@vninvestcharts/widget 0.0.0-stage → 0.2.0

package/dist/rollAlgorithms-2P2ZKKHO.js

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+import"./chunk-HPL723JA.js";function N(r){let{contracts:e,contractBars:t,config:a,from:o,to:l}=r,{rollMethod:n,adjustVolumes:u}=a,c=[],s=[],i=[],d=0,p=1,h=0;for(let m=0;m<e.length;m++){let f=e[m],R=t.get(f.symbol)??[],C=Math.max(f.firstTradeDate,o),j=Math.min(f.lastTradeDate,l),g=R.filter(b=>b.timestamp>=C&&b.timestamp<=j);if(g.length===0){i.push(`No data for contract ${f.symbol} in range [${new Date(C).toISOString()}, ${new Date(j).toISOString()}]`);continue}if(m>0&&(g=G(g,n,p,h,u)),c.push(...g),m<e.length-1){let b=e[m+1],$=t.get(b.symbol)??[],B=f.lastTradeDate,T=S(g,B),A=I($,B);if(T&&A){let D=T.close,M=A.close,v=S(R,B),K=v?v.close:D,L=M,w=1,P=0;n==="ratio"?(w=K/L,p*=w):n==="panama"?(P=K-L,h+=P,d+=P):n==="backward-ratio"&&(w=L/K,p*=w);let k=D,x=M;n==="ratio"?x=M*p:n==="panama"?x=M+h:n==="backward-ratio"&&(x=M/p),s.push({timestamp:B,fromContract:f.symbol,toContract:b.symbol,fromPrice:k,toPrice:x,adjustmentFactor:n==="panama"?P:w,cumulativeAdjustment:d,method:n})}else i.push(`Could not determine roll prices at ${new Date(B).toISOString()} for ${f.symbol} -> ${b.symbol}`)}}return c.sort((m,f)=>m.timestamp-f.timestamp),{bars:E(c),rollPoints:s,totalCumulativeAdjustment:d,warnings:i}}function G(r,e,t,a,o){return r.map(l=>{let{open:n,high:u,low:c,close:s,volume:i}=l;return e==="ratio"?(n*=t,u*=t,c*=t,s*=t,o&&(i=Math.round(i/t))):e==="panama"?(n+=a,u+=a,c+=a,s+=a):e==="backward-ratio"&&(n/=t,u/=t,c/=t,s/=t,o&&(i=Math.round(i*t))),{...l,open:n,high:u,low:c,close:s,volume:i}})}function S(r,e){let t=null;for(let a of r)if(a.timestamp<=e)t=a;else break;return t}function I(r,e){for(let t of r)if(t.timestamp>=e)return t;return null}function E(r){let e=new Map;for(let t of r){let a=e.get(t.timestamp);(!a||t.volume>a.volume)&&e.set(t.timestamp,t)}return Array.from(e.values()).sort((t,a)=>t.timestamp-a.timestamp)}function O(r,e,t){if(t==="ratio"&&e===0)throw new Error("toPrice cannot be zero for ratio roll adjustment");if(t==="backward-ratio"&&r===0)throw new Error("fromPrice cannot be zero for backward-ratio roll adjustment");switch(t){case"ratio":return{factor:r/e,offset:0};case"panama":return{factor:1,offset:r-e};case"backward-ratio":return{factor:e/r,offset:0};default:throw new Error(`Unknown roll method: ${t}`)}}function z(r,e=.1){let t=r.map(o=>{let l=Math.abs((o.fromPrice-o.toPrice)/o.fromPrice)*100;return{rollPoint:o,gapPercent:l}});return{passed:Math.max(...t.map(o=>o.gapPercent),0)<=e,gaps:t}}function F(r,e,t,a=90){let o=[],l=["F","G","H","J","K","M","N","Q","U","V","X","Z"];for(let n=0;n<e;n++){let u=t+n*a*24*60*60*1e3,c=u+a*24*60*60*1e3,s=c-4320*60*1e3,i=l[n%12],d=Math.floor(t/(365*24*60*60*1e3)+n/4)%100;o.push({symbol:`${r}${d.toString().padStart(2,"0")}${i}`,rootSymbol:r,expiry:c,firstTradeDate:u,lastTradeDate:s,monthCode:i,year:d,tickSize:.1,multiplier:1e5,exchange:"VNX"})}return o}function V(r,e,t=0){let a=new Map,o=1e3;for(let l=0;l<r.length;l++){let n=r[l],u=[],c=Math.ceil((n.lastTradeDate-n.firstTradeDate)/(1440*60*1e3));if(l>0&&t!==0){let s=1+t/100;e==="ratio"?o*=s:e==="panama"&&(o+=o*t/100)}for(let s=0;s<c;s++){let i=n.firstTradeDate+s*24*60*60*1e3,d=new Date(i);if(d.getDay()===0||d.getDay()===6)continue;let h=(Math.random()-.5)*2*.01*o;o=Math.max(10,o+h);let y=o*(1+(Math.random()-.5)*.003),m=o*(1+(Math.random()-.5)*.003),f=Math.max(y,m)*(1+Math.random()*.003),R=Math.min(y,m)*(1-Math.random()*.003),C=Math.floor(1e4+Math.random()*5e4);u.push({timestamp:i,open:y,high:f,low:R,close:m,volume:C})}a.set(n.symbol,u)}return a}export{N as computeRollAdjustment,O as computeSingleRollAdjustment,V as generateTestBarsWithRollGap,F as generateTestContractChain,z as verifyNoPriceGaps};
+//# sourceMappingURL=rollAlgorithms-2P2ZKKHO.js.map

package/dist/types/runtime.cjs

@@ -0,0 +1,8 @@
+'use strict';
+
+// src/lib/types/runtime.ts
+var VERSION = "0.2.0";
+var TYPE_SUBPATH_MARKER = "vninvestcharts-widget/types";
+
+exports.TYPE_SUBPATH_MARKER = TYPE_SUBPATH_MARKER;
+exports.VERSION = VERSION;

package/dist/types/runtime.d.mts

@@ -0,0 +1,92 @@
+import { OHLCVBar } from '@vninvestcharts/engine-core';
+export { OHLCVBar, OrderbookLevel, OrderbookSnapshot, StockDataAdapter, SymbolInfo, Timeframe, Trade, Unsubscribe } from '@vninvestcharts/engine-core';
+
+type AnyRecord = Record<string, any>;
+type ChartDatum = any;
+type ChartAccessor<T = any, R = any> = (datum: T) => R;
+interface OHLCV {
+    date: Date | number;
+    open: number;
+    high: number;
+    low: number;
+    close: number;
+    volume: number;
+    [key: string]: any;
+}
+interface CandleWick {
+    stroke: string;
+    x: number;
+    y1: number;
+    y2: number;
+    y3: number;
+    y4: number;
+}
+interface CandleData {
+    x: number;
+    y: number;
+    wick: CandleWick;
+    height: number;
+    width: number;
+    fill: string;
+    stroke: string;
+    className?: string;
+}
+interface BarData {
+    x: number;
+    y: number;
+    width: number;
+    height: number;
+    fill: string;
+    stroke: string;
+}
+interface CanvasContexts {
+    axes?: CanvasRenderingContext2D;
+    mouseCoord?: CanvasRenderingContext2D;
+    bg?: CanvasRenderingContext2D;
+    [key: string]: any;
+}
+type MoreProps = AnyRecord;
+
+interface YAxisConfig {
+    autoScale?: boolean;
+    inverted?: boolean;
+    scaleType?: "linear" | "log" | "percentage";
+    tickFormat?: (value: number) => string;
+}
+interface IndicatorConfig {
+    name: string;
+    params?: readonly unknown[];
+    yAxis?: "left" | "right";
+    visible?: boolean;
+    style?: Record<string, unknown>;
+}
+interface PaneConfig {
+    id: string;
+    heightPx?: number;
+    heightPercent?: number;
+    minHeightPx?: number;
+    label?: string;
+    indicators: IndicatorConfig[];
+    leftAxis?: YAxisConfig;
+    rightAxis?: YAxisConfig;
+}
+
+interface IndicatorDefinition<TInput = OHLCVBar, TOutput = unknown, TParams extends readonly unknown[] = readonly unknown[]> {
+    name: string;
+    compute: (bars: readonly TInput[], ...params: TParams) => TOutput;
+    render?: (context: {
+        values: TOutput;
+        bars: readonly TInput[];
+    }) => unknown;
+    computeExtents?: (values: TOutput) => readonly [number, number] | readonly number[];
+    yAxis?: "left" | "right";
+}
+
+/**
+ * Runtime exports for the types subpath bundle.
+ * This ensures the bundle has actual JavaScript output, not just type definitions.
+ */
+declare const VERSION = "0.2.0";
+declare const TYPE_SUBPATH_MARKER = "vninvestcharts-widget/types";
+
+export { type AnyRecord, type BarData, type CandleData, type CandleWick, type CanvasContexts, type ChartAccessor, type ChartDatum, type IndicatorConfig, type IndicatorDefinition, type MoreProps, type OHLCV, type PaneConfig, TYPE_SUBPATH_MARKER, VERSION, type YAxisConfig };

package/dist/types/runtime.d.ts

@@ -0,0 +1,92 @@
+import { OHLCVBar } from '@vninvestcharts/engine-core';
+export { OHLCVBar, OrderbookLevel, OrderbookSnapshot, StockDataAdapter, SymbolInfo, Timeframe, Trade, Unsubscribe } from '@vninvestcharts/engine-core';
+
+type AnyRecord = Record<string, any>;
+type ChartDatum = any;
+type ChartAccessor<T = any, R = any> = (datum: T) => R;
+interface OHLCV {
+    date: Date | number;
+    open: number;
+    high: number;
+    low: number;
+    close: number;
+    volume: number;
+    [key: string]: any;
+}
+interface CandleWick {
+    stroke: string;
+    x: number;
+    y1: number;
+    y2: number;
+    y3: number;
+    y4: number;
+}
+interface CandleData {
+    x: number;
+    y: number;
+    wick: CandleWick;
+    height: number;
+    width: number;
+    fill: string;
+    stroke: string;
+    className?: string;
+}
+interface BarData {
+    x: number;
+    y: number;
+    width: number;
+    height: number;
+    fill: string;
+    stroke: string;
+}
+interface CanvasContexts {
+    axes?: CanvasRenderingContext2D;
+    mouseCoord?: CanvasRenderingContext2D;
+    bg?: CanvasRenderingContext2D;
+    [key: string]: any;
+}
+type MoreProps = AnyRecord;
+
+interface YAxisConfig {
+    autoScale?: boolean;
+    inverted?: boolean;
+    scaleType?: "linear" | "log" | "percentage";
+    tickFormat?: (value: number) => string;
+}
+interface IndicatorConfig {
+    name: string;
+    params?: readonly unknown[];
+    yAxis?: "left" | "right";
+    visible?: boolean;
+    style?: Record<string, unknown>;
+}
+interface PaneConfig {
+    id: string;
+    heightPx?: number;
+    heightPercent?: number;
+    minHeightPx?: number;
+    label?: string;
+    indicators: IndicatorConfig[];
+    leftAxis?: YAxisConfig;
+    rightAxis?: YAxisConfig;
+}
+
+interface IndicatorDefinition<TInput = OHLCVBar, TOutput = unknown, TParams extends readonly unknown[] = readonly unknown[]> {
+    name: string;
+    compute: (bars: readonly TInput[], ...params: TParams) => TOutput;
+    render?: (context: {
+        values: TOutput;
+        bars: readonly TInput[];
+    }) => unknown;
+    computeExtents?: (values: TOutput) => readonly [number, number] | readonly number[];
+    yAxis?: "left" | "right";
+}
+
+/**
+ * Runtime exports for the types subpath bundle.
+ * This ensures the bundle has actual JavaScript output, not just type definitions.
+ */
+declare const VERSION = "0.2.0";
+declare const TYPE_SUBPATH_MARKER = "vninvestcharts-widget/types";
+
+export { type AnyRecord, type BarData, type CandleData, type CandleWick, type CanvasContexts, type ChartAccessor, type ChartDatum, type IndicatorConfig, type IndicatorDefinition, type MoreProps, type OHLCV, type PaneConfig, TYPE_SUBPATH_MARKER, VERSION, type YAxisConfig };

package/dist/types/runtime.js

@@ -0,0 +1,5 @@
+// src/lib/types/runtime.ts
+var VERSION = "0.2.0";
+var TYPE_SUBPATH_MARKER = "vninvestcharts-widget/types";
+
+export { TYPE_SUBPATH_MARKER, VERSION };

package/dist/types/runtime.umd.js

@@ -0,0 +1,14 @@
+(function (global, factory) {
+  typeof exports === 'object' && typeof module !== 'undefined' ? factory(exports) :
+  typeof define === 'function' && define.amd ? define(['exports'], factory) :
+  (global = typeof globalThis !== 'undefined' ? globalThis : global || self, factory(global.VNInvestChartsTypes = {}));
+})(this, (function (exports) { 'use strict';
+
+  // src/lib/types/runtime.ts
+  var VERSION = "0.2.0";
+  var TYPE_SUBPATH_MARKER = "vninvestcharts-widget/types";
+
+  exports.TYPE_SUBPATH_MARKER = TYPE_SUBPATH_MARKER;
+  exports.VERSION = VERSION;
+
+}));