@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/lowest.d.ts.map +1 -0
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- package/dist/ta/lowest.js.map +1 -0
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- package/dist/ta/lsma.d.ts.map +1 -0
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- package/dist/ta/massIndex.d.ts.map +1 -0
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- package/dist/ta/massIndex.js.map +1 -0
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- package/dist/ta/mcginley.d.ts.map +1 -0
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- package/dist/ta/mcginley.js.map +1 -0
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- package/dist/ta/nvi.js.map +1 -0
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- package/dist/ta/pivotsHighLow.js.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/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
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- 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
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- package/dist/ta/sessionVolumeProfile.js.map +1 -0
- package/dist/ta/sma.d.ts +23 -0
- package/dist/ta/sma.d.ts.map +1 -0
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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
- package/dist/ta/tema.d.ts +27 -0
- package/dist/ta/tema.d.ts.map +1 -0
- package/dist/ta/tema.js +75 -0
- package/dist/ta/tema.js.map +1 -0
- package/dist/ta/trendStrengthIndex.d.ts +35 -0
- package/dist/ta/trendStrengthIndex.d.ts.map +1 -0
- package/dist/ta/trendStrengthIndex.js +183 -0
- package/dist/ta/trendStrengthIndex.js.map +1 -0
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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
- 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
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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/vwma.js.map +1 -0
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- package/dist/ta/williamsFractal.js.map +1 -0
- package/dist/ta/williamsR.d.ts +24 -0
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- package/dist/ta/williamsR.js +75 -0
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- package/dist/ta/zigZag.d.ts.map +1 -0
- package/dist/ta/zigZag.js +296 -0
- 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
- 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
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- 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
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- 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/tsi.js
ADDED
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@@ -0,0 +1,127 @@
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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/tsi.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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import { Float64RingBuffer } from "../ringBuffer.js";
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import { ACTIVE_RUNTIME_CONTEXT } from "../runtimeContext.js";
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import { makeSeriesView, makeShiftedSeriesView } from "../seriesView.js";
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import { ema } from "./ema.js";
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import { readSourceValue } from "./lib/sourceValue.js";
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const DEFAULT_FIRST = 25;
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const DEFAULT_SECOND = 13;
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const DEFAULT_SIGNAL = 13;
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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.tsi called outside an active script step");
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}
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return ctx;
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}
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23
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function resultForOffset(slot, offset) {
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if (offset === 0)
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return slot.result;
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let cached = slot.shiftedResults.get(offset);
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if (cached === undefined) {
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cached = Object.freeze({
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tsi: makeShiftedSeriesView(slot.tsiBuf, offset),
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signal: makeShiftedSeriesView(slot.signalBuf, offset),
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});
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slot.shiftedResults.set(offset, cached);
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}
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return cached;
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}
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36
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function tsiValue(num, den) {
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37
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if (!Number.isFinite(num) || !Number.isFinite(den) || den === 0)
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return Number.NaN;
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return (100 * num) / den;
|
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40
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}
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41
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/**
|
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42
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* True Strength Index (William Blau). Double-EMA-smoothed ratio of
|
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43
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* one-bar price changes vs their absolute values, scaled ×100. Per
|
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44
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* TradingView's published formula:
|
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45
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*
|
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46
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* `mom = source[t] − source[t-1]`
|
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47
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+
* `absMom = |mom|`
|
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48
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+
* `ema1 = EMA(firstSmoothing)(mom)`
|
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49
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* `ema2 = EMA(secondSmoothing)(ema1)`
|
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50
|
+
* `absEma1 = EMA(firstSmoothing)(absMom)`
|
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51
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+
* `absEma2 = EMA(secondSmoothing)(absEma1)`
|
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52
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* `tsi = 100 × ema2 / absEma2`
|
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53
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+
* `signal = EMA(signalLength)(tsi)`
|
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54
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+
*
|
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55
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+
* Bounded `[-100, 100]` by construction (when defined). Flat-input
|
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56
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* windows where `absEma2` collapses to zero emit NaN at `tsi` (and
|
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57
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+
* propagate to `signal`). Defaults `(firstSmoothing, secondSmoothing,
|
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58
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+
* signalLength) = (25, 13, 13)`.
|
|
59
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*
|
|
60
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* Note: Pine's `ta.tsi()` returns the raw `ema2 / absEma2` ratio
|
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61
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* (no ×100). chartlang follows TradingView's published TSI study
|
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62
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* (×100); for the raw ratio, divide by 100.
|
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63
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*
|
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64
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* @formula see above
|
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* @warmup firstSmoothing + secondSmoothing + signalLength − 3
|
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66
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* @since 0.2
|
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* @stable
|
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68
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*
|
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69
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+
* @example
|
|
70
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* // import { ta } from "@invinite-org/chartlang-runtime";
|
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71
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* // const t = ta.tsi("slot", bar.close);
|
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72
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+
* // plot(t.tsi); plot(t.signal);
|
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73
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+
*/
|
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74
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+
export function tsi(slotId, source, opts) {
|
|
75
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const ctx = getCtx();
|
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76
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const firstSmoothing = opts?.firstSmoothing ?? DEFAULT_FIRST;
|
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const secondSmoothing = opts?.secondSmoothing ?? DEFAULT_SECOND;
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const signalLength = opts?.signalLength ?? DEFAULT_SIGNAL;
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79
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+
const offset = opts?.offset ?? 0;
|
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80
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const signalSlotId = `${slotId}/signal`;
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const isTick = ctx.isTick;
|
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82
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const src = readSourceValue(source);
|
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83
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let slot = ctx.stream.taSlots.get(slotId);
|
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84
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// The `?? Number.NaN` fallbacks below are defensive: the runner
|
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85
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+
// always close-side advances before tick, so `slot` exists by the
|
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86
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+
// time `isTick` is true; on close-side the first-bar `slot` is
|
|
87
|
+
// still undefined and we want NaN momentum (no prior bar).
|
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88
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const prevForDiff = isTick
|
|
89
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+
? /* c8 ignore next */ (slot?.prevClosedSrc ?? Number.NaN)
|
|
90
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: (slot?.prevSrc ?? Number.NaN);
|
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91
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+
const mom = Number.isFinite(src) && Number.isFinite(prevForDiff) ? src - prevForDiff : Number.NaN;
|
|
92
|
+
const absMom = Number.isFinite(mom) ? Math.abs(mom) : Number.NaN;
|
|
93
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+
const momEma1 = ema(`${slotId}/momEma1`, mom, firstSmoothing).current;
|
|
94
|
+
const momEma2 = ema(`${slotId}/momEma2`, momEma1, secondSmoothing).current;
|
|
95
|
+
const absEma1 = ema(`${slotId}/absMomEma1`, absMom, firstSmoothing).current;
|
|
96
|
+
const absEma2 = ema(`${slotId}/absMomEma2`, absEma1, secondSmoothing).current;
|
|
97
|
+
const tsiOut = tsiValue(momEma2, absEma2);
|
|
98
|
+
const signalSeries = ema(signalSlotId, tsiOut, signalLength);
|
|
99
|
+
if (slot === undefined) {
|
|
100
|
+
const tsiBuf = new Float64RingBuffer(ctx.stream.ohlcv.close.capacity);
|
|
101
|
+
const emaSlot = ctx.stream.taSlots.get(signalSlotId);
|
|
102
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+
slot = {
|
|
103
|
+
result: Object.freeze({
|
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104
|
+
tsi: makeSeriesView(tsiBuf),
|
|
105
|
+
signal: signalSeries,
|
|
106
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+
}),
|
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107
|
+
tsiBuf,
|
|
108
|
+
signalBuf: emaSlot.outBuffer,
|
|
109
|
+
shiftedResults: new Map(),
|
|
110
|
+
prevSrc: src,
|
|
111
|
+
prevClosedSrc: Number.NaN,
|
|
112
|
+
};
|
|
113
|
+
ctx.stream.taSlots.set(slotId, slot);
|
|
114
|
+
slot.tsiBuf.append(tsiOut);
|
|
115
|
+
return resultForOffset(slot, offset);
|
|
116
|
+
}
|
|
117
|
+
if (isTick) {
|
|
118
|
+
slot.tsiBuf.replaceHead(tsiOut);
|
|
119
|
+
}
|
|
120
|
+
else {
|
|
121
|
+
slot.tsiBuf.append(tsiOut);
|
|
122
|
+
slot.prevClosedSrc = slot.prevSrc;
|
|
123
|
+
slot.prevSrc = src;
|
|
124
|
+
}
|
|
125
|
+
return resultForOffset(slot, offset);
|
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}
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//# sourceMappingURL=tsi.js.map
|
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@@ -0,0 +1 @@
|
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1
|
+
{"version":3,"file":"tsi.js","sourceRoot":"","sources":["../../src/ta/tsi.ts"],"names":[],"mappings":"AAAA,+DAA+D;AAC/D,+DAA+D;AAC/D,EAAE;AACF,sEAAsE;AACtE,mEAAmE;AACnE,0DAA0D;AAC1D,yEAAyE;AAIzE,OAAO,EAAE,iBAAiB,EAAE,MAAM,kBAAkB,CAAC;AACrD,OAAO,EAAE,sBAAsB,EAAuB,MAAM,sBAAsB,CAAC;AACnF,OAAO,EAAE,cAAc,EAAE,qBAAqB,EAAE,MAAM,kBAAkB,CAAC;AACzE,OAAO,EAAE,GAAG,EAAE,MAAM,UAAU,CAAC;AAC/B,OAAO,EAAuB,eAAe,EAAE,MAAM,sBAAsB,CAAC;AAE5E,MAAM,aAAa,GAAG,EAAE,CAAC;AACzB,MAAM,cAAc,GAAG,EAAE,CAAC;AAC1B,MAAM,cAAc,GAAG,EAAE,CAAC;AAW1B,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,eAAe,CAAC,IAAa,EAAE,MAAc;IAClD,IAAI,MAAM,KAAK,CAAC;QAAE,OAAO,IAAI,CAAC,MAAM,CAAC;IACrC,IAAI,MAAM,GAAG,IAAI,CAAC,cAAc,CAAC,GAAG,CAAC,MAAM,CAAC,CAAC;IAC7C,IAAI,MAAM,KAAK,SAAS,EAAE,CAAC;QACvB,MAAM,GAAG,MAAM,CAAC,MAAM,CAAC;YACnB,GAAG,EAAE,qBAAqB,CAAS,IAAI,CAAC,MAAM,EAAE,MAAM,CAAC;YACvD,MAAM,EAAE,qBAAqB,CAAS,IAAI,CAAC,SAAS,EAAE,MAAM,CAAC;SAChE,CAAC,CAAC;QACH,IAAI,CAAC,cAAc,CAAC,GAAG,CAAC,MAAM,EAAE,MAAM,CAAC,CAAC;IAC5C,CAAC;IACD,OAAO,MAAM,CAAC;AAClB,CAAC;AAED,SAAS,QAAQ,CAAC,GAAW,EAAE,GAAW;IACtC,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,GAAG,CAAC,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,GAAG,CAAC,IAAI,GAAG,KAAK,CAAC;QAAE,OAAO,MAAM,CAAC,GAAG,CAAC;IACnF,OAAO,CAAC,GAAG,GAAG,GAAG,CAAC,GAAG,GAAG,CAAC;AAC7B,CAAC;AAED;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;GAgCG;AACH,MAAM,UAAU,GAAG,CAAC,MAAc,EAAE,MAAsB,EAAE,IAAc;IACtE,MAAM,GAAG,GAAG,MAAM,EAAE,CAAC;IACrB,MAAM,cAAc,GAAG,IAAI,EAAE,cAAc,IAAI,aAAa,CAAC;IAC7D,MAAM,eAAe,GAAG,IAAI,EAAE,eAAe,IAAI,cAAc,CAAC;IAChE,MAAM,YAAY,GAAG,IAAI,EAAE,YAAY,IAAI,cAAc,CAAC;IAC1D,MAAM,MAAM,GAAG,IAAI,EAAE,MAAM,IAAI,CAAC,CAAC;IACjC,MAAM,YAAY,GAAG,GAAG,MAAM,SAAS,CAAC;IACxC,MAAM,MAAM,GAAG,GAAG,CAAC,MAAM,CAAC;IAC1B,MAAM,GAAG,GAAG,eAAe,CAAC,MAAM,CAAC,CAAC;IAEpC,IAAI,IAAI,GAAG,GAAG,CAAC,MAAM,CAAC,OAAO,CAAC,GAAG,CAAC,MAAM,CAAwB,CAAC;IACjE,gEAAgE;IAChE,kEAAkE;IAClE,+DAA+D;IAC/D,2DAA2D;IAC3D,MAAM,WAAW,GAAG,MAAM;QACtB,CAAC,CAAC,oBAAoB,CAAC,CAAC,IAAI,EAAE,aAAa,IAAI,MAAM,CAAC,GAAG,CAAC;QAC1D,CAAC,CAAC,CAAC,IAAI,EAAE,OAAO,IAAI,MAAM,CAAC,GAAG,CAAC,CAAC;IACpC,MAAM,GAAG,GACL,MAAM,CAAC,QAAQ,CAAC,GAAG,CAAC,IAAI,MAAM,CAAC,QAAQ,CAAC,WAAW,CAAC,CAAC,CAAC,CAAC,GAAG,GAAG,WAAW,CAAC,CAAC,CAAC,MAAM,CAAC,GAAG,CAAC;IAC1F,MAAM,MAAM,GAAG,MAAM,CAAC,QAAQ,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,GAAG,CAAC;IAEjE,MAAM,OAAO,GAAG,GAAG,CAAC,GAAG,MAAM,UAAU,EAAE,GAAG,EAAE,cAAc,CAAC,CAAC,OAAO,CAAC;IACtE,MAAM,OAAO,GAAG,GAAG,CAAC,GAAG,MAAM,UAAU,EAAE,OAAO,EAAE,eAAe,CAAC,CAAC,OAAO,CAAC;IAC3E,MAAM,OAAO,GAAG,GAAG,CAAC,GAAG,MAAM,aAAa,EAAE,MAAM,EAAE,cAAc,CAAC,CAAC,OAAO,CAAC;IAC5E,MAAM,OAAO,GAAG,GAAG,CAAC,GAAG,MAAM,aAAa,EAAE,OAAO,EAAE,eAAe,CAAC,CAAC,OAAO,CAAC;IAC9E,MAAM,MAAM,GAAG,QAAQ,CAAC,OAAO,EAAE,OAAO,CAAC,CAAC;IAE1C,MAAM,YAAY,GAAG,GAAG,CAAC,YAAY,EAAE,MAAM,EAAE,YAAY,CAAC,CAAC;IAE7D,IAAI,IAAI,KAAK,SAAS,EAAE,CAAC;QACrB,MAAM,MAAM,GAAG,IAAI,iBAAiB,CAAC,GAAG,CAAC,MAAM,CAAC,KAAK,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC;QACtE,MAAM,OAAO,GAAG,GAAG,CAAC,MAAM,CAAC,OAAO,CAAC,GAAG,CAAC,YAAY,CAElD,CAAC;QACF,IAAI,GAAG;YACH,MAAM,EAAE,MAAM,CAAC,MAAM,CAAC;gBAClB,GAAG,EAAE,cAAc,CAAS,MAAM,CAAC;gBACnC,MAAM,EAAE,YAAY;aACvB,CAAC;YACF,MAAM;YACN,SAAS,EAAE,OAAO,CAAC,SAAS;YAC5B,cAAc,EAAE,IAAI,GAAG,EAAE;YACzB,OAAO,EAAE,GAAG;YACZ,aAAa,EAAE,MAAM,CAAC,GAAG;SAC5B,CAAC;QACF,GAAG,CAAC,MAAM,CAAC,OAAO,CAAC,GAAG,CAAC,MAAM,EAAE,IAAI,CAAC,CAAC;QACrC,IAAI,CAAC,MAAM,CAAC,MAAM,CAAC,MAAM,CAAC,CAAC;QAC3B,OAAO,eAAe,CAAC,IAAI,EAAE,MAAM,CAAC,CAAC;IACzC,CAAC;IAED,IAAI,MAAM,EAAE,CAAC;QACT,IAAI,CAAC,MAAM,CAAC,WAAW,CAAC,MAAM,CAAC,CAAC;IACpC,CAAC;SAAM,CAAC;QACJ,IAAI,CAAC,MAAM,CAAC,MAAM,CAAC,MAAM,CAAC,CAAC;QAC3B,IAAI,CAAC,aAAa,GAAG,IAAI,CAAC,OAAO,CAAC;QAClC,IAAI,CAAC,OAAO,GAAG,GAAG,CAAC;IACvB,CAAC;IAED,OAAO,eAAe,CAAC,IAAI,EAAE,MAAM,CAAC,CAAC;AACzC,CAAC"}
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@@ -0,0 +1,34 @@
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1
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+
import type { Series, UlcerIndexOpts } from "@invinite-org/chartlang-core";
|
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2
|
+
import { type ScalarOrSeries } from "./lib/sourceValue.js";
|
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3
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+
/**
|
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4
|
+
* Ulcer Index — drawdown-based volatility. The trailing-window RMS of
|
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5
|
+
* `drawdown_pct[t] = 100 · (source[t] − highest(source, length)[t]) /
|
|
6
|
+
* highest(source, length)[t]`. Composes `ta.highest` via the sub-slot
|
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7
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+
* id `${slotId}/highest` so a fix to `highest` flows through. Always
|
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8
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+
* non-negative.
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9
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*
|
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10
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* NaN sources (or zero rolling-max) emit NaN and do NOT advance the
|
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11
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* window — the next bar's drawdown is computed against the still-valid
|
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12
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+
* prior state.
|
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13
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*
|
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14
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+
* **Warmup ramp.** The first defined output lands at bar `length − 1`
|
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15
|
+
* (when `highest(source, length)` first emits). Up to bar `2·(length −
|
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16
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+
* 1)` the window is partially populated and the RMS divides by the
|
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17
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+
* actual `window.length`; from bar `2·(length − 1)` onward the window
|
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18
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+
* is fully warm and the RMS uses the full `length` denominator. This
|
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19
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+
* matches the task spec's `length − 1` warmup pin.
|
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20
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+
*
|
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21
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+
* @formula highVal[t] = max(source[t − length + 1 .. t]) ;
|
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22
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+
* dd[t] = 100 · (source[t] − highVal[t]) / highVal[t] ;
|
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23
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+
* out[t] = sqrt(mean(dd^2 over the last `length` finite bars))
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24
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+
* @warmup length − 1
|
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25
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+
* @since 0.2
|
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26
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+
* @stable
|
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27
|
+
*
|
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28
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+
* @example
|
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29
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+
* // import { ta } from "@invinite-org/chartlang-core";
|
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30
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+
* // const ui = ta.ulcerIndex(bar.close, 14);
|
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31
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+
* // plot(ui);
|
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32
|
+
*/
|
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33
|
+
export declare function ulcerIndex(slotId: string, source: ScalarOrSeries, length: number, _opts?: UlcerIndexOpts): Series<number>;
|
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|
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//# sourceMappingURL=ulcerIndex.d.ts.map
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{"version":3,"file":"ulcerIndex.d.ts","sourceRoot":"","sources":["../../src/ta/ulcerIndex.ts"],"names":[],"mappings":"AAYA,OAAO,KAAK,EAAE,MAAM,EAAE,cAAc,EAAE,MAAM,8BAA8B,CAAC;AAM3E,OAAO,EAAE,KAAK,cAAc,EAAmB,MAAM,sBAAsB,CAAC;AAyE5E;;;;;;;;;;;;;;;;;;;;;;;;;;;;;GA6BG;AACH,wBAAgB,UAAU,CACtB,MAAM,EAAE,MAAM,EACd,MAAM,EAAE,cAAc,EACtB,MAAM,EAAE,MAAM,EACd,KAAK,CAAC,EAAE,cAAc,GACvB,MAAM,CAAC,MAAM,CAAC,CAkBhB"}
|
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1
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+
// 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/ulcer-index.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. Composes `ta.highest` via the sub-slot id
|
|
11
|
+
// `${slotId}/highest` so a fix to `highest` flows through.
|
|
12
|
+
import { Float64RingBuffer } from "../ringBuffer.js";
|
|
13
|
+
import { ACTIVE_RUNTIME_CONTEXT } from "../runtimeContext.js";
|
|
14
|
+
import { makeSeriesView } from "../seriesView.js";
|
|
15
|
+
import { highest } from "./highest.js";
|
|
16
|
+
import { readSourceValue } from "./lib/sourceValue.js";
|
|
17
|
+
function getCtx() {
|
|
18
|
+
const ctx = ACTIVE_RUNTIME_CONTEXT.current;
|
|
19
|
+
if (ctx === null) {
|
|
20
|
+
throw new Error("ta.ulcerIndex called outside an active script step");
|
|
21
|
+
}
|
|
22
|
+
return ctx;
|
|
23
|
+
}
|
|
24
|
+
function initSlot(slotId, length, capacity) {
|
|
25
|
+
const outBuffer = new Float64RingBuffer(capacity);
|
|
26
|
+
return {
|
|
27
|
+
outBuffer,
|
|
28
|
+
series: makeSeriesView(outBuffer),
|
|
29
|
+
length,
|
|
30
|
+
highestSub: `${slotId}/highest`,
|
|
31
|
+
drawdownSqWindow: new Float64RingBuffer(length),
|
|
32
|
+
sumDrawdownSq: 0,
|
|
33
|
+
};
|
|
34
|
+
}
|
|
35
|
+
function drawdownSquared(src, maxSrc) {
|
|
36
|
+
if (!Number.isFinite(src) || !Number.isFinite(maxSrc) || maxSrc === 0) {
|
|
37
|
+
return Number.NaN;
|
|
38
|
+
}
|
|
39
|
+
const dd = (100 * (src - maxSrc)) / maxSrc;
|
|
40
|
+
return dd * dd;
|
|
41
|
+
}
|
|
42
|
+
function closeValue(slot, src, maxSrc) {
|
|
43
|
+
const ddSq = drawdownSquared(src, maxSrc);
|
|
44
|
+
if (!Number.isFinite(ddSq)) {
|
|
45
|
+
// Per task spec §6 (NaN handling): NaN source → NaN output.
|
|
46
|
+
// Do NOT advance the window — preserves the previous closed
|
|
47
|
+
// state for the next bar to consume.
|
|
48
|
+
return Number.NaN;
|
|
49
|
+
}
|
|
50
|
+
if (slot.drawdownSqWindow.length === slot.length) {
|
|
51
|
+
// Window full: evict the oldest before append.
|
|
52
|
+
slot.sumDrawdownSq -= slot.drawdownSqWindow.at(slot.length - 1);
|
|
53
|
+
}
|
|
54
|
+
slot.drawdownSqWindow.append(ddSq);
|
|
55
|
+
slot.sumDrawdownSq += ddSq;
|
|
56
|
+
return Math.sqrt(slot.sumDrawdownSq / slot.drawdownSqWindow.length);
|
|
57
|
+
}
|
|
58
|
+
function tickValue(slot, src, maxSrc) {
|
|
59
|
+
if (slot.drawdownSqWindow.length === 0)
|
|
60
|
+
return Number.NaN;
|
|
61
|
+
const ddSq = drawdownSquared(src, maxSrc);
|
|
62
|
+
if (!Number.isFinite(ddSq))
|
|
63
|
+
return Number.NaN;
|
|
64
|
+
// Substitute the tick's ddSq for the head slot's ddSq without
|
|
65
|
+
// mutating the closed window. Hypothetical sum = sum − head + tick.
|
|
66
|
+
const headSq = slot.drawdownSqWindow.at(0);
|
|
67
|
+
const hypSum = slot.sumDrawdownSq - headSq + ddSq;
|
|
68
|
+
return Math.sqrt(hypSum / slot.drawdownSqWindow.length);
|
|
69
|
+
}
|
|
70
|
+
/**
|
|
71
|
+
* Ulcer Index — drawdown-based volatility. The trailing-window RMS of
|
|
72
|
+
* `drawdown_pct[t] = 100 · (source[t] − highest(source, length)[t]) /
|
|
73
|
+
* highest(source, length)[t]`. Composes `ta.highest` via the sub-slot
|
|
74
|
+
* id `${slotId}/highest` so a fix to `highest` flows through. Always
|
|
75
|
+
* non-negative.
|
|
76
|
+
*
|
|
77
|
+
* NaN sources (or zero rolling-max) emit NaN and do NOT advance the
|
|
78
|
+
* window — the next bar's drawdown is computed against the still-valid
|
|
79
|
+
* prior state.
|
|
80
|
+
*
|
|
81
|
+
* **Warmup ramp.** The first defined output lands at bar `length − 1`
|
|
82
|
+
* (when `highest(source, length)` first emits). Up to bar `2·(length −
|
|
83
|
+
* 1)` the window is partially populated and the RMS divides by the
|
|
84
|
+
* actual `window.length`; from bar `2·(length − 1)` onward the window
|
|
85
|
+
* is fully warm and the RMS uses the full `length` denominator. This
|
|
86
|
+
* matches the task spec's `length − 1` warmup pin.
|
|
87
|
+
*
|
|
88
|
+
* @formula highVal[t] = max(source[t − length + 1 .. t]) ;
|
|
89
|
+
* dd[t] = 100 · (source[t] − highVal[t]) / highVal[t] ;
|
|
90
|
+
* out[t] = sqrt(mean(dd^2 over the last `length` finite bars))
|
|
91
|
+
* @warmup length − 1
|
|
92
|
+
* @since 0.2
|
|
93
|
+
* @stable
|
|
94
|
+
*
|
|
95
|
+
* @example
|
|
96
|
+
* // import { ta } from "@invinite-org/chartlang-core";
|
|
97
|
+
* // const ui = ta.ulcerIndex(bar.close, 14);
|
|
98
|
+
* // plot(ui);
|
|
99
|
+
*/
|
|
100
|
+
export function ulcerIndex(slotId, source, length, _opts) {
|
|
101
|
+
const ctx = getCtx();
|
|
102
|
+
let slot = ctx.stream.taSlots.get(slotId);
|
|
103
|
+
if (slot === undefined) {
|
|
104
|
+
slot = initSlot(slotId, length, ctx.stream.ohlcv.close.capacity);
|
|
105
|
+
ctx.stream.taSlots.set(slotId, slot);
|
|
106
|
+
}
|
|
107
|
+
const src = readSourceValue(source);
|
|
108
|
+
// Compose: `highest` respects `ctx.isTick`. The sub-slot id is
|
|
109
|
+
// stable per parent slot id.
|
|
110
|
+
const maxSeries = highest(slot.highestSub, source, length);
|
|
111
|
+
const maxSrc = maxSeries.current;
|
|
112
|
+
if (ctx.isTick) {
|
|
113
|
+
slot.outBuffer.replaceHead(tickValue(slot, src, maxSrc));
|
|
114
|
+
}
|
|
115
|
+
else {
|
|
116
|
+
slot.outBuffer.append(closeValue(slot, src, maxSrc));
|
|
117
|
+
}
|
|
118
|
+
return slot.series;
|
|
119
|
+
}
|
|
120
|
+
//# sourceMappingURL=ulcerIndex.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
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@@ -0,0 +1,27 @@
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import type { Series, UltimateOscOpts } from "@invinite-org/chartlang-core";
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/**
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3
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* Larry Williams' Ultimate Oscillator. Sources from `bar.high` /
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4
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* `bar.low` / `bar.close` directly (no `source` arg — matches Pine).
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* Weighted average of three buying-pressure / true-range ratios over
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* `shortLength` / `mediumLength` / `longLength` windows (defaults
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7
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* `7` / `14` / `28`). Output bounded `[0, 100]` (or `NaN`).
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*
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* Zero-TR window (flat-line input over the long window) emits `NaN`.
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* The registry records `yDomain: { kind: "fixed", min: 0, max: 100 }`
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* via `TA_REGISTRY_METADATA`.
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*
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* @formula bp = close − min(low, prevClose) ;
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* tr = max(high, prevClose) − min(low, prevClose) ;
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* avgN = Σ bp[t − N + 1 .. t] / Σ tr[t − N + 1 .. t] ;
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* uo = 100 · (4 · avgShort + 2 · avgMedium + avgLong) / 7
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* @warmup longLength
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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 u = ta.ultimateOsc("slot");
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* // plot(u);
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*/
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export declare function ultimateOsc(slotId: string, opts?: UltimateOscOpts): Series<number>;
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//# sourceMappingURL=ultimateOsc.d.ts.map
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@@ -0,0 +1 @@
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{"version":3,"file":"ultimateOsc.d.ts","sourceRoot":"","sources":["../../src/ta/ultimateOsc.ts"],"names":[],"mappings":"AAeA,OAAO,KAAK,EAAE,MAAM,EAAE,eAAe,EAAE,MAAM,8BAA8B,CAAC;AAgN5E;;;;;;;;;;;;;;;;;;;;;;;GAuBG;AACH,wBAAgB,WAAW,CAAC,MAAM,EAAE,MAAM,EAAE,IAAI,CAAC,EAAE,eAAe,GAAG,MAAM,CAAC,MAAM,CAAC,CAiBlF"}
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@@ -0,0 +1,174 @@
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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.
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//
|
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4
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// Ported from invinite/src/components/trading-chart/indicators/ultimate-osc.ts
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5
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+
// (commit 078f41fe2569d659d5aba726da8bcb5d3e2ced02, © Invinite).
|
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6
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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. Ultimate Oscillator derives from
|
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11
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+
// `bar.high` / `bar.low` / `bar.close` directly (no `source` arg).
|
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12
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+
// Three pairs of (buying-pressure, true-range) ring buffers + running
|
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13
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// sums — one pair per (shortLength | mediumLength | longLength)
|
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14
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+
// window. Zero-TR-window emits `NaN`.
|
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15
|
+
import { Float64RingBuffer } from "../ringBuffer.js";
|
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16
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+
import { ACTIVE_RUNTIME_CONTEXT } from "../runtimeContext.js";
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17
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+
import { makeSeriesView } from "../seriesView.js";
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18
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+
const DEFAULT_SHORT_LENGTH = 7;
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19
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+
const DEFAULT_MEDIUM_LENGTH = 14;
|
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20
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+
const DEFAULT_LONG_LENGTH = 28;
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21
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+
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.ultimateOsc called outside an active script step");
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25
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+
}
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26
|
+
return ctx;
|
|
27
|
+
}
|
|
28
|
+
function initSlot(shortLength, mediumLength, longLength, capacity) {
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29
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+
const outBuffer = new Float64RingBuffer(capacity);
|
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30
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+
return {
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31
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+
outBuffer,
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+
series: makeSeriesView(outBuffer),
|
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33
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+
shortLength,
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34
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+
mediumLength,
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35
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+
longLength,
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36
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bpShort: new Float64RingBuffer(shortLength),
|
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37
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+
bpMedium: new Float64RingBuffer(mediumLength),
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38
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+
bpLong: new Float64RingBuffer(longLength),
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39
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+
trShort: new Float64RingBuffer(shortLength),
|
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40
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+
trMedium: new Float64RingBuffer(mediumLength),
|
|
41
|
+
trLong: new Float64RingBuffer(longLength),
|
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42
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+
sumBpShort: 0,
|
|
43
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+
sumBpMedium: 0,
|
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44
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+
sumBpLong: 0,
|
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45
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+
sumTrShort: 0,
|
|
46
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+
sumTrMedium: 0,
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47
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+
sumTrLong: 0,
|
|
48
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+
barCount: 0,
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49
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+
prevClose: Number.NaN,
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50
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+
prevPrevClose: Number.NaN,
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51
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+
headBpShort: 0,
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52
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headBpMedium: 0,
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53
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headBpLong: 0,
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headTrShort: 0,
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55
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+
headTrMedium: 0,
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56
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headTrLong: 0,
|
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57
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+
};
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58
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+
}
|
|
59
|
+
function computeBpTr(high, low, close, prevClose) {
|
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60
|
+
// First bar (no prevClose) — invinite seeds bp = tr = 0 so the
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61
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+
// running sums kick off at zero. We mirror that.
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62
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+
if (!Number.isFinite(prevClose))
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63
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+
return [0, 0];
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64
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+
const trueLow = Math.min(low, prevClose);
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65
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+
const trueHigh = Math.max(high, prevClose);
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66
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+
return [close - trueLow, trueHigh - trueLow];
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67
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+
}
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|
68
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+
function pushToWindow(ring, sum, incoming, capacity) {
|
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69
|
+
let outgoing = 0;
|
|
70
|
+
if (ring.length >= capacity) {
|
|
71
|
+
outgoing = ring.at(capacity - 1);
|
|
72
|
+
}
|
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73
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+
ring.append(incoming);
|
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74
|
+
return { newSum: sum + incoming - outgoing, outgoing };
|
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75
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+
}
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+
function uoFromSums(sumBpShort, sumTrShort, sumBpMedium, sumTrMedium, sumBpLong, sumTrLong) {
|
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77
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+
if (sumTrShort === 0 || sumTrMedium === 0 || sumTrLong === 0)
|
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78
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+
return Number.NaN;
|
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79
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+
const avgShort = sumBpShort / sumTrShort;
|
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80
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+
const avgMedium = sumBpMedium / sumTrMedium;
|
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81
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+
const avgLong = sumBpLong / sumTrLong;
|
|
82
|
+
return (100 * (4 * avgShort + 2 * avgMedium + avgLong)) / 7;
|
|
83
|
+
}
|
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84
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+
function closeValue(slot, high, low, close) {
|
|
85
|
+
if (!Number.isFinite(high) || !Number.isFinite(low) || !Number.isFinite(close)) {
|
|
86
|
+
// Hold prior — do not advance window state; emit NaN if unwarmed.
|
|
87
|
+
/* c8 ignore next */
|
|
88
|
+
if (slot.barCount < slot.longLength)
|
|
89
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+
return Number.NaN;
|
|
90
|
+
return uoFromSums(slot.sumBpShort, slot.sumTrShort, slot.sumBpMedium, slot.sumTrMedium, slot.sumBpLong, slot.sumTrLong);
|
|
91
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+
}
|
|
92
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+
const [bp, tr] = computeBpTr(high, low, close, slot.prevClose);
|
|
93
|
+
const short = pushToWindow(slot.bpShort, slot.sumBpShort, bp, slot.shortLength);
|
|
94
|
+
slot.sumBpShort = short.newSum;
|
|
95
|
+
const medium = pushToWindow(slot.bpMedium, slot.sumBpMedium, bp, slot.mediumLength);
|
|
96
|
+
slot.sumBpMedium = medium.newSum;
|
|
97
|
+
const long = pushToWindow(slot.bpLong, slot.sumBpLong, bp, slot.longLength);
|
|
98
|
+
slot.sumBpLong = long.newSum;
|
|
99
|
+
const trShort = pushToWindow(slot.trShort, slot.sumTrShort, tr, slot.shortLength);
|
|
100
|
+
slot.sumTrShort = trShort.newSum;
|
|
101
|
+
const trMedium = pushToWindow(slot.trMedium, slot.sumTrMedium, tr, slot.mediumLength);
|
|
102
|
+
slot.sumTrMedium = trMedium.newSum;
|
|
103
|
+
const trLong = pushToWindow(slot.trLong, slot.sumTrLong, tr, slot.longLength);
|
|
104
|
+
slot.sumTrLong = trLong.newSum;
|
|
105
|
+
slot.prevPrevClose = slot.prevClose;
|
|
106
|
+
slot.prevClose = close;
|
|
107
|
+
slot.barCount += 1;
|
|
108
|
+
// Capture the new head's bp/tr per window for tick-mode replay.
|
|
109
|
+
slot.headBpShort = bp;
|
|
110
|
+
slot.headBpMedium = bp;
|
|
111
|
+
slot.headBpLong = bp;
|
|
112
|
+
slot.headTrShort = tr;
|
|
113
|
+
slot.headTrMedium = tr;
|
|
114
|
+
slot.headTrLong = tr;
|
|
115
|
+
if (slot.barCount < slot.longLength)
|
|
116
|
+
return Number.NaN;
|
|
117
|
+
return uoFromSums(slot.sumBpShort, slot.sumTrShort, slot.sumBpMedium, slot.sumTrMedium, slot.sumBpLong, slot.sumTrLong);
|
|
118
|
+
}
|
|
119
|
+
function tickValue(slot, high, low, close) {
|
|
120
|
+
if (slot.barCount < slot.longLength)
|
|
121
|
+
return Number.NaN;
|
|
122
|
+
if (!Number.isFinite(high) || !Number.isFinite(low) || !Number.isFinite(close)) {
|
|
123
|
+
return uoFromSums(slot.sumBpShort, slot.sumTrShort, slot.sumBpMedium, slot.sumTrMedium, slot.sumBpLong, slot.sumTrLong);
|
|
124
|
+
}
|
|
125
|
+
// The head bar's bp/tr were computed against prevPrevClose (the
|
|
126
|
+
// close two bars ago). Replaying the head with the tick uses the
|
|
127
|
+
// same prevPrevClose baseline.
|
|
128
|
+
const [tickBp, tickTr] = computeBpTr(high, low, close, slot.prevPrevClose);
|
|
129
|
+
return uoFromSums(slot.sumBpShort - slot.headBpShort + tickBp, slot.sumTrShort - slot.headTrShort + tickTr, slot.sumBpMedium - slot.headBpMedium + tickBp, slot.sumTrMedium - slot.headTrMedium + tickTr, slot.sumBpLong - slot.headBpLong + tickBp, slot.sumTrLong - slot.headTrLong + tickTr);
|
|
130
|
+
}
|
|
131
|
+
/**
|
|
132
|
+
* Larry Williams' Ultimate Oscillator. Sources from `bar.high` /
|
|
133
|
+
* `bar.low` / `bar.close` directly (no `source` arg — matches Pine).
|
|
134
|
+
* Weighted average of three buying-pressure / true-range ratios over
|
|
135
|
+
* `shortLength` / `mediumLength` / `longLength` windows (defaults
|
|
136
|
+
* `7` / `14` / `28`). Output bounded `[0, 100]` (or `NaN`).
|
|
137
|
+
*
|
|
138
|
+
* Zero-TR window (flat-line input over the long window) emits `NaN`.
|
|
139
|
+
* The registry records `yDomain: { kind: "fixed", min: 0, max: 100 }`
|
|
140
|
+
* via `TA_REGISTRY_METADATA`.
|
|
141
|
+
*
|
|
142
|
+
* @formula bp = close − min(low, prevClose) ;
|
|
143
|
+
* tr = max(high, prevClose) − min(low, prevClose) ;
|
|
144
|
+
* avgN = Σ bp[t − N + 1 .. t] / Σ tr[t − N + 1 .. t] ;
|
|
145
|
+
* uo = 100 · (4 · avgShort + 2 · avgMedium + avgLong) / 7
|
|
146
|
+
* @warmup longLength
|
|
147
|
+
* @since 0.2
|
|
148
|
+
* @stable
|
|
149
|
+
*
|
|
150
|
+
* @example
|
|
151
|
+
* // import { ta } from "@invinite-org/chartlang-runtime";
|
|
152
|
+
* // const u = ta.ultimateOsc("slot");
|
|
153
|
+
* // plot(u);
|
|
154
|
+
*/
|
|
155
|
+
export function ultimateOsc(slotId, opts) {
|
|
156
|
+
const ctx = getCtx();
|
|
157
|
+
const shortLength = opts?.shortLength ?? DEFAULT_SHORT_LENGTH;
|
|
158
|
+
const mediumLength = opts?.mediumLength ?? DEFAULT_MEDIUM_LENGTH;
|
|
159
|
+
const longLength = opts?.longLength ?? DEFAULT_LONG_LENGTH;
|
|
160
|
+
let slot = ctx.stream.taSlots.get(slotId);
|
|
161
|
+
if (slot === undefined) {
|
|
162
|
+
slot = initSlot(shortLength, mediumLength, longLength, ctx.stream.ohlcv.close.capacity);
|
|
163
|
+
ctx.stream.taSlots.set(slotId, slot);
|
|
164
|
+
}
|
|
165
|
+
const bar = ctx.stream.bar;
|
|
166
|
+
if (ctx.isTick) {
|
|
167
|
+
slot.outBuffer.replaceHead(tickValue(slot, bar.high, bar.low, bar.close));
|
|
168
|
+
}
|
|
169
|
+
else {
|
|
170
|
+
slot.outBuffer.append(closeValue(slot, bar.high, bar.low, bar.close));
|
|
171
|
+
}
|
|
172
|
+
return slot.series;
|
|
173
|
+
}
|
|
174
|
+
//# sourceMappingURL=ultimateOsc.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"ultimateOsc.js","sourceRoot":"","sources":["../../src/ta/ultimateOsc.ts"],"names":[],"mappings":"AAAA,+DAA+D;AAC/D,+DAA+D;AAC/D,EAAE;AACF,+EAA+E;AAC/E,mEAAmE;AACnE,0DAA0D;AAC1D,yEAAyE;AACzE,qEAAqE;AACrE,4DAA4D;AAC5D,0DAA0D;AAC1D,mEAAmE;AACnE,sEAAsE;AACtE,gEAAgE;AAChE,sCAAsC;AAItC,OAAO,EAAE,iBAAiB,EAAE,MAAM,kBAAkB,CAAC;AACrD,OAAO,EAAE,sBAAsB,EAAuB,MAAM,sBAAsB,CAAC;AACnF,OAAO,EAAE,cAAc,EAAE,MAAM,kBAAkB,CAAC;AAElD,MAAM,oBAAoB,GAAG,CAAC,CAAC;AAC/B,MAAM,qBAAqB,GAAG,EAAE,CAAC;AACjC,MAAM,mBAAmB,GAAG,EAAE,CAAC;AAmC/B,SAAS,MAAM;IACX,MAAM,GAAG,GAAG,sBAAsB,CAAC,OAAO,CAAC;IAC3C,IAAI,GAAG,KAAK,IAAI,EAAE,CAAC;QACf,MAAM,IAAI,KAAK,CAAC,qDAAqD,CAAC,CAAC;IAC3E,CAAC;IACD,OAAO,GAAG,CAAC;AACf,CAAC;AAED,SAAS,QAAQ,CACb,WAAmB,EACnB,YAAoB,EACpB,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,WAAW;QACX,YAAY;QACZ,UAAU;QACV,OAAO,EAAE,IAAI,iBAAiB,CAAC,WAAW,CAAC;QAC3C,QAAQ,EAAE,IAAI,iBAAiB,CAAC,YAAY,CAAC;QAC7C,MAAM,EAAE,IAAI,iBAAiB,CAAC,UAAU,CAAC;QACzC,OAAO,EAAE,IAAI,iBAAiB,CAAC,WAAW,CAAC;QAC3C,QAAQ,EAAE,IAAI,iBAAiB,CAAC,YAAY,CAAC;QAC7C,MAAM,EAAE,IAAI,iBAAiB,CAAC,UAAU,CAAC;QACzC,UAAU,EAAE,CAAC;QACb,WAAW,EAAE,CAAC;QACd,SAAS,EAAE,CAAC;QACZ,UAAU,EAAE,CAAC;QACb,WAAW,EAAE,CAAC;QACd,SAAS,EAAE,CAAC;QACZ,QAAQ,EAAE,CAAC;QACX,SAAS,EAAE,MAAM,CAAC,GAAG;QACrB,aAAa,EAAE,MAAM,CAAC,GAAG;QACzB,WAAW,EAAE,CAAC;QACd,YAAY,EAAE,CAAC;QACf,UAAU,EAAE,CAAC;QACb,WAAW,EAAE,CAAC;QACd,YAAY,EAAE,CAAC;QACf,UAAU,EAAE,CAAC;KAChB,CAAC;AACN,CAAC;AAED,SAAS,WAAW,CAChB,IAAY,EACZ,GAAW,EACX,KAAa,EACb,SAAiB;IAEjB,+DAA+D;IAC/D,iDAAiD;IACjD,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,SAAS,CAAC;QAAE,OAAO,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC;IAC/C,MAAM,OAAO,GAAG,IAAI,CAAC,GAAG,CAAC,GAAG,EAAE,SAAS,CAAC,CAAC;IACzC,MAAM,QAAQ,GAAG,IAAI,CAAC,GAAG,CAAC,IAAI,EAAE,SAAS,CAAC,CAAC;IAC3C,OAAO,CAAC,KAAK,GAAG,OAAO,EAAE,QAAQ,GAAG,OAAO,CAAC,CAAC;AACjD,CAAC;AAED,SAAS,YAAY,CACjB,IAAuB,EACvB,GAAW,EACX,QAAgB,EAChB,QAAgB;IAEhB,IAAI,QAAQ,GAAG,CAAC,CAAC;IACjB,IAAI,IAAI,CAAC,MAAM,IAAI,QAAQ,EAAE,CAAC;QAC1B,QAAQ,GAAG,IAAI,CAAC,EAAE,CAAC,QAAQ,GAAG,CAAC,CAAC,CAAC;IACrC,CAAC;IACD,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,CAAC;IACtB,OAAO,EAAE,MAAM,EAAE,GAAG,GAAG,QAAQ,GAAG,QAAQ,EAAE,QAAQ,EAAE,CAAC;AAC3D,CAAC;AAED,SAAS,UAAU,CACf,UAAkB,EAClB,UAAkB,EAClB,WAAmB,EACnB,WAAmB,EACnB,SAAiB,EACjB,SAAiB;IAEjB,IAAI,UAAU,KAAK,CAAC,IAAI,WAAW,KAAK,CAAC,IAAI,SAAS,KAAK,CAAC;QAAE,OAAO,MAAM,CAAC,GAAG,CAAC;IAChF,MAAM,QAAQ,GAAG,UAAU,GAAG,UAAU,CAAC;IACzC,MAAM,SAAS,GAAG,WAAW,GAAG,WAAW,CAAC;IAC5C,MAAM,OAAO,GAAG,SAAS,GAAG,SAAS,CAAC;IACtC,OAAO,CAAC,GAAG,GAAG,CAAC,CAAC,GAAG,QAAQ,GAAG,CAAC,GAAG,SAAS,GAAG,OAAO,CAAC,CAAC,GAAG,CAAC,CAAC;AAChE,CAAC;AAED,SAAS,UAAU,CAAC,IAAqB,EAAE,IAAY,EAAE,GAAW,EAAE,KAAa;IAC/E,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,kEAAkE;QAClE,oBAAoB;QACpB,IAAI,IAAI,CAAC,QAAQ,GAAG,IAAI,CAAC,UAAU;YAAE,OAAO,MAAM,CAAC,GAAG,CAAC;QACvD,OAAO,UAAU,CACb,IAAI,CAAC,UAAU,EACf,IAAI,CAAC,UAAU,EACf,IAAI,CAAC,WAAW,EAChB,IAAI,CAAC,WAAW,EAChB,IAAI,CAAC,SAAS,EACd,IAAI,CAAC,SAAS,CACjB,CAAC;IACN,CAAC;IACD,MAAM,CAAC,EAAE,EAAE,EAAE,CAAC,GAAG,WAAW,CAAC,IAAI,EAAE,GAAG,EAAE,KAAK,EAAE,IAAI,CAAC,SAAS,CAAC,CAAC;IAC/D,MAAM,KAAK,GAAG,YAAY,CAAC,IAAI,CAAC,OAAO,EAAE,IAAI,CAAC,UAAU,EAAE,EAAE,EAAE,IAAI,CAAC,WAAW,CAAC,CAAC;IAChF,IAAI,CAAC,UAAU,GAAG,KAAK,CAAC,MAAM,CAAC;IAC/B,MAAM,MAAM,GAAG,YAAY,CAAC,IAAI,CAAC,QAAQ,EAAE,IAAI,CAAC,WAAW,EAAE,EAAE,EAAE,IAAI,CAAC,YAAY,CAAC,CAAC;IACpF,IAAI,CAAC,WAAW,GAAG,MAAM,CAAC,MAAM,CAAC;IACjC,MAAM,IAAI,GAAG,YAAY,CAAC,IAAI,CAAC,MAAM,EAAE,IAAI,CAAC,SAAS,EAAE,EAAE,EAAE,IAAI,CAAC,UAAU,CAAC,CAAC;IAC5E,IAAI,CAAC,SAAS,GAAG,IAAI,CAAC,MAAM,CAAC;IAC7B,MAAM,OAAO,GAAG,YAAY,CAAC,IAAI,CAAC,OAAO,EAAE,IAAI,CAAC,UAAU,EAAE,EAAE,EAAE,IAAI,CAAC,WAAW,CAAC,CAAC;IAClF,IAAI,CAAC,UAAU,GAAG,OAAO,CAAC,MAAM,CAAC;IACjC,MAAM,QAAQ,GAAG,YAAY,CAAC,IAAI,CAAC,QAAQ,EAAE,IAAI,CAAC,WAAW,EAAE,EAAE,EAAE,IAAI,CAAC,YAAY,CAAC,CAAC;IACtF,IAAI,CAAC,WAAW,GAAG,QAAQ,CAAC,MAAM,CAAC;IACnC,MAAM,MAAM,GAAG,YAAY,CAAC,IAAI,CAAC,MAAM,EAAE,IAAI,CAAC,SAAS,EAAE,EAAE,EAAE,IAAI,CAAC,UAAU,CAAC,CAAC;IAC9E,IAAI,CAAC,SAAS,GAAG,MAAM,CAAC,MAAM,CAAC;IAE/B,IAAI,CAAC,aAAa,GAAG,IAAI,CAAC,SAAS,CAAC;IACpC,IAAI,CAAC,SAAS,GAAG,KAAK,CAAC;IACvB,IAAI,CAAC,QAAQ,IAAI,CAAC,CAAC;IAEnB,gEAAgE;IAChE,IAAI,CAAC,WAAW,GAAG,EAAE,CAAC;IACtB,IAAI,CAAC,YAAY,GAAG,EAAE,CAAC;IACvB,IAAI,CAAC,UAAU,GAAG,EAAE,CAAC;IACrB,IAAI,CAAC,WAAW,GAAG,EAAE,CAAC;IACtB,IAAI,CAAC,YAAY,GAAG,EAAE,CAAC;IACvB,IAAI,CAAC,UAAU,GAAG,EAAE,CAAC;IAErB,IAAI,IAAI,CAAC,QAAQ,GAAG,IAAI,CAAC,UAAU;QAAE,OAAO,MAAM,CAAC,GAAG,CAAC;IACvD,OAAO,UAAU,CACb,IAAI,CAAC,UAAU,EACf,IAAI,CAAC,UAAU,EACf,IAAI,CAAC,WAAW,EAChB,IAAI,CAAC,WAAW,EAChB,IAAI,CAAC,SAAS,EACd,IAAI,CAAC,SAAS,CACjB,CAAC;AACN,CAAC;AAED,SAAS,SAAS,CAAC,IAAqB,EAAE,IAAY,EAAE,GAAW,EAAE,KAAa;IAC9E,IAAI,IAAI,CAAC,QAAQ,GAAG,IAAI,CAAC,UAAU;QAAE,OAAO,MAAM,CAAC,GAAG,CAAC;IACvD,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,UAAU,CACb,IAAI,CAAC,UAAU,EACf,IAAI,CA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|
|
@@ -0,0 +1,27 @@
|
|
|
1
|
+
import type { Series, ValuewhenOpts } from "@invinite-org/chartlang-core";
|
|
2
|
+
import { type ScalarOrSeries } from "./lib/sourceValue.js";
|
|
3
|
+
/**
|
|
4
|
+
* Source value at the bar of the n-th most recent `condition === true`.
|
|
5
|
+
* `occurrence === 0` returns the value at the most recent match;
|
|
6
|
+
* `occurrence === 1` the second most recent; etc. NaN until
|
|
7
|
+
* `occurrence + 1` matches have been seen.
|
|
8
|
+
*
|
|
9
|
+
* NaN-source at the matching bar produces NaN in the ring entry, which
|
|
10
|
+
* surfaces as NaN once that entry is the one emitted. Matches NaN-source
|
|
11
|
+
* semantics in Pine.
|
|
12
|
+
*
|
|
13
|
+
* @formula out[t] = source[bar of n-th most recent condition true],
|
|
14
|
+
* NaN until `occurrence + 1` matches
|
|
15
|
+
* @warmup bar of the `occurrence + 1`-th match (data-dependent)
|
|
16
|
+
* @since 0.2
|
|
17
|
+
* @stable
|
|
18
|
+
*
|
|
19
|
+
* @example
|
|
20
|
+
* // import { ta } from "@invinite-org/chartlang-core";
|
|
21
|
+
* // const fast = ta.sma(bar.close, 10);
|
|
22
|
+
* // const slow = ta.sma(bar.close, 30);
|
|
23
|
+
* // const onCross = ta.valuewhen(ta.crossover(fast, slow), bar.close);
|
|
24
|
+
* // plot(onCross);
|
|
25
|
+
*/
|
|
26
|
+
export declare function valuewhen(slotId: string, condition: Series<boolean>, source: ScalarOrSeries, occurrence?: number, opts?: ValuewhenOpts): Series<number>;
|
|
27
|
+
//# sourceMappingURL=valuewhen.d.ts.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"valuewhen.d.ts","sourceRoot":"","sources":["../../src/ta/valuewhen.ts"],"names":[],"mappings":"AAOA,OAAO,KAAK,EAAE,MAAM,EAAE,aAAa,EAAE,MAAM,8BAA8B,CAAC;AAK1E,OAAO,EAAE,KAAK,cAAc,EAAmB,MAAM,sBAAsB,CAAC;AAqF5E;;;;;;;;;;;;;;;;;;;;;;GAsBG;AACH,wBAAgB,SAAS,CACrB,MAAM,EAAE,MAAM,EACd,SAAS,EAAE,MAAM,CAAC,OAAO,CAAC,EAC1B,MAAM,EAAE,cAAc,EACtB,UAAU,SAAI,EACd,IAAI,GAAE,aAAkB,GACzB,MAAM,CAAC,MAAM,CAAC,CAqBhB"}
|