@simahfud/pine-to-kline 0.1.0 → 0.1.1

package/dist/builtins/ta/utility.d.ts

@@ -0,0 +1,28 @@
+/**
+ * pine-to-kline — TA Utility Functions
+ * Implements: highest, lowest, highestbars, lowestbars, barssince, valuewhen, pivothigh, pivotlow
+ * @license Apache-2.0
+ */
+/** ta.highest() — highest value in last `length` bars */
+export declare function highest(source: number[], length: number): number[];
+/** ta.lowest() — lowest value in last `length` bars */
+export declare function lowest(source: number[], length: number): number[];
+/** ta.highestbars() — number of bars since highest value */
+export declare function highestbars(source: number[], length: number): number[];
+/** ta.lowestbars() — number of bars since lowest value */
+export declare function lowestbars(source: number[], length: number): number[];
+/** ta.barssince(condition) — bars since condition was last true */
+export declare function barssince(condition: boolean[]): number[];
+/** ta.valuewhen(condition, source, occurrence) */
+export declare function valuewhen(condition: boolean[], source: number[], occurrence?: number): number[];
+/** ta.pivothigh() — pivot high detection */
+export declare function pivothigh(source: number[], leftBars: number, rightBars: number): number[];
+/** ta.pivotlow() — pivot low detection */
+export declare function pivotlow(source: number[], leftBars: number, rightBars: number): number[];
+/** ta.cum() — cumulative sum */
+export declare function cum(source: number[]): number[];
+/** ta.stdev() — standard deviation */
+export declare function stdev(source: number[], length: number): number[];
+/** ta.percentrank() — percent rank */
+export declare function percentrank(source: number[], length: number): number[];
+//# sourceMappingURL=utility.d.ts.map

package/dist/builtins/ta/utility.d.ts.map

@@ -0,0 +1 @@
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package/dist/builtins/ta/utility.js

@@ -0,0 +1,156 @@
+/**
+ * pine-to-kline — TA Utility Functions
+ * Implements: highest, lowest, highestbars, lowestbars, barssince, valuewhen, pivothigh, pivotlow
+ * @license Apache-2.0
+ */
+/** ta.highest() — highest value in last `length` bars */
+export function highest(source, length) {
+    return source.map((_, i) => {
+        if (i < length - 1)
+            return NaN;
+        let max = -Infinity;
+        for (let j = i - length + 1; j <= i; j++) {
+            if (source[j] > max)
+                max = source[j];
+        }
+        return max;
+    });
+}
+/** ta.lowest() — lowest value in last `length` bars */
+export function lowest(source, length) {
+    return source.map((_, i) => {
+        if (i < length - 1)
+            return NaN;
+        let min = Infinity;
+        for (let j = i - length + 1; j <= i; j++) {
+            if (source[j] < min)
+                min = source[j];
+        }
+        return min;
+    });
+}
+/** ta.highestbars() — number of bars since highest value */
+export function highestbars(source, length) {
+    return source.map((_, i) => {
+        if (i < length - 1)
+            return NaN;
+        let maxVal = -Infinity;
+        let maxIdx = i;
+        for (let j = i - length + 1; j <= i; j++) {
+            if (source[j] >= maxVal) {
+                maxVal = source[j];
+                maxIdx = j;
+            }
+        }
+        return -(i - maxIdx);
+    });
+}
+/** ta.lowestbars() — number of bars since lowest value */
+export function lowestbars(source, length) {
+    return source.map((_, i) => {
+        if (i < length - 1)
+            return NaN;
+        let minVal = Infinity;
+        let minIdx = i;
+        for (let j = i - length + 1; j <= i; j++) {
+            if (source[j] <= minVal) {
+                minVal = source[j];
+                minIdx = j;
+            }
+        }
+        return -(i - minIdx);
+    });
+}
+/** ta.barssince(condition) — bars since condition was last true */
+export function barssince(condition) {
+    let count = NaN;
+    return condition.map((c) => {
+        if (c) {
+            count = 0;
+        }
+        else if (!isNaN(count)) {
+            count++;
+        }
+        return count;
+    });
+}
+/** ta.valuewhen(condition, source, occurrence) */
+export function valuewhen(condition, source, occurrence = 0) {
+    const result = [];
+    const occurrences = [];
+    for (let i = 0; i < source.length; i++) {
+        if (condition[i])
+            occurrences.unshift(source[i]);
+        result.push(occurrences[occurrence] ?? NaN);
+    }
+    return result;
+}
+/** ta.pivothigh() — pivot high detection */
+export function pivothigh(source, leftBars, rightBars) {
+    return source.map((v, i) => {
+        if (i < leftBars || i + rightBars >= source.length)
+            return NaN;
+        for (let j = i - leftBars; j < i; j++) {
+            if (source[j] > v)
+                return NaN;
+        }
+        for (let j = i + 1; j <= i + rightBars; j++) {
+            if (source[j] > v)
+                return NaN;
+        }
+        return v;
+    });
+}
+/** ta.pivotlow() — pivot low detection */
+export function pivotlow(source, leftBars, rightBars) {
+    return source.map((v, i) => {
+        if (i < leftBars || i + rightBars >= source.length)
+            return NaN;
+        for (let j = i - leftBars; j < i; j++) {
+            if (source[j] < v)
+                return NaN;
+        }
+        for (let j = i + 1; j <= i + rightBars; j++) {
+            if (source[j] < v)
+                return NaN;
+        }
+        return v;
+    });
+}
+/** ta.cum() — cumulative sum */
+export function cum(source) {
+    let sum = 0;
+    return source.map(v => {
+        sum += v;
+        return sum;
+    });
+}
+/** ta.stdev() — standard deviation */
+export function stdev(source, length) {
+    return source.map((_, i) => {
+        if (i < length - 1)
+            return NaN;
+        let sum = 0;
+        for (let j = i - length + 1; j <= i; j++)
+            sum += source[j];
+        const mean = sum / length;
+        let sumSq = 0;
+        for (let j = i - length + 1; j <= i; j++)
+            sumSq += Math.pow(source[j] - mean, 2);
+        return Math.sqrt(sumSq / length);
+    });
+}
+/** ta.percentrank() — percent rank */
+export function percentrank(source, length) {
+    return source.map((v, i) => {
+        if (i < length)
+            return NaN;
+        let count = 0;
+        for (let j = i - length; j < i; j++) {
+            if (source[j] <= v)
+                count++;
+        }
+        return (count / length) * 100;
+    });
+}
+//# sourceMappingURL=utility.js.map

package/dist/builtins/ta/utility.js.map

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package/dist/builtins/ta/volatility.d.ts

@@ -0,0 +1,21 @@
+/**
+ * pine-to-kline — Volatility Indicators
+ * Implements: atr, bb, kc, donchian
+ * @license Apache-2.0
+ */
+/** ta.atr() — Average True Range */
+export declare function atr(high: number[], low: number[], close: number[], length: number): number[];
+export interface BandsResult {
+    upper: number;
+    basis: number;
+    lower: number;
+}
+/** ta.bb() — Bollinger Bands */
+export declare function bb(source: number[], length: number, mult?: number): BandsResult[];
+/** ta.kc() — Keltner Channels */
+export declare function kc(source: number[], high: number[], low: number[], close: number[], length: number, mult?: number): BandsResult[];
+/** ta.donchian() — Donchian Channels */
+export declare function donchian(high: number[], low: number[], length: number): BandsResult[];
+/** ta.tr() — True Range (single series) */
+export declare function tr(high: number[], low: number[], close: number[]): number[];
+//# sourceMappingURL=volatility.d.ts.map

package/dist/builtins/ta/volatility.d.ts.map

@@ -0,0 +1 @@
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package/dist/builtins/ta/volatility.js

@@ -0,0 +1,71 @@
+/**
+ * pine-to-kline — Volatility Indicators
+ * Implements: atr, bb, kc, donchian
+ * @license Apache-2.0
+ */
+import { rma, ema, sma } from './moving-averages';
+/** ta.atr() — Average True Range */
+export function atr(high, low, close, length) {
+    const tr = high.map((h, i) => {
+        if (i === 0)
+            return h - low[i];
+        return Math.max(h - low[i], Math.abs(h - close[i - 1]), Math.abs(low[i] - close[i - 1]));
+    });
+    return rma(tr, length);
+}
+/** ta.bb() — Bollinger Bands */
+export function bb(source, length, mult = 2.0) {
+    const mid = sma(source, length);
+    return source.map((_, i) => {
+        if (i < length - 1)
+            return { upper: NaN, basis: NaN, lower: NaN };
+        let sumSq = 0;
+        for (let j = i - length + 1; j <= i; j++) {
+            sumSq += Math.pow(source[j] - mid[i], 2);
+        }
+        const std = Math.sqrt(sumSq / length);
+        return {
+            upper: mid[i] + mult * std,
+            basis: mid[i],
+            lower: mid[i] - mult * std
+        };
+    });
+}
+/** ta.kc() — Keltner Channels */
+export function kc(source, high, low, close, length, mult = 1.5) {
+    const mid = ema(source, length);
+    const atrVals = atr(high, low, close, length);
+    return source.map((_, i) => ({
+        upper: mid[i] + mult * atrVals[i],
+        basis: mid[i],
+        lower: mid[i] - mult * atrVals[i]
+    }));
+}
+/** ta.donchian() — Donchian Channels */
+export function donchian(high, low, length) {
+    return high.map((_, i) => {
+        if (i < length - 1)
+            return { upper: NaN, basis: NaN, lower: NaN };
+        let highest = -Infinity, lowest = Infinity;
+        for (let j = i - length + 1; j <= i; j++) {
+            if (high[j] > highest)
+                highest = high[j];
+            if (low[j] < lowest)
+                lowest = low[j];
+        }
+        return {
+            upper: highest,
+            basis: (highest + lowest) / 2,
+            lower: lowest
+        };
+    });
+}
+/** ta.tr() — True Range (single series) */
+export function tr(high, low, close) {
+    return high.map((h, i) => {
+        if (i === 0)
+            return h - low[i];
+        return Math.max(h - low[i], Math.abs(h - close[i - 1]), Math.abs(low[i] - close[i - 1]));
+    });
+}
+//# sourceMappingURL=volatility.js.map

package/dist/builtins/ta/volatility.js.map

@@ -0,0 +1 @@
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