@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/macd.d.ts.map +1 -0
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- package/dist/ta/mcginley.js.map +1 -0
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- package/dist/ta/median.d.ts.map +1 -0
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- package/dist/ta/nvi.js.map +1 -0
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- package/dist/ta/pmo.js.map +1 -0
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- package/dist/ta/pvi.d.ts.map +1 -0
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- package/dist/ta/pvi.js.map +1 -0
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- package/dist/ta/pvo.d.ts.map +1 -0
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- package/dist/ta/pvo.js.map +1 -0
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- package/dist/ta/registry.js.map +1 -0
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- package/dist/ta/rsi.d.ts.map +1 -0
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- package/dist/ta/rsi.js.map +1 -0
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- package/dist/ta/rvgi.d.ts.map +1 -0
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- package/dist/ta/rvgi.js.map +1 -0
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- package/dist/ta/sessionVolumeProfile.d.ts.map +1 -0
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- package/dist/ta/sessionVolumeProfile.js.map +1 -0
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- package/dist/ta/sma.d.ts.map +1 -0
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- package/dist/ta/sma.js.map +1 -0
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- 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
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- 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
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- 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
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- package/dist/ta/stochRsi.js.map +1 -0
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- package/dist/ta/supertrend.js +181 -0
- package/dist/ta/supertrend.js.map +1 -0
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- package/dist/ta/tema.js +75 -0
- package/dist/ta/tema.js.map +1 -0
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- package/dist/ta/trendStrengthIndex.js.map +1 -0
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- package/dist/ta/trix.d.ts.map +1 -0
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- package/dist/ta/trix.js.map +1 -0
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- package/dist/ta/tsi.d.ts.map +1 -0
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- package/dist/ta/tsi.js.map +1 -0
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- package/dist/ta/ulcerIndex.d.ts.map +1 -0
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- 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
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- package/dist/ta/valuewhen.d.ts.map +1 -0
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- package/dist/ta/visibleRangeVolumeProfile.d.ts.map +1 -0
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- package/dist/ta/volatilityStop.js +203 -0
- package/dist/ta/volatilityStop.js.map +1 -0
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- package/dist/ta/vortex.d.ts.map +1 -0
- package/dist/ta/vortex.js +210 -0
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- package/dist/ta/vwma.d.ts.map +1 -0
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- package/dist/ta/williamsFractal.d.ts.map +1 -0
- package/dist/ta/williamsFractal.js +171 -0
- package/dist/ta/williamsFractal.js.map +1 -0
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- package/dist/ta/zigZag.d.ts.map +1 -0
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- package/dist/ta/zigZag.js.map +1 -0
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- package/dist/views/barstateView.d.ts.map +1 -0
- package/dist/views/barstateView.js +27 -0
- package/dist/views/barstateView.js.map +1 -0
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- package/dist/views/index.d.ts.map +1 -0
- package/dist/views/index.js +28 -0
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- package/dist/views/refreshRuntimeViews.d.ts.map +1 -0
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- package/dist/views/symInfoView.d.ts.map +1 -0
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- package/dist/views/timeframeView.js.map +1 -0
- package/package.json +46 -0
package/dist/ta/kama.js
ADDED
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@@ -0,0 +1,141 @@
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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/kama.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.
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import { Float64RingBuffer } from "../ringBuffer.js";
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12
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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 { readSourceValue } from "./lib/sourceValue.js";
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const DEFAULT_LENGTH = 10;
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const DEFAULT_FAST = 2;
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const DEFAULT_SLOW = 30;
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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.kama called outside an active script step");
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22
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}
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return ctx;
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}
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25
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function initSlot(length, fastLength, slowLength, capacity) {
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26
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const outBuffer = new Float64RingBuffer(capacity);
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return {
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outBuffer,
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series: makeSeriesView(outBuffer),
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30
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length,
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31
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fastAlpha: 2 / (fastLength + 1),
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32
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slowAlpha: 2 / (slowLength + 1),
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33
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sourceWindow: new Float64RingBuffer(length + 1),
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34
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prevKama: Number.NaN,
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35
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prevClosedKama: Number.NaN,
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36
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};
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}
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38
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/**
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* Compute the next KAMA value given the slot's current window state,
|
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40
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* `headSrc` (the source value to evaluate at age 0 — may be the
|
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41
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+
* just-appended close or a tick replacement), and `prev` (the prior
|
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42
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* KAMA — either `prevClosedKama` on close or `prevClosedKama` on
|
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43
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+
* tick; tick recomputes from the closed prior). Returns NaN until the
|
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44
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* window holds `length + 1` finite samples.
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45
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*/
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46
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function computeKama(slot, headSrc, prev) {
|
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47
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if (slot.sourceWindow.length < slot.length + 1)
|
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48
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return Number.NaN;
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49
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if (!Number.isFinite(headSrc))
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return prev;
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const oldest = slot.sourceWindow.at(slot.length);
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52
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if (!Number.isFinite(oldest))
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return prev;
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54
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const change = Math.abs(headSrc - oldest);
|
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55
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let volatility = 0;
|
|
56
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+
// Per-bar absolute diffs across the trailing `length` pairs:
|
|
57
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// |w[0] − w[1]| + |w[1] − w[2]| + … + |w[length-1] − w[length]|
|
|
58
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// with w[0] substituted by `headSrc` so tick replays work
|
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// without mutating the closed window.
|
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60
|
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{
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61
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const next = headSrc;
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62
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const prior = slot.sourceWindow.at(1);
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63
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if (!Number.isFinite(prior))
|
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64
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return prev;
|
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65
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volatility += Math.abs(next - prior);
|
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}
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67
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+
for (let j = 1; j < slot.length; j += 1) {
|
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const next = slot.sourceWindow.at(j);
|
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69
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const prior = slot.sourceWindow.at(j + 1);
|
|
70
|
+
if (!Number.isFinite(next) || !Number.isFinite(prior))
|
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71
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+
return prev;
|
|
72
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+
volatility += Math.abs(next - prior);
|
|
73
|
+
}
|
|
74
|
+
const er = volatility > 0 ? change / volatility : 0;
|
|
75
|
+
const sc = (er * (slot.fastAlpha - slot.slowAlpha) + slot.slowAlpha) ** 2;
|
|
76
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+
// Seed at the warmup boundary with the source value itself
|
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+
// (matches invinite's convention + standard Pine `ta.kama`).
|
|
78
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+
if (!Number.isFinite(prev))
|
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79
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+
return headSrc;
|
|
80
|
+
return prev + sc * (headSrc - prev);
|
|
81
|
+
}
|
|
82
|
+
/**
|
|
83
|
+
* Kaufman's Adaptive Moving Average — an EMA-like recurrence whose
|
|
84
|
+
* smoothing constant adapts to market efficiency. The "efficiency
|
|
85
|
+
* ratio" is the directional change over the last `length` bars
|
|
86
|
+
* divided by the total path-length over the same window; high
|
|
87
|
+
* efficiency (trending) → smoothing approaches `fastAlpha`,
|
|
88
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+
* low efficiency (chop) → smoothing approaches `slowAlpha`.
|
|
89
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+
* Defaults: `length = 10`, `fastLength = 2`, `slowLength = 30`.
|
|
90
|
+
*
|
|
91
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+
* NaN handling: mid-stream NaN source → KAMA carries the prior value
|
|
92
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+
* forward (matches the EMA / SMMA recurrence convention). Zero-
|
|
93
|
+
* volatility window → `er = 0`, smoothing degenerates to `slowAlpha²`
|
|
94
|
+
* but no change occurs because `src − prev` is itself 0 in the
|
|
95
|
+
* constant-source regime.
|
|
96
|
+
*
|
|
97
|
+
* @formula fastAlpha = 2 / (fastLength + 1) ;
|
|
98
|
+
* slowAlpha = 2 / (slowLength + 1) ;
|
|
99
|
+
* change = |src[t] − src[t − length]| ;
|
|
100
|
+
* vol = Σ_{j=0..length-1} |src[t − j] − src[t − j − 1]| ;
|
|
101
|
+
* er = vol > 0 ? change / vol : 0 ;
|
|
102
|
+
* sc = (er · (fastAlpha − slowAlpha) + slowAlpha)² ;
|
|
103
|
+
* KAMA[t] = KAMA[t − 1] + sc · (src[t] − KAMA[t − 1])
|
|
104
|
+
* @warmup length
|
|
105
|
+
* @since 0.2
|
|
106
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+
* @stable
|
|
107
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+
*
|
|
108
|
+
* @example
|
|
109
|
+
* // import { ta } from "@invinite-org/chartlang-core";
|
|
110
|
+
* // const k = ta.kama(bar.close, { length: 10, fastLength: 2, slowLength: 30 });
|
|
111
|
+
* // plot(k);
|
|
112
|
+
*/
|
|
113
|
+
export function kama(slotId, source, opts) {
|
|
114
|
+
const ctx = getCtx();
|
|
115
|
+
const length = opts?.length ?? DEFAULT_LENGTH;
|
|
116
|
+
const fastLength = opts?.fastLength ?? DEFAULT_FAST;
|
|
117
|
+
const slowLength = opts?.slowLength ?? DEFAULT_SLOW;
|
|
118
|
+
let slot = ctx.stream.taSlots.get(slotId);
|
|
119
|
+
if (slot === undefined) {
|
|
120
|
+
slot = initSlot(length, fastLength, slowLength, ctx.stream.ohlcv.close.capacity);
|
|
121
|
+
ctx.stream.taSlots.set(slotId, slot);
|
|
122
|
+
}
|
|
123
|
+
const src = readSourceValue(source);
|
|
124
|
+
if (ctx.isTick) {
|
|
125
|
+
// Tick replays the head off the existing closed window with
|
|
126
|
+
// `src` substituted at age 0; `prevClosedKama` is the recurrence
|
|
127
|
+
// anchor (the prior CLOSED bar's KAMA).
|
|
128
|
+
const value = computeKama(slot, src, slot.prevClosedKama);
|
|
129
|
+
slot.prevKama = Number.isFinite(value) ? value : slot.prevClosedKama;
|
|
130
|
+
slot.outBuffer.replaceHead(value);
|
|
131
|
+
}
|
|
132
|
+
else {
|
|
133
|
+
slot.sourceWindow.append(src);
|
|
134
|
+
const value = computeKama(slot, src, slot.prevClosedKama);
|
|
135
|
+
slot.prevClosedKama = Number.isFinite(value) ? value : slot.prevClosedKama;
|
|
136
|
+
slot.prevKama = slot.prevClosedKama;
|
|
137
|
+
slot.outBuffer.append(value);
|
|
138
|
+
}
|
|
139
|
+
return slot.series;
|
|
140
|
+
}
|
|
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|
+
//# sourceMappingURL=kama.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"kama.js","sourceRoot":"","sources":["../../src/ta/kama.ts"],"names":[],"mappings":"AAAA,+DAA+D;AAC/D,+DAA+D;AAC/D,EAAE;AACF,uEAAuE;AACvE,mEAAmE;AACnE,0DAA0D;AAC1D,yEAAyE;AACzE,qEAAqE;AACrE,4DAA4D;AAC5D,yBAAyB;AAIzB,OAAO,EAAE,iBAAiB,EAAE,MAAM,kBAAkB,CAAC;AACrD,OAAO,EAAE,sBAAsB,EAAuB,MAAM,sBAAsB,CAAC;AACnF,OAAO,EAAE,cAAc,EAAE,MAAM,kBAAkB,CAAC;AAClD,OAAO,EAAuB,eAAe,EAAE,MAAM,sBAAsB,CAAC;AAE5E,MAAM,cAAc,GAAG,EAAE,CAAC;AAC1B,MAAM,YAAY,GAAG,CAAC,CAAC;AACvB,MAAM,YAAY,GAAG,EAAE,CAAC;AAcxB,SAAS,MAAM;IACX,MAAM,GAAG,GAAG,sBAAsB,CAAC,OAAO,CAAC;IAC3C,IAAI,GAAG,KAAK,IAAI,EAAE,CAAC;QACf,MAAM,IAAI,KAAK,CAAC,8CAA8C,CAAC,CAAC;IACpE,CAAC;IACD,OAAO,GAAG,CAAC;AACf,CAAC;AAED,SAAS,QAAQ,CACb,MAAc,EACd,UAAkB,EAClB,UAAkB,EAClB,QAAgB;IAEhB,MAAM,SAAS,GAAG,IAAI,iBAAiB,CAAC,QAAQ,CAAC,CAAC;IAClD,OAAO;QACH,SAAS;QACT,MAAM,EAAE,cAAc,CAAS,SAAS,CAAC;QACzC,MAAM;QACN,SAAS,EAAE,CAAC,GAAG,CAAC,UAAU,GAAG,CAAC,CAAC;QAC/B,SAAS,EAAE,CAAC,GAAG,CAAC,UAAU,GAAG,CAAC,CAAC;QAC/B,YAAY,EAAE,IAAI,iBAAiB,CAAC,MAAM,GAAG,CAAC,CAAC;QAC/C,QAAQ,EAAE,MAAM,CAAC,GAAG;QACpB,cAAc,EAAE,MAAM,CAAC,GAAG;KAC7B,CAAC;AACN,CAAC;AAED;;;;;;;GAOG;AACH,SAAS,WAAW,CAAC,IAAc,EAAE,OAAe,EAAE,IAAY;IAC9D,IAAI,IAAI,CAAC,YAAY,CAAC,MAAM,GAAG,IAAI,CAAC,MAAM,GAAG,CAAC;QAAE,OAAO,MAAM,CAAC,GAAG,CAAC;IAClE,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,OAAO,CAAC;QAAE,OAAO,IAAI,CAAC;IAE3C,MAAM,MAAM,GAAG,IAAI,CAAC,YAAY,CAAC,EAAE,CAAC,IAAI,CAAC,MAAM,CAAC,CAAC;IACjD,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,MAAM,CAAC;QAAE,OAAO,IAAI,CAAC;IAE1C,MAAM,MAAM,GAAG,IAAI,CAAC,GAAG,CAAC,OAAO,GAAG,MAAM,CAAC,CAAC;IAE1C,IAAI,UAAU,GAAG,CAAC,CAAC;IACnB,6DAA6D;IAC7D,gEAAgE;IAChE,0DAA0D;IAC1D,sCAAsC;IACtC,CAAC;QACG,MAAM,IAAI,GAAG,OAAO,CAAC;QACrB,MAAM,KAAK,GAAG,IAAI,CAAC,YAAY,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC;QACtC,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,KAAK,CAAC;YAAE,OAAO,IAAI,CAAC;QACzC,UAAU,IAAI,IAAI,CAAC,GAAG,CAAC,IAAI,GAAG,KAAK,CAAC,CAAC;IACzC,CAAC;IACD,KAAK,IAAI,CAAC,GAAG,CAAC,EAAE,CAAC,GAAG,IAAI,CAAC,MAAM,EAAE,CAAC,IAAI,CAAC,EAAE,CAAC;QACtC,MAAM,IAAI,GAAG,IAAI,CAAC,YAAY,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC;QACrC,MAAM,KAAK,GAAG,IAAI,CAAC,YAAY,CAAC,EAAE,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC;QAC1C,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,KAAK,CAAC;YAAE,OAAO,IAAI,CAAC;QACnE,UAAU,IAAI,IAAI,CAAC,GAAG,CAAC,IAAI,GAAG,KAAK,CAAC,CAAC;IACzC,CAAC;IAED,MAAM,EAAE,GAAG,UAAU,GAAG,CAAC,CAAC,CAAC,CAAC,MAAM,GAAG,UAAU,CAAC,CAAC,CAAC,CAAC,CAAC;IACpD,MAAM,EAAE,GAAG,CAAC,EAAE,GAAG,CAAC,IAAI,CAAC,SAAS,GAAG,IAAI,CAAC,SAAS,CAAC,GAAG,IAAI,CAAC,SAAS,CAAC,IAAI,CAAC,CAAC;IAE1E,2DAA2D;IAC3D,6DAA6D;IAC7D,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,IAAI,CAAC;QAAE,OAAO,OAAO,CAAC;IAC3C,OAAO,IAAI,GAAG,EAAE,GAAG,CAAC,OAAO,GAAG,IAAI,CAAC,CAAC;AACxC,CAAC;AAED;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;GA8BG;AACH,MAAM,UAAU,IAAI,CAAC,MAAc,EAAE,MAAsB,EAAE,IAAe;IACxE,MAAM,GAAG,GAAG,MAAM,EAAE,CAAC;IACrB,MAAM,MAAM,GAAG,IAAI,EAAE,MAAM,IAAI,cAAc,CAAC;IAC9C,MAAM,UAAU,GAAG,IAAI,EAAE,UAAU,IAAI,YAAY,CAAC;IACpD,MAAM,UAAU,GAAG,IAAI,EAAE,UAAU,IAAI,YAAY,CAAC;IACpD,IAAI,IAAI,GAAG,GAAG,CAAC,MAAM,CAAC,OAAO,CAAC,GAAG,CAAC,MAAM,CAAyB,CAAC;IAClE,IAAI,IAAI,KAAK,SAAS,EAAE,CAAC;QACrB,IAAI,GAAG,QAAQ,CAAC,MAAM,EAAE,UAAU,EAAE,UAAU,EAAE,GAAG,CAAC,MAAM,CAAC,KAAK,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC;QACjF,GAAG,CAAC,MAAM,CAAC,OAAO,CAAC,GAAG,CAAC,MAAM,EAAE,IAAI,CAAC,CAAC;IACzC,CAAC;IACD,MAAM,GAAG,GAAG,eAAe,CAAC,MAAM,CAAC,CAAC;IACpC,IAAI,GAAG,CAAC,MAAM,EAAE,CAAC;QACb,4DAA4D;QAC5D,iEAAiE;QACjE,wCAAwC;QACxC,MAAM,KAAK,GAAG,WAAW,CAAC,IAAI,EAAE,GAAG,EAAE,IAAI,CAAC,cAAc,CAAC,CAAC;QAC1D,IAAI,CAAC,QAAQ,GAAG,MAAM,CAAC,QAAQ,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,IAAI,CAAC,cAAc,CAAC;QACrE,IAAI,CAAC,SAAS,CAAC,WAAW,CAAC,KAAK,CAAC,CAAC;IACtC,CAAC;SAAM,CAAC;QACJ,IAAI,CAAC,YAAY,CAAC,MAAM,CAAC,GAAG,CAAC,CAAC;QAC9B,MAAM,KAAK,GAAG,WAAW,CAAC,IAAI,EAAE,GAAG,EAAE,IAAI,CAAC,cAAc,CAAC,CAAC;QAC1D,IAAI,CAAC,cAAc,GAAG,MAAM,CAAC,QAAQ,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,KAAK,CAAC,CAAC,CAAC,IAAI,CAAC,cAAc,CAAC;QAC3E,IAAI,CAAC,QAAQ,GAAG,IAAI,CAAC,cAAc,CAAC;QACpC,IAAI,CAAC,SAAS,CAAC,MAAM,CAAC,KAAK,CAAC,CAAC;IACjC,CAAC;IACD,OAAO,IAAI,CAAC,MAAM,CAAC;AACvB,CAAC"}
|
|
@@ -0,0 +1,31 @@
|
|
|
1
|
+
import type { KeltnerOpts, KeltnerResult } from "@invinite-org/chartlang-core";
|
|
2
|
+
/**
|
|
3
|
+
* Keltner Channels — overlay volatility envelope. Middle band is an
|
|
4
|
+
* `maType` MA of `bar.close` over `length`; upper / lower bands sit
|
|
5
|
+
* `multiplier · ATR(length)` above / below the middle. Defaults
|
|
6
|
+
* `length = 20`, `multiplier = 2`, `maType = "ema"` (Linda Raschke /
|
|
7
|
+
* TradingView canonical form — Chester Keltner's original used a
|
|
8
|
+
* different "typical range" formulation; every modern reference
|
|
9
|
+
* defaults to EMA + Wilder ATR). Composes the registered MA primitive
|
|
10
|
+
* via sub-slot `${slotId}/<maType>` and `ta.atr` via sub-slot
|
|
11
|
+
* `${slotId}/atr` — fixes to either flow in for free. Returns a
|
|
12
|
+
* cached `{ upper, middle, lower }` record (same identity every bar).
|
|
13
|
+
* NaN across all outputs while the trailing window is unwarmed.
|
|
14
|
+
*
|
|
15
|
+
* @formula middle = MA(close, length, maType) ;
|
|
16
|
+
* upper = middle + multiplier · atr(length) ;
|
|
17
|
+
* lower = middle − multiplier · atr(length)
|
|
18
|
+
* @warmup length
|
|
19
|
+
* @anchors maType
|
|
20
|
+
* @since 0.2
|
|
21
|
+
* @stable
|
|
22
|
+
*
|
|
23
|
+
* @example
|
|
24
|
+
* // import { ta } from "@invinite-org/chartlang-core";
|
|
25
|
+
* // const k = ta.keltner({ length: 20, multiplier: 2 });
|
|
26
|
+
* // plot(k.upper);
|
|
27
|
+
* // plot(k.middle);
|
|
28
|
+
* // plot(k.lower);
|
|
29
|
+
*/
|
|
30
|
+
export declare function keltner(slotId: string, opts?: KeltnerOpts): KeltnerResult;
|
|
31
|
+
//# sourceMappingURL=keltner.d.ts.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"keltner.d.ts","sourceRoot":"","sources":["../../src/ta/keltner.ts"],"names":[],"mappings":"AAeA,OAAO,KAAK,EACR,WAAW,EACX,aAAa,EAGhB,MAAM,8BAA8B,CAAC;AAkEtC;;;;;;;;;;;;;;;;;;;;;;;;;;;GA2BG;AACH,wBAAgB,OAAO,CAAC,MAAM,EAAE,MAAM,EAAE,IAAI,CAAC,EAAE,WAAW,GAAG,aAAa,CAuCzE"}
|
|
@@ -0,0 +1,125 @@
|
|
|
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/keltner.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. Keltner composes the registered MA primitive
|
|
11
|
+
// (sma / ema / wma / smma) via sub-slot `${slotId}/<maType>` over
|
|
12
|
+
// `bar.close` for the middle band, and `ta.atr` via sub-slot
|
|
13
|
+
// `${slotId}/atr` for the band offset — so fixes to either flow in
|
|
14
|
+
// for free (mirrors maRibbon / donchian composition convention).
|
|
15
|
+
import { Float64RingBuffer } from "../ringBuffer.js";
|
|
16
|
+
import { ACTIVE_RUNTIME_CONTEXT } from "../runtimeContext.js";
|
|
17
|
+
import { makeSeriesView } from "../seriesView.js";
|
|
18
|
+
import { atr } from "./atr.js";
|
|
19
|
+
import { ema } from "./ema.js";
|
|
20
|
+
import { sma } from "./sma.js";
|
|
21
|
+
import { smma } from "./smma.js";
|
|
22
|
+
import { wma } from "./wma.js";
|
|
23
|
+
const DEFAULT_LENGTH = 20;
|
|
24
|
+
const DEFAULT_MULTIPLIER = 2;
|
|
25
|
+
const DEFAULT_MA_TYPE = "ema";
|
|
26
|
+
function getCtx() {
|
|
27
|
+
const ctx = ACTIVE_RUNTIME_CONTEXT.current;
|
|
28
|
+
if (ctx === null) {
|
|
29
|
+
throw new Error("ta.keltner called outside an active script step");
|
|
30
|
+
}
|
|
31
|
+
return ctx;
|
|
32
|
+
}
|
|
33
|
+
function initSlot(length, multiplier, maType, capacity) {
|
|
34
|
+
return {
|
|
35
|
+
upperBuffer: new Float64RingBuffer(capacity),
|
|
36
|
+
lowerBuffer: new Float64RingBuffer(capacity),
|
|
37
|
+
length,
|
|
38
|
+
multiplier,
|
|
39
|
+
maType,
|
|
40
|
+
outputs: null,
|
|
41
|
+
};
|
|
42
|
+
}
|
|
43
|
+
function dispatchMa(maType, subSlotId, source, length) {
|
|
44
|
+
switch (maType) {
|
|
45
|
+
case "sma":
|
|
46
|
+
return sma(subSlotId, source, length);
|
|
47
|
+
case "ema":
|
|
48
|
+
return ema(subSlotId, source, length);
|
|
49
|
+
case "wma":
|
|
50
|
+
return wma(subSlotId, source, length);
|
|
51
|
+
case "smma":
|
|
52
|
+
return smma(subSlotId, source, length);
|
|
53
|
+
}
|
|
54
|
+
}
|
|
55
|
+
/**
|
|
56
|
+
* Keltner Channels — overlay volatility envelope. Middle band is an
|
|
57
|
+
* `maType` MA of `bar.close` over `length`; upper / lower bands sit
|
|
58
|
+
* `multiplier · ATR(length)` above / below the middle. Defaults
|
|
59
|
+
* `length = 20`, `multiplier = 2`, `maType = "ema"` (Linda Raschke /
|
|
60
|
+
* TradingView canonical form — Chester Keltner's original used a
|
|
61
|
+
* different "typical range" formulation; every modern reference
|
|
62
|
+
* defaults to EMA + Wilder ATR). Composes the registered MA primitive
|
|
63
|
+
* via sub-slot `${slotId}/<maType>` and `ta.atr` via sub-slot
|
|
64
|
+
* `${slotId}/atr` — fixes to either flow in for free. Returns a
|
|
65
|
+
* cached `{ upper, middle, lower }` record (same identity every bar).
|
|
66
|
+
* NaN across all outputs while the trailing window is unwarmed.
|
|
67
|
+
*
|
|
68
|
+
* @formula middle = MA(close, length, maType) ;
|
|
69
|
+
* upper = middle + multiplier · atr(length) ;
|
|
70
|
+
* lower = middle − multiplier · atr(length)
|
|
71
|
+
* @warmup length
|
|
72
|
+
* @anchors maType
|
|
73
|
+
* @since 0.2
|
|
74
|
+
* @stable
|
|
75
|
+
*
|
|
76
|
+
* @example
|
|
77
|
+
* // import { ta } from "@invinite-org/chartlang-core";
|
|
78
|
+
* // const k = ta.keltner({ length: 20, multiplier: 2 });
|
|
79
|
+
* // plot(k.upper);
|
|
80
|
+
* // plot(k.middle);
|
|
81
|
+
* // plot(k.lower);
|
|
82
|
+
*/
|
|
83
|
+
export function keltner(slotId, opts) {
|
|
84
|
+
const ctx = getCtx();
|
|
85
|
+
const length = opts?.length ?? DEFAULT_LENGTH;
|
|
86
|
+
const multiplier = opts?.multiplier ?? DEFAULT_MULTIPLIER;
|
|
87
|
+
const maType = opts?.maType ?? DEFAULT_MA_TYPE;
|
|
88
|
+
let slot = ctx.stream.taSlots.get(slotId);
|
|
89
|
+
if (slot === undefined) {
|
|
90
|
+
slot = initSlot(length, multiplier, maType, ctx.stream.ohlcv.close.capacity);
|
|
91
|
+
ctx.stream.taSlots.set(slotId, slot);
|
|
92
|
+
}
|
|
93
|
+
const close = ctx.stream.bar.close;
|
|
94
|
+
const middleSeries = dispatchMa(slot.maType, `${slotId}/${slot.maType}`, close, slot.length);
|
|
95
|
+
const atrSeries = atr(`${slotId}/atr`, slot.length);
|
|
96
|
+
if (slot.outputs === null) {
|
|
97
|
+
slot.outputs = Object.freeze({
|
|
98
|
+
upper: makeSeriesView(slot.upperBuffer),
|
|
99
|
+
middle: middleSeries,
|
|
100
|
+
lower: makeSeriesView(slot.lowerBuffer),
|
|
101
|
+
});
|
|
102
|
+
}
|
|
103
|
+
const mid = middleSeries.current;
|
|
104
|
+
const atrValue = atrSeries.current;
|
|
105
|
+
let upperValue;
|
|
106
|
+
let lowerValue;
|
|
107
|
+
if (Number.isFinite(mid) && Number.isFinite(atrValue)) {
|
|
108
|
+
upperValue = mid + slot.multiplier * atrValue;
|
|
109
|
+
lowerValue = mid - slot.multiplier * atrValue;
|
|
110
|
+
}
|
|
111
|
+
else {
|
|
112
|
+
upperValue = Number.NaN;
|
|
113
|
+
lowerValue = Number.NaN;
|
|
114
|
+
}
|
|
115
|
+
if (ctx.isTick) {
|
|
116
|
+
slot.upperBuffer.replaceHead(upperValue);
|
|
117
|
+
slot.lowerBuffer.replaceHead(lowerValue);
|
|
118
|
+
}
|
|
119
|
+
else {
|
|
120
|
+
slot.upperBuffer.append(upperValue);
|
|
121
|
+
slot.lowerBuffer.append(lowerValue);
|
|
122
|
+
}
|
|
123
|
+
return slot.outputs;
|
|
124
|
+
}
|
|
125
|
+
//# sourceMappingURL=keltner.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"keltner.js","sourceRoot":"","sources":["../../src/ta/keltner.ts"],"names":[],"mappings":"AAAA,+DAA+D;AAC/D,+DAA+D;AAC/D,EAAE;AACF,0EAA0E;AAC1E,mEAAmE;AACnE,0DAA0D;AAC1D,yEAAyE;AACzE,qEAAqE;AACrE,4DAA4D;AAC5D,sEAAsE;AACtE,kEAAkE;AAClE,6DAA6D;AAC7D,mEAAmE;AACnE,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,GAAG,EAAE,MAAM,UAAU,CAAC;AAC/B,OAAO,EAAE,IAAI,EAAE,MAAM,WAAW,CAAC;AACjC,OAAO,EAAE,GAAG,EAAE,MAAM,UAAU,CAAC;AAE/B,MAAM,cAAc,GAAG,EAAE,CAAC;AAC1B,MAAM,kBAAkB,GAAG,CAAC,CAAC;AAC7B,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,iDAAiD,CAAC,CAAC;IACvE,CAAC;IACD,OAAO,GAAG,CAAC;AACf,CAAC;AAED,SAAS,QAAQ,CACb,MAAc,EACd,UAAkB,EAClB,MAAsB,EACtB,QAAgB;IAEhB,OAAO;QACH,WAAW,EAAE,IAAI,iBAAiB,CAAC,QAAQ,CAAC;QAC5C,WAAW,EAAE,IAAI,iBAAiB,CAAC,QAAQ,CAAC;QAC5C,MAAM;QACN,UAAU;QACV,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;;;;;;;;;;;;;;;;;;;;;;;;;;;GA2BG;AACH,MAAM,UAAU,OAAO,CAAC,MAAc,EAAE,IAAkB;IACtD,MAAM,GAAG,GAAG,MAAM,EAAE,CAAC;IACrB,MAAM,MAAM,GAAG,IAAI,EAAE,MAAM,IAAI,cAAc,CAAC;IAC9C,MAAM,UAAU,GAAG,IAAI,EAAE,UAAU,IAAI,kBAAkB,CAAC;IAC1D,MAAM,MAAM,GAAG,IAAI,EAAE,MAAM,IAAI,eAAe,CAAC;IAC/C,IAAI,IAAI,GAAG,GAAG,CAAC,MAAM,CAAC,OAAO,CAAC,GAAG,CAAC,MAAM,CAA4B,CAAC;IACrE,IAAI,IAAI,KAAK,SAAS,EAAE,CAAC;QACrB,IAAI,GAAG,QAAQ,CAAC,MAAM,EAAE,UAAU,EAAE,MAAM,EAAE,GAAG,CAAC,MAAM,CAAC,KAAK,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC;QAC7E,GAAG,CAAC,MAAM,CAAC,OAAO,CAAC,GAAG,CAAC,MAAM,EAAE,IAAI,CAAC,CAAC;IACzC,CAAC;IACD,MAAM,KAAK,GAAG,GAAG,CAAC,MAAM,CAAC,GAAG,CAAC,KAAK,CAAC;IACnC,MAAM,YAAY,GAAG,UAAU,CAAC,IAAI,CAAC,MAAM,EAAE,GAAG,MAAM,IAAI,IAAI,CAAC,MAAM,EAAE,EAAE,KAAK,EAAE,IAAI,CAAC,MAAM,CAAC,CAAC;IAC7F,MAAM,SAAS,GAAG,GAAG,CAAC,GAAG,MAAM,MAAM,EAAE,IAAI,CAAC,MAAM,CAAC,CAAC;IACpD,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,QAAQ,GAAG,SAAS,CAAC,OAAO,CAAC;IACnC,IAAI,UAAkB,CAAC;IACvB,IAAI,UAAkB,CAAC;IACvB,IAAI,MAAM,CAAC,QAAQ,CAAC,GAAG,CAAC,IAAI,MAAM,CAAC,QAAQ,CAAC,QAAQ,CAAC,EAAE,CAAC;QACpD,UAAU,GAAG,GAAG,GAAG,IAAI,CAAC,UAAU,GAAG,QAAQ,CAAC;QAC9C,UAAU,GAAG,GAAG,GAAG,IAAI,CAAC,UAAU,GAAG,QAAQ,CAAC;IAClD,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"}
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@@ -0,0 +1,32 @@
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1
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import type { KlingerOpts, KlingerResult } from "@invinite-org/chartlang-core";
|
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2
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+
/**
|
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3
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+
* Klinger Volume Oscillator. Per-bar Volume Force accumulator drives
|
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4
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+
* the difference of two EMAs (`fastLength` / `slowLength`); the
|
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5
|
+
* signal line is a third EMA over the Klinger line. Defaults
|
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6
|
+
* `(34, 55, 13)`. Composes 3 `ta.ema` sub-slots (`${slotId}/fastEma`,
|
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7
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+
* `${slotId}/slowEma`, `${slotId}/signalEma`). The user-facing
|
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8
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+
* `signal` Series IS the signalEma sub-slot's own Series view.
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*
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10
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* Zero-volume bars emit `vf = 0` (no contribution); this matches
|
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* invinite's `safeVolume`-style shape and the task spec's "no VF
|
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12
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+
* update" wording — zero-VF still flows into the EMAs, it just adds
|
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* zero. The first bar emits `vf = 0` (seed only — no prior HLC to
|
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* difference against).
|
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*
|
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16
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* @formula hlc[t] = high + low + close ;
|
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+
* trend = hlc > prevHlc ? +1 : hlc < prevHlc ? −1 : prevTrend ;
|
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+
* dm = high − low ; cm = trend === prevTrend ? prevCm + dm : prevDm + dm ;
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* vf = cm ≠ 0 ? volume · |2·(dm/cm − 1)| · trend · 100 : 0 ;
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* klinger = ema(vf, fastLength) − ema(vf, slowLength) ;
|
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* signal = ema(klinger, signalLength)
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* @warmup slowLength + signalLength − 2
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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 k = ta.klinger("slot");
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+
* // plot(k.klinger); plot(k.signal);
|
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*/
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export declare function klinger(slotId: string, opts?: KlingerOpts): KlingerResult;
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//# sourceMappingURL=klinger.d.ts.map
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@@ -0,0 +1 @@
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1
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+
{"version":3,"file":"klinger.d.ts","sourceRoot":"","sources":["../../src/ta/klinger.ts"],"names":[],"mappings":"AAcA,OAAO,KAAK,EAAE,WAAW,EAAE,aAAa,EAAU,MAAM,8BAA8B,CAAC;AAsGvF;;;;;;;;;;;;;;;;;;;;;;;;;;;;GA4BG;AACH,wBAAgB,OAAO,CAAC,MAAM,EAAE,MAAM,EAAE,IAAI,CAAC,EAAE,WAAW,GAAG,aAAa,CAsEzE"}
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@@ -0,0 +1,165 @@
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1
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+
// Copyright (c) 2026 Invinite. Licensed under the MIT License.
|
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2
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+
// See the LICENSE file in the repo root for full license text.
|
|
3
|
+
//
|
|
4
|
+
// Ported from invinite/src/components/trading-chart/indicators/klinger.ts
|
|
5
|
+
// (commit 078f41fe2569d659d5aba726da8bcb5d3e2ced02, © Invinite).
|
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6
|
+
// Re-licensed MIT for chartlang. See PLAN.md §3.1 for the
|
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7
|
+
// 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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9
|
+
// mode) follow chartlang's primitive shape — NOT invinite's
|
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+
// IndicatorPlugin shape. Composition: three `ta.ema` sub-slots
|
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11
|
+
// (`${slotId}/fastEma`, `${slotId}/slowEma`, `${slotId}/signalEma`).
|
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12
|
+
// The Volume Force accumulator (trend / cm / dm) is bespoke
|
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13
|
+
// per-primitive state — no registry helper expresses VF.
|
|
14
|
+
import { Float64RingBuffer } from "../ringBuffer.js";
|
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15
|
+
import { ACTIVE_RUNTIME_CONTEXT } from "../runtimeContext.js";
|
|
16
|
+
import { makeSeriesView } from "../seriesView.js";
|
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17
|
+
import { ema } from "./ema.js";
|
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18
|
+
const DEFAULT_FAST_LENGTH = 34;
|
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19
|
+
const DEFAULT_SLOW_LENGTH = 55;
|
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20
|
+
const DEFAULT_SIGNAL_LENGTH = 13;
|
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21
|
+
function getCtx() {
|
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22
|
+
const ctx = ACTIVE_RUNTIME_CONTEXT.current;
|
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23
|
+
if (ctx === null) {
|
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24
|
+
throw new Error("ta.klinger called outside an active script step");
|
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|
+
}
|
|
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|
+
return ctx;
|
|
27
|
+
}
|
|
28
|
+
function initSlot(capacity) {
|
|
29
|
+
const klingerBuf = new Float64RingBuffer(capacity);
|
|
30
|
+
return {
|
|
31
|
+
result: null,
|
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32
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+
klingerBuf,
|
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|
+
klingerSeries: makeSeriesView(klingerBuf),
|
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34
|
+
prevHlc: Number.NaN,
|
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|
+
prevTrend: 0,
|
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36
|
+
prevCm: 0,
|
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37
|
+
prevDm: 0,
|
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38
|
+
prevClosedHlc: Number.NaN,
|
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39
|
+
prevClosedTrend: 0,
|
|
40
|
+
prevClosedCm: 0,
|
|
41
|
+
prevClosedDm: 0,
|
|
42
|
+
barCount: 0,
|
|
43
|
+
};
|
|
44
|
+
}
|
|
45
|
+
/**
|
|
46
|
+
* Volume Force given the bar OHLCV + the prior bar's (hlc, trend, cm,
|
|
47
|
+
* dm) snapshot. Returns the new (vf, trend, cm, dm) tuple.
|
|
48
|
+
*
|
|
49
|
+
* `vf = volume · |2 · (dm / cm − 1)| · trend · 100` when `cm` is
|
|
50
|
+
* finite and non-zero; else `vf = 0`. NaN price inputs hold the prior
|
|
51
|
+
* state forward (vf = 0).
|
|
52
|
+
*/
|
|
53
|
+
function computeVf(high, low, close, volume, baseHlc, baseTrend, baseCm, baseDm) {
|
|
54
|
+
if (!Number.isFinite(high) || !Number.isFinite(low) || !Number.isFinite(close)) {
|
|
55
|
+
return { vf: 0, hlc: baseHlc, trend: baseTrend, cm: baseCm, dm: baseDm };
|
|
56
|
+
}
|
|
57
|
+
const hlc = high + low + close;
|
|
58
|
+
const dm = high - low;
|
|
59
|
+
let trend;
|
|
60
|
+
if (!Number.isFinite(baseHlc)) {
|
|
61
|
+
// First bar — no prior HLC. Seed trend = 0 (matches invinite's
|
|
62
|
+
// initialisation: `prevTrend = 0`), emit vf = 0, propagate
|
|
63
|
+
// baseDm = dm (subsequent bar's cm starts from this dm).
|
|
64
|
+
return { vf: 0, hlc, trend: 0, cm: 0, dm };
|
|
65
|
+
}
|
|
66
|
+
if (hlc > baseHlc)
|
|
67
|
+
trend = 1;
|
|
68
|
+
else if (hlc < baseHlc)
|
|
69
|
+
trend = -1;
|
|
70
|
+
else
|
|
71
|
+
trend = baseTrend;
|
|
72
|
+
const cm = trend === baseTrend ? baseCm + dm : baseDm + dm;
|
|
73
|
+
// Defensive: volume / vf-finite guards. Outer call site has already
|
|
74
|
+
// checked high / low / close are finite; volume can still be NaN on
|
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|
+
// some exchanges, but the runtime feeds a finite default elsewhere.
|
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76
|
+
/* c8 ignore next */
|
|
77
|
+
const volumeFinite = Number.isFinite(volume) ? volume : 0;
|
|
78
|
+
let vf = 0;
|
|
79
|
+
if (cm !== 0 && Number.isFinite(cm)) {
|
|
80
|
+
vf = volumeFinite * Math.abs(2 * (dm / cm - 1)) * trend * 100;
|
|
81
|
+
/* c8 ignore next */
|
|
82
|
+
if (!Number.isFinite(vf))
|
|
83
|
+
vf = 0;
|
|
84
|
+
}
|
|
85
|
+
return { vf, hlc, trend, cm, dm };
|
|
86
|
+
}
|
|
87
|
+
/**
|
|
88
|
+
* Klinger Volume Oscillator. Per-bar Volume Force accumulator drives
|
|
89
|
+
* the difference of two EMAs (`fastLength` / `slowLength`); the
|
|
90
|
+
* signal line is a third EMA over the Klinger line. Defaults
|
|
91
|
+
* `(34, 55, 13)`. Composes 3 `ta.ema` sub-slots (`${slotId}/fastEma`,
|
|
92
|
+
* `${slotId}/slowEma`, `${slotId}/signalEma`). The user-facing
|
|
93
|
+
* `signal` Series IS the signalEma sub-slot's own Series view.
|
|
94
|
+
*
|
|
95
|
+
* Zero-volume bars emit `vf = 0` (no contribution); this matches
|
|
96
|
+
* invinite's `safeVolume`-style shape and the task spec's "no VF
|
|
97
|
+
* update" wording — zero-VF still flows into the EMAs, it just adds
|
|
98
|
+
* zero. The first bar emits `vf = 0` (seed only — no prior HLC to
|
|
99
|
+
* difference against).
|
|
100
|
+
*
|
|
101
|
+
* @formula hlc[t] = high + low + close ;
|
|
102
|
+
* trend = hlc > prevHlc ? +1 : hlc < prevHlc ? −1 : prevTrend ;
|
|
103
|
+
* dm = high − low ; cm = trend === prevTrend ? prevCm + dm : prevDm + dm ;
|
|
104
|
+
* vf = cm ≠ 0 ? volume · |2·(dm/cm − 1)| · trend · 100 : 0 ;
|
|
105
|
+
* klinger = ema(vf, fastLength) − ema(vf, slowLength) ;
|
|
106
|
+
* signal = ema(klinger, signalLength)
|
|
107
|
+
* @warmup slowLength + signalLength − 2
|
|
108
|
+
* @since 0.2
|
|
109
|
+
* @stable
|
|
110
|
+
*
|
|
111
|
+
* @example
|
|
112
|
+
* // import { ta } from "@invinite-org/chartlang-runtime";
|
|
113
|
+
* // const k = ta.klinger("slot");
|
|
114
|
+
* // plot(k.klinger); plot(k.signal);
|
|
115
|
+
*/
|
|
116
|
+
export function klinger(slotId, opts) {
|
|
117
|
+
const ctx = getCtx();
|
|
118
|
+
const fastLength = opts?.fastLength ?? DEFAULT_FAST_LENGTH;
|
|
119
|
+
const slowLength = opts?.slowLength ?? DEFAULT_SLOW_LENGTH;
|
|
120
|
+
const signalLength = opts?.signalLength ?? DEFAULT_SIGNAL_LENGTH;
|
|
121
|
+
let slot = ctx.stream.taSlots.get(slotId);
|
|
122
|
+
if (slot === undefined) {
|
|
123
|
+
slot = initSlot(ctx.stream.ohlcv.close.capacity);
|
|
124
|
+
ctx.stream.taSlots.set(slotId, slot);
|
|
125
|
+
}
|
|
126
|
+
const { high, low, close, volume } = ctx.stream.bar;
|
|
127
|
+
let vf;
|
|
128
|
+
if (ctx.isTick) {
|
|
129
|
+
// Replay the head's VF against the prior-close snapshot.
|
|
130
|
+
const step = computeVf(high, low, close, volume, slot.prevClosedHlc, slot.prevClosedTrend, slot.prevClosedCm, slot.prevClosedDm);
|
|
131
|
+
vf = step.vf;
|
|
132
|
+
}
|
|
133
|
+
else {
|
|
134
|
+
// Close-side. Snapshot prior-close BEFORE folding in.
|
|
135
|
+
slot.prevClosedHlc = slot.prevHlc;
|
|
136
|
+
slot.prevClosedTrend = slot.prevTrend;
|
|
137
|
+
slot.prevClosedCm = slot.prevCm;
|
|
138
|
+
slot.prevClosedDm = slot.prevDm;
|
|
139
|
+
const step = computeVf(high, low, close, volume, slot.prevHlc, slot.prevTrend, slot.prevCm, slot.prevDm);
|
|
140
|
+
vf = step.vf;
|
|
141
|
+
slot.prevHlc = step.hlc;
|
|
142
|
+
slot.prevTrend = step.trend;
|
|
143
|
+
slot.prevCm = step.cm;
|
|
144
|
+
slot.prevDm = step.dm;
|
|
145
|
+
slot.barCount += 1;
|
|
146
|
+
}
|
|
147
|
+
const fastSeries = ema(`${slotId}/fastEma`, vf, fastLength);
|
|
148
|
+
const slowSeries = ema(`${slotId}/slowEma`, vf, slowLength);
|
|
149
|
+
const fa = fastSeries.current;
|
|
150
|
+
const sa = slowSeries.current;
|
|
151
|
+
const klingerValue = Number.isFinite(fa) && Number.isFinite(sa) ? fa - sa : Number.NaN;
|
|
152
|
+
if (ctx.isTick)
|
|
153
|
+
slot.klingerBuf.replaceHead(klingerValue);
|
|
154
|
+
else
|
|
155
|
+
slot.klingerBuf.append(klingerValue);
|
|
156
|
+
const signalSeries = ema(`${slotId}/signalEma`, klingerValue, signalLength);
|
|
157
|
+
if (slot.result === null) {
|
|
158
|
+
slot.result = Object.freeze({
|
|
159
|
+
klinger: slot.klingerSeries,
|
|
160
|
+
signal: signalSeries,
|
|
161
|
+
});
|
|
162
|
+
}
|
|
163
|
+
return slot.result;
|
|
164
|
+
}
|
|
165
|
+
//# sourceMappingURL=klinger.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"klinger.js","sourceRoot":"","sources":["../../src/ta/klinger.ts"],"names":[],"mappings":"AAAA,+DAA+D;AAC/D,+DAA+D;AAC/D,EAAE;AACF,0EAA0E;AAC1E,mEAAmE;AACnE,0DAA0D;AAC1D,yEAAyE;AACzE,qEAAqE;AACrE,4DAA4D;AAC5D,+DAA+D;AAC/D,qEAAqE;AACrE,4DAA4D;AAC5D,yDAAyD;AAIzD,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;AAE/B,MAAM,mBAAmB,GAAG,EAAE,CAAC;AAC/B,MAAM,mBAAmB,GAAG,EAAE,CAAC;AAC/B,MAAM,qBAAqB,GAAG,EAAE,CAAC;AAmBjC,SAAS,MAAM;IACX,MAAM,GAAG,GAAG,sBAAsB,CAAC,OAAO,CAAC;IAC3C,IAAI,GAAG,KAAK,IAAI,EAAE,CAAC;QACf,MAAM,IAAI,KAAK,CAAC,iDAAiD,CAAC,CAAC;IACvE,CAAC;IACD,OAAO,GAAG,CAAC;AACf,CAAC;AAED,SAAS,QAAQ,CAAC,QAAgB;IAC9B,MAAM,UAAU,GAAG,IAAI,iBAAiB,CAAC,QAAQ,CAAC,CAAC;IACnD,OAAO;QACH,MAAM,EAAE,IAAI;QACZ,UAAU;QACV,aAAa,EAAE,cAAc,CAAS,UAAU,CAAC;QACjD,OAAO,EAAE,MAAM,CAAC,GAAG;QACnB,SAAS,EAAE,CAAC;QACZ,MAAM,EAAE,CAAC;QACT,MAAM,EAAE,CAAC;QACT,aAAa,EAAE,MAAM,CAAC,GAAG;QACzB,eAAe,EAAE,CAAC;QAClB,YAAY,EAAE,CAAC;QACf,YAAY,EAAE,CAAC;QACf,QAAQ,EAAE,CAAC;KACd,CAAC;AACN,CAAC;AAED;;;;;;;GAOG;AACH,SAAS,SAAS,CACd,IAAY,EACZ,GAAW,EACX,KAAa,EACb,MAAc,EACd,OAAe,EACf,SAAiB,EACjB,MAAc,EACd,MAAc;IAEd,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,GAAG,CAAC,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,KAAK,CAAC,EAAE,CAAC;QAC7E,OAAO,EAAE,EAAE,EAAE,CAAC,EAAE,GAAG,EAAE,OAAO,EAAE,KAAK,EAAE,SAAS,EAAE,EAAE,EAAE,MAAM,EAAE,EAAE,EAAE,MAAM,EAAE,CAAC;IAC7E,CAAC;IACD,MAAM,GAAG,GAAG,IAAI,GAAG,GAAG,GAAG,KAAK,CAAC;IAC/B,MAAM,EAAE,GAAG,IAAI,GAAG,GAAG,CAAC;IACtB,IAAI,KAAa,CAAC;IAClB,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,OAAO,CAAC,EAAE,CAAC;QAC5B,+DAA+D;QAC/D,2DAA2D;QAC3D,yDAAyD;QACzD,OAAO,EAAE,EAAE,EAAE,CAAC,EAAE,GAAG,EAAE,KAAK,EAAE,CAAC,EAAE,EAAE,EAAE,CAAC,EAAE,EAAE,EAAE,CAAC;IAC/C,CAAC;IACD,IAAI,GAAG,GAAG,OAAO;QAAE,KAAK,GAAG,CAAC,CAAC;SACxB,IAAI,GAAG,GAAG,OAAO;QAAE,KAAK,GAAG,CAAC,CAAC,CAAC;;QAC9B,KAAK,GAAG,SAAS,CAAC;IACvB,MAAM,EAAE,GAAG,KAAK,KAAK,SAAS,CAAC,CAAC,CAAC,MAAM,GAAG,EAAE,CAAC,CAAC,CAAC,MAAM,GAAG,EAAE,CAAC;IAC3D,oEAAoE;IACpE,oEAAoE;IACpE,oEAAoE;IACpE,oBAAoB;IACpB,MAAM,YAAY,GAAG,MAAM,CAAC,QAAQ,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,CAAC;IAC1D,IAAI,EAAE,GAAG,CAAC,CAAC;IACX,IAAI,EAAE,KAAK,CAAC,IAAI,MAAM,CAAC,QAAQ,CAAC,EAAE,CAAC,EAAE,CAAC;QAClC,EAAE,GAAG,YAAY,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC,GAAG,CAAC,EAAE,GAAG,EAAE,GAAG,CAAC,CAAC,CAAC,GAAG,KAAK,GAAG,GAAG,CAAC;QAC9D,oBAAoB;QACpB,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,EAAE,CAAC;YAAE,EAAE,GAAG,CAAC,CAAC;IACrC,CAAC;IACD,OAAO,EAAE,EAAE,EAAE,GAAG,EAAE,KAAK,EAAE,EAAE,EAAE,EAAE,EAAE,CAAC;AACtC,CAAC;AAED;;;;;;;;;;;;;;;;;;;;;;;;;;;;GA4BG;AACH,MAAM,UAAU,OAAO,CAAC,MAAc,EAAE,IAAkB;IACtD,MAAM,GAAG,GAAG,MAAM,EAAE,CAAC;IACrB,MAAM,UAAU,GAAG,IAAI,EAAE,UAAU,IAAI,mBAAmB,CAAC;IAC3D,MAAM,UAAU,GAAG,IAAI,EAAE,UAAU,IAAI,mBAAmB,CAAC;IAC3D,MAAM,YAAY,GAAG,IAAI,EAAE,YAAY,IAAI,qBAAqB,CAAC;IAEjE,IAAI,IAAI,GAAG,GAAG,CAAC,MAAM,CAAC,OAAO,CAAC,GAAG,CAAC,MAAM,CAA4B,CAAC;IACrE,IAAI,IAAI,KAAK,SAAS,EAAE,CAAC;QACrB,IAAI,GAAG,QAAQ,CAAC,GAAG,CAAC,MAAM,CAAC,KAAK,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC;QACjD,GAAG,CAAC,MAAM,CAAC,OAAO,CAAC,GAAG,CAAC,MAAM,EAAE,IAAI,CAAC,CAAC;IACzC,CAAC;IAED,MAAM,EAAE,IAAI,EAAE,GAAG,EAAE,KAAK,EAAE,MAAM,EAAE,GAAG,GAAG,CAAC,MAAM,CAAC,GAAG,CAAC;IAEpD,IAAI,EAAU,CAAC;IACf,IAAI,GAAG,CAAC,MAAM,EAAE,CAAC;QACb,yDAAyD;QACzD,MAAM,IAAI,GAAG,SAAS,CAClB,IAAI,EACJ,GAAG,EACH,KAAK,EACL,MAAM,EACN,IAAI,CAAC,aAAa,EAClB,IAAI,CAAC,eAAe,EACpB,IAAI,CAAC,YAAY,EACjB,IAAI,CAAC,YAAY,CACpB,CAAC;QACF,EAAE,GAAG,IAAI,CAAC,EAAE,CAAC;IACjB,CAAC;SAAM,CAAC;QACJ,sDAAsD;QACtD,IAAI,CAAC,aAAa,GAAG,IAAI,CAAC,OAAO,CAAC;QAClC,IAAI,CAAC,eAAe,GAAG,IAAI,CAAC,SAAS,CAAC;QACtC,IAAI,CAAC,YAAY,GAAG,IAAI,CAAC,MAAM,CAAC;QAChC,IAAI,CAAC,YAAY,GAAG,IAAI,CAAC,MAAM,CAAC;QAChC,MAAM,IAAI,GAAG,SAAS,CAClB,IAAI,EACJ,GAAG,EACH,KAAK,EACL,MAAM,EACN,IAAI,CAAC,OAAO,EACZ,IAAI,CAAC,SAAS,EACd,IAAI,CAAC,MAAM,EACX,IAAI,CAAC,MAAM,CACd,CAAC;QACF,EAAE,GAAG,IAAI,CAAC,EAAE,CAAC;QACb,IAAI,CAAC,OAAO,GAAG,IAAI,CAAC,GAAG,CAAC;QACxB,IAAI,CAAC,SAAS,GAAG,IAAI,CAAC,KAAK,CAAC;QAC5B,IAAI,CAAC,MAAM,GAAG,IAAI,CAAC,EAAE,CAAC;QACtB,IAAI,CAAC,MAAM,GAAG,IAAI,CAAC,EAAE,CAAC;QACtB,IAAI,CAAC,QAAQ,IAAI,CAAC,CAAC;IACvB,CAAC;IAED,MAAM,UAAU,GAAG,GAAG,CAAC,GAAG,MAAM,UAAU,EAAE,EAAE,EAAE,UAAU,CAAC,CAAC;IAC5D,MAAM,UAAU,GAAG,GAAG,CAAC,GAAG,MAAM,UAAU,EAAE,EAAE,EAAE,UAAU,CAAC,CAAC;IAC5D,MAAM,EAAE,GAAG,UAAU,CAAC,OAAO,CAAC;IAC9B,MAAM,EAAE,GAAG,UAAU,CAAC,OAAO,CAAC;IAC9B,MAAM,YAAY,GAAG,MAAM,CAAC,QAAQ,CAAC,EAAE,CAAC,IAAI,MAAM,CAAC,QAAQ,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,EAAE,GAAG,EAAE,CAAC,CAAC,CAAC,MAAM,CAAC,GAAG,CAAC;IAEvF,IAAI,GAAG,CAAC,MAAM;QAAE,IAAI,CAAC,UAAU,CAAC,WAAW,CAAC,YAAY,CAAC,CAAC;;QACrD,IAAI,CAAC,UAAU,CAAC,MAAM,CAAC,YAAY,CAAC,CAAC;IAE1C,MAAM,YAAY,GAAG,GAAG,CAAC,GAAG,MAAM,YAAY,EAAE,YAAY,EAAE,YAAY,CAAC,CAAC;IAE5E,IAAI,IAAI,CAAC,MAAM,KAAK,IAAI,EAAE,CAAC;QACvB,IAAI,CAAC,MAAM,GAAG,MAAM,CAAC,MAAM,CAAC;YACxB,OAAO,EAAE,IAAI,CAAC,aAAa;YAC3B,MAAM,EAAE,YAAY;SACvB,CAAC,CAAC;IACP,CAAC;IACD,OAAO,IAAI,CAAC,MAAM,CAAC;AACvB,CAAC"}
|
package/dist/ta/kst.d.ts
ADDED
|
@@ -0,0 +1,31 @@
|
|
|
1
|
+
import type { KstOpts, KstResult } from "@invinite-org/chartlang-core";
|
|
2
|
+
import { type ScalarOrSeries } from "./lib/sourceValue.js";
|
|
3
|
+
/**
|
|
4
|
+
* Know Sure Thing (Martin Pring, 1992). Weighted sum of four SMA-
|
|
5
|
+
* smoothed percentage rate-of-change series plus an SMA signal line.
|
|
6
|
+
* Defaults `(10, 15, 20, 30, 10, 10, 10, 15, 9)` match Pring's
|
|
7
|
+
* canonical settings. Composes 4 `ta.sma` sub-slots
|
|
8
|
+
* (`${slotId}/r1Sma` .. `${slotId}/r4Sma`) for the smoothing layer
|
|
9
|
+
* plus one `ta.sma` sub-slot (`${slotId}/signalSma`) for the signal
|
|
10
|
+
* line. The percentage-ROC math is inline (mirrors `ta.coppock` —
|
|
11
|
+
* `ta.change` emits absolute deltas, not percentages).
|
|
12
|
+
*
|
|
13
|
+
* The user-facing `signal` Series IS the signalSma sub-slot's own
|
|
14
|
+
* Series view (no extra output buffer on the parent slot). The
|
|
15
|
+
* `kst` Series wraps the parent's own `kstBuf` ring. Result identity
|
|
16
|
+
* is captured on the first call and returned by reference thereafter.
|
|
17
|
+
*
|
|
18
|
+
* @formula rN[t] = sma(pctRoc(source[t], source[t − rocNLength]), rocNSmooth) for N in 1..4 ;
|
|
19
|
+
* kst[t] = r1 + 2·r2 + 3·r3 + 4·r4 ; NaN if any rN NaN ;
|
|
20
|
+
* signal = sma(kst, signalLength)
|
|
21
|
+
* @warmup max_N(rocNLength + rocNSmooth) + signalLength − 2
|
|
22
|
+
* @since 0.2
|
|
23
|
+
* @stable
|
|
24
|
+
*
|
|
25
|
+
* @example
|
|
26
|
+
* // import { ta } from "@invinite-org/chartlang-runtime";
|
|
27
|
+
* // const k = ta.kst("slot", bar.close);
|
|
28
|
+
* // plot(k.kst); plot(k.signal);
|
|
29
|
+
*/
|
|
30
|
+
export declare function kst(slotId: string, source: ScalarOrSeries, opts?: KstOpts): KstResult;
|
|
31
|
+
//# sourceMappingURL=kst.d.ts.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"kst.d.ts","sourceRoot":"","sources":["../../src/ta/kst.ts"],"names":[],"mappings":"AAeA,OAAO,KAAK,EAAE,OAAO,EAAE,SAAS,EAAU,MAAM,8BAA8B,CAAC;AAM/E,OAAO,EAAE,KAAK,cAAc,EAAmB,MAAM,sBAAsB,CAAC;AA+C5E;;;;;;;;;;;;;;;;;;;;;;;;;;GA0BG;AACH,wBAAgB,GAAG,CAAC,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,cAAc,EAAE,IAAI,CAAC,EAAE,OAAO,GAAG,SAAS,CAyErF"}
|