@vninvestcharts/widget 0.0.0-stage → 0.2.0

package/dist/dts/lib/indicators/builtin/rsi.d.ts

@@ -0,0 +1,4 @@
+import type { IndicatorDefinition } from "../../types/indicator";
+import type { OHLCVBar } from "../../types/ohlcv";
+declare const RSI: IndicatorDefinition<OHLCVBar, number[], readonly [number?]>;
+export default RSI;

package/dist/dts/lib/indicators/builtin/sar.d.ts

@@ -0,0 +1,10 @@
+import type { IndicatorDefinition } from "../../types/indicator";
+type PriceBar = {
+    close: number;
+    high: number;
+    low: number;
+    volume: number;
+};
+/** SAR — Parabolic Stop and Reverse */
+declare const SAR: IndicatorDefinition<PriceBar, number[], readonly [number?, number?]>;
+export default SAR;

package/dist/dts/lib/indicators/builtin/sma.d.ts

@@ -0,0 +1,4 @@
+import type { IndicatorDefinition } from "../../types/indicator";
+import type { OHLCVBar } from "../../types/ohlcv";
+declare const SMA: IndicatorDefinition<OHLCVBar, number[], readonly [number?]>;
+export default SMA;

package/dist/dts/lib/indicators/builtin/smfi.d.ts

@@ -0,0 +1,8 @@
+import type { IndicatorDefinition } from "../../types/indicator";
+import type { OHLCVBar } from "../../types/ohlcv";
+/**
+ * Smart Money Flow Index (SMFI)
+ * Calculates the net money flow in the first 30 minutes vs the last 30 minutes of the trading day.
+ */
+declare const SMFI: IndicatorDefinition<OHLCVBar, number[], []>;
+export default SMFI;

package/dist/dts/lib/indicators/builtin/stdDev.d.ts

@@ -0,0 +1,4 @@
+import type { IndicatorDefinition } from "../../types/indicator";
+import type { OHLCVBar } from "../../types/ohlcv";
+declare const STDDEV: IndicatorDefinition<OHLCVBar, number[], readonly [number?]>;
+export default STDDEV;

package/dist/dts/lib/indicators/builtin/strengthRelative.d.ts

@@ -0,0 +1,7 @@
+import type { IndicatorDefinition } from "../../types/indicator";
+import type { OHLCVBar } from "../../types/ohlcv";
+/**
+ * Relative Strength (RS) — compares stock price performance against a benchmark index.
+ */
+declare const StrengthRelative: IndicatorDefinition<OHLCVBar, number[], [readonly OHLCVBar[], number]>;
+export default StrengthRelative;

package/dist/dts/lib/indicators/builtin/supertrend.d.ts

@@ -0,0 +1,5 @@
+import type { IndicatorDefinition } from "../../types/indicator";
+import type { OHLCVBar } from "../../types/ohlcv";
+import { type SupertrendSeriesResult } from "../utils";
+declare const SUPERTREND: IndicatorDefinition<OHLCVBar, SupertrendSeriesResult, readonly [number?, number?]>;
+export default SUPERTREND;

package/dist/dts/lib/indicators/builtin/tema.d.ts

@@ -0,0 +1,4 @@
+import type { IndicatorDefinition } from "../../types/indicator";
+import type { OHLCVBar } from "../../types/ohlcv";
+declare const TEMA: IndicatorDefinition<OHLCVBar, number[], readonly [number?]>;
+export default TEMA;

package/dist/dts/lib/indicators/builtin/trix.d.ts

@@ -0,0 +1,4 @@
+import type { IndicatorDefinition } from "../../types/indicator";
+import { type PriceBar, type TrixSeriesResult } from "../utils";
+declare const TRIX: IndicatorDefinition<PriceBar, TrixSeriesResult, readonly [number?, number?]>;
+export default TRIX;

package/dist/dts/lib/indicators/builtin/volOsc.d.ts

@@ -0,0 +1,4 @@
+import type { IndicatorDefinition } from "../../types/indicator";
+import type { OHLCVBar } from "../../types/ohlcv";
+declare const VOLOSC: IndicatorDefinition<OHLCVBar, number[], readonly [number?, number?]>;
+export default VOLOSC;

package/dist/dts/lib/indicators/builtin/volume.d.ts

@@ -0,0 +1,4 @@
+import type { IndicatorDefinition } from "../../types/indicator";
+import type { OHLCVBar } from "../../types/ohlcv";
+declare const VOLUME: IndicatorDefinition<OHLCVBar, number[], readonly []>;
+export default VOLUME;

package/dist/dts/lib/indicators/builtin/volumeProfile.d.ts

@@ -0,0 +1,8 @@
+import type { IndicatorDefinition } from "../../types/indicator";
+import type { OHLCVBar } from "../../types/ohlcv";
+import { VolumeProfileData } from "../utils";
+declare const VolumeProfile: IndicatorDefinition<OHLCVBar, VolumeProfileData, readonly [number?, {
+    from: number;
+    to: number;
+}?]>;
+export default VolumeProfile;

package/dist/dts/lib/indicators/builtin/vr.d.ts

@@ -0,0 +1,10 @@
+import type { IndicatorDefinition } from "../../types/indicator";
+type PriceBar = {
+    close: number;
+    high: number;
+    low: number;
+    volume: number;
+};
+/** VR — Volume Ratio */
+declare const VR: IndicatorDefinition<PriceBar, number[], readonly [number?]>;
+export default VR;

package/dist/dts/lib/indicators/builtin/vwap.d.ts

@@ -0,0 +1,5 @@
+import type { IndicatorDefinition } from "../../types/indicator";
+import type { OHLCVBar } from "../../types/ohlcv";
+import { type VwapSeriesResult } from "../utils";
+declare const VWAP: IndicatorDefinition<OHLCVBar, VwapSeriesResult, readonly [("session" | "week" | "month")?, boolean?, number?]>;
+export default VWAP;

package/dist/dts/lib/indicators/builtin/vwma.d.ts

@@ -0,0 +1,4 @@
+import type { IndicatorDefinition } from "../../types/indicator";
+import type { OHLCVBar } from "../../types/ohlcv";
+declare const VWMA: IndicatorDefinition<OHLCVBar, number[], readonly [number?]>;
+export default VWMA;

package/dist/dts/lib/indicators/builtin/wma.d.ts

@@ -0,0 +1,4 @@
+import type { IndicatorDefinition } from "../../types/indicator";
+import type { OHLCVBar } from "../../types/ohlcv";
+declare const WMA: IndicatorDefinition<OHLCVBar, number[], readonly [number?]>;
+export default WMA;

package/dist/dts/lib/indicators/builtin/wr.d.ts

@@ -0,0 +1,10 @@
+import type { IndicatorDefinition } from "../../types/indicator";
+type PriceBar = {
+    close: number;
+    high: number;
+    low: number;
+    volume: number;
+};
+/** WR — Williams %R. Range: -100 → 0. */
+declare const WR: IndicatorDefinition<PriceBar, number[], readonly [number?]>;
+export default WR;

package/dist/dts/lib/indicators/builtin/wyckoffWave.d.ts

@@ -0,0 +1,15 @@
+import type { IndicatorDefinition } from "../../types/indicator";
+import type { OHLCVBar } from "../../types/ohlcv";
+export interface IndicatorWyckoffValue {
+    direction: number;
+    zigzag: number;
+    waveVolume: number;
+    waveDuration: number;
+    isPivot: boolean;
+}
+/**
+ * Wyckoff Wave & Volume calculation using a ZigZag peak-and-trough algorithm.
+ */
+export declare function computeWyckoffWave(bars: readonly OHLCVBar[], thresholdPercent?: number): IndicatorWyckoffValue[];
+declare const WyckoffWave: IndicatorDefinition<OHLCVBar, IndicatorWyckoffValue[], [number]>;
+export default WyckoffWave;

package/dist/dts/lib/indicators/index.d.ts

@@ -0,0 +1,63 @@
+import EMA from "./builtin/ema";
+import SMA from "./builtin/sma";
+import RSI from "./builtin/rsi";
+import MACD from "./builtin/macd";
+import BOLLINGER from "./builtin/bollinger";
+import VOLUME from "./builtin/volume";
+import CVD from "./builtin/cvd";
+import MA from "./builtin/ma";
+import BBI from "./builtin/bbi";
+import SAR from "./builtin/sar";
+import OBV from "./builtin/obv";
+import WR from "./builtin/wr";
+import VR from "./builtin/vr";
+import KDJ from "./builtin/kdj";
+import CCI from "./builtin/cci";
+import DMI from "./builtin/dmi";
+import BIAS from "./builtin/bias";
+import BRAR from "./builtin/brar";
+import MTM from "./builtin/mtm";
+import EMV from "./builtin/emv";
+import AO from "./builtin/ao";
+import ROC from "./builtin/roc";
+import TRIX from "./builtin/trix";
+import DMA from "./builtin/dma";
+import PVT from "./builtin/pvt";
+import PSY from "./builtin/psy";
+import CR from "./builtin/cr";
+import WMA from "./builtin/wma";
+import VWMA from "./builtin/vwma";
+import HMA from "./builtin/hma";
+import DEMA from "./builtin/dema";
+import TEMA from "./builtin/tema";
+import MARIBBON from "./builtin/maRibbon";
+import ICHIMOKU from "./builtin/ichimoku";
+import SUPERTREND from "./builtin/supertrend";
+import KELTNER from "./builtin/keltner";
+import DONCHIAN from "./builtin/donchian";
+import CHAIKINVOL from "./builtin/chaikinVol";
+import STDDEV from "./builtin/stdDev";
+import HV from "./builtin/hv";
+import CI from "./builtin/ci";
+import CMF from "./builtin/cmf";
+import ChaikinOscillator from "./builtin/chaikinOscillator";
+import MFI from "./builtin/mfi";
+import VOLOSC from "./builtin/volOsc";
+import VWAP from "./builtin/vwap";
+import ANCHOREDVAP from "./builtin/anchoredVwap";
+import ALLIGATOR from "./builtin/alligator";
+import FRACTALS from "./builtin/fractals";
+import GATOR from "./builtin/gator";
+import AC from "./builtin/ac";
+import PIVOTSTANDARD from "./builtin/pivotStandard";
+import PIVOTHIGHLOW from "./builtin/pivotHighLow";
+import MARKETPROFILE from "./builtin/marketProfile";
+import VOLUMEPROFILE from "./builtin/volumeProfile";
+import FOOTPRINT from "./builtin/footprint";
+import DELTAPROFILE from "./builtin/deltaProfile";
+import STRENGTHRELATIVE from "./builtin/strengthRelative";
+import SMFI from "./builtin/smfi";
+import WYCKOFFWAVE from "./builtin/wyckoffWave";
+export { getIndicator, listIndicators, registerIndicator } from "./registry";
+export type { IndicatorName, IndicatorRegistry, RegisteredIndicator } from "./types";
+export { EMA, SMA, RSI, MACD, BOLLINGER, VOLUME, CVD, MA, BBI, SAR, OBV, WR, VR, KDJ, CCI, DMI, BIAS, BRAR, MTM, EMV, AO, ROC, TRIX, DMA, PVT, PSY, CR, WMA, VWMA, HMA, DEMA, TEMA, MARIBBON, ICHIMOKU, SUPERTREND, KELTNER, DONCHIAN, CHAIKINVOL, STDDEV, HV, CI, ChaikinOscillator, CMF, MFI, VOLOSC, VWAP, ANCHOREDVAP, ALLIGATOR, FRACTALS, GATOR, AC, PIVOTSTANDARD, PIVOTHIGHLOW, MARKETPROFILE, VOLUMEPROFILE, FOOTPRINT, DELTAPROFILE, STRENGTHRELATIVE, SMFI, WYCKOFFWAVE };

package/dist/dts/lib/indicators/indicatorValueShapes.d.ts

@@ -0,0 +1,15 @@
+/**
+ * One value per multi-output series type, keyed by SERIES TYPE (not by interface name —
+ * `MACD` produces `IndicatorMacdValue`).
+ *
+ * The values are dummies; only the field NAMES carry meaning. They are typed, so they
+ * cannot drift from the shapes they mirror.
+ */
+export declare const INDICATOR_VALUE_SHAPES: Readonly<Record<string, object>>;
+/**
+ * The numeric field names of every declared shape.
+ *
+ * Derived, never hand-written — see `deriveOutputKeys` in `outputKeys.ts`, which filters
+ * to numbers and is what keeps arrays and booleans out of the sub-key list.
+ */
+export declare function indicatorValueShapeKeys(): Record<string, string[]>;

package/dist/dts/lib/indicators/outputKeys.d.ts

@@ -0,0 +1,50 @@
+/**
+ * The sub-keys an indicator alert can read, DERIVED from the declared value shapes.
+ *
+ * WHY NOTHING HERE IS HAND-WRITTEN
+ * ================================
+ * The map used to be written by hand — twice, verbatim, in `AlertsModal.tsx` and
+ * `tabs/IndicatorParamsForm.tsx` — and had already drifted: `StrengthElder:
+ * ["bull","bear"]` against a `{bullPower,bearPower}` value, so an Elder Strength alert
+ * read `val.bull`, got undefined, and could never fire while the form offered two
+ * confident choices that both lied. Its fallback `|| [""]` was worse: `getValue` reads
+ * `val[src.key || ""]`, so 35 of the 60 series types produced a single blank option and
+ * 8 multi-output ones among them were permanently dead. `Whale`, enabled in the demo,
+ * was one of the 8.
+ *
+ * A hand-maintained duplicate of a shape cannot be made safe by being careful. So the
+ * map is derived from `INDICATOR_VALUE_SHAPES`, whose samples are TYPED against the real
+ * interfaces — which is what makes drift a compile error rather than a surprise.
+ *
+ * THE DERIVATION RULE, AND WHY IT IS NARROW
+ * =========================================
+ * A member becomes a sub-key only if it is (a) numeric, and (b) comparable as a series.
+ * `AlertEvaluator` compares a source with `>`:
+ *   - arrays coerce to NaN ⇒ false on every bar, no report (`tpoBlocks`, `priceLevels`);
+ *   - booleans compare by coercion ⇒ `true > 0` "works" while meaning nothing (`isPivot`);
+ *   - strings never compare numerically (`IndicatorAcValue.color`).
+ *
+ * Numeric-and-present is not sufficient on its own, which is why the exclusions below
+ * exist rather than a broader rule. They are the whole adjustment surface: every entry is
+ * a member that IS a number on every bar and still is not something a user can set a
+ * threshold against.
+ */
+import { INDICATOR_VALUE_SHAPES } from "./indicatorValueShapes";
+/**
+ * The derived map. Exported for tests and for anything that needs the whole set; callers
+ * should prefer `outputKeysFor` / `hasReadableOutputs`.
+ */
+export declare const INDICATOR_OUTPUT_KEYS: Readonly<Record<string, readonly string[]>>;
+/**
+ * Sub-keys for a series type, or `[]`.
+ *
+ * `[]` is the honest answer for both "this is a scalar, the key is unused" and "this
+ * type's outputs cannot be declared" (see `IndicatorMARibbonValue`). Callers must not turn
+ * it into a single blank option: `getValue` would read `val[""]` and get undefined on
+ * every bar.
+ */
+export declare function outputKeysFor(seriesType: string): readonly string[];
+/** True when the type has outputs a user can actually name and read. */
+export declare function hasReadableOutputs(seriesType: string): boolean;
+/** The declared shapes, re-exported so consumers need one import, not two. */
+export { INDICATOR_VALUE_SHAPES };

package/dist/dts/lib/indicators/overlays/CVDIndicator.d.ts

@@ -0,0 +1,26 @@
+/**
+ * CVD (Cumulative Volume Delta) Indicator
+ * Displays cumulative volume delta as a bar chart in a separate pane
+ */
+import { type ReactNode } from "react";
+import type { VisibleRange } from "../../core/types/chart";
+import type { EnrichedDatum } from "../../core/calculators/types";
+export interface CVDIndicatorProps {
+    /** Enriched data with cvdApprox field */
+    data: readonly EnrichedDatum[];
+    /** Current visible range */
+    visibleRange: VisibleRange | null;
+    /** CVD display mode */
+    mode?: "oscillator" | "histogram";
+}
+/**
+ * Render CVD as bar oscillator
+ *
+ * @example
+ * <CVDIndicator
+ *   data={plotData}
+ *   visibleRange={visibleRange}
+ *   mode="oscillator"
+ * />
+ */
+export declare function CVDIndicator({ data, visibleRange, mode, }: CVDIndicatorProps): ReactNode;

package/dist/dts/lib/indicators/overlays/DarkFlowBadge.d.ts

@@ -0,0 +1,19 @@
+/**
+ * DarkFlowBadge — Slice H-04
+ * Displays VNInvest dark flow strength (0–100) as a compact badge overlay
+ * anchored to the top-right corner of the price pane.
+ *
+ * Strength tiers:
+ *   0–29  → grey  (no signal)
+ *  30–59  → amber (low/medium activity)
+ *  60–79  → cyan  (elevated)
+ *  80–100 → red   (strong dark flow)
+ */
+import type { DarkFlowSignalType } from "../../types/vninvest";
+export interface DarkFlowBadgeProps {
+    /** 0–100 composite strength score. */
+    strength: number;
+    /** Signal type label from detect_dark_flow. */
+    signalType?: DarkFlowSignalType;
+}
+export declare function DarkFlowBadge({ strength, signalType }: DarkFlowBadgeProps): React.ReactNode;

package/dist/dts/lib/indicators/overlays/ExternalCVDOverlay.d.ts

@@ -0,0 +1,15 @@
+/**
+ * ExternalCVDOverlay — Slice H-03
+ * Renders real-tick CVD series from the VNInvest order-flow API as a cumulative
+ * delta line inside a chart pane. Data comes pre-computed from the backend
+ * (compute_cvd_series), so it reflects actual trade flow, not OHLCV approximation.
+ *
+ * Each CVDPoint carries a `bucket_ts` (ISO datetime) and `cumulative_cvd`.
+ * The xScale inside OverlayDrawContext accepts Date, enabling direct time projection.
+ */
+import type { CVDPoint } from "../../types/vninvest";
+export interface ExternalCVDOverlayProps {
+    /** CVD buckets from VNInvest order-flow API. */
+    series: readonly CVDPoint[];
+}
+export declare function ExternalCVDOverlay({ series }: ExternalCVDOverlayProps): React.ReactNode;

package/dist/dts/lib/indicators/overlays/WhaleBubbleOverlay.d.ts

@@ -0,0 +1,14 @@
+export interface WhaleEvent {
+    ts: Date;
+    price: number;
+    side: "BUY" | "SELL";
+    matchedValue: number;
+    severity?: "HIGH" | "EXTREME";
+}
+export interface WhaleBubbleOverlayProps {
+    events: readonly WhaleEvent[];
+    threshold?: number;
+    baseRadius?: number;
+    maxRadius?: number;
+}
+export declare function WhaleBubbleOverlay({ events, threshold, baseRadius, maxRadius, }: WhaleBubbleOverlayProps): import("react").JSX.Element;

package/dist/dts/lib/indicators/overlays/WhaleMarketBubbleOverlay.d.ts

@@ -0,0 +1,27 @@
+/**
+ * Whale Bubble Overlay — visualizes large orders as colored bubbles on price chart
+ * Uses IC-GAP OverlayCanvas for efficient rendering
+ */
+import { type ReactNode } from "react";
+import type { VisibleRange } from "../../core/types/chart";
+import { type WhaleEvent } from "./whaleDetector";
+export interface WhaleMarketBubbleOverlayProps {
+    /** Detected whale events */
+    events: readonly WhaleEvent[];
+    /** Current visible range */
+    visibleRange: VisibleRange | null;
+    /** Show price level or approximate middle of bar */
+    showPriceLevel?: boolean;
+}
+/**
+ * Render whale bubbles on canvas overlay
+ * Bubbles appear above/below candles based on order dominance
+ *
+ * @example
+ * <WhaleMarketBubbleOverlay
+ *   events={whaleEvents}
+ *   visibleRange={visibleRange}
+ *   showPriceLevel={true}
+ * />
+ */
+export declare function WhaleMarketBubbleOverlay({ events, visibleRange, showPriceLevel, }: WhaleMarketBubbleOverlayProps): ReactNode;

package/dist/dts/lib/indicators/overlays/whaleDetector.d.ts

@@ -0,0 +1,66 @@
+/**
+ * Whale order detection and classification
+ * Detects large institutional orders (buy/sell imbalance > threshold)
+ */
+export interface WhaleEvent {
+    /** Index in data array */
+    index: number;
+    /** Timestamp of the event */
+    date: Date;
+    /** Buy volume (VND) */
+    buyVol: number;
+    /** Sell volume (VND) */
+    sellVol: number;
+    /** Net delta (buyVol - sellVol) */
+    netDelta: number;
+    /** Dominance (which side initiated) */
+    dominance: "buy" | "sell";
+    /** Relative size category */
+    sizeCategory: "large" | "xlarge" | "mega";
+}
+/**
+ * Detect whale events (large orders) in enriched data
+ *
+ * @param enrichedData - Array of bar data with whaleBuyVol, whaleSellVol
+ * @param threshold - Minimum order size in VND (default: 1,000,000)
+ * @returns Array of detected whale events
+ *
+ * @example
+ * const events = detectWhaleEvents(data, 1_000_000);
+ * // events with netDelta >= 1M appear
+ */
+export declare function detectWhaleEvents(enrichedData: readonly Record<string, unknown>[], threshold: number): WhaleEvent[];
+/**
+ * Format volume for display
+ * @param vol - Volume in VND
+ * @returns Formatted string (e.g., "1.5M", "500K")
+ */
+export declare function formatVolume(vol: number): string;
+/**
+ * Format whale event for tooltip/label
+ * @param event - Whale event to format
+ * @returns Human-readable string
+ *
+ * @example
+ * formatWhaleEvent(event) // "BUY 1.5M"
+ */
+export declare function formatWhaleEvent(event: WhaleEvent): string;
+/**
+ * Get bubble radius for rendering
+ * @param category - Size category
+ * @returns Radius in pixels
+ */
+export declare function getBubbleRadius(category: "large" | "xlarge" | "mega"): number;
+/**
+ * Get bubble color for rendering
+ * @param dominance - Buy or sell side
+ * @param alpha - Opacity (0-1)
+ * @returns RGBA color string
+ */
+export declare function getBubbleColor(dominance: "buy" | "sell", alpha?: number): string;
+/**
+ * Get bubble stroke color
+ * @param dominance - Buy or sell side
+ * @returns Hex color string
+ */
+export declare function getBubbleStrokeColor(dominance: "buy" | "sell"): string;

package/dist/dts/lib/indicators/registry.d.ts

@@ -0,0 +1,6 @@
+import type { IndicatorDefinition } from "../types/indicator";
+import type { OHLCVBar } from "../types/ohlcv";
+import type { RegisteredIndicator } from "./types";
+export declare function registerIndicator<TOutput, TParams extends readonly unknown[]>(indicator: IndicatorDefinition<OHLCVBar, TOutput, TParams>): IndicatorDefinition<OHLCVBar, TOutput, TParams>;
+export declare function getIndicator(name: string): RegisteredIndicator | undefined;
+export declare function listIndicators(): RegisteredIndicator[];

package/dist/dts/lib/indicators/types.d.ts

@@ -0,0 +1,5 @@
+import type { IndicatorDefinition } from "../types/indicator";
+import type { OHLCVBar } from "../types/ohlcv";
+export type IndicatorName = string;
+export type RegisteredIndicator = IndicatorDefinition<OHLCVBar, unknown, readonly unknown[]>;
+export type IndicatorRegistry = ReadonlyMap<string, RegisteredIndicator>;