@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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// 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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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.crossunder 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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* `true` exactly at the bar where `a` crosses below `b`: `a.current <
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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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*
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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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* @since 0.1
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* @stable
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*
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* `opts.offset` shifts the boolean series so `series.current` returns
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* the crossunder 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.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 function crossunder(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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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=crossunder.js.map
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|
+
{"version":3,"file":"crossunder.js","sourceRoot":"","sources":["../../src/ta/crossunder.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;AAc5E,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,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;;;;;;;;;;;;;;;;;;GAkBG;AACH,MAAM,UAAU,UAAU,CACtB,MAAc,EACd,CAAiB,EACjB,CAAiB,EACjB,IAAqB;IAErB,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,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"}
|
|
@@ -0,0 +1,25 @@
|
|
|
1
|
+
import type { DemaOpts, Series } from "@invinite-org/chartlang-core";
|
|
2
|
+
import { type ScalarOrSeries } from "./lib/sourceValue.js";
|
|
3
|
+
/**
|
|
4
|
+
* Double Exponential Moving Average — `DEMA = 2·EMA(src) − EMA(EMA(src))`.
|
|
5
|
+
* Composes two EMA sub-slots derived from the parent slot id
|
|
6
|
+
* (`${slotId}/ema1`, `${slotId}/ema2`). The outer EMA reads the inner
|
|
7
|
+
* EMA's `.current` scalar each bar; the parent slot allocates its own
|
|
8
|
+
* `outBuffer + series` because the output is a linear combination of
|
|
9
|
+
* the two sub-slots (not equal to either). Mirrors the MACD / HMA
|
|
10
|
+
* sub-slot pattern.
|
|
11
|
+
*
|
|
12
|
+
* @formula ema1 = EMA(source, length) ;
|
|
13
|
+
* ema2 = EMA(ema1, length) ;
|
|
14
|
+
* out = 2 · ema1 − ema2
|
|
15
|
+
* @warmup 2 · length − 2
|
|
16
|
+
* @since 0.2
|
|
17
|
+
* @stable
|
|
18
|
+
*
|
|
19
|
+
* @example
|
|
20
|
+
* // import { ta } from "@invinite-org/chartlang-core";
|
|
21
|
+
* // const d = ta.dema(bar.close, 20);
|
|
22
|
+
* // plot(d);
|
|
23
|
+
*/
|
|
24
|
+
export declare function dema(slotId: string, source: ScalarOrSeries, length: number, _opts?: DemaOpts): Series<number>;
|
|
25
|
+
//# sourceMappingURL=dema.d.ts.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"dema.d.ts","sourceRoot":"","sources":["../../src/ta/dema.ts"],"names":[],"mappings":"AAYA,OAAO,KAAK,EAAE,QAAQ,EAAE,MAAM,EAAE,MAAM,8BAA8B,CAAC;AAMrE,OAAO,EAAE,KAAK,cAAc,EAAmB,MAAM,sBAAsB,CAAC;AAyB5E;;;;;;;;;;;;;;;;;;;;GAoBG;AACH,wBAAgB,IAAI,CAChB,MAAM,EAAE,MAAM,EACd,MAAM,EAAE,cAAc,EACtB,MAAM,EAAE,MAAM,EACd,KAAK,CAAC,EAAE,QAAQ,GACjB,MAAM,CAAC,MAAM,CAAC,CAiBhB"}
|
package/dist/ta/dema.js
ADDED
|
@@ -0,0 +1,72 @@
|
|
|
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/dema.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. DEMA composes two EMA sub-slots derived from
|
|
11
|
+
// the parent slot id.
|
|
12
|
+
import { Float64RingBuffer } from "../ringBuffer.js";
|
|
13
|
+
import { ACTIVE_RUNTIME_CONTEXT } from "../runtimeContext.js";
|
|
14
|
+
import { makeSeriesView } from "../seriesView.js";
|
|
15
|
+
import { ema } from "./ema.js";
|
|
16
|
+
import { readSourceValue } from "./lib/sourceValue.js";
|
|
17
|
+
function getCtx() {
|
|
18
|
+
const ctx = ACTIVE_RUNTIME_CONTEXT.current;
|
|
19
|
+
if (ctx === null) {
|
|
20
|
+
throw new Error("ta.dema called outside an active script step");
|
|
21
|
+
}
|
|
22
|
+
return ctx;
|
|
23
|
+
}
|
|
24
|
+
function initSlot(length, capacity) {
|
|
25
|
+
const outBuffer = new Float64RingBuffer(capacity);
|
|
26
|
+
return {
|
|
27
|
+
outBuffer,
|
|
28
|
+
series: makeSeriesView(outBuffer),
|
|
29
|
+
length,
|
|
30
|
+
};
|
|
31
|
+
}
|
|
32
|
+
/**
|
|
33
|
+
* Double Exponential Moving Average — `DEMA = 2·EMA(src) − EMA(EMA(src))`.
|
|
34
|
+
* Composes two EMA sub-slots derived from the parent slot id
|
|
35
|
+
* (`${slotId}/ema1`, `${slotId}/ema2`). The outer EMA reads the inner
|
|
36
|
+
* EMA's `.current` scalar each bar; the parent slot allocates its own
|
|
37
|
+
* `outBuffer + series` because the output is a linear combination of
|
|
38
|
+
* the two sub-slots (not equal to either). Mirrors the MACD / HMA
|
|
39
|
+
* sub-slot pattern.
|
|
40
|
+
*
|
|
41
|
+
* @formula ema1 = EMA(source, length) ;
|
|
42
|
+
* ema2 = EMA(ema1, length) ;
|
|
43
|
+
* out = 2 · ema1 − ema2
|
|
44
|
+
* @warmup 2 · length − 2
|
|
45
|
+
* @since 0.2
|
|
46
|
+
* @stable
|
|
47
|
+
*
|
|
48
|
+
* @example
|
|
49
|
+
* // import { ta } from "@invinite-org/chartlang-core";
|
|
50
|
+
* // const d = ta.dema(bar.close, 20);
|
|
51
|
+
* // plot(d);
|
|
52
|
+
*/
|
|
53
|
+
export function dema(slotId, source, length, _opts) {
|
|
54
|
+
const ctx = getCtx();
|
|
55
|
+
const src = readSourceValue(source);
|
|
56
|
+
const ema1Series = ema(`${slotId}/ema1`, src, length);
|
|
57
|
+
const e1 = ema1Series.current;
|
|
58
|
+
const ema2Series = ema(`${slotId}/ema2`, e1, length);
|
|
59
|
+
const e2 = ema2Series.current;
|
|
60
|
+
const value = Number.isFinite(e1) && Number.isFinite(e2) ? 2 * e1 - e2 : Number.NaN;
|
|
61
|
+
let slot = ctx.stream.taSlots.get(slotId);
|
|
62
|
+
if (slot === undefined) {
|
|
63
|
+
slot = initSlot(length, ctx.stream.ohlcv.close.capacity);
|
|
64
|
+
ctx.stream.taSlots.set(slotId, slot);
|
|
65
|
+
}
|
|
66
|
+
if (ctx.isTick)
|
|
67
|
+
slot.outBuffer.replaceHead(value);
|
|
68
|
+
else
|
|
69
|
+
slot.outBuffer.append(value);
|
|
70
|
+
return slot.series;
|
|
71
|
+
}
|
|
72
|
+
//# sourceMappingURL=dema.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"dema.js","sourceRoot":"","sources":["../../src/ta/dema.ts"],"names":[],"mappings":"AAAA,+DAA+D;AAC/D,+DAA+D;AAC/D,EAAE;AACF,uEAAuE;AACvE,mEAAmE;AACnE,0DAA0D;AAC1D,yEAAyE;AACzE,qEAAqE;AACrE,4DAA4D;AAC5D,sEAAsE;AACtE,sBAAsB;AAItB,OAAO,EAAE,iBAAiB,EAAE,MAAM,kBAAkB,CAAC;AACrD,OAAO,EAAE,sBAAsB,EAAuB,MAAM,sBAAsB,CAAC;AACnF,OAAO,EAAE,cAAc,EAAE,MAAM,kBAAkB,CAAC;AAClD,OAAO,EAAE,GAAG,EAAE,MAAM,UAAU,CAAC;AAC/B,OAAO,EAAuB,eAAe,EAAE,MAAM,sBAAsB,CAAC;AAQ5E,SAAS,MAAM;IACX,MAAM,GAAG,GAAG,sBAAsB,CAAC,OAAO,CAAC;IAC3C,IAAI,GAAG,KAAK,IAAI,EAAE,CAAC;QACf,MAAM,IAAI,KAAK,CAAC,8CAA8C,CAAC,CAAC;IACpE,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;KACT,CAAC;AACN,CAAC;AAED;;;;;;;;;;;;;;;;;;;;GAoBG;AACH,MAAM,UAAU,IAAI,CAChB,MAAc,EACd,MAAsB,EACtB,MAAc,EACd,KAAgB;IAEhB,MAAM,GAAG,GAAG,MAAM,EAAE,CAAC;IACrB,MAAM,GAAG,GAAG,eAAe,CAAC,MAAM,CAAC,CAAC;IACpC,MAAM,UAAU,GAAG,GAAG,CAAC,GAAG,MAAM,OAAO,EAAE,GAAG,EAAE,MAAM,CAAC,CAAC;IACtD,MAAM,EAAE,GAAG,UAAU,CAAC,OAAO,CAAC;IAC9B,MAAM,UAAU,GAAG,GAAG,CAAC,GAAG,MAAM,OAAO,EAAE,EAAE,EAAE,MAAM,CAAC,CAAC;IACrD,MAAM,EAAE,GAAG,UAAU,CAAC,OAAO,CAAC;IAC9B,MAAM,KAAK,GAAG,MAAM,CAAC,QAAQ,CAAC,EAAE,CAAC,IAAI,MAAM,CAAC,QAAQ,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,CAAC,GAAG,EAAE,GAAG,EAAE,CAAC,CAAC,CAAC,MAAM,CAAC,GAAG,CAAC;IAEpF,IAAI,IAAI,GAAG,GAAG,CAAC,MAAM,CAAC,OAAO,CAAC,GAAG,CAAC,MAAM,CAAyB,CAAC;IAClE,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,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,IAAI,CAAC,MAAM,CAAC;AACvB,CAAC"}
|
package/dist/ta/dmi.d.ts
ADDED
|
@@ -0,0 +1,36 @@
|
|
|
1
|
+
import type { DmiOpts, DmiResult } from "@invinite-org/chartlang-core";
|
|
2
|
+
/**
|
|
3
|
+
* Wilder's Directional Movement Index — `+DI` / `−DI` pair derived
|
|
4
|
+
* from the Wilder-smoothed `+DM` / `−DM` over the smoothed True
|
|
5
|
+
* Range. Reads `bar.high` / `bar.low` / `bar.close` directly
|
|
6
|
+
* (mirrors Pine's `ta.dmi(length)` — no source param). Both series
|
|
7
|
+
* ∈ [0, 100] when defined; NaN until `length` closed bars have
|
|
8
|
+
* folded into the seed window. The first defined value lands at
|
|
9
|
+
* bar index `length` (counted zero-based — matches the
|
|
10
|
+
* full-recompute reference in `lib/wilderDirectional.ts`).
|
|
11
|
+
*
|
|
12
|
+
* @formula TR[t] = max(high − low, |high − prevClose|, |low − prevClose|) ;
|
|
13
|
+
* upMove = high[t] − high[t−1] ; downMove = low[t−1] − low[t] ;
|
|
14
|
+
* +DM = upMove > downMove && upMove > 0 ? upMove : 0 ;
|
|
15
|
+
* −DM = downMove > upMove && downMove > 0 ? downMove : 0 ;
|
|
16
|
+
* seed at bar `length` = simple sum over the seed window ;
|
|
17
|
+
* smoothed via wilderStep(α = 1/length) thereafter ;
|
|
18
|
+
* +DI = 100 · smoothed+DM / smoothedTR ;
|
|
19
|
+
* −DI = 100 · smoothed−DM / smoothedTR ;
|
|
20
|
+
* DI falls back to 0 when smoothedTR is 0 (matches invinite).
|
|
21
|
+
* @warmup length
|
|
22
|
+
* @since 0.2
|
|
23
|
+
* @stable
|
|
24
|
+
*
|
|
25
|
+
* `opts.offset` shifts both series in lockstep (PLAN.md §9.1) —
|
|
26
|
+
* `series.current` on each output returns the value `offset` bars
|
|
27
|
+
* ago.
|
|
28
|
+
*
|
|
29
|
+
* @example
|
|
30
|
+
* // import { ta } from "@invinite-org/chartlang-runtime";
|
|
31
|
+
* // const d = ta.dmi("slot", 14);
|
|
32
|
+
* // plot(d.plusDi);
|
|
33
|
+
* // plot(d.minusDi);
|
|
34
|
+
*/
|
|
35
|
+
export declare function dmi(slotId: string, length: number, opts?: DmiOpts): DmiResult;
|
|
36
|
+
//# sourceMappingURL=dmi.d.ts.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"dmi.d.ts","sourceRoot":"","sources":["../../src/ta/dmi.ts"],"names":[],"mappings":"AAgBA,OAAO,KAAK,EAAE,OAAO,EAAE,SAAS,EAAE,MAAM,8BAA8B,CAAC;AA8DvE;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;GAgCG;AACH,wBAAgB,GAAG,CAAC,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,IAAI,CAAC,EAAE,OAAO,GAAG,SAAS,CAuB7E"}
|
package/dist/ta/dmi.js
ADDED
|
@@ -0,0 +1,107 @@
|
|
|
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/dmi.ts
|
|
5
|
+
// plus lib/wilder-directional.ts
|
|
6
|
+
// (commit 078f41fe2569d659d5aba726da8bcb5d3e2ced02, © Invinite).
|
|
7
|
+
// Re-licensed MIT for chartlang. See PLAN.md §3.1 for the
|
|
8
|
+
// provenance contract; the math is the reference, the code style is not.
|
|
9
|
+
// Structural choices (callsite-id slot, Series<T> proxy, replaceHead
|
|
10
|
+
// mode) follow chartlang's primitive shape — NOT invinite's
|
|
11
|
+
// IndicatorPlugin shape. DMI reads `bar.high` / `bar.low` / `bar.close`
|
|
12
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+
// directly (mirrors Pine's `ta.dmi(length)` which has no source param)
|
|
13
|
+
// and runs the Wilder +DM / -DM / TR smoothing incrementally via
|
|
14
|
+
// `wilderStep` (the same per-step recurrence the reference
|
|
15
|
+
// `lib/wilderDirectional.ts` uses internally).
|
|
16
|
+
import { Float64RingBuffer } from "../ringBuffer.js";
|
|
17
|
+
import { ACTIVE_RUNTIME_CONTEXT } from "../runtimeContext.js";
|
|
18
|
+
import { makeSeriesView, makeShiftedSeriesView } from "../seriesView.js";
|
|
19
|
+
import { advanceDirectionalClose, initDirectionalState, tickDirectional, } from "./lib/directionalState.js";
|
|
20
|
+
function getCtx() {
|
|
21
|
+
const ctx = ACTIVE_RUNTIME_CONTEXT.current;
|
|
22
|
+
if (ctx === null) {
|
|
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|
+
throw new Error("ta.dmi called outside an active script step");
|
|
24
|
+
}
|
|
25
|
+
return ctx;
|
|
26
|
+
}
|
|
27
|
+
function initSlot(length, capacity) {
|
|
28
|
+
const plusDiBuffer = new Float64RingBuffer(capacity);
|
|
29
|
+
const minusDiBuffer = new Float64RingBuffer(capacity);
|
|
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|
+
return {
|
|
31
|
+
result: Object.freeze({
|
|
32
|
+
plusDi: makeSeriesView(plusDiBuffer),
|
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|
+
minusDi: makeSeriesView(minusDiBuffer),
|
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|
+
}),
|
|
35
|
+
plusDiBuffer,
|
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36
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+
minusDiBuffer,
|
|
37
|
+
dirState: initDirectionalState(length),
|
|
38
|
+
shiftedResults: new Map(),
|
|
39
|
+
};
|
|
40
|
+
}
|
|
41
|
+
function resultForOffset(slot, offset) {
|
|
42
|
+
if (offset === 0)
|
|
43
|
+
return slot.result;
|
|
44
|
+
let cached = slot.shiftedResults.get(offset);
|
|
45
|
+
if (cached === undefined) {
|
|
46
|
+
cached = Object.freeze({
|
|
47
|
+
plusDi: makeShiftedSeriesView(slot.plusDiBuffer, offset),
|
|
48
|
+
minusDi: makeShiftedSeriesView(slot.minusDiBuffer, offset),
|
|
49
|
+
});
|
|
50
|
+
slot.shiftedResults.set(offset, cached);
|
|
51
|
+
}
|
|
52
|
+
return cached;
|
|
53
|
+
}
|
|
54
|
+
/**
|
|
55
|
+
* Wilder's Directional Movement Index — `+DI` / `−DI` pair derived
|
|
56
|
+
* from the Wilder-smoothed `+DM` / `−DM` over the smoothed True
|
|
57
|
+
* Range. Reads `bar.high` / `bar.low` / `bar.close` directly
|
|
58
|
+
* (mirrors Pine's `ta.dmi(length)` — no source param). Both series
|
|
59
|
+
* ∈ [0, 100] when defined; NaN until `length` closed bars have
|
|
60
|
+
* folded into the seed window. The first defined value lands at
|
|
61
|
+
* bar index `length` (counted zero-based — matches the
|
|
62
|
+
* full-recompute reference in `lib/wilderDirectional.ts`).
|
|
63
|
+
*
|
|
64
|
+
* @formula TR[t] = max(high − low, |high − prevClose|, |low − prevClose|) ;
|
|
65
|
+
* upMove = high[t] − high[t−1] ; downMove = low[t−1] − low[t] ;
|
|
66
|
+
* +DM = upMove > downMove && upMove > 0 ? upMove : 0 ;
|
|
67
|
+
* −DM = downMove > upMove && downMove > 0 ? downMove : 0 ;
|
|
68
|
+
* seed at bar `length` = simple sum over the seed window ;
|
|
69
|
+
* smoothed via wilderStep(α = 1/length) thereafter ;
|
|
70
|
+
* +DI = 100 · smoothed+DM / smoothedTR ;
|
|
71
|
+
* −DI = 100 · smoothed−DM / smoothedTR ;
|
|
72
|
+
* DI falls back to 0 when smoothedTR is 0 (matches invinite).
|
|
73
|
+
* @warmup length
|
|
74
|
+
* @since 0.2
|
|
75
|
+
* @stable
|
|
76
|
+
*
|
|
77
|
+
* `opts.offset` shifts both series in lockstep (PLAN.md §9.1) —
|
|
78
|
+
* `series.current` on each output returns the value `offset` bars
|
|
79
|
+
* ago.
|
|
80
|
+
*
|
|
81
|
+
* @example
|
|
82
|
+
* // import { ta } from "@invinite-org/chartlang-runtime";
|
|
83
|
+
* // const d = ta.dmi("slot", 14);
|
|
84
|
+
* // plot(d.plusDi);
|
|
85
|
+
* // plot(d.minusDi);
|
|
86
|
+
*/
|
|
87
|
+
export function dmi(slotId, length, opts) {
|
|
88
|
+
const ctx = getCtx();
|
|
89
|
+
let slot = ctx.stream.taSlots.get(slotId);
|
|
90
|
+
if (slot === undefined) {
|
|
91
|
+
slot = initSlot(length, ctx.stream.ohlcv.close.capacity);
|
|
92
|
+
ctx.stream.taSlots.set(slotId, slot);
|
|
93
|
+
}
|
|
94
|
+
const bar = ctx.stream.bar;
|
|
95
|
+
if (ctx.isTick) {
|
|
96
|
+
const { plusDi, minusDi } = tickDirectional(slot.dirState, bar.high, bar.low, bar.close);
|
|
97
|
+
slot.plusDiBuffer.replaceHead(plusDi);
|
|
98
|
+
slot.minusDiBuffer.replaceHead(minusDi);
|
|
99
|
+
}
|
|
100
|
+
else {
|
|
101
|
+
const { plusDi, minusDi } = advanceDirectionalClose(slot.dirState, bar.high, bar.low, bar.close);
|
|
102
|
+
slot.plusDiBuffer.append(plusDi);
|
|
103
|
+
slot.minusDiBuffer.append(minusDi);
|
|
104
|
+
}
|
|
105
|
+
return resultForOffset(slot, opts?.offset ?? 0);
|
|
106
|
+
}
|
|
107
|
+
//# sourceMappingURL=dmi.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"dmi.js","sourceRoot":"","sources":["../../src/ta/dmi.ts"],"names":[],"mappings":"AAAA,+DAA+D;AAC/D,+DAA+D;AAC/D,EAAE;AACF,sEAAsE;AACtE,mCAAmC;AACnC,mEAAmE;AACnE,0DAA0D;AAC1D,yEAAyE;AACzE,qEAAqE;AACrE,4DAA4D;AAC5D,wEAAwE;AACxE,uEAAuE;AACvE,iEAAiE;AACjE,2DAA2D;AAC3D,+CAA+C;AAI/C,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,EACH,uBAAuB,EAEvB,oBAAoB,EACpB,eAAe,GAClB,MAAM,2BAA2B,CAAC;AAgBnC,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,YAAY,GAAG,IAAI,iBAAiB,CAAC,QAAQ,CAAC,CAAC;IACrD,MAAM,aAAa,GAAG,IAAI,iBAAiB,CAAC,QAAQ,CAAC,CAAC;IACtD,OAAO;QACH,MAAM,EAAE,MAAM,CAAC,MAAM,CAAC;YAClB,MAAM,EAAE,cAAc,CAAS,YAAY,CAAC;YAC5C,OAAO,EAAE,cAAc,CAAS,aAAa,CAAC;SACjD,CAAC;QACF,YAAY;QACZ,aAAa;QACb,QAAQ,EAAE,oBAAoB,CAAC,MAAM,CAAC;QACtC,cAAc,EAAE,IAAI,GAAG,EAAE;KAC5B,CAAC;AACN,CAAC;AAED,SAAS,eAAe,CAAC,IAAa,EAAE,MAAc;IAClD,IAAI,MAAM,KAAK,CAAC;QAAE,OAAO,IAAI,CAAC,MAAM,CAAC;IACrC,IAAI,MAAM,GAAG,IAAI,CAAC,cAAc,CAAC,GAAG,CAAC,MAAM,CAAC,CAAC;IAC7C,IAAI,MAAM,KAAK,SAAS,EAAE,CAAC;QACvB,MAAM,GAAG,MAAM,CAAC,MAAM,CAAC;YACnB,MAAM,EAAE,qBAAqB,CAAS,IAAI,CAAC,YAAY,EAAE,MAAM,CAAC;YAChE,OAAO,EAAE,qBAAqB,CAAS,IAAI,CAAC,aAAa,EAAE,MAAM,CAAC;SACrE,CAAC,CAAC;QACH,IAAI,CAAC,cAAc,CAAC,GAAG,CAAC,MAAM,EAAE,MAAM,CAAC,CAAC;IAC5C,CAAC;IACD,OAAO,MAAM,CAAC;AAClB,CAAC;AAED;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;GAgCG;AACH,MAAM,UAAU,GAAG,CAAC,MAAc,EAAE,MAAc,EAAE,IAAc;IAC9D,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,GAAG,CAAC,MAAM,CAAC,GAAG,CAAC;IAC3B,IAAI,GAAG,CAAC,MAAM,EAAE,CAAC;QACb,MAAM,EAAE,MAAM,EAAE,OAAO,EAAE,GAAG,eAAe,CAAC,IAAI,CAAC,QAAQ,EAAE,GAAG,CAAC,IAAI,EAAE,GAAG,CAAC,GAAG,EAAE,GAAG,CAAC,KAAK,CAAC,CAAC;QACzF,IAAI,CAAC,YAAY,CAAC,WAAW,CAAC,MAAM,CAAC,CAAC;QACtC,IAAI,CAAC,aAAa,CAAC,WAAW,CAAC,OAAO,CAAC,CAAC;IAC5C,CAAC;SAAM,CAAC;QACJ,MAAM,EAAE,MAAM,EAAE,OAAO,EAAE,GAAG,uBAAuB,CAC/C,IAAI,CAAC,QAAQ,EACb,GAAG,CAAC,IAAI,EACR,GAAG,CAAC,GAAG,EACP,GAAG,CAAC,KAAK,CACZ,CAAC;QACF,IAAI,CAAC,YAAY,CAAC,MAAM,CAAC,MAAM,CAAC,CAAC;QACjC,IAAI,CAAC,aAAa,CAAC,MAAM,CAAC,OAAO,CAAC,CAAC;IACvC,CAAC;IACD,OAAO,eAAe,CAAC,IAAI,EAAE,IAAI,EAAE,MAAM,IAAI,CAAC,CAAC,CAAC;AACpD,CAAC"}
|
|
@@ -0,0 +1,29 @@
|
|
|
1
|
+
import type { DonchianOpts, DonchianResult } from "@invinite-org/chartlang-core";
|
|
2
|
+
/**
|
|
3
|
+
* Donchian Channels — overlay volatility indicator. Highest high and
|
|
4
|
+
* lowest low over a fixed `length`-bar window form the upper / lower
|
|
5
|
+
* band; their midpoint is the centerline. Reads `bar.high` /
|
|
6
|
+
* `bar.low` directly (no source param, mirrors Pine). Composes the
|
|
7
|
+
* registered `ta.highest` / `ta.lowest` primitives via sub-slots
|
|
8
|
+
* `${slotId}/highest` and `${slotId}/lowest` — the math equivalent of
|
|
9
|
+
* `lib/donchianMid` but routed through the slot-aware registry so a
|
|
10
|
+
* fix to either primitive flows in for free. Returns a cached
|
|
11
|
+
* `{ upper, middle, lower }` record (same identity every bar). NaN
|
|
12
|
+
* across all outputs while the trailing window is fully unwarmed.
|
|
13
|
+
*
|
|
14
|
+
* @formula upper = highest(bar.high, length) ;
|
|
15
|
+
* lower = lowest(bar.low, length) ;
|
|
16
|
+
* middle = (upper + lower) / 2
|
|
17
|
+
* @warmup length − 1
|
|
18
|
+
* @since 0.2
|
|
19
|
+
* @stable
|
|
20
|
+
*
|
|
21
|
+
* @example
|
|
22
|
+
* // import { ta } from "@invinite-org/chartlang-core";
|
|
23
|
+
* // const d = ta.donchian(20);
|
|
24
|
+
* // plot(d.upper);
|
|
25
|
+
* // plot(d.middle);
|
|
26
|
+
* // plot(d.lower);
|
|
27
|
+
*/
|
|
28
|
+
export declare function donchian(slotId: string, length: number, _opts?: DonchianOpts): DonchianResult;
|
|
29
|
+
//# sourceMappingURL=donchian.d.ts.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"donchian.d.ts","sourceRoot":"","sources":["../../src/ta/donchian.ts"],"names":[],"mappings":"AAkBA,OAAO,KAAK,EAAE,YAAY,EAAE,cAAc,EAAE,MAAM,8BAA8B,CAAC;AAmCjF;;;;;;;;;;;;;;;;;;;;;;;;;GAyBG;AACH,wBAAgB,QAAQ,CAAC,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,KAAK,CAAC,EAAE,YAAY,GAAG,cAAc,CAuB7F"}
|
|
@@ -0,0 +1,93 @@
|
|
|
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/donchian.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. Reads `bar.high` / `bar.low` directly (no
|
|
11
|
+
// source param, mirrors Pine's `ta.highest` / `ta.lowest` over the
|
|
12
|
+
// `high` / `low` series). Composes the registered `ta.highest` /
|
|
13
|
+
// `ta.lowest` primitives via sub-slots `${slotId}/highest` and
|
|
14
|
+
// `${slotId}/lowest` — the math equivalent of `lib/donchianMid`
|
|
15
|
+
// (used by `ta.ichimoku` in its full-recompute path) but routed
|
|
16
|
+
// through the slot-aware registry so a fix to either primitive
|
|
17
|
+
// flows in for free.
|
|
18
|
+
import { Float64RingBuffer } from "../ringBuffer.js";
|
|
19
|
+
import { ACTIVE_RUNTIME_CONTEXT } from "../runtimeContext.js";
|
|
20
|
+
import { makeSeriesView } from "../seriesView.js";
|
|
21
|
+
import { highest } from "./highest.js";
|
|
22
|
+
import { lowest } from "./lowest.js";
|
|
23
|
+
function getCtx() {
|
|
24
|
+
const ctx = ACTIVE_RUNTIME_CONTEXT.current;
|
|
25
|
+
if (ctx === null) {
|
|
26
|
+
throw new Error("ta.donchian called outside an active script step");
|
|
27
|
+
}
|
|
28
|
+
return ctx;
|
|
29
|
+
}
|
|
30
|
+
function initSlot(length, capacity) {
|
|
31
|
+
return {
|
|
32
|
+
middleBuffer: new Float64RingBuffer(capacity),
|
|
33
|
+
length,
|
|
34
|
+
outputs: null,
|
|
35
|
+
};
|
|
36
|
+
}
|
|
37
|
+
function middleValue(upper, lower) {
|
|
38
|
+
if (!Number.isFinite(upper) || !Number.isFinite(lower))
|
|
39
|
+
return Number.NaN;
|
|
40
|
+
return (upper + lower) / 2;
|
|
41
|
+
}
|
|
42
|
+
/**
|
|
43
|
+
* Donchian Channels — overlay volatility indicator. Highest high and
|
|
44
|
+
* lowest low over a fixed `length`-bar window form the upper / lower
|
|
45
|
+
* band; their midpoint is the centerline. Reads `bar.high` /
|
|
46
|
+
* `bar.low` directly (no source param, mirrors Pine). Composes the
|
|
47
|
+
* registered `ta.highest` / `ta.lowest` primitives via sub-slots
|
|
48
|
+
* `${slotId}/highest` and `${slotId}/lowest` — the math equivalent of
|
|
49
|
+
* `lib/donchianMid` but routed through the slot-aware registry so a
|
|
50
|
+
* fix to either primitive flows in for free. Returns a cached
|
|
51
|
+
* `{ upper, middle, lower }` record (same identity every bar). NaN
|
|
52
|
+
* across all outputs while the trailing window is fully unwarmed.
|
|
53
|
+
*
|
|
54
|
+
* @formula upper = highest(bar.high, length) ;
|
|
55
|
+
* lower = lowest(bar.low, length) ;
|
|
56
|
+
* middle = (upper + lower) / 2
|
|
57
|
+
* @warmup length − 1
|
|
58
|
+
* @since 0.2
|
|
59
|
+
* @stable
|
|
60
|
+
*
|
|
61
|
+
* @example
|
|
62
|
+
* // import { ta } from "@invinite-org/chartlang-core";
|
|
63
|
+
* // const d = ta.donchian(20);
|
|
64
|
+
* // plot(d.upper);
|
|
65
|
+
* // plot(d.middle);
|
|
66
|
+
* // plot(d.lower);
|
|
67
|
+
*/
|
|
68
|
+
export function donchian(slotId, length, _opts) {
|
|
69
|
+
const ctx = getCtx();
|
|
70
|
+
let slot = ctx.stream.taSlots.get(slotId);
|
|
71
|
+
if (slot === undefined) {
|
|
72
|
+
slot = initSlot(length, ctx.stream.ohlcv.close.capacity);
|
|
73
|
+
ctx.stream.taSlots.set(slotId, slot);
|
|
74
|
+
}
|
|
75
|
+
const upperSeries = highest(`${slotId}/highest`, ctx.stream.bar.high, length);
|
|
76
|
+
const lowerSeries = lowest(`${slotId}/lowest`, ctx.stream.bar.low, length);
|
|
77
|
+
if (slot.outputs === null) {
|
|
78
|
+
slot.outputs = Object.freeze({
|
|
79
|
+
upper: upperSeries,
|
|
80
|
+
middle: makeSeriesView(slot.middleBuffer),
|
|
81
|
+
lower: lowerSeries,
|
|
82
|
+
});
|
|
83
|
+
}
|
|
84
|
+
const value = middleValue(upperSeries.current, lowerSeries.current);
|
|
85
|
+
if (ctx.isTick) {
|
|
86
|
+
slot.middleBuffer.replaceHead(value);
|
|
87
|
+
}
|
|
88
|
+
else {
|
|
89
|
+
slot.middleBuffer.append(value);
|
|
90
|
+
}
|
|
91
|
+
return slot.outputs;
|
|
92
|
+
}
|
|
93
|
+
//# sourceMappingURL=donchian.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"donchian.js","sourceRoot":"","sources":["../../src/ta/donchian.ts"],"names":[],"mappings":"AAAA,+DAA+D;AAC/D,+DAA+D;AAC/D,EAAE;AACF,2EAA2E;AAC3E,mEAAmE;AACnE,0DAA0D;AAC1D,yEAAyE;AACzE,qEAAqE;AACrE,4DAA4D;AAC5D,mEAAmE;AACnE,mEAAmE;AACnE,iEAAiE;AACjE,+DAA+D;AAC/D,gEAAgE;AAChE,gEAAgE;AAChE,+DAA+D;AAC/D,qBAAqB;AAIrB,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,OAAO,EAAE,MAAM,cAAc,CAAC;AACvC,OAAO,EAAE,MAAM,EAAE,MAAM,aAAa,CAAC;AAQrC,SAAS,MAAM;IACX,MAAM,GAAG,GAAG,sBAAsB,CAAC,OAAO,CAAC;IAC3C,IAAI,GAAG,KAAK,IAAI,EAAE,CAAC;QACf,MAAM,IAAI,KAAK,CAAC,kDAAkD,CAAC,CAAC;IACxE,CAAC;IACD,OAAO,GAAG,CAAC;AACf,CAAC;AAED,SAAS,QAAQ,CAAC,MAAc,EAAE,QAAgB;IAC9C,OAAO;QACH,YAAY,EAAE,IAAI,iBAAiB,CAAC,QAAQ,CAAC;QAC7C,MAAM;QACN,OAAO,EAAE,IAAI;KAChB,CAAC;AACN,CAAC;AAED,SAAS,WAAW,CAAC,KAAa,EAAE,KAAa;IAC7C,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,KAAK,CAAC,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,KAAK,CAAC;QAAE,OAAO,MAAM,CAAC,GAAG,CAAC;IAC1E,OAAO,CAAC,KAAK,GAAG,KAAK,CAAC,GAAG,CAAC,CAAC;AAC/B,CAAC;AAED;;;;;;;;;;;;;;;;;;;;;;;;;GAyBG;AACH,MAAM,UAAU,QAAQ,CAAC,MAAc,EAAE,MAAc,EAAE,KAAoB;IACzE,MAAM,GAAG,GAAG,MAAM,EAAE,CAAC;IACrB,IAAI,IAAI,GAAG,GAAG,CAAC,MAAM,CAAC,OAAO,CAAC,GAAG,CAAC,MAAM,CAA6B,CAAC;IACtE,IAAI,IAAI,KAAK,SAAS,EAAE,CAAC;QACrB,IAAI,GAAG,QAAQ,CAAC,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,WAAW,GAAG,OAAO,CAAC,GAAG,MAAM,UAAU,EAAE,GAAG,CAAC,MAAM,CAAC,GAAG,CAAC,IAAI,EAAE,MAAM,CAAC,CAAC;IAC9E,MAAM,WAAW,GAAG,MAAM,CAAC,GAAG,MAAM,SAAS,EAAE,GAAG,CAAC,MAAM,CAAC,GAAG,CAAC,GAAG,EAAE,MAAM,CAAC,CAAC;IAC3E,IAAI,IAAI,CAAC,OAAO,KAAK,IAAI,EAAE,CAAC;QACxB,IAAI,CAAC,OAAO,GAAG,MAAM,CAAC,MAAM,CAAC;YACzB,KAAK,EAAE,WAAW;YAClB,MAAM,EAAE,cAAc,CAAS,IAAI,CAAC,YAAY,CAAC;YACjD,KAAK,EAAE,WAAW;SACrB,CAAC,CAAC;IACP,CAAC;IACD,MAAM,KAAK,GAAG,WAAW,CAAC,WAAW,CAAC,OAAO,EAAE,WAAW,CAAC,OAAO,CAAC,CAAC;IACpE,IAAI,GAAG,CAAC,MAAM,EAAE,CAAC;QACb,IAAI,CAAC,YAAY,CAAC,WAAW,CAAC,KAAK,CAAC,CAAC;IACzC,CAAC;SAAM,CAAC;QACJ,IAAI,CAAC,YAAY,CAAC,MAAM,CAAC,KAAK,CAAC,CAAC;IACpC,CAAC;IACD,OAAO,IAAI,CAAC,OAAO,CAAC;AACxB,CAAC"}
|
package/dist/ta/dpo.d.ts
ADDED
|
@@ -0,0 +1,25 @@
|
|
|
1
|
+
import type { DpoOpts, Series } from "@invinite-org/chartlang-core";
|
|
2
|
+
import { type ScalarOrSeries } from "./lib/sourceValue.js";
|
|
3
|
+
/**
|
|
4
|
+
* Detrended Price Oscillator — strips the SMA trend out of price so
|
|
5
|
+
* the remaining oscillator visualises the short-cycle component.
|
|
6
|
+
* Non-centered (default) mode: `dpo[i] = source[i − displacement]
|
|
7
|
+
* − sma[i]` with `displacement = floor(length / 2) + 1`. Composes
|
|
8
|
+
* `ta.sma(${slotId}/sma, src, length)`; a per-slot source window
|
|
9
|
+
* carries the trailing `displacement + 1` bars so the
|
|
10
|
+
* `source[i − displacement]` lookback is O(1) per close.
|
|
11
|
+
*
|
|
12
|
+
* @formula displacement = floor(length / 2) + 1 ;
|
|
13
|
+
* sma[i] = mean(source[i − length + 1 ..= i]) ;
|
|
14
|
+
* dpo[i] = source[i − displacement] − sma[i]
|
|
15
|
+
* @warmup length
|
|
16
|
+
* @since 0.2
|
|
17
|
+
* @stable
|
|
18
|
+
*
|
|
19
|
+
* @example
|
|
20
|
+
* // import { ta } from "@invinite-org/chartlang-runtime";
|
|
21
|
+
* // const d = ta.dpo("slot", bar.close, 21);
|
|
22
|
+
* // const head = d.current;
|
|
23
|
+
*/
|
|
24
|
+
export declare function dpo(slotId: string, source: ScalarOrSeries, length: number, opts?: DpoOpts): Series<number>;
|
|
25
|
+
//# sourceMappingURL=dpo.d.ts.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"dpo.d.ts","sourceRoot":"","sources":["../../src/ta/dpo.ts"],"names":[],"mappings":"AAwBA,OAAO,KAAK,EAAE,OAAO,EAAE,MAAM,EAAE,MAAM,8BAA8B,CAAC;AAMpE,OAAO,EAAE,KAAK,cAAc,EAAmB,MAAM,sBAAsB,CAAC;AAuD5E;;;;;;;;;;;;;;;;;;;;GAoBG;AACH,wBAAgB,GAAG,CACf,MAAM,EAAE,MAAM,EACd,MAAM,EAAE,cAAc,EACtB,MAAM,EAAE,MAAM,EACd,IAAI,CAAC,EAAE,OAAO,GACf,MAAM,CAAC,MAAM,CAAC,CAmBhB"}
|
package/dist/ta/dpo.js
ADDED
|
@@ -0,0 +1,111 @@
|
|
|
1
|
+
// Copyright (c) 2026 Invinite. Licensed under the MIT License.
|
|
2
|
+
// See the LICENSE file in the repo root for full license text.
|
|
3
|
+
//
|
|
4
|
+
// Ported from invinite/src/components/trading-chart/indicators/dpo.ts
|
|
5
|
+
// (commit 078f41fe2569d659d5aba726da8bcb5d3e2ced02, © Invinite).
|
|
6
|
+
// Re-licensed MIT for chartlang. See PLAN.md §3.1 for the
|
|
7
|
+
// provenance contract; the math is the reference, the code style is not.
|
|
8
|
+
// Structural choices (callsite-id slot, Series<T> proxy, replaceHead
|
|
9
|
+
// mode) follow chartlang's primitive shape. Composition: `ta.sma`
|
|
10
|
+
// over the source via a sub-slot (`${slotId}/sma`); a per-slot
|
|
11
|
+
// `sourceWindow` Float64RingBuffer carries the trailing
|
|
12
|
+
// `displacement + 1` source values for the `src[t − displacement]`
|
|
13
|
+
// lookback.
|
|
14
|
+
//
|
|
15
|
+
// DEVIATION from invinite: only the non-centered (default) render
|
|
16
|
+
// mode is shipped. Invinite's `centered: true` mode emits
|
|
17
|
+
// `dpo[i] = src[i] - sma[i + displacement]`, which depends on the
|
|
18
|
+
// future SMA; chartlang's append-only ring-buffer contract can't
|
|
19
|
+
// backfill earlier emissions when the future SMA confirms, so we'd
|
|
20
|
+
// have to emit centered as NaN at the head until the future SMA
|
|
21
|
+
// lands — the visual would diverge from invinite. The non-centered
|
|
22
|
+
// mode is the TradingView "shifts back to the right to match current
|
|
23
|
+
// price" default, which is what most authors want.
|
|
24
|
+
import { Float64RingBuffer } from "../ringBuffer.js";
|
|
25
|
+
import { ACTIVE_RUNTIME_CONTEXT } from "../runtimeContext.js";
|
|
26
|
+
import { makeSeriesView, makeShiftedSeriesView } from "../seriesView.js";
|
|
27
|
+
import { sma } from "./sma.js";
|
|
28
|
+
import { readSourceValue } from "./lib/sourceValue.js";
|
|
29
|
+
function getCtx() {
|
|
30
|
+
const ctx = ACTIVE_RUNTIME_CONTEXT.current;
|
|
31
|
+
if (ctx === null) {
|
|
32
|
+
throw new Error("ta.dpo called outside an active script step");
|
|
33
|
+
}
|
|
34
|
+
return ctx;
|
|
35
|
+
}
|
|
36
|
+
function initSlot(length, capacity) {
|
|
37
|
+
const displacement = Math.floor(length / 2) + 1;
|
|
38
|
+
const outBuffer = new Float64RingBuffer(capacity);
|
|
39
|
+
return {
|
|
40
|
+
outBuffer,
|
|
41
|
+
series: makeSeriesView(outBuffer),
|
|
42
|
+
length,
|
|
43
|
+
displacement,
|
|
44
|
+
sourceWindow: new Float64RingBuffer(displacement + 1),
|
|
45
|
+
barCount: 0,
|
|
46
|
+
shiftedViews: new Map(),
|
|
47
|
+
};
|
|
48
|
+
}
|
|
49
|
+
function viewForOffset(slot, offset) {
|
|
50
|
+
if (offset === 0)
|
|
51
|
+
return slot.series;
|
|
52
|
+
let view = slot.shiftedViews.get(offset);
|
|
53
|
+
if (view === undefined) {
|
|
54
|
+
view = makeShiftedSeriesView(slot.outBuffer, offset);
|
|
55
|
+
slot.shiftedViews.set(offset, view);
|
|
56
|
+
}
|
|
57
|
+
return view;
|
|
58
|
+
}
|
|
59
|
+
function computeDpo(slot, smaCurrent) {
|
|
60
|
+
if (slot.sourceWindow.length <= slot.displacement)
|
|
61
|
+
return Number.NaN;
|
|
62
|
+
if (!Number.isFinite(smaCurrent))
|
|
63
|
+
return Number.NaN;
|
|
64
|
+
const shifted = slot.sourceWindow.at(slot.displacement);
|
|
65
|
+
if (!Number.isFinite(shifted))
|
|
66
|
+
return Number.NaN;
|
|
67
|
+
return shifted - smaCurrent;
|
|
68
|
+
}
|
|
69
|
+
/**
|
|
70
|
+
* Detrended Price Oscillator — strips the SMA trend out of price so
|
|
71
|
+
* the remaining oscillator visualises the short-cycle component.
|
|
72
|
+
* Non-centered (default) mode: `dpo[i] = source[i − displacement]
|
|
73
|
+
* − sma[i]` with `displacement = floor(length / 2) + 1`. Composes
|
|
74
|
+
* `ta.sma(${slotId}/sma, src, length)`; a per-slot source window
|
|
75
|
+
* carries the trailing `displacement + 1` bars so the
|
|
76
|
+
* `source[i − displacement]` lookback is O(1) per close.
|
|
77
|
+
*
|
|
78
|
+
* @formula displacement = floor(length / 2) + 1 ;
|
|
79
|
+
* sma[i] = mean(source[i − length + 1 ..= i]) ;
|
|
80
|
+
* dpo[i] = source[i − displacement] − sma[i]
|
|
81
|
+
* @warmup length
|
|
82
|
+
* @since 0.2
|
|
83
|
+
* @stable
|
|
84
|
+
*
|
|
85
|
+
* @example
|
|
86
|
+
* // import { ta } from "@invinite-org/chartlang-runtime";
|
|
87
|
+
* // const d = ta.dpo("slot", bar.close, 21);
|
|
88
|
+
* // const head = d.current;
|
|
89
|
+
*/
|
|
90
|
+
export function dpo(slotId, source, length, opts) {
|
|
91
|
+
const ctx = getCtx();
|
|
92
|
+
let slot = ctx.stream.taSlots.get(slotId);
|
|
93
|
+
if (slot === undefined) {
|
|
94
|
+
slot = initSlot(length, ctx.stream.ohlcv.close.capacity);
|
|
95
|
+
ctx.stream.taSlots.set(slotId, slot);
|
|
96
|
+
}
|
|
97
|
+
const src = readSourceValue(source);
|
|
98
|
+
if (ctx.isTick) {
|
|
99
|
+
slot.sourceWindow.replaceHead(src);
|
|
100
|
+
const smaSeries = sma(`${slotId}/sma`, src, length);
|
|
101
|
+
slot.outBuffer.replaceHead(computeDpo(slot, smaSeries.current));
|
|
102
|
+
}
|
|
103
|
+
else {
|
|
104
|
+
slot.sourceWindow.append(src);
|
|
105
|
+
slot.barCount += 1;
|
|
106
|
+
const smaSeries = sma(`${slotId}/sma`, src, length);
|
|
107
|
+
slot.outBuffer.append(computeDpo(slot, smaSeries.current));
|
|
108
|
+
}
|
|
109
|
+
return viewForOffset(slot, opts?.offset ?? 0);
|
|
110
|
+
}
|
|
111
|
+
//# sourceMappingURL=dpo.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"dpo.js","sourceRoot":"","sources":["../../src/ta/dpo.ts"],"names":[],"mappings":"AAAA,+DAA+D;AAC/D,+DAA+D;AAC/D,EAAE;AACF,sEAAsE;AACtE,mEAAmE;AACnE,0DAA0D;AAC1D,yEAAyE;AACzE,qEAAqE;AACrE,kEAAkE;AAClE,+DAA+D;AAC/D,wDAAwD;AACxD,mEAAmE;AACnE,YAAY;AACZ,EAAE;AACF,kEAAkE;AAClE,0DAA0D;AAC1D,kEAAkE;AAClE,iEAAiE;AACjE,mEAAmE;AACnE,gEAAgE;AAChE,mEAAmE;AACnE,qEAAqE;AACrE,mDAAmD;AAInD,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,EAAuB,eAAe,EAAE,MAAM,sBAAsB,CAAC;AAe5E,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,YAAY,GAAG,IAAI,CAAC,KAAK,CAAC,MAAM,GAAG,CAAC,CAAC,GAAG,CAAC,CAAC;IAChD,MAAM,SAAS,GAAG,IAAI,iBAAiB,CAAC,QAAQ,CAAC,CAAC;IAClD,OAAO;QACH,SAAS;QACT,MAAM,EAAE,cAAc,CAAS,SAAS,CAAC;QACzC,MAAM;QACN,YAAY;QACZ,YAAY,EAAE,IAAI,iBAAiB,CAAC,YAAY,GAAG,CAAC,CAAC;QACrD,QAAQ,EAAE,CAAC;QACX,YAAY,EAAE,IAAI,GAAG,EAAE;KAC1B,CAAC;AACN,CAAC;AAED,SAAS,aAAa,CAAC,IAAa,EAAE,MAAc;IAChD,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,UAAU,CAAC,IAAa,EAAE,UAAkB;IACjD,IAAI,IAAI,CAAC,YAAY,CAAC,MAAM,IAAI,IAAI,CAAC,YAAY;QAAE,OAAO,MAAM,CAAC,GAAG,CAAC;IACrE,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,UAAU,CAAC;QAAE,OAAO,MAAM,CAAC,GAAG,CAAC;IACpD,MAAM,OAAO,GAAG,IAAI,CAAC,YAAY,CAAC,EAAE,CAAC,IAAI,CAAC,YAAY,CAAC,CAAC;IACxD,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,OAAO,CAAC;QAAE,OAAO,MAAM,CAAC,GAAG,CAAC;IACjD,OAAO,OAAO,GAAG,UAAU,CAAC;AAChC,CAAC;AAED;;;;;;;;;;;;;;;;;;;;GAoBG;AACH,MAAM,UAAU,GAAG,CACf,MAAc,EACd,MAAsB,EACtB,MAAc,EACd,IAAc;IAEd,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,YAAY,CAAC,WAAW,CAAC,GAAG,CAAC,CAAC;QACnC,MAAM,SAAS,GAAG,GAAG,CAAC,GAAG,MAAM,MAAM,EAAE,GAAG,EAAE,MAAM,CAAC,CAAC;QACpD,IAAI,CAAC,SAAS,CAAC,WAAW,CAAC,UAAU,CAAC,IAAI,EAAE,SAAS,CAAC,OAAO,CAAC,CAAC,CAAC;IACpE,CAAC;SAAM,CAAC;QACJ,IAAI,CAAC,YAAY,CAAC,MAAM,CAAC,GAAG,CAAC,CAAC;QAC9B,IAAI,CAAC,QAAQ,IAAI,CAAC,CAAC;QACnB,MAAM,SAAS,GAAG,GAAG,CAAC,GAAG,MAAM,MAAM,EAAE,GAAG,EAAE,MAAM,CAAC,CAAC;QACpD,IAAI,CAAC,SAAS,CAAC,MAAM,CAAC,UAAU,CAAC,IAAI,EAAE,SAAS,CAAC,OAAO,CAAC,CAAC,CAAC;IAC/D,CAAC;IACD,OAAO,aAAa,CAAC,IAAI,EAAE,IAAI,EAAE,MAAM,IAAI,CAAC,CAAC,CAAC;AAClD,CAAC"}
|