@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/connors-rsi.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. Composition: Phase-1
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// `ta.rsi` on the raw source (sub-slot `${slotId}/rsi`) + a second
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// `ta.rsi` on the signed-streak scalar (sub-slot
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// `${slotId}/streakRsi`) — no private RSI math duplication. The
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// signed-streak helper + the rolling percent-rank live inline in this
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// file per task spec §3 ("not factored to lib until a second consumer
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// appears").
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//
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// DEVIATION from invinite: invinite's reference requires all three
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// components (RSI, streak-RSI, percent-rank) finite for the CRSI line
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// to be defined; on any NaN it propagates. The task spec §6 overrides
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// to "sub-component NaN → component skipped in the average". We follow
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// state yields a partial average. This is a tighter alignment with
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// the Pine `ta.connorsRsi` semantic where streak-RSI warmup doesn't
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// gate the rsi-on-close component.
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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, makeShiftedSeriesView } from "../seriesView.js";
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import { rsi } from "./rsi.js";
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import { readSourceValue } from "./lib/sourceValue.js";
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const DEFAULT_RSI_LENGTH = 3;
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const DEFAULT_STREAK_LENGTH = 2;
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const DEFAULT_ROC_LENGTH = 100;
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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.connorsRsi 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(rsiLength, streakLength, rocLength, capacity) {
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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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rsiLength,
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streakLength,
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rocLength,
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streakSign: 0,
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streakRun: 0,
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prevClosedStreakSign: 0,
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prevClosedStreakRun: 0,
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prevClosedSrc: Number.NaN,
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// rocWindow capacity = rocLength + 1: room for the current
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// bar's ROC at `at(0)` plus the trailing `rocLength` values
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// we percent-rank against.
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rocWindow: new Float64RingBuffer(rocLength + 1),
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barCount: 0,
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shiftedViews: new Map(),
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};
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}
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function viewForOffset(slot, offset) {
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if (offset === 0)
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return slot.series;
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let view = slot.shiftedViews.get(offset);
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if (view === undefined) {
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view = makeShiftedSeriesView(slot.outBuffer, offset);
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slot.shiftedViews.set(offset, view);
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}
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return view;
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}
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function stepStreak(prevSign, prevRun, diff) {
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if (!Number.isFinite(diff) || diff === 0) {
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return { sign: 0, run: 0 };
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}
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if (diff > 0) {
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return { sign: 1, run: prevSign === 1 ? prevRun + 1 : 1 };
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}
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return { sign: -1, run: prevSign === -1 ? prevRun + 1 : 1 };
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}
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function streakScalar(sign, run) {
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if (sign === 0)
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return 0;
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return sign * run;
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}
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function pctChange(curr, prev) {
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if (!Number.isFinite(curr) || !Number.isFinite(prev) || prev === 0)
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return Number.NaN;
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return (100 * (curr - prev)) / prev;
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}
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/**
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* Rolling percent rank of the head ROC value (`rocWindow.at(0)`)
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* within the trailing `rocLength` ROC values (exclusive of the head).
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* Returns 50 on an empty window (matches invinite). NaN target → NaN.
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*/
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function percentRankHead(slot) {
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const target = slot.rocWindow.at(0);
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if (!Number.isFinite(target))
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return Number.NaN;
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const windowSize = slot.rocWindow.length - 1;
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// Defensive: percentRankHead is only called after the ROC window has
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// at least two entries (post-warmup), so windowSize >= 1 here.
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/* c8 ignore next */
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if (windowSize <= 0)
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return 50;
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const upper = Math.min(windowSize, slot.rocLength);
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let countBelow = 0;
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let validCount = 0;
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for (let j = 1; j <= upper; j += 1) {
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const v = slot.rocWindow.at(j);
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if (!Number.isFinite(v))
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continue;
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validCount += 1;
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if (v < target)
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countBelow += 1;
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}
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return validCount === 0 ? 50 : (100 * countBelow) / validCount;
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}
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function blendCrsi(rsiHead, streakRsiHead, pctRank) {
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let sum = 0;
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let count = 0;
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if (Number.isFinite(rsiHead)) {
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sum += rsiHead;
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count += 1;
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}
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if (Number.isFinite(streakRsiHead)) {
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sum += streakRsiHead;
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count += 1;
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}
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if (Number.isFinite(pctRank)) {
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sum += pctRank;
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count += 1;
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}
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return count === 0 ? Number.NaN : sum / count;
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+
}
|
|
135
|
+
/**
|
|
136
|
+
* Connors RSI — three-component blend of `RSI(source, rsiLength)`,
|
|
137
|
+
* `RSI(streak, streakLength)`, and `PercentRank(ROC(source, 1),
|
|
138
|
+
* rocLength)` averaged into a single line bounded `[0, 100]`. The
|
|
139
|
+
* registry records `yDomain: { kind: "fixed", min: 0, max: 100 }` in
|
|
140
|
+
* `TA_REGISTRY_METADATA`. Composes Phase-1 `ta.rsi` for both RSI
|
|
141
|
+
* components (no private RSI math). Defaults `(3, 2, 100)` matches
|
|
142
|
+
* Larry Connors' original spec.
|
|
143
|
+
*
|
|
144
|
+
* @formula diff = source[t] − source[t − 1] ;
|
|
145
|
+
* streak[t] = signed run-length of consecutive same-sign diffs ;
|
|
146
|
+
* rsiClose = rsi(source, rsiLength) ;
|
|
147
|
+
* rsiStreak = rsi(streak, streakLength) ;
|
|
148
|
+
* roc1 = 100 · diff / source[t − 1] ;
|
|
149
|
+
* pctRank = 100 · #(roc1[i] < roc1[t]) / validWindowCount
|
|
150
|
+
* over i in [t − rocLength, t − 1] ;
|
|
151
|
+
* crsi = (rsiClose + rsiStreak + pctRank) / 3 ;
|
|
152
|
+
* components that are NaN are skipped — count adjusts
|
|
153
|
+
* @warmup max(rsiLength, streakLength, rocLength) + 1
|
|
154
|
+
* @since 0.2
|
|
155
|
+
* @stable
|
|
156
|
+
*
|
|
157
|
+
* @example
|
|
158
|
+
* // import { ta } from "@invinite-org/chartlang-runtime";
|
|
159
|
+
* // const c = ta.connorsRsi("slot", bar.close);
|
|
160
|
+
* // plot(c);
|
|
161
|
+
*/
|
|
162
|
+
export function connorsRsi(slotId, source, opts) {
|
|
163
|
+
const ctx = getCtx();
|
|
164
|
+
const rsiLength = opts?.rsiLength ?? DEFAULT_RSI_LENGTH;
|
|
165
|
+
const streakLength = opts?.streakLength ?? DEFAULT_STREAK_LENGTH;
|
|
166
|
+
const rocLength = opts?.rocLength ?? DEFAULT_ROC_LENGTH;
|
|
167
|
+
let slot = ctx.stream.taSlots.get(slotId);
|
|
168
|
+
if (slot === undefined) {
|
|
169
|
+
slot = initSlot(rsiLength, streakLength, rocLength, ctx.stream.ohlcv.close.capacity);
|
|
170
|
+
ctx.stream.taSlots.set(slotId, slot);
|
|
171
|
+
}
|
|
172
|
+
const src = readSourceValue(source);
|
|
173
|
+
if (ctx.isTick) {
|
|
174
|
+
// Tick replay: use the SNAPSHOT (prevClosed*) state — do NOT
|
|
175
|
+
// mutate `streakSign` / `streakRun` / `prevClosedSrc` /
|
|
176
|
+
// `barCount` / advance rocWindow.
|
|
177
|
+
const diff = pctChange(src, slot.prevClosedSrc);
|
|
178
|
+
const { sign, run } = stepStreak(slot.prevClosedStreakSign, slot.prevClosedStreakRun,
|
|
179
|
+
/* c8 ignore next */
|
|
180
|
+
Number.isFinite(slot.prevClosedSrc) ? src - slot.prevClosedSrc : Number.NaN);
|
|
181
|
+
const roc = diff;
|
|
182
|
+
slot.rocWindow.replaceHead(roc);
|
|
183
|
+
const rsiHead = rsi(`${slotId}/rsi`, src, rsiLength).current;
|
|
184
|
+
const streakRsiHead = rsi(`${slotId}/streakRsi`, streakScalar(sign, run), streakLength).current;
|
|
185
|
+
const pr = percentRankHead(slot);
|
|
186
|
+
slot.outBuffer.replaceHead(blendCrsi(rsiHead, streakRsiHead, pr));
|
|
187
|
+
}
|
|
188
|
+
else {
|
|
189
|
+
const diff = Number.isFinite(slot.prevClosedSrc) ? src - slot.prevClosedSrc : Number.NaN;
|
|
190
|
+
const { sign, run } = stepStreak(slot.streakSign, slot.streakRun, diff);
|
|
191
|
+
const roc = pctChange(src, slot.prevClosedSrc);
|
|
192
|
+
slot.rocWindow.append(roc);
|
|
193
|
+
const rsiHead = rsi(`${slotId}/rsi`, src, rsiLength).current;
|
|
194
|
+
const streakRsiHead = rsi(`${slotId}/streakRsi`, streakScalar(sign, run), streakLength).current;
|
|
195
|
+
const pr = percentRankHead(slot);
|
|
196
|
+
slot.outBuffer.append(blendCrsi(rsiHead, streakRsiHead, pr));
|
|
197
|
+
// Advance close-side state.
|
|
198
|
+
slot.prevClosedStreakSign = slot.streakSign;
|
|
199
|
+
slot.prevClosedStreakRun = slot.streakRun;
|
|
200
|
+
slot.streakSign = sign;
|
|
201
|
+
slot.streakRun = run;
|
|
202
|
+
slot.prevClosedSrc = src;
|
|
203
|
+
slot.barCount += 1;
|
|
204
|
+
}
|
|
205
|
+
return viewForOffset(slot, opts?.offset ?? 0);
|
|
206
|
+
}
|
|
207
|
+
//# sourceMappingURL=connorsRsi.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
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|
|
@@ -0,0 +1,25 @@
|
|
|
1
|
+
import type { CoppockOpts, Series } from "@invinite-org/chartlang-core";
|
|
2
|
+
import { type ScalarOrSeries } from "./lib/sourceValue.js";
|
|
3
|
+
/**
|
|
4
|
+
* Coppock Curve — long-term momentum indicator (Edwin Coppock, 1962).
|
|
5
|
+
* `WMA(ROC(source, roc1Length) + ROC(source, roc2Length), wmaLength)`
|
|
6
|
+
* where ROC is the percentage rate-of-change. Defaults `(11, 14, 10)`
|
|
7
|
+
* matches Coppock's original monthly-equities formulation. Unbounded;
|
|
8
|
+
* zero crossings are the canonical signal (positive → bullish).
|
|
9
|
+
*
|
|
10
|
+
* @formula roc1 = 100 · (source[t] − source[t − roc1Length]) / source[t − roc1Length] ;
|
|
11
|
+
* roc2 = 100 · (source[t] − source[t − roc2Length]) / source[t − roc2Length] ;
|
|
12
|
+
* sum = roc1 + roc2 ;
|
|
13
|
+
* coppock = (Σ sum[t − N + 1 + i] · (i + 1)) / (N(N + 1) / 2)
|
|
14
|
+
* for i in 0..N − 1, N = wmaLength
|
|
15
|
+
* @warmup max(roc1Length, roc2Length) + wmaLength − 1
|
|
16
|
+
* @since 0.2
|
|
17
|
+
* @stable
|
|
18
|
+
*
|
|
19
|
+
* @example
|
|
20
|
+
* // import { ta } from "@invinite-org/chartlang-runtime";
|
|
21
|
+
* // const c = ta.coppock("slot", bar.close);
|
|
22
|
+
* // plot(c);
|
|
23
|
+
*/
|
|
24
|
+
export declare function coppock(slotId: string, source: ScalarOrSeries, opts?: CoppockOpts): Series<number>;
|
|
25
|
+
//# sourceMappingURL=coppock.d.ts.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"coppock.d.ts","sourceRoot":"","sources":["../../src/ta/coppock.ts"],"names":[],"mappings":"AAqBA,OAAO,KAAK,EAAE,WAAW,EAAE,MAAM,EAAE,MAAM,8BAA8B,CAAC;AAKxE,OAAO,EAAE,KAAK,cAAc,EAAmB,MAAM,sBAAsB,CAAC;AA6G5E;;;;;;;;;;;;;;;;;;;;GAoBG;AACH,wBAAgB,OAAO,CACnB,MAAM,EAAE,MAAM,EACd,MAAM,EAAE,cAAc,EACtB,IAAI,CAAC,EAAE,WAAW,GACnB,MAAM,CAAC,MAAM,CAAC,CAiBhB"}
|
|
@@ -0,0 +1,151 @@
|
|
|
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/coppock.ts
|
|
5
|
+
// (commit 078f41fe2569d659d5aba726da8bcb5d3e2ced02, © Invinite).
|
|
6
|
+
// Re-licensed MIT for chartlang. See PLAN.md §3.1 for the
|
|
7
|
+
// provenance contract; the math is the reference, the code style is not.
|
|
8
|
+
// Structural choices (callsite-id slot, Series<T> proxy, replaceHead
|
|
9
|
+
// mode) follow chartlang's primitive shape — NOT invinite's
|
|
10
|
+
// IndicatorPlugin shape.
|
|
11
|
+
//
|
|
12
|
+
// DEVIATION from the task spec's "composes `ta.change`" hint:
|
|
13
|
+
// `ta.change` emits ABSOLUTE deltas, while Coppock's ROC is a
|
|
14
|
+
// PERCENTAGE rate-of-change (`100 · (src − src[n]) / src[n]`). We
|
|
15
|
+
// compute the percentage ROCs inline against our own sourceWindow
|
|
16
|
+
// rather than composing `ta.change`. The WMA math mirrors
|
|
17
|
+
// `lib/wmaFloat64` (linear weights `(N, N − 1, …, 1)`, denominator
|
|
18
|
+
// `N(N + 1) / 2`); we inline the WMA over a per-close `sumWindow`
|
|
19
|
+
// rather than allocating a `Float64Array` per close to feed
|
|
20
|
+
// `wmaFloat64`.
|
|
21
|
+
import { Float64RingBuffer } from "../ringBuffer.js";
|
|
22
|
+
import { ACTIVE_RUNTIME_CONTEXT } from "../runtimeContext.js";
|
|
23
|
+
import { makeSeriesView } from "../seriesView.js";
|
|
24
|
+
import { readSourceValue } from "./lib/sourceValue.js";
|
|
25
|
+
const DEFAULT_ROC1_LENGTH = 11;
|
|
26
|
+
const DEFAULT_ROC2_LENGTH = 14;
|
|
27
|
+
const DEFAULT_WMA_LENGTH = 10;
|
|
28
|
+
function getCtx() {
|
|
29
|
+
const ctx = ACTIVE_RUNTIME_CONTEXT.current;
|
|
30
|
+
if (ctx === null) {
|
|
31
|
+
throw new Error("ta.coppock called outside an active script step");
|
|
32
|
+
}
|
|
33
|
+
return ctx;
|
|
34
|
+
}
|
|
35
|
+
function initSlot(roc1Length, roc2Length, wmaLength, capacity) {
|
|
36
|
+
const outBuffer = new Float64RingBuffer(capacity);
|
|
37
|
+
const lookbackCapacity = Math.max(roc1Length, roc2Length) + 1;
|
|
38
|
+
return {
|
|
39
|
+
outBuffer,
|
|
40
|
+
series: makeSeriesView(outBuffer),
|
|
41
|
+
roc1Length,
|
|
42
|
+
roc2Length,
|
|
43
|
+
wmaLength,
|
|
44
|
+
sourceWindow: new Float64RingBuffer(lookbackCapacity),
|
|
45
|
+
sumWindow: new Float64RingBuffer(wmaLength),
|
|
46
|
+
barCount: 0,
|
|
47
|
+
};
|
|
48
|
+
}
|
|
49
|
+
/**
|
|
50
|
+
* Percentage rate-of-change against a lookback value. Returns NaN on
|
|
51
|
+
* a NaN / zero divisor (matching invinite's `prev === 0` guard).
|
|
52
|
+
*/
|
|
53
|
+
function pctRoc(current, lookback) {
|
|
54
|
+
if (!Number.isFinite(lookback) || lookback === 0 || !Number.isFinite(current)) {
|
|
55
|
+
return Number.NaN;
|
|
56
|
+
}
|
|
57
|
+
return (100 * (current - lookback)) / lookback;
|
|
58
|
+
}
|
|
59
|
+
/**
|
|
60
|
+
* Inline linear-weighted moving average over the `sumWindow` ring.
|
|
61
|
+
* `at(0)` is the most recent value (weight `wmaLength`); `at(wmaLength − 1)`
|
|
62
|
+
* is the oldest (weight `1`). Returns NaN if the window is not full
|
|
63
|
+
* or any slot is non-finite.
|
|
64
|
+
*/
|
|
65
|
+
function wmaOverSumWindow(slot) {
|
|
66
|
+
if (slot.sumWindow.length < slot.wmaLength)
|
|
67
|
+
return Number.NaN;
|
|
68
|
+
const denom = (slot.wmaLength * (slot.wmaLength + 1)) / 2;
|
|
69
|
+
let acc = 0;
|
|
70
|
+
for (let i = 0; i < slot.wmaLength; i += 1) {
|
|
71
|
+
const v = slot.sumWindow.at(i);
|
|
72
|
+
if (!Number.isFinite(v))
|
|
73
|
+
return Number.NaN;
|
|
74
|
+
acc += v * (slot.wmaLength - i);
|
|
75
|
+
}
|
|
76
|
+
return acc / denom;
|
|
77
|
+
}
|
|
78
|
+
function computeRocSum(slot, src) {
|
|
79
|
+
// sourceWindow.at(roc1Length) is the bar `roc1Length` ago RELATIVE
|
|
80
|
+
// TO the just-appended head (`at(0)` is `src`). Same for roc2.
|
|
81
|
+
if (slot.sourceWindow.length <= slot.roc1Length)
|
|
82
|
+
return Number.NaN;
|
|
83
|
+
if (slot.sourceWindow.length <= slot.roc2Length)
|
|
84
|
+
return Number.NaN;
|
|
85
|
+
const lookback1 = slot.sourceWindow.at(slot.roc1Length);
|
|
86
|
+
const lookback2 = slot.sourceWindow.at(slot.roc2Length);
|
|
87
|
+
const roc1 = pctRoc(src, lookback1);
|
|
88
|
+
const roc2 = pctRoc(src, lookback2);
|
|
89
|
+
if (!Number.isFinite(roc1) || !Number.isFinite(roc2))
|
|
90
|
+
return Number.NaN;
|
|
91
|
+
return roc1 + roc2;
|
|
92
|
+
}
|
|
93
|
+
function closeValue(slot, src) {
|
|
94
|
+
slot.sourceWindow.append(src);
|
|
95
|
+
slot.barCount += 1;
|
|
96
|
+
const sum = computeRocSum(slot, src);
|
|
97
|
+
slot.sumWindow.append(sum);
|
|
98
|
+
return wmaOverSumWindow(slot);
|
|
99
|
+
}
|
|
100
|
+
function tickValue(slot, src) {
|
|
101
|
+
if (slot.sourceWindow.length === 0)
|
|
102
|
+
return Number.NaN;
|
|
103
|
+
// Substitute the head of `sourceWindow` with the tick `src`. The
|
|
104
|
+
// lookback bars (`at(roc1Length)` / `at(roc2Length)`) are
|
|
105
|
+
// pre-close and unaffected by the tick.
|
|
106
|
+
slot.sourceWindow.replaceHead(src);
|
|
107
|
+
const sum = computeRocSum(slot, src);
|
|
108
|
+
slot.sumWindow.replaceHead(sum);
|
|
109
|
+
return wmaOverSumWindow(slot);
|
|
110
|
+
}
|
|
111
|
+
/**
|
|
112
|
+
* Coppock Curve — long-term momentum indicator (Edwin Coppock, 1962).
|
|
113
|
+
* `WMA(ROC(source, roc1Length) + ROC(source, roc2Length), wmaLength)`
|
|
114
|
+
* where ROC is the percentage rate-of-change. Defaults `(11, 14, 10)`
|
|
115
|
+
* matches Coppock's original monthly-equities formulation. Unbounded;
|
|
116
|
+
* zero crossings are the canonical signal (positive → bullish).
|
|
117
|
+
*
|
|
118
|
+
* @formula roc1 = 100 · (source[t] − source[t − roc1Length]) / source[t − roc1Length] ;
|
|
119
|
+
* roc2 = 100 · (source[t] − source[t − roc2Length]) / source[t − roc2Length] ;
|
|
120
|
+
* sum = roc1 + roc2 ;
|
|
121
|
+
* coppock = (Σ sum[t − N + 1 + i] · (i + 1)) / (N(N + 1) / 2)
|
|
122
|
+
* for i in 0..N − 1, N = wmaLength
|
|
123
|
+
* @warmup max(roc1Length, roc2Length) + wmaLength − 1
|
|
124
|
+
* @since 0.2
|
|
125
|
+
* @stable
|
|
126
|
+
*
|
|
127
|
+
* @example
|
|
128
|
+
* // import { ta } from "@invinite-org/chartlang-runtime";
|
|
129
|
+
* // const c = ta.coppock("slot", bar.close);
|
|
130
|
+
* // plot(c);
|
|
131
|
+
*/
|
|
132
|
+
export function coppock(slotId, source, opts) {
|
|
133
|
+
const ctx = getCtx();
|
|
134
|
+
const roc1Length = opts?.roc1Length ?? DEFAULT_ROC1_LENGTH;
|
|
135
|
+
const roc2Length = opts?.roc2Length ?? DEFAULT_ROC2_LENGTH;
|
|
136
|
+
const wmaLength = opts?.wmaLength ?? DEFAULT_WMA_LENGTH;
|
|
137
|
+
let slot = ctx.stream.taSlots.get(slotId);
|
|
138
|
+
if (slot === undefined) {
|
|
139
|
+
slot = initSlot(roc1Length, roc2Length, wmaLength, ctx.stream.ohlcv.close.capacity);
|
|
140
|
+
ctx.stream.taSlots.set(slotId, slot);
|
|
141
|
+
}
|
|
142
|
+
const src = readSourceValue(source);
|
|
143
|
+
if (ctx.isTick) {
|
|
144
|
+
slot.outBuffer.replaceHead(tickValue(slot, src));
|
|
145
|
+
}
|
|
146
|
+
else {
|
|
147
|
+
slot.outBuffer.append(closeValue(slot, src));
|
|
148
|
+
}
|
|
149
|
+
return slot.series;
|
|
150
|
+
}
|
|
151
|
+
//# sourceMappingURL=coppock.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
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|
|
@@ -0,0 +1,29 @@
|
|
|
1
|
+
import type { CrossoverOpts, Series } from "@invinite-org/chartlang-core";
|
|
2
|
+
import { type ScalarOrSeries } from "./lib/sourceValue.js";
|
|
3
|
+
/**
|
|
4
|
+
* `true` exactly at the bar where `a` crosses above `b`: `a.current >
|
|
5
|
+
* b.current && a.prev <= b.prev`. `b` may be a scalar (treated as a
|
|
6
|
+
* constant series). NaN inputs yield `false` — Pine semantics for
|
|
7
|
+
* Boolean series (NaN doesn't bubble through booleans).
|
|
8
|
+
*
|
|
9
|
+
* The slot keeps a 2-slot history of both `a` and `b` so scalar
|
|
10
|
+
* sources work without the caller wrapping them. Tick-mode replays
|
|
11
|
+
* the head with the prior closed-bar's `(a, b)` pair so a partial-
|
|
12
|
+
* bar value doesn't seed the next close's comparison.
|
|
13
|
+
*
|
|
14
|
+
* @formula out[t] = a[t] > b[t] && a[t − 1] ≤ b[t − 1] (else false)
|
|
15
|
+
* @warmup 1 (need a prior bar)
|
|
16
|
+
* @since 0.1
|
|
17
|
+
* @stable
|
|
18
|
+
*
|
|
19
|
+
* `opts.offset` shifts the boolean series so `series.current` returns
|
|
20
|
+
* the crossover detection `offset` bars ago (PLAN.md §9.1).
|
|
21
|
+
*
|
|
22
|
+
* @example
|
|
23
|
+
* // import { ta } from "@invinite-org/chartlang-runtime";
|
|
24
|
+
* // const c = ta.crossover("slot", fastEma, slowEma);
|
|
25
|
+
* // if (c.current) { ... }
|
|
26
|
+
* // const lagged = ta.crossover("slot2", fastEma, slowEma, { offset: 1 });
|
|
27
|
+
*/
|
|
28
|
+
export declare function crossover(slotId: string, a: ScalarOrSeries, b: ScalarOrSeries, opts?: CrossoverOpts): Series<boolean>;
|
|
29
|
+
//# sourceMappingURL=crossover.d.ts.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"crossover.d.ts","sourceRoot":"","sources":["../../src/ta/crossover.ts"],"names":[],"mappings":"AAQA,OAAO,KAAK,EAAE,aAAa,EAAE,MAAM,EAAE,MAAM,8BAA8B,CAAC;AAK1E,OAAO,EAAE,KAAK,cAAc,EAAmB,MAAM,sBAAsB,CAAC;AA4D5E;;;;;;;;;;;;;;;;;;;;;;;;GAwBG;AACH,wBAAgB,SAAS,CACrB,MAAM,EAAE,MAAM,EACd,CAAC,EAAE,cAAc,EACjB,CAAC,EAAE,cAAc,EACjB,IAAI,CAAC,EAAE,aAAa,GACrB,MAAM,CAAC,OAAO,CAAC,CA+BjB"}
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// Copyright (c) 2026 Invinite. Licensed under the MIT License.
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2
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// See the LICENSE file in the repo root for full license text.
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3
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//
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// No invinite source — Phase-1 new code, semantics per Pine
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// `ta.crossover` / `ta.crossunder`. See PLAN.md §3.1.
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// Structural choices (callsite-id slot, Series<T> proxy, replaceHead
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// mode) follow chartlang's primitive shape.
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8
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import { RingBuffer } from "../ringBuffer.js";
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import { ACTIVE_RUNTIME_CONTEXT } from "../runtimeContext.js";
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import { makeSeriesView, makeShiftedSeriesView } from "../seriesView.js";
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import { readSourceValue } from "./lib/sourceValue.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.crossover 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) {
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const outBuffer = new RingBuffer(capacity);
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return {
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outBuffer,
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series: makeSeriesView(outBuffer),
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prevA: Number.NaN,
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prevB: Number.NaN,
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currA: Number.NaN,
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currB: Number.NaN,
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initialised: false,
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shiftedViews: new Map(),
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};
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}
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function viewForOffset(slot, offset) {
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if (offset === 0)
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return slot.series;
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let view = slot.shiftedViews.get(offset);
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if (view === undefined) {
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view = makeShiftedSeriesView(slot.outBuffer, offset);
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slot.shiftedViews.set(offset, view);
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}
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return view;
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}
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function detect(prevA, prevB, currA, currB) {
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if (!Number.isFinite(prevA) ||
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!Number.isFinite(prevB) ||
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!Number.isFinite(currA) ||
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!Number.isFinite(currB)) {
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return false;
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}
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return currA > currB && prevA <= prevB;
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}
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/**
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52
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* `true` exactly at the bar where `a` crosses above `b`: `a.current >
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53
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* b.current && a.prev <= b.prev`. `b` may be a scalar (treated as a
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54
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* constant series). NaN inputs yield `false` — Pine semantics for
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* Boolean series (NaN doesn't bubble through booleans).
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*
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* The slot keeps a 2-slot history of both `a` and `b` so scalar
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* sources work without the caller wrapping them. Tick-mode replays
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* the head with the prior closed-bar's `(a, b)` pair so a partial-
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60
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* bar value doesn't seed the next close's comparison.
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*
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* @formula out[t] = a[t] > b[t] && a[t − 1] ≤ b[t − 1] (else false)
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63
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* @warmup 1 (need a prior bar)
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* @since 0.1
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* @stable
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66
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*
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* `opts.offset` shifts the boolean series so `series.current` returns
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68
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* the crossover detection `offset` bars ago (PLAN.md §9.1).
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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 c = ta.crossover("slot", fastEma, slowEma);
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* // if (c.current) { ... }
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* // const lagged = ta.crossover("slot2", fastEma, slowEma, { offset: 1 });
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*/
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export function crossover(slotId, a, b, opts) {
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const ctx = getCtx();
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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);
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ctx.stream.taSlots.set(slotId, slot);
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}
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const aValue = readSourceValue(a);
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const bValue = readSourceValue(b);
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const offset = opts?.offset ?? 0;
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if (ctx.isTick) {
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const out = detect(slot.prevA, slot.prevB, aValue, bValue);
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slot.outBuffer.replaceHead(out);
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return viewForOffset(slot, offset);
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}
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if (!slot.initialised) {
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slot.initialised = true;
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slot.prevA = aValue;
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slot.prevB = bValue;
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slot.currA = aValue;
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slot.currB = bValue;
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slot.outBuffer.append(false);
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return viewForOffset(slot, offset);
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}
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// Standard close-side advance: prev becomes currA/B, currA/B become the new sample.
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slot.prevA = slot.currA;
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slot.prevB = slot.currB;
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slot.currA = aValue;
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slot.currB = bValue;
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slot.outBuffer.append(detect(slot.prevA, slot.prevB, slot.currA, slot.currB));
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return viewForOffset(slot, offset);
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}
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//# sourceMappingURL=crossover.js.map
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{"version":3,"file":"crossover.js","sourceRoot":"","sources":["../../src/ta/crossover.ts"],"names":[],"mappings":"AAAA,+DAA+D;AAC/D,+DAA+D;AAC/D,EAAE;AACF,4DAA4D;AAC5D,sDAAsD;AACtD,qEAAqE;AACrE,4CAA4C;AAI5C,OAAO,EAAE,UAAU,EAAE,MAAM,kBAAkB,CAAC;AAC9C,OAAO,EAAE,sBAAsB,EAAuB,MAAM,sBAAsB,CAAC;AACnF,OAAO,EAAE,cAAc,EAAE,qBAAqB,EAAE,MAAM,kBAAkB,CAAC;AACzE,OAAO,EAAuB,eAAe,EAAE,MAAM,sBAAsB,CAAC;AAgB5E,SAAS,MAAM;IACX,MAAM,GAAG,GAAG,sBAAsB,CAAC,OAAO,CAAC;IAC3C,IAAI,GAAG,KAAK,IAAI,EAAE,CAAC;QACf,MAAM,IAAI,KAAK,CAAC,mDAAmD,CAAC,CAAC;IACzE,CAAC;IACD,OAAO,GAAG,CAAC;AACf,CAAC;AAED,SAAS,QAAQ,CAAC,QAAgB;IAC9B,MAAM,SAAS,GAAG,IAAI,UAAU,CAAU,QAAQ,CAAC,CAAC;IACpD,OAAO;QACH,SAAS;QACT,MAAM,EAAE,cAAc,CAAU,SAAS,CAAoB;QAC7D,KAAK,EAAE,MAAM,CAAC,GAAG;QACjB,KAAK,EAAE,MAAM,CAAC,GAAG;QACjB,KAAK,EAAE,MAAM,CAAC,GAAG;QACjB,KAAK,EAAE,MAAM,CAAC,GAAG;QACjB,WAAW,EAAE,KAAK;QAClB,YAAY,EAAE,IAAI,GAAG,EAAE;KAC1B,CAAC;AACN,CAAC;AAED,SAAS,aAAa,CAAC,IAAe,EAAE,MAAc;IAClD,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,CAAU,IAAI,CAAC,SAAS,EAAE,MAAM,CAAoB,CAAC;QACjF,IAAI,CAAC,YAAY,CAAC,GAAG,CAAC,MAAM,EAAE,IAAI,CAAC,CAAC;IACxC,CAAC;IACD,OAAO,IAAI,CAAC;AAChB,CAAC;AAED,SAAS,MAAM,CAAC,KAAa,EAAE,KAAa,EAAE,KAAa,EAAE,KAAa;IACtE,IACI,CAAC,MAAM,CAAC,QAAQ,CAAC,KAAK,CAAC;QACvB,CAAC,MAAM,CAAC,QAAQ,CAAC,KAAK,CAAC;QACvB,CAAC,MAAM,CAAC,QAAQ,CAAC,KAAK,CAAC;QACvB,CAAC,MAAM,CAAC,QAAQ,CAAC,KAAK,CAAC,EACzB,CAAC;QACC,OAAO,KAAK,CAAC;IACjB,CAAC;IACD,OAAO,KAAK,GAAG,KAAK,IAAI,KAAK,IAAI,KAAK,CAAC;AAC3C,CAAC;AAED;;;;;;;;;;;;;;;;;;;;;;;;GAwBG;AACH,MAAM,UAAU,SAAS,CACrB,MAAc,EACd,CAAiB,EACjB,CAAiB,EACjB,IAAoB;IAEpB,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,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,MAAM,GAAG,eAAe,CAAC,CAAC,CAAC,CAAC;IAClC,MAAM,MAAM,GAAG,eAAe,CAAC,CAAC,CAAC,CAAC;IAClC,MAAM,MAAM,GAAG,IAAI,EAAE,MAAM,IAAI,CAAC,CAAC;IACjC,IAAI,GAAG,CAAC,MAAM,EAAE,CAAC;QACb,MAAM,GAAG,GAAG,MAAM,CAAC,IAAI,CAAC,KAAK,EAAE,IAAI,CAAC,KAAK,EAAE,MAAM,EAAE,MAAM,CAAC,CAAC;QAC3D,IAAI,CAAC,SAAS,CAAC,WAAW,CAAC,GAAG,CAAC,CAAC;QAChC,OAAO,aAAa,CAAC,IAAI,EAAE,MAAM,CAAC,CAAC;IACvC,CAAC;IACD,IAAI,CAAC,IAAI,CAAC,WAAW,EAAE,CAAC;QACpB,IAAI,CAAC,WAAW,GAAG,IAAI,CAAC;QACxB,IAAI,CAAC,KAAK,GAAG,MAAM,CAAC;QACpB,IAAI,CAAC,KAAK,GAAG,MAAM,CAAC;QACpB,IAAI,CAAC,KAAK,GAAG,MAAM,CAAC;QACpB,IAAI,CAAC,KAAK,GAAG,MAAM,CAAC;QACpB,IAAI,CAAC,SAAS,CAAC,MAAM,CAAC,KAAK,CAAC,CAAC;QAC7B,OAAO,aAAa,CAAC,IAAI,EAAE,MAAM,CAAC,CAAC;IACvC,CAAC;IACD,oFAAoF;IACpF,IAAI,CAAC,KAAK,GAAG,IAAI,CAAC,KAAK,CAAC;IACxB,IAAI,CAAC,KAAK,GAAG,IAAI,CAAC,KAAK,CAAC;IACxB,IAAI,CAAC,KAAK,GAAG,MAAM,CAAC;IACpB,IAAI,CAAC,KAAK,GAAG,MAAM,CAAC;IACpB,IAAI,CAAC,SAAS,CAAC,MAAM,CAAC,MAAM,CAAC,IAAI,CAAC,KAAK,EAAE,IAAI,CAAC,KAAK,EAAE,IAAI,CAAC,KAAK,EAAE,IAAI,CAAC,KAAK,CAAC,CAAC,CAAC;IAC9E,OAAO,aAAa,CAAC,IAAI,EAAE,MAAM,CAAC,CAAC;AACvC,CAAC"}
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1
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import type { CrossunderOpts, Series } from "@invinite-org/chartlang-core";
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import { type ScalarOrSeries } from "./lib/sourceValue.js";
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/**
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* `true` exactly at the bar where `a` crosses below `b`: `a.current <
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5
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* b.current && a.prev >= b.prev`. Mirror of {@link crossover}; NaN
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* inputs yield `false`.
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7
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*
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8
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* @formula out[t] = a[t] < b[t] && a[t − 1] ≥ b[t − 1] (else false)
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* @warmup 1
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10
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* @since 0.1
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11
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* @stable
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*
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13
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* `opts.offset` shifts the boolean series so `series.current` returns
|
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14
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* the crossunder detection `offset` bars ago (PLAN.md §9.1).
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15
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*
|
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16
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* @example
|
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17
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* // import { ta } from "@invinite-org/chartlang-runtime";
|
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18
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* // const c = ta.crossunder("slot", fastEma, slowEma);
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* // if (c.current) { ... }
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* // const lagged = ta.crossunder("slot2", fastEma, slowEma, { offset: 1 });
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*/
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export declare function crossunder(slotId: string, a: ScalarOrSeries, b: ScalarOrSeries, opts?: CrossunderOpts): Series<boolean>;
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//# sourceMappingURL=crossunder.d.ts.map
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@@ -0,0 +1 @@
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1
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{"version":3,"file":"crossunder.d.ts","sourceRoot":"","sources":["../../src/ta/crossunder.ts"],"names":[],"mappings":"AAQA,OAAO,KAAK,EAAE,cAAc,EAAE,MAAM,EAAE,MAAM,8BAA8B,CAAC;AAK3E,OAAO,EAAE,KAAK,cAAc,EAAmB,MAAM,sBAAsB,CAAC;AA0D5E;;;;;;;;;;;;;;;;;;GAkBG;AACH,wBAAgB,UAAU,CACtB,MAAM,EAAE,MAAM,EACd,CAAC,EAAE,cAAc,EACjB,CAAC,EAAE,cAAc,EACjB,IAAI,CAAC,EAAE,cAAc,GACtB,MAAM,CAAC,OAAO,CAAC,CA8BjB"}
|