
|
67
|
+
if (slot.count < slot.length) {
|
|
68
|
+
slot.typicalPriceWindow.append(src);
|
|
69
|
+
slot.sumTp += src;
|
|
70
|
+
slot.count += 1;
|
|
71
|
+
if (slot.count < slot.length)
|
|
72
|
+
return Number.NaN;
|
|
73
|
+
const center = slot.sumTp / slot.length;
|
|
74
|
+
const md = meanAbsDev(slot.typicalPriceWindow, center, slot.length);
|
|
75
|
+
return cciFromCenter(center, src, md);
|
|
76
|
+
}
|
|
77
|
+
const outgoing = slot.typicalPriceWindow.at(slot.length - 1);
|
|
78
|
+
slot.typicalPriceWindow.append(src);
|
|
79
|
+
slot.sumTp = slot.sumTp + src - outgoing;
|
|
80
|
+
const center = slot.sumTp / slot.length;
|
|
81
|
+
const md = meanAbsDev(slot.typicalPriceWindow, center, slot.length);
|
|
82
|
+
return cciFromCenter(center, src, md);
|
|
83
|
+
}
|
|
84
|
+
function tickValue(slot, src) {
|
|
85
|
+
if (slot.count < slot.length)
|
|
86
|
+
return Number.NaN;
|
|
87
|
+
if (!Number.isFinite(src)) {
|
|
88
|
+
// Tick NaN: re-emit the prior closed CCI off the existing window.
|
|
89
|
+
const center = slot.sumTp / slot.length;
|
|
90
|
+
const currentTp = slot.typicalPriceWindow.at(0);
|
|
91
|
+
// Defensive: see closeValue() comment — window head is always finite
|
|
92
|
+
// because non-finite sources skip the append.
|
|
93
|
+
/* c8 ignore next */
|
|
94
|
+
if (!Number.isFinite(currentTp))
|
|
95
|
+
return Number.NaN;
|
|
96
|
+
const md = meanAbsDev(slot.typicalPriceWindow, center, slot.length);
|
|
97
|
+
return cciFromCenter(center, currentTp, md);
|
|
98
|
+
}
|
|
99
|
+
// Substitute the head bar's typical price with `src` and recompute.
|
|
100
|
+
const headValue = slot.typicalPriceWindow.at(0);
|
|
101
|
+
const adjustedSum = slot.sumTp - headValue + src;
|
|
102
|
+
const center = adjustedSum / slot.length;
|
|
103
|
+
let sumAbs = 0;
|
|
104
|
+
for (let i = 0; i < slot.length; i += 1) {
|
|
105
|
+
const v = i === 0 ? src : slot.typicalPriceWindow.at(i);
|
|
106
|
+
const dev = v - center;
|
|
107
|
+
sumAbs += dev < 0 ? -dev : dev;
|
|
108
|
+
}
|
|
109
|
+
const md = sumAbs / slot.length;
|
|
110
|
+
return cciFromCenter(center, src, md);
|
|
111
|
+
}
|
|
112
|
+
/**
|
|
113
|
+
* Commodity Channel Index — momentum oscillator centred on `0`.
|
|
114
|
+
* Compares the source (typically `bar.hlc3`) to its SMA over the
|
|
115
|
+
* trailing `length` bars, normalised by mean absolute deviation
|
|
116
|
+
* with the classic Lambert `scaling = 0.015` constant. Unbounded
|
|
117
|
+
* by construction; `meanDev === 0` (flat-line window) emits `NaN`.
|
|
118
|
+
*
|
|
119
|
+
* @formula tp = source[t] ;
|
|
120
|
+
* sma = mean(tp[t − length + 1 .. t]) ;
|
|
121
|
+
* meanAbsDev = mean(|tp[i] − sma| for i in window) ;
|
|
122
|
+
* cci = (tp[t] − sma) / (0.015 · meanAbsDev) ;
|
|
123
|
+
* NaN when meanAbsDev === 0
|
|
124
|
+
* @warmup length − 1
|
|
125
|
+
* @since 0.2
|
|
126
|
+
* @stable
|
|
127
|
+
*
|
|
128
|
+
* @example
|
|
129
|
+
* // import { ta } from "@invinite-org/chartlang-runtime";
|
|
130
|
+
* // const c = ta.cci("slot", bar.hlc3, 20);
|
|
131
|
+
* // const head = c.current;
|
|
132
|
+
*/
|
|
133
|
+
export function cci(slotId, source, length, _opts) {
|
|
134
|
+
const ctx = getCtx();
|
|
135
|
+
let slot = ctx.stream.taSlots.get(slotId);
|
|
136
|
+
if (slot === undefined) {
|
|
137
|
+
slot = initSlot(length, ctx.stream.ohlcv.close.capacity);
|
|
138
|
+
ctx.stream.taSlots.set(slotId, slot);
|
|
139
|
+
}
|
|
140
|
+
const src = readSourceValue(source);
|
|
141
|
+
if (ctx.isTick) {
|
|
142
|
+
slot.outBuffer.replaceHead(tickValue(slot, src));
|
|
143
|
+
}
|
|
144
|
+
else {
|
|
145
|
+
slot.outBuffer.append(closeValue(slot, src));
|
|
146
|
+
}
|
|
147
|
+
return slot.series;
|
|
148
|
+
}
|
|
149
|
+
//# sourceMappingURL=cci.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"cci.js","sourceRoot":"","sources":["../../src/ta/cci.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,iEAAiE;AACjE,qEAAqE;AACrE,QAAQ;AAIR,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,EAAuB,eAAe,EAAE,MAAM,sBAAsB,CAAC;AAE5E,MAAM,OAAO,GAAG,KAAK,CAAC;AAatB,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,MAAc,EAAE,QAAgB;IAC9C,MAAM,SAAS,GAAG,IAAI,iBAAiB,CAAC,QAAQ,CAAC,CAAC;IAClD,OAAO;QACH,SAAS;QACT,MAAM,EAAE,cAAc,CAAS,SAAS,CAAC;QACzC,MAAM;QACN,kBAAkB,EAAE,IAAI,iBAAiB,CAAC,MAAM,CAAC;QACjD,KAAK,EAAE,CAAC;QACR,KAAK,EAAE,CAAC;KACX,CAAC;AACN,CAAC;AAED,SAAS,aAAa,CAAC,MAAc,EAAE,SAAiB,EAAE,OAAe;IACrE,IAAI,OAAO,KAAK,CAAC;QAAE,OAAO,MAAM,CAAC,GAAG,CAAC;IACrC,OAAO,CAAC,SAAS,GAAG,MAAM,CAAC,GAAG,CAAC,OAAO,GAAG,OAAO,CAAC,CAAC;AACtD,CAAC;AAED,SAAS,UAAU,CAAC,MAAyB,EAAE,MAAc,EAAE,MAAc;IACzE,IAAI,MAAM,GAAG,CAAC,CAAC;IACf,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,MAAM,EAAE,CAAC,IAAI,CAAC,EAAE,CAAC;QACjC,MAAM,CAAC,GAAG,MAAM,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC;QACvB,MAAM,GAAG,GAAG,CAAC,GAAG,MAAM,CAAC;QACvB,MAAM,IAAI,GAAG,GAAG,CAAC,CAAC,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,GAAG,CAAC;IACnC,CAAC;IACD,OAAO,MAAM,GAAG,MAAM,CAAC;AAC3B,CAAC;AAED,SAAS,UAAU,CAAC,IAAa,EAAE,GAAW;IAC1C,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,GAAG,CAAC,EAAE,CAAC;QACxB,8DAA8D;QAC9D,+DAA+D;QAC/D,IAAI,IAAI,CAAC,KAAK,GAAG,IAAI,CAAC,MAAM;YAAE,OAAO,MAAM,CAAC,GAAG,CAAC;QAChD,MAAM,MAAM,GAAG,IAAI,CAAC,KAAK,GAAG,IAAI,CAAC,MAAM,CAAC;QACxC,MAAM,SAAS,GAAG,IAAI,CAAC,kBAAkB,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC;QAChD,kEAAkE;QAClE,kEAAkE;QAClE,uDAAuD;QACvD,oBAAoB;QACpB,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,SAAS,CAAC;YAAE,OAAO,MAAM,CAAC,GAAG,CAAC;QACnD,MAAM,EAAE,GAAG,UAAU,CAAC,IAAI,CAAC,kBAAkB,EAAE,MAAM,EAAE,IAAI,CAAC,MAAM,CAAC,CAAC;QACpE,OAAO,aAAa,CAAC,MAAM,EAAE,SAAS,EAAE,EAAE,CAAC,CAAC;IAChD,CAAC;IACD,IAAI,IAAI,CAAC,KAAK,GAAG,IAAI,CAAC,MAAM,EAAE,CAAC;QAC3B,IAAI,CAAC,kBAAkB,CAAC,MAAM,CAAC,GAAG,CAAC,CAAC;QACpC,IAAI,CAAC,KAAK,IAAI,GAAG,CAAC;QAClB,IAAI,CAAC,KAAK,IAAI,CAAC,CAAC;QAChB,IAAI,IAAI,CAAC,KAAK,GAAG,IAAI,CAAC,MAAM;YAAE,OAAO,MAAM,CAAC,GAAG,CAAC;QAChD,MAAM,MAAM,GAAG,IAAI,CAAC,KAAK,GAAG,IAAI,CAAC,MAAM,CAAC;QACxC,MAAM,EAAE,GAAG,UAAU,CAAC,IAAI,CAAC,kBAAkB,EAAE,MAAM,EAAE,IAAI,CAAC,MAAM,CAAC,CAAC;QACpE,OAAO,aAAa,CAAC,MAAM,EAAE,GAAG,EAAE,EAAE,CAAC,CAAC;IAC1C,CAAC;IACD,MAAM,QAAQ,GAAG,IAAI,CAAC,kBAAkB,CAAC,EAAE,CAAC,IAAI,CAAC,MAAM,GAAG,CAAC,CAAC,CAAC;IAC7D,IAAI,CAAC,kBAAkB,CAAC,MAAM,CAAC,GAAG,CAAC,CAAC;IACpC,IAAI,CAAC,KAAK,GAAG,IAAI,CAAC,KAAK,GAAG,GAAG,GAAG,QAAQ,CAAC;IACzC,MAAM,MAAM,GAAG,IAAI,CAAC,KAAK,GAAG,IAAI,CAAC,MAAM,CAAC;IACxC,MAAM,EAAE,GAAG,UAAU,CAAC,IAAI,CAAC,kBAAkB,EAAE,MAAM,EAAE,IAAI,CAAC,MAAM,CAAC,CAAC;IACpE,OAAO,aAAa,CAAC,MAAM,EAAE,GAAG,EAAE,EAAE,CAAC,CAAC;AAC1C,CAAC;AAED,SAAS,SAAS,CAAC,IAAa,EAAE,GAAW;IACzC,IAAI,IAAI,CAAC,KAAK,GAAG,IAAI,CAAC,MAAM;QAAE,OAAO,MAAM,CAAC,GAAG,CAAC;IAChD,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,GAAG,CAAC,EAAE,CAAC;QACxB,kEAAkE;QAClE,MAAM,MAAM,GAAG,IAAI,CAAC,KAAK,GAAG,IAAI,CAAC,MAAM,CAAC;QACxC,MAAM,SAAS,GAAG,IAAI,CAAC,kBAAkB,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC;QAChD,qEAAqE;QACrE,8CAA8C;QAC9C,oBAAoB;QACpB,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,SAAS,CAAC;YAAE,OAAO,MAAM,CAAC,GAAG,CAAC;QACnD,MAAM,EAAE,GAAG,UAAU,CAAC,IAAI,CAAC,kBAAkB,EAAE,MAAM,EAAE,IAAI,CAAC,MAAM,CAAC,CAAC;QACpE,OAAO,aAAa,CAAC,MAAM,EAAE,SAAS,EAAE,EAAE,CAAC,CAAC;IAChD,CAAC;IACD,oEAAoE;IACpE,MAAM,SAAS,GAAG,IAAI,CAAC,kBAAkB,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC;IAChD,MAAM,WAAW,GAAG,IAAI,CAAC,KAAK,GAAG,SAAS,GAAG,GAAG,CAAC;IACjD,MAAM,MAAM,GAAG,WAAW,GAAG,IAAI,CAAC,MAAM,CAAC;IACzC,IAAI,MAAM,GAAG,CAAC,CAAC;IACf,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,IAAI,CAAC,MAAM,EAAE,CAAC,IAAI,CAAC,EAAE,CAAC;QACtC,MAAM,CAAC,GAAG,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,IAAI,CAAC,kBAAkB,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC;QACxD,MAAM,GAAG,GAAG,CAAC,GAAG,MAAM,CAAC;QACvB,MAAM,IAAI,GAAG,GAAG,CAAC,CAAC,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,GAAG,CAAC;IACnC,CAAC;IACD,MAAM,EAAE,GAAG,MAAM,GAAG,IAAI,CAAC,MAAM,CAAC;IAChC,OAAO,aAAa,CAAC,MAAM,EAAE,GAAG,EAAE,EAAE,CAAC,CAAC;AAC1C,CAAC;AAED;;;;;;;;;;;;;;;;;;;;GAoBG;AACH,MAAM,UAAU,GAAG,CACf,MAAc,EACd,MAAsB,EACtB,MAAc,EACd,KAAe;IAEf,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,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,GAAG,GAAG,eAAe,CAAC,MAAM,CAAC,CAAC;IACpC,IAAI,GAAG,CAAC,MAAM,EAAE,CAAC;QACb,IAAI,CAAC,SAAS,CAAC,WAAW,CAAC,SAAS,CAAC,IAAI,EAAE,GAAG,CAAC,CAAC,CAAC;IACrD,CAAC;SAAM,CAAC;QACJ,IAAI,CAAC,SAAS,CAAC,MAAM,CAAC,UAAU,CAAC,IAAI,EAAE,GAAG,CAAC,CAAC,CAAC;IACjD,CAAC;IACD,OAAO,IAAI,CAAC,MAAM,CAAC;AACvB,CAAC"}
|
|
@@ -0,0 +1,33 @@
|
|
|
1
|
+
import type { ChaikinOscOpts, Series } from "@invinite-org/chartlang-core";
|
|
2
|
+
/**
|
|
3
|
+
* Chaikin Oscillator — `EMA(ADL, fastLength) − EMA(ADL, slowLength)`.
|
|
4
|
+
* Composes one `ta.adl` sub-slot (cumulative money-flow volume) plus
|
|
5
|
+
* two `ta.ema` sub-slots over the ADL series; a fix to `ta.adl` or
|
|
6
|
+
* `ta.ema` flows in for free. Renders in its own pane (volume
|
|
7
|
+
* category, oscillator-shape around zero).
|
|
8
|
+
*
|
|
9
|
+
* Defaults `{ fastLength: 3, slowLength: 10 }` (TradingView /
|
|
10
|
+
* invinite canonical). ADL has warmup 0; the slow EMA seeds at bar
|
|
11
|
+
* `slowLength − 1`, so the oscillator first emits a finite value at
|
|
12
|
+
* that bar.
|
|
13
|
+
*
|
|
14
|
+
* **Tick mode.** The sub-slots handle their own tick replay (ADL
|
|
15
|
+
* snapshots `prevClosedCumAdl`; EMA snapshots `prevClosedEma`); this
|
|
16
|
+
* primitive's parent slot just re-evaluates `fastEma − slowEma`
|
|
17
|
+
* against the live sub-slot heads and `replaceHead`s its own output.
|
|
18
|
+
*
|
|
19
|
+
* @formula chaikinOsc[t] = ema(adl(t), fastLength) − ema(adl(t), slowLength)
|
|
20
|
+
* @warmup slowLength − 1
|
|
21
|
+
* @since 0.2
|
|
22
|
+
* @stable
|
|
23
|
+
*
|
|
24
|
+
* `opts.offset` shifts the returned series so `series.current` reads
|
|
25
|
+
* the value `offset` bars ago (PLAN.md §9.1).
|
|
26
|
+
*
|
|
27
|
+
* @example
|
|
28
|
+
* // import { ta, plot } from "@invinite-org/chartlang-core";
|
|
29
|
+
* // const c = ta.chaikinOsc();
|
|
30
|
+
* // plot(c);
|
|
31
|
+
*/
|
|
32
|
+
export declare function chaikinOsc(slotId: string, opts?: ChaikinOscOpts): Series<number>;
|
|
33
|
+
//# sourceMappingURL=chaikinOsc.d.ts.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"chaikinOsc.d.ts","sourceRoot":"","sources":["../../src/ta/chaikinOsc.ts"],"names":[],"mappings":"AAaA,OAAO,KAAK,EAAE,cAAc,EAAE,MAAM,EAAE,MAAM,8BAA8B,CAAC;AAiD3E;;;;;;;;;;;;;;;;;;;;;;;;;;;;;GA6BG;AACH,wBAAgB,UAAU,CAAC,MAAM,EAAE,MAAM,EAAE,IAAI,CAAC,EAAE,cAAc,GAAG,MAAM,CAAC,MAAM,CAAC,CAmBhF"}
|
|
@@ -0,0 +1,100 @@
|
|
|
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/chaikin-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. Per §9.4 we fold invinite's private ADL +
|
|
11
|
+
// EMA copies onto the canonical `ta.adl` + `ta.ema` primitives via
|
|
12
|
+
// three sub-slots (`${slotId}/adl`, `${slotId}/fast`, `${slotId}/slow`).
|
|
13
|
+
import { Float64RingBuffer } from "../ringBuffer.js";
|
|
14
|
+
import { ACTIVE_RUNTIME_CONTEXT } from "../runtimeContext.js";
|
|
15
|
+
import { makeSeriesView, makeShiftedSeriesView } from "../seriesView.js";
|
|
16
|
+
import { adl } from "./adl.js";
|
|
17
|
+
import { ema } from "./ema.js";
|
|
18
|
+
const DEFAULT_FAST = 3;
|
|
19
|
+
const DEFAULT_SLOW = 10;
|
|
20
|
+
function getCtx() {
|
|
21
|
+
const ctx = ACTIVE_RUNTIME_CONTEXT.current;
|
|
22
|
+
if (ctx === null) {
|
|
23
|
+
throw new Error("ta.chaikinOsc called outside an active script step");
|
|
24
|
+
}
|
|
25
|
+
return ctx;
|
|
26
|
+
}
|
|
27
|
+
function initSlot(capacity) {
|
|
28
|
+
const outBuffer = new Float64RingBuffer(capacity);
|
|
29
|
+
return {
|
|
30
|
+
outBuffer,
|
|
31
|
+
series: makeSeriesView(outBuffer),
|
|
32
|
+
shiftedViews: new Map(),
|
|
33
|
+
};
|
|
34
|
+
}
|
|
35
|
+
function viewForOffset(slot, offset) {
|
|
36
|
+
if (offset === 0)
|
|
37
|
+
return slot.series;
|
|
38
|
+
let view = slot.shiftedViews.get(offset);
|
|
39
|
+
if (view === undefined) {
|
|
40
|
+
view = makeShiftedSeriesView(slot.outBuffer, offset);
|
|
41
|
+
slot.shiftedViews.set(offset, view);
|
|
42
|
+
}
|
|
43
|
+
return view;
|
|
44
|
+
}
|
|
45
|
+
function diff(fast, slow) {
|
|
46
|
+
if (!Number.isFinite(fast) || !Number.isFinite(slow))
|
|
47
|
+
return Number.NaN;
|
|
48
|
+
return fast - slow;
|
|
49
|
+
}
|
|
50
|
+
/**
|
|
51
|
+
* Chaikin Oscillator — `EMA(ADL, fastLength) − EMA(ADL, slowLength)`.
|
|
52
|
+
* Composes one `ta.adl` sub-slot (cumulative money-flow volume) plus
|
|
53
|
+
* two `ta.ema` sub-slots over the ADL series; a fix to `ta.adl` or
|
|
54
|
+
* `ta.ema` flows in for free. Renders in its own pane (volume
|
|
55
|
+
* category, oscillator-shape around zero).
|
|
56
|
+
*
|
|
57
|
+
* Defaults `{ fastLength: 3, slowLength: 10 }` (TradingView /
|
|
58
|
+
* invinite canonical). ADL has warmup 0; the slow EMA seeds at bar
|
|
59
|
+
* `slowLength − 1`, so the oscillator first emits a finite value at
|
|
60
|
+
* that bar.
|
|
61
|
+
*
|
|
62
|
+
* **Tick mode.** The sub-slots handle their own tick replay (ADL
|
|
63
|
+
* snapshots `prevClosedCumAdl`; EMA snapshots `prevClosedEma`); this
|
|
64
|
+
* primitive's parent slot just re-evaluates `fastEma − slowEma`
|
|
65
|
+
* against the live sub-slot heads and `replaceHead`s its own output.
|
|
66
|
+
*
|
|
67
|
+
* @formula chaikinOsc[t] = ema(adl(t), fastLength) − ema(adl(t), slowLength)
|
|
68
|
+
* @warmup slowLength − 1
|
|
69
|
+
* @since 0.2
|
|
70
|
+
* @stable
|
|
71
|
+
*
|
|
72
|
+
* `opts.offset` shifts the returned series so `series.current` reads
|
|
73
|
+
* the value `offset` bars ago (PLAN.md §9.1).
|
|
74
|
+
*
|
|
75
|
+
* @example
|
|
76
|
+
* // import { ta, plot } from "@invinite-org/chartlang-core";
|
|
77
|
+
* // const c = ta.chaikinOsc();
|
|
78
|
+
* // plot(c);
|
|
79
|
+
*/
|
|
80
|
+
export function chaikinOsc(slotId, opts) {
|
|
81
|
+
const ctx = getCtx();
|
|
82
|
+
const fastLength = opts?.fastLength ?? DEFAULT_FAST;
|
|
83
|
+
const slowLength = opts?.slowLength ?? DEFAULT_SLOW;
|
|
84
|
+
const offset = opts?.offset ?? 0;
|
|
85
|
+
const adlSeries = adl(`${slotId}/adl`);
|
|
86
|
+
const fastSeries = ema(`${slotId}/fast`, adlSeries.current, fastLength);
|
|
87
|
+
const slowSeries = ema(`${slotId}/slow`, adlSeries.current, slowLength);
|
|
88
|
+
let slot = ctx.stream.taSlots.get(slotId);
|
|
89
|
+
if (slot === undefined) {
|
|
90
|
+
slot = initSlot(ctx.stream.ohlcv.close.capacity);
|
|
91
|
+
ctx.stream.taSlots.set(slotId, slot);
|
|
92
|
+
}
|
|
93
|
+
const value = diff(fastSeries.current, slowSeries.current);
|
|
94
|
+
if (ctx.isTick)
|
|
95
|
+
slot.outBuffer.replaceHead(value);
|
|
96
|
+
else
|
|
97
|
+
slot.outBuffer.append(value);
|
|
98
|
+
return viewForOffset(slot, offset);
|
|
99
|
+
}
|
|
100
|
+
//# sourceMappingURL=chaikinOsc.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"chaikinOsc.js","sourceRoot":"","sources":["../../src/ta/chaikinOsc.ts"],"names":[],"mappings":"AAAA,+DAA+D;AAC/D,+DAA+D;AAC/D,EAAE;AACF,8EAA8E;AAC9E,mEAAmE;AACnE,0DAA0D;AAC1D,yEAAyE;AACzE,qEAAqE;AACrE,4DAA4D;AAC5D,mEAAmE;AACnE,mEAAmE;AACnE,yEAAyE;AAIzE,OAAO,EAAE,iBAAiB,EAAE,MAAM,kBAAkB,CAAC;AACrD,OAAO,EAAE,sBAAsB,EAAuB,MAAM,sBAAsB,CAAC;AACnF,OAAO,EAAE,cAAc,EAAE,qBAAqB,EAAE,MAAM,kBAAkB,CAAC;AACzE,OAAO,EAAE,GAAG,EAAE,MAAM,UAAU,CAAC;AAC/B,OAAO,EAAE,GAAG,EAAE,MAAM,UAAU,CAAC;AAE/B,MAAM,YAAY,GAAG,CAAC,CAAC;AACvB,MAAM,YAAY,GAAG,EAAE,CAAC;AAQxB,SAAS,MAAM;IACX,MAAM,GAAG,GAAG,sBAAsB,CAAC,OAAO,CAAC;IAC3C,IAAI,GAAG,KAAK,IAAI,EAAE,CAAC;QACf,MAAM,IAAI,KAAK,CAAC,oDAAoD,CAAC,CAAC;IAC1E,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,YAAY,EAAE,IAAI,GAAG,EAAE;KAC1B,CAAC;AACN,CAAC;AAED,SAAS,aAAa,CAAC,IAAoB,EAAE,MAAc;IACvD,IAAI,MAAM,KAAK,CAAC;QAAE,OAAO,IAAI,CAAC,MAAM,CAAC;IACrC,IAAI,IAAI,GAAG,IAAI,CAAC,YAAY,CAAC,GAAG,CAAC,MAAM,CAAC,CAAC;IACzC,IAAI,IAAI,KAAK,SAAS,EAAE,CAAC;QACrB,IAAI,GAAG,qBAAqB,CAAS,IAAI,CAAC,SAAS,EAAE,MAAM,CAAC,CAAC;QAC7D,IAAI,CAAC,YAAY,CAAC,GAAG,CAAC,MAAM,EAAE,IAAI,CAAC,CAAC;IACxC,CAAC;IACD,OAAO,IAAI,CAAC;AAChB,CAAC;AAED,SAAS,IAAI,CAAC,IAAY,EAAE,IAAY;IACpC,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;;;;;;;;;;;;;;;;;;;;;;;;;;;;;GA6BG;AACH,MAAM,UAAU,UAAU,CAAC,MAAc,EAAE,IAAqB;IAC5D,MAAM,GAAG,GAAG,MAAM,EAAE,CAAC;IACrB,MAAM,UAAU,GAAG,IAAI,EAAE,UAAU,IAAI,YAAY,CAAC;IACpD,MAAM,UAAU,GAAG,IAAI,EAAE,UAAU,IAAI,YAAY,CAAC;IACpD,MAAM,MAAM,GAAG,IAAI,EAAE,MAAM,IAAI,CAAC,CAAC;IAEjC,MAAM,SAAS,GAAG,GAAG,CAAC,GAAG,MAAM,MAAM,CAAC,CAAC;IACvC,MAAM,UAAU,GAAG,GAAG,CAAC,GAAG,MAAM,OAAO,EAAE,SAAS,CAAC,OAAO,EAAE,UAAU,CAAC,CAAC;IACxE,MAAM,UAAU,GAAG,GAAG,CAAC,GAAG,MAAM,OAAO,EAAE,SAAS,CAAC,OAAO,EAAE,UAAU,CAAC,CAAC;IAExE,IAAI,IAAI,GAAG,GAAG,CAAC,MAAM,CAAC,OAAO,CAAC,GAAG,CAAC,MAAM,CAA+B,CAAC;IACxE,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,KAAK,GAAG,IAAI,CAAC,UAAU,CAAC,OAAO,EAAE,UAAU,CAAC,OAAO,CAAC,CAAC;IAC3D,IAAI,GAAG,CAAC,MAAM;QAAE,IAAI,CAAC,SAAS,CAAC,WAAW,CAAC,KAAK,CAAC,CAAC;;QAC7C,IAAI,CAAC,SAAS,CAAC,MAAM,CAAC,KAAK,CAAC,CAAC;IAClC,OAAO,aAAa,CAAC,IAAI,EAAE,MAAM,CAAC,CAAC;AACvC,CAAC"}
|
|
@@ -0,0 +1,36 @@
|
|
|
1
|
+
import type { ChandeKrollStopOpts, ChandeKrollStopResult } from "@invinite-org/chartlang-core";
|
|
2
|
+
/**
|
|
3
|
+
* Chande Kroll Stop — two-pass ATR-offset trailing stops. The first
|
|
4
|
+
* pass anchors each bar to its `length`-bar high/low extreme minus /
|
|
5
|
+
* plus `multiplier · ATR`; the second pass smooths the first-pass
|
|
6
|
+
* stops by taking the rolling max / min over a `smoothingLength`-bar
|
|
7
|
+
* window. `long` is the long-trade trailing stop ceiling (max of
|
|
8
|
+
* `firstHigh`), `short` is the short-trade trailing stop floor (min
|
|
9
|
+
* of `firstLow`). Composes Phase-1 `ta.atr` plus Task-5 `ta.highest`
|
|
10
|
+
* and `ta.lowest` at sub-slots.
|
|
11
|
+
*
|
|
12
|
+
* Source field is hard-coded to `bar.high` / `bar.low` (matches Pine
|
|
13
|
+
* `ta.cks` and the canonical TradingView CKS). Invinite's `source`
|
|
14
|
+
* parameter is omitted; a `source` opt could land in a follow-up.
|
|
15
|
+
*
|
|
16
|
+
* NaN ATR or NaN extreme → NaN at both first-pass and second-pass
|
|
17
|
+
* outputs for that bar (the rolling window retains the NaN slot;
|
|
18
|
+
* downstream max/min skip NaN entries via `Number.isFinite`).
|
|
19
|
+
*
|
|
20
|
+
* @formula firstHigh = highest(bar.high, length) − multiplier · atr(length) ;
|
|
21
|
+
* firstLow = lowest(bar.low, length) + multiplier · atr(length) ;
|
|
22
|
+
* long = max(firstHigh over smoothingLength bars) ;
|
|
23
|
+
* short = min(firstLow over smoothingLength bars)
|
|
24
|
+
* @warmup length + smoothingLength − 1
|
|
25
|
+
* @anchors length, multiplier
|
|
26
|
+
* @since 0.2
|
|
27
|
+
* @stable
|
|
28
|
+
*
|
|
29
|
+
* @example
|
|
30
|
+
* // import { ta } from "@invinite-org/chartlang-core";
|
|
31
|
+
* // const c = ta.chandeKrollStop({ length: 10, multiplier: 1, smoothingLength: 9 });
|
|
32
|
+
* // plot(c.long);
|
|
33
|
+
* // plot(c.short);
|
|
34
|
+
*/
|
|
35
|
+
export declare function chandeKrollStop(slotId: string, opts?: ChandeKrollStopOpts): ChandeKrollStopResult;
|
|
36
|
+
//# sourceMappingURL=chandeKrollStop.d.ts.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"chandeKrollStop.d.ts","sourceRoot":"","sources":["../../src/ta/chandeKrollStop.ts"],"names":[],"mappings":"AAmBA,OAAO,KAAK,EAAE,mBAAmB,EAAE,qBAAqB,EAAE,MAAM,8BAA8B,CAAC;AAqH/F;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;GAgCG;AACH,wBAAgB,eAAe,CAAC,MAAM,EAAE,MAAM,EAAE,IAAI,CAAC,EAAE,mBAAmB,GAAG,qBAAqB,CA+DjG"}
|