@petal-nexus/toolkit 0.2.5 → 0.3.0

package/dist/petal-toolkit.es60.js.map

@@ -1 +1 @@
-{"version":3,"file":"petal-toolkit.es60.js","sources":["../src/scichart/indicators/bollingerBands.ts"],"sourcesContent":["/**\n * Bollinger Bands calculation\n *\n * Bollinger Bands consist of:\n * - Middle Band: SMA of closing prices\n * - Upper Band: Middle Band + (standard deviation * multiplier)\n * - Lower Band: Middle Band - (standard deviation * multiplier)\n *\n * Used to identify overbought/oversold conditions and volatility.\n */\n\nimport { calculateSMA } from './ema';\n\nexport interface BollingerBandsResult {\n  upperBand: number[]; // Upper band (SMA + k * stddev)\n  middleBand: number[]; // Middle band (SMA)\n  lowerBand: number[]; // Lower band (SMA - k * stddev)\n  bandwidth: number[]; // (Upper - Lower) / Middle, measures volatility\n}\n\nexport interface BollingerBandsParams {\n  period: number; // Default: 20\n  stdDevMultiplier: number; // Default: 2\n}\n\n/** Default Bollinger Bands parameters */\nexport const DEFAULT_BOLLINGER_PARAMS: BollingerBandsParams = {\n  period: 20,\n  stdDevMultiplier: 2,\n};\n\n/**\n * Calculate standard deviation for a window of values\n * @param values - Array of values in the window\n * @param mean - Pre-calculated mean of the window\n * @returns Standard deviation\n */\nfunction calculateStdDev(values: number[], mean: number): number {\n  if (values.length === 0) return 0;\n\n  let sumSquaredDiff = 0;\n  for (const value of values) {\n    const diff = value - mean;\n    sumSquaredDiff += diff * diff;\n  }\n\n  return Math.sqrt(sumSquaredDiff / values.length);\n}\n\n/**\n * Calculate Bollinger Bands indicator\n * @param closePrices - Array of close prices\n * @param params - Bollinger Bands parameters (optional, uses defaults if not provided)\n * @returns Bollinger Bands data (all arrays same length as input)\n */\nexport function calculateBollingerBands(\n  closePrices: number[],\n  params: BollingerBandsParams = DEFAULT_BOLLINGER_PARAMS\n): BollingerBandsResult {\n  const { period, stdDevMultiplier } = params;\n\n  if (closePrices.length === 0 || period <= 0) {\n    return {\n      upperBand: [],\n      middleBand: [],\n      lowerBand: [],\n      bandwidth: [],\n    };\n  }\n\n  const length = closePrices.length;\n  const upperBand: number[] = new Array(length);\n  const lowerBand: number[] = new Array(length);\n  const bandwidth: number[] = new Array(length);\n\n  // Middle band is just the SMA\n  const middleBand = calculateSMA(closePrices, period);\n\n  // Calculate upper and lower bands using rolling standard deviation\n  for (let i = 0; i < length; i++) {\n    if (i < period - 1 || isNaN(middleBand[i])) {\n      // Not enough data yet\n      upperBand[i] = NaN;\n      lowerBand[i] = NaN;\n      bandwidth[i] = NaN;\n    } else {\n      // Get the window of values for stddev calculation\n      const windowStart = i - period + 1;\n      const window: number[] = [];\n      for (let j = windowStart; j <= i; j++) {\n        window.push(closePrices[j]);\n      }\n\n      const stdDev = calculateStdDev(window, middleBand[i]);\n      const deviation = stdDev * stdDevMultiplier;\n\n      upperBand[i] = middleBand[i] + deviation;\n      lowerBand[i] = middleBand[i] - deviation;\n\n      // Bandwidth: (Upper - Lower) / Middle, expressed as percentage\n      bandwidth[i] =\n        middleBand[i] !== 0 ? ((upperBand[i] - lowerBand[i]) / middleBand[i]) * 100 : 0;\n    }\n  }\n\n  return {\n    upperBand,\n    middleBand,\n    lowerBand,\n    bandwidth,\n  };\n}\n\n/**\n * Calculate %B (Percent B) indicator\n * %B shows where price is relative to the bands:\n * - > 1: Price above upper band (overbought)\n * - 0.5: Price at middle band\n * - < 0: Price below lower band (oversold)\n *\n * @param closePrices - Array of close prices\n * @param bollingerResult - Pre-calculated Bollinger Bands result\n * @returns Array of %B values\n */\nexport function calculatePercentB(\n  closePrices: number[],\n  bollingerResult: BollingerBandsResult\n): number[] {\n  const { upperBand, lowerBand } = bollingerResult;\n  const percentB: number[] = new Array(closePrices.length);\n\n  for (let i = 0; i < closePrices.length; i++) {\n    if (isNaN(upperBand[i]) || isNaN(lowerBand[i])) {\n      percentB[i] = NaN;\n    } else {\n      const bandWidth = upperBand[i] - lowerBand[i];\n      percentB[i] = bandWidth !== 0 ? (closePrices[i] - lowerBand[i]) / bandWidth : 0.5;\n    }\n  }\n\n  return percentB;\n}\n\n/**\n * Detect Bollinger Band squeeze (low volatility, potential breakout)\n * A squeeze occurs when bandwidth is at a low point\n *\n * @param bandwidth - Bandwidth values from Bollinger Bands calculation\n * @param lookbackPeriod - Period to check for squeeze (default: 120)\n * @param percentileThreshold - Consider squeeze below this percentile (default: 10)\n * @returns Indices where squeeze is detected\n */\nexport function detectBollingerSqueeze(\n  bandwidth: number[],\n  lookbackPeriod: number = 120,\n  percentileThreshold: number = 10\n): number[] {\n  const squeezeIndices: number[] = [];\n\n  for (let i = lookbackPeriod; i < bandwidth.length; i++) {\n    if (isNaN(bandwidth[i])) continue;\n\n    // Get lookback window of bandwidths\n    const window: number[] = [];\n    for (let j = i - lookbackPeriod + 1; j <= i; j++) {\n      if (!isNaN(bandwidth[j])) {\n        window.push(bandwidth[j]);\n      }\n    }\n\n    if (window.length < lookbackPeriod * 0.5) continue; // Need enough data\n\n    // Sort to find percentile\n    const sorted = [...window].sort((a, b) => a - b);\n    const percentileIndex = Math.floor(sorted.length * (percentileThreshold / 100));\n    const percentileValue = sorted[percentileIndex];\n\n    if (bandwidth[i] <= percentileValue) {\n      squeezeIndices.push(i);\n    }\n  }\n\n  return squeezeIndices;\n}\n"],"names":["DEFAULT_BOLLINGER_PARAMS","calculateStdDev","values","mean","sumSquaredDiff","value","diff","calculateBollingerBands","closePrices","params","period","stdDevMultiplier","length","upperBand","lowerBand","bandwidth","middleBand","calculateSMA","i","windowStart","window","j","deviation"],"mappings":";AA0BO,MAAMA,IAAiD;AAAA,EAC5D,QAAQ;AAAA,EACR,kBAAkB;AACpB;AAQA,SAASC,EAAgBC,GAAkBC,GAAsB;AAC/D,MAAID,EAAO,WAAW,EAAG,QAAO;AAEhC,MAAIE,IAAiB;AACrB,aAAWC,KAASH,GAAQ;AAC1B,UAAMI,IAAOD,IAAQF;AACrB,IAAAC,KAAkBE,IAAOA;AAAA,EAC3B;AAEA,SAAO,KAAK,KAAKF,IAAiBF,EAAO,MAAM;AACjD;AAQO,SAASK,EACdC,GACAC,IAA+BT,GACT;AACtB,QAAM,EAAE,QAAAU,GAAQ,kBAAAC,EAAA,IAAqBF;AAErC,MAAID,EAAY,WAAW,KAAKE,KAAU;AACxC,WAAO;AAAA,MACL,WAAW,CAAA;AAAA,MACX,YAAY,CAAA;AAAA,MACZ,WAAW,CAAA;AAAA,MACX,WAAW,CAAA;AAAA,IAAC;AAIhB,QAAME,IAASJ,EAAY,QACrBK,IAAsB,IAAI,MAAMD,CAAM,GACtCE,IAAsB,IAAI,MAAMF,CAAM,GACtCG,IAAsB,IAAI,MAAMH,CAAM,GAGtCI,IAAaC,EAAaT,GAAaE,CAAM;AAGnD,WAASQ,IAAI,GAAGA,IAAIN,GAAQM;AAC1B,QAAIA,IAAIR,IAAS,KAAK,MAAMM,EAAWE,CAAC,CAAC;AAEvC,MAAAL,EAAUK,CAAC,IAAI,KACfJ,EAAUI,CAAC,IAAI,KACfH,EAAUG,CAAC,IAAI;AAAA,SACV;AAEL,YAAMC,IAAcD,IAAIR,IAAS,GAC3BU,IAAmB,CAAA;AACzB,eAASC,IAAIF,GAAaE,KAAKH,GAAGG;AAChC,QAAAD,EAAO,KAAKZ,EAAYa,CAAC,CAAC;AAI5B,YAAMC,IADSrB,EAAgBmB,GAAQJ,EAAWE,CAAC,CAAC,IACzBP;AAE3B,MAAAE,EAAUK,CAAC,IAAIF,EAAWE,CAAC,IAAII,GAC/BR,EAAUI,CAAC,IAAIF,EAAWE,CAAC,IAAII,GAG/BP,EAAUG,CAAC,IACTF,EAAWE,CAAC,MAAM,KAAML,EAAUK,CAAC,IAAIJ,EAAUI,CAAC,KAAKF,EAAWE,CAAC,IAAK,MAAM;AAAA,IAClF;AAGF,SAAO;AAAA,IACL,WAAAL;AAAA,IACA,YAAAG;AAAA,IACA,WAAAF;AAAA,IACA,WAAAC;AAAA,EAAA;AAEJ;"}
+{"version":3,"file":"petal-toolkit.es60.js","sources":["../src/scichart/indicators/vwap.ts"],"sourcesContent":["/**\n * VWAP (Volume Weighted Average Price) calculation\n *\n * VWAP is the average price weighted by volume, typically calculated\n * from market open. It's used by institutional traders as a benchmark\n * and by day traders to identify fair value.\n *\n * VWAP = Cumulative(Typical Price * Volume) / Cumulative(Volume)\n * Typical Price = (High + Low + Close) / 3\n */\n\nexport interface VWAPResult {\n  vwap: number[]; // VWAP line\n  upperBand1?: number[]; // +1 standard deviation\n  lowerBand1?: number[]; // -1 standard deviation\n  upperBand2?: number[]; // +2 standard deviations\n  lowerBand2?: number[]; // -2 standard deviations\n}\n\nexport interface VWAPParams {\n  /** Include standard deviation bands (default: true) */\n  includeBands: boolean;\n  /** Number of standard deviation bands to calculate (1 or 2, default: 2) */\n  bandCount: 1 | 2;\n}\n\n/** Default VWAP parameters */\nexport const DEFAULT_VWAP_PARAMS: VWAPParams = {\n  includeBands: true,\n  bandCount: 2,\n};\n\nexport interface OHLCVData {\n  high: number;\n  low: number;\n  close: number;\n  volume: number;\n}\n\n/**\n * Calculate VWAP for a single session\n * The session resets at market open, so this calculates cumulative VWAP\n * from the start of the data (assumes data starts at session open).\n *\n * @param data - Array of OHLCV data points\n * @param params - VWAP parameters\n * @returns VWAP data with optional standard deviation bands\n */\nexport function calculateVWAP(\n  data: OHLCVData[],\n  params: VWAPParams = DEFAULT_VWAP_PARAMS\n): VWAPResult {\n  if (data.length === 0) {\n    return { vwap: [] };\n  }\n\n  const { includeBands, bandCount } = params;\n  const length = data.length;\n\n  const vwap: number[] = new Array(length);\n  const upperBand1: number[] = includeBands ? new Array(length) : [];\n  const lowerBand1: number[] = includeBands ? new Array(length) : [];\n  const upperBand2: number[] = includeBands && bandCount === 2 ? new Array(length) : [];\n  const lowerBand2: number[] = includeBands && bandCount === 2 ? new Array(length) : [];\n\n  let cumulativeTPV = 0; // Cumulative (Typical Price * Volume)\n  let cumulativeVolume = 0;\n\n  // For standard deviation calculation\n  const typicalPrices: number[] = [];\n\n  for (let i = 0; i < length; i++) {\n    const { high, low, close, volume } = data[i];\n\n    // Typical Price = (High + Low + Close) / 3\n    const typicalPrice = (high + low + close) / 3;\n    typicalPrices.push(typicalPrice);\n\n    cumulativeTPV += typicalPrice * volume;\n    cumulativeVolume += volume;\n\n    // VWAP = Cumulative(TP * V) / Cumulative(V)\n    vwap[i] = cumulativeVolume > 0 ? cumulativeTPV / cumulativeVolume : typicalPrice;\n\n    // Calculate standard deviation bands if enabled\n    if (includeBands) {\n      // Calculate variance using volume-weighted squared deviations\n      let sumSquaredDeviation = 0;\n      let totalWeight = 0;\n\n      for (let j = 0; j <= i; j++) {\n        const diff = typicalPrices[j] - vwap[i];\n        const weight = data[j].volume;\n        sumSquaredDeviation += diff * diff * weight;\n        totalWeight += weight;\n      }\n\n      const variance = totalWeight > 0 ? sumSquaredDeviation / totalWeight : 0;\n      const stdDev = Math.sqrt(variance);\n\n      upperBand1[i] = vwap[i] + stdDev;\n      lowerBand1[i] = vwap[i] - stdDev;\n\n      if (bandCount === 2) {\n        upperBand2[i] = vwap[i] + 2 * stdDev;\n        lowerBand2[i] = vwap[i] - 2 * stdDev;\n      }\n    }\n  }\n\n  const result: VWAPResult = { vwap };\n\n  if (includeBands) {\n    result.upperBand1 = upperBand1;\n    result.lowerBand1 = lowerBand1;\n    if (bandCount === 2) {\n      result.upperBand2 = upperBand2;\n      result.lowerBand2 = lowerBand2;\n    }\n  }\n\n  return result;\n}\n\n/**\n * Calculate VWAP with session resets\n * Resets VWAP calculation at each new trading session (day boundary).\n * This is the more accurate version for multi-day data.\n *\n * @param data - Array of OHLCV data with timestamps\n * @param timestamps - Array of Unix timestamps (seconds)\n * @param params - VWAP parameters\n * @returns VWAP data with session resets\n */\nexport function calculateVWAPWithSessions(\n  data: OHLCVData[],\n  timestamps: number[],\n  params: VWAPParams = DEFAULT_VWAP_PARAMS\n): VWAPResult {\n  if (data.length === 0 || timestamps.length !== data.length) {\n    return { vwap: [] };\n  }\n\n  const { includeBands, bandCount } = params;\n  const length = data.length;\n\n  const vwap: number[] = new Array(length);\n  const upperBand1: number[] = includeBands ? new Array(length) : [];\n  const lowerBand1: number[] = includeBands ? new Array(length) : [];\n  const upperBand2: number[] = includeBands && bandCount === 2 ? new Array(length) : [];\n  const lowerBand2: number[] = includeBands && bandCount === 2 ? new Array(length) : [];\n\n  let cumulativeTPV = 0;\n  let cumulativeVolume = 0;\n  let lastDate = -1;\n\n  // For standard deviation calculation\n  let sessionTypicalPrices: number[] = [];\n  let sessionVolumes: number[] = [];\n\n  for (let i = 0; i < length; i++) {\n    const { high, low, close, volume } = data[i];\n    const timestamp = timestamps[i];\n\n    // Check if this is a new trading day (session)\n    const currentDate = Math.floor(timestamp / 86400); // Days since epoch\n    const isNewSession = currentDate !== lastDate && lastDate !== -1;\n\n    if (isNewSession) {\n      // Reset cumulative values for new session\n      cumulativeTPV = 0;\n      cumulativeVolume = 0;\n      sessionTypicalPrices = [];\n      sessionVolumes = [];\n    }\n\n    lastDate = currentDate;\n\n    // Typical Price\n    const typicalPrice = (high + low + close) / 3;\n    sessionTypicalPrices.push(typicalPrice);\n    sessionVolumes.push(volume);\n\n    cumulativeTPV += typicalPrice * volume;\n    cumulativeVolume += volume;\n\n    // VWAP\n    vwap[i] = cumulativeVolume > 0 ? cumulativeTPV / cumulativeVolume : typicalPrice;\n\n    // Standard deviation bands\n    if (includeBands) {\n      let sumSquaredDeviation = 0;\n      let totalWeight = 0;\n\n      for (let j = 0; j < sessionTypicalPrices.length; j++) {\n        const diff = sessionTypicalPrices[j] - vwap[i];\n        const weight = sessionVolumes[j];\n        sumSquaredDeviation += diff * diff * weight;\n        totalWeight += weight;\n      }\n\n      const variance = totalWeight > 0 ? sumSquaredDeviation / totalWeight : 0;\n      const stdDev = Math.sqrt(variance);\n\n      upperBand1[i] = vwap[i] + stdDev;\n      lowerBand1[i] = vwap[i] - stdDev;\n\n      if (bandCount === 2) {\n        upperBand2[i] = vwap[i] + 2 * stdDev;\n        lowerBand2[i] = vwap[i] - 2 * stdDev;\n      }\n    }\n  }\n\n  const result: VWAPResult = { vwap };\n\n  if (includeBands) {\n    result.upperBand1 = upperBand1;\n    result.lowerBand1 = lowerBand1;\n    if (bandCount === 2) {\n      result.upperBand2 = upperBand2;\n      result.lowerBand2 = lowerBand2;\n    }\n  }\n\n  return result;\n}\n\n/**\n * Calculate deviation from VWAP as a percentage\n * Useful for identifying how far price has deviated from fair value.\n *\n * @param prices - Array of prices (typically close prices)\n * @param vwapResult - Pre-calculated VWAP result\n * @returns Array of deviation percentages (positive = above VWAP)\n */\nexport function calculateVWAPDeviation(prices: number[], vwapResult: VWAPResult): number[] {\n  const { vwap } = vwapResult;\n  const deviation: number[] = new Array(prices.length);\n\n  for (let i = 0; i < prices.length; i++) {\n    if (vwap[i] === 0) {\n      deviation[i] = 0;\n    } else {\n      deviation[i] = ((prices[i] - vwap[i]) / vwap[i]) * 100;\n    }\n  }\n\n  return deviation;\n}\n"],"names":["DEFAULT_VWAP_PARAMS","calculateVWAP","data","params","includeBands","bandCount","length","vwap","upperBand1","lowerBand1","upperBand2","lowerBand2","cumulativeTPV","cumulativeVolume","typicalPrices","i","high","low","close","volume","typicalPrice","sumSquaredDeviation","totalWeight","j","diff","weight","variance","stdDev","result"],"mappings":"AA2BO,MAAMA,IAAkC;AAAA,EAC7C,cAAc;AAAA,EACd,WAAW;AACb;AAkBO,SAASC,EACdC,GACAC,IAAqBH,GACT;AACZ,MAAIE,EAAK,WAAW;AAClB,WAAO,EAAE,MAAM,GAAC;AAGlB,QAAM,EAAE,cAAAE,GAAc,WAAAC,EAAA,IAAcF,GAC9BG,IAASJ,EAAK,QAEdK,IAAiB,IAAI,MAAMD,CAAM,GACjCE,IAAuBJ,IAAe,IAAI,MAAME,CAAM,IAAI,CAAA,GAC1DG,IAAuBL,IAAe,IAAI,MAAME,CAAM,IAAI,CAAA,GAC1DI,IAAuBN,KAAgBC,MAAc,IAAI,IAAI,MAAMC,CAAM,IAAI,CAAA,GAC7EK,IAAuBP,KAAgBC,MAAc,IAAI,IAAI,MAAMC,CAAM,IAAI,CAAA;AAEnF,MAAIM,IAAgB,GAChBC,IAAmB;AAGvB,QAAMC,IAA0B,CAAA;AAEhC,WAASC,IAAI,GAAGA,IAAIT,GAAQS,KAAK;AAC/B,UAAM,EAAE,MAAAC,GAAM,KAAAC,GAAK,OAAAC,GAAO,QAAAC,EAAA,IAAWjB,EAAKa,CAAC,GAGrCK,KAAgBJ,IAAOC,IAAMC,KAAS;AAU5C,QATAJ,EAAc,KAAKM,CAAY,GAE/BR,KAAiBQ,IAAeD,GAChCN,KAAoBM,GAGpBZ,EAAKQ,CAAC,IAAIF,IAAmB,IAAID,IAAgBC,IAAmBO,GAGhEhB,GAAc;AAEhB,UAAIiB,IAAsB,GACtBC,IAAc;AAElB,eAASC,IAAI,GAAGA,KAAKR,GAAGQ,KAAK;AAC3B,cAAMC,IAAOV,EAAcS,CAAC,IAAIhB,EAAKQ,CAAC,GAChCU,IAASvB,EAAKqB,CAAC,EAAE;AACvB,QAAAF,KAAuBG,IAAOA,IAAOC,GACrCH,KAAeG;AAAA,MACjB;AAEA,YAAMC,IAAWJ,IAAc,IAAID,IAAsBC,IAAc,GACjEK,IAAS,KAAK,KAAKD,CAAQ;AAEjC,MAAAlB,EAAWO,CAAC,IAAIR,EAAKQ,CAAC,IAAIY,GAC1BlB,EAAWM,CAAC,IAAIR,EAAKQ,CAAC,IAAIY,GAEtBtB,MAAc,MAChBK,EAAWK,CAAC,IAAIR,EAAKQ,CAAC,IAAI,IAAIY,GAC9BhB,EAAWI,CAAC,IAAIR,EAAKQ,CAAC,IAAI,IAAIY;AAAA,IAElC;AAAA,EACF;AAEA,QAAMC,IAAqB,EAAE,MAAArB,EAAA;AAE7B,SAAIH,MACFwB,EAAO,aAAapB,GACpBoB,EAAO,aAAanB,GAChBJ,MAAc,MAChBuB,EAAO,aAAalB,GACpBkB,EAAO,aAAajB,KAIjBiB;AACT;"}

package/dist/petal-toolkit.es600.js

@@ -1,4 +1,4 @@
-import { __exports as o } from "./petal-toolkit.es1251.js";
+import { __exports as o } from "./petal-toolkit.es1250.js";
 var i;
 function t() {
   return i ? o : (i = 1, (function(r) {

package/dist/petal-toolkit.es601.js

@@ -1,4 +1,4 @@
-import { __exports as r } from "./petal-toolkit.es1252.js";
+import { __exports as r } from "./petal-toolkit.es1251.js";
 var o;
 function n() {
   return o ? r : (o = 1, (function(e) {

package/dist/petal-toolkit.es602.js

@@ -1,4 +1,4 @@
-import { __exports as i } from "./petal-toolkit.es1253.js";
+import { __exports as i } from "./petal-toolkit.es1252.js";
 var t;
 function n() {
   return t ? i : (t = 1, (function(e) {

package/dist/petal-toolkit.es603.js

@@ -1,4 +1,4 @@
-import { __exports as r } from "./petal-toolkit.es1254.js";
+import { __exports as r } from "./petal-toolkit.es1253.js";
 var u;
 function d() {
   return u ? r : (u = 1, (function(e) {

package/dist/petal-toolkit.es604.js

@@ -1,4 +1,4 @@
-import { __exports as n } from "./petal-toolkit.es1255.js";
+import { __exports as n } from "./petal-toolkit.es1254.js";
 var r;
 function u() {
   return r ? n : (r = 1, (function(e) {

package/dist/petal-toolkit.es605.js

@@ -1,4 +1,4 @@
-import { __exports as n } from "./petal-toolkit.es1256.js";
+import { __exports as n } from "./petal-toolkit.es1255.js";
 var o;
 function u() {
   return o ? n : (o = 1, (function(i) {

package/dist/petal-toolkit.es606.js

@@ -1,4 +1,4 @@
-import { __exports as i } from "./petal-toolkit.es1257.js";
+import { __exports as i } from "./petal-toolkit.es1256.js";
 var t;
 function u() {
   return t ? i : (t = 1, (function(r) {

package/dist/petal-toolkit.es607.js

@@ -1,4 +1,4 @@
-import { __exports as a } from "./petal-toolkit.es1258.js";
+import { __exports as a } from "./petal-toolkit.es1257.js";
 var n;
 function t() {
   return n ? a : (n = 1, (function(e) {

package/dist/petal-toolkit.es608.js

@@ -1,4 +1,4 @@
-import { __exports as r } from "./petal-toolkit.es1259.js";
+import { __exports as r } from "./petal-toolkit.es1258.js";
 var t;
 function u() {
   return t ? r : (t = 1, (function(e) {

package/dist/petal-toolkit.es609.js

@@ -1,4 +1,4 @@
-import { __exports as e } from "./petal-toolkit.es1260.js";
+import { __exports as e } from "./petal-toolkit.es1259.js";
 var o;
 function f() {
   return o ? e : (o = 1, (function(r) {

package/dist/petal-toolkit.es61.js

@@ -1,30 +1,51 @@
-const q = {
-  includeBands: !0,
-  bandCount: 2
+import { calculateSMA as p } from "./petal-toolkit.es53.js";
+const w = {
+  kPeriod: 14,
+  dPeriod: 3,
+  smoothK: 3
 };
-function C(c, P = q) {
-  if (c.length === 0)
-    return { vwap: [] };
-  const { includeBands: t, bandCount: l } = P, o = c.length, e = new Array(o), p = t ? new Array(o) : [], w = t ? new Array(o) : [], f = t && l === 2 ? new Array(o) : [], A = t && l === 2 ? new Array(o) : [];
-  let B = 0, u = 0;
-  const h = [];
-  for (let n = 0; n < o; n++) {
-    const { high: V, low: D, close: W, volume: v } = c[n], i = (V + D + W) / 3;
-    if (h.push(i), B += i * v, u += v, e[n] = u > 0 ? B / u : i, t) {
-      let y = 0, d = 0;
-      for (let s = 0; s <= n; s++) {
-        const g = h[s] - e[n], m = c[s].volume;
-        y += g * g * m, d += m;
-      }
-      const b = d > 0 ? y / d : 0, a = Math.sqrt(b);
-      p[n] = e[n] + a, w[n] = e[n] - a, l === 2 && (f[n] = e[n] + 2 * a, A[n] = e[n] - 2 * a);
+function m(s, u = w) {
+  const { kPeriod: h, dPeriod: N, smoothK: a } = u;
+  if (s.length === 0 || h <= 0)
+    return {
+      percentK: [],
+      percentD: []
+    };
+  const r = s.length, n = new Array(r);
+  for (let e = 0; e < r; e++)
+    if (e < h - 1)
+      n[e] = NaN;
+    else {
+      let i = -1 / 0, l = 1 / 0;
+      for (let c = e - h + 1; c <= e; c++)
+        i = Math.max(i, s[c].high), l = Math.min(l, s[c].low);
+      const t = i - l;
+      t === 0 ? n[e] = 50 : n[e] = (s[e].close - l) / t * 100;
     }
-  }
-  const r = { vwap: e };
-  return t && (r.upperBand1 = p, r.lowerBand1 = w, l === 2 && (r.upperBand2 = f, r.lowerBand2 = A)), r;
+  let o;
+  if (a > 1) {
+    const e = [], i = [];
+    for (let t = 0; t < n.length; t++)
+      isNaN(n[t]) || (e.push(n[t]), i.push(t));
+    const l = p(e, a);
+    o = new Array(r).fill(NaN);
+    for (let t = 0; t < i.length; t++)
+      o[i[t]] = l[t];
+  } else
+    o = n;
+  const g = [], f = [];
+  for (let e = 0; e < o.length; e++)
+    isNaN(o[e]) || (g.push(o[e]), f.push(e));
+  const K = p(g, N), d = new Array(r).fill(NaN);
+  for (let e = 0; e < f.length; e++)
+    d[f[e]] = K[e];
+  return {
+    percentK: o,
+    percentD: d
+  };
 }
 export {
-  q as DEFAULT_VWAP_PARAMS,
-  C as calculateVWAP
+  w as DEFAULT_STOCHASTIC_PARAMS,
+  m as calculateStochastic
 };
 //# sourceMappingURL=petal-toolkit.es61.js.map

package/dist/petal-toolkit.es61.js.map

@@ -1 +1 @@
-{"version":3,"file":"petal-toolkit.es61.js","sources":["../src/scichart/indicators/vwap.ts"],"sourcesContent":["/**\n * VWAP (Volume Weighted Average Price) calculation\n *\n * VWAP is the average price weighted by volume, typically calculated\n * from market open. It's used by institutional traders as a benchmark\n * and by day traders to identify fair value.\n *\n * VWAP = Cumulative(Typical Price * Volume) / Cumulative(Volume)\n * Typical Price = (High + Low + Close) / 3\n */\n\nexport interface VWAPResult {\n  vwap: number[]; // VWAP line\n  upperBand1?: number[]; // +1 standard deviation\n  lowerBand1?: number[]; // -1 standard deviation\n  upperBand2?: number[]; // +2 standard deviations\n  lowerBand2?: number[]; // -2 standard deviations\n}\n\nexport interface VWAPParams {\n  /** Include standard deviation bands (default: true) */\n  includeBands: boolean;\n  /** Number of standard deviation bands to calculate (1 or 2, default: 2) */\n  bandCount: 1 | 2;\n}\n\n/** Default VWAP parameters */\nexport const DEFAULT_VWAP_PARAMS: VWAPParams = {\n  includeBands: true,\n  bandCount: 2,\n};\n\nexport interface OHLCVData {\n  high: number;\n  low: number;\n  close: number;\n  volume: number;\n}\n\n/**\n * Calculate VWAP for a single session\n * The session resets at market open, so this calculates cumulative VWAP\n * from the start of the data (assumes data starts at session open).\n *\n * @param data - Array of OHLCV data points\n * @param params - VWAP parameters\n * @returns VWAP data with optional standard deviation bands\n */\nexport function calculateVWAP(\n  data: OHLCVData[],\n  params: VWAPParams = DEFAULT_VWAP_PARAMS\n): VWAPResult {\n  if (data.length === 0) {\n    return { vwap: [] };\n  }\n\n  const { includeBands, bandCount } = params;\n  const length = data.length;\n\n  const vwap: number[] = new Array(length);\n  const upperBand1: number[] = includeBands ? new Array(length) : [];\n  const lowerBand1: number[] = includeBands ? new Array(length) : [];\n  const upperBand2: number[] = includeBands && bandCount === 2 ? new Array(length) : [];\n  const lowerBand2: number[] = includeBands && bandCount === 2 ? new Array(length) : [];\n\n  let cumulativeTPV = 0; // Cumulative (Typical Price * Volume)\n  let cumulativeVolume = 0;\n\n  // For standard deviation calculation\n  const typicalPrices: number[] = [];\n\n  for (let i = 0; i < length; i++) {\n    const { high, low, close, volume } = data[i];\n\n    // Typical Price = (High + Low + Close) / 3\n    const typicalPrice = (high + low + close) / 3;\n    typicalPrices.push(typicalPrice);\n\n    cumulativeTPV += typicalPrice * volume;\n    cumulativeVolume += volume;\n\n    // VWAP = Cumulative(TP * V) / Cumulative(V)\n    vwap[i] = cumulativeVolume > 0 ? cumulativeTPV / cumulativeVolume : typicalPrice;\n\n    // Calculate standard deviation bands if enabled\n    if (includeBands) {\n      // Calculate variance using volume-weighted squared deviations\n      let sumSquaredDeviation = 0;\n      let totalWeight = 0;\n\n      for (let j = 0; j <= i; j++) {\n        const diff = typicalPrices[j] - vwap[i];\n        const weight = data[j].volume;\n        sumSquaredDeviation += diff * diff * weight;\n        totalWeight += weight;\n      }\n\n      const variance = totalWeight > 0 ? sumSquaredDeviation / totalWeight : 0;\n      const stdDev = Math.sqrt(variance);\n\n      upperBand1[i] = vwap[i] + stdDev;\n      lowerBand1[i] = vwap[i] - stdDev;\n\n      if (bandCount === 2) {\n        upperBand2[i] = vwap[i] + 2 * stdDev;\n        lowerBand2[i] = vwap[i] - 2 * stdDev;\n      }\n    }\n  }\n\n  const result: VWAPResult = { vwap };\n\n  if (includeBands) {\n    result.upperBand1 = upperBand1;\n    result.lowerBand1 = lowerBand1;\n    if (bandCount === 2) {\n      result.upperBand2 = upperBand2;\n      result.lowerBand2 = lowerBand2;\n    }\n  }\n\n  return result;\n}\n\n/**\n * Calculate VWAP with session resets\n * Resets VWAP calculation at each new trading session (day boundary).\n * This is the more accurate version for multi-day data.\n *\n * @param data - Array of OHLCV data with timestamps\n * @param timestamps - Array of Unix timestamps (seconds)\n * @param params - VWAP parameters\n * @returns VWAP data with session resets\n */\nexport function calculateVWAPWithSessions(\n  data: OHLCVData[],\n  timestamps: number[],\n  params: VWAPParams = DEFAULT_VWAP_PARAMS\n): VWAPResult {\n  if (data.length === 0 || timestamps.length !== data.length) {\n    return { vwap: [] };\n  }\n\n  const { includeBands, bandCount } = params;\n  const length = data.length;\n\n  const vwap: number[] = new Array(length);\n  const upperBand1: number[] = includeBands ? new Array(length) : [];\n  const lowerBand1: number[] = includeBands ? new Array(length) : [];\n  const upperBand2: number[] = includeBands && bandCount === 2 ? new Array(length) : [];\n  const lowerBand2: number[] = includeBands && bandCount === 2 ? new Array(length) : [];\n\n  let cumulativeTPV = 0;\n  let cumulativeVolume = 0;\n  let lastDate = -1;\n\n  // For standard deviation calculation\n  let sessionTypicalPrices: number[] = [];\n  let sessionVolumes: number[] = [];\n\n  for (let i = 0; i < length; i++) {\n    const { high, low, close, volume } = data[i];\n    const timestamp = timestamps[i];\n\n    // Check if this is a new trading day (session)\n    const currentDate = Math.floor(timestamp / 86400); // Days since epoch\n    const isNewSession = currentDate !== lastDate && lastDate !== -1;\n\n    if (isNewSession) {\n      // Reset cumulative values for new session\n      cumulativeTPV = 0;\n      cumulativeVolume = 0;\n      sessionTypicalPrices = [];\n      sessionVolumes = [];\n    }\n\n    lastDate = currentDate;\n\n    // Typical Price\n    const typicalPrice = (high + low + close) / 3;\n    sessionTypicalPrices.push(typicalPrice);\n    sessionVolumes.push(volume);\n\n    cumulativeTPV += typicalPrice * volume;\n    cumulativeVolume += volume;\n\n    // VWAP\n    vwap[i] = cumulativeVolume > 0 ? cumulativeTPV / cumulativeVolume : typicalPrice;\n\n    // Standard deviation bands\n    if (includeBands) {\n      let sumSquaredDeviation = 0;\n      let totalWeight = 0;\n\n      for (let j = 0; j < sessionTypicalPrices.length; j++) {\n        const diff = sessionTypicalPrices[j] - vwap[i];\n        const weight = sessionVolumes[j];\n        sumSquaredDeviation += diff * diff * weight;\n        totalWeight += weight;\n      }\n\n      const variance = totalWeight > 0 ? sumSquaredDeviation / totalWeight : 0;\n      const stdDev = Math.sqrt(variance);\n\n      upperBand1[i] = vwap[i] + stdDev;\n      lowerBand1[i] = vwap[i] - stdDev;\n\n      if (bandCount === 2) {\n        upperBand2[i] = vwap[i] + 2 * stdDev;\n        lowerBand2[i] = vwap[i] - 2 * stdDev;\n      }\n    }\n  }\n\n  const result: VWAPResult = { vwap };\n\n  if (includeBands) {\n    result.upperBand1 = upperBand1;\n    result.lowerBand1 = lowerBand1;\n    if (bandCount === 2) {\n      result.upperBand2 = upperBand2;\n      result.lowerBand2 = lowerBand2;\n    }\n  }\n\n  return result;\n}\n\n/**\n * Calculate deviation from VWAP as a percentage\n * Useful for identifying how far price has deviated from fair value.\n *\n * @param prices - Array of prices (typically close prices)\n * @param vwapResult - Pre-calculated VWAP result\n * @returns Array of deviation percentages (positive = above VWAP)\n */\nexport function calculateVWAPDeviation(prices: number[], vwapResult: VWAPResult): number[] {\n  const { vwap } = vwapResult;\n  const deviation: number[] = new Array(prices.length);\n\n  for (let i = 0; i < prices.length; i++) {\n    if (vwap[i] === 0) {\n      deviation[i] = 0;\n    } else {\n      deviation[i] = ((prices[i] - vwap[i]) / vwap[i]) * 100;\n    }\n  }\n\n  return deviation;\n}\n"],"names":["DEFAULT_VWAP_PARAMS","calculateVWAP","data","params","includeBands","bandCount","length","vwap","upperBand1","lowerBand1","upperBand2","lowerBand2","cumulativeTPV","cumulativeVolume","typicalPrices","i","high","low","close","volume","typicalPrice","sumSquaredDeviation","totalWeight","j","diff","weight","variance","stdDev","result"],"mappings":"AA2BO,MAAMA,IAAkC;AAAA,EAC7C,cAAc;AAAA,EACd,WAAW;AACb;AAkBO,SAASC,EACdC,GACAC,IAAqBH,GACT;AACZ,MAAIE,EAAK,WAAW;AAClB,WAAO,EAAE,MAAM,GAAC;AAGlB,QAAM,EAAE,cAAAE,GAAc,WAAAC,EAAA,IAAcF,GAC9BG,IAASJ,EAAK,QAEdK,IAAiB,IAAI,MAAMD,CAAM,GACjCE,IAAuBJ,IAAe,IAAI,MAAME,CAAM,IAAI,CAAA,GAC1DG,IAAuBL,IAAe,IAAI,MAAME,CAAM,IAAI,CAAA,GAC1DI,IAAuBN,KAAgBC,MAAc,IAAI,IAAI,MAAMC,CAAM,IAAI,CAAA,GAC7EK,IAAuBP,KAAgBC,MAAc,IAAI,IAAI,MAAMC,CAAM,IAAI,CAAA;AAEnF,MAAIM,IAAgB,GAChBC,IAAmB;AAGvB,QAAMC,IAA0B,CAAA;AAEhC,WAASC,IAAI,GAAGA,IAAIT,GAAQS,KAAK;AAC/B,UAAM,EAAE,MAAAC,GAAM,KAAAC,GAAK,OAAAC,GAAO,QAAAC,EAAA,IAAWjB,EAAKa,CAAC,GAGrCK,KAAgBJ,IAAOC,IAAMC,KAAS;AAU5C,QATAJ,EAAc,KAAKM,CAAY,GAE/BR,KAAiBQ,IAAeD,GAChCN,KAAoBM,GAGpBZ,EAAKQ,CAAC,IAAIF,IAAmB,IAAID,IAAgBC,IAAmBO,GAGhEhB,GAAc;AAEhB,UAAIiB,IAAsB,GACtBC,IAAc;AAElB,eAASC,IAAI,GAAGA,KAAKR,GAAGQ,KAAK;AAC3B,cAAMC,IAAOV,EAAcS,CAAC,IAAIhB,EAAKQ,CAAC,GAChCU,IAASvB,EAAKqB,CAAC,EAAE;AACvB,QAAAF,KAAuBG,IAAOA,IAAOC,GACrCH,KAAeG;AAAA,MACjB;AAEA,YAAMC,IAAWJ,IAAc,IAAID,IAAsBC,IAAc,GACjEK,IAAS,KAAK,KAAKD,CAAQ;AAEjC,MAAAlB,EAAWO,CAAC,IAAIR,EAAKQ,CAAC,IAAIY,GAC1BlB,EAAWM,CAAC,IAAIR,EAAKQ,CAAC,IAAIY,GAEtBtB,MAAc,MAChBK,EAAWK,CAAC,IAAIR,EAAKQ,CAAC,IAAI,IAAIY,GAC9BhB,EAAWI,CAAC,IAAIR,EAAKQ,CAAC,IAAI,IAAIY;AAAA,IAElC;AAAA,EACF;AAEA,QAAMC,IAAqB,EAAE,MAAArB,EAAA;AAE7B,SAAIH,MACFwB,EAAO,aAAapB,GACpBoB,EAAO,aAAanB,GAChBJ,MAAc,MAChBuB,EAAO,aAAalB,GACpBkB,EAAO,aAAajB,KAIjBiB;AACT;"}
+{"version":3,"file":"petal-toolkit.es61.js","sources":["../src/scichart/indicators/stochastic.ts"],"sourcesContent":["/**\n * Stochastic Oscillator calculation\n *\n * The Stochastic Oscillator is a momentum indicator comparing a particular\n * closing price to a range of its prices over a certain period of time.\n *\n * %K = (Current Close - Lowest Low) / (Highest High - Lowest Low) * 100\n * %D = SMA of %K (signal line)\n *\n * Two versions:\n * - Fast Stochastic: Uses raw %K\n * - Slow Stochastic: Uses smoothed %K (more common, less noise)\n */\n\nimport { calculateSMA } from './ema';\n\nexport interface StochasticResult {\n  percentK: number[]; // %K line (0-100)\n  percentD: number[]; // %D line (signal, 0-100)\n}\n\nexport interface StochasticParams {\n  kPeriod: number; // Lookback period for %K (default: 14)\n  dPeriod: number; // Smoothing period for %D (default: 3)\n  smoothK: number; // Smoothing for %K itself (1 = fast, 3 = slow, default: 3)\n}\n\n/** Default Stochastic parameters (Slow Stochastic 14,3,3) */\nexport const DEFAULT_STOCHASTIC_PARAMS: StochasticParams = {\n  kPeriod: 14,\n  dPeriod: 3,\n  smoothK: 3,\n};\n\n/** Fast Stochastic parameters (14,3,1) */\nexport const FAST_STOCHASTIC_PARAMS: StochasticParams = {\n  kPeriod: 14,\n  dPeriod: 3,\n  smoothK: 1,\n};\n\nexport interface HLCData {\n  high: number;\n  low: number;\n  close: number;\n}\n\n/**\n * Calculate Stochastic Oscillator\n * @param data - Array of HLC (High, Low, Close) data points\n * @param params - Stochastic parameters (optional, uses slow stochastic defaults)\n * @returns Stochastic data (%K and %D lines, 0-100 range)\n */\nexport function calculateStochastic(\n  data: HLCData[],\n  params: StochasticParams = DEFAULT_STOCHASTIC_PARAMS\n): StochasticResult {\n  const { kPeriod, dPeriod, smoothK } = params;\n\n  if (data.length === 0 || kPeriod <= 0) {\n    return {\n      percentK: [],\n      percentD: [],\n    };\n  }\n\n  const length = data.length;\n  const rawK: number[] = new Array(length);\n\n  // Calculate raw %K\n  for (let i = 0; i < length; i++) {\n    if (i < kPeriod - 1) {\n      rawK[i] = NaN;\n    } else {\n      // Find highest high and lowest low in the lookback period\n      let highestHigh = -Infinity;\n      let lowestLow = Infinity;\n\n      for (let j = i - kPeriod + 1; j <= i; j++) {\n        highestHigh = Math.max(highestHigh, data[j].high);\n        lowestLow = Math.min(lowestLow, data[j].low);\n      }\n\n      const range = highestHigh - lowestLow;\n      if (range === 0) {\n        rawK[i] = 50; // Neutral when no range\n      } else {\n        rawK[i] = ((data[i].close - lowestLow) / range) * 100;\n      }\n    }\n  }\n\n  // Apply smoothing to %K if specified (for slow stochastic)\n  let percentK: number[];\n  if (smoothK > 1) {\n    // Smooth %K using SMA\n    // Filter out NaN values for SMA calculation\n    const validRawK: number[] = [];\n    const validIndices: number[] = [];\n\n    for (let i = 0; i < rawK.length; i++) {\n      if (!isNaN(rawK[i])) {\n        validRawK.push(rawK[i]);\n        validIndices.push(i);\n      }\n    }\n\n    const smoothedK = calculateSMA(validRawK, smoothK);\n    percentK = new Array(length).fill(NaN);\n\n    for (let i = 0; i < validIndices.length; i++) {\n      percentK[validIndices[i]] = smoothedK[i];\n    }\n  } else {\n    percentK = rawK;\n  }\n\n  // Calculate %D (signal line) as SMA of %K\n  // Filter out NaN values\n  const validK: number[] = [];\n  const validKIndices: number[] = [];\n\n  for (let i = 0; i < percentK.length; i++) {\n    if (!isNaN(percentK[i])) {\n      validK.push(percentK[i]);\n      validKIndices.push(i);\n    }\n  }\n\n  const dValues = calculateSMA(validK, dPeriod);\n  const percentD: number[] = new Array(length).fill(NaN);\n\n  for (let i = 0; i < validKIndices.length; i++) {\n    percentD[validKIndices[i]] = dValues[i];\n  }\n\n  return {\n    percentK,\n    percentD,\n  };\n}\n\n/**\n * Detect Stochastic crossover signals\n *\n * @param result - Stochastic calculation result\n * @returns Buy and sell signal indices\n */\nexport function detectStochasticCrossovers(result: StochasticResult): {\n  bullishCrossovers: number[]; // %K crosses above %D\n  bearishCrossovers: number[]; // %K crosses below %D\n} {\n  const { percentK, percentD } = result;\n  const bullishCrossovers: number[] = [];\n  const bearishCrossovers: number[] = [];\n\n  for (let i = 1; i < percentK.length; i++) {\n    const prevK = percentK[i - 1];\n    const currK = percentK[i];\n    const prevD = percentD[i - 1];\n    const currD = percentD[i];\n\n    if (isNaN(prevK) || isNaN(currK) || isNaN(prevD) || isNaN(currD)) {\n      continue;\n    }\n\n    // Bullish crossover: %K was below %D, now above\n    if (prevK <= prevD && currK > currD) {\n      bullishCrossovers.push(i);\n    }\n\n    // Bearish crossover: %K was above %D, now below\n    if (prevK >= prevD && currK < currD) {\n      bearishCrossovers.push(i);\n    }\n  }\n\n  return { bullishCrossovers, bearishCrossovers };\n}\n\n/**\n * Detect overbought/oversold conditions\n *\n * @param result - Stochastic calculation result\n * @param overboughtLevel - Overbought threshold (default: 80)\n * @param oversoldLevel - Oversold threshold (default: 20)\n * @returns Indices where conditions are met\n */\nexport function detectStochasticConditions(\n  result: StochasticResult,\n  overboughtLevel: number = 80,\n  oversoldLevel: number = 20\n): {\n  overbought: number[];\n  oversold: number[];\n} {\n  const { percentK } = result;\n  const overbought: number[] = [];\n  const oversold: number[] = [];\n\n  for (let i = 0; i < percentK.length; i++) {\n    const k = percentK[i];\n    if (isNaN(k)) continue;\n\n    if (k > overboughtLevel) {\n      overbought.push(i);\n    } else if (k < oversoldLevel) {\n      oversold.push(i);\n    }\n  }\n\n  return { overbought, oversold };\n}\n\n/**\n * Detect bullish/bearish divergences\n * Divergence occurs when price makes new high/low but stochastic doesn't confirm\n *\n * @param prices - Close prices\n * @param result - Stochastic calculation result\n * @param lookback - Number of bars to look back for divergence (default: 14)\n * @returns Divergence signals\n */\nexport function detectStochasticDivergence(\n  prices: number[],\n  result: StochasticResult,\n  lookback: number = 14\n): {\n  bullishDivergence: number[]; // Price lower low, %K higher low (buy signal)\n  bearishDivergence: number[]; // Price higher high, %K lower high (sell signal)\n} {\n  const { percentK } = result;\n  const bullishDivergence: number[] = [];\n  const bearishDivergence: number[] = [];\n\n  for (let i = lookback; i < prices.length; i++) {\n    if (isNaN(percentK[i])) continue;\n\n    // Find local minima and maxima in lookback period\n    let minPriceIdx = i;\n    let maxPriceIdx = i;\n    let minPrice = prices[i];\n    let maxPrice = prices[i];\n\n    for (let j = i - lookback + 1; j <= i; j++) {\n      if (prices[j] < minPrice) {\n        minPrice = prices[j];\n        minPriceIdx = j;\n      }\n      if (prices[j] > maxPrice) {\n        maxPrice = prices[j];\n        maxPriceIdx = j;\n      }\n    }\n\n    // Check for bullish divergence (lower price low, higher %K low)\n    if (minPriceIdx === i) {\n      // Current bar is the price low\n      // Find the previous significant low\n      for (let j = i - lookback + 1; j < i; j++) {\n        if (isNaN(percentK[j])) continue;\n\n        const isPrevLow =\n          prices[j] ===\n          Math.min(\n            ...prices.slice(Math.max(0, j - 5), j + 6).filter((_, idx) => idx < prices.length)\n          );\n\n        if (isPrevLow && prices[i] < prices[j] && percentK[i] > percentK[j]) {\n          bullishDivergence.push(i);\n          break;\n        }\n      }\n    }\n\n    // Check for bearish divergence (higher price high, lower %K high)\n    if (maxPriceIdx === i) {\n      // Current bar is the price high\n      for (let j = i - lookback + 1; 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package/dist/petal-toolkit.es610.js

@@ -1,4 +1,4 @@
-import { __exports as r } from "./petal-toolkit.es1261.js";
+import { __exports as r } from "./petal-toolkit.es1260.js";
 var o;
 function s() {
   return o ? r : (o = 1, (function(e) {

package/dist/petal-toolkit.es611.js

@@ -1,4 +1,4 @@
-import { __exports as e } from "./petal-toolkit.es1262.js";
+import { __exports as e } from "./petal-toolkit.es1261.js";
 var y;
 function A() {
   if (y) return e;

package/dist/petal-toolkit.es612.js

@@ -1,4 +1,4 @@
-import { __exports as M } from "./petal-toolkit.es1263.js";
+import { __exports as M } from "./petal-toolkit.es1262.js";
 var i;
 function t() {
   return i ? M : (i = 1, (function(D) {

package/dist/petal-toolkit.es613.js

@@ -1,4 +1,4 @@
-import { __exports as r } from "./petal-toolkit.es1264.js";
+import { __exports as r } from "./petal-toolkit.es1263.js";
 import { __require as s } from "./petal-toolkit.es650.js";
 var t;
 function c() {

package/dist/petal-toolkit.es614.js

@@ -1,4 +1,4 @@
-import { __exports as i } from "./petal-toolkit.es1265.js";
+import { __exports as i } from "./petal-toolkit.es1264.js";
 var r;
 function o() {
   return r ? i : (r = 1, (function(t) {

package/dist/petal-toolkit.es615.js

@@ -1,4 +1,4 @@
-import { __exports as r } from "./petal-toolkit.es1266.js";
+import { __exports as r } from "./petal-toolkit.es1265.js";
 var u;
 function n() {
   return u ? r : (u = 1, (function(i) {

package/dist/petal-toolkit.es616.js

@@ -1,4 +1,4 @@
-import { __exports as i } from "./petal-toolkit.es1267.js";
+import { __exports as i } from "./petal-toolkit.es1266.js";
 var u;
 function n() {
   return u ? i : (u = 1, (function(r) {

package/dist/petal-toolkit.es617.js

@@ -1,4 +1,4 @@
-import { __exports as i } from "./petal-toolkit.es1268.js";
+import { __exports as i } from "./petal-toolkit.es1267.js";
 var n;
 function t() {
   return n ? i : (n = 1, (function(r) {

package/dist/petal-toolkit.es618.js

@@ -1,4 +1,4 @@
-import { __exports as n } from "./petal-toolkit.es1269.js";
+import { __exports as n } from "./petal-toolkit.es1268.js";
 var i;
 function u() {
   return i ? n : (i = 1, (function(e) {

package/dist/petal-toolkit.es619.js

@@ -1,4 +1,4 @@
-import { __exports as u } from "./petal-toolkit.es1270.js";
+import { __exports as u } from "./petal-toolkit.es1269.js";
 var a;
 function t() {
   return a ? u : (a = 1, (function(e) {

package/dist/petal-toolkit.es62.js

@@ -1,51 +1,57 @@
-import { calculateSMA as p } from "./petal-toolkit.es53.js";
-const w = {
-  kPeriod: 14,
-  dPeriod: 3,
-  smoothK: 3
+const y = {
+  period: 14
 };
-function m(s, u = w) {
-  const { kPeriod: h, dPeriod: N, smoothK: a } = u;
-  if (s.length === 0 || h <= 0)
+function x(o, l) {
+  const t = o.high - o.low, e = Math.abs(o.high - l), s = Math.abs(o.low - l);
+  return Math.max(t, e, s);
+}
+function p(o, l) {
+  const t = o.high - l.high, e = l.low - o.low;
+  let s = 0, i = 0;
+  return t > e && t > 0 && (s = t), e > t && e > 0 && (i = e), { plusDM: s, minusDM: i };
+}
+function A(o, l, t) {
+  return o - o / t + l;
+}
+function I(o, l = y) {
+  const { period: t } = l;
+  if (o.length === 0 || t <= 0)
     return {
-      percentK: [],
-      percentD: []
+      adx: [],
+      plusDI: [],
+      minusDI: [],
+      atr: []
     };
-  const r = s.length, n = new Array(r);
-  for (let e = 0; e < r; e++)
-    if (e < h - 1)
-      n[e] = NaN;
-    else {
-      let i = -1 / 0, l = 1 / 0;
-      for (let c = e - h + 1; c <= e; c++)
-        i = Math.max(i, s[c].high), l = Math.min(l, s[c].low);
-      const t = i - l;
-      t === 0 ? n[e] = 50 : n[e] = (s[e].close - l) / t * 100;
-    }
-  let o;
-  if (a > 1) {
-    const e = [], i = [];
-    for (let t = 0; t < n.length; t++)
-      isNaN(n[t]) || (e.push(n[t]), i.push(t));
-    const l = p(e, a);
-    o = new Array(r).fill(NaN);
-    for (let t = 0; t < i.length; t++)
-      o[i[t]] = l[t];
-  } else
-    o = n;
-  const g = [], f = [];
-  for (let e = 0; e < o.length; e++)
-    isNaN(o[e]) || (g.push(o[e]), f.push(e));
-  const K = p(g, N), d = new Array(r).fill(NaN);
-  for (let e = 0; e < f.length; e++)
-    d[f[e]] = K[e];
+  const e = o.length, s = new Array(e), i = new Array(e), r = new Array(e), m = new Array(e), a = new Array(e), f = new Array(e), D = new Array(e), h = new Array(e);
+  a[0] = o[0].high - o[0].low, f[0] = 0, D[0] = 0;
+  for (let n = 1; n < e; n++) {
+    a[n] = x(o[n], o[n - 1].close);
+    const u = p(o[n], o[n - 1]);
+    f[n] = u.plusDM, D[n] = u.minusDM;
+  }
+  let c = 0, M = 0, w = 0;
+  for (let n = 0; n < t; n++)
+    s[n] = NaN, i[n] = NaN, r[n] = NaN, m[n] = NaN, h[n] = NaN, c += a[n], M += f[n], w += D[n];
+  for (let n = t; n < e; n++) {
+    n === t || (c = A(c, a[n], t), M = A(M, f[n], t), w = A(w, D[n], t)), m[n] = c / t, c === 0 ? (i[n] = 0, r[n] = 0) : (i[n] = M / c * 100, r[n] = w / c * 100);
+    const u = i[n] + r[n], d = Math.abs(i[n] - r[n]);
+    u === 0 ? h[n] = 0 : h[n] = d / u * 100;
+  }
+  let N = 0;
+  const g = t * 2 - 1;
+  for (let n = t; n < t * 2 && n < e; n++)
+    N += h[n];
+  for (let n = t; n < e; n++)
+    n < g ? s[n] = NaN : n === g ? s[n] = N / t : s[n] = (s[n - 1] * (t - 1) + h[n]) / t;
   return {
-    percentK: o,
-    percentD: d
+    adx: s,
+    plusDI: i,
+    minusDI: r,
+    atr: m
   };
 }
 export {
-  w as DEFAULT_STOCHASTIC_PARAMS,
-  m as calculateStochastic
+  y as DEFAULT_ADX_PARAMS,
+  I as calculateADX
 };
 //# sourceMappingURL=petal-toolkit.es62.js.map

package/dist/petal-toolkit.es62.js.map

@@ -1 +1 @@
-{"version":3,"file":"petal-toolkit.es62.js","sources":["../src/scichart/indicators/stochastic.ts"],"sourcesContent":["/**\n * Stochastic Oscillator calculation\n *\n * The Stochastic Oscillator is a momentum indicator comparing a particular\n * closing price to a range of its prices over a certain period of time.\n *\n * %K = (Current Close - Lowest Low) / (Highest High - Lowest Low) * 100\n * %D = SMA of %K (signal line)\n *\n * Two versions:\n * - Fast Stochastic: Uses raw %K\n * - Slow Stochastic: Uses smoothed %K (more common, less noise)\n */\n\nimport { calculateSMA } from './ema';\n\nexport interface StochasticResult {\n  percentK: number[]; // %K line (0-100)\n  percentD: number[]; // %D line (signal, 0-100)\n}\n\nexport interface StochasticParams {\n  kPeriod: number; // Lookback period for %K (default: 14)\n  dPeriod: number; // Smoothing period for %D (default: 3)\n  smoothK: number; // Smoothing for %K itself (1 = fast, 3 = slow, default: 3)\n}\n\n/** Default Stochastic parameters (Slow Stochastic 14,3,3) */\nexport const DEFAULT_STOCHASTIC_PARAMS: StochasticParams = {\n  kPeriod: 14,\n  dPeriod: 3,\n  smoothK: 3,\n};\n\n/** Fast Stochastic parameters (14,3,1) */\nexport const FAST_STOCHASTIC_PARAMS: StochasticParams = {\n  kPeriod: 14,\n  dPeriod: 3,\n  smoothK: 1,\n};\n\nexport interface HLCData {\n  high: number;\n  low: number;\n  close: number;\n}\n\n/**\n * Calculate Stochastic Oscillator\n * @param data - Array of HLC (High, Low, Close) data points\n * @param params - Stochastic parameters (optional, uses slow stochastic defaults)\n * @returns Stochastic data (%K and %D lines, 0-100 range)\n */\nexport function calculateStochastic(\n  data: HLCData[],\n  params: StochasticParams = DEFAULT_STOCHASTIC_PARAMS\n): StochasticResult {\n  const { kPeriod, dPeriod, smoothK } = params;\n\n  if (data.length === 0 || kPeriod <= 0) {\n    return {\n      percentK: [],\n      percentD: [],\n    };\n  }\n\n  const length = data.length;\n  const rawK: number[] = new Array(length);\n\n  // Calculate raw %K\n  for (let i = 0; i < length; i++) {\n    if (i < kPeriod - 1) {\n      rawK[i] = NaN;\n    } else {\n      // Find highest high and lowest low in the lookback period\n      let highestHigh = -Infinity;\n      let lowestLow = Infinity;\n\n      for (let j = i - kPeriod + 1; j <= i; j++) {\n        highestHigh = Math.max(highestHigh, data[j].high);\n        lowestLow = Math.min(lowestLow, data[j].low);\n      }\n\n      const range = highestHigh - lowestLow;\n      if (range === 0) {\n        rawK[i] = 50; // Neutral when no range\n      } else {\n        rawK[i] = ((data[i].close - lowestLow) / range) * 100;\n      }\n    }\n  }\n\n  // Apply smoothing to %K if specified (for slow stochastic)\n  let percentK: number[];\n  if (smoothK > 1) {\n    // Smooth %K using SMA\n    // Filter out NaN values for SMA calculation\n    const validRawK: number[] = [];\n    const validIndices: number[] = [];\n\n    for (let i = 0; i < rawK.length; i++) {\n      if (!isNaN(rawK[i])) {\n        validRawK.push(rawK[i]);\n        validIndices.push(i);\n      }\n    }\n\n    const smoothedK = calculateSMA(validRawK, smoothK);\n    percentK = new Array(length).fill(NaN);\n\n    for (let i = 0; i < validIndices.length; i++) {\n      percentK[validIndices[i]] = smoothedK[i];\n    }\n  } else {\n    percentK = rawK;\n  }\n\n  // Calculate %D (signal line) as SMA of %K\n  // Filter out NaN values\n  const validK: number[] = [];\n  const validKIndices: number[] = [];\n\n  for (let i = 0; i < percentK.length; i++) {\n    if (!isNaN(percentK[i])) {\n      validK.push(percentK[i]);\n      validKIndices.push(i);\n    }\n  }\n\n  const dValues = calculateSMA(validK, dPeriod);\n  const percentD: number[] = new Array(length).fill(NaN);\n\n  for (let i = 0; i < validKIndices.length; i++) {\n    percentD[validKIndices[i]] = dValues[i];\n  }\n\n  return {\n    percentK,\n    percentD,\n  };\n}\n\n/**\n * Detect Stochastic crossover signals\n *\n * @param result - Stochastic calculation result\n * @returns Buy and sell signal indices\n */\nexport function detectStochasticCrossovers(result: StochasticResult): {\n  bullishCrossovers: number[]; // %K crosses above %D\n  bearishCrossovers: number[]; // %K crosses below %D\n} {\n  const { percentK, percentD } = result;\n  const bullishCrossovers: number[] = [];\n  const bearishCrossovers: number[] = [];\n\n  for (let i = 1; i < percentK.length; i++) {\n    const prevK = percentK[i - 1];\n    const currK = percentK[i];\n    const prevD = percentD[i - 1];\n    const currD = percentD[i];\n\n    if (isNaN(prevK) || isNaN(currK) || isNaN(prevD) || isNaN(currD)) {\n      continue;\n    }\n\n    // Bullish crossover: %K was below %D, now above\n    if (prevK <= prevD && currK > currD) {\n      bullishCrossovers.push(i);\n    }\n\n    // Bearish crossover: %K was above %D, now below\n    if (prevK >= prevD && currK < currD) {\n      bearishCrossovers.push(i);\n    }\n  }\n\n  return { bullishCrossovers, bearishCrossovers };\n}\n\n/**\n * Detect overbought/oversold conditions\n *\n * @param result - Stochastic calculation result\n * @param overboughtLevel - Overbought threshold (default: 80)\n * @param oversoldLevel - Oversold threshold (default: 20)\n * @returns Indices where conditions are met\n */\nexport function detectStochasticConditions(\n  result: StochasticResult,\n  overboughtLevel: number = 80,\n  oversoldLevel: number = 20\n): {\n  overbought: number[];\n  oversold: number[];\n} {\n  const { percentK } = result;\n  const overbought: number[] = [];\n  const oversold: number[] = [];\n\n  for (let i = 0; i < percentK.length; i++) {\n    const k = percentK[i];\n    if (isNaN(k)) continue;\n\n    if (k > overboughtLevel) {\n      overbought.push(i);\n    } else if (k < oversoldLevel) {\n      oversold.push(i);\n    }\n  }\n\n  return { overbought, oversold };\n}\n\n/**\n * Detect bullish/bearish divergences\n * Divergence occurs when price makes new high/low but stochastic doesn't confirm\n *\n * @param prices - Close prices\n * @param result - Stochastic calculation result\n * @param lookback - Number of bars to look back for divergence (default: 14)\n * @returns Divergence signals\n */\nexport function detectStochasticDivergence(\n  prices: number[],\n  result: StochasticResult,\n  lookback: number = 14\n): {\n  bullishDivergence: number[]; // Price lower low, %K higher low (buy signal)\n  bearishDivergence: number[]; // Price higher high, %K lower high (sell signal)\n} {\n  const { percentK } = result;\n  const bullishDivergence: number[] = [];\n  const bearishDivergence: number[] = [];\n\n  for (let i = lookback; i < prices.length; i++) {\n    if (isNaN(percentK[i])) continue;\n\n    // Find local minima and maxima in lookback period\n    let minPriceIdx = i;\n    let maxPriceIdx = i;\n    let minPrice = prices[i];\n    let maxPrice = prices[i];\n\n    for (let j = i - lookback + 1; j <= i; j++) {\n      if (prices[j] < minPrice) {\n        minPrice = prices[j];\n        minPriceIdx = j;\n      }\n      if (prices[j] > maxPrice) {\n        maxPrice = prices[j];\n        maxPriceIdx = j;\n      }\n    }\n\n    // Check for bullish divergence (lower price low, higher %K low)\n    if (minPriceIdx === i) {\n      // Current bar is the price low\n      // Find the previous significant low\n      for (let j = i - lookback + 1; j < i; j++) {\n        if (isNaN(percentK[j])) continue;\n\n        const isPrevLow =\n          prices[j] ===\n          Math.min(\n            ...prices.slice(Math.max(0, j - 5), j + 6).filter((_, idx) => idx < prices.length)\n          );\n\n        if (isPrevLow && prices[i] < prices[j] && percentK[i] > percentK[j]) {\n          bullishDivergence.push(i);\n          break;\n        }\n      }\n    }\n\n    // Check for bearish divergence (higher price high, lower %K high)\n    if (maxPriceIdx === i) {\n      // Current bar is the price high\n      for (let j = i - lookback + 1; 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+{"version":3,"file":"petal-toolkit.es62.js","sources":["../src/scichart/indicators/adx.ts"],"sourcesContent":["/**\n * ADX (Average Directional Index) calculation\n *\n * ADX measures trend strength (not direction):\n * - ADX > 25: Strong trend\n * - ADX < 20: Weak trend or ranging market\n * - ADX rising: Trend strengthening\n * - ADX falling: Trend weakening\n *\n * Components:\n * - +DI (Directional Indicator Plus): Upward movement\n * - -DI (Directional Indicator Minus): Downward movement\n * - ADX: Smoothed average of directional movement\n *\n * Crossovers of +DI and -DI generate trade signals.\n */\n\nexport interface ADXResult {\n  adx: number[]; // ADX line (0-100, measures trend strength)\n  plusDI: number[]; // +DI line (0-100)\n  minusDI: number[]; // -DI line (0-100)\n  atr: number[]; // Average True Range (volatility measure)\n}\n\nexport interface ADXParams {\n  period: number; // Smoothing period for all components (default: 14)\n}\n\n/** Default ADX parameters */\nexport const DEFAULT_ADX_PARAMS: ADXParams = {\n  period: 14,\n};\n\nexport interface HLCData {\n  high: number;\n  low: number;\n  close: number;\n}\n\n/**\n * Calculate True Range\n * TR = max(High - Low, |High - PrevClose|, |Low - PrevClose|)\n */\nfunction calculateTrueRange(current: HLCData, prevClose: number): number {\n  const hl = current.high - current.low;\n  const hc = Math.abs(current.high - prevClose);\n  const lc = Math.abs(current.low - prevClose);\n  return Math.max(hl, hc, lc);\n}\n\n/**\n * Calculate Directional Movement\n * +DM = High - PrevHigh (if > PrevLow - Low and > 0, else 0)\n * -DM = PrevLow - Low (if > High - PrevHigh and > 0, else 0)\n */\nfunction calculateDirectionalMovement(\n  current: HLCData,\n  prev: HLCData\n): { plusDM: number; minusDM: number } {\n  const upMove = current.high - prev.high;\n  const downMove = prev.low - current.low;\n\n  let plusDM = 0;\n  let minusDM = 0;\n\n  if (upMove > downMove && upMove > 0) {\n    plusDM = upMove;\n  }\n\n  if (downMove > upMove && downMove > 0) {\n    minusDM = downMove;\n  }\n\n  return { plusDM, minusDM };\n}\n\n/**\n * Wilder's smoothing (similar to EMA but with different multiplier)\n * Smoothed = PrevSmoothed - (PrevSmoothed / Period) + CurrentValue\n */\nfunction wilderSmooth(prevSmoothed: number, currentValue: number, period: number): number {\n  return prevSmoothed - prevSmoothed / period + currentValue;\n}\n\n/**\n * Calculate ADX (Average Directional Index) with components\n *\n * @param data - Array of HLC (High, Low, Close) data points\n * @param params - ADX parameters (optional, uses defaults)\n * @returns ADX data with +DI, -DI, ADX, and ATR\n */\nexport function calculateADX(data: HLCData[], params: ADXParams = DEFAULT_ADX_PARAMS): ADXResult {\n  const { period } = params;\n\n  if (data.length === 0 || period <= 0) {\n    return {\n      adx: [],\n      plusDI: [],\n      minusDI: [],\n      atr: [],\n    };\n  }\n\n  const length = data.length;\n  const adx: number[] = new Array(length);\n  const plusDI: number[] = new Array(length);\n  const minusDI: number[] = new Array(length);\n  const atr: number[] = new Array(length);\n\n  // Arrays for intermediate calculations\n  const tr: number[] = new Array(length);\n  const plusDM: number[] = new Array(length);\n  const minusDM: number[] = new Array(length);\n  const dx: number[] = new Array(length);\n\n  // Calculate TR and DM for each bar\n  tr[0] = data[0].high - data[0].low; 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package/dist/petal-toolkit.es620.js

@@ -1,4 +1,4 @@
-import { __exports as d } from "./petal-toolkit.es1271.js";
+import { __exports as d } from "./petal-toolkit.es1270.js";
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package/dist/petal-toolkit.es621.js

@@ -1,4 +1,4 @@
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+import { __exports as o } from "./petal-toolkit.es1271.js";
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package/dist/petal-toolkit.es622.js

@@ -1,4 +1,4 @@
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+import { __exports as r } from "./petal-toolkit.es1272.js";
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 function d() {
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package/dist/petal-toolkit.es623.js

@@ -1,4 +1,4 @@
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+import { __exports as t } from "./petal-toolkit.es1273.js";
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 function d() {
   if (o) return t;

package/dist/petal-toolkit.es624.js

@@ -1,4 +1,4 @@
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+import { __exports as i } from "./petal-toolkit.es1274.js";
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package/dist/petal-toolkit.es625.js

@@ -1,4 +1,4 @@
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+import { __exports as i } from "./petal-toolkit.es1275.js";
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package/dist/petal-toolkit.es626.js

@@ -1,4 +1,4 @@
-import { __exports as a } from "./petal-toolkit.es1277.js";
+import { __exports as a } from "./petal-toolkit.es1276.js";
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package/dist/petal-toolkit.es627.js

@@ -1,4 +1,4 @@
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+import { __exports as o } from "./petal-toolkit.es1277.js";
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package/dist/petal-toolkit.es628.js

@@ -1,4 +1,4 @@
-import { __exports as t } from "./petal-toolkit.es1279.js";
+import { __exports as t } from "./petal-toolkit.es1278.js";
 import { __require as q } from "./petal-toolkit.es492.js";
 import { __require as h } from "./petal-toolkit.es571.js";
 var u;

package/dist/petal-toolkit.es629.js

@@ -1,4 +1,4 @@
-import { __exports as i } from "./petal-toolkit.es1280.js";
+import { __exports as i } from "./petal-toolkit.es1279.js";
 var u;
 function a() {
   return u ? i : (u = 1, (function(r) {