@reefclaw/connect 0.1.0

package/assets/plugin/shadow/shadow-tracker.d.ts

@@ -0,0 +1,36 @@
+import { EventEmitter } from 'node:events';
+import type { BinancePrivateApi } from '../ccxt/binance-private.js';
+import type { ExchangeSimulator } from '../simulator/exchange-simulator.js';
+import type { ShadowComparison, ShadowMetrics, ShadowConfig } from './types.js';
+/**
+ * ShadowTracker hooks into the ExchangeSimulator to compute
+ * shadow estimates for every paper fill.
+ *
+ * Events emitted:
+ * - 'shadowComparison': ShadowComparison — after each fill comparison
+ */
+export declare class ShadowTracker extends EventEmitter {
+    private privateApi;
+    private simulator;
+    private metrics;
+    private config;
+    private recentComparisons;
+    private active;
+    constructor(privateApi: BinancePrivateApi, simulator: ExchangeSimulator, config?: ShadowConfig, existingMetrics?: ShadowMetrics);
+    /** Start listening for simulator fill events. */
+    start(): void;
+    /** Stop listening. */
+    stop(): void;
+    /** Get current shadow metrics. */
+    getMetrics(): ShadowMetrics;
+    /** Get recent comparisons. */
+    getRecentComparisons(): ShadowComparison[];
+    /** Check if shadow mode criteria are met for mode upgrade. */
+    isReadyForUpgrade(): {
+        ready: boolean;
+        reasons: string[];
+    };
+    private onFill;
+    private computeShadowComparison;
+    private updateMetrics;
+}

package/assets/plugin/shadow/shadow-tracker.js

@@ -0,0 +1,151 @@
+// Shadow Tracker — compares paper fills against live exchange estimates.
+// Listens for fill events from the simulator, fetches real order book,
+// computes what the live fill would have been, logs the comparison.
+import { EventEmitter } from 'node:events';
+import { logger } from '../logger.js';
+import { priceToBps } from '../simulator/types.js';
+import { computeBookAwareFillPrice } from '../simulator/realistic-fills.js';
+import { createEmptyShadowMetrics, DEFAULT_SHADOW_CONFIG } from './types.js';
+const TAG = 'shadow-tracker';
+/** Maximum recent comparisons to keep in memory. */
+const MAX_RECENT_COMPARISONS = 100;
+/**
+ * ShadowTracker hooks into the ExchangeSimulator to compute
+ * shadow estimates for every paper fill.
+ *
+ * Events emitted:
+ * - 'shadowComparison': ShadowComparison — after each fill comparison
+ */
+export class ShadowTracker extends EventEmitter {
+    privateApi;
+    simulator;
+    metrics;
+    config;
+    recentComparisons = [];
+    active = false;
+    constructor(privateApi, simulator, config, existingMetrics) {
+        super();
+        this.privateApi = privateApi;
+        this.simulator = simulator;
+        this.config = config ?? DEFAULT_SHADOW_CONFIG;
+        this.metrics = existingMetrics ?? createEmptyShadowMetrics();
+    }
+    /** Start listening for simulator fill events. */
+    start() {
+        if (this.active)
+            return;
+        this.active = true;
+        this.simulator.on('fill', this.onFill);
+        logger.info(TAG, `Shadow tracker started (${this.metrics.totalShadowTrades} prior comparisons)`);
+    }
+    /** Stop listening. */
+    stop() {
+        if (!this.active)
+            return;
+        this.active = false;
+        this.simulator.off('fill', this.onFill);
+        logger.info(TAG, 'Shadow tracker stopped');
+    }
+    /** Get current shadow metrics. */
+    getMetrics() {
+        return { ...this.metrics };
+    }
+    /** Get recent comparisons. */
+    getRecentComparisons() {
+        return [...this.recentComparisons];
+    }
+    /** Check if shadow mode criteria are met for mode upgrade. */
+    isReadyForUpgrade() {
+        const reasons = [];
+        if (this.metrics.totalShadowTrades < this.config.minTrades) {
+            reasons.push(`Need ${this.config.minTrades} shadow trades, have ${this.metrics.totalShadowTrades}`);
+        }
+        if (this.metrics.tradingDays < this.config.minDays) {
+            reasons.push(`Need ${this.config.minDays} trading days, have ${this.metrics.tradingDays}`);
+        }
+        if (this.metrics.avgDeltaBps > this.config.maxAvgDeltaBps) {
+            reasons.push(`Avg delta ${this.metrics.avgDeltaBps.toFixed(2)}bps exceeds max ${this.config.maxAvgDeltaBps}bps`);
+        }
+        return { ready: reasons.length === 0, reasons };
+    }
+    // Arrow function to preserve `this` binding when used as event listener
+    onFill = (fillData) => {
+        // Only compare market order fills (limit orders fill at limit price, no comparison needed)
+        if (fillData.type !== 'market')
+            return;
+        // Fire and forget — shadow comparison is async but doesn't block the fill
+        this.computeShadowComparison(fillData).catch(err => {
+            logger.warn(TAG, `Shadow comparison failed: ${err instanceof Error ? err.message : String(err)}`);
+        });
+    };
+    async computeShadowComparison(fillData) {
+        // Fetch fresh order book from the exchange (authenticated path)
+        const liveBook = await this.privateApi.fetchOrderBook(fillData.symbol, 20);
+        let shadowPrice;
+        let bookDepthUsed = 0;
+        let bookDepthAvailable = false;
+        if (liveBook && liveBook.asks.length > 0 && liveBook.bids.length > 0) {
+            // Walk the live book to compute shadow VWAP
+            const { vwap, levelsConsumed } = computeBookAwareFillPrice(fillData.side, fillData.amount, liveBook);
+            shadowPrice = vwap;
+            bookDepthUsed = levelsConsumed;
+            bookDepthAvailable = true;
+        }
+        else {
+            // No live book available — use paper fill as shadow estimate
+            shadowPrice = fillData.fillPrice;
+            logger.warn(TAG, `No live order book for ${fillData.symbol} — shadow estimate equals paper`);
+        }
+        // Compute shadow fee (same taker rate as paper for fair comparison)
+        const simConfig = this.simulator.getSimulationConfig();
+        const shadowFee = fillData.amount * shadowPrice * simConfig.fees.takerRate;
+        // Delta: positive = live would be worse (pay more for buy, receive less for sell)
+        const deltaBps = priceToBps(shadowPrice, fillData.fillPrice);
+        const comparison = {
+            orderId: fillData.orderId,
+            symbol: fillData.symbol,
+            side: fillData.side,
+            type: fillData.type,
+            amount: fillData.amount,
+            paperFillPrice: fillData.fillPrice,
+            shadowEstimatePrice: shadowPrice,
+            deltaBps,
+            paperFee: fillData.fee,
+            shadowEstimateFee: shadowFee,
+            bookDepthUsed,
+            bookDepthAvailable,
+            timestamp: new Date().toISOString(),
+        };
+        // Update metrics
+        this.updateMetrics(comparison);
+        // Store recent comparison (match webapp slice pattern — slice instead of shift)
+        this.recentComparisons = [
+            ...this.recentComparisons.slice(-(MAX_RECENT_COMPARISONS - 1)),
+            comparison,
+        ];
+        // Emit event for skill/bridge pipeline
+        this.emit('shadowComparison', comparison);
+        logger.info(TAG, `Shadow comparison: ${fillData.side} ${fillData.amount} ${fillData.symbol}` +
+            ` | Paper: ${fillData.fillPrice.toFixed(2)} | Shadow: ${shadowPrice.toFixed(2)}` +
+            ` | Delta: ${deltaBps.toFixed(2)}bps` +
+            ` | Book: ${bookDepthAvailable ? `${bookDepthUsed} levels` : 'unavailable'}`);
+    }
+    updateMetrics(comparison) {
+        const m = this.metrics;
+        m.totalShadowTrades++;
+        const absDelta = Math.abs(comparison.deltaBps);
+        m.totalDeltaBpsSum += absDelta;
+        m.avgDeltaBps = m.totalDeltaBpsSum / m.totalShadowTrades;
+        if (absDelta > m.worstDeltaBps) {
+            m.worstDeltaBps = absDelta;
+        }
+        m.paperTotalFees += comparison.paperFee;
+        m.shadowTotalFees += comparison.shadowEstimateFee;
+        // Track trading days
+        const today = comparison.timestamp.slice(0, 10);
+        if (today !== m.lastTradeDate) {
+            m.tradingDays++;
+            m.lastTradeDate = today;
+        }
+    }
+}

package/assets/plugin/shadow/types.d.ts

@@ -0,0 +1,42 @@
+import type { TradingMode } from '../types.js';
+export type { TradingMode };
+/** A single shadow comparison record: paper fill vs live estimate. */
+export interface ShadowComparison {
+    orderId: string;
+    symbol: string;
+    side: 'buy' | 'sell';
+    type: 'market' | 'limit';
+    amount: number;
+    paperFillPrice: number;
+    shadowEstimatePrice: number;
+    deltaBps: number;
+    paperFee: number;
+    shadowEstimateFee: number;
+    bookDepthUsed: number;
+    bookDepthAvailable: boolean;
+    timestamp: string;
+}
+/** Aggregate shadow metrics across all shadow comparisons. */
+export interface ShadowMetrics {
+    totalShadowTrades: number;
+    avgDeltaBps: number;
+    worstDeltaBps: number;
+    totalDeltaBpsSum: number;
+    paperTotalFees: number;
+    shadowTotalFees: number;
+    startedAt: string;
+    tradingDays: number;
+    lastTradeDate: string;
+}
+/** Shadow mode configuration thresholds. */
+export interface ShadowConfig {
+    /** Minimum shadow trades before allowing mode upgrade (default: 50) */
+    minTrades: number;
+    /** Minimum days in shadow mode (default: 7) */
+    minDays: number;
+    /** Max acceptable average delta in bps (default: 5) */
+    maxAvgDeltaBps: number;
+}
+export declare const DEFAULT_SHADOW_CONFIG: ShadowConfig;
+/** Create empty shadow metrics. */
+export declare function createEmptyShadowMetrics(): ShadowMetrics;

package/assets/plugin/shadow/types.js

@@ -0,0 +1,20 @@
+// Shadow mode types — tracking paper vs live fill comparison.
+export const DEFAULT_SHADOW_CONFIG = {
+    minTrades: 50,
+    minDays: 7,
+    maxAvgDeltaBps: 5,
+};
+/** Create empty shadow metrics. */
+export function createEmptyShadowMetrics() {
+    return {
+        totalShadowTrades: 0,
+        avgDeltaBps: 0,
+        worstDeltaBps: 0,
+        totalDeltaBpsSum: 0,
+        paperTotalFees: 0,
+        shadowTotalFees: 0,
+        startedAt: new Date().toISOString(),
+        tradingDays: 0,
+        lastTradeDate: '',
+    };
+}

package/assets/plugin/shared/indicators-extended.d.ts

@@ -0,0 +1,52 @@
+export interface OhlcvInput {
+    open: number;
+    high: number;
+    low: number;
+    close: number;
+    volume: number;
+}
+export interface MACDResult {
+    line: number;
+    signal: number;
+    histogram: number;
+    crossover: 'bullish' | 'bearish' | 'none';
+}
+export interface BollingerResult {
+    upper: number;
+    middle: number;
+    lower: number;
+    bandwidth: number;
+    percentB: number;
+}
+export interface StochRSIResult {
+    k: number;
+    d: number;
+}
+export interface IchimokuResult {
+    tenkan: number;
+    kijun: number;
+    senkouA: number;
+    senkouB: number;
+    chikou: number;
+    cloudPosition: 'above' | 'below' | 'inside';
+}
+export interface SupertrendResult {
+    value: number;
+    direction: 'bullish' | 'bearish';
+}
+export declare function computeMACD(closes: number[], fast?: number, slow?: number, signal?: number): MACDResult;
+export declare function computeBollingerBands(closes: number[], period?: number, stdDev?: number): BollingerResult;
+export declare function computeVWAP(bars: OhlcvInput[]): number;
+export declare function computeStochRSI(closes: number[], rsiPeriod?: number, stochPeriod?: number, kSmooth?: number, dSmooth?: number): StochRSIResult;
+export declare function computeADX(highs: number[], lows: number[], closes: number[], period?: number): {
+    adx: number;
+    plusDI: number;
+    minusDI: number;
+};
+export declare function computeIchimoku(highs: number[], lows: number[], closes: number[], tenkanPeriod?: number, kijunPeriod?: number, senkouBPeriod?: number): IchimokuResult;
+export declare function computeOBV(closes: number[], volumes: number[]): {
+    obv: number;
+    slope: 'rising' | 'falling' | 'flat';
+};
+export declare function computeSupertrend(highs: number[], lows: number[], closes: number[], period?: number, multiplier?: number): SupertrendResult;
+export declare function computeWilliamsR(highs: number[], lows: number[], closes: number[], period?: number): number;

package/assets/plugin/shared/indicators-extended.js

@@ -0,0 +1,291 @@
+// ⚠️ GENERATED FILE — DO NOT EDIT.
+// Canonical source of truth: shared/src/shared/indicators-extended.ts
+// Regenerate: node scripts/sync-shared-code.mjs  (enforced by shared-code-sync.test.ts)
+//
+// This copy exists because this package builds with tsc and deploys as a
+// self-contained tree that strips workspace deps, so it cannot import
+// @reefclaw/shared runtime code across the deploy boundary.
+// Extended indicator computations for Phase 13 — Expanded Indicators.
+// Wraps technicalindicators library + custom implementations.
+// All functions take OHLCV arrays (oldest first) and return latest values.
+import { computeATRSeries, computeRSI, mean, computeStd } from './indicators.js';
+// ─── MACD (12, 26, 9) ──────────────────────────────────────────────────
+export function computeMACD(closes, fast = 12, slow = 26, signal = 9) {
+    if (closes.length < slow + signal) {
+        return { line: 0, signal: 0, histogram: 0, crossover: 'none' };
+    }
+    // Compute full EMA series (both aligned to start at index `slow - 1`)
+    const emaFastSeries = emaSeries(closes, fast);
+    const emaSlowSeries = emaSeries(closes, slow);
+    // Align: fast series starts earlier, so take the tail matching slow series length
+    const offset = emaFastSeries.length - emaSlowSeries.length;
+    const macdLine = [];
+    for (let i = 0; i < emaSlowSeries.length; i++) {
+        macdLine.push(emaFastSeries[i + offset] - emaSlowSeries[i]);
+    }
+    // Signal line = EMA of MACD line
+    const signalSeries = emaSeries(macdLine, signal);
+    const sigOffset = macdLine.length - signalSeries.length;
+    const currentLine = macdLine[macdLine.length - 1];
+    const currentSignal = signalSeries[signalSeries.length - 1];
+    const prevLine = macdLine.length >= 2 ? macdLine[macdLine.length - 2] : currentLine;
+    const prevSignalIdx = signalSeries.length >= 2 ? signalSeries.length - 2 : signalSeries.length - 1;
+    const prevSignal = signalSeries[prevSignalIdx];
+    let crossover = 'none';
+    if (prevLine <= prevSignal && currentLine > currentSignal)
+        crossover = 'bullish';
+    else if (prevLine >= prevSignal && currentLine < currentSignal)
+        crossover = 'bearish';
+    return {
+        line: currentLine,
+        signal: currentSignal,
+        histogram: currentLine - currentSignal,
+        crossover,
+    };
+}
+// ─── Bollinger Bands (20, 2σ) ───────────────────────────────────────────
+export function computeBollingerBands(closes, period = 20, stdDev = 2) {
+    if (closes.length < period) {
+        const p = closes[closes.length - 1] ?? 0;
+        return { upper: p, middle: p, lower: p, bandwidth: 0, percentB: 0.5 };
+    }
+    const slice = closes.slice(-period);
+    const middle = mean(slice);
+    const std = computeStd(slice);
+    const upper = middle + stdDev * std;
+    const lower = middle - stdDev * std;
+    const bandwidth = middle > 0 ? ((upper - lower) / middle) * 100 : 0;
+    const price = closes[closes.length - 1];
+    const percentB = upper !== lower ? (price - lower) / (upper - lower) : 0.5;
+    return { upper, middle, lower, bandwidth, percentB };
+}
+// ─── VWAP ───────────────────────────────────────────────────────────────
+export function computeVWAP(bars) {
+    if (bars.length === 0)
+        return 0;
+    let cumVolume = 0;
+    let cumTPxVol = 0;
+    for (const bar of bars) {
+        const tp = (bar.high + bar.low + bar.close) / 3;
+        cumVolume += bar.volume;
+        cumTPxVol += tp * bar.volume;
+    }
+    return cumVolume > 0 ? cumTPxVol / cumVolume : bars[bars.length - 1].close;
+}
+// ─── Stochastic RSI (14, 14, 3, 3) ─────────────────────────────────────
+export function computeStochRSI(closes, rsiPeriod = 14, stochPeriod = 14, kSmooth = 3, dSmooth = 3) {
+    if (closes.length < rsiPeriod + stochPeriod + dSmooth) {
+        return { k: 50, d: 50 };
+    }
+    // Compute RSI series
+    const rsiValues = [];
+    for (let i = rsiPeriod + 1; i <= closes.length; i++) {
+        rsiValues.push(computeRSI(closes.slice(0, i), rsiPeriod));
+    }
+    if (rsiValues.length < stochPeriod)
+        return { k: 50, d: 50 };
+    // Stochastic of RSI
+    const rawK = [];
+    for (let i = stochPeriod - 1; i < rsiValues.length; i++) {
+        const window = rsiValues.slice(i - stochPeriod + 1, i + 1);
+        const min = Math.min(...window);
+        const max = Math.max(...window);
+        rawK.push(max !== min ? ((rsiValues[i] - min) / (max - min)) * 100 : 50);
+    }
+    // %K = SMA of raw stochastic
+    const kValues = sma(rawK, kSmooth);
+    // %D = SMA of %K
+    const dValues = sma(kValues, dSmooth);
+    return {
+        k: Math.round(kValues[kValues.length - 1] ?? 50),
+        d: Math.round(dValues[dValues.length - 1] ?? 50),
+    };
+}
+// ─── ADX (14) ───────────────────────────────────────────────────────────
+export function computeADX(highs, lows, closes, period = 14) {
+    if (highs.length < period * 2 + 1) {
+        return { adx: 0, plusDI: 0, minusDI: 0 };
+    }
+    const plusDM = [];
+    const minusDM = [];
+    const tr = [];
+    for (let i = 1; i < highs.length; i++) {
+        const upMove = highs[i] - highs[i - 1];
+        const downMove = lows[i - 1] - lows[i];
+        plusDM.push(upMove > downMove && upMove > 0 ? upMove : 0);
+        minusDM.push(downMove > upMove && downMove > 0 ? downMove : 0);
+        tr.push(Math.max(highs[i] - lows[i], Math.abs(highs[i] - closes[i - 1]), Math.abs(lows[i] - closes[i - 1])));
+    }
+    // Smooth with Wilder's smoothing (equivalent to EMA with alpha=1/period)
+    const smoothPlusDM = wilderSmooth(plusDM, period);
+    const smoothMinusDM = wilderSmooth(minusDM, period);
+    const smoothTR = wilderSmooth(tr, period);
+    // +DI and -DI series
+    const plusDISeries = [];
+    const minusDISeries = [];
+    for (let i = 0; i < smoothTR.length; i++) {
+        plusDISeries.push(smoothTR[i] > 0 ? (smoothPlusDM[i] / smoothTR[i]) * 100 : 0);
+        minusDISeries.push(smoothTR[i] > 0 ? (smoothMinusDM[i] / smoothTR[i]) * 100 : 0);
+    }
+    // DX series
+    const dxSeries = [];
+    for (let i = 0; i < plusDISeries.length; i++) {
+        const sum = plusDISeries[i] + minusDISeries[i];
+        dxSeries.push(sum > 0 ? (Math.abs(plusDISeries[i] - minusDISeries[i]) / sum) * 100 : 0);
+    }
+    // ADX = Wilder smooth of DX
+    const adxSeries = wilderSmooth(dxSeries, period);
+    return {
+        adx: Math.round(adxSeries[adxSeries.length - 1] ?? 0),
+        plusDI: Math.round(plusDISeries[plusDISeries.length - 1] ?? 0),
+        minusDI: Math.round(minusDISeries[minusDISeries.length - 1] ?? 0),
+    };
+}
+// ─── Ichimoku Cloud ─────────────────────────────────────────────────────
+export function computeIchimoku(highs, lows, closes, tenkanPeriod = 9, kijunPeriod = 26, senkouBPeriod = 52) {
+    const n = highs.length;
+    if (n < senkouBPeriod) {
+        const p = closes[n - 1] ?? 0;
+        return { tenkan: p, kijun: p, senkouA: p, senkouB: p, chikou: p, cloudPosition: 'inside' };
+    }
+    const midpoint = (arr, period, end) => {
+        const slice = arr.slice(Math.max(0, end - period + 1), end + 1);
+        return (Math.max(...slice) + Math.min(...slice)) / 2;
+    };
+    const tenkan = midpoint(highs.concat().map((h, i) => Math.max(h, lows[i])), tenkanPeriod, n - 1);
+    const kijun = midpoint(highs.concat().map((h, i) => Math.max(h, lows[i])), kijunPeriod, n - 1);
+    // Recalculate properly using highs and lows separately
+    const tenkanH = Math.max(...highs.slice(-tenkanPeriod));
+    const tenkanL = Math.min(...lows.slice(-tenkanPeriod));
+    const tenkanVal = (tenkanH + tenkanL) / 2;
+    const kijunH = Math.max(...highs.slice(-kijunPeriod));
+    const kijunL = Math.min(...lows.slice(-kijunPeriod));
+    const kijunVal = (kijunH + kijunL) / 2;
+    const senkouA = (tenkanVal + kijunVal) / 2;
+    const senkouBH = Math.max(...highs.slice(-senkouBPeriod));
+    const senkouBL = Math.min(...lows.slice(-senkouBPeriod));
+    const senkouB = (senkouBH + senkouBL) / 2;
+    const chikou = closes[n - 1]; // Current close (projected back 26 periods)
+    const price = closes[n - 1];
+    const cloudTop = Math.max(senkouA, senkouB);
+    const cloudBottom = Math.min(senkouA, senkouB);
+    const cloudPosition = price > cloudTop ? 'above' : price < cloudBottom ? 'below' : 'inside';
+    return { tenkan: tenkanVal, kijun: kijunVal, senkouA, senkouB, chikou, cloudPosition };
+}
+// ─── OBV (On-Balance Volume) ────────────────────────────────────────────
+export function computeOBV(closes, volumes) {
+    if (closes.length < 2)
+        return { obv: 0, slope: 'flat' };
+    let obv = 0;
+    const obvSeries = [0];
+    for (let i = 1; i < closes.length; i++) {
+        if (closes[i] > closes[i - 1])
+            obv += volumes[i];
+        else if (closes[i] < closes[i - 1])
+            obv -= volumes[i];
+        obvSeries.push(obv);
+    }
+    // Slope over last 10 bars
+    const lookback = Math.min(10, obvSeries.length);
+    const recent = obvSeries.slice(-lookback);
+    const first = recent[0];
+    const last = recent[recent.length - 1];
+    const threshold = Math.abs(first) * 0.01; // 1% threshold
+    const slope = last - first > threshold ? 'rising' : last - first < -threshold ? 'falling' : 'flat';
+    return { obv, slope };
+}
+// ─── Supertrend (10, 3) ─────────────────────────────────────────────────
+export function computeSupertrend(highs, lows, closes, period = 10, multiplier = 3) {
+    const atrSeries = computeATRSeries(highs, lows, closes, period);
+    if (atrSeries.length === 0) {
+        return { value: closes[closes.length - 1] ?? 0, direction: 'bullish' };
+    }
+    // ATR series starts at index 1 (needs previous close for TR)
+    // Align: atrSeries[i] corresponds to bar index i+1
+    let upperBand = 0;
+    let lowerBand = 0;
+    let supertrend = 0;
+    let direction = 'bullish';
+    for (let i = 0; i < atrSeries.length; i++) {
+        const barIdx = i + 1; // offset for TR calculation
+        const hl2 = (highs[barIdx] + lows[barIdx]) / 2;
+        const atr = atrSeries[i];
+        const basicUpper = hl2 + multiplier * atr;
+        const basicLower = hl2 - multiplier * atr;
+        upperBand = i > 0 && basicUpper < upperBand && closes[barIdx - 1] > upperBand ? upperBand : basicUpper;
+        lowerBand = i > 0 && basicLower > lowerBand && closes[barIdx - 1] < lowerBand ? lowerBand : basicLower;
+        if (i === 0) {
+            supertrend = closes[barIdx] > upperBand ? lowerBand : upperBand;
+            direction = closes[barIdx] > upperBand ? 'bullish' : 'bearish';
+        }
+        else {
+            if (direction === 'bullish') {
+                if (closes[barIdx] < lowerBand) {
+                    direction = 'bearish';
+                    supertrend = upperBand;
+                }
+                else {
+                    supertrend = lowerBand;
+                }
+            }
+            else {
+                if (closes[barIdx] > upperBand) {
+                    direction = 'bullish';
+                    supertrend = lowerBand;
+                }
+                else {
+                    supertrend = upperBand;
+                }
+            }
+        }
+    }
+    return { value: supertrend, direction };
+}
+// ─── Williams %R (14) ───────────────────────────────────────────────────
+export function computeWilliamsR(highs, lows, closes, period = 14) {
+    if (highs.length < period)
+        return -50;
+    const recentHighs = highs.slice(-period);
+    const recentLows = lows.slice(-period);
+    const hh = Math.max(...recentHighs);
+    const ll = Math.min(...recentLows);
+    const close = closes[closes.length - 1];
+    return hh !== ll ? ((hh - close) / (hh - ll)) * -100 : -50;
+}
+// ─── Helper: EMA series ─────────────────────────────────────────────────
+function emaSeries(data, period) {
+    if (data.length === 0)
+        return [];
+    if (data.length < period)
+        return [data[data.length - 1]];
+    const k = 2 / (period + 1);
+    const result = [];
+    let ema = mean(data.slice(0, period));
+    result.push(ema);
+    for (let i = period; i < data.length; i++) {
+        ema = data[i] * k + ema * (1 - k);
+        result.push(ema);
+    }
+    return result;
+}
+// ─── Helper: SMA series ─────────────────────────────────────────────────
+function sma(data, period) {
+    if (data.length < period)
+        return data.length > 0 ? [mean(data)] : [];
+    const result = [];
+    for (let i = period - 1; i < data.length; i++) {
+        result.push(mean(data.slice(i - period + 1, i + 1)));
+    }
+    return result;
+}
+// ─── Helper: Wilder's smoothing ─────────────────────────────────────────
+function wilderSmooth(data, period) {
+    if (data.length < period)
+        return [];
+    const result = [];
+    result.push(mean(data.slice(0, period)));
+    for (let i = period; i < data.length; i++) {
+        result.push((result[result.length - 1] * (period - 1) + data[i]) / period);
+    }
+    return result;
+}

package/assets/plugin/shared/indicators.d.ts

@@ -0,0 +1,15 @@
+export declare function computeEMA(data: number[], period: number): number;
+export declare function computeATR(highs: number[], lows: number[], closes: number[], period: number): number;
+export declare function computeATRSeries(highs: number[], lows: number[], closes: number[], period: number): number[];
+export declare function computeRSI(closes: number[], period: number): number;
+export declare function linearSlope(y: number[], x?: number[]): number;
+export declare function computeStd(data: number[]): number;
+export declare function mean(data: number[]): number;
+/** Find swing highs and lows from OHLCV bars (simple pivot-point method). */
+export declare function findSwingPoints(bars: {
+    high: number;
+    low: number;
+}[], lookback?: number): {
+    highs: number[];
+    lows: number[];
+};