@invinite-org/chartlang-runtime 1.0.2
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/CHANGELOG.md +2690 -0
- package/LICENSE +21 -0
- package/README.md +57 -0
- package/dist/buildComputeContext.d.ts +21 -0
- package/dist/buildComputeContext.d.ts.map +1 -0
- package/dist/buildComputeContext.js +48 -0
- package/dist/buildComputeContext.js.map +1 -0
- package/dist/createScriptRunner.d.ts +111 -0
- package/dist/createScriptRunner.d.ts.map +1 -0
- package/dist/createScriptRunner.js +234 -0
- package/dist/createScriptRunner.js.map +1 -0
- package/dist/emit/alert.d.ts +46 -0
- package/dist/emit/alert.d.ts.map +1 -0
- package/dist/emit/alert.js +71 -0
- package/dist/emit/alert.js.map +1 -0
- package/dist/emit/alertConditionEmission.d.ts +15 -0
- package/dist/emit/alertConditionEmission.d.ts.map +1 -0
- package/dist/emit/alertConditionEmission.js +53 -0
- package/dist/emit/alertConditionEmission.js.map +1 -0
- package/dist/emit/draw/annotations/arrow.d.ts +42 -0
- package/dist/emit/draw/annotations/arrow.d.ts.map +1 -0
- package/dist/emit/draw/annotations/arrow.js +40 -0
- package/dist/emit/draw/annotations/arrow.js.map +1 -0
- package/dist/emit/draw/annotations/arrowMarkDown.d.ts +36 -0
- package/dist/emit/draw/annotations/arrowMarkDown.d.ts.map +1 -0
- package/dist/emit/draw/annotations/arrowMarkDown.js +40 -0
- package/dist/emit/draw/annotations/arrowMarkDown.js.map +1 -0
- package/dist/emit/draw/annotations/arrowMarkUp.d.ts +36 -0
- package/dist/emit/draw/annotations/arrowMarkUp.d.ts.map +1 -0
- package/dist/emit/draw/annotations/arrowMarkUp.js +40 -0
- package/dist/emit/draw/annotations/arrowMarkUp.js.map +1 -0
- package/dist/emit/draw/annotations/arrowMarker.d.ts +40 -0
- package/dist/emit/draw/annotations/arrowMarker.d.ts.map +1 -0
- package/dist/emit/draw/annotations/arrowMarker.js +40 -0
- package/dist/emit/draw/annotations/arrowMarker.js.map +1 -0
- package/dist/emit/draw/annotations/text.d.ts +41 -0
- package/dist/emit/draw/annotations/text.d.ts.map +1 -0
- package/dist/emit/draw/annotations/text.js +44 -0
- package/dist/emit/draw/annotations/text.js.map +1 -0
- package/dist/emit/draw/boxes/circle.d.ts +42 -0
- package/dist/emit/draw/boxes/circle.d.ts.map +1 -0
- package/dist/emit/draw/boxes/circle.js +44 -0
- package/dist/emit/draw/boxes/circle.js.map +1 -0
- package/dist/emit/draw/boxes/ellipse.d.ts +42 -0
- package/dist/emit/draw/boxes/ellipse.d.ts.map +1 -0
- package/dist/emit/draw/boxes/ellipse.js +40 -0
- package/dist/emit/draw/boxes/ellipse.js.map +1 -0
- package/dist/emit/draw/boxes/marker.d.ts +43 -0
- package/dist/emit/draw/boxes/marker.d.ts.map +1 -0
- package/dist/emit/draw/boxes/marker.js +49 -0
- package/dist/emit/draw/boxes/marker.js.map +1 -0
- package/dist/emit/draw/boxes/path.d.ts +43 -0
- package/dist/emit/draw/boxes/path.d.ts.map +1 -0
- package/dist/emit/draw/boxes/path.js +40 -0
- package/dist/emit/draw/boxes/path.js.map +1 -0
- package/dist/emit/draw/boxes/polyline.d.ts +43 -0
- package/dist/emit/draw/boxes/polyline.d.ts.map +1 -0
- package/dist/emit/draw/boxes/polyline.js +40 -0
- package/dist/emit/draw/boxes/polyline.js.map +1 -0
- package/dist/emit/draw/boxes/rectangle.d.ts +40 -0
- package/dist/emit/draw/boxes/rectangle.d.ts.map +1 -0
- package/dist/emit/draw/boxes/rectangle.js +40 -0
- package/dist/emit/draw/boxes/rectangle.js.map +1 -0
- package/dist/emit/draw/boxes/rotatedRectangle.d.ts +45 -0
- package/dist/emit/draw/boxes/rotatedRectangle.d.ts.map +1 -0
- package/dist/emit/draw/boxes/rotatedRectangle.js +40 -0
- package/dist/emit/draw/boxes/rotatedRectangle.js.map +1 -0
- package/dist/emit/draw/boxes/triangle.d.ts +42 -0
- package/dist/emit/draw/boxes/triangle.d.ts.map +1 -0
- package/dist/emit/draw/boxes/triangle.js +40 -0
- package/dist/emit/draw/boxes/triangle.js.map +1 -0
- package/dist/emit/draw/channels/disjointChannel.d.ts +43 -0
- package/dist/emit/draw/channels/disjointChannel.d.ts.map +1 -0
- package/dist/emit/draw/channels/disjointChannel.js +40 -0
- package/dist/emit/draw/channels/disjointChannel.js.map +1 -0
- package/dist/emit/draw/channels/flatTopBottom.d.ts +44 -0
- package/dist/emit/draw/channels/flatTopBottom.d.ts.map +1 -0
- package/dist/emit/draw/channels/flatTopBottom.js +40 -0
- package/dist/emit/draw/channels/flatTopBottom.js.map +1 -0
- package/dist/emit/draw/channels/regressionTrend.d.ts +49 -0
- package/dist/emit/draw/channels/regressionTrend.d.ts.map +1 -0
- package/dist/emit/draw/channels/regressionTrend.js +44 -0
- package/dist/emit/draw/channels/regressionTrend.js.map +1 -0
- package/dist/emit/draw/channels/trendChannel.d.ts +43 -0
- package/dist/emit/draw/channels/trendChannel.d.ts.map +1 -0
- package/dist/emit/draw/channels/trendChannel.js +40 -0
- package/dist/emit/draw/channels/trendChannel.js.map +1 -0
- package/dist/emit/draw/containers/frame.d.ts +42 -0
- package/dist/emit/draw/containers/frame.d.ts.map +1 -0
- package/dist/emit/draw/containers/frame.js +47 -0
- package/dist/emit/draw/containers/frame.js.map +1 -0
- package/dist/emit/draw/containers/group.d.ts +47 -0
- package/dist/emit/draw/containers/group.d.ts.map +1 -0
- package/dist/emit/draw/containers/group.js +44 -0
- package/dist/emit/draw/containers/group.js.map +1 -0
- package/dist/emit/draw/curves/arc.d.ts +44 -0
- package/dist/emit/draw/curves/arc.d.ts.map +1 -0
- package/dist/emit/draw/curves/arc.js +40 -0
- package/dist/emit/draw/curves/arc.js.map +1 -0
- package/dist/emit/draw/curves/brush.d.ts +44 -0
- package/dist/emit/draw/curves/brush.d.ts.map +1 -0
- package/dist/emit/draw/curves/brush.js +43 -0
- package/dist/emit/draw/curves/brush.js.map +1 -0
- package/dist/emit/draw/curves/curve.d.ts +43 -0
- package/dist/emit/draw/curves/curve.d.ts.map +1 -0
- package/dist/emit/draw/curves/curve.js +40 -0
- package/dist/emit/draw/curves/curve.js.map +1 -0
- package/dist/emit/draw/curves/doubleCurve.d.ts +46 -0
- package/dist/emit/draw/curves/doubleCurve.d.ts.map +1 -0
- package/dist/emit/draw/curves/doubleCurve.js +40 -0
- package/dist/emit/draw/curves/doubleCurve.js.map +1 -0
- package/dist/emit/draw/curves/highlighter.d.ts +43 -0
- package/dist/emit/draw/curves/highlighter.d.ts.map +1 -0
- package/dist/emit/draw/curves/highlighter.js +43 -0
- package/dist/emit/draw/curves/highlighter.js.map +1 -0
- package/dist/emit/draw/curves/pen.d.ts +41 -0
- package/dist/emit/draw/curves/pen.d.ts.map +1 -0
- package/dist/emit/draw/curves/pen.js +40 -0
- package/dist/emit/draw/curves/pen.js.map +1 -0
- package/dist/emit/draw/cycles/cyclicLines.d.ts +41 -0
- package/dist/emit/draw/cycles/cyclicLines.d.ts.map +1 -0
- package/dist/emit/draw/cycles/cyclicLines.js +44 -0
- package/dist/emit/draw/cycles/cyclicLines.js.map +1 -0
- package/dist/emit/draw/cycles/sineLine.d.ts +40 -0
- package/dist/emit/draw/cycles/sineLine.d.ts.map +1 -0
- package/dist/emit/draw/cycles/sineLine.js +44 -0
- package/dist/emit/draw/cycles/sineLine.js.map +1 -0
- package/dist/emit/draw/cycles/timeCycles.d.ts +40 -0
- package/dist/emit/draw/cycles/timeCycles.d.ts.map +1 -0
- package/dist/emit/draw/cycles/timeCycles.js +44 -0
- package/dist/emit/draw/cycles/timeCycles.js.map +1 -0
- package/dist/emit/draw/elliott/elliottCorrectionWave.d.ts +39 -0
- package/dist/emit/draw/elliott/elliottCorrectionWave.d.ts.map +1 -0
- package/dist/emit/draw/elliott/elliottCorrectionWave.js +43 -0
- package/dist/emit/draw/elliott/elliottCorrectionWave.js.map +1 -0
- package/dist/emit/draw/elliott/elliottDoubleCombo.d.ts +44 -0
- package/dist/emit/draw/elliott/elliottDoubleCombo.d.ts.map +1 -0
- package/dist/emit/draw/elliott/elliottDoubleCombo.js +43 -0
- package/dist/emit/draw/elliott/elliottDoubleCombo.js.map +1 -0
- package/dist/emit/draw/elliott/elliottImpulseWave.d.ts +42 -0
- package/dist/emit/draw/elliott/elliottImpulseWave.d.ts.map +1 -0
- package/dist/emit/draw/elliott/elliottImpulseWave.js +43 -0
- package/dist/emit/draw/elliott/elliottImpulseWave.js.map +1 -0
- package/dist/emit/draw/elliott/elliottTriangleWave.d.ts +41 -0
- package/dist/emit/draw/elliott/elliottTriangleWave.d.ts.map +1 -0
- package/dist/emit/draw/elliott/elliottTriangleWave.js +43 -0
- package/dist/emit/draw/elliott/elliottTriangleWave.js.map +1 -0
- package/dist/emit/draw/elliott/elliottTripleCombo.d.ts +44 -0
- package/dist/emit/draw/elliott/elliottTripleCombo.d.ts.map +1 -0
- package/dist/emit/draw/elliott/elliottTripleCombo.js +47 -0
- package/dist/emit/draw/elliott/elliottTripleCombo.js.map +1 -0
- package/dist/emit/draw/fibA/fibChannel.d.ts +41 -0
- package/dist/emit/draw/fibA/fibChannel.d.ts.map +1 -0
- package/dist/emit/draw/fibA/fibChannel.js +40 -0
- package/dist/emit/draw/fibA/fibChannel.js.map +1 -0
- package/dist/emit/draw/fibA/fibRetracement.d.ts +40 -0
- package/dist/emit/draw/fibA/fibRetracement.d.ts.map +1 -0
- package/dist/emit/draw/fibA/fibRetracement.js +44 -0
- package/dist/emit/draw/fibA/fibRetracement.js.map +1 -0
- package/dist/emit/draw/fibA/fibTimeZone.d.ts +41 -0
- package/dist/emit/draw/fibA/fibTimeZone.d.ts.map +1 -0
- package/dist/emit/draw/fibA/fibTimeZone.js +44 -0
- package/dist/emit/draw/fibA/fibTimeZone.js.map +1 -0
- package/dist/emit/draw/fibA/fibTrendExtension.d.ts +42 -0
- package/dist/emit/draw/fibA/fibTrendExtension.d.ts.map +1 -0
- package/dist/emit/draw/fibA/fibTrendExtension.js +44 -0
- package/dist/emit/draw/fibA/fibTrendExtension.js.map +1 -0
- package/dist/emit/draw/fibA/fibWedge.d.ts +42 -0
- package/dist/emit/draw/fibA/fibWedge.d.ts.map +1 -0
- package/dist/emit/draw/fibA/fibWedge.js +40 -0
- package/dist/emit/draw/fibA/fibWedge.js.map +1 -0
- package/dist/emit/draw/fibB/fibCircles.d.ts +41 -0
- package/dist/emit/draw/fibB/fibCircles.d.ts.map +1 -0
- package/dist/emit/draw/fibB/fibCircles.js +44 -0
- package/dist/emit/draw/fibB/fibCircles.js.map +1 -0
- package/dist/emit/draw/fibB/fibSpeedArcs.d.ts +39 -0
- package/dist/emit/draw/fibB/fibSpeedArcs.d.ts.map +1 -0
- package/dist/emit/draw/fibB/fibSpeedArcs.js +44 -0
- package/dist/emit/draw/fibB/fibSpeedArcs.js.map +1 -0
- package/dist/emit/draw/fibB/fibSpeedFan.d.ts +39 -0
- package/dist/emit/draw/fibB/fibSpeedFan.d.ts.map +1 -0
- package/dist/emit/draw/fibB/fibSpeedFan.js +44 -0
- package/dist/emit/draw/fibB/fibSpeedFan.js.map +1 -0
- package/dist/emit/draw/fibB/fibSpiral.d.ts +41 -0
- package/dist/emit/draw/fibB/fibSpiral.d.ts.map +1 -0
- package/dist/emit/draw/fibB/fibSpiral.js +44 -0
- package/dist/emit/draw/fibB/fibSpiral.js.map +1 -0
- package/dist/emit/draw/fibB/fibTrendTime.d.ts +45 -0
- package/dist/emit/draw/fibB/fibTrendTime.d.ts.map +1 -0
- package/dist/emit/draw/fibB/fibTrendTime.js +44 -0
- package/dist/emit/draw/fibB/fibTrendTime.js.map +1 -0
- package/dist/emit/draw/gann/gannBox.d.ts +39 -0
- package/dist/emit/draw/gann/gannBox.d.ts.map +1 -0
- package/dist/emit/draw/gann/gannBox.js +44 -0
- package/dist/emit/draw/gann/gannBox.js.map +1 -0
- package/dist/emit/draw/gann/gannFan.d.ts +39 -0
- package/dist/emit/draw/gann/gannFan.d.ts.map +1 -0
- package/dist/emit/draw/gann/gannFan.js +44 -0
- package/dist/emit/draw/gann/gannFan.js.map +1 -0
- package/dist/emit/draw/gann/gannSquare.d.ts +38 -0
- package/dist/emit/draw/gann/gannSquare.d.ts.map +1 -0
- package/dist/emit/draw/gann/gannSquare.js +44 -0
- package/dist/emit/draw/gann/gannSquare.js.map +1 -0
- package/dist/emit/draw/gann/gannSquareFixed.d.ts +35 -0
- package/dist/emit/draw/gann/gannSquareFixed.d.ts.map +1 -0
- package/dist/emit/draw/gann/gannSquareFixed.js +44 -0
- package/dist/emit/draw/gann/gannSquareFixed.js.map +1 -0
- package/dist/emit/draw/handle.d.ts +37 -0
- package/dist/emit/draw/handle.d.ts.map +1 -0
- package/dist/emit/draw/handle.js +118 -0
- package/dist/emit/draw/handle.js.map +1 -0
- package/dist/emit/draw/index.d.ts +5 -0
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- package/dist/emit/draw/index.js.map +1 -0
- package/dist/emit/draw/lines/crossLine.d.ts +37 -0
- package/dist/emit/draw/lines/crossLine.d.ts.map +1 -0
- package/dist/emit/draw/lines/crossLine.js +40 -0
- package/dist/emit/draw/lines/crossLine.js.map +1 -0
- package/dist/emit/draw/lines/horizontalLine.d.ts +33 -0
- package/dist/emit/draw/lines/horizontalLine.d.ts.map +1 -0
- package/dist/emit/draw/lines/horizontalLine.js +40 -0
- package/dist/emit/draw/lines/horizontalLine.js.map +1 -0
- package/dist/emit/draw/lines/horizontalRay.d.ts +36 -0
- package/dist/emit/draw/lines/horizontalRay.d.ts.map +1 -0
- package/dist/emit/draw/lines/horizontalRay.js +40 -0
- package/dist/emit/draw/lines/horizontalRay.js.map +1 -0
- package/dist/emit/draw/lines/line.d.ts +43 -0
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- package/dist/emit/draw/lines/line.js +43 -0
- package/dist/emit/draw/lines/line.js.map +1 -0
- package/dist/emit/draw/lines/trendAngle.d.ts +38 -0
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- package/dist/emit/draw/lines/trendAngle.js.map +1 -0
- package/dist/emit/draw/lines/verticalLine.d.ts +33 -0
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- package/dist/emit/draw/lines/verticalLine.js +40 -0
- package/dist/emit/draw/lines/verticalLine.js.map +1 -0
- package/dist/emit/draw/namespace.d.ts +26 -0
- package/dist/emit/draw/namespace.d.ts.map +1 -0
- package/dist/emit/draw/namespace.js +186 -0
- package/dist/emit/draw/namespace.js.map +1 -0
- package/dist/emit/draw/patterns/abcdPattern.d.ts +40 -0
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- package/dist/emit/draw/patterns/cypherPattern.d.ts +43 -0
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- package/dist/emit/draw/patterns/cypherPattern.js.map +1 -0
- package/dist/emit/draw/patterns/headAndShoulders.d.ts +42 -0
- package/dist/emit/draw/patterns/headAndShoulders.d.ts.map +1 -0
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- package/dist/emit/draw/patterns/threeDrivesPattern.d.ts +43 -0
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- package/dist/emit/draw/patterns/trianglePattern.d.ts +41 -0
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- package/dist/emit/draw/patterns/xabcdPattern.d.ts +41 -0
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- package/dist/emit/draw/pitchforks/pitchfan.d.ts +39 -0
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// Copyright (c) 2026 Invinite. Licensed under the MIT License.
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// See the LICENSE file in the repo root for full license text.
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//
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// Ported from invinite/src/components/trading-chart/indicators/fisher.ts
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// (commit 078f41fe2569d659d5aba726da8bcb5d3e2ced02, © Invinite).
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// Re-licensed MIT for chartlang. See PLAN.md §3.1 for the
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// provenance contract; the math is the reference, the code style is not.
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// Structural choices (callsite-id slot, Series<T> proxy, replaceHead
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// mode) follow chartlang's primitive shape — NOT invinite's
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// IndicatorPlugin shape. Composition: `ta.highest` + `ta.lowest`
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// sub-slots over `bar.hl2`; the clamp / atanh / EMA-blend recurrence
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// is inline (no registry helper expresses Fisher's bespoke α=0.66/0.67
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// blend).
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//
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// DIVERGENCE: invinite clamps `x` to ±0.999 before the `atanh` so the
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// transform never diverges. The task spec (§6) overrides this: when
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// `|x| ≥ 1` we emit NaN at `fisher` AND hold the recurrence state
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// (`prevX` / `prevFisher` carry forward unchanged so the next bar
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// continues from the last valid state).
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import { Float64RingBuffer } from "../ringBuffer.js";
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import { ACTIVE_RUNTIME_CONTEXT } from "../runtimeContext.js";
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import { makeSeriesView } from "../seriesView.js";
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import { highest } from "./highest.js";
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import { lowest } from "./lowest.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.fisher called outside an active script step");
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}
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return ctx;
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}
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function initSlot(length, capacity) {
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const fisherBuf = new Float64RingBuffer(capacity);
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const triggerBuf = new Float64RingBuffer(capacity);
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return {
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result: null,
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fisherBuf,
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triggerBuf,
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fisherSeries: makeSeriesView(fisherBuf),
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triggerSeries: makeSeriesView(triggerBuf),
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length,
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prevX: 0,
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prevFisher: 0,
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prevClosedX: 0,
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prevClosedFisher: 0,
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barCount: 0,
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};
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}
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/**
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* Compute `(fisherValue, triggerValue, nextX, nextFisher)` given the
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* normalised mid + the basis `(baseX, baseFisher)` snapshot. The
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* `triggerValue` written is the input `baseFisher` (Fisher's
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* 1-bar-lagged trigger). NaN at `fisher` propagates as a "no-update"
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* to `nextX` / `nextFisher` so the recurrence holds.
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*/
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function computeStep(normalised, baseX, baseFisher) {
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const x = 0.66 * normalised + 0.67 * baseX;
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// Defensive: normalised ∈ [-0.5, 0.5] means x asymptotes to ±1.0
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// but never crosses under exact arithmetic. Keep the clamp so a
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// pathological floating-point overshoot produces NaN rather than
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// ±Infinity from `ln((1+x)/(1-x))`.
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/* c8 ignore start */
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if (Math.abs(x) >= 1) {
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return {
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fisherValue: Number.NaN,
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triggerValue: baseFisher,
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nextX: baseX,
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nextFisher: baseFisher,
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};
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}
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/* c8 ignore stop */
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const fisherValue = 0.5 * Math.log((1 + x) / (1 - x)) + 0.5 * baseFisher;
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return { fisherValue, triggerValue: baseFisher, nextX: x, nextFisher: fisherValue };
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}
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/**
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* John Ehlers' Fisher Transform. Normalises the rolling `bar.hl2`
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* midpoint to `[-0.5, 0.5]` over a `length`-bar window, blends with
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* the prior `x` (`0.66·norm + 0.67·prevX`), then applies the Fisher
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* z-transform `0.5·ln((1+x)/(1−x))` with an EMA-style blend against
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* the prior Fisher. Composes `ta.highest` + `ta.lowest` sub-slots over
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* `bar.hl2` (`${slotId}/midHigh` + `${slotId}/midLow`). The clamp /
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* atanh / blend recurrence stays inline (no registry equivalent).
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*
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* The `trigger` output is the prior bar's `fisher` value (1-bar lag);
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* bar 0's `trigger` is NaN. When the recurrence would drive `|x| ≥ 1`
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* (pathological case), emits NaN at `fisher` and holds the recurrence
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* state — diverges from invinite's ±0.999 clamp per task spec.
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*
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* @formula mid = (bar.high + bar.low) / 2 ;
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* normalised = flatRange ? 0 : (mid − ll) / (hh − ll) − 0.5
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* where hh = highest(mid, length), ll = lowest(mid, length) ;
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* x = 0.66 · normalised + 0.67 · prevX ;
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* NaN at fisher if |x| ≥ 1 (recurrence held) ;
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* fisher = 0.5 · ln((1 + x) / (1 − x)) + 0.5 · prevFisher ;
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* trigger[t] = prevFisher (the value of fisher before this close)
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* @warmup length (first defined `fisher` at bar `length - 1`; first defined `trigger` at bar `length`)
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* @since 0.2
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* @stable
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*
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* @example
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* // import { ta } from "@invinite-org/chartlang-runtime";
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* // const f = ta.fisher("slot", 9);
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* // plot(f.fisher); plot(f.trigger);
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*/
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export function fisher(slotId, 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 mid = ctx.stream.bar.hl2;
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const hhSeries = highest(`${slotId}/midHigh`, mid, length);
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const llSeries = lowest(`${slotId}/midLow`, mid, length);
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const hh = hhSeries.current;
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const ll = llSeries.current;
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let normalised;
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if (!Number.isFinite(mid) || !Number.isFinite(hh) || !Number.isFinite(ll)) {
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normalised = Number.NaN;
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}
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else if (hh === ll) {
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normalised = 0;
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}
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|
+
else {
|
|
125
|
+
normalised = (mid - ll) / (hh - ll) - 0.5;
|
|
126
|
+
}
|
|
127
|
+
if (ctx.isTick) {
|
|
128
|
+
// Replay against the prevClosed* snapshot — the closed-side
|
|
129
|
+
// (prevX, prevFisher) are unchanged by the tick.
|
|
130
|
+
const step = Number.isFinite(normalised)
|
|
131
|
+
? computeStep(normalised, slot.prevClosedX, slot.prevClosedFisher)
|
|
132
|
+
: {
|
|
133
|
+
fisherValue: Number.NaN,
|
|
134
|
+
triggerValue: slot.prevClosedFisher,
|
|
135
|
+
nextX: slot.prevClosedX,
|
|
136
|
+
nextFisher: slot.prevClosedFisher,
|
|
137
|
+
};
|
|
138
|
+
// First-bar trigger is NaN (no prior fisher) — barCount captures
|
|
139
|
+
// the closed-side advances. Defensive: ticks always follow at
|
|
140
|
+
// least one close, so barCount > 0 on this branch.
|
|
141
|
+
const triggerOut =
|
|
142
|
+
/* c8 ignore next */ slot.barCount === 0 ? Number.NaN : step.triggerValue;
|
|
143
|
+
slot.fisherBuf.replaceHead(step.fisherValue);
|
|
144
|
+
slot.triggerBuf.replaceHead(triggerOut);
|
|
145
|
+
}
|
|
146
|
+
else {
|
|
147
|
+
// Close-side. Snapshot the closed state BEFORE the update so the
|
|
148
|
+
// next tick can replay against (prevClosedX, prevClosedFisher).
|
|
149
|
+
slot.prevClosedX = slot.prevX;
|
|
150
|
+
slot.prevClosedFisher = slot.prevFisher;
|
|
151
|
+
const step = Number.isFinite(normalised)
|
|
152
|
+
? computeStep(normalised, slot.prevX, slot.prevFisher)
|
|
153
|
+
: {
|
|
154
|
+
fisherValue: Number.NaN,
|
|
155
|
+
triggerValue: slot.prevFisher,
|
|
156
|
+
nextX: slot.prevX,
|
|
157
|
+
nextFisher: slot.prevFisher,
|
|
158
|
+
};
|
|
159
|
+
const triggerOut = slot.barCount === 0 ? Number.NaN : step.triggerValue;
|
|
160
|
+
slot.fisherBuf.append(step.fisherValue);
|
|
161
|
+
slot.triggerBuf.append(triggerOut);
|
|
162
|
+
slot.prevX = step.nextX;
|
|
163
|
+
slot.prevFisher = step.nextFisher;
|
|
164
|
+
slot.barCount += 1;
|
|
165
|
+
}
|
|
166
|
+
if (slot.result === null) {
|
|
167
|
+
slot.result = Object.freeze({
|
|
168
|
+
fisher: slot.fisherSeries,
|
|
169
|
+
trigger: slot.triggerSeries,
|
|
170
|
+
});
|
|
171
|
+
}
|
|
172
|
+
return slot.result;
|
|
173
|
+
}
|
|
174
|
+
//# sourceMappingURL=fisher.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"fisher.js","sourceRoot":"","sources":["../../src/ta/fisher.ts"],"names":[],"mappings":"AAAA,+DAA+D;AAC/D,+DAA+D;AAC/D,EAAE;AACF,yEAAyE;AACzE,mEAAmE;AACnE,0DAA0D;AAC1D,yEAAyE;AACzE,qEAAqE;AACrE,4DAA4D;AAC5D,iEAAiE;AACjE,qEAAqE;AACrE,uEAAuE;AACvE,UAAU;AACV,EAAE;AACF,sEAAsE;AACtE,oEAAoE;AACpE,kEAAkE;AAClE,kEAAkE;AAClE,wCAAwC;AAIxC,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;AAkBrC,SAAS,MAAM;IACX,MAAM,GAAG,GAAG,sBAAsB,CAAC,OAAO,CAAC;IAC3C,IAAI,GAAG,KAAK,IAAI,EAAE,CAAC;QACf,MAAM,IAAI,KAAK,CAAC,gDAAgD,CAAC,CAAC;IACtE,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,MAAM,UAAU,GAAG,IAAI,iBAAiB,CAAC,QAAQ,CAAC,CAAC;IACnD,OAAO;QACH,MAAM,EAAE,IAAI;QACZ,SAAS;QACT,UAAU;QACV,YAAY,EAAE,cAAc,CAAS,SAAS,CAAC;QAC/C,aAAa,EAAE,cAAc,CAAS,UAAU,CAAC;QACjD,MAAM;QACN,KAAK,EAAE,CAAC;QACR,UAAU,EAAE,CAAC;QACb,WAAW,EAAE,CAAC;QACd,gBAAgB,EAAE,CAAC;QACnB,QAAQ,EAAE,CAAC;KACd,CAAC;AACN,CAAC;AAED;;;;;;GAMG;AACH,SAAS,WAAW,CAChB,UAAkB,EAClB,KAAa,EACb,UAAkB;IAElB,MAAM,CAAC,GAAG,IAAI,GAAG,UAAU,GAAG,IAAI,GAAG,KAAK,CAAC;IAC3C,iEAAiE;IACjE,gEAAgE;IAChE,iEAAiE;IACjE,oCAAoC;IACpC,qBAAqB;IACrB,IAAI,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,IAAI,CAAC,EAAE,CAAC;QACnB,OAAO;YACH,WAAW,EAAE,MAAM,CAAC,GAAG;YACvB,YAAY,EAAE,UAAU;YACxB,KAAK,EAAE,KAAK;YACZ,UAAU,EAAE,UAAU;SACzB,CAAC;IACN,CAAC;IACD,oBAAoB;IACpB,MAAM,WAAW,GAAG,GAAG,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC,GAAG,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,GAAG,GAAG,GAAG,UAAU,CAAC;IACzE,OAAO,EAAE,WAAW,EAAE,YAAY,EAAE,UAAU,EAAE,KAAK,EAAE,CAAC,EAAE,UAAU,EAAE,WAAW,EAAE,CAAC;AACxF,CAAC;AAED;;;;;;;;;;;;;;;;;;;;;;;;;;;;;GA6BG;AACH,MAAM,UAAU,MAAM,CAAC,MAAc,EAAE,MAAc,EAAE,KAAkB;IACrE,MAAM,GAAG,GAAG,MAAM,EAAE,CAAC;IACrB,IAAI,IAAI,GAAG,GAAG,CAAC,MAAM,CAAC,OAAO,CAAC,GAAG,CAAC,MAAM,CAA2B,CAAC;IACpE,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;IAED,MAAM,GAAG,GAAG,GAAG,CAAC,MAAM,CAAC,GAAG,CAAC,GAAG,CAAC;IAC/B,MAAM,QAAQ,GAAG,OAAO,CAAC,GAAG,MAAM,UAAU,EAAE,GAAG,EAAE,MAAM,CAAC,CAAC;IAC3D,MAAM,QAAQ,GAAG,MAAM,CAAC,GAAG,MAAM,SAAS,EAAE,GAAG,EAAE,MAAM,CAAC,CAAC;IACzD,MAAM,EAAE,GAAG,QAAQ,CAAC,OAAO,CAAC;IAC5B,MAAM,EAAE,GAAG,QAAQ,CAAC,OAAO,CAAC;IAE5B,IAAI,UAAkB,CAAC;IACvB,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,GAAG,CAAC,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,EAAE,CAAC,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,EAAE,CAAC,EAAE,CAAC;QACxE,UAAU,GAAG,MAAM,CAAC,GAAG,CAAC;IAC5B,CAAC;SAAM,IAAI,EAAE,KAAK,EAAE,EAAE,CAAC;QACnB,UAAU,GAAG,CAAC,CAAC;IACnB,CAAC;SAAM,CAAC;QACJ,UAAU,GAAG,CAAC,GAAG,GAAG,EAAE,CAAC,GAAG,CAAC,EAAE,GAAG,EAAE,CAAC,GAAG,GAAG,CAAC;IAC9C,CAAC;IAED,IAAI,GAAG,CAAC,MAAM,EAAE,CAAC;QACb,4DAA4D;QAC5D,iDAAiD;QACjD,MAAM,IAAI,GAAG,MAAM,CAAC,QAAQ,CAAC,UAAU,CAAC;YACpC,CAAC,CAAC,WAAW,CAAC,UAAU,EAAE,IAAI,CAAC,WAAW,EAAE,IAAI,CAAC,gBAAgB,CAAC;YAClE,CAAC,CAAC;gBACI,WAAW,EAAE,MAAM,CAAC,GAAG;gBACvB,YAAY,EAAE,IAAI,CAAC,gBAAgB;gBACnC,KAAK,EAAE,IAAI,CAAC,WAAW;gBACvB,UAAU,EAAE,IAAI,CAAC,gBAAgB;aACpC,CAAC;QACR,iEAAiE;QACjE,8DAA8D;QAC9D,mDAAmD;QACnD,MAAM,UAAU;QACZ,oBAAoB,CAAC,IAAI,CAAC,QAAQ,KAAK,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,GAAG,CAAC,CAAC,CAAC,IAAI,CAAC,YAAY,CAAC;QAC9E,IAAI,CAAC,SAAS,CAAC,WAAW,CAAC,IAAI,CAAC,WAAW,CAAC,CAAC;QAC7C,IAAI,CAAC,UAAU,CAAC,WAAW,CAAC,UAAU,CAAC,CAAC;IAC5C,CAAC;SAAM,CAAC;QACJ,iEAAiE;QACjE,gEAAgE;QAChE,IAAI,CAAC,WAAW,GAAG,IAAI,CAAC,KAAK,CAAC;QAC9B,IAAI,CAAC,gBAAgB,GAAG,IAAI,CAAC,UAAU,CAAC;QACxC,MAAM,IAAI,GAAG,MAAM,CAAC,QAAQ,CAAC,UAAU,CAAC;YACpC,CAAC,CAAC,WAAW,CAAC,UAAU,EAAE,IAAI,CAAC,KAAK,EAAE,IAAI,CAAC,UAAU,CAAC;YACtD,CAAC,CAAC;gBACI,WAAW,EAAE,MAAM,CAAC,GAAG;gBACvB,YAAY,EAAE,IAAI,CAAC,UAAU;gBAC7B,KAAK,EAAE,IAAI,CAAC,KAAK;gBACjB,UAAU,EAAE,IAAI,CAAC,UAAU;aAC9B,CAAC;QACR,MAAM,UAAU,GAAG,IAAI,CAAC,QAAQ,KAAK,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,GAAG,CAAC,CAAC,CAAC,IAAI,CAAC,YAAY,CAAC;QACxE,IAAI,CAAC,SAAS,CAAC,MAAM,CAAC,IAAI,CAAC,WAAW,CAAC,CAAC;QACxC,IAAI,CAAC,UAAU,CAAC,MAAM,CAAC,UAAU,CAAC,CAAC;QACnC,IAAI,CAAC,KAAK,GAAG,IAAI,CAAC,KAAK,CAAC;QACxB,IAAI,CAAC,UAAU,GAAG,IAAI,CAAC,UAAU,CAAC;QAClC,IAAI,CAAC,QAAQ,IAAI,CAAC,CAAC;IACvB,CAAC;IAED,IAAI,IAAI,CAAC,MAAM,KAAK,IAAI,EAAE,CAAC;QACvB,IAAI,CAAC,MAAM,GAAG,MAAM,CAAC,MAAM,CAAC;YACxB,MAAM,EAAE,IAAI,CAAC,YAAY;YACzB,OAAO,EAAE,IAAI,CAAC,aAAa;SAC9B,CAAC,CAAC;IACP,CAAC;IACD,OAAO,IAAI,CAAC,MAAM,CAAC;AACvB,CAAC"}
|
|
@@ -0,0 +1,30 @@
|
|
|
1
|
+
import type { FixedRangeVolumeProfileOpts, FixedRangeVolumeProfileResult } from "@invinite-org/chartlang-core";
|
|
2
|
+
/**
|
|
3
|
+
* Fixed-Range Volume Profile — bucketizes volume between two
|
|
4
|
+
* user-picked time anchors, inclusive on both ends.
|
|
5
|
+
*
|
|
6
|
+
* Bars before `opts.from` emit NaN. Bars after `opts.to` reuse the
|
|
7
|
+
* frozen profile captured at the `to` bar. If `opts.from > opts.to`,
|
|
8
|
+
* the primitive emits one `fixed-range-inverted` diagnostic per slot
|
|
9
|
+
* and returns NaN series values.
|
|
10
|
+
*
|
|
11
|
+
* @formula Port of invinite fixed-range-vp: collect candles in the
|
|
12
|
+
* fixed `[from, to]` window, bucket volume by price, then
|
|
13
|
+
* derive POC / value-area high / value-area low through the
|
|
14
|
+
* shared volume-profile pipeline.
|
|
15
|
+
* @anchors `opts.from: Time` and `opts.to: Time`, typically supplied
|
|
16
|
+
* by two `input.time(..., { pickFromChart: true })` inputs.
|
|
17
|
+
* @warmup NaN before `opts.from`; a degenerate `from === to`
|
|
18
|
+
* one-bar window can emit on the anchor bar when it has
|
|
19
|
+
* finite positive volume.
|
|
20
|
+
* @since 0.5
|
|
21
|
+
* @stable
|
|
22
|
+
* @example
|
|
23
|
+
* // import { input, plot, ta } from "@invinite-org/chartlang-core";
|
|
24
|
+
* // const from = input.time(0, { pickFromChart: true, title: "From" });
|
|
25
|
+
* // const to = input.time(0, { pickFromChart: true, title: "To" });
|
|
26
|
+
* // const vp = ta.fixedRangeVolumeProfile({ from: from.value, to: to.value });
|
|
27
|
+
* // plot(vp.poc, { style: { kind: "horizontal-histogram", buckets: vp.buckets } });
|
|
28
|
+
*/
|
|
29
|
+
export declare function fixedRangeVolumeProfile(slotId: string, opts: FixedRangeVolumeProfileOpts): FixedRangeVolumeProfileResult;
|
|
30
|
+
//# sourceMappingURL=fixedRangeVolumeProfile.d.ts.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"fixedRangeVolumeProfile.d.ts","sourceRoot":"","sources":["../../src/ta/fixedRangeVolumeProfile.ts"],"names":[],"mappings":"AAMA,OAAO,KAAK,EACR,2BAA2B,EAC3B,6BAA6B,EAChC,MAAM,8BAA8B,CAAC;AA6GtC;;;;;;;;;;;;;;;;;;;;;;;;;;GA0BG;AACH,wBAAgB,uBAAuB,CACnC,MAAM,EAAE,MAAM,EACd,IAAI,EAAE,2BAA2B,GAClC,6BAA6B,CAkC/B"}
|
|
@@ -0,0 +1,141 @@
|
|
|
1
|
+
// Copyright (c) 2026 Invinite. Licensed under the MIT License.
|
|
2
|
+
// Ported from ../invinite/src/components/trading-chart/indicators/fixed-range-volume-profile.ts
|
|
3
|
+
// @ 3234c8c0c3f9880d9d1e3a3ee63ebd55ddd535f4.
|
|
4
|
+
// Translated, not transcribed — Series<T> shape, opts.offset, JSDoc.
|
|
5
|
+
// See packages/runtime/src/ta/CLAUDE.md for the port convention.
|
|
6
|
+
import { pushDiagnostic } from "../emit/index.js";
|
|
7
|
+
import { ACTIVE_RUNTIME_CONTEXT } from "../runtimeContext.js";
|
|
8
|
+
import { makeSeriesView, makeShiftedSeriesView } from "../seriesView.js";
|
|
9
|
+
import { commitVolumeProfileSnapshot, createVolumeProfileCore, emitVolumeProfileHistogram, emptyVolumeProfileSnapshot, resolveVolumeProfileSnapshot, volumeProfileConfigFromOpts, } from "./lib/volume-profile/index.js";
|
|
10
|
+
function getCtx() {
|
|
11
|
+
const ctx = ACTIVE_RUNTIME_CONTEXT.current;
|
|
12
|
+
if (ctx === null) {
|
|
13
|
+
throw new Error("ta.fixedRangeVolumeProfile called outside an active script step");
|
|
14
|
+
}
|
|
15
|
+
return ctx;
|
|
16
|
+
}
|
|
17
|
+
function initSlot(capacity) {
|
|
18
|
+
const core = createVolumeProfileCore(capacity);
|
|
19
|
+
const slot = {
|
|
20
|
+
...core,
|
|
21
|
+
frozen: null,
|
|
22
|
+
result: Object.freeze({
|
|
23
|
+
get buckets() {
|
|
24
|
+
return slot.buckets;
|
|
25
|
+
},
|
|
26
|
+
poc: makeSeriesView(core.pocBuffer),
|
|
27
|
+
valHigh: makeSeriesView(core.valHighBuffer),
|
|
28
|
+
valLow: makeSeriesView(core.valLowBuffer),
|
|
29
|
+
}),
|
|
30
|
+
shiftedResults: new Map(),
|
|
31
|
+
};
|
|
32
|
+
return slot;
|
|
33
|
+
}
|
|
34
|
+
function resultForOffset(slot, offset) {
|
|
35
|
+
if (offset === 0)
|
|
36
|
+
return slot.result;
|
|
37
|
+
let cached = slot.shiftedResults.get(offset);
|
|
38
|
+
if (cached === undefined) {
|
|
39
|
+
cached = Object.freeze({
|
|
40
|
+
get buckets() {
|
|
41
|
+
return slot.buckets;
|
|
42
|
+
},
|
|
43
|
+
poc: makeShiftedSeriesView(slot.pocBuffer, offset),
|
|
44
|
+
valHigh: makeShiftedSeriesView(slot.valHighBuffer, offset),
|
|
45
|
+
valLow: makeShiftedSeriesView(slot.valLowBuffer, offset),
|
|
46
|
+
});
|
|
47
|
+
slot.shiftedResults.set(offset, cached);
|
|
48
|
+
}
|
|
49
|
+
return cached;
|
|
50
|
+
}
|
|
51
|
+
function collectBars(ctx, from, to) {
|
|
52
|
+
const { ohlcv } = ctx.stream;
|
|
53
|
+
const bars = [];
|
|
54
|
+
for (let lookback = ohlcv.close.length - 1; lookback >= 0; lookback -= 1) {
|
|
55
|
+
const time = ohlcv.time.at(lookback);
|
|
56
|
+
if (time < from || time > to)
|
|
57
|
+
continue;
|
|
58
|
+
bars.push({
|
|
59
|
+
close: ohlcv.close.at(lookback),
|
|
60
|
+
high: ohlcv.high.at(lookback),
|
|
61
|
+
low: ohlcv.low.at(lookback),
|
|
62
|
+
open: ohlcv.open.at(lookback),
|
|
63
|
+
time,
|
|
64
|
+
volume: ohlcv.volume.at(lookback),
|
|
65
|
+
});
|
|
66
|
+
}
|
|
67
|
+
return bars;
|
|
68
|
+
}
|
|
69
|
+
function diagnoseInvertedRange(ctx, slotId) {
|
|
70
|
+
const key = `fixed-range-inverted|${slotId}`;
|
|
71
|
+
if (ctx.diagnosedRequestKeys.has(key))
|
|
72
|
+
return;
|
|
73
|
+
ctx.diagnosedRequestKeys.add(key);
|
|
74
|
+
pushDiagnostic(ctx.emissions, {
|
|
75
|
+
kind: "diagnostic",
|
|
76
|
+
severity: "warning",
|
|
77
|
+
code: "fixed-range-inverted",
|
|
78
|
+
message: "ta.fixedRangeVolumeProfile requires opts.from <= opts.to.",
|
|
79
|
+
slotId,
|
|
80
|
+
bar: ctx.barIndex(),
|
|
81
|
+
});
|
|
82
|
+
}
|
|
83
|
+
/**
|
|
84
|
+
* Fixed-Range Volume Profile — bucketizes volume between two
|
|
85
|
+
* user-picked time anchors, inclusive on both ends.
|
|
86
|
+
*
|
|
87
|
+
* Bars before `opts.from` emit NaN. Bars after `opts.to` reuse the
|
|
88
|
+
* frozen profile captured at the `to` bar. If `opts.from > opts.to`,
|
|
89
|
+
* the primitive emits one `fixed-range-inverted` diagnostic per slot
|
|
90
|
+
* and returns NaN series values.
|
|
91
|
+
*
|
|
92
|
+
* @formula Port of invinite fixed-range-vp: collect candles in the
|
|
93
|
+
* fixed `[from, to]` window, bucket volume by price, then
|
|
94
|
+
* derive POC / value-area high / value-area low through the
|
|
95
|
+
* shared volume-profile pipeline.
|
|
96
|
+
* @anchors `opts.from: Time` and `opts.to: Time`, typically supplied
|
|
97
|
+
* by two `input.time(..., { pickFromChart: true })` inputs.
|
|
98
|
+
* @warmup NaN before `opts.from`; a degenerate `from === to`
|
|
99
|
+
* one-bar window can emit on the anchor bar when it has
|
|
100
|
+
* finite positive volume.
|
|
101
|
+
* @since 0.5
|
|
102
|
+
* @stable
|
|
103
|
+
* @example
|
|
104
|
+
* // import { input, plot, ta } from "@invinite-org/chartlang-core";
|
|
105
|
+
* // const from = input.time(0, { pickFromChart: true, title: "From" });
|
|
106
|
+
* // const to = input.time(0, { pickFromChart: true, title: "To" });
|
|
107
|
+
* // const vp = ta.fixedRangeVolumeProfile({ from: from.value, to: to.value });
|
|
108
|
+
* // plot(vp.poc, { style: { kind: "horizontal-histogram", buckets: vp.buckets } });
|
|
109
|
+
*/
|
|
110
|
+
export function fixedRangeVolumeProfile(slotId, opts) {
|
|
111
|
+
const ctx = getCtx();
|
|
112
|
+
let slot = ctx.stream.taSlots.get(slotId);
|
|
113
|
+
if (slot === undefined) {
|
|
114
|
+
slot = initSlot(ctx.stream.ohlcv.close.capacity);
|
|
115
|
+
ctx.stream.taSlots.set(slotId, slot);
|
|
116
|
+
}
|
|
117
|
+
let snapshot = emptyVolumeProfileSnapshot();
|
|
118
|
+
if (opts.from > opts.to) {
|
|
119
|
+
diagnoseInvertedRange(ctx, slotId);
|
|
120
|
+
slot.frozen = null;
|
|
121
|
+
}
|
|
122
|
+
else if (ctx.stream.bar.time < opts.from) {
|
|
123
|
+
slot.frozen = null;
|
|
124
|
+
}
|
|
125
|
+
else if (ctx.stream.bar.time > opts.to && slot.frozen !== null) {
|
|
126
|
+
snapshot = slot.frozen;
|
|
127
|
+
}
|
|
128
|
+
else {
|
|
129
|
+
snapshot = resolveVolumeProfileSnapshot({
|
|
130
|
+
bars: collectBars(ctx, opts.from, opts.to),
|
|
131
|
+
bucketColor: opts.bucketColor,
|
|
132
|
+
config: volumeProfileConfigFromOpts(opts),
|
|
133
|
+
});
|
|
134
|
+
if (ctx.stream.bar.time >= opts.to)
|
|
135
|
+
slot.frozen = snapshot;
|
|
136
|
+
}
|
|
137
|
+
commitVolumeProfileSnapshot(slot, ctx.isTick, snapshot);
|
|
138
|
+
emitVolumeProfileHistogram(ctx, slotId, "Fixed Range Volume Profile", snapshot.poc, snapshot.buckets);
|
|
139
|
+
return resultForOffset(slot, opts.offset ?? 0);
|
|
140
|
+
}
|
|
141
|
+
//# sourceMappingURL=fixedRangeVolumeProfile.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
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|
|
@@ -0,0 +1,21 @@
|
|
|
1
|
+
import type { HighestOpts, Series } from "@invinite-org/chartlang-core";
|
|
2
|
+
import { type ScalarOrSeries } from "./lib/sourceValue.js";
|
|
3
|
+
/**
|
|
4
|
+
* Rolling maximum of the last `length` source values. NaN inputs are
|
|
5
|
+
* skipped from the window; the output is NaN until `length` closed
|
|
6
|
+
* bars have been folded in. Tick-mode replays the head as
|
|
7
|
+
* `max(closedMaxExcludingHead, tickValue)` so partial-bar values do
|
|
8
|
+
* not pollute the next close's deque.
|
|
9
|
+
*
|
|
10
|
+
* @formula out[t] = max(source[t − length + 1 .. t]) (NaN slots skipped)
|
|
11
|
+
* @warmup length − 1
|
|
12
|
+
* @since 0.2
|
|
13
|
+
* @stable
|
|
14
|
+
*
|
|
15
|
+
* @example
|
|
16
|
+
* // import { ta } from "@invinite-org/chartlang-core";
|
|
17
|
+
* // const upper = ta.highest(bar.high, 20);
|
|
18
|
+
* // plot(upper);
|
|
19
|
+
*/
|
|
20
|
+
export declare function highest(slotId: string, source: ScalarOrSeries, length: number, _opts?: HighestOpts): Series<number>;
|
|
21
|
+
//# sourceMappingURL=highest.d.ts.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"highest.d.ts","sourceRoot":"","sources":["../../src/ta/highest.ts"],"names":[],"mappings":"AAOA,OAAO,KAAK,EAAE,WAAW,EAAE,MAAM,EAAE,MAAM,8BAA8B,CAAC;AAKxE,OAAO,EAAE,KAAK,cAAc,EAAmB,MAAM,sBAAsB,CAAC;AA6H5E;;;;;;;;;;;;;;;;GAgBG;AACH,wBAAgB,OAAO,CACnB,MAAM,EAAE,MAAM,EACd,MAAM,EAAE,cAAc,EACtB,MAAM,EAAE,MAAM,EACd,KAAK,CAAC,EAAE,WAAW,GACpB,MAAM,CAAC,MAAM,CAAC,CAchB"}
|
|
@@ -0,0 +1,131 @@
|
|
|
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
|
+
// No invinite source — semantics per Pine `ta.highest`. See PLAN.md §3.1.
|
|
5
|
+
// Structural choices (callsite-id slot, Series<T> proxy, replaceHead
|
|
6
|
+
// mode) follow chartlang's primitive shape.
|
|
7
|
+
import { Float64RingBuffer } from "../ringBuffer.js";
|
|
8
|
+
import { ACTIVE_RUNTIME_CONTEXT } from "../runtimeContext.js";
|
|
9
|
+
import { makeSeriesView } from "../seriesView.js";
|
|
10
|
+
import { readSourceValue } from "./lib/sourceValue.js";
|
|
11
|
+
function getCtx() {
|
|
12
|
+
const ctx = ACTIVE_RUNTIME_CONTEXT.current;
|
|
13
|
+
if (ctx === null) {
|
|
14
|
+
throw new Error("ta.highest called outside an active script step");
|
|
15
|
+
}
|
|
16
|
+
return ctx;
|
|
17
|
+
}
|
|
18
|
+
function initSlot(length, capacity) {
|
|
19
|
+
const outBuffer = new Float64RingBuffer(capacity);
|
|
20
|
+
return {
|
|
21
|
+
outBuffer,
|
|
22
|
+
series: makeSeriesView(outBuffer),
|
|
23
|
+
length,
|
|
24
|
+
sourceWindow: new Float64RingBuffer(length),
|
|
25
|
+
monoIndices: [],
|
|
26
|
+
monoValues: [],
|
|
27
|
+
barCount: 0,
|
|
28
|
+
closedMaxExcludingHead: Number.NEGATIVE_INFINITY,
|
|
29
|
+
};
|
|
30
|
+
}
|
|
31
|
+
function recomputeMaxExcludingHead(slot) {
|
|
32
|
+
// The window holds the last `min(barCount, length)` closed sources;
|
|
33
|
+
// `sourceWindow.at(0)` is the head bar. Walk the non-head entries
|
|
34
|
+
// and find the max of the finite ones.
|
|
35
|
+
let maxV = Number.NEGATIVE_INFINITY;
|
|
36
|
+
const filled = slot.sourceWindow.length;
|
|
37
|
+
for (let i = 1; i < filled; i += 1) {
|
|
38
|
+
const v = slot.sourceWindow.at(i);
|
|
39
|
+
if (Number.isFinite(v) && v > maxV)
|
|
40
|
+
maxV = v;
|
|
41
|
+
}
|
|
42
|
+
return maxV;
|
|
43
|
+
}
|
|
44
|
+
function closeValue(slot, src) {
|
|
45
|
+
slot.barCount += 1;
|
|
46
|
+
const headIndex = slot.barCount - 1;
|
|
47
|
+
slot.sourceWindow.append(src);
|
|
48
|
+
// Evict deque front entries that fell out of the trailing window.
|
|
49
|
+
const oldestAllowed = headIndex - slot.length + 1;
|
|
50
|
+
while (slot.monoIndices.length > 0 && slot.monoIndices[0] < oldestAllowed) {
|
|
51
|
+
slot.monoIndices.shift();
|
|
52
|
+
slot.monoValues.shift();
|
|
53
|
+
}
|
|
54
|
+
if (Number.isFinite(src)) {
|
|
55
|
+
// Maintain monotone-decreasing values from front to back. Pop on
|
|
56
|
+
// strict `<` keeps equal values in the deque so the window can
|
|
57
|
+
// tell when multiple bars share the same max.
|
|
58
|
+
while (slot.monoIndices.length > 0 && slot.monoValues[slot.monoValues.length - 1] < src) {
|
|
59
|
+
slot.monoIndices.pop();
|
|
60
|
+
slot.monoValues.pop();
|
|
61
|
+
}
|
|
62
|
+
slot.monoIndices.push(headIndex);
|
|
63
|
+
slot.monoValues.push(src);
|
|
64
|
+
}
|
|
65
|
+
// NaN sources are not pushed — NaN slots are skipped from the window
|
|
66
|
+
// (matches `ta.highest`'s NaN-skip semantics).
|
|
67
|
+
// Warmup: require at least `length` closed bars before emitting.
|
|
68
|
+
if (slot.barCount < slot.length) {
|
|
69
|
+
slot.closedMaxExcludingHead = Number.NEGATIVE_INFINITY;
|
|
70
|
+
return Number.NaN;
|
|
71
|
+
}
|
|
72
|
+
slot.closedMaxExcludingHead = recomputeMaxExcludingHead(slot);
|
|
73
|
+
if (slot.monoIndices.length === 0) {
|
|
74
|
+
// All NaN in the window.
|
|
75
|
+
return Number.NaN;
|
|
76
|
+
}
|
|
77
|
+
return slot.monoValues[0];
|
|
78
|
+
}
|
|
79
|
+
function tickValue(slot, src) {
|
|
80
|
+
// Unwarmed: tick during warmup still NaN.
|
|
81
|
+
if (slot.barCount < slot.length)
|
|
82
|
+
return Number.NaN;
|
|
83
|
+
if (!Number.isFinite(src)) {
|
|
84
|
+
// NaN tick — treat the head as if its source were NaN; the
|
|
85
|
+
// window's max excludes the head bar.
|
|
86
|
+
return slot.closedMaxExcludingHead === Number.NEGATIVE_INFINITY
|
|
87
|
+
? Number.NaN
|
|
88
|
+
: slot.closedMaxExcludingHead;
|
|
89
|
+
}
|
|
90
|
+
if (slot.closedMaxExcludingHead === Number.NEGATIVE_INFINITY) {
|
|
91
|
+
// Window-excluding-head has no finite values (e.g. length === 1
|
|
92
|
+
// or every other bar was NaN). The tick value is the only
|
|
93
|
+
// candidate.
|
|
94
|
+
return src;
|
|
95
|
+
}
|
|
96
|
+
return Math.max(slot.closedMaxExcludingHead, src);
|
|
97
|
+
}
|
|
98
|
+
/**
|
|
99
|
+
* Rolling maximum of the last `length` source values. NaN inputs are
|
|
100
|
+
* skipped from the window; the output is NaN until `length` closed
|
|
101
|
+
* bars have been folded in. Tick-mode replays the head as
|
|
102
|
+
* `max(closedMaxExcludingHead, tickValue)` so partial-bar values do
|
|
103
|
+
* not pollute the next close's deque.
|
|
104
|
+
*
|
|
105
|
+
* @formula out[t] = max(source[t − length + 1 .. t]) (NaN slots skipped)
|
|
106
|
+
* @warmup length − 1
|
|
107
|
+
* @since 0.2
|
|
108
|
+
* @stable
|
|
109
|
+
*
|
|
110
|
+
* @example
|
|
111
|
+
* // import { ta } from "@invinite-org/chartlang-core";
|
|
112
|
+
* // const upper = ta.highest(bar.high, 20);
|
|
113
|
+
* // plot(upper);
|
|
114
|
+
*/
|
|
115
|
+
export function highest(slotId, source, length, _opts) {
|
|
116
|
+
const ctx = getCtx();
|
|
117
|
+
let slot = ctx.stream.taSlots.get(slotId);
|
|
118
|
+
if (slot === undefined) {
|
|
119
|
+
slot = initSlot(length, ctx.stream.ohlcv.close.capacity);
|
|
120
|
+
ctx.stream.taSlots.set(slotId, slot);
|
|
121
|
+
}
|
|
122
|
+
const src = readSourceValue(source);
|
|
123
|
+
if (ctx.isTick) {
|
|
124
|
+
slot.outBuffer.replaceHead(tickValue(slot, src));
|
|
125
|
+
}
|
|
126
|
+
else {
|
|
127
|
+
slot.outBuffer.append(closeValue(slot, src));
|
|
128
|
+
}
|
|
129
|
+
return slot.series;
|
|
130
|
+
}
|
|
131
|
+
//# sourceMappingURL=highest.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
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|
|
@@ -0,0 +1,28 @@
|
|
|
1
|
+
import type { HvOpts, Series } from "@invinite-org/chartlang-core";
|
|
2
|
+
import { type ScalarOrSeries } from "./lib/sourceValue.js";
|
|
3
|
+
/**
|
|
4
|
+
* Historical Volatility — sub-pane line. Standard deviation of log
|
|
5
|
+
* returns annualised + percent-scaled. Use `annualisationFactor: 365`
|
|
6
|
+
* for crypto / 24-7 series (the default), `252` for trading-day
|
|
7
|
+
* equity series. NaN through warmup (`[0, length − 1]`) — the first
|
|
8
|
+
* log return lands at bar 1 and the window needs `length` of them.
|
|
9
|
+
* NaN inputs (≤ 0 or non-finite source) yield NaN log-returns; any
|
|
10
|
+
* NaN inside the window short-circuits the output to NaN.
|
|
11
|
+
*
|
|
12
|
+
* @formula lr[t] = ln(src[t] / src[t − 1]) ;
|
|
13
|
+
* hv[t] = stddev(lr[t − length + 1..= t]) · sqrt(annualisationFactor) · 100
|
|
14
|
+
* @warmup length
|
|
15
|
+
* @anchors annualisationFactor
|
|
16
|
+
* @since 0.2
|
|
17
|
+
* @stable
|
|
18
|
+
*
|
|
19
|
+
* `opts.offset` shifts the returned series so `series.current` reads
|
|
20
|
+
* the value `offset` bars ago (PLAN.md §9.1).
|
|
21
|
+
*
|
|
22
|
+
* @example
|
|
23
|
+
* // import { ta } from "@invinite-org/chartlang-core";
|
|
24
|
+
* // const hv = ta.historicalVolatility(bar.close, 10);
|
|
25
|
+
* // plot(hv);
|
|
26
|
+
*/
|
|
27
|
+
export declare function historicalVolatility(slotId: string, source: ScalarOrSeries, length: number, opts?: HvOpts): Series<number>;
|
|
28
|
+
//# sourceMappingURL=historicalVolatility.d.ts.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
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|