@tranding-custom-chart/financial 0.0.0-stage → 2.1.0

package/dist/indicators/supertrend.js

@@ -0,0 +1,88 @@
+/**
+ * @file packages/chart-financial/src/indicators/supertrend.ts
+ * Algorithmic Supertrend calculation engine.
+ * Computes ATR-based dynamic trailing stop bands and trend direction (1 = Bullish, -1 = Bearish).
+ */
+import { computeATR } from './atr.js';
+export function computeSupertrend(bars, options = {}) {
+    const { period = 10, multiplier = 3.0 } = options;
+    if (bars.length === 0) {
+        return { points: [], period, multiplier };
+    }
+    const atrPoints = computeATR(bars, period);
+    const points = [];
+    let prevFinalUpper = 0;
+    let prevFinalLower = 0;
+    let prevDirection = 1;
+    for (let i = 0; i < bars.length; i++) {
+        const bar = bars[i];
+        const atr = atrPoints[i]?.atr ?? 0;
+        const hl2 = (bar.high + bar.low) / 2;
+        const basicUpper = hl2 + multiplier * atr;
+        const basicLower = hl2 - multiplier * atr;
+        let finalUpper = basicUpper;
+        let finalLower = basicLower;
+        if (i > 0) {
+            const prevBar = bars[i - 1];
+            // Final Upper Band
+            if (basicUpper < prevFinalUpper || prevBar.close > prevFinalUpper) {
+                finalUpper = basicUpper;
+            }
+            else {
+                finalUpper = prevFinalUpper;
+            }
+            // Final Lower Band
+            if (basicLower > prevFinalLower || prevBar.close < prevFinalLower) {
+                finalLower = basicLower;
+            }
+            else {
+                finalLower = prevFinalLower;
+            }
+        }
+        else {
+            prevFinalUpper = basicUpper;
+            prevFinalLower = basicLower;
+        }
+        // Determine Direction
+        let direction = prevDirection;
+        if (i === 0) {
+            direction = bar.close >= hl2 ? 1 : -1;
+        }
+        else {
+            if (prevDirection === 1) {
+                if (bar.close < finalLower) {
+                    direction = -1;
+                }
+                else {
+                    direction = 1;
+                }
+            }
+            else {
+                if (bar.close > finalUpper) {
+                    direction = 1;
+                }
+                else {
+                    direction = -1;
+                }
+            }
+        }
+        const isReversal = i > 0 && direction !== prevDirection;
+        const supertrendVal = direction === 1 ? finalLower : finalUpper;
+        points.push({
+            time: bar.time,
+            supertrend: supertrendVal,
+            direction,
+            upperBand: finalUpper,
+            lowerBand: finalLower,
+            isReversal,
+        });
+        prevFinalUpper = finalUpper;
+        prevFinalLower = finalLower;
+        prevDirection = direction;
+    }
+    return {
+        points,
+        period,
+        multiplier,
+    };
+}

package/dist/indicators/volume-profile.d.ts

@@ -0,0 +1,10 @@
+/**
+ * @file packages/chart-financial/src/indicators/volume-profile.ts
+ * Algorithmic Visible Range Volume Profile (VRVP) calculation.
+ * Distributes traded volume into discrete price bins, identifying Point of Control (POC)
+ * and the 70% Value Area (VAH and VAL).
+ */
+import type { OHLCVBar, VolumeProfileBin, VolumeProfileResult, VolumeProfileOptions } from '@tranding-custom-chart/core';
+export type { VolumeProfileBin, VolumeProfileResult, VolumeProfileOptions };
+export declare function computeVolumeProfile(bars: readonly OHLCVBar[], options?: VolumeProfileOptions): VolumeProfileResult;
+//# sourceMappingURL=volume-profile.d.ts.map

package/dist/indicators/volume-profile.d.ts.map

@@ -0,0 +1 @@
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package/dist/indicators/volume-profile.js

@@ -0,0 +1,134 @@
+/**
+ * @file packages/chart-financial/src/indicators/volume-profile.ts
+ * Algorithmic Visible Range Volume Profile (VRVP) calculation.
+ * Distributes traded volume into discrete price bins, identifying Point of Control (POC)
+ * and the 70% Value Area (VAH and VAL).
+ */
+export function computeVolumeProfile(bars, options = {}) {
+    if (bars.length === 0) {
+        return {
+            bins: [],
+            pocPrice: 0,
+            pocVolume: 0,
+            vahPrice: 0,
+            valPrice: 0,
+            totalVolume: 0,
+        };
+    }
+    const { binCount = 24, valueAreaRatio = 0.7 } = options;
+    let minPrice = Infinity;
+    let maxPrice = -Infinity;
+    let overallVolume = 0;
+    for (const b of bars) {
+        if (b.low < minPrice)
+            minPrice = b.low;
+        if (b.high > maxPrice)
+            maxPrice = b.high;
+        overallVolume += b.volume ?? 0;
+    }
+    if (maxPrice <= minPrice || overallVolume === 0) {
+        return {
+            bins: [],
+            pocPrice: minPrice,
+            pocVolume: 0,
+            vahPrice: maxPrice,
+            valPrice: minPrice,
+            totalVolume: overallVolume,
+        };
+    }
+    const priceSpan = maxPrice - minPrice;
+    const binStep = priceSpan / binCount;
+    // Initialize bins
+    const rawBins = [];
+    for (let k = 0; k < binCount; k++) {
+        const low = minPrice + k * binStep;
+        const high = low + binStep;
+        rawBins.push({
+            priceLow: low,
+            priceHigh: high,
+            priceMid: (low + high) / 2,
+            buyVolume: 0,
+            sellVolume: 0,
+            totalVolume: 0,
+        });
+    }
+    // Allocate bar volume across bins
+    for (const b of bars) {
+        const vol = b.volume ?? 0;
+        if (vol <= 0)
+            continue;
+        const isUp = b.close >= b.open;
+        const barLow = b.low;
+        const barHigh = b.high;
+        // Find overlapping bins
+        const startBin = Math.max(0, Math.min(binCount - 1, Math.floor((barLow - minPrice) / binStep)));
+        const endBin = Math.max(0, Math.min(binCount - 1, Math.floor((barHigh - minPrice) / binStep)));
+        const binsTouched = endBin - startBin + 1;
+        const volPerBin = vol / binsTouched;
+        for (let idx = startBin; idx <= endBin; idx++) {
+            const target = rawBins[idx];
+            if (isUp) {
+                target.buyVolume += volPerBin;
+            }
+            else {
+                target.sellVolume += volPerBin;
+            }
+            target.totalVolume += volPerBin;
+        }
+    }
+    // Find Point of Control (POC)
+    let pocIdx = 0;
+    let maxBinVol = -1;
+    for (let k = 0; k < binCount; k++) {
+        if (rawBins[k].totalVolume > maxBinVol) {
+            maxBinVol = rawBins[k].totalVolume;
+            pocIdx = k;
+        }
+    }
+    const pocPrice = rawBins[pocIdx].priceMid;
+    const pocVolume = rawBins[pocIdx].totalVolume;
+    // Determine Value Area (70% total volume radiating outward from POC)
+    const targetVAVolume = overallVolume * valueAreaRatio;
+    let currentVAVolume = pocVolume;
+    let upIdx = pocIdx;
+    let downIdx = pocIdx;
+    while (currentVAVolume < targetVAVolume && (upIdx < binCount - 1 || downIdx > 0)) {
+        const nextUpVol = upIdx < binCount - 1 ? rawBins[upIdx + 1].totalVolume : -1;
+        const nextDownVol = downIdx > 0 ? rawBins[downIdx - 1].totalVolume : -1;
+        if (nextUpVol >= nextDownVol && upIdx < binCount - 1) {
+            upIdx++;
+            currentVAVolume += nextUpVol;
+        }
+        else if (downIdx > 0) {
+            downIdx--;
+            currentVAVolume += nextDownVol;
+        }
+        else if (upIdx < binCount - 1) {
+            upIdx++;
+            currentVAVolume += nextUpVol;
+        }
+        else {
+            break;
+        }
+    }
+    const valPrice = rawBins[downIdx].priceLow;
+    const vahPrice = rawBins[upIdx].priceHigh;
+    const resultBins = rawBins.map((rb, idx) => ({
+        priceLow: Number(rb.priceLow.toFixed(2)),
+        priceHigh: Number(rb.priceHigh.toFixed(2)),
+        priceMid: Number(rb.priceMid.toFixed(2)),
+        buyVolume: Math.round(rb.buyVolume),
+        sellVolume: Math.round(rb.sellVolume),
+        totalVolume: Math.round(rb.totalVolume),
+        isValueArea: idx >= downIdx && idx <= upIdx,
+        isPOC: idx === pocIdx,
+    }));
+    return {
+        bins: resultBins,
+        pocPrice: Number(pocPrice.toFixed(2)),
+        pocVolume: Math.round(pocVolume),
+        vahPrice: Number(vahPrice.toFixed(2)),
+        valPrice: Number(valPrice.toFixed(2)),
+        totalVolume: Math.round(overallVolume),
+    };
+}

package/dist/indicators/vwap.d.ts

@@ -0,0 +1,7 @@
+/**
+ * @file packages/chart-financial/src/indicators/vwap.ts
+ * Volume Weighted Average Price (VWAP) calculation with daily intraday session resets.
+ */
+import type { OHLCVBar } from '@tranding-custom-chart/core';
+export declare function computeVWAP(bars: readonly OHLCVBar[]): readonly (number | null)[];
+//# sourceMappingURL=vwap.d.ts.map

package/dist/indicators/vwap.d.ts.map

@@ -0,0 +1 @@
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package/dist/indicators/vwap.js

@@ -0,0 +1,33 @@
+/**
+ * @file packages/chart-financial/src/indicators/vwap.ts
+ * Volume Weighted Average Price (VWAP) calculation with daily intraday session resets.
+ */
+export function computeVWAP(bars) {
+    if (bars.length === 0)
+        return [];
+    const result = [];
+    let cumVolume = 0;
+    let cumTypicalPriceVolume = 0;
+    let lastSessionKey = '';
+    for (let i = 0; i < bars.length; i++) {
+        const bar = bars[i];
+        const vol = bar.volume ?? 0;
+        // Detect session reset by calendar day
+        const sessionKey = new Date(bar.time * 1000).toDateString();
+        if (sessionKey !== lastSessionKey) {
+            cumVolume = 0;
+            cumTypicalPriceVolume = 0;
+            lastSessionKey = sessionKey;
+        }
+        const typicalPrice = (bar.high + bar.low + bar.close) / 3;
+        cumVolume += vol;
+        cumTypicalPriceVolume += typicalPrice * vol;
+        if (cumVolume > 0) {
+            result.push(cumTypicalPriceVolume / cumVolume);
+        }
+        else {
+            result.push(typicalPrice);
+        }
+    }
+    return result;
+}

package/dist/indicators/wma.d.ts

@@ -0,0 +1,7 @@
+/**
+ * @file packages/chart-financial/src/indicators/wma.ts
+ * Weighted Moving Average (WMA) computation with linear weights.
+ */
+import type { OHLCVBar } from '@tranding-custom-chart/core';
+export declare function computeWMA(bars: readonly OHLCVBar[], period: number): readonly (number | null)[];
+//# sourceMappingURL=wma.d.ts.map

package/dist/indicators/wma.d.ts.map

@@ -0,0 +1 @@
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package/dist/indicators/wma.js

@@ -0,0 +1,21 @@
+/**
+ * @file packages/chart-financial/src/indicators/wma.ts
+ * Weighted Moving Average (WMA) computation with linear weights.
+ */
+export function computeWMA(bars, period) {
+    if (period <= 0 || bars.length < period) {
+        return bars.map(() => null);
+    }
+    const result = new Array(bars.length).fill(null);
+    const weightDenominator = (period * (period + 1)) / 2;
+    for (let i = period - 1; i < bars.length; i++) {
+        let weightedSum = 0;
+        for (let k = 0; k < period; k++) {
+            const weight = period - k;
+            const barIndex = i - k;
+            weightedSum += bars[barIndex].close * weight;
+        }
+        result[i] = weightedSum / weightDenominator;
+    }
+    return result;
+}

package/dist/layout/pane-layout.d.ts

@@ -0,0 +1,19 @@
+/**
+ * @file packages/chart-financial/src/layout/pane-layout.ts
+ * Multi-pane vertical split layout manager (Price, Volume, Indicators).
+ */
+import type { Dimension, Padding } from '@tranding-custom-chart/core';
+export interface PaneDefinition {
+    readonly id: string;
+    readonly heightRatio: number;
+    readonly minHeight?: number | undefined;
+}
+export interface ComputedPaneLayout {
+    readonly id: string;
+    readonly top: number;
+    readonly bottom: number;
+    readonly height: number;
+    readonly padding: Padding;
+}
+export declare function computePaneLayouts(totalBounds: Dimension, padding: Padding, panes: readonly PaneDefinition[], paneGap?: number): readonly ComputedPaneLayout[];
+//# sourceMappingURL=pane-layout.d.ts.map

package/dist/layout/pane-layout.d.ts.map

@@ -0,0 +1 @@
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package/dist/layout/pane-layout.js

@@ -0,0 +1,39 @@
+/**
+ * @file packages/chart-financial/src/layout/pane-layout.ts
+ * Multi-pane vertical split layout manager (Price, Volume, Indicators).
+ */
+export function computePaneLayouts(totalBounds, padding, panes, paneGap = 8) {
+    if (panes.length === 0)
+        return [];
+    const availableHeight = totalBounds.height - padding.top - padding.bottom;
+    const totalGaps = (panes.length - 1) * paneGap;
+    const netHeight = Math.max(10, availableHeight - totalGaps);
+    const totalRatio = panes.reduce((sum, p) => sum + p.heightRatio, 0) || 1;
+    const computed = [];
+    let currentY = padding.top;
+    for (let i = 0; i < panes.length; i++) {
+        const pane = panes[i];
+        const isLast = i === panes.length - 1;
+        const isFirst = i === 0;
+        let paneHeight = Math.round((pane.heightRatio / totalRatio) * netHeight);
+        if (pane.minHeight && paneHeight < pane.minHeight) {
+            paneHeight = pane.minHeight;
+        }
+        const paneTop = currentY;
+        const paneBottom = paneTop + paneHeight;
+        computed.push({
+            id: pane.id,
+            top: paneTop,
+            bottom: paneBottom,
+            height: paneHeight,
+            padding: {
+                top: isFirst ? padding.top : 2,
+                bottom: isLast ? padding.bottom : 2,
+                left: padding.left,
+                right: padding.right,
+            },
+        });
+        currentY = paneBottom + paneGap;
+    }
+    return computed;
+}

package/package.json

@@ -1,6 +1,76 @@
 {
   "name": "@tranding-custom-chart/financial",
-  "version": "0.0.0-stage",
-  "stub": true,
-  "description": "Temporary package placeholder for staged publishing"
-}
+  "version": "2.1.0",
+  "description": "Production-grade financial technical indicators and chart algorithms — SMA, EMA, WMA, RSI, MACD, Bollinger Bands, ATR, VWAP, Supertrend, Volume Profile (VRVP), Renko, Heikin-Ashi, Kagi, Line Break, and multi-pane layout engine.",
+  "type": "module",
+  "license": "MIT",
+  "author": "The Creator Studio <thecreatorstudio97@gmail.com>",
+  "homepage": "https://www.npmjs.com/package/@tranding-custom-chart/financial",
+  "keywords": [
+    "financial",
+    "finance",
+    "trading",
+    "stock",
+    "crypto",
+    "forex",
+    "fx",
+    "fintech",
+    "technical-analysis",
+    "indicators",
+    "technical-indicators",
+    "sma",
+    "ema",
+    "rsi",
+    "macd",
+    "bollinger-bands",
+    "atr",
+    "vwap",
+    "supertrend",
+    "volume-profile",
+    "vrvp",
+    "renko",
+    "heikin-ashi",
+    "kagi",
+    "line-break",
+    "candlestick",
+    "ohlc",
+    "ohlcv",
+    "moving-average",
+    "momentum",
+    "oscillator",
+    "chart",
+    "charts",
+    "visualization",
+    "typescript",
+    "zero-dependency",
+    "framework-agnostic"
+  ],
+  "repository": {
+    "type": "git",
+    "url": "git+https://github.com/thecreatorstudio97/trend-chart.git",
+    "directory": "packages/chart-financial"
+  },
+  "main": "./dist/index.js",
+  "types": "./dist/index.d.ts",
+  "exports": {
+    ".": {
+      "types": "./dist/index.d.ts",
+      "import": "./dist/index.js"
+    }
+  },
+  "dependencies": {
+    "@tranding-custom-chart/core": "^2.1.0"
+  },
+  "files": [
+    "dist",
+    "README.md"
+  ],
+  "publishConfig": {
+    "access": "public"
+  },
+  "scripts": {
+    "build": "tsc -p tsconfig.build.json",
+    "typecheck": "tsc --noEmit -p tsconfig.json",
+    "test": "vitest run --config vitest.config.ts"
+  }
+}