@invinite-org/chartlang-runtime 1.0.2
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/CHANGELOG.md +2690 -0
- package/LICENSE +21 -0
- package/README.md +57 -0
- package/dist/buildComputeContext.d.ts +21 -0
- package/dist/buildComputeContext.d.ts.map +1 -0
- package/dist/buildComputeContext.js +48 -0
- package/dist/buildComputeContext.js.map +1 -0
- package/dist/createScriptRunner.d.ts +111 -0
- package/dist/createScriptRunner.d.ts.map +1 -0
- package/dist/createScriptRunner.js +234 -0
- package/dist/createScriptRunner.js.map +1 -0
- package/dist/emit/alert.d.ts +46 -0
- package/dist/emit/alert.d.ts.map +1 -0
- package/dist/emit/alert.js +71 -0
- package/dist/emit/alert.js.map +1 -0
- package/dist/emit/alertConditionEmission.d.ts +15 -0
- package/dist/emit/alertConditionEmission.d.ts.map +1 -0
- package/dist/emit/alertConditionEmission.js +53 -0
- package/dist/emit/alertConditionEmission.js.map +1 -0
- package/dist/emit/draw/annotations/arrow.d.ts +42 -0
- package/dist/emit/draw/annotations/arrow.d.ts.map +1 -0
- package/dist/emit/draw/annotations/arrow.js +40 -0
- package/dist/emit/draw/annotations/arrow.js.map +1 -0
- package/dist/emit/draw/annotations/arrowMarkDown.d.ts +36 -0
- package/dist/emit/draw/annotations/arrowMarkDown.d.ts.map +1 -0
- package/dist/emit/draw/annotations/arrowMarkDown.js +40 -0
- package/dist/emit/draw/annotations/arrowMarkDown.js.map +1 -0
- package/dist/emit/draw/annotations/arrowMarkUp.d.ts +36 -0
- package/dist/emit/draw/annotations/arrowMarkUp.d.ts.map +1 -0
- package/dist/emit/draw/annotations/arrowMarkUp.js +40 -0
- package/dist/emit/draw/annotations/arrowMarkUp.js.map +1 -0
- package/dist/emit/draw/annotations/arrowMarker.d.ts +40 -0
- package/dist/emit/draw/annotations/arrowMarker.d.ts.map +1 -0
- package/dist/emit/draw/annotations/arrowMarker.js +40 -0
- package/dist/emit/draw/annotations/arrowMarker.js.map +1 -0
- package/dist/emit/draw/annotations/text.d.ts +41 -0
- package/dist/emit/draw/annotations/text.d.ts.map +1 -0
- package/dist/emit/draw/annotations/text.js +44 -0
- package/dist/emit/draw/annotations/text.js.map +1 -0
- package/dist/emit/draw/boxes/circle.d.ts +42 -0
- package/dist/emit/draw/boxes/circle.d.ts.map +1 -0
- package/dist/emit/draw/boxes/circle.js +44 -0
- package/dist/emit/draw/boxes/circle.js.map +1 -0
- package/dist/emit/draw/boxes/ellipse.d.ts +42 -0
- package/dist/emit/draw/boxes/ellipse.d.ts.map +1 -0
- package/dist/emit/draw/boxes/ellipse.js +40 -0
- package/dist/emit/draw/boxes/ellipse.js.map +1 -0
- package/dist/emit/draw/boxes/marker.d.ts +43 -0
- package/dist/emit/draw/boxes/marker.d.ts.map +1 -0
- package/dist/emit/draw/boxes/marker.js +49 -0
- package/dist/emit/draw/boxes/marker.js.map +1 -0
- package/dist/emit/draw/boxes/path.d.ts +43 -0
- package/dist/emit/draw/boxes/path.d.ts.map +1 -0
- package/dist/emit/draw/boxes/path.js +40 -0
- package/dist/emit/draw/boxes/path.js.map +1 -0
- package/dist/emit/draw/boxes/polyline.d.ts +43 -0
- package/dist/emit/draw/boxes/polyline.d.ts.map +1 -0
- package/dist/emit/draw/boxes/polyline.js +40 -0
- package/dist/emit/draw/boxes/polyline.js.map +1 -0
- package/dist/emit/draw/boxes/rectangle.d.ts +40 -0
- package/dist/emit/draw/boxes/rectangle.d.ts.map +1 -0
- package/dist/emit/draw/boxes/rectangle.js +40 -0
- package/dist/emit/draw/boxes/rectangle.js.map +1 -0
- package/dist/emit/draw/boxes/rotatedRectangle.d.ts +45 -0
- package/dist/emit/draw/boxes/rotatedRectangle.d.ts.map +1 -0
- package/dist/emit/draw/boxes/rotatedRectangle.js +40 -0
- package/dist/emit/draw/boxes/rotatedRectangle.js.map +1 -0
- package/dist/emit/draw/boxes/triangle.d.ts +42 -0
- package/dist/emit/draw/boxes/triangle.d.ts.map +1 -0
- package/dist/emit/draw/boxes/triangle.js +40 -0
- package/dist/emit/draw/boxes/triangle.js.map +1 -0
- package/dist/emit/draw/channels/disjointChannel.d.ts +43 -0
- package/dist/emit/draw/channels/disjointChannel.d.ts.map +1 -0
- package/dist/emit/draw/channels/disjointChannel.js +40 -0
- package/dist/emit/draw/channels/disjointChannel.js.map +1 -0
- package/dist/emit/draw/channels/flatTopBottom.d.ts +44 -0
- package/dist/emit/draw/channels/flatTopBottom.d.ts.map +1 -0
- package/dist/emit/draw/channels/flatTopBottom.js +40 -0
- package/dist/emit/draw/channels/flatTopBottom.js.map +1 -0
- package/dist/emit/draw/channels/regressionTrend.d.ts +49 -0
- package/dist/emit/draw/channels/regressionTrend.d.ts.map +1 -0
- package/dist/emit/draw/channels/regressionTrend.js +44 -0
- package/dist/emit/draw/channels/regressionTrend.js.map +1 -0
- package/dist/emit/draw/channels/trendChannel.d.ts +43 -0
- package/dist/emit/draw/channels/trendChannel.d.ts.map +1 -0
- package/dist/emit/draw/channels/trendChannel.js +40 -0
- package/dist/emit/draw/channels/trendChannel.js.map +1 -0
- package/dist/emit/draw/containers/frame.d.ts +42 -0
- package/dist/emit/draw/containers/frame.d.ts.map +1 -0
- package/dist/emit/draw/containers/frame.js +47 -0
- package/dist/emit/draw/containers/frame.js.map +1 -0
- package/dist/emit/draw/containers/group.d.ts +47 -0
- package/dist/emit/draw/containers/group.d.ts.map +1 -0
- package/dist/emit/draw/containers/group.js +44 -0
- package/dist/emit/draw/containers/group.js.map +1 -0
- package/dist/emit/draw/curves/arc.d.ts +44 -0
- package/dist/emit/draw/curves/arc.d.ts.map +1 -0
- package/dist/emit/draw/curves/arc.js +40 -0
- package/dist/emit/draw/curves/arc.js.map +1 -0
- package/dist/emit/draw/curves/brush.d.ts +44 -0
- package/dist/emit/draw/curves/brush.d.ts.map +1 -0
- package/dist/emit/draw/curves/brush.js +43 -0
- package/dist/emit/draw/curves/brush.js.map +1 -0
- package/dist/emit/draw/curves/curve.d.ts +43 -0
- package/dist/emit/draw/curves/curve.d.ts.map +1 -0
- package/dist/emit/draw/curves/curve.js +40 -0
- package/dist/emit/draw/curves/curve.js.map +1 -0
- package/dist/emit/draw/curves/doubleCurve.d.ts +46 -0
- package/dist/emit/draw/curves/doubleCurve.d.ts.map +1 -0
- package/dist/emit/draw/curves/doubleCurve.js +40 -0
- package/dist/emit/draw/curves/doubleCurve.js.map +1 -0
- package/dist/emit/draw/curves/highlighter.d.ts +43 -0
- package/dist/emit/draw/curves/highlighter.d.ts.map +1 -0
- package/dist/emit/draw/curves/highlighter.js +43 -0
- package/dist/emit/draw/curves/highlighter.js.map +1 -0
- package/dist/emit/draw/curves/pen.d.ts +41 -0
- package/dist/emit/draw/curves/pen.d.ts.map +1 -0
- package/dist/emit/draw/curves/pen.js +40 -0
- package/dist/emit/draw/curves/pen.js.map +1 -0
- package/dist/emit/draw/cycles/cyclicLines.d.ts +41 -0
- package/dist/emit/draw/cycles/cyclicLines.d.ts.map +1 -0
- package/dist/emit/draw/cycles/cyclicLines.js +44 -0
- package/dist/emit/draw/cycles/cyclicLines.js.map +1 -0
- package/dist/emit/draw/cycles/sineLine.d.ts +40 -0
- package/dist/emit/draw/cycles/sineLine.d.ts.map +1 -0
- package/dist/emit/draw/cycles/sineLine.js +44 -0
- package/dist/emit/draw/cycles/sineLine.js.map +1 -0
- package/dist/emit/draw/cycles/timeCycles.d.ts +40 -0
- package/dist/emit/draw/cycles/timeCycles.d.ts.map +1 -0
- package/dist/emit/draw/cycles/timeCycles.js +44 -0
- package/dist/emit/draw/cycles/timeCycles.js.map +1 -0
- package/dist/emit/draw/elliott/elliottCorrectionWave.d.ts +39 -0
- package/dist/emit/draw/elliott/elliottCorrectionWave.d.ts.map +1 -0
- package/dist/emit/draw/elliott/elliottCorrectionWave.js +43 -0
- package/dist/emit/draw/elliott/elliottCorrectionWave.js.map +1 -0
- package/dist/emit/draw/elliott/elliottDoubleCombo.d.ts +44 -0
- package/dist/emit/draw/elliott/elliottDoubleCombo.d.ts.map +1 -0
- package/dist/emit/draw/elliott/elliottDoubleCombo.js +43 -0
- package/dist/emit/draw/elliott/elliottDoubleCombo.js.map +1 -0
- package/dist/emit/draw/elliott/elliottImpulseWave.d.ts +42 -0
- package/dist/emit/draw/elliott/elliottImpulseWave.d.ts.map +1 -0
- package/dist/emit/draw/elliott/elliottImpulseWave.js +43 -0
- package/dist/emit/draw/elliott/elliottImpulseWave.js.map +1 -0
- package/dist/emit/draw/elliott/elliottTriangleWave.d.ts +41 -0
- package/dist/emit/draw/elliott/elliottTriangleWave.d.ts.map +1 -0
- package/dist/emit/draw/elliott/elliottTriangleWave.js +43 -0
- package/dist/emit/draw/elliott/elliottTriangleWave.js.map +1 -0
- package/dist/emit/draw/elliott/elliottTripleCombo.d.ts +44 -0
- package/dist/emit/draw/elliott/elliottTripleCombo.d.ts.map +1 -0
- package/dist/emit/draw/elliott/elliottTripleCombo.js +47 -0
- package/dist/emit/draw/elliott/elliottTripleCombo.js.map +1 -0
- package/dist/emit/draw/fibA/fibChannel.d.ts +41 -0
- package/dist/emit/draw/fibA/fibChannel.d.ts.map +1 -0
- package/dist/emit/draw/fibA/fibChannel.js +40 -0
- package/dist/emit/draw/fibA/fibChannel.js.map +1 -0
- package/dist/emit/draw/fibA/fibRetracement.d.ts +40 -0
- package/dist/emit/draw/fibA/fibRetracement.d.ts.map +1 -0
- package/dist/emit/draw/fibA/fibRetracement.js +44 -0
- package/dist/emit/draw/fibA/fibRetracement.js.map +1 -0
- package/dist/emit/draw/fibA/fibTimeZone.d.ts +41 -0
- package/dist/emit/draw/fibA/fibTimeZone.d.ts.map +1 -0
- package/dist/emit/draw/fibA/fibTimeZone.js +44 -0
- package/dist/emit/draw/fibA/fibTimeZone.js.map +1 -0
- package/dist/emit/draw/fibA/fibTrendExtension.d.ts +42 -0
- package/dist/emit/draw/fibA/fibTrendExtension.d.ts.map +1 -0
- package/dist/emit/draw/fibA/fibTrendExtension.js +44 -0
- package/dist/emit/draw/fibA/fibTrendExtension.js.map +1 -0
- package/dist/emit/draw/fibA/fibWedge.d.ts +42 -0
- package/dist/emit/draw/fibA/fibWedge.d.ts.map +1 -0
- package/dist/emit/draw/fibA/fibWedge.js +40 -0
- package/dist/emit/draw/fibA/fibWedge.js.map +1 -0
- package/dist/emit/draw/fibB/fibCircles.d.ts +41 -0
- package/dist/emit/draw/fibB/fibCircles.d.ts.map +1 -0
- package/dist/emit/draw/fibB/fibCircles.js +44 -0
- package/dist/emit/draw/fibB/fibCircles.js.map +1 -0
- package/dist/emit/draw/fibB/fibSpeedArcs.d.ts +39 -0
- package/dist/emit/draw/fibB/fibSpeedArcs.d.ts.map +1 -0
- package/dist/emit/draw/fibB/fibSpeedArcs.js +44 -0
- package/dist/emit/draw/fibB/fibSpeedArcs.js.map +1 -0
- package/dist/emit/draw/fibB/fibSpeedFan.d.ts +39 -0
- package/dist/emit/draw/fibB/fibSpeedFan.d.ts.map +1 -0
- package/dist/emit/draw/fibB/fibSpeedFan.js +44 -0
- package/dist/emit/draw/fibB/fibSpeedFan.js.map +1 -0
- package/dist/emit/draw/fibB/fibSpiral.d.ts +41 -0
- package/dist/emit/draw/fibB/fibSpiral.d.ts.map +1 -0
- package/dist/emit/draw/fibB/fibSpiral.js +44 -0
- package/dist/emit/draw/fibB/fibSpiral.js.map +1 -0
- package/dist/emit/draw/fibB/fibTrendTime.d.ts +45 -0
- package/dist/emit/draw/fibB/fibTrendTime.d.ts.map +1 -0
- package/dist/emit/draw/fibB/fibTrendTime.js +44 -0
- package/dist/emit/draw/fibB/fibTrendTime.js.map +1 -0
- package/dist/emit/draw/gann/gannBox.d.ts +39 -0
- package/dist/emit/draw/gann/gannBox.d.ts.map +1 -0
- package/dist/emit/draw/gann/gannBox.js +44 -0
- package/dist/emit/draw/gann/gannBox.js.map +1 -0
- package/dist/emit/draw/gann/gannFan.d.ts +39 -0
- package/dist/emit/draw/gann/gannFan.d.ts.map +1 -0
- package/dist/emit/draw/gann/gannFan.js +44 -0
- package/dist/emit/draw/gann/gannFan.js.map +1 -0
- package/dist/emit/draw/gann/gannSquare.d.ts +38 -0
- package/dist/emit/draw/gann/gannSquare.d.ts.map +1 -0
- package/dist/emit/draw/gann/gannSquare.js +44 -0
- package/dist/emit/draw/gann/gannSquare.js.map +1 -0
- package/dist/emit/draw/gann/gannSquareFixed.d.ts +35 -0
- package/dist/emit/draw/gann/gannSquareFixed.d.ts.map +1 -0
- package/dist/emit/draw/gann/gannSquareFixed.js +44 -0
- package/dist/emit/draw/gann/gannSquareFixed.js.map +1 -0
- package/dist/emit/draw/handle.d.ts +37 -0
- package/dist/emit/draw/handle.d.ts.map +1 -0
- package/dist/emit/draw/handle.js +118 -0
- package/dist/emit/draw/handle.js.map +1 -0
- package/dist/emit/draw/index.d.ts +5 -0
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- package/dist/emit/draw/index.js.map +1 -0
- package/dist/emit/draw/lines/crossLine.d.ts +37 -0
- package/dist/emit/draw/lines/crossLine.d.ts.map +1 -0
- package/dist/emit/draw/lines/crossLine.js +40 -0
- package/dist/emit/draw/lines/crossLine.js.map +1 -0
- package/dist/emit/draw/lines/horizontalLine.d.ts +33 -0
- package/dist/emit/draw/lines/horizontalLine.d.ts.map +1 -0
- package/dist/emit/draw/lines/horizontalLine.js +40 -0
- package/dist/emit/draw/lines/horizontalLine.js.map +1 -0
- package/dist/emit/draw/lines/horizontalRay.d.ts +36 -0
- package/dist/emit/draw/lines/horizontalRay.d.ts.map +1 -0
- package/dist/emit/draw/lines/horizontalRay.js +40 -0
- package/dist/emit/draw/lines/horizontalRay.js.map +1 -0
- package/dist/emit/draw/lines/line.d.ts +43 -0
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- package/dist/emit/draw/lines/line.js +43 -0
- package/dist/emit/draw/lines/line.js.map +1 -0
- package/dist/emit/draw/lines/trendAngle.d.ts +38 -0
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- package/dist/emit/draw/lines/trendAngle.js.map +1 -0
- package/dist/emit/draw/lines/verticalLine.d.ts +33 -0
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- package/dist/emit/draw/lines/verticalLine.js +40 -0
- package/dist/emit/draw/lines/verticalLine.js.map +1 -0
- package/dist/emit/draw/namespace.d.ts +26 -0
- package/dist/emit/draw/namespace.d.ts.map +1 -0
- package/dist/emit/draw/namespace.js +186 -0
- package/dist/emit/draw/namespace.js.map +1 -0
- package/dist/emit/draw/patterns/abcdPattern.d.ts +40 -0
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- package/dist/emit/draw/patterns/cypherPattern.d.ts +43 -0
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- package/dist/emit/draw/patterns/cypherPattern.js.map +1 -0
- package/dist/emit/draw/patterns/headAndShoulders.d.ts +42 -0
- package/dist/emit/draw/patterns/headAndShoulders.d.ts.map +1 -0
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- package/dist/emit/draw/patterns/threeDrivesPattern.d.ts +43 -0
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- package/dist/emit/draw/patterns/trianglePattern.d.ts +41 -0
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- package/dist/emit/draw/patterns/xabcdPattern.d.ts +41 -0
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- package/dist/emit/draw/pitchforks/pitchfan.d.ts +39 -0
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- package/dist/ta/lib/wmaFloat64.d.ts.map +1 -0
- package/dist/ta/lib/wmaFloat64.js +61 -0
- package/dist/ta/lib/wmaFloat64.js.map +1 -0
- package/dist/ta/lowest.d.ts +20 -0
- package/dist/ta/lowest.d.ts.map +1 -0
- package/dist/ta/lowest.js +113 -0
- package/dist/ta/lowest.js.map +1 -0
- package/dist/ta/lsma.d.ts +31 -0
- package/dist/ta/lsma.d.ts.map +1 -0
- package/dist/ta/lsma.js +127 -0
- package/dist/ta/lsma.js.map +1 -0
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- package/dist/ta/maRibbon.d.ts.map +1 -0
- package/dist/ta/maRibbon.js +125 -0
- package/dist/ta/maRibbon.js.map +1 -0
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- package/dist/ta/macd.d.ts.map +1 -0
- package/dist/ta/macd.js +122 -0
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- package/dist/ta/massIndex.d.ts.map +1 -0
- package/dist/ta/massIndex.js +149 -0
- package/dist/ta/massIndex.js.map +1 -0
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- package/dist/ta/mcginley.d.ts.map +1 -0
- package/dist/ta/mcginley.js +118 -0
- package/dist/ta/mcginley.js.map +1 -0
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- package/dist/ta/median.d.ts.map +1 -0
- package/dist/ta/median.js +112 -0
- package/dist/ta/median.js.map +1 -0
- package/dist/ta/mfi.d.ts +38 -0
- package/dist/ta/mfi.d.ts.map +1 -0
- package/dist/ta/mfi.js +152 -0
- package/dist/ta/mfi.js.map +1 -0
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- package/dist/ta/momentum.d.ts.map +1 -0
- package/dist/ta/momentum.js +46 -0
- package/dist/ta/momentum.js.map +1 -0
- package/dist/ta/netVolume.d.ts +31 -0
- package/dist/ta/netVolume.d.ts.map +1 -0
- package/dist/ta/netVolume.js +118 -0
- package/dist/ta/netVolume.js.map +1 -0
- package/dist/ta/nvi.d.ts +35 -0
- package/dist/ta/nvi.d.ts.map +1 -0
- package/dist/ta/nvi.js +140 -0
- package/dist/ta/nvi.js.map +1 -0
- package/dist/ta/nz.d.ts +17 -0
- package/dist/ta/nz.d.ts.map +1 -0
- package/dist/ta/nz.js +25 -0
- package/dist/ta/nz.js.map +1 -0
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- package/dist/ta/obv.d.ts.map +1 -0
- package/dist/ta/obv.js +109 -0
- package/dist/ta/obv.js.map +1 -0
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- package/dist/ta/persistence.d.ts.map +1 -0
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- package/dist/ta/persistence.js.map +1 -0
- package/dist/ta/pivotsHighLow.d.ts +41 -0
- package/dist/ta/pivotsHighLow.d.ts.map +1 -0
- package/dist/ta/pivotsHighLow.js +191 -0
- package/dist/ta/pivotsHighLow.js.map +1 -0
- package/dist/ta/pivotsStandard.d.ts +46 -0
- package/dist/ta/pivotsStandard.d.ts.map +1 -0
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- package/dist/ta/pivotsStandard.js.map +1 -0
- package/dist/ta/pmo.d.ts +31 -0
- package/dist/ta/pmo.d.ts.map +1 -0
- package/dist/ta/pmo.js +185 -0
- package/dist/ta/pmo.js.map +1 -0
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- package/dist/ta/ppo.d.ts.map +1 -0
- package/dist/ta/ppo.js +130 -0
- package/dist/ta/ppo.js.map +1 -0
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- package/dist/ta/psar.d.ts.map +1 -0
- package/dist/ta/psar.js +283 -0
- package/dist/ta/psar.js.map +1 -0
- package/dist/ta/pvi.d.ts +32 -0
- package/dist/ta/pvi.d.ts.map +1 -0
- package/dist/ta/pvi.js +127 -0
- package/dist/ta/pvi.js.map +1 -0
- package/dist/ta/pvo.d.ts +34 -0
- package/dist/ta/pvo.d.ts.map +1 -0
- package/dist/ta/pvo.js +123 -0
- package/dist/ta/pvo.js.map +1 -0
- package/dist/ta/pvt.d.ts +26 -0
- package/dist/ta/pvt.d.ts.map +1 -0
- package/dist/ta/pvt.js +128 -0
- package/dist/ta/pvt.js.map +1 -0
- package/dist/ta/registry.d.ts +395 -0
- package/dist/ta/registry.d.ts.map +1 -0
- package/dist/ta/registry.js +440 -0
- package/dist/ta/registry.js.map +1 -0
- package/dist/ta/roc.d.ts +19 -0
- package/dist/ta/roc.d.ts.map +1 -0
- package/dist/ta/roc.js +80 -0
- package/dist/ta/roc.js.map +1 -0
- package/dist/ta/rsi.d.ts +28 -0
- package/dist/ta/rsi.d.ts.map +1 -0
- package/dist/ta/rsi.js +166 -0
- package/dist/ta/rsi.js.map +1 -0
- package/dist/ta/rvgi.d.ts +27 -0
- package/dist/ta/rvgi.d.ts.map +1 -0
- package/dist/ta/rvgi.js +139 -0
- package/dist/ta/rvgi.js.map +1 -0
- package/dist/ta/rvi.d.ts +31 -0
- package/dist/ta/rvi.d.ts.map +1 -0
- package/dist/ta/rvi.js +195 -0
- package/dist/ta/rvi.js.map +1 -0
- package/dist/ta/sessionVolumeProfile.d.ts +23 -0
- package/dist/ta/sessionVolumeProfile.d.ts.map +1 -0
- package/dist/ta/sessionVolumeProfile.js +164 -0
- package/dist/ta/sessionVolumeProfile.js.map +1 -0
- package/dist/ta/sma.d.ts +23 -0
- package/dist/ta/sma.d.ts.map +1 -0
- package/dist/ta/sma.js +112 -0
- package/dist/ta/sma.js.map +1 -0
- package/dist/ta/smi.d.ts +41 -0
- package/dist/ta/smi.d.ts.map +1 -0
- package/dist/ta/smi.js +134 -0
- package/dist/ta/smi.js.map +1 -0
- package/dist/ta/smma.d.ts +26 -0
- package/dist/ta/smma.d.ts.map +1 -0
- package/dist/ta/smma.js +105 -0
- package/dist/ta/smma.js.map +1 -0
- package/dist/ta/stdev.d.ts +25 -0
- package/dist/ta/stdev.d.ts.map +1 -0
- package/dist/ta/stdev.js +125 -0
- package/dist/ta/stdev.js.map +1 -0
- package/dist/ta/stoch.d.ts +32 -0
- package/dist/ta/stoch.d.ts.map +1 -0
- package/dist/ta/stoch.js +91 -0
- package/dist/ta/stoch.js.map +1 -0
- package/dist/ta/stochRsi.d.ts +35 -0
- package/dist/ta/stochRsi.d.ts.map +1 -0
- package/dist/ta/stochRsi.js +98 -0
- package/dist/ta/stochRsi.js.map +1 -0
- package/dist/ta/supertrend.d.ts +34 -0
- package/dist/ta/supertrend.d.ts.map +1 -0
- package/dist/ta/supertrend.js +181 -0
- package/dist/ta/supertrend.js.map +1 -0
- package/dist/ta/tema.d.ts +27 -0
- package/dist/ta/tema.d.ts.map +1 -0
- package/dist/ta/tema.js +75 -0
- package/dist/ta/tema.js.map +1 -0
- package/dist/ta/trendStrengthIndex.d.ts +35 -0
- package/dist/ta/trendStrengthIndex.d.ts.map +1 -0
- package/dist/ta/trendStrengthIndex.js +183 -0
- package/dist/ta/trendStrengthIndex.js.map +1 -0
- package/dist/ta/trix.d.ts +34 -0
- package/dist/ta/trix.d.ts.map +1 -0
- package/dist/ta/trix.js +135 -0
- package/dist/ta/trix.js.map +1 -0
- package/dist/ta/tsi.d.ts +37 -0
- package/dist/ta/tsi.d.ts.map +1 -0
- package/dist/ta/tsi.js +127 -0
- package/dist/ta/tsi.js.map +1 -0
- package/dist/ta/ulcerIndex.d.ts +34 -0
- package/dist/ta/ulcerIndex.d.ts.map +1 -0
- package/dist/ta/ulcerIndex.js +120 -0
- package/dist/ta/ulcerIndex.js.map +1 -0
- package/dist/ta/ultimateOsc.d.ts +27 -0
- package/dist/ta/ultimateOsc.d.ts.map +1 -0
- package/dist/ta/ultimateOsc.js +174 -0
- package/dist/ta/ultimateOsc.js.map +1 -0
- package/dist/ta/valuewhen.d.ts +27 -0
- package/dist/ta/valuewhen.d.ts.map +1 -0
- package/dist/ta/valuewhen.js +115 -0
- package/dist/ta/valuewhen.js.map +1 -0
- package/dist/ta/visibleRangeVolumeProfile.d.ts +26 -0
- package/dist/ta/visibleRangeVolumeProfile.d.ts.map +1 -0
- package/dist/ta/visibleRangeVolumeProfile.js +107 -0
- package/dist/ta/visibleRangeVolumeProfile.js.map +1 -0
- package/dist/ta/vol.d.ts +23 -0
- package/dist/ta/vol.d.ts.map +1 -0
- package/dist/ta/vol.js +58 -0
- package/dist/ta/vol.js.map +1 -0
- package/dist/ta/volatilityStop.d.ts +36 -0
- package/dist/ta/volatilityStop.d.ts.map +1 -0
- package/dist/ta/volatilityStop.js +203 -0
- package/dist/ta/volatilityStop.js.map +1 -0
- package/dist/ta/vortex.d.ts +30 -0
- package/dist/ta/vortex.d.ts.map +1 -0
- package/dist/ta/vortex.js +210 -0
- package/dist/ta/vortex.js.map +1 -0
- package/dist/ta/vwap.d.ts +33 -0
- package/dist/ta/vwap.d.ts.map +1 -0
- package/dist/ta/vwap.js +138 -0
- package/dist/ta/vwap.js.map +1 -0
- package/dist/ta/vwma.d.ts +24 -0
- package/dist/ta/vwma.d.ts.map +1 -0
- package/dist/ta/vwma.js +112 -0
- package/dist/ta/vwma.js.map +1 -0
- package/dist/ta/williamsFractal.d.ts +43 -0
- package/dist/ta/williamsFractal.d.ts.map +1 -0
- package/dist/ta/williamsFractal.js +171 -0
- package/dist/ta/williamsFractal.js.map +1 -0
- package/dist/ta/williamsR.d.ts +24 -0
- package/dist/ta/williamsR.d.ts.map +1 -0
- package/dist/ta/williamsR.js +75 -0
- package/dist/ta/williamsR.js.map +1 -0
- package/dist/ta/wma.d.ts +24 -0
- package/dist/ta/wma.d.ts.map +1 -0
- package/dist/ta/wma.js +106 -0
- package/dist/ta/wma.js.map +1 -0
- package/dist/ta/zigZag.d.ts +40 -0
- package/dist/ta/zigZag.d.ts.map +1 -0
- package/dist/ta/zigZag.js +296 -0
- package/dist/ta/zigZag.js.map +1 -0
- package/dist/views/barstateView.d.ts +44 -0
- package/dist/views/barstateView.d.ts.map +1 -0
- package/dist/views/barstateView.js +27 -0
- package/dist/views/barstateView.js.map +1 -0
- package/dist/views/index.d.ts +37 -0
- package/dist/views/index.d.ts.map +1 -0
- package/dist/views/index.js +28 -0
- package/dist/views/index.js.map +1 -0
- package/dist/views/refreshRuntimeViews.d.ts +15 -0
- package/dist/views/refreshRuntimeViews.d.ts.map +1 -0
- package/dist/views/refreshRuntimeViews.js +29 -0
- package/dist/views/refreshRuntimeViews.js.map +1 -0
- package/dist/views/symInfoView.d.ts +42 -0
- package/dist/views/symInfoView.d.ts.map +1 -0
- package/dist/views/symInfoView.js +32 -0
- package/dist/views/symInfoView.js.map +1 -0
- package/dist/views/timeframeView.d.ts +17 -0
- package/dist/views/timeframeView.d.ts.map +1 -0
- package/dist/views/timeframeView.js +47 -0
- package/dist/views/timeframeView.js.map +1 -0
- package/package.json +46 -0
package/dist/ta/ema.d.ts
ADDED
|
@@ -0,0 +1,27 @@
|
|
|
1
|
+
import type { EmaOpts, Series } from "@invinite-org/chartlang-core";
|
|
2
|
+
import { type ScalarOrSeries } from "./lib/sourceValue.js";
|
|
3
|
+
/**
|
|
4
|
+
* Exponential moving average. Recurrence `EMA[t] = α·x[t] + (1 − α)·EMA[t − 1]`
|
|
5
|
+
* with `α = 2 / (length + 1)` after a seed of `simple mean of the first
|
|
6
|
+
* `length` finite source values`. Tick-mode (`onBarTick`) recomputes the
|
|
7
|
+
* head from the previous closed EMA so partial-bar values don't bleed
|
|
8
|
+
* into the next close's recurrence.
|
|
9
|
+
*
|
|
10
|
+
* @formula α = 2 / (length + 1) ;
|
|
11
|
+
* seed at bar length−1 = mean(source[0..length−1]) ;
|
|
12
|
+
* EMA[t] = source[t]·α + EMA[t−1]·(1−α)
|
|
13
|
+
* @warmup length − 1
|
|
14
|
+
* @since 0.1
|
|
15
|
+
* @stable
|
|
16
|
+
*
|
|
17
|
+
* `opts.offset` shifts the returned series so `series.current` reads
|
|
18
|
+
* the value `offset` bars ago (PLAN.md §9.1).
|
|
19
|
+
*
|
|
20
|
+
* @example
|
|
21
|
+
* // import { ta } from "@invinite-org/chartlang-runtime";
|
|
22
|
+
* // const e = ta.ema("slot-id", bar.close, 20);
|
|
23
|
+
* // const head = e.current; // NaN until bar length-1
|
|
24
|
+
* // const projected = ta.ema("slot2", bar.close, 20, { offset: 5 });
|
|
25
|
+
*/
|
|
26
|
+
export declare function ema(slotId: string, source: ScalarOrSeries, length: number, opts?: EmaOpts): Series<number>;
|
|
27
|
+
//# sourceMappingURL=ema.d.ts.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"ema.d.ts","sourceRoot":"","sources":["../../src/ta/ema.ts"],"names":[],"mappings":"AAYA,OAAO,KAAK,EAAE,OAAO,EAAE,MAAM,EAAE,MAAM,8BAA8B,CAAC;AAKpE,OAAO,EAAE,KAAK,cAAc,EAAmB,MAAM,sBAAsB,CAAC;AAiF5E;;;;;;;;;;;;;;;;;;;;;;GAsBG;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,CAWhB"}
|
package/dist/ta/ema.js
ADDED
|
@@ -0,0 +1,116 @@
|
|
|
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/ema.ts
|
|
5
|
+
// plus lib/ema-of-float64.ts
|
|
6
|
+
// (commit d2d1043c1b039f66d2f3674526d303d31cf2f1e0, © 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.
|
|
12
|
+
import { Float64RingBuffer } from "../ringBuffer.js";
|
|
13
|
+
import { ACTIVE_RUNTIME_CONTEXT } from "../runtimeContext.js";
|
|
14
|
+
import { makeSeriesView, makeShiftedSeriesView } from "../seriesView.js";
|
|
15
|
+
import { readSourceValue } from "./lib/sourceValue.js";
|
|
16
|
+
function getCtx() {
|
|
17
|
+
const ctx = ACTIVE_RUNTIME_CONTEXT.current;
|
|
18
|
+
if (ctx === null) {
|
|
19
|
+
throw new Error("ta.ema called outside an active script step");
|
|
20
|
+
}
|
|
21
|
+
return ctx;
|
|
22
|
+
}
|
|
23
|
+
function initSlot(length, capacity) {
|
|
24
|
+
const outBuffer = new Float64RingBuffer(capacity);
|
|
25
|
+
return {
|
|
26
|
+
kind: "ta.ema",
|
|
27
|
+
outBuffer,
|
|
28
|
+
series: makeSeriesView(outBuffer),
|
|
29
|
+
alpha: 2 / (length + 1),
|
|
30
|
+
length,
|
|
31
|
+
seedSum: 0,
|
|
32
|
+
seedCount: 0,
|
|
33
|
+
prevEma: Number.NaN,
|
|
34
|
+
prevClosedEma: Number.NaN,
|
|
35
|
+
shiftedViews: new Map(),
|
|
36
|
+
};
|
|
37
|
+
}
|
|
38
|
+
function viewForOffset(slot, offset) {
|
|
39
|
+
if (offset === 0)
|
|
40
|
+
return slot.series;
|
|
41
|
+
let view = slot.shiftedViews.get(offset);
|
|
42
|
+
if (view === undefined) {
|
|
43
|
+
view = makeShiftedSeriesView(slot.outBuffer, offset);
|
|
44
|
+
slot.shiftedViews.set(offset, view);
|
|
45
|
+
}
|
|
46
|
+
return view;
|
|
47
|
+
}
|
|
48
|
+
function compute(slot, src, isTick) {
|
|
49
|
+
if (!Number.isFinite(src)) {
|
|
50
|
+
return isTick ? slot.prevEma : slot.prevClosedEma;
|
|
51
|
+
}
|
|
52
|
+
if (slot.seedCount < slot.length) {
|
|
53
|
+
if (isTick) {
|
|
54
|
+
const nextSum = slot.seedSum + src;
|
|
55
|
+
const nextCount = slot.seedCount + 1;
|
|
56
|
+
if (nextCount < slot.length)
|
|
57
|
+
return Number.NaN;
|
|
58
|
+
return nextSum / slot.length;
|
|
59
|
+
}
|
|
60
|
+
slot.seedSum += src;
|
|
61
|
+
slot.seedCount += 1;
|
|
62
|
+
if (slot.seedCount < slot.length) {
|
|
63
|
+
slot.prevClosedEma = Number.NaN;
|
|
64
|
+
return Number.NaN;
|
|
65
|
+
}
|
|
66
|
+
const seedValue = slot.seedSum / slot.length;
|
|
67
|
+
slot.prevClosedEma = seedValue;
|
|
68
|
+
slot.prevEma = seedValue;
|
|
69
|
+
return seedValue;
|
|
70
|
+
}
|
|
71
|
+
const prev = slot.prevClosedEma;
|
|
72
|
+
const next = src * slot.alpha + prev * (1 - slot.alpha);
|
|
73
|
+
if (!isTick) {
|
|
74
|
+
slot.prevClosedEma = next;
|
|
75
|
+
slot.prevEma = next;
|
|
76
|
+
}
|
|
77
|
+
return next;
|
|
78
|
+
}
|
|
79
|
+
/**
|
|
80
|
+
* Exponential moving average. Recurrence `EMA[t] = α·x[t] + (1 − α)·EMA[t − 1]`
|
|
81
|
+
* with `α = 2 / (length + 1)` after a seed of `simple mean of the first
|
|
82
|
+
* `length` finite source values`. Tick-mode (`onBarTick`) recomputes the
|
|
83
|
+
* head from the previous closed EMA so partial-bar values don't bleed
|
|
84
|
+
* into the next close's recurrence.
|
|
85
|
+
*
|
|
86
|
+
* @formula α = 2 / (length + 1) ;
|
|
87
|
+
* seed at bar length−1 = mean(source[0..length−1]) ;
|
|
88
|
+
* EMA[t] = source[t]·α + EMA[t−1]·(1−α)
|
|
89
|
+
* @warmup length − 1
|
|
90
|
+
* @since 0.1
|
|
91
|
+
* @stable
|
|
92
|
+
*
|
|
93
|
+
* `opts.offset` shifts the returned series so `series.current` reads
|
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|
+
* the value `offset` bars ago (PLAN.md §9.1).
|
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|
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*
|
|
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|
+
* @example
|
|
97
|
+
* // import { ta } from "@invinite-org/chartlang-runtime";
|
|
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|
+
* // const e = ta.ema("slot-id", bar.close, 20);
|
|
99
|
+
* // const head = e.current; // NaN until bar length-1
|
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|
+
* // const projected = ta.ema("slot2", bar.close, 20, { offset: 5 });
|
|
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|
+
*/
|
|
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|
+
export function ema(slotId, source, length, 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(length, ctx.stream.ohlcv.close.capacity);
|
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ctx.stream.taSlots.set(slotId, slot);
|
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}
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const value = compute(slot, readSourceValue(source), ctx.isTick);
|
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|
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if (ctx.isTick)
|
|
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|
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slot.outBuffer.replaceHead(value);
|
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else
|
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|
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slot.outBuffer.append(value);
|
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|
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return viewForOffset(slot, opts?.offset ?? 0);
|
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|
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}
|
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//# sourceMappingURL=ema.js.map
|
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|
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1
|
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{"version":3,"file":"ema.js","sourceRoot":"","sources":["../../src/ta/ema.ts"],"names":[],"mappings":"AAAA,+DAA+D;AAC/D,+DAA+D;AAC/D,EAAE;AACF,sEAAsE;AACtE,+BAA+B;AAC/B,mEAAmE;AACnE,0DAA0D;AAC1D,yEAAyE;AACzE,qEAAqE;AACrE,4DAA4D;AAC5D,yBAAyB;AAIzB,OAAO,EAAE,iBAAiB,EAAE,MAAM,kBAAkB,CAAC;AACrD,OAAO,EAAE,sBAAsB,EAAuB,MAAM,sBAAsB,CAAC;AACnF,OAAO,EAAE,cAAc,EAAE,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,6CAA6C,CAAC,CAAC;IACnE,CAAC;IACD,OAAO,GAAG,CAAC;AACf,CAAC;AAED,SAAS,QAAQ,CAAC,MAAc,EAAE,QAAgB;IAC9C,MAAM,SAAS,GAAG,IAAI,iBAAiB,CAAC,QAAQ,CAAC,CAAC;IAClD,OAAO;QACH,IAAI,EAAE,QAAQ;QACd,SAAS;QACT,MAAM,EAAE,cAAc,CAAS,SAAS,CAAC;QACzC,KAAK,EAAE,CAAC,GAAG,CAAC,MAAM,GAAG,CAAC,CAAC;QACvB,MAAM;QACN,OAAO,EAAE,CAAC;QACV,SAAS,EAAE,CAAC;QACZ,OAAO,EAAE,MAAM,CAAC,GAAG;QACnB,aAAa,EAAE,MAAM,CAAC,GAAG;QACzB,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,OAAO,CAAC,IAAa,EAAE,GAAW,EAAE,MAAe;IACxD,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,GAAG,CAAC,EAAE,CAAC;QACxB,OAAO,MAAM,CAAC,CAAC,CAAC,IAAI,CAAC,OAAO,CAAC,CAAC,CAAC,IAAI,CAAC,aAAa,CAAC;IACtD,CAAC;IACD,IAAI,IAAI,CAAC,SAAS,GAAG,IAAI,CAAC,MAAM,EAAE,CAAC;QAC/B,IAAI,MAAM,EAAE,CAAC;YACT,MAAM,OAAO,GAAG,IAAI,CAAC,OAAO,GAAG,GAAG,CAAC;YACnC,MAAM,SAAS,GAAG,IAAI,CAAC,SAAS,GAAG,CAAC,CAAC;YACrC,IAAI,SAAS,GAAG,IAAI,CAAC,MAAM;gBAAE,OAAO,MAAM,CAAC,GAAG,CAAC;YAC/C,OAAO,OAAO,GAAG,IAAI,CAAC,MAAM,CAAC;QACjC,CAAC;QACD,IAAI,CAAC,OAAO,IAAI,GAAG,CAAC;QACpB,IAAI,CAAC,SAAS,IAAI,CAAC,CAAC;QACpB,IAAI,IAAI,CAAC,SAAS,GAAG,IAAI,CAAC,MAAM,EAAE,CAAC;YAC/B,IAAI,CAAC,aAAa,GAAG,MAAM,CAAC,GAAG,CAAC;YAChC,OAAO,MAAM,CAAC,GAAG,CAAC;QACtB,CAAC;QACD,MAAM,SAAS,GAAG,IAAI,CAAC,OAAO,GAAG,IAAI,CAAC,MAAM,CAAC;QAC7C,IAAI,CAAC,aAAa,GAAG,SAAS,CAAC;QAC/B,IAAI,CAAC,OAAO,GAAG,SAAS,CAAC;QACzB,OAAO,SAAS,CAAC;IACrB,CAAC;IACD,MAAM,IAAI,GAAG,IAAI,CAAC,aAAa,CAAC;IAChC,MAAM,IAAI,GAAG,GAAG,GAAG,IAAI,CAAC,KAAK,GAAG,IAAI,GAAG,CAAC,CAAC,GAAG,IAAI,CAAC,KAAK,CAAC,CAAC;IACxD,IAAI,CAAC,MAAM,EAAE,CAAC;QACV,IAAI,CAAC,aAAa,GAAG,IAAI,CAAC;QAC1B,IAAI,CAAC,OAAO,GAAG,IAAI,CAAC;IACxB,CAAC;IACD,OAAO,IAAI,CAAC;AAChB,CAAC;AAED;;;;;;;;;;;;;;;;;;;;;;GAsBG;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,KAAK,GAAG,OAAO,CAAC,IAAI,EAAE,eAAe,CAAC,MAAM,CAAC,EAAE,GAAG,CAAC,MAAM,CAAC,CAAC;IACjE,IAAI,GAAG,CAAC,MAAM;QAAE,IAAI,CAAC,SAAS,CAAC,WAAW,CAAC,KAAK,CAAC,CAAC;;QAC7C,IAAI,CAAC,SAAS,CAAC,MAAM,CAAC,KAAK,CAAC,CAAC;IAClC,OAAO,aAAa,CAAC,IAAI,EAAE,IAAI,EAAE,MAAM,IAAI,CAAC,CAAC,CAAC;AAClD,CAAC"}
|
|
@@ -0,0 +1,29 @@
|
|
|
1
|
+
import type { EnvelopeOpts, EnvelopeResult } from "@invinite-org/chartlang-core";
|
|
2
|
+
import { type ScalarOrSeries } from "./lib/sourceValue.js";
|
|
3
|
+
/**
|
|
4
|
+
* Envelope — overlay percent-band envelope around an MA of the
|
|
5
|
+
* script-provided source. Defaults `length = 20`, `percent = 10`,
|
|
6
|
+
* `maType = "sma"` (matches Pine `ta.envelope` defaults). The upper /
|
|
7
|
+
* lower bands are a pure multiplicative offset of the middle MA.
|
|
8
|
+
* Composes the registered MA primitive via sub-slot
|
|
9
|
+
* `${slotId}/<maType>` — fixes to any MA flow in for free. Returns a
|
|
10
|
+
* cached `{ upper, middle, lower }` record (same identity every bar).
|
|
11
|
+
* NaN across all outputs while the MA is unwarmed.
|
|
12
|
+
*
|
|
13
|
+
* @formula middle = MA(source, length, maType) ;
|
|
14
|
+
* upper = middle · (1 + percent / 100) ;
|
|
15
|
+
* lower = middle · (1 − percent / 100)
|
|
16
|
+
* @warmup length − 1
|
|
17
|
+
* @anchors maType
|
|
18
|
+
* @since 0.2
|
|
19
|
+
* @stable
|
|
20
|
+
*
|
|
21
|
+
* @example
|
|
22
|
+
* // import { ta } from "@invinite-org/chartlang-core";
|
|
23
|
+
* // const e = ta.envelope(bar.close);
|
|
24
|
+
* // plot(e.upper);
|
|
25
|
+
* // plot(e.middle);
|
|
26
|
+
* // plot(e.lower);
|
|
27
|
+
*/
|
|
28
|
+
export declare function envelope(slotId: string, source: ScalarOrSeries, opts?: EnvelopeOpts): EnvelopeResult;
|
|
29
|
+
//# sourceMappingURL=envelope.d.ts.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"envelope.d.ts","sourceRoot":"","sources":["../../src/ta/envelope.ts"],"names":[],"mappings":"AAaA,OAAO,KAAK,EACR,YAAY,EACZ,cAAc,EAGjB,MAAM,8BAA8B,CAAC;AAQtC,OAAO,EAAE,KAAK,cAAc,EAAmB,MAAM,sBAAsB,CAAC;AA0D5E;;;;;;;;;;;;;;;;;;;;;;;;GAwBG;AACH,wBAAgB,QAAQ,CACpB,MAAM,EAAE,MAAM,EACd,MAAM,EAAE,cAAc,EACtB,IAAI,CAAC,EAAE,YAAY,GACpB,cAAc,CAsChB"}
|
|
@@ -0,0 +1,119 @@
|
|
|
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/envelope.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. Envelope composes the registered MA primitive
|
|
11
|
+
// (sma / ema / wma / smma) via sub-slot `${slotId}/<maType>` over the
|
|
12
|
+
// script-provided source — so a fix to any MA flows in for free.
|
|
13
|
+
import { Float64RingBuffer } from "../ringBuffer.js";
|
|
14
|
+
import { ACTIVE_RUNTIME_CONTEXT } from "../runtimeContext.js";
|
|
15
|
+
import { makeSeriesView } from "../seriesView.js";
|
|
16
|
+
import { ema } from "./ema.js";
|
|
17
|
+
import { sma } from "./sma.js";
|
|
18
|
+
import { smma } from "./smma.js";
|
|
19
|
+
import { readSourceValue } from "./lib/sourceValue.js";
|
|
20
|
+
import { wma } from "./wma.js";
|
|
21
|
+
const DEFAULT_LENGTH = 20;
|
|
22
|
+
const DEFAULT_PERCENT = 10;
|
|
23
|
+
const DEFAULT_MA_TYPE = "sma";
|
|
24
|
+
function getCtx() {
|
|
25
|
+
const ctx = ACTIVE_RUNTIME_CONTEXT.current;
|
|
26
|
+
if (ctx === null) {
|
|
27
|
+
throw new Error("ta.envelope called outside an active script step");
|
|
28
|
+
}
|
|
29
|
+
return ctx;
|
|
30
|
+
}
|
|
31
|
+
function initSlot(length, percent, maType, capacity) {
|
|
32
|
+
return {
|
|
33
|
+
upperBuffer: new Float64RingBuffer(capacity),
|
|
34
|
+
lowerBuffer: new Float64RingBuffer(capacity),
|
|
35
|
+
length,
|
|
36
|
+
percent,
|
|
37
|
+
maType,
|
|
38
|
+
outputs: null,
|
|
39
|
+
};
|
|
40
|
+
}
|
|
41
|
+
function dispatchMa(maType, subSlotId, source, length) {
|
|
42
|
+
switch (maType) {
|
|
43
|
+
case "sma":
|
|
44
|
+
return sma(subSlotId, source, length);
|
|
45
|
+
case "ema":
|
|
46
|
+
return ema(subSlotId, source, length);
|
|
47
|
+
case "wma":
|
|
48
|
+
return wma(subSlotId, source, length);
|
|
49
|
+
case "smma":
|
|
50
|
+
return smma(subSlotId, source, length);
|
|
51
|
+
}
|
|
52
|
+
}
|
|
53
|
+
/**
|
|
54
|
+
* Envelope — overlay percent-band envelope around an MA of the
|
|
55
|
+
* script-provided source. Defaults `length = 20`, `percent = 10`,
|
|
56
|
+
* `maType = "sma"` (matches Pine `ta.envelope` defaults). The upper /
|
|
57
|
+
* lower bands are a pure multiplicative offset of the middle MA.
|
|
58
|
+
* Composes the registered MA primitive via sub-slot
|
|
59
|
+
* `${slotId}/<maType>` — fixes to any MA flow in for free. Returns a
|
|
60
|
+
* cached `{ upper, middle, lower }` record (same identity every bar).
|
|
61
|
+
* NaN across all outputs while the MA is unwarmed.
|
|
62
|
+
*
|
|
63
|
+
* @formula middle = MA(source, length, maType) ;
|
|
64
|
+
* upper = middle · (1 + percent / 100) ;
|
|
65
|
+
* lower = middle · (1 − percent / 100)
|
|
66
|
+
* @warmup length − 1
|
|
67
|
+
* @anchors maType
|
|
68
|
+
* @since 0.2
|
|
69
|
+
* @stable
|
|
70
|
+
*
|
|
71
|
+
* @example
|
|
72
|
+
* // import { ta } from "@invinite-org/chartlang-core";
|
|
73
|
+
* // const e = ta.envelope(bar.close);
|
|
74
|
+
* // plot(e.upper);
|
|
75
|
+
* // plot(e.middle);
|
|
76
|
+
* // plot(e.lower);
|
|
77
|
+
*/
|
|
78
|
+
export function envelope(slotId, source, opts) {
|
|
79
|
+
const ctx = getCtx();
|
|
80
|
+
const length = opts?.length ?? DEFAULT_LENGTH;
|
|
81
|
+
const percent = opts?.percent ?? DEFAULT_PERCENT;
|
|
82
|
+
const maType = opts?.maType ?? DEFAULT_MA_TYPE;
|
|
83
|
+
let slot = ctx.stream.taSlots.get(slotId);
|
|
84
|
+
if (slot === undefined) {
|
|
85
|
+
slot = initSlot(length, percent, maType, ctx.stream.ohlcv.close.capacity);
|
|
86
|
+
ctx.stream.taSlots.set(slotId, slot);
|
|
87
|
+
}
|
|
88
|
+
const src = readSourceValue(source);
|
|
89
|
+
const middleSeries = dispatchMa(slot.maType, `${slotId}/${slot.maType}`, src, slot.length);
|
|
90
|
+
if (slot.outputs === null) {
|
|
91
|
+
slot.outputs = Object.freeze({
|
|
92
|
+
upper: makeSeriesView(slot.upperBuffer),
|
|
93
|
+
middle: middleSeries,
|
|
94
|
+
lower: makeSeriesView(slot.lowerBuffer),
|
|
95
|
+
});
|
|
96
|
+
}
|
|
97
|
+
const mid = middleSeries.current;
|
|
98
|
+
const factor = slot.percent / 100;
|
|
99
|
+
let upperValue;
|
|
100
|
+
let lowerValue;
|
|
101
|
+
if (Number.isFinite(mid)) {
|
|
102
|
+
upperValue = mid * (1 + factor);
|
|
103
|
+
lowerValue = mid * (1 - factor);
|
|
104
|
+
}
|
|
105
|
+
else {
|
|
106
|
+
upperValue = Number.NaN;
|
|
107
|
+
lowerValue = Number.NaN;
|
|
108
|
+
}
|
|
109
|
+
if (ctx.isTick) {
|
|
110
|
+
slot.upperBuffer.replaceHead(upperValue);
|
|
111
|
+
slot.lowerBuffer.replaceHead(lowerValue);
|
|
112
|
+
}
|
|
113
|
+
else {
|
|
114
|
+
slot.upperBuffer.append(upperValue);
|
|
115
|
+
slot.lowerBuffer.append(lowerValue);
|
|
116
|
+
}
|
|
117
|
+
return slot.outputs;
|
|
118
|
+
}
|
|
119
|
+
//# sourceMappingURL=envelope.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"envelope.js","sourceRoot":"","sources":["../../src/ta/envelope.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,uEAAuE;AACvE,sEAAsE;AACtE,iEAAiE;AASjE,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,EAAE,GAAG,EAAE,MAAM,UAAU,CAAC;AAC/B,OAAO,EAAE,IAAI,EAAE,MAAM,WAAW,CAAC;AACjC,OAAO,EAAuB,eAAe,EAAE,MAAM,sBAAsB,CAAC;AAC5E,OAAO,EAAE,GAAG,EAAE,MAAM,UAAU,CAAC;AAE/B,MAAM,cAAc,GAAG,EAAE,CAAC;AAC1B,MAAM,eAAe,GAAG,EAAE,CAAC;AAC3B,MAAM,eAAe,GAAmB,KAAK,CAAC;AAW9C,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,CACb,MAAc,EACd,OAAe,EACf,MAAsB,EACtB,QAAgB;IAEhB,OAAO;QACH,WAAW,EAAE,IAAI,iBAAiB,CAAC,QAAQ,CAAC;QAC5C,WAAW,EAAE,IAAI,iBAAiB,CAAC,QAAQ,CAAC;QAC5C,MAAM;QACN,OAAO;QACP,MAAM;QACN,OAAO,EAAE,IAAI;KAChB,CAAC;AACN,CAAC;AAED,SAAS,UAAU,CACf,MAAsB,EACtB,SAAiB,EACjB,MAAc,EACd,MAAc;IAEd,QAAQ,MAAM,EAAE,CAAC;QACb,KAAK,KAAK;YACN,OAAO,GAAG,CAAC,SAAS,EAAE,MAAM,EAAE,MAAM,CAAC,CAAC;QAC1C,KAAK,KAAK;YACN,OAAO,GAAG,CAAC,SAAS,EAAE,MAAM,EAAE,MAAM,CAAC,CAAC;QAC1C,KAAK,KAAK;YACN,OAAO,GAAG,CAAC,SAAS,EAAE,MAAM,EAAE,MAAM,CAAC,CAAC;QAC1C,KAAK,MAAM;YACP,OAAO,IAAI,CAAC,SAAS,EAAE,MAAM,EAAE,MAAM,CAAC,CAAC;IAC/C,CAAC;AACL,CAAC;AAED;;;;;;;;;;;;;;;;;;;;;;;;GAwBG;AACH,MAAM,UAAU,QAAQ,CACpB,MAAc,EACd,MAAsB,EACtB,IAAmB;IAEnB,MAAM,GAAG,GAAG,MAAM,EAAE,CAAC;IACrB,MAAM,MAAM,GAAG,IAAI,EAAE,MAAM,IAAI,cAAc,CAAC;IAC9C,MAAM,OAAO,GAAG,IAAI,EAAE,OAAO,IAAI,eAAe,CAAC;IACjD,MAAM,MAAM,GAAG,IAAI,EAAE,MAAM,IAAI,eAAe,CAAC;IAC/C,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,OAAO,EAAE,MAAM,EAAE,GAAG,CAAC,MAAM,CAAC,KAAK,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC;QAC1E,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,MAAM,YAAY,GAAG,UAAU,CAAC,IAAI,CAAC,MAAM,EAAE,GAAG,MAAM,IAAI,IAAI,CAAC,MAAM,EAAE,EAAE,GAAG,EAAE,IAAI,CAAC,MAAM,CAAC,CAAC;IAC3F,IAAI,IAAI,CAAC,OAAO,KAAK,IAAI,EAAE,CAAC;QACxB,IAAI,CAAC,OAAO,GAAG,MAAM,CAAC,MAAM,CAAC;YACzB,KAAK,EAAE,cAAc,CAAS,IAAI,CAAC,WAAW,CAAC;YAC/C,MAAM,EAAE,YAAY;YACpB,KAAK,EAAE,cAAc,CAAS,IAAI,CAAC,WAAW,CAAC;SAClD,CAAC,CAAC;IACP,CAAC;IACD,MAAM,GAAG,GAAG,YAAY,CAAC,OAAO,CAAC;IACjC,MAAM,MAAM,GAAG,IAAI,CAAC,OAAO,GAAG,GAAG,CAAC;IAClC,IAAI,UAAkB,CAAC;IACvB,IAAI,UAAkB,CAAC;IACvB,IAAI,MAAM,CAAC,QAAQ,CAAC,GAAG,CAAC,EAAE,CAAC;QACvB,UAAU,GAAG,GAAG,GAAG,CAAC,CAAC,GAAG,MAAM,CAAC,CAAC;QAChC,UAAU,GAAG,GAAG,GAAG,CAAC,CAAC,GAAG,MAAM,CAAC,CAAC;IACpC,CAAC;SAAM,CAAC;QACJ,UAAU,GAAG,MAAM,CAAC,GAAG,CAAC;QACxB,UAAU,GAAG,MAAM,CAAC,GAAG,CAAC;IAC5B,CAAC;IACD,IAAI,GAAG,CAAC,MAAM,EAAE,CAAC;QACb,IAAI,CAAC,WAAW,CAAC,WAAW,CAAC,UAAU,CAAC,CAAC;QACzC,IAAI,CAAC,WAAW,CAAC,WAAW,CAAC,UAAU,CAAC,CAAC;IAC7C,CAAC;SAAM,CAAC;QACJ,IAAI,CAAC,WAAW,CAAC,MAAM,CAAC,UAAU,CAAC,CAAC;QACpC,IAAI,CAAC,WAAW,CAAC,MAAM,CAAC,UAAU,CAAC,CAAC;IACxC,CAAC;IACD,OAAO,IAAI,CAAC,OAAO,CAAC;AACxB,CAAC"}
|
package/dist/ta/eom.d.ts
ADDED
|
@@ -0,0 +1,35 @@
|
|
|
1
|
+
import type { EomOpts, Series } from "@invinite-org/chartlang-core";
|
|
2
|
+
/**
|
|
3
|
+
* Ease of Movement — `length`-bar SMA of per-bar `(midpointMove) /
|
|
4
|
+
* (boxRatio)` where `midpointMove = mid[t] − mid[t − 1]` and
|
|
5
|
+
* `boxRatio = (volume / divisor) / (high − low)`. Zero-range bars,
|
|
6
|
+
* zero-volume bars, and any NaN input produce a NaN slot in the
|
|
7
|
+
* window; the window SMA propagates NaN — any NaN in the trailing
|
|
8
|
+
* `length` slots forces the output to NaN (forces a clean restart
|
|
9
|
+
* after a flat / NaN bar). The hard-coded divisor matches invinite's
|
|
10
|
+
* default of `10000`.
|
|
11
|
+
*
|
|
12
|
+
* **Tick mode.** Computes the tick's rawEom against the snapshot
|
|
13
|
+
* prevMid, substitutes it for the head slot in the trailing window
|
|
14
|
+
* (`hypSum = sum − headRawEom + tickRawEom`), and emits
|
|
15
|
+
* `hypSum / length` if the window is full AND `hypNanCount === 0`,
|
|
16
|
+
* else NaN. Does NOT mutate the closed window.
|
|
17
|
+
*
|
|
18
|
+
* @formula rawEom[t] = ((high[t] + low[t]) / 2 − (high[t − 1] + low[t − 1]) / 2)
|
|
19
|
+
* / ((volume[t] / 10000) / (high[t] − low[t])) ;
|
|
20
|
+
* eom[t] = SMA(rawEom, length)[t] ;
|
|
21
|
+
* any NaN in the window → NaN
|
|
22
|
+
* @warmup length (first defined output at bar `length`; bar 1 has the
|
|
23
|
+
* first finite rawEom; the window needs `length` such values)
|
|
24
|
+
* @since 0.2
|
|
25
|
+
* @stable
|
|
26
|
+
*
|
|
27
|
+
* `opts.offset` shifts the returned series (PLAN.md §9.1).
|
|
28
|
+
*
|
|
29
|
+
* @example
|
|
30
|
+
* // import { ta, plot } from "@invinite-org/chartlang-core";
|
|
31
|
+
* // const e = ta.eom(14);
|
|
32
|
+
* // plot(e);
|
|
33
|
+
*/
|
|
34
|
+
export declare function eom(slotId: string, length: number, opts?: EomOpts): Series<number>;
|
|
35
|
+
//# sourceMappingURL=eom.d.ts.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"eom.d.ts","sourceRoot":"","sources":["../../src/ta/eom.ts"],"names":[],"mappings":"AAgBA,OAAO,KAAK,EAAE,OAAO,EAAE,MAAM,EAAE,MAAM,8BAA8B,CAAC;AAyGpE;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;GA+BG;AACH,wBAAgB,GAAG,CAAC,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,IAAI,CAAC,EAAE,OAAO,GAAG,MAAM,CAAC,MAAM,CAAC,CAiElF"}
|
package/dist/ta/eom.js
ADDED
|
@@ -0,0 +1,185 @@
|
|
|
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/eom.ts
|
|
5
|
+
// (commit 078f41fe2569d659d5aba726da8bcb5d3e2ced02, © Invinite).
|
|
6
|
+
// Re-licensed MIT for chartlang. See PLAN.md §3.1 for the
|
|
7
|
+
// provenance contract; the math is the reference, the code style is not.
|
|
8
|
+
// Structural choices (callsite-id slot, Series<T> proxy, replaceHead
|
|
9
|
+
// mode) follow chartlang's primitive shape — NOT invinite's
|
|
10
|
+
// IndicatorPlugin shape. The `length`-bar SMA over the raw EOM
|
|
11
|
+
// series is inlined (rather than composed via a `ta.sma` sub-slot)
|
|
12
|
+
// because each per-bar rawEom is a scalar derived from H/L/V + the
|
|
13
|
+
// per-slot `prevMid` state — feeding it through SMA's `Series`-or-
|
|
14
|
+
// scalar surface would be more friction than the trailing-window
|
|
15
|
+
// running sum below.
|
|
16
|
+
import { Float64RingBuffer } from "../ringBuffer.js";
|
|
17
|
+
import { ACTIVE_RUNTIME_CONTEXT } from "../runtimeContext.js";
|
|
18
|
+
import { makeSeriesView, makeShiftedSeriesView } from "../seriesView.js";
|
|
19
|
+
/**
|
|
20
|
+
* Hard-coded divisor matching invinite's default
|
|
21
|
+
* (`indicators/eom.ts:37` ships `divisor: 10000` as the
|
|
22
|
+
* conventional choice). TV's published example uses 100 000 000 and
|
|
23
|
+
* explicitly warns the divisor "should be adjusted based on trading
|
|
24
|
+
* volume" — there is no canonical default. We pin invinite's default;
|
|
25
|
+
* scripts that want a different scale can multiply the output.
|
|
26
|
+
*/
|
|
27
|
+
const DIVISOR = 10000;
|
|
28
|
+
function getCtx() {
|
|
29
|
+
const ctx = ACTIVE_RUNTIME_CONTEXT.current;
|
|
30
|
+
if (ctx === null) {
|
|
31
|
+
throw new Error("ta.eom called outside an active script step");
|
|
32
|
+
}
|
|
33
|
+
return ctx;
|
|
34
|
+
}
|
|
35
|
+
function initSlot(length, capacity) {
|
|
36
|
+
const outBuffer = new Float64RingBuffer(capacity);
|
|
37
|
+
return {
|
|
38
|
+
outBuffer,
|
|
39
|
+
series: makeSeriesView(outBuffer),
|
|
40
|
+
shiftedViews: new Map(),
|
|
41
|
+
length,
|
|
42
|
+
rawEomWindow: new Float64RingBuffer(length),
|
|
43
|
+
sumRawEom: 0,
|
|
44
|
+
nanCount: 0,
|
|
45
|
+
prevMid: Number.NaN,
|
|
46
|
+
prevPrevMid: Number.NaN,
|
|
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 safeVol(volume) {
|
|
60
|
+
return Number.isFinite(volume) ? volume : 0;
|
|
61
|
+
}
|
|
62
|
+
/**
|
|
63
|
+
* Per-bar raw EOM `(midpointMove) / boxRatio`. Returns NaN when the
|
|
64
|
+
* range is zero (no movement, boxRatio undefined), boxRatio is zero
|
|
65
|
+
* (volume-free bar), prevMid is NaN (first bar), or any input is NaN.
|
|
66
|
+
*/
|
|
67
|
+
function rawEomAt(high, low, volume, prevMid) {
|
|
68
|
+
if (!Number.isFinite(high) || !Number.isFinite(low) || !Number.isFinite(prevMid)) {
|
|
69
|
+
return Number.NaN;
|
|
70
|
+
}
|
|
71
|
+
const range = high - low;
|
|
72
|
+
if (range === 0)
|
|
73
|
+
return Number.NaN;
|
|
74
|
+
const boxRatio = safeVol(volume) / DIVISOR / range;
|
|
75
|
+
if (boxRatio === 0)
|
|
76
|
+
return Number.NaN;
|
|
77
|
+
const midpointMove = (high + low) / 2 - prevMid;
|
|
78
|
+
return midpointMove / boxRatio;
|
|
79
|
+
}
|
|
80
|
+
/**
|
|
81
|
+
* Emit the SMA over `rawEomWindow` once it's full AND contains no
|
|
82
|
+
* NaN entries. Pre-warmup OR any NaN in the window → NaN.
|
|
83
|
+
*/
|
|
84
|
+
function emit(slot, ready) {
|
|
85
|
+
if (!ready || slot.nanCount > 0)
|
|
86
|
+
return Number.NaN;
|
|
87
|
+
return slot.sumRawEom / slot.length;
|
|
88
|
+
}
|
|
89
|
+
/**
|
|
90
|
+
* Ease of Movement — `length`-bar SMA of per-bar `(midpointMove) /
|
|
91
|
+
* (boxRatio)` where `midpointMove = mid[t] − mid[t − 1]` and
|
|
92
|
+
* `boxRatio = (volume / divisor) / (high − low)`. Zero-range bars,
|
|
93
|
+
* zero-volume bars, and any NaN input produce a NaN slot in the
|
|
94
|
+
* window; the window SMA propagates NaN — any NaN in the trailing
|
|
95
|
+
* `length` slots forces the output to NaN (forces a clean restart
|
|
96
|
+
* after a flat / NaN bar). The hard-coded divisor matches invinite's
|
|
97
|
+
* default of `10000`.
|
|
98
|
+
*
|
|
99
|
+
* **Tick mode.** Computes the tick's rawEom against the snapshot
|
|
100
|
+
* prevMid, substitutes it for the head slot in the trailing window
|
|
101
|
+
* (`hypSum = sum − headRawEom + tickRawEom`), and emits
|
|
102
|
+
* `hypSum / length` if the window is full AND `hypNanCount === 0`,
|
|
103
|
+
* else NaN. Does NOT mutate the closed window.
|
|
104
|
+
*
|
|
105
|
+
* @formula rawEom[t] = ((high[t] + low[t]) / 2 − (high[t − 1] + low[t − 1]) / 2)
|
|
106
|
+
* / ((volume[t] / 10000) / (high[t] − low[t])) ;
|
|
107
|
+
* eom[t] = SMA(rawEom, length)[t] ;
|
|
108
|
+
* any NaN in the window → NaN
|
|
109
|
+
* @warmup length (first defined output at bar `length`; bar 1 has the
|
|
110
|
+
* first finite rawEom; the window needs `length` such values)
|
|
111
|
+
* @since 0.2
|
|
112
|
+
* @stable
|
|
113
|
+
*
|
|
114
|
+
* `opts.offset` shifts the returned series (PLAN.md §9.1).
|
|
115
|
+
*
|
|
116
|
+
* @example
|
|
117
|
+
* // import { ta, plot } from "@invinite-org/chartlang-core";
|
|
118
|
+
* // const e = ta.eom(14);
|
|
119
|
+
* // plot(e);
|
|
120
|
+
*/
|
|
121
|
+
export function eom(slotId, length, opts) {
|
|
122
|
+
const ctx = getCtx();
|
|
123
|
+
let slot = ctx.stream.taSlots.get(slotId);
|
|
124
|
+
if (slot === undefined) {
|
|
125
|
+
slot = initSlot(length, ctx.stream.ohlcv.close.capacity);
|
|
126
|
+
ctx.stream.taSlots.set(slotId, slot);
|
|
127
|
+
}
|
|
128
|
+
const offset = opts?.offset ?? 0;
|
|
129
|
+
const { high, low, volume } = ctx.stream.bar;
|
|
130
|
+
if (ctx.isTick) {
|
|
131
|
+
// Tick replay against the closed window: recompute the head
|
|
132
|
+
// bar's rawEom against the SAME prevMid the close used (which
|
|
133
|
+
// is the prior bar's midpoint = `prevPrevMid`), substitute it
|
|
134
|
+
// for the head slot in the trailing window without mutating
|
|
135
|
+
// the window. `sumRawEom` + `nanCount` already reflect the
|
|
136
|
+
// post-close state; subtract the current head and add the tick's
|
|
137
|
+
// rawEom. Pre-warmup ticks emit NaN.
|
|
138
|
+
if (slot.rawEomWindow.length < slot.length) {
|
|
139
|
+
slot.outBuffer.replaceHead(Number.NaN);
|
|
140
|
+
return viewForOffset(slot, offset);
|
|
141
|
+
}
|
|
142
|
+
const tickRaw = rawEomAt(high, low, volume, slot.prevPrevMid);
|
|
143
|
+
const headRaw = slot.rawEomWindow.at(0);
|
|
144
|
+
const headWasNaN = !Number.isFinite(headRaw);
|
|
145
|
+
const tickIsNaN = !Number.isFinite(tickRaw);
|
|
146
|
+
const hypNan = slot.nanCount - (headWasNaN ? 1 : 0) + (tickIsNaN ? 1 : 0);
|
|
147
|
+
if (hypNan > 0) {
|
|
148
|
+
slot.outBuffer.replaceHead(Number.NaN);
|
|
149
|
+
return viewForOffset(slot, offset);
|
|
150
|
+
}
|
|
151
|
+
// When we reach here `hypNan === 0`, which guarantees
|
|
152
|
+
// `tickIsNaN === false` (the only way nanCount could decrement
|
|
153
|
+
// is via the head being NaN and the tick being finite). The
|
|
154
|
+
// `headWasNaN ? 0 : headRaw` guards against subtracting a NaN
|
|
155
|
+
// headRaw when the head slot was NaN.
|
|
156
|
+
const hypSum = slot.sumRawEom - (headWasNaN ? 0 : headRaw) + tickRaw;
|
|
157
|
+
slot.outBuffer.replaceHead(hypSum / slot.length);
|
|
158
|
+
return viewForOffset(slot, offset);
|
|
159
|
+
}
|
|
160
|
+
// Close-side: snapshot the bar-before-last's midpoint (so a tick on
|
|
161
|
+
// the new head bar can recompute its rawEom against the same
|
|
162
|
+
// prevMid the close used), then fold the new rawEom into the window.
|
|
163
|
+
slot.prevPrevMid = slot.prevMid;
|
|
164
|
+
const raw = rawEomAt(high, low, volume, slot.prevMid);
|
|
165
|
+
const midpoint = Number.isFinite(high) && Number.isFinite(low) ? (high + low) / 2 : slot.prevMid;
|
|
166
|
+
// Evict the oldest slot if the ring is full.
|
|
167
|
+
if (slot.rawEomWindow.length === slot.length) {
|
|
168
|
+
const oldest = slot.rawEomWindow.at(slot.length - 1);
|
|
169
|
+
if (Number.isFinite(oldest))
|
|
170
|
+
slot.sumRawEom -= oldest;
|
|
171
|
+
else
|
|
172
|
+
slot.nanCount -= 1;
|
|
173
|
+
}
|
|
174
|
+
// Append the new rawEom + update sum / nanCount.
|
|
175
|
+
slot.rawEomWindow.append(raw);
|
|
176
|
+
if (Number.isFinite(raw))
|
|
177
|
+
slot.sumRawEom += raw;
|
|
178
|
+
else
|
|
179
|
+
slot.nanCount += 1;
|
|
180
|
+
slot.prevMid = midpoint;
|
|
181
|
+
const ready = slot.rawEomWindow.length === slot.length;
|
|
182
|
+
slot.outBuffer.append(emit(slot, ready));
|
|
183
|
+
return viewForOffset(slot, offset);
|
|
184
|
+
}
|
|
185
|
+
//# sourceMappingURL=eom.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"eom.js","sourceRoot":"","sources":["../../src/ta/eom.ts"],"names":[],"mappings":"AAAA,+DAA+D;AAC/D,+DAA+D;AAC/D,EAAE;AACF,sEAAsE;AACtE,mEAAmE;AACnE,0DAA0D;AAC1D,yEAAyE;AACzE,qEAAqE;AACrE,4DAA4D;AAC5D,+DAA+D;AAC/D,mEAAmE;AACnE,mEAAmE;AACnE,mEAAmE;AACnE,iEAAiE;AACjE,qBAAqB;AAIrB,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;AAEzE;;;;;;;GAOG;AACH,MAAM,OAAO,GAAG,KAAK,CAAC;AA4BtB,SAAS,MAAM;IACX,MAAM,GAAG,GAAG,sBAAsB,CAAC,OAAO,CAAC;IAC3C,IAAI,GAAG,KAAK,IAAI,EAAE,CAAC;QACf,MAAM,IAAI,KAAK,CAAC,6CAA6C,CAAC,CAAC;IACnE,CAAC;IACD,OAAO,GAAG,CAAC;AACf,CAAC;AAED,SAAS,QAAQ,CAAC,MAAc,EAAE,QAAgB;IAC9C,MAAM,SAAS,GAAG,IAAI,iBAAiB,CAAC,QAAQ,CAAC,CAAC;IAClD,OAAO;QACH,SAAS;QACT,MAAM,EAAE,cAAc,CAAS,SAAS,CAAC;QACzC,YAAY,EAAE,IAAI,GAAG,EAAE;QACvB,MAAM;QACN,YAAY,EAAE,IAAI,iBAAiB,CAAC,MAAM,CAAC;QAC3C,SAAS,EAAE,CAAC;QACZ,QAAQ,EAAE,CAAC;QACX,OAAO,EAAE,MAAM,CAAC,GAAG;QACnB,WAAW,EAAE,MAAM,CAAC,GAAG;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,OAAO,CAAC,MAAc;IAC3B,OAAO,MAAM,CAAC,QAAQ,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC;AAChD,CAAC;AAED;;;;GAIG;AACH,SAAS,QAAQ,CAAC,IAAY,EAAE,GAAW,EAAE,MAAc,EAAE,OAAe;IACxE,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,GAAG,CAAC,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,OAAO,CAAC,EAAE,CAAC;QAC/E,OAAO,MAAM,CAAC,GAAG,CAAC;IACtB,CAAC;IACD,MAAM,KAAK,GAAG,IAAI,GAAG,GAAG,CAAC;IACzB,IAAI,KAAK,KAAK,CAAC;QAAE,OAAO,MAAM,CAAC,GAAG,CAAC;IACnC,MAAM,QAAQ,GAAG,OAAO,CAAC,MAAM,CAAC,GAAG,OAAO,GAAG,KAAK,CAAC;IACnD,IAAI,QAAQ,KAAK,CAAC;QAAE,OAAO,MAAM,CAAC,GAAG,CAAC;IACtC,MAAM,YAAY,GAAG,CAAC,IAAI,GAAG,GAAG,CAAC,GAAG,CAAC,GAAG,OAAO,CAAC;IAChD,OAAO,YAAY,GAAG,QAAQ,CAAC;AACnC,CAAC;AAED;;;GAGG;AACH,SAAS,IAAI,CAAC,IAAa,EAAE,KAAc;IACvC,IAAI,CAAC,KAAK,IAAI,IAAI,CAAC,QAAQ,GAAG,CAAC;QAAE,OAAO,MAAM,CAAC,GAAG,CAAC;IACnD,OAAO,IAAI,CAAC,SAAS,GAAG,IAAI,CAAC,MAAM,CAAC;AACxC,CAAC;AAED;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;GA+BG;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,MAAM,GAAG,IAAI,EAAE,MAAM,IAAI,CAAC,CAAC;IACjC,MAAM,EAAE,IAAI,EAAE,GAAG,EAAE,MAAM,EAAE,GAAG,GAAG,CAAC,MAAM,CAAC,GAAG,CAAC;IAE7C,IAAI,GAAG,CAAC,MAAM,EAAE,CAAC;QACb,4DAA4D;QAC5D,8DAA8D;QAC9D,8DAA8D;QAC9D,4DAA4D;QAC5D,2DAA2D;QAC3D,iEAAiE;QACjE,qCAAqC;QACrC,IAAI,IAAI,CAAC,YAAY,CAAC,MAAM,GAAG,IAAI,CAAC,MAAM,EAAE,CAAC;YACzC,IAAI,CAAC,SAAS,CAAC,WAAW,CAAC,MAAM,CAAC,GAAG,CAAC,CAAC;YACvC,OAAO,aAAa,CAAC,IAAI,EAAE,MAAM,CAAC,CAAC;QACvC,CAAC;QACD,MAAM,OAAO,GAAG,QAAQ,CAAC,IAAI,EAAE,GAAG,EAAE,MAAM,EAAE,IAAI,CAAC,WAAW,CAAC,CAAC;QAC9D,MAAM,OAAO,GAAG,IAAI,CAAC,YAAY,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC;QACxC,MAAM,UAAU,GAAG,CAAC,MAAM,CAAC,QAAQ,CAAC,OAAO,CAAC,CAAC;QAC7C,MAAM,SAAS,GAAG,CAAC,MAAM,CAAC,QAAQ,CAAC,OAAO,CAAC,CAAC;QAC5C,MAAM,MAAM,GAAG,IAAI,CAAC,QAAQ,GAAG,CAAC,UAAU,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,GAAG,CAAC,SAAS,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC;QAC1E,IAAI,MAAM,GAAG,CAAC,EAAE,CAAC;YACb,IAAI,CAAC,SAAS,CAAC,WAAW,CAAC,MAAM,CAAC,GAAG,CAAC,CAAC;YACvC,OAAO,aAAa,CAAC,IAAI,EAAE,MAAM,CAAC,CAAC;QACvC,CAAC;QACD,sDAAsD;QACtD,+DAA+D;QAC/D,4DAA4D;QAC5D,8DAA8D;QAC9D,sCAAsC;QACtC,MAAM,MAAM,GAAG,IAAI,CAAC,SAAS,GAAG,CAAC,UAAU,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,OAAO,CAAC,GAAG,OAAO,CAAC;QACrE,IAAI,CAAC,SAAS,CAAC,WAAW,CAAC,MAAM,GAAG,IAAI,CAAC,MAAM,CAAC,CAAC;QACjD,OAAO,aAAa,CAAC,IAAI,EAAE,MAAM,CAAC,CAAC;IACvC,CAAC;IAED,oEAAoE;IACpE,6DAA6D;IAC7D,qEAAqE;IACrE,IAAI,CAAC,WAAW,GAAG,IAAI,CAAC,OAAO,CAAC;IAEhC,MAAM,GAAG,GAAG,QAAQ,CAAC,IAAI,EAAE,GAAG,EAAE,MAAM,EAAE,IAAI,CAAC,OAAO,CAAC,CAAC;IACtD,MAAM,QAAQ,GACV,MAAM,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAI,MAAM,CAAC,QAAQ,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,CAAC,IAAI,GAAG,GAAG,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,OAAO,CAAC;IAEpF,6CAA6C;IAC7C,IAAI,IAAI,CAAC,YAAY,CAAC,MAAM,KAAK,IAAI,CAAC,MAAM,EAAE,CAAC;QAC3C,MAAM,MAAM,GAAG,IAAI,CAAC,YAAY,CAAC,EAAE,CAAC,IAAI,CAAC,MAAM,GAAG,CAAC,CAAC,CAAC;QACrD,IAAI,MAAM,CAAC,QAAQ,CAAC,MAAM,CAAC;YAAE,IAAI,CAAC,SAAS,IAAI,MAAM,CAAC;;YACjD,IAAI,CAAC,QAAQ,IAAI,CAAC,CAAC;IAC5B,CAAC;IACD,iDAAiD;IACjD,IAAI,CAAC,YAAY,CAAC,MAAM,CAAC,GAAG,CAAC,CAAC;IAC9B,IAAI,MAAM,CAAC,QAAQ,CAAC,GAAG,CAAC;QAAE,IAAI,CAAC,SAAS,IAAI,GAAG,CAAC;;QAC3C,IAAI,CAAC,QAAQ,IAAI,CAAC,CAAC;IACxB,IAAI,CAAC,OAAO,GAAG,QAAQ,CAAC;IAExB,MAAM,KAAK,GAAG,IAAI,CAAC,YAAY,CAAC,MAAM,KAAK,IAAI,CAAC,MAAM,CAAC;IACvD,IAAI,CAAC,SAAS,CAAC,MAAM,CAAC,IAAI,CAAC,IAAI,EAAE,KAAK,CAAC,CAAC,CAAC;IACzC,OAAO,aAAa,CAAC,IAAI,EAAE,MAAM,CAAC,CAAC;AACvC,CAAC"}
|
|
@@ -0,0 +1,33 @@
|
|
|
1
|
+
import type { FisherOpts, FisherResult } from "@invinite-org/chartlang-core";
|
|
2
|
+
/**
|
|
3
|
+
* John Ehlers' Fisher Transform. Normalises the rolling `bar.hl2`
|
|
4
|
+
* midpoint to `[-0.5, 0.5]` over a `length`-bar window, blends with
|
|
5
|
+
* the prior `x` (`0.66·norm + 0.67·prevX`), then applies the Fisher
|
|
6
|
+
* z-transform `0.5·ln((1+x)/(1−x))` with an EMA-style blend against
|
|
7
|
+
* the prior Fisher. Composes `ta.highest` + `ta.lowest` sub-slots over
|
|
8
|
+
* `bar.hl2` (`${slotId}/midHigh` + `${slotId}/midLow`). The clamp /
|
|
9
|
+
* atanh / blend recurrence stays inline (no registry equivalent).
|
|
10
|
+
*
|
|
11
|
+
* The `trigger` output is the prior bar's `fisher` value (1-bar lag);
|
|
12
|
+
* bar 0's `trigger` is NaN. When the recurrence would drive `|x| ≥ 1`
|
|
13
|
+
* (pathological case), emits NaN at `fisher` and holds the recurrence
|
|
14
|
+
* state — diverges from invinite's ±0.999 clamp per task spec.
|
|
15
|
+
*
|
|
16
|
+
* @formula mid = (bar.high + bar.low) / 2 ;
|
|
17
|
+
* normalised = flatRange ? 0 : (mid − ll) / (hh − ll) − 0.5
|
|
18
|
+
* where hh = highest(mid, length), ll = lowest(mid, length) ;
|
|
19
|
+
* x = 0.66 · normalised + 0.67 · prevX ;
|
|
20
|
+
* NaN at fisher if |x| ≥ 1 (recurrence held) ;
|
|
21
|
+
* fisher = 0.5 · ln((1 + x) / (1 − x)) + 0.5 · prevFisher ;
|
|
22
|
+
* trigger[t] = prevFisher (the value of fisher before this close)
|
|
23
|
+
* @warmup length (first defined `fisher` at bar `length - 1`; first defined `trigger` at bar `length`)
|
|
24
|
+
* @since 0.2
|
|
25
|
+
* @stable
|
|
26
|
+
*
|
|
27
|
+
* @example
|
|
28
|
+
* // import { ta } from "@invinite-org/chartlang-runtime";
|
|
29
|
+
* // const f = ta.fisher("slot", 9);
|
|
30
|
+
* // plot(f.fisher); plot(f.trigger);
|
|
31
|
+
*/
|
|
32
|
+
export declare function fisher(slotId: string, length: number, _opts?: FisherOpts): FisherResult;
|
|
33
|
+
//# sourceMappingURL=fisher.d.ts.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"fisher.d.ts","sourceRoot":"","sources":["../../src/ta/fisher.ts"],"names":[],"mappings":"AAoBA,OAAO,KAAK,EAAE,UAAU,EAAE,YAAY,EAAU,MAAM,8BAA8B,CAAC;AAiFrF;;;;;;;;;;;;;;;;;;;;;;;;;;;;;GA6BG;AACH,wBAAgB,MAAM,CAAC,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,KAAK,CAAC,EAAE,UAAU,GAAG,YAAY,CAqEvF"}
|