@invinite-org/chartlang-runtime 1.0.2
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/CHANGELOG.md +2690 -0
- package/LICENSE +21 -0
- package/README.md +57 -0
- package/dist/buildComputeContext.d.ts +21 -0
- package/dist/buildComputeContext.d.ts.map +1 -0
- package/dist/buildComputeContext.js +48 -0
- package/dist/buildComputeContext.js.map +1 -0
- package/dist/createScriptRunner.d.ts +111 -0
- package/dist/createScriptRunner.d.ts.map +1 -0
- package/dist/createScriptRunner.js +234 -0
- package/dist/createScriptRunner.js.map +1 -0
- package/dist/emit/alert.d.ts +46 -0
- package/dist/emit/alert.d.ts.map +1 -0
- package/dist/emit/alert.js +71 -0
- package/dist/emit/alert.js.map +1 -0
- package/dist/emit/alertConditionEmission.d.ts +15 -0
- package/dist/emit/alertConditionEmission.d.ts.map +1 -0
- package/dist/emit/alertConditionEmission.js +53 -0
- package/dist/emit/alertConditionEmission.js.map +1 -0
- package/dist/emit/draw/annotations/arrow.d.ts +42 -0
- package/dist/emit/draw/annotations/arrow.d.ts.map +1 -0
- package/dist/emit/draw/annotations/arrow.js +40 -0
- package/dist/emit/draw/annotations/arrow.js.map +1 -0
- package/dist/emit/draw/annotations/arrowMarkDown.d.ts +36 -0
- package/dist/emit/draw/annotations/arrowMarkDown.d.ts.map +1 -0
- package/dist/emit/draw/annotations/arrowMarkDown.js +40 -0
- package/dist/emit/draw/annotations/arrowMarkDown.js.map +1 -0
- package/dist/emit/draw/annotations/arrowMarkUp.d.ts +36 -0
- package/dist/emit/draw/annotations/arrowMarkUp.d.ts.map +1 -0
- package/dist/emit/draw/annotations/arrowMarkUp.js +40 -0
- package/dist/emit/draw/annotations/arrowMarkUp.js.map +1 -0
- package/dist/emit/draw/annotations/arrowMarker.d.ts +40 -0
- package/dist/emit/draw/annotations/arrowMarker.d.ts.map +1 -0
- package/dist/emit/draw/annotations/arrowMarker.js +40 -0
- package/dist/emit/draw/annotations/arrowMarker.js.map +1 -0
- package/dist/emit/draw/annotations/text.d.ts +41 -0
- package/dist/emit/draw/annotations/text.d.ts.map +1 -0
- package/dist/emit/draw/annotations/text.js +44 -0
- package/dist/emit/draw/annotations/text.js.map +1 -0
- package/dist/emit/draw/boxes/circle.d.ts +42 -0
- package/dist/emit/draw/boxes/circle.d.ts.map +1 -0
- package/dist/emit/draw/boxes/circle.js +44 -0
- package/dist/emit/draw/boxes/circle.js.map +1 -0
- package/dist/emit/draw/boxes/ellipse.d.ts +42 -0
- package/dist/emit/draw/boxes/ellipse.d.ts.map +1 -0
- package/dist/emit/draw/boxes/ellipse.js +40 -0
- package/dist/emit/draw/boxes/ellipse.js.map +1 -0
- package/dist/emit/draw/boxes/marker.d.ts +43 -0
- package/dist/emit/draw/boxes/marker.d.ts.map +1 -0
- package/dist/emit/draw/boxes/marker.js +49 -0
- package/dist/emit/draw/boxes/marker.js.map +1 -0
- package/dist/emit/draw/boxes/path.d.ts +43 -0
- package/dist/emit/draw/boxes/path.d.ts.map +1 -0
- package/dist/emit/draw/boxes/path.js +40 -0
- package/dist/emit/draw/boxes/path.js.map +1 -0
- package/dist/emit/draw/boxes/polyline.d.ts +43 -0
- package/dist/emit/draw/boxes/polyline.d.ts.map +1 -0
- package/dist/emit/draw/boxes/polyline.js +40 -0
- package/dist/emit/draw/boxes/polyline.js.map +1 -0
- package/dist/emit/draw/boxes/rectangle.d.ts +40 -0
- package/dist/emit/draw/boxes/rectangle.d.ts.map +1 -0
- package/dist/emit/draw/boxes/rectangle.js +40 -0
- package/dist/emit/draw/boxes/rectangle.js.map +1 -0
- package/dist/emit/draw/boxes/rotatedRectangle.d.ts +45 -0
- package/dist/emit/draw/boxes/rotatedRectangle.d.ts.map +1 -0
- package/dist/emit/draw/boxes/rotatedRectangle.js +40 -0
- package/dist/emit/draw/boxes/rotatedRectangle.js.map +1 -0
- package/dist/emit/draw/boxes/triangle.d.ts +42 -0
- package/dist/emit/draw/boxes/triangle.d.ts.map +1 -0
- package/dist/emit/draw/boxes/triangle.js +40 -0
- package/dist/emit/draw/boxes/triangle.js.map +1 -0
- package/dist/emit/draw/channels/disjointChannel.d.ts +43 -0
- package/dist/emit/draw/channels/disjointChannel.d.ts.map +1 -0
- package/dist/emit/draw/channels/disjointChannel.js +40 -0
- package/dist/emit/draw/channels/disjointChannel.js.map +1 -0
- package/dist/emit/draw/channels/flatTopBottom.d.ts +44 -0
- package/dist/emit/draw/channels/flatTopBottom.d.ts.map +1 -0
- package/dist/emit/draw/channels/flatTopBottom.js +40 -0
- package/dist/emit/draw/channels/flatTopBottom.js.map +1 -0
- package/dist/emit/draw/channels/regressionTrend.d.ts +49 -0
- package/dist/emit/draw/channels/regressionTrend.d.ts.map +1 -0
- package/dist/emit/draw/channels/regressionTrend.js +44 -0
- package/dist/emit/draw/channels/regressionTrend.js.map +1 -0
- package/dist/emit/draw/channels/trendChannel.d.ts +43 -0
- package/dist/emit/draw/channels/trendChannel.d.ts.map +1 -0
- package/dist/emit/draw/channels/trendChannel.js +40 -0
- package/dist/emit/draw/channels/trendChannel.js.map +1 -0
- package/dist/emit/draw/containers/frame.d.ts +42 -0
- package/dist/emit/draw/containers/frame.d.ts.map +1 -0
- package/dist/emit/draw/containers/frame.js +47 -0
- package/dist/emit/draw/containers/frame.js.map +1 -0
- package/dist/emit/draw/containers/group.d.ts +47 -0
- package/dist/emit/draw/containers/group.d.ts.map +1 -0
- package/dist/emit/draw/containers/group.js +44 -0
- package/dist/emit/draw/containers/group.js.map +1 -0
- package/dist/emit/draw/curves/arc.d.ts +44 -0
- package/dist/emit/draw/curves/arc.d.ts.map +1 -0
- package/dist/emit/draw/curves/arc.js +40 -0
- package/dist/emit/draw/curves/arc.js.map +1 -0
- package/dist/emit/draw/curves/brush.d.ts +44 -0
- package/dist/emit/draw/curves/brush.d.ts.map +1 -0
- package/dist/emit/draw/curves/brush.js +43 -0
- package/dist/emit/draw/curves/brush.js.map +1 -0
- package/dist/emit/draw/curves/curve.d.ts +43 -0
- package/dist/emit/draw/curves/curve.d.ts.map +1 -0
- package/dist/emit/draw/curves/curve.js +40 -0
- package/dist/emit/draw/curves/curve.js.map +1 -0
- package/dist/emit/draw/curves/doubleCurve.d.ts +46 -0
- package/dist/emit/draw/curves/doubleCurve.d.ts.map +1 -0
- package/dist/emit/draw/curves/doubleCurve.js +40 -0
- package/dist/emit/draw/curves/doubleCurve.js.map +1 -0
- package/dist/emit/draw/curves/highlighter.d.ts +43 -0
- package/dist/emit/draw/curves/highlighter.d.ts.map +1 -0
- package/dist/emit/draw/curves/highlighter.js +43 -0
- package/dist/emit/draw/curves/highlighter.js.map +1 -0
- package/dist/emit/draw/curves/pen.d.ts +41 -0
- package/dist/emit/draw/curves/pen.d.ts.map +1 -0
- package/dist/emit/draw/curves/pen.js +40 -0
- package/dist/emit/draw/curves/pen.js.map +1 -0
- package/dist/emit/draw/cycles/cyclicLines.d.ts +41 -0
- package/dist/emit/draw/cycles/cyclicLines.d.ts.map +1 -0
- package/dist/emit/draw/cycles/cyclicLines.js +44 -0
- package/dist/emit/draw/cycles/cyclicLines.js.map +1 -0
- package/dist/emit/draw/cycles/sineLine.d.ts +40 -0
- package/dist/emit/draw/cycles/sineLine.d.ts.map +1 -0
- package/dist/emit/draw/cycles/sineLine.js +44 -0
- package/dist/emit/draw/cycles/sineLine.js.map +1 -0
- package/dist/emit/draw/cycles/timeCycles.d.ts +40 -0
- package/dist/emit/draw/cycles/timeCycles.d.ts.map +1 -0
- package/dist/emit/draw/cycles/timeCycles.js +44 -0
- package/dist/emit/draw/cycles/timeCycles.js.map +1 -0
- package/dist/emit/draw/elliott/elliottCorrectionWave.d.ts +39 -0
- package/dist/emit/draw/elliott/elliottCorrectionWave.d.ts.map +1 -0
- package/dist/emit/draw/elliott/elliottCorrectionWave.js +43 -0
- package/dist/emit/draw/elliott/elliottCorrectionWave.js.map +1 -0
- package/dist/emit/draw/elliott/elliottDoubleCombo.d.ts +44 -0
- package/dist/emit/draw/elliott/elliottDoubleCombo.d.ts.map +1 -0
- package/dist/emit/draw/elliott/elliottDoubleCombo.js +43 -0
- package/dist/emit/draw/elliott/elliottDoubleCombo.js.map +1 -0
- package/dist/emit/draw/elliott/elliottImpulseWave.d.ts +42 -0
- package/dist/emit/draw/elliott/elliottImpulseWave.d.ts.map +1 -0
- package/dist/emit/draw/elliott/elliottImpulseWave.js +43 -0
- package/dist/emit/draw/elliott/elliottImpulseWave.js.map +1 -0
- package/dist/emit/draw/elliott/elliottTriangleWave.d.ts +41 -0
- package/dist/emit/draw/elliott/elliottTriangleWave.d.ts.map +1 -0
- package/dist/emit/draw/elliott/elliottTriangleWave.js +43 -0
- package/dist/emit/draw/elliott/elliottTriangleWave.js.map +1 -0
- package/dist/emit/draw/elliott/elliottTripleCombo.d.ts +44 -0
- package/dist/emit/draw/elliott/elliottTripleCombo.d.ts.map +1 -0
- package/dist/emit/draw/elliott/elliottTripleCombo.js +47 -0
- package/dist/emit/draw/elliott/elliottTripleCombo.js.map +1 -0
- package/dist/emit/draw/fibA/fibChannel.d.ts +41 -0
- package/dist/emit/draw/fibA/fibChannel.d.ts.map +1 -0
- package/dist/emit/draw/fibA/fibChannel.js +40 -0
- package/dist/emit/draw/fibA/fibChannel.js.map +1 -0
- package/dist/emit/draw/fibA/fibRetracement.d.ts +40 -0
- package/dist/emit/draw/fibA/fibRetracement.d.ts.map +1 -0
- package/dist/emit/draw/fibA/fibRetracement.js +44 -0
- package/dist/emit/draw/fibA/fibRetracement.js.map +1 -0
- package/dist/emit/draw/fibA/fibTimeZone.d.ts +41 -0
- package/dist/emit/draw/fibA/fibTimeZone.d.ts.map +1 -0
- package/dist/emit/draw/fibA/fibTimeZone.js +44 -0
- package/dist/emit/draw/fibA/fibTimeZone.js.map +1 -0
- package/dist/emit/draw/fibA/fibTrendExtension.d.ts +42 -0
- package/dist/emit/draw/fibA/fibTrendExtension.d.ts.map +1 -0
- package/dist/emit/draw/fibA/fibTrendExtension.js +44 -0
- package/dist/emit/draw/fibA/fibTrendExtension.js.map +1 -0
- package/dist/emit/draw/fibA/fibWedge.d.ts +42 -0
- package/dist/emit/draw/fibA/fibWedge.d.ts.map +1 -0
- package/dist/emit/draw/fibA/fibWedge.js +40 -0
- package/dist/emit/draw/fibA/fibWedge.js.map +1 -0
- package/dist/emit/draw/fibB/fibCircles.d.ts +41 -0
- package/dist/emit/draw/fibB/fibCircles.d.ts.map +1 -0
- package/dist/emit/draw/fibB/fibCircles.js +44 -0
- package/dist/emit/draw/fibB/fibCircles.js.map +1 -0
- package/dist/emit/draw/fibB/fibSpeedArcs.d.ts +39 -0
- package/dist/emit/draw/fibB/fibSpeedArcs.d.ts.map +1 -0
- package/dist/emit/draw/fibB/fibSpeedArcs.js +44 -0
- package/dist/emit/draw/fibB/fibSpeedArcs.js.map +1 -0
- package/dist/emit/draw/fibB/fibSpeedFan.d.ts +39 -0
- package/dist/emit/draw/fibB/fibSpeedFan.d.ts.map +1 -0
- package/dist/emit/draw/fibB/fibSpeedFan.js +44 -0
- package/dist/emit/draw/fibB/fibSpeedFan.js.map +1 -0
- package/dist/emit/draw/fibB/fibSpiral.d.ts +41 -0
- package/dist/emit/draw/fibB/fibSpiral.d.ts.map +1 -0
- package/dist/emit/draw/fibB/fibSpiral.js +44 -0
- package/dist/emit/draw/fibB/fibSpiral.js.map +1 -0
- package/dist/emit/draw/fibB/fibTrendTime.d.ts +45 -0
- package/dist/emit/draw/fibB/fibTrendTime.d.ts.map +1 -0
- package/dist/emit/draw/fibB/fibTrendTime.js +44 -0
- package/dist/emit/draw/fibB/fibTrendTime.js.map +1 -0
- package/dist/emit/draw/gann/gannBox.d.ts +39 -0
- package/dist/emit/draw/gann/gannBox.d.ts.map +1 -0
- package/dist/emit/draw/gann/gannBox.js +44 -0
- package/dist/emit/draw/gann/gannBox.js.map +1 -0
- package/dist/emit/draw/gann/gannFan.d.ts +39 -0
- package/dist/emit/draw/gann/gannFan.d.ts.map +1 -0
- package/dist/emit/draw/gann/gannFan.js +44 -0
- package/dist/emit/draw/gann/gannFan.js.map +1 -0
- package/dist/emit/draw/gann/gannSquare.d.ts +38 -0
- package/dist/emit/draw/gann/gannSquare.d.ts.map +1 -0
- package/dist/emit/draw/gann/gannSquare.js +44 -0
- package/dist/emit/draw/gann/gannSquare.js.map +1 -0
- package/dist/emit/draw/gann/gannSquareFixed.d.ts +35 -0
- package/dist/emit/draw/gann/gannSquareFixed.d.ts.map +1 -0
- package/dist/emit/draw/gann/gannSquareFixed.js +44 -0
- package/dist/emit/draw/gann/gannSquareFixed.js.map +1 -0
- package/dist/emit/draw/handle.d.ts +37 -0
- package/dist/emit/draw/handle.d.ts.map +1 -0
- package/dist/emit/draw/handle.js +118 -0
- package/dist/emit/draw/handle.js.map +1 -0
- package/dist/emit/draw/index.d.ts +5 -0
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- package/dist/emit/draw/index.js.map +1 -0
- package/dist/emit/draw/lines/crossLine.d.ts +37 -0
- package/dist/emit/draw/lines/crossLine.d.ts.map +1 -0
- package/dist/emit/draw/lines/crossLine.js +40 -0
- package/dist/emit/draw/lines/crossLine.js.map +1 -0
- package/dist/emit/draw/lines/horizontalLine.d.ts +33 -0
- package/dist/emit/draw/lines/horizontalLine.d.ts.map +1 -0
- package/dist/emit/draw/lines/horizontalLine.js +40 -0
- package/dist/emit/draw/lines/horizontalLine.js.map +1 -0
- package/dist/emit/draw/lines/horizontalRay.d.ts +36 -0
- package/dist/emit/draw/lines/horizontalRay.d.ts.map +1 -0
- package/dist/emit/draw/lines/horizontalRay.js +40 -0
- package/dist/emit/draw/lines/horizontalRay.js.map +1 -0
- package/dist/emit/draw/lines/line.d.ts +43 -0
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- package/dist/emit/draw/lines/line.js +43 -0
- package/dist/emit/draw/lines/line.js.map +1 -0
- package/dist/emit/draw/lines/trendAngle.d.ts +38 -0
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- package/dist/emit/draw/lines/trendAngle.js.map +1 -0
- package/dist/emit/draw/lines/verticalLine.d.ts +33 -0
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- package/dist/emit/draw/lines/verticalLine.js +40 -0
- package/dist/emit/draw/lines/verticalLine.js.map +1 -0
- package/dist/emit/draw/namespace.d.ts +26 -0
- package/dist/emit/draw/namespace.d.ts.map +1 -0
- package/dist/emit/draw/namespace.js +186 -0
- package/dist/emit/draw/namespace.js.map +1 -0
- package/dist/emit/draw/patterns/abcdPattern.d.ts +40 -0
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- package/dist/emit/draw/patterns/cypherPattern.d.ts +43 -0
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- package/dist/emit/draw/patterns/cypherPattern.js.map +1 -0
- package/dist/emit/draw/patterns/headAndShoulders.d.ts +42 -0
- package/dist/emit/draw/patterns/headAndShoulders.d.ts.map +1 -0
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- package/dist/emit/draw/patterns/threeDrivesPattern.d.ts +43 -0
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- package/dist/emit/draw/patterns/trianglePattern.d.ts +41 -0
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- package/dist/emit/draw/patterns/xabcdPattern.d.ts +41 -0
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- package/dist/emit/draw/pitchforks/pitchfan.d.ts +39 -0
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- package/dist/ta/lib/wmaFloat64.d.ts.map +1 -0
- package/dist/ta/lib/wmaFloat64.js +61 -0
- package/dist/ta/lib/wmaFloat64.js.map +1 -0
- package/dist/ta/lowest.d.ts +20 -0
- package/dist/ta/lowest.d.ts.map +1 -0
- package/dist/ta/lowest.js +113 -0
- package/dist/ta/lowest.js.map +1 -0
- package/dist/ta/lsma.d.ts +31 -0
- package/dist/ta/lsma.d.ts.map +1 -0
- package/dist/ta/lsma.js +127 -0
- package/dist/ta/lsma.js.map +1 -0
- package/dist/ta/maRibbon.d.ts +52 -0
- package/dist/ta/maRibbon.d.ts.map +1 -0
- package/dist/ta/maRibbon.js +125 -0
- package/dist/ta/maRibbon.js.map +1 -0
- package/dist/ta/macd.d.ts +30 -0
- package/dist/ta/macd.d.ts.map +1 -0
- package/dist/ta/macd.js +122 -0
- package/dist/ta/macd.js.map +1 -0
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- package/dist/ta/massIndex.d.ts.map +1 -0
- package/dist/ta/massIndex.js +149 -0
- package/dist/ta/massIndex.js.map +1 -0
- package/dist/ta/mcginley.d.ts +26 -0
- package/dist/ta/mcginley.d.ts.map +1 -0
- package/dist/ta/mcginley.js +118 -0
- package/dist/ta/mcginley.js.map +1 -0
- package/dist/ta/median.d.ts +24 -0
- package/dist/ta/median.d.ts.map +1 -0
- package/dist/ta/median.js +112 -0
- package/dist/ta/median.js.map +1 -0
- package/dist/ta/mfi.d.ts +38 -0
- package/dist/ta/mfi.d.ts.map +1 -0
- package/dist/ta/mfi.js +152 -0
- package/dist/ta/mfi.js.map +1 -0
- package/dist/ta/momentum.d.ts +21 -0
- package/dist/ta/momentum.d.ts.map +1 -0
- package/dist/ta/momentum.js +46 -0
- package/dist/ta/momentum.js.map +1 -0
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- package/dist/ta/netVolume.d.ts.map +1 -0
- package/dist/ta/netVolume.js +118 -0
- package/dist/ta/netVolume.js.map +1 -0
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- package/dist/ta/nvi.d.ts.map +1 -0
- package/dist/ta/nvi.js +140 -0
- package/dist/ta/nvi.js.map +1 -0
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- package/dist/ta/nz.d.ts.map +1 -0
- package/dist/ta/nz.js +25 -0
- package/dist/ta/nz.js.map +1 -0
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- package/dist/ta/obv.d.ts.map +1 -0
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- package/dist/ta/persistence.d.ts.map +1 -0
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- package/dist/ta/persistence.js.map +1 -0
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- package/dist/ta/pivotsHighLow.js.map +1 -0
- package/dist/ta/pivotsStandard.d.ts +46 -0
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- package/dist/ta/pivotsStandard.js +323 -0
- package/dist/ta/pivotsStandard.js.map +1 -0
- package/dist/ta/pmo.d.ts +31 -0
- package/dist/ta/pmo.d.ts.map +1 -0
- package/dist/ta/pmo.js +185 -0
- package/dist/ta/pmo.js.map +1 -0
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- package/dist/ta/ppo.d.ts.map +1 -0
- package/dist/ta/ppo.js +130 -0
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- package/dist/ta/psar.js.map +1 -0
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- package/dist/ta/pvi.d.ts.map +1 -0
- package/dist/ta/pvi.js +127 -0
- package/dist/ta/pvi.js.map +1 -0
- package/dist/ta/pvo.d.ts +34 -0
- package/dist/ta/pvo.d.ts.map +1 -0
- package/dist/ta/pvo.js +123 -0
- package/dist/ta/pvo.js.map +1 -0
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- package/dist/ta/pvt.d.ts.map +1 -0
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- package/dist/ta/pvt.js.map +1 -0
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- package/dist/ta/registry.d.ts.map +1 -0
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- package/dist/ta/registry.js.map +1 -0
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- package/dist/ta/roc.d.ts.map +1 -0
- package/dist/ta/roc.js +80 -0
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- package/dist/ta/rsi.d.ts.map +1 -0
- package/dist/ta/rsi.js +166 -0
- package/dist/ta/rsi.js.map +1 -0
- package/dist/ta/rvgi.d.ts +27 -0
- package/dist/ta/rvgi.d.ts.map +1 -0
- package/dist/ta/rvgi.js +139 -0
- package/dist/ta/rvgi.js.map +1 -0
- package/dist/ta/rvi.d.ts +31 -0
- package/dist/ta/rvi.d.ts.map +1 -0
- package/dist/ta/rvi.js +195 -0
- package/dist/ta/rvi.js.map +1 -0
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- package/dist/ta/sessionVolumeProfile.d.ts.map +1 -0
- package/dist/ta/sessionVolumeProfile.js +164 -0
- 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
- package/dist/ta/smi.d.ts +41 -0
- package/dist/ta/smi.d.ts.map +1 -0
- package/dist/ta/smi.js +134 -0
- package/dist/ta/smi.js.map +1 -0
- package/dist/ta/smma.d.ts +26 -0
- package/dist/ta/smma.d.ts.map +1 -0
- package/dist/ta/smma.js +105 -0
- package/dist/ta/smma.js.map +1 -0
- package/dist/ta/stdev.d.ts +25 -0
- package/dist/ta/stdev.d.ts.map +1 -0
- package/dist/ta/stdev.js +125 -0
- package/dist/ta/stdev.js.map +1 -0
- package/dist/ta/stoch.d.ts +32 -0
- package/dist/ta/stoch.d.ts.map +1 -0
- package/dist/ta/stoch.js +91 -0
- package/dist/ta/stoch.js.map +1 -0
- package/dist/ta/stochRsi.d.ts +35 -0
- package/dist/ta/stochRsi.d.ts.map +1 -0
- package/dist/ta/stochRsi.js +98 -0
- package/dist/ta/stochRsi.js.map +1 -0
- package/dist/ta/supertrend.d.ts +34 -0
- package/dist/ta/supertrend.d.ts.map +1 -0
- package/dist/ta/supertrend.js +181 -0
- package/dist/ta/supertrend.js.map +1 -0
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- package/dist/ta/tema.d.ts.map +1 -0
- package/dist/ta/tema.js +75 -0
- package/dist/ta/tema.js.map +1 -0
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- package/dist/ta/trendStrengthIndex.d.ts.map +1 -0
- package/dist/ta/trendStrengthIndex.js +183 -0
- package/dist/ta/trendStrengthIndex.js.map +1 -0
- package/dist/ta/trix.d.ts +34 -0
- package/dist/ta/trix.d.ts.map +1 -0
- package/dist/ta/trix.js +135 -0
- package/dist/ta/trix.js.map +1 -0
- package/dist/ta/tsi.d.ts +37 -0
- package/dist/ta/tsi.d.ts.map +1 -0
- package/dist/ta/tsi.js +127 -0
- package/dist/ta/tsi.js.map +1 -0
- package/dist/ta/ulcerIndex.d.ts +34 -0
- package/dist/ta/ulcerIndex.d.ts.map +1 -0
- package/dist/ta/ulcerIndex.js +120 -0
- package/dist/ta/ulcerIndex.js.map +1 -0
- package/dist/ta/ultimateOsc.d.ts +27 -0
- package/dist/ta/ultimateOsc.d.ts.map +1 -0
- package/dist/ta/ultimateOsc.js +174 -0
- package/dist/ta/ultimateOsc.js.map +1 -0
- package/dist/ta/valuewhen.d.ts +27 -0
- package/dist/ta/valuewhen.d.ts.map +1 -0
- package/dist/ta/valuewhen.js +115 -0
- package/dist/ta/valuewhen.js.map +1 -0
- package/dist/ta/visibleRangeVolumeProfile.d.ts +26 -0
- package/dist/ta/visibleRangeVolumeProfile.d.ts.map +1 -0
- package/dist/ta/visibleRangeVolumeProfile.js +107 -0
- package/dist/ta/visibleRangeVolumeProfile.js.map +1 -0
- package/dist/ta/vol.d.ts +23 -0
- package/dist/ta/vol.d.ts.map +1 -0
- package/dist/ta/vol.js +58 -0
- package/dist/ta/vol.js.map +1 -0
- package/dist/ta/volatilityStop.d.ts +36 -0
- package/dist/ta/volatilityStop.d.ts.map +1 -0
- package/dist/ta/volatilityStop.js +203 -0
- package/dist/ta/volatilityStop.js.map +1 -0
- package/dist/ta/vortex.d.ts +30 -0
- package/dist/ta/vortex.d.ts.map +1 -0
- package/dist/ta/vortex.js +210 -0
- package/dist/ta/vortex.js.map +1 -0
- package/dist/ta/vwap.d.ts +33 -0
- package/dist/ta/vwap.d.ts.map +1 -0
- package/dist/ta/vwap.js +138 -0
- package/dist/ta/vwap.js.map +1 -0
- package/dist/ta/vwma.d.ts +24 -0
- package/dist/ta/vwma.d.ts.map +1 -0
- package/dist/ta/vwma.js +112 -0
- package/dist/ta/vwma.js.map +1 -0
- package/dist/ta/williamsFractal.d.ts +43 -0
- package/dist/ta/williamsFractal.d.ts.map +1 -0
- package/dist/ta/williamsFractal.js +171 -0
- package/dist/ta/williamsFractal.js.map +1 -0
- package/dist/ta/williamsR.d.ts +24 -0
- package/dist/ta/williamsR.d.ts.map +1 -0
- package/dist/ta/williamsR.js +75 -0
- package/dist/ta/williamsR.js.map +1 -0
- package/dist/ta/wma.d.ts +24 -0
- package/dist/ta/wma.d.ts.map +1 -0
- package/dist/ta/wma.js +106 -0
- package/dist/ta/wma.js.map +1 -0
- package/dist/ta/zigZag.d.ts +40 -0
- package/dist/ta/zigZag.d.ts.map +1 -0
- package/dist/ta/zigZag.js +296 -0
- package/dist/ta/zigZag.js.map +1 -0
- package/dist/views/barstateView.d.ts +44 -0
- package/dist/views/barstateView.d.ts.map +1 -0
- package/dist/views/barstateView.js +27 -0
- package/dist/views/barstateView.js.map +1 -0
- package/dist/views/index.d.ts +37 -0
- package/dist/views/index.d.ts.map +1 -0
- package/dist/views/index.js +28 -0
- package/dist/views/index.js.map +1 -0
- package/dist/views/refreshRuntimeViews.d.ts +15 -0
- package/dist/views/refreshRuntimeViews.d.ts.map +1 -0
- package/dist/views/refreshRuntimeViews.js +29 -0
- package/dist/views/refreshRuntimeViews.js.map +1 -0
- package/dist/views/symInfoView.d.ts +42 -0
- package/dist/views/symInfoView.d.ts.map +1 -0
- package/dist/views/symInfoView.js +32 -0
- package/dist/views/symInfoView.js.map +1 -0
- package/dist/views/timeframeView.d.ts +17 -0
- package/dist/views/timeframeView.d.ts.map +1 -0
- package/dist/views/timeframeView.js +47 -0
- package/dist/views/timeframeView.js.map +1 -0
- package/package.json +46 -0
package/dist/ta/rsi.js
ADDED
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@@ -0,0 +1,166 @@
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1
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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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3
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//
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4
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// Ported from invinite/src/components/trading-chart/indicators/rsi.ts
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// (commit d2d1043c1b039f66d2f3674526d303d31cf2f1e0, © Invinite).
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// Re-licensed MIT for chartlang. See PLAN.md §3.1 for the
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7
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// provenance contract; the math is the reference, the code style is not.
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8
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// Structural choices (callsite-id slot, Series<T> proxy, replaceHead
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9
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// mode) follow chartlang's primitive shape — NOT invinite's
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10
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// IndicatorPlugin shape.
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11
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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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13
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import { makeSeriesView, makeShiftedSeriesView } from "../seriesView.js";
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14
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import { wilderStep } from "./lib/wilderSmoothing.js";
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15
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import { readSourceValue } from "./lib/sourceValue.js";
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16
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function getCtx() {
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17
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const ctx = ACTIVE_RUNTIME_CONTEXT.current;
|
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18
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if (ctx === null) {
|
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19
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throw new Error("ta.rsi called outside an active script step");
|
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20
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}
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21
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return ctx;
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22
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}
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23
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function initSlot(length, capacity) {
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24
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const outBuffer = new Float64RingBuffer(capacity);
|
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25
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return {
|
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26
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kind: "ta.rsi",
|
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27
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outBuffer,
|
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28
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series: makeSeriesView(outBuffer),
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29
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length,
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30
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seedGainSum: 0,
|
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31
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seedLossSum: 0,
|
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32
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diffCount: 0,
|
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33
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avgGain: Number.NaN,
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34
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avgLoss: Number.NaN,
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35
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prevSrc: Number.NaN,
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36
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prevClosedSrc: Number.NaN,
|
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37
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shiftedViews: new Map(),
|
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38
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};
|
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39
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+
}
|
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40
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+
function viewForOffset(slot, offset) {
|
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41
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if (offset === 0)
|
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42
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return slot.series;
|
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43
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+
let view = slot.shiftedViews.get(offset);
|
|
44
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+
if (view === undefined) {
|
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45
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+
view = makeShiftedSeriesView(slot.outBuffer, offset);
|
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46
|
+
slot.shiftedViews.set(offset, view);
|
|
47
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+
}
|
|
48
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+
return view;
|
|
49
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+
}
|
|
50
|
+
function rsiFromAvgs(avgGain, avgLoss) {
|
|
51
|
+
if (avgLoss === 0)
|
|
52
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+
return 100;
|
|
53
|
+
return 100 - 100 / (1 + avgGain / avgLoss);
|
|
54
|
+
}
|
|
55
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+
function closeValue(slot, src) {
|
|
56
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+
if (!Number.isFinite(src)) {
|
|
57
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+
// Skip the diff; hold prior values forward.
|
|
58
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+
if (Number.isFinite(slot.avgGain) && Number.isFinite(slot.avgLoss)) {
|
|
59
|
+
return rsiFromAvgs(slot.avgGain, slot.avgLoss);
|
|
60
|
+
}
|
|
61
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+
return Number.NaN;
|
|
62
|
+
}
|
|
63
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+
if (!Number.isFinite(slot.prevSrc)) {
|
|
64
|
+
slot.prevSrc = src;
|
|
65
|
+
slot.prevClosedSrc = src;
|
|
66
|
+
return Number.NaN;
|
|
67
|
+
}
|
|
68
|
+
const diff = src - slot.prevSrc;
|
|
69
|
+
const gain = diff > 0 ? diff : 0;
|
|
70
|
+
const loss = diff < 0 ? -diff : 0;
|
|
71
|
+
slot.prevClosedSrc = slot.prevSrc;
|
|
72
|
+
slot.prevSrc = src;
|
|
73
|
+
slot.diffCount += 1;
|
|
74
|
+
if (slot.diffCount < slot.length) {
|
|
75
|
+
slot.seedGainSum += gain;
|
|
76
|
+
slot.seedLossSum += loss;
|
|
77
|
+
return Number.NaN;
|
|
78
|
+
}
|
|
79
|
+
if (slot.diffCount === slot.length) {
|
|
80
|
+
slot.seedGainSum += gain;
|
|
81
|
+
slot.seedLossSum += loss;
|
|
82
|
+
slot.avgGain = slot.seedGainSum / slot.length;
|
|
83
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+
slot.avgLoss = slot.seedLossSum / slot.length;
|
|
84
|
+
return rsiFromAvgs(slot.avgGain, slot.avgLoss);
|
|
85
|
+
}
|
|
86
|
+
slot.avgGain = wilderStep(slot.avgGain, gain, slot.length);
|
|
87
|
+
slot.avgLoss = wilderStep(slot.avgLoss, loss, slot.length);
|
|
88
|
+
return rsiFromAvgs(slot.avgGain, slot.avgLoss);
|
|
89
|
+
}
|
|
90
|
+
function tickValue(slot, src) {
|
|
91
|
+
if (!Number.isFinite(src) || !Number.isFinite(slot.prevClosedSrc)) {
|
|
92
|
+
if (Number.isFinite(slot.avgGain) && Number.isFinite(slot.avgLoss)) {
|
|
93
|
+
return rsiFromAvgs(slot.avgGain, slot.avgLoss);
|
|
94
|
+
}
|
|
95
|
+
return Number.NaN;
|
|
96
|
+
}
|
|
97
|
+
// Replay the most recent diff using the (frozen) prior closed avgs.
|
|
98
|
+
// We need pre-update avgs: at close we already overwrote `avgGain` /
|
|
99
|
+
// `avgLoss`. So we reverse the Wilder step to recover them.
|
|
100
|
+
if (slot.diffCount < slot.length) {
|
|
101
|
+
// During seeding: simulate the seed completing with this tick.
|
|
102
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+
const diff = src - slot.prevClosedSrc;
|
|
103
|
+
const gain = diff > 0 ? diff : 0;
|
|
104
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+
const loss = diff < 0 ? -diff : 0;
|
|
105
|
+
const provisionalCount = slot.diffCount + 1;
|
|
106
|
+
if (provisionalCount < slot.length)
|
|
107
|
+
return Number.NaN;
|
|
108
|
+
const provGain = (slot.seedGainSum + gain) / slot.length;
|
|
109
|
+
const provLoss = (slot.seedLossSum + loss) / slot.length;
|
|
110
|
+
return rsiFromAvgs(provGain, provLoss);
|
|
111
|
+
}
|
|
112
|
+
// Post-warmup: reverse the most recent Wilder step to get the prior-
|
|
113
|
+
// close avgs, then apply this tick's diff against those.
|
|
114
|
+
const diffClosed = slot.prevSrc - slot.prevClosedSrc;
|
|
115
|
+
const closedGain = diffClosed > 0 ? diffClosed : 0;
|
|
116
|
+
const closedLoss = diffClosed < 0 ? -diffClosed : 0;
|
|
117
|
+
const priorAvgGain = (slot.avgGain * slot.length - closedGain) / (slot.length - 1);
|
|
118
|
+
const priorAvgLoss = (slot.avgLoss * slot.length - closedLoss) / (slot.length - 1);
|
|
119
|
+
const diff = src - slot.prevClosedSrc;
|
|
120
|
+
const gain = diff > 0 ? diff : 0;
|
|
121
|
+
const loss = diff < 0 ? -diff : 0;
|
|
122
|
+
const provGain = wilderStep(priorAvgGain, gain, slot.length);
|
|
123
|
+
const provLoss = wilderStep(priorAvgLoss, loss, slot.length);
|
|
124
|
+
return rsiFromAvgs(provGain, provLoss);
|
|
125
|
+
}
|
|
126
|
+
/**
|
|
127
|
+
* Wilder's Relative Strength Index. Output range `[0, 100]`. First
|
|
128
|
+
* `length` bars NaN (no diff for bar 0, then a seed window of
|
|
129
|
+
* `length` diffs). Output is `100 − 100 / (1 + RS)` with
|
|
130
|
+
* `RS = avgGain / avgLoss`; `avgLoss = 0` → RSI = 100.
|
|
131
|
+
*
|
|
132
|
+
* @formula diff[t] = source[t] − source[t − 1] ;
|
|
133
|
+
* seed at bar `length` = simple mean of first `length` diffs ;
|
|
134
|
+
* avgGain[t] = (avgGain[t − 1] · (length − 1) + gain[t]) / length ;
|
|
135
|
+
* same for avgLoss ;
|
|
136
|
+
* RSI = 100 − 100 / (1 + avgGain / avgLoss)
|
|
137
|
+
* @warmup length
|
|
138
|
+
* @since 0.1
|
|
139
|
+
* @stable
|
|
140
|
+
*
|
|
141
|
+
* `opts.offset` shifts the returned series so `series.current` reads
|
|
142
|
+
* the value `offset` bars ago (PLAN.md §9.1).
|
|
143
|
+
*
|
|
144
|
+
* @example
|
|
145
|
+
* // import { ta } from "@invinite-org/chartlang-runtime";
|
|
146
|
+
* // const r = ta.rsi("slot", bar.close, 14);
|
|
147
|
+
* // const head = r.current;
|
|
148
|
+
* // const lagged = ta.rsi("slot2", bar.close, 14, { offset: 5 });
|
|
149
|
+
*/
|
|
150
|
+
export function rsi(slotId, source, length, opts) {
|
|
151
|
+
const ctx = getCtx();
|
|
152
|
+
let slot = ctx.stream.taSlots.get(slotId);
|
|
153
|
+
if (slot === undefined) {
|
|
154
|
+
slot = initSlot(length, ctx.stream.ohlcv.close.capacity);
|
|
155
|
+
ctx.stream.taSlots.set(slotId, slot);
|
|
156
|
+
}
|
|
157
|
+
const src = readSourceValue(source);
|
|
158
|
+
if (ctx.isTick) {
|
|
159
|
+
slot.outBuffer.replaceHead(tickValue(slot, src));
|
|
160
|
+
}
|
|
161
|
+
else {
|
|
162
|
+
slot.outBuffer.append(closeValue(slot, src));
|
|
163
|
+
}
|
|
164
|
+
return viewForOffset(slot, opts?.offset ?? 0);
|
|
165
|
+
}
|
|
166
|
+
//# sourceMappingURL=rsi.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"rsi.js","sourceRoot":"","sources":["../../src/ta/rsi.ts"],"names":[],"mappings":"AAAA,+DAA+D;AAC/D,+DAA+D;AAC/D,EAAE;AACF,sEAAsE;AACtE,mEAAmE;AACnE,0DAA0D;AAC1D,yEAAyE;AACzE,qEAAqE;AACrE,4DAA4D;AAC5D,yBAAyB;AAIzB,OAAO,EAAE,iBAAiB,EAAE,MAAM,kBAAkB,CAAC;AACrD,OAAO,EAAE,sBAAsB,EAAuB,MAAM,sBAAsB,CAAC;AACnF,OAAO,EAAE,cAAc,EAAE,qBAAqB,EAAE,MAAM,kBAAkB,CAAC;AACzE,OAAO,EAAE,UAAU,EAAE,MAAM,0BAA0B,CAAC;AACtD,OAAO,EAAuB,eAAe,EAAE,MAAM,sBAAsB,CAAC;AAoB5E,SAAS,MAAM;IACX,MAAM,GAAG,GAAG,sBAAsB,CAAC,OAAO,CAAC;IAC3C,IAAI,GAAG,KAAK,IAAI,EAAE,CAAC;QACf,MAAM,IAAI,KAAK,CAAC,6CAA6C,CAAC,CAAC;IACnE,CAAC;IACD,OAAO,GAAG,CAAC;AACf,CAAC;AAED,SAAS,QAAQ,CAAC,MAAc,EAAE,QAAgB;IAC9C,MAAM,SAAS,GAAG,IAAI,iBAAiB,CAAC,QAAQ,CAAC,CAAC;IAClD,OAAO;QACH,IAAI,EAAE,QAAQ;QACd,SAAS;QACT,MAAM,EAAE,cAAc,CAAS,SAAS,CAAC;QACzC,MAAM;QACN,WAAW,EAAE,CAAC;QACd,WAAW,EAAE,CAAC;QACd,SAAS,EAAE,CAAC;QACZ,OAAO,EAAE,MAAM,CAAC,GAAG;QACnB,OAAO,EAAE,MAAM,CAAC,GAAG;QACnB,OAAO,EAAE,MAAM,CAAC,GAAG;QACnB,aAAa,EAAE,MAAM,CAAC,GAAG;QACzB,YAAY,EAAE,IAAI,GAAG,EAAE;KAC1B,CAAC;AACN,CAAC;AAED,SAAS,aAAa,CAAC,IAAa,EAAE,MAAc;IAChD,IAAI,MAAM,KAAK,CAAC;QAAE,OAAO,IAAI,CAAC,MAAM,CAAC;IACrC,IAAI,IAAI,GAAG,IAAI,CAAC,YAAY,CAAC,GAAG,CAAC,MAAM,CAAC,CAAC;IACzC,IAAI,IAAI,KAAK,SAAS,EAAE,CAAC;QACrB,IAAI,GAAG,qBAAqB,CAAS,IAAI,CAAC,SAAS,EAAE,MAAM,CAAC,CAAC;QAC7D,IAAI,CAAC,YAAY,CAAC,GAAG,CAAC,MAAM,EAAE,IAAI,CAAC,CAAC;IACxC,CAAC;IACD,OAAO,IAAI,CAAC;AAChB,CAAC;AAED,SAAS,WAAW,CAAC,OAAe,EAAE,OAAe;IACjD,IAAI,OAAO,KAAK,CAAC;QAAE,OAAO,GAAG,CAAC;IAC9B,OAAO,GAAG,GAAG,GAAG,GAAG,CAAC,CAAC,GAAG,OAAO,GAAG,OAAO,CAAC,CAAC;AAC/C,CAAC;AAED,SAAS,UAAU,CAAC,IAAa,EAAE,GAAW;IAC1C,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,GAAG,CAAC,EAAE,CAAC;QACxB,4CAA4C;QAC5C,IAAI,MAAM,CAAC,QAAQ,CAAC,IAAI,CAAC,OAAO,CAAC,IAAI,MAAM,CAAC,QAAQ,CAAC,IAAI,CAAC,OAAO,CAAC,EAAE,CAAC;YACjE,OAAO,WAAW,CAAC,IAAI,CAAC,OAAO,EAAE,IAAI,CAAC,OAAO,CAAC,CAAC;QACnD,CAAC;QACD,OAAO,MAAM,CAAC,GAAG,CAAC;IACtB,CAAC;IACD,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,IAAI,CAAC,OAAO,CAAC,EAAE,CAAC;QACjC,IAAI,CAAC,OAAO,GAAG,GAAG,CAAC;QACnB,IAAI,CAAC,aAAa,GAAG,GAAG,CAAC;QACzB,OAAO,MAAM,CAAC,GAAG,CAAC;IACtB,CAAC;IACD,MAAM,IAAI,GAAG,GAAG,GAAG,IAAI,CAAC,OAAO,CAAC;IAChC,MAAM,IAAI,GAAG,IAAI,GAAG,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC,CAAC;IACjC,MAAM,IAAI,GAAG,IAAI,GAAG,CAAC,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC,CAAC;IAClC,IAAI,CAAC,aAAa,GAAG,IAAI,CAAC,OAAO,CAAC;IAClC,IAAI,CAAC,OAAO,GAAG,GAAG,CAAC;IACnB,IAAI,CAAC,SAAS,IAAI,CAAC,CAAC;IAEpB,IAAI,IAAI,CAAC,SAAS,GAAG,IAAI,CAAC,MAAM,EAAE,CAAC;QAC/B,IAAI,CAAC,WAAW,IAAI,IAAI,CAAC;QACzB,IAAI,CAAC,WAAW,IAAI,IAAI,CAAC;QACzB,OAAO,MAAM,CAAC,GAAG,CAAC;IACtB,CAAC;IACD,IAAI,IAAI,CAAC,SAAS,KAAK,IAAI,CAAC,MAAM,EAAE,CAAC;QACjC,IAAI,CAAC,WAAW,IAAI,IAAI,CAAC;QACzB,IAAI,CAAC,WAAW,IAAI,IAAI,CAAC;QACzB,IAAI,CAAC,OAAO,GAAG,IAAI,CAAC,WAAW,GAAG,IAAI,CAAC,MAAM,CAAC;QAC9C,IAAI,CAAC,OAAO,GAAG,IAAI,CAAC,WAAW,GAAG,IAAI,CAAC,MAAM,CAAC;QAC9C,OAAO,WAAW,CAAC,IAAI,CAAC,OAAO,EAAE,IAAI,CAAC,OAAO,CAAC,CAAC;IACnD,CAAC;IACD,IAAI,CAAC,OAAO,GAAG,UAAU,CAAC,IAAI,CAAC,OAAO,EAAE,IAAI,EAAE,IAAI,CAAC,MAAM,CAAC,CAAC;IAC3D,IAAI,CAAC,OAAO,GAAG,UAAU,CAAC,IAAI,CAAC,OAAO,EAAE,IAAI,EAAE,IAAI,CAAC,MAAM,CAAC,CAAC;IAC3D,OAAO,WAAW,CAAC,IAAI,CAAC,OAAO,EAAE,IAAI,CAAC,OAAO,CAAC,CAAC;AACnD,CAAC;AAED,SAAS,SAAS,CAAC,IAAa,EAAE,GAAW;IACzC,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,GAAG,CAAC,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,IAAI,CAAC,aAAa,CAAC,EAAE,CAAC;QAChE,IAAI,MAAM,CAAC,QAAQ,CAAC,IAAI,CAAC,OAAO,CAAC,IAAI,MAAM,CAAC,QAAQ,CAAC,IAAI,CAAC,OAAO,CAAC,EAAE,CAAC;YACjE,OAAO,WAAW,CAAC,IAAI,CAAC,OAAO,EAAE,IAAI,CAAC,OAAO,CAAC,CAAC;QACnD,CAAC;QACD,OAAO,MAAM,CAAC,GAAG,CAAC;IACtB,CAAC;IACD,oEAAoE;IACpE,qEAAqE;IACrE,4DAA4D;IAC5D,IAAI,IAAI,CAAC,SAAS,GAAG,IAAI,CAAC,MAAM,EAAE,CAAC;QAC/B,+DAA+D;QAC/D,MAAM,IAAI,GAAG,GAAG,GAAG,IAAI,CAAC,aAAa,CAAC;QACtC,MAAM,IAAI,GAAG,IAAI,GAAG,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC,CAAC;QACjC,MAAM,IAAI,GAAG,IAAI,GAAG,CAAC,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC,CAAC;QAClC,MAAM,gBAAgB,GAAG,IAAI,CAAC,SAAS,GAAG,CAAC,CAAC;QAC5C,IAAI,gBAAgB,GAAG,IAAI,CAAC,MAAM;YAAE,OAAO,MAAM,CAAC,GAAG,CAAC;QACtD,MAAM,QAAQ,GAAG,CAAC,IAAI,CAAC,WAAW,GAAG,IAAI,CAAC,GAAG,IAAI,CAAC,MAAM,CAAC;QACzD,MAAM,QAAQ,GAAG,CAAC,IAAI,CAAC,WAAW,GAAG,IAAI,CAAC,GAAG,IAAI,CAAC,MAAM,CAAC;QACzD,OAAO,WAAW,CAAC,QAAQ,EAAE,QAAQ,CAAC,CAAC;IAC3C,CAAC;IACD,qEAAqE;IACrE,yDAAyD;IACzD,MAAM,UAAU,GAAG,IAAI,CAAC,OAAO,GAAG,IAAI,CAAC,aAAa,CAAC;IACrD,MAAM,UAAU,GAAG,UAAU,GAAG,CAAC,CAAC,CAAC,CAAC,UAAU,CAAC,CAAC,CAAC,CAAC,CAAC;IACnD,MAAM,UAAU,GAAG,UAAU,GAAG,CAAC,CAAC,CAAC,CAAC,CAAC,UAAU,CAAC,CAAC,CAAC,CAAC,CAAC;IACpD,MAAM,YAAY,GAAG,CAAC,IAAI,CAAC,OAAO,GAAG,IAAI,CAAC,MAAM,GAAG,UAAU,CAAC,GAAG,CAAC,IAAI,CAAC,MAAM,GAAG,CAAC,CAAC,CAAC;IACnF,MAAM,YAAY,GAAG,CAAC,IAAI,CAAC,OAAO,GAAG,IAAI,CAAC,MAAM,GAAG,UAAU,CAAC,GAAG,CAAC,IAAI,CAAC,MAAM,GAAG,CAAC,CAAC,CAAC;IACnF,MAAM,IAAI,GAAG,GAAG,GAAG,IAAI,CAAC,aAAa,CAAC;IACtC,MAAM,IAAI,GAAG,IAAI,GAAG,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC,CAAC;IACjC,MAAM,IAAI,GAAG,IAAI,GAAG,CAAC,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC,CAAC;IAClC,MAAM,QAAQ,GAAG,UAAU,CAAC,YAAY,EAAE,IAAI,EAAE,IAAI,CAAC,MAAM,CAAC,CAAC;IAC7D,MAAM,QAAQ,GAAG,UAAU,CAAC,YAAY,EAAE,IAAI,EAAE,IAAI,CAAC,MAAM,CAAC,CAAC;IAC7D,OAAO,WAAW,CAAC,QAAQ,EAAE,QAAQ,CAAC,CAAC;AAC3C,CAAC;AAED;;;;;;;;;;;;;;;;;;;;;;;GAuBG;AACH,MAAM,UAAU,GAAG,CACf,MAAc,EACd,MAAsB,EACtB,MAAc,EACd,IAAc;IAEd,MAAM,GAAG,GAAG,MAAM,EAAE,CAAC;IACrB,IAAI,IAAI,GAAG,GAAG,CAAC,MAAM,CAAC,OAAO,CAAC,GAAG,CAAC,MAAM,CAAwB,CAAC;IACjE,IAAI,IAAI,KAAK,SAAS,EAAE,CAAC;QACrB,IAAI,GAAG,QAAQ,CAAC,MAAM,EAAE,GAAG,CAAC,MAAM,CAAC,KAAK,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC;QACzD,GAAG,CAAC,MAAM,CAAC,OAAO,CAAC,GAAG,CAAC,MAAM,EAAE,IAAI,CAAC,CAAC;IACzC,CAAC;IACD,MAAM,GAAG,GAAG,eAAe,CAAC,MAAM,CAAC,CAAC;IACpC,IAAI,GAAG,CAAC,MAAM,EAAE,CAAC;QACb,IAAI,CAAC,SAAS,CAAC,WAAW,CAAC,SAAS,CAAC,IAAI,EAAE,GAAG,CAAC,CAAC,CAAC;IACrD,CAAC;SAAM,CAAC;QACJ,IAAI,CAAC,SAAS,CAAC,MAAM,CAAC,UAAU,CAAC,IAAI,EAAE,GAAG,CAAC,CAAC,CAAC;IACjD,CAAC;IACD,OAAO,aAAa,CAAC,IAAI,EAAE,IAAI,EAAE,MAAM,IAAI,CAAC,CAAC,CAAC;AAClD,CAAC"}
|
|
@@ -0,0 +1,27 @@
|
|
|
1
|
+
import type { RvgiOpts, RvgiResult } from "@invinite-org/chartlang-core";
|
|
2
|
+
/**
|
|
3
|
+
* Relative Vigor Index (John Ehlers, 2002). Per-bar 4-bar weighted
|
|
4
|
+
* sum of `(close − open)` (numerator) and `(high − low)` (denominator),
|
|
5
|
+
* each smoothed via an SMA over `length` bars; `rvgi = numSma /
|
|
6
|
+
* denSma`. The signal line is a 4-bar `(1, 2, 2, 1) / 6` weighted sum
|
|
7
|
+
* of the rvgi line. Defaults `length = 10`. Composes 2 `ta.sma`
|
|
8
|
+
* sub-slots (`${slotId}/numSma`, `${slotId}/denSma`).
|
|
9
|
+
*
|
|
10
|
+
* Flat-range bars (denominator SMA = 0) emit NaN at `rvgi`; that NaN
|
|
11
|
+
* propagates into the signal's 4-bar window.
|
|
12
|
+
*
|
|
13
|
+
* @formula coN = closes[t − N] − opens[t − N] ; hlN = highs[t − N] − lows[t − N] ;
|
|
14
|
+
* num = (co0 + 2·co1 + 2·co2 + co3) / 6 ; den = (hl0 + 2·hl1 + 2·hl2 + hl3) / 6 ;
|
|
15
|
+
* rvgi = sma(num, length) / sma(den, length) ; NaN on den === 0 ;
|
|
16
|
+
* signal = (rvgi[0] + 2·rvgi[1] + 2·rvgi[2] + rvgi[3]) / 6
|
|
17
|
+
* @warmup length + 3 (numerator / denominator defined at bar 3 ; sma defined `length − 1` bars later ; signal needs another 3)
|
|
18
|
+
* @since 0.2
|
|
19
|
+
* @stable
|
|
20
|
+
*
|
|
21
|
+
* @example
|
|
22
|
+
* // import { ta } from "@invinite-org/chartlang-runtime";
|
|
23
|
+
* // const r = ta.rvgi("slot");
|
|
24
|
+
* // plot(r.rvgi); plot(r.signal);
|
|
25
|
+
*/
|
|
26
|
+
export declare function rvgi(slotId: string, opts?: RvgiOpts): RvgiResult;
|
|
27
|
+
//# sourceMappingURL=rvgi.d.ts.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"rvgi.d.ts","sourceRoot":"","sources":["../../src/ta/rvgi.ts"],"names":[],"mappings":"AAeA,OAAO,KAAK,EAAE,QAAQ,EAAE,UAAU,EAAU,MAAM,8BAA8B,CAAC;AAsEjF;;;;;;;;;;;;;;;;;;;;;;;GAuBG;AACH,wBAAgB,IAAI,CAAC,MAAM,EAAE,MAAM,EAAE,IAAI,CAAC,EAAE,QAAQ,GAAG,UAAU,CAwDhE"}
|
package/dist/ta/rvgi.js
ADDED
|
@@ -0,0 +1,139 @@
|
|
|
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/rvgi.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. Composition: two `ta.sma` sub-slots
|
|
11
|
+
// (`${slotId}/numSma`, `${slotId}/denSma`) for the numerator /
|
|
12
|
+
// denominator smoothing. The per-bar 4-bar `(1, 2, 2, 1) / 6`
|
|
13
|
+
// weighted sum + the 4-bar signal weighted sum are bespoke (no
|
|
14
|
+
// registry helper exposes that exact weighted window).
|
|
15
|
+
import { Float64RingBuffer } from "../ringBuffer.js";
|
|
16
|
+
import { ACTIVE_RUNTIME_CONTEXT } from "../runtimeContext.js";
|
|
17
|
+
import { makeSeriesView } from "../seriesView.js";
|
|
18
|
+
import { sma } from "./sma.js";
|
|
19
|
+
const DEFAULT_LENGTH = 10;
|
|
20
|
+
function getCtx() {
|
|
21
|
+
const ctx = ACTIVE_RUNTIME_CONTEXT.current;
|
|
22
|
+
if (ctx === null) {
|
|
23
|
+
throw new Error("ta.rvgi called outside an active script step");
|
|
24
|
+
}
|
|
25
|
+
return ctx;
|
|
26
|
+
}
|
|
27
|
+
function initSlot(length, capacity) {
|
|
28
|
+
const rvgiBuf = new Float64RingBuffer(capacity);
|
|
29
|
+
const signalBuf = new Float64RingBuffer(capacity);
|
|
30
|
+
return {
|
|
31
|
+
result: null,
|
|
32
|
+
rvgiBuf,
|
|
33
|
+
signalBuf,
|
|
34
|
+
rvgiSeries: makeSeriesView(rvgiBuf),
|
|
35
|
+
signalSeries: makeSeriesView(signalBuf),
|
|
36
|
+
length,
|
|
37
|
+
coWindow: new Float64RingBuffer(4),
|
|
38
|
+
hlWindow: new Float64RingBuffer(4),
|
|
39
|
+
rvgiWindow: new Float64RingBuffer(4),
|
|
40
|
+
};
|
|
41
|
+
}
|
|
42
|
+
/**
|
|
43
|
+
* 4-bar `(1, 2, 2, 1) / 6` weighted sum over a `Float64RingBuffer`
|
|
44
|
+
* with `at(0)` = head. Returns NaN if the ring isn't full or any
|
|
45
|
+
* value is non-finite.
|
|
46
|
+
*/
|
|
47
|
+
function weighted4(ring) {
|
|
48
|
+
if (ring.length < 4)
|
|
49
|
+
return Number.NaN;
|
|
50
|
+
const v0 = ring.at(0);
|
|
51
|
+
const v1 = ring.at(1);
|
|
52
|
+
const v2 = ring.at(2);
|
|
53
|
+
const v3 = ring.at(3);
|
|
54
|
+
if (!Number.isFinite(v0) ||
|
|
55
|
+
!Number.isFinite(v1) ||
|
|
56
|
+
!Number.isFinite(v2) ||
|
|
57
|
+
!Number.isFinite(v3)) {
|
|
58
|
+
return Number.NaN;
|
|
59
|
+
}
|
|
60
|
+
return (v0 + 2 * v1 + 2 * v2 + v3) / 6;
|
|
61
|
+
}
|
|
62
|
+
/**
|
|
63
|
+
* Relative Vigor Index (John Ehlers, 2002). Per-bar 4-bar weighted
|
|
64
|
+
* sum of `(close − open)` (numerator) and `(high − low)` (denominator),
|
|
65
|
+
* each smoothed via an SMA over `length` bars; `rvgi = numSma /
|
|
66
|
+
* denSma`. The signal line is a 4-bar `(1, 2, 2, 1) / 6` weighted sum
|
|
67
|
+
* of the rvgi line. Defaults `length = 10`. Composes 2 `ta.sma`
|
|
68
|
+
* sub-slots (`${slotId}/numSma`, `${slotId}/denSma`).
|
|
69
|
+
*
|
|
70
|
+
* Flat-range bars (denominator SMA = 0) emit NaN at `rvgi`; that NaN
|
|
71
|
+
* propagates into the signal's 4-bar window.
|
|
72
|
+
*
|
|
73
|
+
* @formula coN = closes[t − N] − opens[t − N] ; hlN = highs[t − N] − lows[t − N] ;
|
|
74
|
+
* num = (co0 + 2·co1 + 2·co2 + co3) / 6 ; den = (hl0 + 2·hl1 + 2·hl2 + hl3) / 6 ;
|
|
75
|
+
* rvgi = sma(num, length) / sma(den, length) ; NaN on den === 0 ;
|
|
76
|
+
* signal = (rvgi[0] + 2·rvgi[1] + 2·rvgi[2] + rvgi[3]) / 6
|
|
77
|
+
* @warmup length + 3 (numerator / denominator defined at bar 3 ; sma defined `length − 1` bars later ; signal needs another 3)
|
|
78
|
+
* @since 0.2
|
|
79
|
+
* @stable
|
|
80
|
+
*
|
|
81
|
+
* @example
|
|
82
|
+
* // import { ta } from "@invinite-org/chartlang-runtime";
|
|
83
|
+
* // const r = ta.rvgi("slot");
|
|
84
|
+
* // plot(r.rvgi); plot(r.signal);
|
|
85
|
+
*/
|
|
86
|
+
export function rvgi(slotId, opts) {
|
|
87
|
+
const ctx = getCtx();
|
|
88
|
+
const length = opts?.length ?? DEFAULT_LENGTH;
|
|
89
|
+
let slot = ctx.stream.taSlots.get(slotId);
|
|
90
|
+
if (slot === undefined) {
|
|
91
|
+
slot = initSlot(length, ctx.stream.ohlcv.close.capacity);
|
|
92
|
+
ctx.stream.taSlots.set(slotId, slot);
|
|
93
|
+
}
|
|
94
|
+
const { open, high, low, close } = ctx.stream.bar;
|
|
95
|
+
const co = Number.isFinite(close) && Number.isFinite(open) ? close - open : Number.NaN;
|
|
96
|
+
const hl = Number.isFinite(high) && Number.isFinite(low) ? high - low : Number.NaN;
|
|
97
|
+
if (ctx.isTick) {
|
|
98
|
+
slot.coWindow.replaceHead(co);
|
|
99
|
+
slot.hlWindow.replaceHead(hl);
|
|
100
|
+
}
|
|
101
|
+
else {
|
|
102
|
+
slot.coWindow.append(co);
|
|
103
|
+
slot.hlWindow.append(hl);
|
|
104
|
+
}
|
|
105
|
+
const numerator = weighted4(slot.coWindow);
|
|
106
|
+
const denominator = weighted4(slot.hlWindow);
|
|
107
|
+
const numSeries = sma(`${slotId}/numSma`, numerator, length);
|
|
108
|
+
const denSeries = sma(`${slotId}/denSma`, denominator, length);
|
|
109
|
+
const numSma = numSeries.current;
|
|
110
|
+
const denSma = denSeries.current;
|
|
111
|
+
let rvgiValue;
|
|
112
|
+
if (!Number.isFinite(numSma) || !Number.isFinite(denSma) || denSma === 0) {
|
|
113
|
+
rvgiValue = Number.NaN;
|
|
114
|
+
}
|
|
115
|
+
else {
|
|
116
|
+
rvgiValue = numSma / denSma;
|
|
117
|
+
}
|
|
118
|
+
if (ctx.isTick) {
|
|
119
|
+
slot.rvgiWindow.replaceHead(rvgiValue);
|
|
120
|
+
slot.rvgiBuf.replaceHead(rvgiValue);
|
|
121
|
+
}
|
|
122
|
+
else {
|
|
123
|
+
slot.rvgiWindow.append(rvgiValue);
|
|
124
|
+
slot.rvgiBuf.append(rvgiValue);
|
|
125
|
+
}
|
|
126
|
+
const signalValue = weighted4(slot.rvgiWindow);
|
|
127
|
+
if (ctx.isTick)
|
|
128
|
+
slot.signalBuf.replaceHead(signalValue);
|
|
129
|
+
else
|
|
130
|
+
slot.signalBuf.append(signalValue);
|
|
131
|
+
if (slot.result === null) {
|
|
132
|
+
slot.result = Object.freeze({
|
|
133
|
+
rvgi: slot.rvgiSeries,
|
|
134
|
+
signal: slot.signalSeries,
|
|
135
|
+
});
|
|
136
|
+
}
|
|
137
|
+
return slot.result;
|
|
138
|
+
}
|
|
139
|
+
//# sourceMappingURL=rvgi.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"rvgi.js","sourceRoot":"","sources":["../../src/ta/rvgi.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,6DAA6D;AAC7D,+DAA+D;AAC/D,8DAA8D;AAC9D,+DAA+D;AAC/D,uDAAuD;AAIvD,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,cAAc,GAAG,EAAE,CAAC;AAiB1B,SAAS,MAAM;IACX,MAAM,GAAG,GAAG,sBAAsB,CAAC,OAAO,CAAC;IAC3C,IAAI,GAAG,KAAK,IAAI,EAAE,CAAC;QACf,MAAM,IAAI,KAAK,CAAC,8CAA8C,CAAC,CAAC;IACpE,CAAC;IACD,OAAO,GAAG,CAAC;AACf,CAAC;AAED,SAAS,QAAQ,CAAC,MAAc,EAAE,QAAgB;IAC9C,MAAM,OAAO,GAAG,IAAI,iBAAiB,CAAC,QAAQ,CAAC,CAAC;IAChD,MAAM,SAAS,GAAG,IAAI,iBAAiB,CAAC,QAAQ,CAAC,CAAC;IAClD,OAAO;QACH,MAAM,EAAE,IAAI;QACZ,OAAO;QACP,SAAS;QACT,UAAU,EAAE,cAAc,CAAS,OAAO,CAAC;QAC3C,YAAY,EAAE,cAAc,CAAS,SAAS,CAAC;QAC/C,MAAM;QACN,QAAQ,EAAE,IAAI,iBAAiB,CAAC,CAAC,CAAC;QAClC,QAAQ,EAAE,IAAI,iBAAiB,CAAC,CAAC,CAAC;QAClC,UAAU,EAAE,IAAI,iBAAiB,CAAC,CAAC,CAAC;KACvC,CAAC;AACN,CAAC;AAED;;;;GAIG;AACH,SAAS,SAAS,CAAC,IAAuB;IACtC,IAAI,IAAI,CAAC,MAAM,GAAG,CAAC;QAAE,OAAO,MAAM,CAAC,GAAG,CAAC;IACvC,MAAM,EAAE,GAAG,IAAI,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC;IACtB,MAAM,EAAE,GAAG,IAAI,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC;IACtB,MAAM,EAAE,GAAG,IAAI,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC;IACtB,MAAM,EAAE,GAAG,IAAI,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC;IACtB,IACI,CAAC,MAAM,CAAC,QAAQ,CAAC,EAAE,CAAC;QACpB,CAAC,MAAM,CAAC,QAAQ,CAAC,EAAE,CAAC;QACpB,CAAC,MAAM,CAAC,QAAQ,CAAC,EAAE,CAAC;QACpB,CAAC,MAAM,CAAC,QAAQ,CAAC,EAAE,CAAC,EACtB,CAAC;QACC,OAAO,MAAM,CAAC,GAAG,CAAC;IACtB,CAAC;IACD,OAAO,CAAC,EAAE,GAAG,CAAC,GAAG,EAAE,GAAG,CAAC,GAAG,EAAE,GAAG,EAAE,CAAC,GAAG,CAAC,CAAC;AAC3C,CAAC;AAED;;;;;;;;;;;;;;;;;;;;;;;GAuBG;AACH,MAAM,UAAU,IAAI,CAAC,MAAc,EAAE,IAAe;IAChD,MAAM,GAAG,GAAG,MAAM,EAAE,CAAC;IACrB,MAAM,MAAM,GAAG,IAAI,EAAE,MAAM,IAAI,cAAc,CAAC;IAE9C,IAAI,IAAI,GAAG,GAAG,CAAC,MAAM,CAAC,OAAO,CAAC,GAAG,CAAC,MAAM,CAAyB,CAAC;IAClE,IAAI,IAAI,KAAK,SAAS,EAAE,CAAC;QACrB,IAAI,GAAG,QAAQ,CAAC,MAAM,EAAE,GAAG,CAAC,MAAM,CAAC,KAAK,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC;QACzD,GAAG,CAAC,MAAM,CAAC,OAAO,CAAC,GAAG,CAAC,MAAM,EAAE,IAAI,CAAC,CAAC;IACzC,CAAC;IAED,MAAM,EAAE,IAAI,EAAE,IAAI,EAAE,GAAG,EAAE,KAAK,EAAE,GAAG,GAAG,CAAC,MAAM,CAAC,GAAG,CAAC;IAClD,MAAM,EAAE,GAAG,MAAM,CAAC,QAAQ,CAAC,KAAK,CAAC,IAAI,MAAM,CAAC,QAAQ,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC,KAAK,GAAG,IAAI,CAAC,CAAC,CAAC,MAAM,CAAC,GAAG,CAAC;IACvF,MAAM,EAAE,GAAG,MAAM,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAI,MAAM,CAAC,QAAQ,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,IAAI,GAAG,GAAG,CAAC,CAAC,CAAC,MAAM,CAAC,GAAG,CAAC;IAEnF,IAAI,GAAG,CAAC,MAAM,EAAE,CAAC;QACb,IAAI,CAAC,QAAQ,CAAC,WAAW,CAAC,EAAE,CAAC,CAAC;QAC9B,IAAI,CAAC,QAAQ,CAAC,WAAW,CAAC,EAAE,CAAC,CAAC;IAClC,CAAC;SAAM,CAAC;QACJ,IAAI,CAAC,QAAQ,CAAC,MAAM,CAAC,EAAE,CAAC,CAAC;QACzB,IAAI,CAAC,QAAQ,CAAC,MAAM,CAAC,EAAE,CAAC,CAAC;IAC7B,CAAC;IAED,MAAM,SAAS,GAAG,SAAS,CAAC,IAAI,CAAC,QAAQ,CAAC,CAAC;IAC3C,MAAM,WAAW,GAAG,SAAS,CAAC,IAAI,CAAC,QAAQ,CAAC,CAAC;IAE7C,MAAM,SAAS,GAAG,GAAG,CAAC,GAAG,MAAM,SAAS,EAAE,SAAS,EAAE,MAAM,CAAC,CAAC;IAC7D,MAAM,SAAS,GAAG,GAAG,CAAC,GAAG,MAAM,SAAS,EAAE,WAAW,EAAE,MAAM,CAAC,CAAC;IAC/D,MAAM,MAAM,GAAG,SAAS,CAAC,OAAO,CAAC;IACjC,MAAM,MAAM,GAAG,SAAS,CAAC,OAAO,CAAC;IACjC,IAAI,SAAiB,CAAC;IACtB,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,MAAM,CAAC,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,MAAM,CAAC,IAAI,MAAM,KAAK,CAAC,EAAE,CAAC;QACvE,SAAS,GAAG,MAAM,CAAC,GAAG,CAAC;IAC3B,CAAC;SAAM,CAAC;QACJ,SAAS,GAAG,MAAM,GAAG,MAAM,CAAC;IAChC,CAAC;IAED,IAAI,GAAG,CAAC,MAAM,EAAE,CAAC;QACb,IAAI,CAAC,UAAU,CAAC,WAAW,CAAC,SAAS,CAAC,CAAC;QACvC,IAAI,CAAC,OAAO,CAAC,WAAW,CAAC,SAAS,CAAC,CAAC;IACxC,CAAC;SAAM,CAAC;QACJ,IAAI,CAAC,UAAU,CAAC,MAAM,CAAC,SAAS,CAAC,CAAC;QAClC,IAAI,CAAC,OAAO,CAAC,MAAM,CAAC,SAAS,CAAC,CAAC;IACnC,CAAC;IAED,MAAM,WAAW,GAAG,SAAS,CAAC,IAAI,CAAC,UAAU,CAAC,CAAC;IAE/C,IAAI,GAAG,CAAC,MAAM;QAAE,IAAI,CAAC,SAAS,CAAC,WAAW,CAAC,WAAW,CAAC,CAAC;;QACnD,IAAI,CAAC,SAAS,CAAC,MAAM,CAAC,WAAW,CAAC,CAAC;IAExC,IAAI,IAAI,CAAC,MAAM,KAAK,IAAI,EAAE,CAAC;QACvB,IAAI,CAAC,MAAM,GAAG,MAAM,CAAC,MAAM,CAAC;YACxB,IAAI,EAAE,IAAI,CAAC,UAAU;YACrB,MAAM,EAAE,IAAI,CAAC,YAAY;SAC5B,CAAC,CAAC;IACP,CAAC;IACD,OAAO,IAAI,CAAC,MAAM,CAAC;AACvB,CAAC"}
|
package/dist/ta/rvi.d.ts
ADDED
|
@@ -0,0 +1,31 @@
|
|
|
1
|
+
import type { RviOpts, Series } from "@invinite-org/chartlang-core";
|
|
2
|
+
import { type ScalarOrSeries } from "./lib/sourceValue.js";
|
|
3
|
+
/**
|
|
4
|
+
* Relative Volatility Index — sub-pane oscillator bounded `[0, 100]`.
|
|
5
|
+
* Like RSI but uses rolling stddev of the source instead of absolute
|
|
6
|
+
* close changes for the magnitude, EMA-smoothed per TradingView's
|
|
7
|
+
* `ta.rvi` reference. Composes `ta.ema` via two sub-slots
|
|
8
|
+
* (`${slotId}/upEma`, `${slotId}/downEma`) — a fix to EMA's
|
|
9
|
+
* recurrence flows in for free. NaN when either EMA arm is NaN or
|
|
10
|
+
* when both arms are zero (zero-denominator).
|
|
11
|
+
*
|
|
12
|
+
* @formula sigma[t] = stddev(source[t − length + 1..= t]) ;
|
|
13
|
+
* upRaw[t] = source[t] > source[t − 1] ? sigma[t] : 0 ;
|
|
14
|
+
* downRaw[t] = source[t] < source[t − 1] ? sigma[t] : 0 ;
|
|
15
|
+
* upEma = EMA(length)(upRaw) ;
|
|
16
|
+
* downEma = EMA(length)(downRaw) ;
|
|
17
|
+
* rvi[t] = 100 · upEma[t] / (upEma[t] + downEma[t])
|
|
18
|
+
* @warmup 2 · length − 1
|
|
19
|
+
* @since 0.2
|
|
20
|
+
* @stable
|
|
21
|
+
*
|
|
22
|
+
* `opts.offset` shifts the returned series so `series.current` reads
|
|
23
|
+
* the value `offset` bars ago (PLAN.md §9.1).
|
|
24
|
+
*
|
|
25
|
+
* @example
|
|
26
|
+
* // import { ta } from "@invinite-org/chartlang-core";
|
|
27
|
+
* // const r = ta.rvi(bar.close, 10);
|
|
28
|
+
* // plot(r);
|
|
29
|
+
*/
|
|
30
|
+
export declare function rvi(slotId: string, source: ScalarOrSeries, length: number, opts?: RviOpts): Series<number>;
|
|
31
|
+
//# sourceMappingURL=rvi.d.ts.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"rvi.d.ts","sourceRoot":"","sources":["../../src/ta/rvi.ts"],"names":[],"mappings":"AAaA,OAAO,KAAK,EAAE,OAAO,EAAE,MAAM,EAAE,MAAM,8BAA8B,CAAC;AAMpE,OAAO,EAAE,KAAK,cAAc,EAAmB,MAAM,sBAAsB,CAAC;AA8H5E;;;;;;;;;;;;;;;;;;;;;;;;;;GA0BG;AACH,wBAAgB,GAAG,CACf,MAAM,EAAE,MAAM,EACd,MAAM,EAAE,cAAc,EACtB,MAAM,EAAE,MAAM,EACd,IAAI,CAAC,EAAE,OAAO,GACf,MAAM,CAAC,MAAM,CAAC,CAoChB"}
|
package/dist/ta/rvi.js
ADDED
|
@@ -0,0 +1,195 @@
|
|
|
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/rvi.ts
|
|
5
|
+
// (commit 078f41fe2569d659d5aba726da8bcb5d3e2ced02, © Invinite).
|
|
6
|
+
// Re-licensed MIT for chartlang. See PLAN.md §3.1 for the
|
|
7
|
+
// provenance contract; the math is the reference, the code style is not.
|
|
8
|
+
// Structural choices (callsite-id slot, Series<T> proxy, replaceHead
|
|
9
|
+
// mode) follow chartlang's primitive shape — NOT invinite's
|
|
10
|
+
// IndicatorPlugin shape. The up/down EMA arms compose `ta.ema` via
|
|
11
|
+
// sub-slots `${slotId}/upEma` / `${slotId}/downEma` so the EMA
|
|
12
|
+
// recurrence + warmup semantics flow in by reference.
|
|
13
|
+
import { Float64RingBuffer } from "../ringBuffer.js";
|
|
14
|
+
import { ACTIVE_RUNTIME_CONTEXT } from "../runtimeContext.js";
|
|
15
|
+
import { makeSeriesView, makeShiftedSeriesView } from "../seriesView.js";
|
|
16
|
+
import { ema } from "./ema.js";
|
|
17
|
+
import { readSourceValue } from "./lib/sourceValue.js";
|
|
18
|
+
function getCtx() {
|
|
19
|
+
const ctx = ACTIVE_RUNTIME_CONTEXT.current;
|
|
20
|
+
if (ctx === null) {
|
|
21
|
+
throw new Error("ta.rvi called outside an active script step");
|
|
22
|
+
}
|
|
23
|
+
return ctx;
|
|
24
|
+
}
|
|
25
|
+
function initSlot(length, capacity) {
|
|
26
|
+
const outBuffer = new Float64RingBuffer(capacity);
|
|
27
|
+
return {
|
|
28
|
+
outBuffer,
|
|
29
|
+
series: makeSeriesView(outBuffer),
|
|
30
|
+
length,
|
|
31
|
+
sigmaWindow: new Float64RingBuffer(length),
|
|
32
|
+
sumX: 0,
|
|
33
|
+
sumX2: 0,
|
|
34
|
+
prevSrc: Number.NaN,
|
|
35
|
+
shiftedViews: new Map(),
|
|
36
|
+
};
|
|
37
|
+
}
|
|
38
|
+
function viewForOffset(slot, offset) {
|
|
39
|
+
if (offset === 0)
|
|
40
|
+
return slot.series;
|
|
41
|
+
let view = slot.shiftedViews.get(offset);
|
|
42
|
+
if (view === undefined) {
|
|
43
|
+
view = makeShiftedSeriesView(slot.outBuffer, offset);
|
|
44
|
+
slot.shiftedViews.set(offset, view);
|
|
45
|
+
}
|
|
46
|
+
return view;
|
|
47
|
+
}
|
|
48
|
+
function windowStdDev(n, sumX, sumX2) {
|
|
49
|
+
const mean = sumX / n;
|
|
50
|
+
const variance = sumX2 / n - mean * mean;
|
|
51
|
+
return Math.sqrt(Math.max(0, variance));
|
|
52
|
+
}
|
|
53
|
+
/** Fold a new source value into the sigma-window running sums. */
|
|
54
|
+
function appendToSigmaWindow(slot, src) {
|
|
55
|
+
if (slot.sigmaWindow.length < slot.sigmaWindow.capacity) {
|
|
56
|
+
slot.sigmaWindow.append(src);
|
|
57
|
+
if (Number.isFinite(src)) {
|
|
58
|
+
slot.sumX += src;
|
|
59
|
+
slot.sumX2 += src * src;
|
|
60
|
+
}
|
|
61
|
+
else {
|
|
62
|
+
slot.sumX = Number.NaN;
|
|
63
|
+
slot.sumX2 = Number.NaN;
|
|
64
|
+
}
|
|
65
|
+
if (slot.sigmaWindow.length < slot.sigmaWindow.capacity)
|
|
66
|
+
return Number.NaN;
|
|
67
|
+
if (!Number.isFinite(slot.sumX))
|
|
68
|
+
return Number.NaN;
|
|
69
|
+
return windowStdDev(slot.sigmaWindow.length, slot.sumX, slot.sumX2);
|
|
70
|
+
}
|
|
71
|
+
const outgoing = slot.sigmaWindow.at(slot.sigmaWindow.length - 1);
|
|
72
|
+
slot.sigmaWindow.append(src);
|
|
73
|
+
if (!Number.isFinite(src)) {
|
|
74
|
+
slot.sumX = Number.NaN;
|
|
75
|
+
slot.sumX2 = Number.NaN;
|
|
76
|
+
return Number.NaN;
|
|
77
|
+
}
|
|
78
|
+
if (!Number.isFinite(slot.sumX) || !Number.isFinite(outgoing)) {
|
|
79
|
+
// A previous NaN poisoned the running sums; rebuild from the
|
|
80
|
+
// live window (NaN values short-circuit the result to NaN).
|
|
81
|
+
let sumX = 0;
|
|
82
|
+
let sumX2 = 0;
|
|
83
|
+
for (let i = 0; i < slot.sigmaWindow.length; i += 1) {
|
|
84
|
+
const v = slot.sigmaWindow.at(i);
|
|
85
|
+
if (!Number.isFinite(v)) {
|
|
86
|
+
slot.sumX = Number.NaN;
|
|
87
|
+
slot.sumX2 = Number.NaN;
|
|
88
|
+
return Number.NaN;
|
|
89
|
+
}
|
|
90
|
+
sumX += v;
|
|
91
|
+
sumX2 += v * v;
|
|
92
|
+
}
|
|
93
|
+
slot.sumX = sumX;
|
|
94
|
+
slot.sumX2 = sumX2;
|
|
95
|
+
}
|
|
96
|
+
else {
|
|
97
|
+
slot.sumX = slot.sumX - outgoing + src;
|
|
98
|
+
slot.sumX2 = slot.sumX2 - outgoing * outgoing + src * src;
|
|
99
|
+
}
|
|
100
|
+
return windowStdDev(slot.sigmaWindow.length, slot.sumX, slot.sumX2);
|
|
101
|
+
}
|
|
102
|
+
/** Sigma at the tick boundary against the closed sigma-window state. */
|
|
103
|
+
function tickSigma(slot, src) {
|
|
104
|
+
if (slot.sigmaWindow.length < slot.sigmaWindow.capacity)
|
|
105
|
+
return Number.NaN;
|
|
106
|
+
if (!Number.isFinite(src))
|
|
107
|
+
return Number.NaN;
|
|
108
|
+
const oldestInHead = slot.sigmaWindow.at(0);
|
|
109
|
+
const sumX = slot.sumX - oldestInHead + src;
|
|
110
|
+
const sumX2 = slot.sumX2 - oldestInHead * oldestInHead + src * src;
|
|
111
|
+
return windowStdDev(slot.sigmaWindow.length, sumX, sumX2);
|
|
112
|
+
}
|
|
113
|
+
function classify(sigma, diff) {
|
|
114
|
+
if (!Number.isFinite(sigma) || !Number.isFinite(diff)) {
|
|
115
|
+
return { up: Number.NaN, down: Number.NaN };
|
|
116
|
+
}
|
|
117
|
+
return {
|
|
118
|
+
up: diff > 0 ? sigma : 0,
|
|
119
|
+
down: diff < 0 ? sigma : 0,
|
|
120
|
+
};
|
|
121
|
+
}
|
|
122
|
+
function rviValue(upEma, downEma) {
|
|
123
|
+
if (!Number.isFinite(upEma) || !Number.isFinite(downEma))
|
|
124
|
+
return Number.NaN;
|
|
125
|
+
const total = upEma + downEma;
|
|
126
|
+
if (total === 0)
|
|
127
|
+
return Number.NaN;
|
|
128
|
+
return (100 * upEma) / total;
|
|
129
|
+
}
|
|
130
|
+
/**
|
|
131
|
+
* Relative Volatility Index — sub-pane oscillator bounded `[0, 100]`.
|
|
132
|
+
* Like RSI but uses rolling stddev of the source instead of absolute
|
|
133
|
+
* close changes for the magnitude, EMA-smoothed per TradingView's
|
|
134
|
+
* `ta.rvi` reference. Composes `ta.ema` via two sub-slots
|
|
135
|
+
* (`${slotId}/upEma`, `${slotId}/downEma`) — a fix to EMA's
|
|
136
|
+
* recurrence flows in for free. NaN when either EMA arm is NaN or
|
|
137
|
+
* when both arms are zero (zero-denominator).
|
|
138
|
+
*
|
|
139
|
+
* @formula sigma[t] = stddev(source[t − length + 1..= t]) ;
|
|
140
|
+
* upRaw[t] = source[t] > source[t − 1] ? sigma[t] : 0 ;
|
|
141
|
+
* downRaw[t] = source[t] < source[t − 1] ? sigma[t] : 0 ;
|
|
142
|
+
* upEma = EMA(length)(upRaw) ;
|
|
143
|
+
* downEma = EMA(length)(downRaw) ;
|
|
144
|
+
* rvi[t] = 100 · upEma[t] / (upEma[t] + downEma[t])
|
|
145
|
+
* @warmup 2 · length − 1
|
|
146
|
+
* @since 0.2
|
|
147
|
+
* @stable
|
|
148
|
+
*
|
|
149
|
+
* `opts.offset` shifts the returned series so `series.current` reads
|
|
150
|
+
* the value `offset` bars ago (PLAN.md §9.1).
|
|
151
|
+
*
|
|
152
|
+
* @example
|
|
153
|
+
* // import { ta } from "@invinite-org/chartlang-core";
|
|
154
|
+
* // const r = ta.rvi(bar.close, 10);
|
|
155
|
+
* // plot(r);
|
|
156
|
+
*/
|
|
157
|
+
export function rvi(slotId, source, length, opts) {
|
|
158
|
+
const ctx = getCtx();
|
|
159
|
+
let slot = ctx.stream.taSlots.get(slotId);
|
|
160
|
+
if (slot === undefined) {
|
|
161
|
+
slot = initSlot(length, ctx.stream.ohlcv.close.capacity);
|
|
162
|
+
ctx.stream.taSlots.set(slotId, slot);
|
|
163
|
+
}
|
|
164
|
+
const src = readSourceValue(source);
|
|
165
|
+
if (ctx.isTick) {
|
|
166
|
+
const sigma = tickSigma(slot, src);
|
|
167
|
+
const diff = src - slot.prevSrc;
|
|
168
|
+
const { up, down } = classify(sigma, diff);
|
|
169
|
+
// Still drive the sub-slot EMAs so their tick-mode head stays
|
|
170
|
+
// consistent with the closed state on a subsequent close.
|
|
171
|
+
const upSeries = ema(`${slotId}/upEma`, up, slot.length);
|
|
172
|
+
const downSeries = ema(`${slotId}/downEma`, down, slot.length);
|
|
173
|
+
// NaN source short-circuits to NaN output regardless of how the
|
|
174
|
+
// EMA arms forward-fill internally — RVI is undefined when the
|
|
175
|
+
// current sample isn't measurable.
|
|
176
|
+
const value = Number.isFinite(src)
|
|
177
|
+
? rviValue(upSeries.current, downSeries.current)
|
|
178
|
+
: Number.NaN;
|
|
179
|
+
slot.outBuffer.replaceHead(value);
|
|
180
|
+
}
|
|
181
|
+
else {
|
|
182
|
+
const sigma = appendToSigmaWindow(slot, src);
|
|
183
|
+
const diff = src - slot.prevSrc;
|
|
184
|
+
const { up, down } = classify(sigma, diff);
|
|
185
|
+
const upSeries = ema(`${slotId}/upEma`, up, slot.length);
|
|
186
|
+
const downSeries = ema(`${slotId}/downEma`, down, slot.length);
|
|
187
|
+
const value = Number.isFinite(src)
|
|
188
|
+
? rviValue(upSeries.current, downSeries.current)
|
|
189
|
+
: Number.NaN;
|
|
190
|
+
slot.outBuffer.append(value);
|
|
191
|
+
slot.prevSrc = src;
|
|
192
|
+
}
|
|
193
|
+
return viewForOffset(slot, opts?.offset ?? 0);
|
|
194
|
+
}
|
|
195
|
+
//# sourceMappingURL=rvi.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
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|
|
@@ -0,0 +1,23 @@
|
|
|
1
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+
import type { SessionVolumeProfileOpts, SessionVolumeProfileResult } from "@invinite-org/chartlang-core";
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/**
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* Session Volume Profile — bucketizes the current session's volume
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* by price, resetting when `bar.time` crosses the active session
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* boundary.
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*
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* @formula Port of invinite session-vp: find the current session
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* window, bucket volume by price, then derive POC / value-
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* area high / value-area low via the shared volume-profile
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* pipeline.
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* @anchors `syminfo.session` descriptor, or `opts.sessionStart`
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* override when provided.
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* @warmup NaN until a session window has positive volume; missing
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* `syminfo.session` falls back to UTC-day boundaries.
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* @since 0.5
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* @stable
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* @example
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* // import { plot, ta } from "@invinite-org/chartlang-core";
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* // const vp = ta.sessionVolumeProfile({ rowSize: 24 });
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* // plot(vp.poc, { style: { kind: "horizontal-histogram", buckets: vp.buckets } });
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*/
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export declare function sessionVolumeProfile(slotId: string, opts?: SessionVolumeProfileOpts): SessionVolumeProfileResult;
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//# sourceMappingURL=sessionVolumeProfile.d.ts.map
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@@ -0,0 +1 @@
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1
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{"version":3,"file":"sessionVolumeProfile.d.ts","sourceRoot":"","sources":["../../src/ta/sessionVolumeProfile.ts"],"names":[],"mappings":"AAMA,OAAO,KAAK,EACR,wBAAwB,EACxB,0BAA0B,EAC7B,MAAM,8BAA8B,CAAC;AAwJtC;;;;;;;;;;;;;;;;;;;GAmBG;AACH,wBAAgB,oBAAoB,CAChC,MAAM,EAAE,MAAM,EACd,IAAI,CAAC,EAAE,wBAAwB,GAChC,0BAA0B,CAwB5B"}
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