minerva-design 1.3.0 → 1.4.0

package/dist/charts/engine/trading/scale.js

@@ -0,0 +1,100 @@
+import { tickStep as e } from "../scale.js";
+//#region src/engine/trading/scale.ts
+var t = (e = "linear") => ({
+	mode: e,
+	auto: !0,
+	min: 0,
+	max: 1,
+	base: 1,
+	top: 0,
+	height: 1,
+	marginTop: .1,
+	marginBottom: .1
+}), n = (e, t) => {
+	switch (e.mode) {
+		case "log": return t > 0 ? Math.log10(t) : NaN;
+		case "percent": return e.base ? (t / e.base - 1) * 100 : NaN;
+		default: return t;
+	}
+}, r = (e, t) => {
+	switch (e.mode) {
+		case "log": return 10 ** t;
+		case "percent": return (t / 100 + 1) * e.base;
+		default: return t;
+	}
+}, i = (e) => {
+	let t = e.top + e.height * e.marginTop, n = e.height * (1 - e.marginTop - e.marginBottom);
+	return {
+		top: t,
+		h: Math.max(1, n)
+	};
+}, a = (e, t) => {
+	let { top: n, h: r } = i(e), a = e.max - e.min || 1;
+	return n + (e.max - t) / a * r;
+}, o = (e, t) => a(e, n(e, t)), s = (e, t) => {
+	let { top: n, h: r } = i(e);
+	return e.max - (t - n) / r * (e.max - e.min || 1);
+}, c = (e, t) => r(e, s(e, t)), l = (e, t, n) => {
+	let r = t, i = n;
+	if (!Number.isFinite(r) || !Number.isFinite(i)) {
+		(!Number.isFinite(e.min) || !Number.isFinite(e.max)) && (e.min = 0, e.max = 1);
+		return;
+	}
+	if (r > i && ([r, i] = [i, r]), i - r < 1e-12 * Math.max(1, Math.abs(r))) {
+		let t = e.mode === "log" ? .01 : Math.max(Math.abs(r) * .01, 1e-8) || 1;
+		r -= t, i += t;
+	}
+	e.min = r, e.max = i;
+}, u = (e, t) => {
+	let n = (e.min + e.max) / 2, r = (e.max - e.min) / 2 * t;
+	r > 0 && Number.isFinite(r) && (e.min = n - r, e.max = n + r, e.auto = !1);
+}, d = (e, t) => {
+	let { h: n } = i(e), r = t / n * (e.max - e.min);
+	e.min += r, e.max += r, e.auto = !1;
+}, f = (e) => {
+	if (!(e > 0)) return e;
+	let t = 10 ** Math.floor(Math.log10(e)), n = e / t, r = [
+		1,
+		1.2,
+		1.5,
+		2,
+		2.5,
+		3,
+		4,
+		5,
+		6,
+		7,
+		8,
+		10
+	], i = r[0];
+	for (let e of r) Math.abs(e - n) < Math.abs(i - n) && (i = e);
+	return i * t;
+}, p = (t, n = 36) => {
+	let { h: r } = i(t), a = (t.max - t.min) * t.height / r, o = t.max - a * (1 - t.marginTop) - 1e-12, s = t.max + a * t.marginTop + 1e-12, c = Math.max(2, Math.floor(t.height / n)), l = e(o, s, c);
+	if (!(l > 0)) return {
+		scaled: [],
+		step: 0
+	};
+	let u = [];
+	if (t.mode === "log") {
+		let e = NaN;
+		for (let r = Math.ceil(o / l) * l; r <= s; r += l) {
+			let i = f(10 ** r), c = Math.log10(i);
+			c === e || c < o || c > s || u.length && (c - u[u.length - 1]) / a * t.height < n * .5 || (u.push(c), e = c);
+		}
+		return {
+			scaled: u,
+			step: l
+		};
+	}
+	let d = Math.ceil(o / l - 1e-9), p = Math.floor(s / l + 1e-9);
+	for (let e = d; e <= p && u.length < 200; e++) u.push(e * l);
+	return {
+		scaled: u,
+		step: l
+	};
+};
+//#endregion
+export { t as createScale, l as fitScale, r as fromScaled, d as panScale, p as scaleTicks, s as scaledAt, n as toScaled, c as valueAt, o as yOf, a as yOfScaled, u as zoomScale };
+
+//# sourceMappingURL=scale.js.map

package/dist/charts/engine/trading/scale.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"scale.js","names":["createScale","toScaled","scale","value","fromScaled","scaled","band","top","h","yOfScaled","span","yOf","scaledAt","y","valueAt","fitScale","a","lo","b","hi","pad","zoomScale","mid","half","factor","panScale","delta","dy","niceRound","power","m","steps","best","s","scaleTicks","extra","count","minGap","step","tickStep","previous","t","price","start","end","i"],"sources":["../../../../../charts/src/engine/trading/scale.ts"],"sourcesContent":["// Vertical scales of the panes: linear, logarithmic or percent (change from\n// a base price). Values are mapped to a \"scaled\" space (the price, its\n// log10, or the percent change) in which the scale is linear.\n\nimport { tickStep } from \"../scale\";\nimport type { TradingScaleMode } from \"./types\";\n\nexport interface PaneScale {\n  mode: TradingScaleMode;\n  /** Fits the visible values (off after the user zoomed the scale) */\n  auto: boolean;\n  /** Visible range in scaled space */\n  min: number;\n  max: number;\n  /** Base price of the percent mode */\n  base: number;\n  /** Pane position in CSS pixels */\n  top: number;\n  height: number;\n  /** Empty space above / below the values, as fractions of the height */\n  marginTop: number;\n  marginBottom: number;\n}\n\nexport const createScale = (mode: TradingScaleMode = \"linear\"): PaneScale => ({\n  mode,\n  auto: true,\n  min: 0,\n  max: 1,\n  base: 1,\n  top: 0,\n  height: 1,\n  marginTop: 0.1,\n  marginBottom: 0.1,\n});\n\n/** Value -> scaled space (NaN when it has no place, e.g. log of <= 0) */\nexport const toScaled = (scale: PaneScale, value: number): number => {\n  switch (scale.mode) {\n    case \"log\":\n      return value > 0 ? Math.log10(value) : NaN;\n    case \"percent\":\n      return scale.base ? (value / scale.base - 1) * 100 : NaN;\n    default:\n      return value;\n  }\n};\n\nexport const fromScaled = (scale: PaneScale, scaled: number): number => {\n  switch (scale.mode) {\n    case \"log\":\n      return 10 ** scaled;\n    case \"percent\":\n      return (scaled / 100 + 1) * scale.base;\n    default:\n      return scaled;\n  }\n};\n\n/** Inner band of the pane holding the range (CSS px) */\nconst band = (scale: PaneScale) => {\n  const top = scale.top + scale.height * scale.marginTop;\n  const h = scale.height * (1 - scale.marginTop - scale.marginBottom);\n  return { top, h: Math.max(1, h) };\n};\n\n/** CSS y of a scaled value */\nexport const yOfScaled = (scale: PaneScale, scaled: number): number => {\n  const { top, h } = band(scale);\n  const span = scale.max - scale.min || 1;\n  return top + ((scale.max - scaled) / span) * h;\n};\n\n/** CSS y of a value */\nexport const yOf = (scale: PaneScale, value: number): number =>\n  yOfScaled(scale, toScaled(scale, value));\n\n/** Scaled value at a CSS y */\nexport const scaledAt = (scale: PaneScale, y: number): number => {\n  const { top, h } = band(scale);\n  return scale.max - ((y - top) / h) * (scale.max - scale.min || 1);\n};\n\n/** Value at a CSS y */\nexport const valueAt = (scale: PaneScale, y: number): number =>\n  fromScaled(scale, scaledAt(scale, y));\n\n/**\n * Fits the scale to a range of scaled values; a flat range gets some room\n * around it, a missing one keeps the current range\n */\nexport const fitScale = (scale: PaneScale, lo: number, hi: number): void => {\n  let a = lo;\n  let b = hi;\n  if (!Number.isFinite(a) || !Number.isFinite(b)) {\n    if (!Number.isFinite(scale.min) || !Number.isFinite(scale.max)) {\n      scale.min = 0;\n      scale.max = 1;\n    }\n    return;\n  }\n  if (a > b) [a, b] = [b, a];\n  if (b - a < 1e-12 * Math.max(1, Math.abs(a))) {\n    const pad =\n      scale.mode === \"log\" ? 0.01 : Math.max(Math.abs(a) * 0.01, 1e-8) || 1;\n    a -= pad;\n    b += pad;\n  }\n  scale.min = a;\n  scale.max = b;\n};\n\n/** Zooms the range around its center (factor > 1 shows more) */\nexport const zoomScale = (scale: PaneScale, factor: number): void => {\n  const mid = (scale.min + scale.max) / 2;\n  const half = ((scale.max - scale.min) / 2) * factor;\n  if (!(half > 0) || !Number.isFinite(half)) return;\n  scale.min = mid - half;\n  scale.max = mid + half;\n  scale.auto = false;\n};\n\n/** Moves the range by a number of CSS pixels (positive: content goes down) */\nexport const panScale = (scale: PaneScale, dy: number): void => {\n  const { h } = band(scale);\n  const delta = (dy / h) * (scale.max - scale.min);\n  scale.min += delta;\n  scale.max += delta;\n  scale.auto = false;\n};\n\n/** Rounds to 2 significant digits (1, 1.5, 2, 2.5, 3, ...) for log ticks */\nconst niceRound = (value: number): number => {\n  if (!(value > 0)) return value;\n  const power = 10 ** Math.floor(Math.log10(value));\n  const m = value / power;\n  const steps = [1, 1.2, 1.5, 2, 2.5, 3, 4, 5, 6, 7, 8, 10];\n  let best = steps[0];\n  for (const s of steps) if (Math.abs(s - m) < Math.abs(best - m)) best = s;\n  return best * power;\n};\n\n/**\n * Ticks of the scale in scaled space, about `minGap` CSS pixels apart.\n * Log ticks are rounded prices; percent ticks are round percents.\n */\nexport const scaleTicks = (\n  scale: PaneScale,\n  minGap = 36,\n): { scaled: number[]; step: number } => {\n  const { h } = band(scale);\n  // the range covered by the whole pane, margins included\n  const span = scale.max - scale.min;\n  const extra = (span * scale.height) / h;\n  const lo = scale.max - extra * (1 - scale.marginTop) - 1e-12;\n  const hi = scale.max + extra * scale.marginTop + 1e-12;\n  const count = Math.max(2, Math.floor(scale.height / minGap));\n  const step = tickStep(lo, hi, count);\n  if (!(step > 0)) return { scaled: [], step: 0 };\n  const scaled: number[] = [];\n  if (scale.mode === \"log\") {\n    let previous = NaN;\n    for (let t = Math.ceil(lo / step) * step; t <= hi; t += step) {\n      const price = niceRound(10 ** t);\n      const s = Math.log10(price);\n      if (s === previous || s < lo || s > hi) continue;\n      // keep the ticks at least half the gap apart once rounded\n      if (\n        scaled.length &&\n        ((s - scaled[scaled.length - 1]) / extra) * scale.height < minGap * 0.5\n      )\n        continue;\n      scaled.push(s);\n      previous = s;\n    }\n    return { scaled, step };\n  }\n  const start = Math.ceil(lo / step - 1e-9);\n  const end = Math.floor(hi / step + 1e-9);\n  for (let i = start; 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package/dist/charts/engine/trading/store.cjs

@@ -0,0 +1,2 @@
+var e=[`time`,`open`,`high`,`low`,`close`,`volume`],t=e=>!Array.isArray(e),n=e=>t(e)?Math.min(e.time.length,e.open.length,e.high.length,e.low.length,e.close.length):e.length,r=e=>({time:new Float64Array(e),open:new Float64Array(e),high:new Float64Array(e),low:new Float64Array(e),close:new Float64Array(e),volume:new Float64Array(e)}),i=()=>({...r(16),length:0,capacity:16,hasVolume:!1}),a=(t,n)=>{if(n<=t.capacity)return;let i=t.capacity;for(;i<n;)i*=2;let a=r(i);for(let n of e)a[n].set(t[n].subarray(0,t.length));Object.assign(t,a),t.capacity=i},o=(e,n,r,i)=>{if(t(n)){for(let t=0;t<i;t++)e.time[r+t]=n.time[t],e.open[r+t]=n.open[t],e.high[r+t]=n.high[t],e.low[r+t]=n.low[t],e.close[r+t]=n.close[t];let t=n.volume;if(t){for(let n=0;n<i;n++){let i=t[n];e.volume[r+n]=Number.isFinite(i)?i:0}e.hasVolume=!0}else e.volume.fill(0,r,r+i);return}for(let t=0;t<i;t++)s(e,r+t,n[t])},s=(e,t,n)=>{e.time[t]=n.time,e.open[t]=n.open,e.high[t]=n.high,e.low[t]=n.low,e.close[t]=n.close;let r=n.volume;r!==void 0&&Number.isFinite(r)?(e.volume[t]=r,e.hasVolume=!0):e.volume[t]=0},c=(e,t)=>{let r=n(t);e.length=0,e.hasVolume=!1,a(e,r),o(e,t,0,r),e.length=r},l=(e,t)=>{let r=n(t),i=-1;for(let n=0;n<r;n++){let r=d(e,u(t,n));r>=0&&(i<0||r<i)&&(i=r)}return i},u=(e,n)=>t(e)?{time:e.time[n],open:e.open[n],high:e.high[n],low:e.low[n],close:e.close[n],...e.volume?{volume:e.volume[n]}:{}}:e[n],d=(e,t)=>{let n=e.length;if(!Number.isFinite(t.time))return-1;if(n>0){let r=e.time[n-1];if(t.time<r)return-1;if(t.time===r)return s(e,n-1,t),n-1}return a(e,n+1),s(e,n,t),e.length=n+1,n},f=(r,i)=>{let s=n(i),c=r.length?r.time[0]:1/0,l=0,u=t(i)?i.time:null;for(;l<s&&(u?u[l]:i[l].time)<c;)l++;if(!l)return 0;let d=r.length,f={time:r.time.slice(0,d),open:r.open.slice(0,d),high:r.high.slice(0,d),low:r.low.slice(0,d),close:r.close.slice(0,d),volume:r.volume.slice(0,d)};r.length=0,a(r,d+l),o(r,i,0,l);for(let t of e)r[t].set(f[t],l);return r.length=d+l,l},p=(e,t)=>({time:e.time[t],open:e.open[t],high:e.high[t],low:e.low[t],close:e.close[t],volume:e.volume[t]}),m=(e,t,n)=>{let r=0,i=t;for(;r<i;){let t=r+i>>>1;e[t]<n?r=t+1:i=t}return r},h=(e,t,n)=>{let r=m(e,t,n);return r<t&&e[r]===n?r:Math.max(0,r-1)},g=()=>({levels:[]}),_=(t,n,i,a)=>{let o=2**a,s=Math.ceil(i/o),c=t.levels[a];if(!c||c.time.length<s){let n={...r(Math.max(16,Math.ceil(s*1.5))),size:o,valid:0};if(c){for(let t of e)n[t].set(c[t].subarray(0,c.valid));n.valid=c.valid}c=n,t.levels[a]=c}if(c.valid>=s)return c;let l=a>1?_(t,n,i,a-1):n,u=a>1?Math.ceil(i/(o/2)):i,d=Math.max(0,Math.min(c.valid,s-1));for(let e=d;e<s;e++){let t=e*2,n=t+1;c.time[e]=l.time[t],c.open[e]=l.open[t],n<u?(c.high[e]=Math.max(l.high[t],l.high[n]),c.low[e]=Math.min(l.low[t],l.low[n]),c.close[e]=l.close[n],c.volume[e]=l.volume[t]+l.volume[n]):(c.high[e]=l.high[t],c.low[e]=l.low[t],c.close[e]=l.close[t],c.volume[e]=l.volume[t])}return c.valid=i%o===0?s:s-1,c};exports.appendBars=l,exports.barAt=u,exports.createPyramid=g,exports.createStore=i,exports.indexOfTime=h,exports.inputLength=n,exports.lowerBoundTime=m,exports.prependBars=f,exports.pyramidLevel=_,exports.readBar=p,exports.setBars=c,exports.updateBar=d;
+//# sourceMappingURL=store.cjs.map

package/dist/charts/engine/trading/store.cjs.map

@@ -0,0 +1 @@
+{"version":3,"file":"store.cjs","names":["KEYS","isColumns","bars","inputLength","allocate","capacity","createStore","reserve","size","store","next","key","write","i","count","at","volume","v","writeBar","bar","setBars","n","appendBars","first","updateBar","barAt","last","prependBars","time","length","previous","readBar","columns","lowerBoundTime","lo","hi","mid","value","indexOfTime","createPyramid","pyramidLevel","k","groups","level","pyramid","prev","src","prevCount","from","g","a","b"],"sources":["../../../../../charts/src/engine/trading/store.ts"],"sourcesContent":["// Bars in growable Float64Array columns, and a pyramid of aggregated\n// levels (2, 4, 8, ... bars per group) drawn when the chart is zoomed out\n// so far that a bar is narrower than a pixel: a million bars cost the\n// same to draw as a thousand.\n\nimport type { TradingBar, TradingBarColumns, TradingBarsInput } from \"./types\";\n\n/** OHLCV columns; only the first `length` entries are meaningful */\nexport interface OhlcColumns {\n  time: Float64Array;\n  open: Float64Array;\n  high: Float64Array;\n  low: Float64Array;\n  close: Float64Array;\n  volume: Float64Array;\n}\n\nexport interface BarStore extends OhlcColumns {\n  length: number;\n  /** Size of the columns */\n  capacity: number;\n  /** Some bar has a volume */\n  hasVolume: boolean;\n}\n\nconst KEYS = [\"time\", \"open\", \"high\", \"low\", \"close\", \"volume\"] as const;\n\nconst isColumns = (bars: TradingBarsInput): bars is TradingBarColumns =>\n  !Array.isArray(bars);\n\nexport const inputLength = (bars: TradingBarsInput): number =>\n  isColumns(bars)\n    ? Math.min(\n        bars.time.length,\n        bars.open.length,\n        bars.high.length,\n        bars.low.length,\n        bars.close.length,\n      )\n    : bars.length;\n\nconst allocate = (capacity: number): OhlcColumns => ({\n  time: new Float64Array(capacity),\n  open: new Float64Array(capacity),\n  high: new Float64Array(capacity),\n  low: new Float64Array(capacity),\n  close: new Float64Array(capacity),\n  volume: new Float64Array(capacity),\n});\n\nexport const createStore = (): BarStore => ({\n  ...allocate(16),\n  length: 0,\n  capacity: 16,\n  hasVolume: false,\n});\n\n/** Grows the columns to hold at least `size` bars (doubling) */\nconst reserve = (store: BarStore, size: number) => {\n  if (size <= store.capacity) return;\n  let capacity = store.capacity;\n  while (capacity < size) capacity *= 2;\n  const next = allocate(capacity);\n  for (const key of KEYS) next[key].set(store[key].subarray(0, store.length));\n  Object.assign(store, next);\n  store.capacity = capacity;\n};\n\n/** Writes `count` bars of `bars` at `at` */\nconst write = (\n  store: BarStore,\n  bars: TradingBarsInput,\n  at: number,\n  count: number,\n) => {\n  if (isColumns(bars)) {\n    for (let i = 0; i < count; i++) {\n      store.time[at + i] = bars.time[i];\n      store.open[at + i] = bars.open[i];\n      store.high[at + i] = bars.high[i];\n      store.low[at + i] = bars.low[i];\n      store.close[at + i] = bars.close[i];\n    }\n    const volume = bars.volume;\n    if (volume) {\n      for (let i = 0; i < count; i++) {\n        const v = volume[i];\n        store.volume[at + i] = Number.isFinite(v) ? v : 0;\n      }\n      store.hasVolume = true;\n    } else {\n      store.volume.fill(0, at, at + count);\n    }\n    return;\n  }\n  for (let i = 0; i < count; i++) writeBar(store, at + i, bars[i]);\n};\n\nconst writeBar = (store: BarStore, i: number, bar: TradingBar) => {\n  store.time[i] = bar.time;\n  store.open[i] = bar.open;\n  store.high[i] = bar.high;\n  store.low[i] = bar.low;\n  store.close[i] = bar.close;\n  const v = bar.volume;\n  if (v !== undefined && Number.isFinite(v)) {\n    store.volume[i] = v;\n    store.hasVolume = true;\n  } else {\n    store.volume[i] = 0;\n  }\n};\n\n/** Replaces every bar */\nexport const setBars = (store: BarStore, bars: TradingBarsInput): void => {\n  const n = inputLength(bars);\n  store.length = 0;\n  store.hasVolume = false;\n  reserve(store, n);\n  write(store, bars, 0, n);\n  store.length = n;\n};\n\n/**\n * Appends the bars newer than the last one (a bar at the time of the last\n * one replaces it). Returns the index of the first changed bar, or -1.\n */\nexport const appendBars = (store: BarStore, bars: TradingBarsInput): number => {\n  const n = inputLength(bars);\n  let first = -1;\n  for (let i = 0; i < n; i++) {\n    const at = updateBar(store, barAt(bars, i));\n    if (at >= 0 && (first < 0 || at < first)) first = at;\n  }\n  return first;\n};\n\n/** The `i`-th bar of an input */\nexport const barAt = (bars: TradingBarsInput, i: number): TradingBar => {\n  if (!isColumns(bars)) return bars[i];\n  return {\n    time: bars.time[i],\n    open: bars.open[i],\n    high: bars.high[i],\n    low: bars.low[i],\n    close: bars.close[i],\n    ...(bars.volume ? { volume: bars.volume[i] } : {}),\n  };\n};\n\n/**\n * Streams a bar: replaces the last bar at the same time, appends a newer\n * one. Returns its index; -1 (ignored) when older than the last bar.\n */\nexport const updateBar = (store: BarStore, bar: TradingBar): number => {\n  const n = store.length;\n  if (!Number.isFinite(bar.time)) return -1;\n  if (n > 0) {\n    const last = store.time[n - 1];\n    if (bar.time < last) return -1;\n    if (bar.time === last) {\n      writeBar(store, n - 1, bar);\n      return n - 1;\n    }\n  }\n  reserve(store, n + 1);\n  writeBar(store, n, bar);\n  store.length = n + 1;\n  return n;\n};\n\n/** Inserts the bars older than the first one; returns how many were added */\nexport const prependBars = (\n  store: BarStore,\n  bars: TradingBarsInput,\n): number => {\n  const n = inputLength(bars);\n  const first = store.length ? store.time[0] : Infinity;\n  // keep only the bars strictly older than the current first bar\n  let count = 0;\n  const time = isColumns(bars) ? bars.time : null;\n  while (\n    count < n &&\n    (time ? time[count] : (bars as readonly TradingBar[])[count].time) < first\n  ) {\n    count++;\n  }\n  if (!count) return 0;\n  const length = store.length;\n  const previous: OhlcColumns = {\n    time: store.time.slice(0, length),\n    open: store.open.slice(0, length),\n    high: store.high.slice(0, length),\n    low: store.low.slice(0, length),\n    close: store.close.slice(0, length),\n    volume: store.volume.slice(0, length),\n  };\n  store.length = 0;\n  reserve(store, length + count);\n  write(store, bars, 0, count);\n  for (const key of KEYS) store[key].set(previous[key], count);\n  store.length = length + count;\n  return count;\n};\n\n/** Bar at an index as an object */\nexport const readBar = (columns: OhlcColumns, i: number): TradingBar => ({\n  time: columns.time[i],\n  open: columns.open[i],\n  high: columns.high[i],\n  low: columns.low[i],\n  close: columns.close[i],\n  volume: columns.volume[i],\n});\n\n/** First index whose time is >= `time` (binary search) */\nexport const lowerBoundTime = (\n  time: Float64Array,\n  n: number,\n  value: number,\n): number => {\n  let lo = 0;\n  let hi = n;\n  while (lo < hi) {\n    const mid = (lo + hi) >>> 1;\n    if (time[mid] < value) lo = mid + 1;\n    else hi = mid;\n  }\n  return lo;\n};\n\n/**\n * Index of the bar containing `time`: the last bar opening at or before it\n * (0 before the first bar)\n */\nexport const indexOfTime = (\n  time: Float64Array,\n  n: number,\n  value: number,\n): number => {\n  const i = lowerBoundTime(time, n, value);\n  if (i < n && time[i] === value) return i;\n  return Math.max(0, i - 1);\n};\n\n// ---------------------------------------------------------------- pyramid\n\n/** Bars aggregated `size` by `size`, aligned on index 0 */\nexport interface LodLevel extends OhlcColumns {\n  size: number;\n  /** Groups up to date */\n  valid: number;\n}\n\n/** Aggregated levels, built lazily; level k groups 2^k bars */\nexport interface Pyramid {\n  levels: (LodLevel | undefined)[];\n}\n\nexport const createPyramid = (): Pyramid => ({ levels: [] });\n\n/** Marks the groups containing bars from `from` on as stale */\nexport const invalidatePyramid = (pyramid: Pyramid, from: number): void => {\n  for (const level of pyramid.levels) {\n    if (level)\n      level.valid = Math.min(level.valid, Math.floor(from / level.size));\n  }\n};\n\n/**\n * Level `k` (k >= 1) of `src` (the first `n` bars), computed from level\n * k - 1 for the stale groups only\n */\nexport const pyramidLevel = (\n  pyramid: Pyramid,\n  src: OhlcColumns,\n  n: number,\n  k: number,\n): LodLevel => {\n  const size = 2 ** k;\n  const groups = Math.ceil(n / size);\n  let level = pyramid.levels[k];\n  if (!level || level.time.length < groups) {\n    const capacity = Math.max(16, Math.ceil(groups * 1.5));\n    const next: LodLevel = { ...allocate(capacity), size, valid: 0 };\n    if (level) {\n      for (const key of KEYS)\n        next[key].set(level[key].subarray(0, level.valid));\n      next.valid = level.valid;\n    }\n    level = next;\n    pyramid.levels[k] = level;\n  }\n  if (level.valid >= groups) return level;\n  // the source of level k: level k - 1 (pairs) or the bars (k = 1)\n  const prev = k > 1 ? pyramidLevel(pyramid, src, n, k - 1) : src;\n  const prevCount = k > 1 ? Math.ceil(n / (size / 2)) : n;\n  // the last group of a level may be partial: always recompute it\n  const from = Math.max(0, Math.min(level.valid, groups - 1));\n  for (let g = from; g < groups; g++) {\n    const a = g * 2;\n    const b = a + 1;\n    level.time[g] = prev.time[a];\n    level.open[g] = prev.open[a];\n    if (b < prevCount) {\n      level.high[g] = Math.max(prev.high[a], prev.high[b]);\n      level.low[g] = Math.min(prev.low[a], prev.low[b]);\n      level.close[g] = prev.close[b];\n      level.volume[g] = prev.volume[a] + prev.volume[b];\n    } else {\n      level.high[g] = prev.high[a];\n      level.low[g] = prev.low[a];\n      level.close[g] = prev.close[a];\n      level.volume[g] = prev.volume[a];\n    }\n  }\n  // complete groups stay valid; the partial last one is redone next time\n  level.valid = n % size === 0 ? groups : groups - 1;\n  return 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package/dist/charts/engine/trading/store.d.cts

@@ -0,0 +1,62 @@
+import { TradingBar, TradingBarsInput } from './types.cjs';
+/** OHLCV columns; only the first `length` entries are meaningful */
+export interface OhlcColumns {
+    time: Float64Array;
+    open: Float64Array;
+    high: Float64Array;
+    low: Float64Array;
+    close: Float64Array;
+    volume: Float64Array;
+}
+export interface BarStore extends OhlcColumns {
+    length: number;
+    /** Size of the columns */
+    capacity: number;
+    /** Some bar has a volume */
+    hasVolume: boolean;
+}
+export declare const inputLength: (bars: TradingBarsInput) => number;
+export declare const createStore: () => BarStore;
+/** Replaces every bar */
+export declare const setBars: (store: BarStore, bars: TradingBarsInput) => void;
+/**
+ * Appends the bars newer than the last one (a bar at the time of the last
+ * one replaces it). Returns the index of the first changed bar, or -1.
+ */
+export declare const appendBars: (store: BarStore, bars: TradingBarsInput) => number;
+/** The `i`-th bar of an input */
+export declare const barAt: (bars: TradingBarsInput, i: number) => TradingBar;
+/**
+ * Streams a bar: replaces the last bar at the same time, appends a newer
+ * one. Returns its index; -1 (ignored) when older than the last bar.
+ */
+export declare const updateBar: (store: BarStore, bar: TradingBar) => number;
+/** Inserts the bars older than the first one; returns how many were added */
+export declare const prependBars: (store: BarStore, bars: TradingBarsInput) => number;
+/** Bar at an index as an object */
+export declare const readBar: (columns: OhlcColumns, i: number) => TradingBar;
+/** First index whose time is >= `time` (binary search) */
+export declare const lowerBoundTime: (time: Float64Array, n: number, value: number) => number;
+/**
+ * Index of the bar containing `time`: the last bar opening at or before it
+ * (0 before the first bar)
+ */
+export declare const indexOfTime: (time: Float64Array, n: number, value: number) => number;
+/** Bars aggregated `size` by `size`, aligned on index 0 */
+export interface LodLevel extends OhlcColumns {
+    size: number;
+    /** Groups up to date */
+    valid: number;
+}
+/** Aggregated levels, built lazily; level k groups 2^k bars */
+export interface Pyramid {
+    levels: (LodLevel | undefined)[];
+}
+export declare const createPyramid: () => Pyramid;
+/** Marks the groups containing bars from `from` on as stale */
+export declare const invalidatePyramid: (pyramid: Pyramid, from: number) => void;
+/**
+ * Level `k` (k >= 1) of `src` (the first `n` bars), computed from level
+ * k - 1 for the stale groups only
+ */
+export declare const pyramidLevel: (pyramid: Pyramid, src: OhlcColumns, n: number, k: number) => LodLevel;

package/dist/charts/engine/trading/store.d.ts

@@ -0,0 +1,62 @@
+import { TradingBar, TradingBarsInput } from './types.js';
+/** OHLCV columns; only the first `length` entries are meaningful */
+export interface OhlcColumns {
+    time: Float64Array;
+    open: Float64Array;
+    high: Float64Array;
+    low: Float64Array;
+    close: Float64Array;
+    volume: Float64Array;
+}
+export interface BarStore extends OhlcColumns {
+    length: number;
+    /** Size of the columns */
+    capacity: number;
+    /** Some bar has a volume */
+    hasVolume: boolean;
+}
+export declare const inputLength: (bars: TradingBarsInput) => number;
+export declare const createStore: () => BarStore;
+/** Replaces every bar */
+export declare const setBars: (store: BarStore, bars: TradingBarsInput) => void;
+/**
+ * Appends the bars newer than the last one (a bar at the time of the last
+ * one replaces it). Returns the index of the first changed bar, or -1.
+ */
+export declare const appendBars: (store: BarStore, bars: TradingBarsInput) => number;
+/** The `i`-th bar of an input */
+export declare const barAt: (bars: TradingBarsInput, i: number) => TradingBar;
+/**
+ * Streams a bar: replaces the last bar at the same time, appends a newer
+ * one. Returns its index; -1 (ignored) when older than the last bar.
+ */
+export declare const updateBar: (store: BarStore, bar: TradingBar) => number;
+/** Inserts the bars older than the first one; returns how many were added */
+export declare const prependBars: (store: BarStore, bars: TradingBarsInput) => number;
+/** Bar at an index as an object */
+export declare const readBar: (columns: OhlcColumns, i: number) => TradingBar;
+/** First index whose time is >= `time` (binary search) */
+export declare const lowerBoundTime: (time: Float64Array, n: number, value: number) => number;
+/**
+ * Index of the bar containing `time`: the last bar opening at or before it
+ * (0 before the first bar)
+ */
+export declare const indexOfTime: (time: Float64Array, n: number, value: number) => number;
+/** Bars aggregated `size` by `size`, aligned on index 0 */
+export interface LodLevel extends OhlcColumns {
+    size: number;
+    /** Groups up to date */
+    valid: number;
+}
+/** Aggregated levels, built lazily; level k groups 2^k bars */
+export interface Pyramid {
+    levels: (LodLevel | undefined)[];
+}
+export declare const createPyramid: () => Pyramid;
+/** Marks the groups containing bars from `from` on as stale */
+export declare const invalidatePyramid: (pyramid: Pyramid, from: number) => void;
+/**
+ * Level `k` (k >= 1) of `src` (the first `n` bars), computed from level
+ * k - 1 for the stale groups only
+ */
+export declare const pyramidLevel: (pyramid: Pyramid, src: OhlcColumns, n: number, k: number) => LodLevel;

package/dist/charts/engine/trading/store.js

@@ -0,0 +1,129 @@
+//#region src/engine/trading/store.ts
+var e = [
+	"time",
+	"open",
+	"high",
+	"low",
+	"close",
+	"volume"
+], t = (e) => !Array.isArray(e), n = (e) => t(e) ? Math.min(e.time.length, e.open.length, e.high.length, e.low.length, e.close.length) : e.length, r = (e) => ({
+	time: new Float64Array(e),
+	open: new Float64Array(e),
+	high: new Float64Array(e),
+	low: new Float64Array(e),
+	close: new Float64Array(e),
+	volume: new Float64Array(e)
+}), i = () => ({
+	...r(16),
+	length: 0,
+	capacity: 16,
+	hasVolume: !1
+}), a = (t, n) => {
+	if (n <= t.capacity) return;
+	let i = t.capacity;
+	for (; i < n;) i *= 2;
+	let a = r(i);
+	for (let n of e) a[n].set(t[n].subarray(0, t.length));
+	Object.assign(t, a), t.capacity = i;
+}, o = (e, n, r, i) => {
+	if (t(n)) {
+		for (let t = 0; t < i; t++) e.time[r + t] = n.time[t], e.open[r + t] = n.open[t], e.high[r + t] = n.high[t], e.low[r + t] = n.low[t], e.close[r + t] = n.close[t];
+		let t = n.volume;
+		if (t) {
+			for (let n = 0; n < i; n++) {
+				let i = t[n];
+				e.volume[r + n] = Number.isFinite(i) ? i : 0;
+			}
+			e.hasVolume = !0;
+		} else e.volume.fill(0, r, r + i);
+		return;
+	}
+	for (let t = 0; t < i; t++) s(e, r + t, n[t]);
+}, s = (e, t, n) => {
+	e.time[t] = n.time, e.open[t] = n.open, e.high[t] = n.high, e.low[t] = n.low, e.close[t] = n.close;
+	let r = n.volume;
+	r !== void 0 && Number.isFinite(r) ? (e.volume[t] = r, e.hasVolume = !0) : e.volume[t] = 0;
+}, c = (e, t) => {
+	let r = n(t);
+	e.length = 0, e.hasVolume = !1, a(e, r), o(e, t, 0, r), e.length = r;
+}, l = (e, t) => {
+	let r = n(t), i = -1;
+	for (let n = 0; n < r; n++) {
+		let r = d(e, u(t, n));
+		r >= 0 && (i < 0 || r < i) && (i = r);
+	}
+	return i;
+}, u = (e, n) => t(e) ? {
+	time: e.time[n],
+	open: e.open[n],
+	high: e.high[n],
+	low: e.low[n],
+	close: e.close[n],
+	...e.volume ? { volume: e.volume[n] } : {}
+} : e[n], d = (e, t) => {
+	let n = e.length;
+	if (!Number.isFinite(t.time)) return -1;
+	if (n > 0) {
+		let r = e.time[n - 1];
+		if (t.time < r) return -1;
+		if (t.time === r) return s(e, n - 1, t), n - 1;
+	}
+	return a(e, n + 1), s(e, n, t), e.length = n + 1, n;
+}, f = (r, i) => {
+	let s = n(i), c = r.length ? r.time[0] : Infinity, l = 0, u = t(i) ? i.time : null;
+	for (; l < s && (u ? u[l] : i[l].time) < c;) l++;
+	if (!l) return 0;
+	let d = r.length, f = {
+		time: r.time.slice(0, d),
+		open: r.open.slice(0, d),
+		high: r.high.slice(0, d),
+		low: r.low.slice(0, d),
+		close: r.close.slice(0, d),
+		volume: r.volume.slice(0, d)
+	};
+	r.length = 0, a(r, d + l), o(r, i, 0, l);
+	for (let t of e) r[t].set(f[t], l);
+	return r.length = d + l, l;
+}, p = (e, t) => ({
+	time: e.time[t],
+	open: e.open[t],
+	high: e.high[t],
+	low: e.low[t],
+	close: e.close[t],
+	volume: e.volume[t]
+}), m = (e, t, n) => {
+	let r = 0, i = t;
+	for (; r < i;) {
+		let t = r + i >>> 1;
+		e[t] < n ? r = t + 1 : i = t;
+	}
+	return r;
+}, h = (e, t, n) => {
+	let r = m(e, t, n);
+	return r < t && e[r] === n ? r : Math.max(0, r - 1);
+}, g = () => ({ levels: [] }), _ = (t, n, i, a) => {
+	let o = 2 ** a, s = Math.ceil(i / o), c = t.levels[a];
+	if (!c || c.time.length < s) {
+		let n = {
+			...r(Math.max(16, Math.ceil(s * 1.5))),
+			size: o,
+			valid: 0
+		};
+		if (c) {
+			for (let t of e) n[t].set(c[t].subarray(0, c.valid));
+			n.valid = c.valid;
+		}
+		c = n, t.levels[a] = c;
+	}
+	if (c.valid >= s) return c;
+	let l = a > 1 ? _(t, n, i, a - 1) : n, u = a > 1 ? Math.ceil(i / (o / 2)) : i, d = Math.max(0, Math.min(c.valid, s - 1));
+	for (let e = d; e < s; e++) {
+		let t = e * 2, n = t + 1;
+		c.time[e] = l.time[t], c.open[e] = l.open[t], n < u ? (c.high[e] = Math.max(l.high[t], l.high[n]), c.low[e] = Math.min(l.low[t], l.low[n]), c.close[e] = l.close[n], c.volume[e] = l.volume[t] + l.volume[n]) : (c.high[e] = l.high[t], c.low[e] = l.low[t], c.close[e] = l.close[t], c.volume[e] = l.volume[t]);
+	}
+	return c.valid = i % o === 0 ? s : s - 1, c;
+};
+//#endregion
+export { l as appendBars, u as barAt, g as createPyramid, i as createStore, h as indexOfTime, n as inputLength, m as lowerBoundTime, f as prependBars, _ as pyramidLevel, p as readBar, c as setBars, d as updateBar };
+
+//# sourceMappingURL=store.js.map

package/dist/charts/engine/trading/store.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"store.js","names":["KEYS","isColumns","bars","inputLength","allocate","capacity","createStore","reserve","size","store","next","key","write","i","count","at","volume","v","writeBar","bar","setBars","n","appendBars","first","updateBar","barAt","last","prependBars","time","length","previous","readBar","columns","lowerBoundTime","lo","hi","mid","value","indexOfTime","createPyramid","pyramidLevel","k","groups","level","pyramid","prev","src","prevCount","from","g","a","b"],"sources":["../../../../../charts/src/engine/trading/store.ts"],"sourcesContent":["// Bars in growable Float64Array columns, and a pyramid of aggregated\n// levels (2, 4, 8, ... bars per group) drawn when the chart is zoomed out\n// so far that a bar is narrower than a pixel: a million bars cost the\n// same to draw as a thousand.\n\nimport type { TradingBar, TradingBarColumns, TradingBarsInput } from \"./types\";\n\n/** OHLCV columns; only the first `length` entries are meaningful */\nexport interface OhlcColumns {\n  time: Float64Array;\n  open: Float64Array;\n  high: Float64Array;\n  low: Float64Array;\n  close: Float64Array;\n  volume: Float64Array;\n}\n\nexport interface BarStore extends OhlcColumns {\n  length: number;\n  /** Size of the columns */\n  capacity: number;\n  /** Some bar has a volume */\n  hasVolume: boolean;\n}\n\nconst KEYS = [\"time\", \"open\", \"high\", \"low\", \"close\", \"volume\"] as const;\n\nconst isColumns = (bars: TradingBarsInput): bars is TradingBarColumns =>\n  !Array.isArray(bars);\n\nexport const inputLength = (bars: TradingBarsInput): number =>\n  isColumns(bars)\n    ? Math.min(\n        bars.time.length,\n        bars.open.length,\n        bars.high.length,\n        bars.low.length,\n        bars.close.length,\n      )\n    : bars.length;\n\nconst allocate = (capacity: number): OhlcColumns => ({\n  time: new Float64Array(capacity),\n  open: new Float64Array(capacity),\n  high: new Float64Array(capacity),\n  low: new Float64Array(capacity),\n  close: new Float64Array(capacity),\n  volume: new Float64Array(capacity),\n});\n\nexport const createStore = (): BarStore => ({\n  ...allocate(16),\n  length: 0,\n  capacity: 16,\n  hasVolume: false,\n});\n\n/** Grows the columns to hold at least `size` bars (doubling) */\nconst reserve = (store: BarStore, size: number) => {\n  if (size <= store.capacity) return;\n  let capacity = store.capacity;\n  while (capacity < size) capacity *= 2;\n  const next = allocate(capacity);\n  for (const key of KEYS) next[key].set(store[key].subarray(0, store.length));\n  Object.assign(store, next);\n  store.capacity = capacity;\n};\n\n/** Writes `count` bars of `bars` at `at` */\nconst write = (\n  store: BarStore,\n  bars: TradingBarsInput,\n  at: number,\n  count: number,\n) => {\n  if (isColumns(bars)) {\n    for (let i = 0; i < count; i++) {\n      store.time[at + i] = bars.time[i];\n      store.open[at + i] = bars.open[i];\n      store.high[at + i] = bars.high[i];\n      store.low[at + i] = bars.low[i];\n      store.close[at + i] = bars.close[i];\n    }\n    const volume = bars.volume;\n    if (volume) {\n      for (let i = 0; i < count; i++) {\n        const v = volume[i];\n        store.volume[at + i] = Number.isFinite(v) ? v : 0;\n      }\n      store.hasVolume = true;\n    } else {\n      store.volume.fill(0, at, at + count);\n    }\n    return;\n  }\n  for (let i = 0; i < count; i++) writeBar(store, at + i, bars[i]);\n};\n\nconst writeBar = (store: BarStore, i: number, bar: TradingBar) => {\n  store.time[i] = bar.time;\n  store.open[i] = bar.open;\n  store.high[i] = bar.high;\n  store.low[i] = bar.low;\n  store.close[i] = bar.close;\n  const v = bar.volume;\n  if (v !== undefined && Number.isFinite(v)) {\n    store.volume[i] = v;\n    store.hasVolume = true;\n  } else {\n    store.volume[i] = 0;\n  }\n};\n\n/** Replaces every bar */\nexport const setBars = (store: BarStore, bars: TradingBarsInput): void => {\n  const n = inputLength(bars);\n  store.length = 0;\n  store.hasVolume = false;\n  reserve(store, n);\n  write(store, bars, 0, n);\n  store.length = n;\n};\n\n/**\n * Appends the bars newer than the last one (a bar at the time of the last\n * one replaces it). Returns the index of the first changed bar, or -1.\n */\nexport const appendBars = (store: BarStore, bars: TradingBarsInput): number => {\n  const n = inputLength(bars);\n  let first = -1;\n  for (let i = 0; i < n; i++) {\n    const at = updateBar(store, barAt(bars, i));\n    if (at >= 0 && (first < 0 || at < first)) first = at;\n  }\n  return first;\n};\n\n/** The `i`-th bar of an input */\nexport const barAt = (bars: TradingBarsInput, i: number): TradingBar => {\n  if (!isColumns(bars)) return bars[i];\n  return {\n    time: bars.time[i],\n    open: bars.open[i],\n    high: bars.high[i],\n    low: bars.low[i],\n    close: bars.close[i],\n    ...(bars.volume ? { volume: bars.volume[i] } : {}),\n  };\n};\n\n/**\n * Streams a bar: replaces the last bar at the same time, appends a newer\n * one. Returns its index; -1 (ignored) when older than the last bar.\n */\nexport const updateBar = (store: BarStore, bar: TradingBar): number => {\n  const n = store.length;\n  if (!Number.isFinite(bar.time)) return -1;\n  if (n > 0) {\n    const last = store.time[n - 1];\n    if (bar.time < last) return -1;\n    if (bar.time === last) {\n      writeBar(store, n - 1, bar);\n      return n - 1;\n    }\n  }\n  reserve(store, n + 1);\n  writeBar(store, n, bar);\n  store.length = n + 1;\n  return n;\n};\n\n/** Inserts the bars older than the first one; returns how many were added */\nexport const prependBars = (\n  store: BarStore,\n  bars: TradingBarsInput,\n): number => {\n  const n = inputLength(bars);\n  const first = store.length ? store.time[0] : Infinity;\n  // keep only the bars strictly older than the current first bar\n  let count = 0;\n  const time = isColumns(bars) ? bars.time : null;\n  while (\n    count < n &&\n    (time ? time[count] : (bars as readonly TradingBar[])[count].time) < first\n  ) {\n    count++;\n  }\n  if (!count) return 0;\n  const length = store.length;\n  const previous: OhlcColumns = {\n    time: store.time.slice(0, length),\n    open: store.open.slice(0, length),\n    high: store.high.slice(0, length),\n    low: store.low.slice(0, length),\n    close: store.close.slice(0, length),\n    volume: store.volume.slice(0, length),\n  };\n  store.length = 0;\n  reserve(store, length + count);\n  write(store, bars, 0, count);\n  for (const key of KEYS) store[key].set(previous[key], count);\n  store.length = length + count;\n  return count;\n};\n\n/** Bar at an index as an object */\nexport const readBar = (columns: OhlcColumns, i: number): TradingBar => ({\n  time: columns.time[i],\n  open: columns.open[i],\n  high: columns.high[i],\n  low: columns.low[i],\n  close: columns.close[i],\n  volume: columns.volume[i],\n});\n\n/** First index whose time is >= `time` (binary search) */\nexport const lowerBoundTime = (\n  time: Float64Array,\n  n: number,\n  value: number,\n): number => {\n  let lo = 0;\n  let hi = n;\n  while (lo < hi) {\n    const mid = (lo + hi) >>> 1;\n    if (time[mid] < value) lo = mid + 1;\n    else hi = mid;\n  }\n  return lo;\n};\n\n/**\n * Index of the bar containing `time`: the last bar opening at or before it\n * (0 before the first bar)\n */\nexport const indexOfTime = (\n  time: Float64Array,\n  n: number,\n  value: number,\n): number => {\n  const i = lowerBoundTime(time, n, value);\n  if (i < n && time[i] === value) return i;\n  return Math.max(0, i - 1);\n};\n\n// ---------------------------------------------------------------- pyramid\n\n/** Bars aggregated `size` by `size`, aligned on index 0 */\nexport interface LodLevel extends OhlcColumns {\n  size: number;\n  /** Groups up to date */\n  valid: number;\n}\n\n/** Aggregated levels, built lazily; level k groups 2^k bars */\nexport interface Pyramid {\n  levels: (LodLevel | undefined)[];\n}\n\nexport const createPyramid = (): Pyramid => ({ levels: [] });\n\n/** Marks the groups containing bars from `from` on as stale */\nexport const invalidatePyramid = (pyramid: Pyramid, from: number): void => {\n  for (const level of pyramid.levels) {\n    if (level)\n      level.valid = Math.min(level.valid, Math.floor(from / level.size));\n  }\n};\n\n/**\n * Level `k` (k >= 1) of `src` (the first `n` bars), computed from level\n * k - 1 for the stale groups only\n */\nexport const pyramidLevel = (\n  pyramid: Pyramid,\n  src: OhlcColumns,\n  n: number,\n  k: number,\n): LodLevel => {\n  const size = 2 ** k;\n  const groups = Math.ceil(n / size);\n  let level = pyramid.levels[k];\n  if (!level || level.time.length < groups) {\n    const capacity = Math.max(16, Math.ceil(groups * 1.5));\n    const next: LodLevel = { ...allocate(capacity), size, valid: 0 };\n    if (level) {\n      for (const key of KEYS)\n        next[key].set(level[key].subarray(0, level.valid));\n      next.valid = level.valid;\n    }\n    level = next;\n    pyramid.levels[k] = level;\n  }\n  if (level.valid >= groups) return level;\n  // the source of level k: level k - 1 (pairs) or the bars (k = 1)\n  const prev = k > 1 ? pyramidLevel(pyramid, src, n, k - 1) : src;\n  const prevCount = k > 1 ? Math.ceil(n / (size / 2)) : n;\n  // the last group of a level may be partial: always recompute it\n  const from = Math.max(0, Math.min(level.valid, groups - 1));\n  for (let g = from; g < groups; g++) {\n    const a = g * 2;\n    const b = a + 1;\n    level.time[g] = prev.time[a];\n    level.open[g] = prev.open[a];\n    if (b < prevCount) {\n      level.high[g] = Math.max(prev.high[a], prev.high[b]);\n      level.low[g] = Math.min(prev.low[a], prev.low[b]);\n      level.close[g] = prev.close[b];\n      level.volume[g] = prev.volume[a] + prev.volume[b];\n    } else {\n      level.high[g] = prev.high[a];\n      level.low[g] = prev.low[a];\n      level.close[g] = prev.close[a];\n      level.volume[g] = prev.volume[a];\n    }\n  }\n  // complete groups stay valid; the partial last one is redone next time\n  level.valid = n % size === 0 ? groups : groups - 1;\n  return 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package/dist/charts/engine/trading/studies.cjs

@@ -0,0 +1,2 @@
+const e=require("./indicators.cjs");var t=[`#f59e0b`,`#a855f7`,`#0ea5e9`,`#ec4899`,`#14b8a6`,`#6366f1`,`#84cc16`],n=`#a855f7`,r=`#0ea5e9`,i=`#f59e0b`,a=e=>{switch(e.type){case`ma`:case`ema`:case`wma`:return`${e.type}:${e.period}${e.source&&e.source!==`close`?`:${e.source}`:``}`;case`boll`:return`boll:${e.period??20}:${e.multiplier??2}`;case`vwap`:return`vwap:${e.reset??`day`}`;case`volume`:return`volume`;case`macd`:return`macd:${e.fast??12}:${e.slow??26}:${e.signal??9}`;case`rsi`:return`rsi:${e.period??14}`;case`kdj`:return`kdj:${e.period??9}:${e.kPeriod??3}:${e.dPeriod??3}`;default:return`atr:${e.period??14}`}},o=(e,t,n,r)=>{let{open:i,high:a,low:o,close:s}=e;for(let c=r;c<e.length;c++)switch(t){case`open`:n[c]=i[c];break;case`high`:n[c]=a[c];break;case`low`:n[c]=o[c];break;case`hl2`:n[c]=(a[c]+o[c])/2;break;case`hlc3`:n[c]=(a[c]+o[c]+s[c])/3;break;case`ohlc4`:n[c]=(i[c]+a[c]+o[c]+s[c])/4;break;default:n[c]=s[c]}},s=()=>{let e=new Map;return(t,n)=>{let r=e.get(t);if(r&&r.length>=n)return r;let i=new Float64Array(n).fill(NaN);return r&&i.set(r),e.set(t,i),i}},c=(e,t,n=`line`,r=1.5)=>({label:e,values:new Float64Array,color:t,kind:n,width:r}),l=(a,l,u,d)=>{let f=s(),p=`height`in a&&a.height?a.height:110,m={id:l,type:a.type,config:a,height:p,compact:!1},h=(e,t,n)=>{e.outputs.forEach((e,r)=>{e.values=f(n[r]??`out${r}`,t.capacity)})};switch(a.type){case`ma`:case`ema`:case`wma`:{let n=Math.max(1,Math.floor(a.period)||1),r=a.source??`close`,i=`${a.type.toUpperCase()}${n}`,s=a.type===`ma`?e.smaInto:a.type===`ema`?e.emaInto:e.wmaInto,l={...m,overlay:!0,title:i,outputs:[c(i,a.color??t[u%t.length],`line`,a.lineWidth??1.5)],compute(e,t){h(l,e,[`value`]);let i=e.close;r!==`close`&&(i=f(`src`,e.capacity),o(e,r,i,t)),s(i,e.length,n,l.outputs[0].values,t)}};return l}case`boll`:{let t=a.period??20,n=a.multiplier??2,[o,s,l]=a.colors??[i,r,r],u={...m,overlay:!0,title:`BOLL ${t} ${n}`,outputs:[c(`MID`,o??i,`line`,1.25),c(`UB`,s??r,`line`,1.25),c(`LB`,l??s??r,`line`,1.25)],...a.fill===!1?{}:{fill:[1,2]},compute(r,i){h(u,r,[`mid`,`up`,`low`]);let a=f(`dev`,r.capacity),[o,s,c]=u.outputs.map(e=>e.values);e.smaInto(r.close,r.length,t,o,i),e.stdevInto(r.close,r.length,t,a,i);for(let e=i;e<r.length;e++)s[e]=o[e]+n*a[e],c[e]=o[e]-n*a[e]}};return u}case`vwap`:{let t=a.reset??`day`,n={...m,overlay:!0,title:`VWAP`,outputs:[c(`VWAP`,a.color??`#ec4899`,`line`,1.5)],compute(r,i){h(n,r,[`value`]),e.vwapInto(r.high,r.low,r.close,r.volume,r.time,r.length,t,d,n.outputs[0].values,f(`pv`,r.capacity),f(`vol`,r.capacity),i)}};return n}case`volume`:{let t=a.maPeriod,n=[c(`VOL`,``,`volume`)];t&&n.push(c(`MA${t}`,r,`line`,1.25));let i={...m,overlay:!!a.overlay,compact:!0,title:`VOL`,outputs:n,compute(n,r){h(i,n,[`vol`,`ma`]);let a=i.outputs[0].values;a.set(n.volume.subarray(r,n.length),r),t&&e.smaInto(a,n.length,t,i.outputs[1].values,r)}};return i}case`macd`:{let t=a.fast??12,n=a.slow??26,o=a.signal??9,[s,l]=a.colors??[r,i],u={...m,overlay:!1,title:`MACD ${t} ${n} ${o}`,bands:[0],outputs:[c(`MACD`,``,`histogram`),c(`DIF`,s??r,`line`,1.25),c(`DEA`,l??i,`line`,1.25)],compute(r,i){h(u,r,[`hist`,`dif`,`dea`]);let a=r.length,s=f(`fast`,r.capacity),c=f(`slow`,r.capacity),[l,d,p]=u.outputs.map(e=>e.values);e.emaInto(r.close,a,t,s,i),e.emaInto(r.close,a,n,c,i);for(let e=i;e<a;e++)d[e]=s[e]-c[e];e.emaInto(d,a,o,p,i);for(let e=i;e<a;e++)l[e]=d[e]-p[e]}};return u}case`rsi`:{let t=a.period??14,r={...m,overlay:!1,title:`RSI ${t}`,range:[0,100],bands:[a.oversold??30,a.overbought??70],outputs:[c(`RSI${t}`,a.color??n,`line`,1.5)],compute(n,i){h(r,n,[`value`]),e.rsiInto(n.close,n.length,t,r.outputs[0].values,f(`gain`,n.capacity),f(`loss`,n.capacity),i)}};return r}case`kdj`:{let t=a.period??9,o=a.kPeriod??3,s=a.dPeriod??3,[l,u,d]=a.colors??[i,r,n],f={...m,overlay:!1,title:`KDJ ${t} ${o} ${s}`,bands:[20,80],outputs:[c(`K`,l??i,`line`,1.25),c(`D`,u??r,`line`,1.25),c(`J`,d??n,`line`,1.25)],compute(n,r){h(f,n,[`k`,`d`,`j`]);let[i,a,c]=f.outputs.map(e=>e.values);e.kdjInto(n.high,n.low,n.close,n.length,t,o,s,i,a,c,r)}};return f}default:{let t=a.period??14,n={...m,overlay:!1,title:`ATR ${t}`,outputs:[c(`ATR${t}`,a.color??r,`line`,1.5)],compute(r,i){h(n,r,[`value`]);let a=f(`tr`,r.capacity);e.trueRangeInto(r.high,r.low,r.close,r.length,a,i),e.rmaInto(a,r.length,t,n.outputs[0].values,i)}};return n}}},u=(e,t,n)=>{let r=new Set,i=new Set,o=0;return{studies:e.map(e=>{let s=e.id??a(e);for(let t=2;r.has(s);t++)s=`${e.id??a(e)}#${t}`;r.add(s);let c=e.type===`ma`||e.type===`ema`||e.type===`wma`?o++:0,u=t.find(e=>e.id===s);return u&&d(u.config,e)?(u.config=e,i.add(u),u):l(e,s,c,n)}),reused:i}},d=(e,t)=>{if(e===t)return!0;let n=new Set([...Object.keys(e),...Object.keys(t)]);n.delete(`visible`);for(let r of n){let n=e[r],i=t[r];if(n!==i&&!(Array.isArray(n)&&Array.isArray(i)&&n.join()===i.join()))return!1}return!0};exports.LINE_COLORS=t,exports.buildStudies=u,exports.createStudy=l,exports.indicatorKey=a;
+//# sourceMappingURL=studies.cjs.map

package/dist/charts/engine/trading/studies.cjs.map

@@ -0,0 +1 @@
+{"version":3,"file":"studies.cjs","names":["smaInto","emaInto","wmaInto","require_indicators","LINE_COLORS","VIOLET","INFO","WARNING","indicatorKey","indicator","sourceInto","store","i","from","source","open","high","low","close","columnPool","columns","current","name","capacity","next","output","createStudy","column","paneHeight","config","base","bind","study","names","period","label","kernel","colorIndex","src","k","mid","up","dev","m","u","l","o","reset","utcOffset","maPeriod","outputs","v","fast","slow","signal","lineColor","signalColor","n","f","s","hist","dif","dea","kp","dp","kc","dc","jc","d","j","tr","buildStudies","used","reused","averages","indicators","id","old","previous","sameConfig","a","b","keys","key","va","vb"],"sources":["../../../../../charts/src/engine/trading/studies.ts"],"sourcesContent":["// Indicators of a chart: built from the declarative options, computed into\n// columns as large as the bar store, and recomputed from the first changed\n// bar only (a tick recomputes one value per output).\n\nimport {\n  emaInto,\n  kdjInto,\n  rmaInto,\n  rsiInto,\n  smaInto,\n  stdevInto,\n  trueRangeInto,\n  vwapInto,\n  wmaInto,\n} from \"./indicators\";\nimport type { BarStore } from \"./store\";\nimport type { TradingIndicator, TradingPriceSource } from \"./types\";\n\n/** How an output is drawn */\nexport type StudyOutputKind = \"line\" | \"histogram\" | \"volume\";\n\nexport interface StudyOutput {\n  /** Legend label (`\"MA7\"`, `\"DIF\"`) */\n  label: string;\n  values: Float64Array;\n  /** CSS color (may be a `var()`) */\n  color: string;\n  kind: StudyOutputKind;\n  width: number;\n}\n\nexport interface Study {\n  id: string;\n  type: TradingIndicator[\"type\"];\n  config: TradingIndicator;\n  /** Drawn over the price (else in its own pane) */\n  overlay: boolean;\n  /** Legend title (`\"MACD 12 26 9\"`) */\n  title: string;\n  outputs: StudyOutput[];\n  /** Fixed value range of the pane (RSI) */\n  range?: readonly [number, number];\n  /** Horizontal reference lines (RSI 30 / 70, KDJ 20 / 80, MACD 0) */\n  bands?: readonly number[];\n  /** Output indices filled between (Bollinger bands) */\n  fill?: readonly [number, number];\n  /** Default height of its pane */\n  height: number;\n  /** Values formatted as volumes (compact) rather than prices */\n  compact: boolean;\n  /** Recomputes the outputs from bar `from` on */\n  compute(store: BarStore, from: number): void;\n}\n\n/** Default line colors: vivid hues readable on light and dark backgrounds */\nexport const LINE_COLORS = [\n  \"#f59e0b\",\n  \"#a855f7\",\n  \"#0ea5e9\",\n  \"#ec4899\",\n  \"#14b8a6\",\n  \"#6366f1\",\n  \"#84cc16\",\n];\n\nconst VIOLET = \"#a855f7\";\nconst INFO = \"#0ea5e9\";\nconst WARNING = \"#f59e0b\";\n\n/** Default id of an indicator: its type and parameters */\nexport const indicatorKey = (indicator: TradingIndicator): string => {\n  switch (indicator.type) {\n    case \"ma\":\n    case \"ema\":\n    case \"wma\":\n      return `${indicator.type}:${indicator.period}${\n        indicator.source && indicator.source !== \"close\"\n          ? `:${indicator.source}`\n          : \"\"\n      }`;\n    case \"boll\":\n      return `boll:${indicator.period ?? 20}:${indicator.multiplier ?? 2}`;\n    case \"vwap\":\n      return `vwap:${indicator.reset ?? \"day\"}`;\n    case \"volume\":\n      return \"volume\";\n    case \"macd\":\n      return `macd:${indicator.fast ?? 12}:${indicator.slow ?? 26}:${indicator.signal ?? 9}`;\n    case \"rsi\":\n      return `rsi:${indicator.period ?? 14}`;\n    case \"kdj\":\n      return `kdj:${indicator.period ?? 9}:${indicator.kPeriod ?? 3}:${indicator.dPeriod ?? 3}`;\n    default:\n      return `atr:${indicator.period ?? 14}`;\n  }\n};\n\n/** Writes the price `source` of bars `from..n` into `out` */\nconst sourceInto = (\n  store: BarStore,\n  source: TradingPriceSource,\n  out: Float64Array,\n  from: number,\n) => {\n  const { open, high, low, close } = store;\n  for (let i = from; i < store.length; i++) {\n    switch (source) {\n      case \"open\":\n        out[i] = open[i];\n        break;\n      case \"high\":\n        out[i] = high[i];\n        break;\n      case \"low\":\n        out[i] = low[i];\n        break;\n      case \"hl2\":\n        out[i] = (high[i] + low[i]) / 2;\n        break;\n      case \"hlc3\":\n        out[i] = (high[i] + low[i] + close[i]) / 3;\n        break;\n      case \"ohlc4\":\n        out[i] = (open[i] + high[i] + low[i] + close[i]) / 4;\n        break;\n      default:\n        out[i] = close[i];\n    }\n  }\n};\n\n/**\n * Column set that grows with the store: `get(name)` returns a column of at\n * least `capacity` values, keeping the computed ones\n */\nconst columnPool = () => {\n  const columns = new Map<string, Float64Array>();\n  return (name: string, capacity: number): Float64Array => {\n    const current = columns.get(name);\n    if (current && current.length >= capacity) return current;\n    const next = new Float64Array(capacity).fill(NaN);\n    if (current) next.set(current);\n    columns.set(name, next);\n    return next;\n  };\n};\n\nconst output = (\n  label: string,\n  color: string,\n  kind: StudyOutputKind = \"line\",\n  width = 1.5,\n): StudyOutput => ({\n  label,\n  values: new Float64Array(0),\n  color,\n  kind,\n  width,\n});\n\n/**\n * Builds the runtime of an indicator. `colorIndex` picks the default color\n * of moving averages (one per average).\n */\nexport const createStudy = (\n  config: TradingIndicator,\n  id: string,\n  colorIndex: number,\n  utcOffset: number,\n): Study => {\n  const column = columnPool();\n  const paneHeight = \"height\" in config && config.height ? config.height : 110;\n  const base = {\n    id,\n    type: config.type,\n    config,\n    height: paneHeight,\n    compact: false,\n  };\n  /** Attaches the output columns (grown with the store) before computing */\n  const bind = (study: Study, store: BarStore, names: string[]) => {\n    study.outputs.forEach((o, i) => {\n      o.values = column(names[i] ?? `out${i}`, store.capacity);\n    });\n  };\n\n  switch (config.type) {\n    case \"ma\":\n    case \"ema\":\n    case \"wma\": {\n      const period = Math.max(1, Math.floor(config.period) || 1);\n      const source = config.source ?? \"close\";\n      const label = `${config.type.toUpperCase()}${period}`;\n      const kernel =\n        config.type === \"ma\"\n          ? smaInto\n          : config.type === \"ema\"\n            ? emaInto\n            : wmaInto;\n      const study: Study = {\n        ...base,\n        overlay: true,\n        title: label,\n        outputs: [\n          output(\n            label,\n            config.color ?? LINE_COLORS[colorIndex % LINE_COLORS.length],\n            \"line\",\n            config.lineWidth ?? 1.5,\n          ),\n        ],\n        compute(store, from) {\n          bind(study, store, [\"value\"]);\n          let src: Float64Array = store.close;\n          if (source !== \"close\") {\n            src = column(\"src\", store.capacity);\n            sourceInto(store, source, src, from);\n          }\n          kernel(src, store.length, period, study.outputs[0].values, from);\n        },\n      };\n      return study;\n    }\n    case \"boll\": {\n      const period = config.period ?? 20;\n      const k = config.multiplier ?? 2;\n      const [mid, up, low] = config.colors ?? [WARNING, INFO, INFO];\n      const study: Study = {\n        ...base,\n        overlay: true,\n        title: `BOLL ${period} ${k}`,\n        outputs: [\n          output(\"MID\", mid ?? WARNING, \"line\", 1.25),\n          output(\"UB\", up ?? INFO, \"line\", 1.25),\n          output(\"LB\", low ?? up ?? INFO, \"line\", 1.25),\n        ],\n        ...(config.fill === false ? {} : { fill: [1, 2] as const }),\n        compute(store, from) {\n          bind(study, store, [\"mid\", \"up\", \"low\"]);\n          const dev = column(\"dev\", store.capacity);\n          const [m, u, l] = study.outputs.map((o) => o.values);\n          smaInto(store.close, store.length, period, m, from);\n          stdevInto(store.close, store.length, period, dev, from);\n          for (let i = from; i < store.length; i++) {\n            u[i] = m[i] + k * dev[i];\n            l[i] = m[i] - k * dev[i];\n          }\n        },\n      };\n      return study;\n    }\n    case \"vwap\": {\n      const reset = config.reset ?? \"day\";\n      const study: Study = {\n        ...base,\n        overlay: true,\n        title: \"VWAP\",\n        outputs: [output(\"VWAP\", config.color ?? \"#ec4899\", \"line\", 1.5)],\n        compute(store, from) {\n          bind(study, store, [\"value\"]);\n          vwapInto(\n            store.high,\n            store.low,\n            store.close,\n            store.volume,\n            store.time,\n            store.length,\n            reset,\n            utcOffset,\n            study.outputs[0].values,\n            column(\"pv\", store.capacity),\n            column(\"vol\", store.capacity),\n            from,\n          );\n        },\n      };\n      return study;\n    }\n    case \"volume\": {\n      const maPeriod = config.maPeriod;\n      const outputs = [output(\"VOL\", \"\", \"volume\")];\n      if (maPeriod) outputs.push(output(`MA${maPeriod}`, INFO, \"line\", 1.25));\n      const study: Study = {\n        ...base,\n        overlay: !!config.overlay,\n        compact: true,\n        title: \"VOL\",\n        outputs,\n        compute(store, from) {\n          bind(study, store, [\"vol\", \"ma\"]);\n          const v = study.outputs[0].values;\n          v.set(store.volume.subarray(from, store.length), from);\n          if (maPeriod)\n            smaInto(v, store.length, maPeriod, study.outputs[1].values, from);\n        },\n      };\n      return study;\n    }\n    case \"macd\": {\n      const fast = config.fast ?? 12;\n      const slow = config.slow ?? 26;\n      const signal = config.signal ?? 9;\n      const [lineColor, signalColor] = config.colors ?? [INFO, WARNING];\n      const study: Study = {\n        ...base,\n        overlay: false,\n        title: `MACD ${fast} ${slow} ${signal}`,\n        bands: [0],\n        outputs: [\n          output(\"MACD\", \"\", \"histogram\"),\n          output(\"DIF\", lineColor ?? INFO, \"line\", 1.25),\n          output(\"DEA\", signalColor ?? WARNING, \"line\", 1.25),\n        ],\n        compute(store, from) {\n          bind(study, store, [\"hist\", \"dif\", \"dea\"]);\n          const n = store.length;\n          const f = column(\"fast\", store.capacity);\n          const s = column(\"slow\", store.capacity);\n          const [hist, dif, dea] = study.outputs.map((o) => o.values);\n          emaInto(store.close, n, fast, f, from);\n          emaInto(store.close, n, slow, s, from);\n          for (let i = from; i < n; i++) dif[i] = f[i] - s[i];\n          emaInto(dif, n, signal, dea, from);\n          for (let i = from; i < n; i++) hist[i] = dif[i] - dea[i];\n        },\n      };\n      return study;\n    }\n    case \"rsi\": {\n      const period = config.period ?? 14;\n      const study: Study = {\n        ...base,\n        overlay: false,\n        title: `RSI ${period}`,\n        range: [0, 100],\n        bands: [config.oversold ?? 30, config.overbought ?? 70],\n        outputs: [output(`RSI${period}`, config.color ?? VIOLET, \"line\", 1.5)],\n        compute(store, from) {\n          bind(study, store, [\"value\"]);\n          rsiInto(\n            store.close,\n            store.length,\n            period,\n            study.outputs[0].values,\n            column(\"gain\", store.capacity),\n            column(\"loss\", store.capacity),\n            from,\n          );\n        },\n      };\n      return study;\n    }\n    case \"kdj\": {\n      const period = config.period ?? 9;\n      const kp = config.kPeriod ?? 3;\n      const dp = config.dPeriod ?? 3;\n      const [kc, dc, jc] = config.colors ?? [WARNING, INFO, VIOLET];\n      const study: Study = {\n        ...base,\n        overlay: false,\n        title: `KDJ ${period} ${kp} ${dp}`,\n        bands: [20, 80],\n        outputs: [\n          output(\"K\", kc ?? WARNING, \"line\", 1.25),\n          output(\"D\", dc ?? INFO, \"line\", 1.25),\n          output(\"J\", jc ?? VIOLET, \"line\", 1.25),\n        ],\n        compute(store, from) {\n          bind(study, store, [\"k\", \"d\", \"j\"]);\n          const [k, d, j] = study.outputs.map((o) => o.values);\n          kdjInto(\n            store.high,\n            store.low,\n            store.close,\n            store.length,\n            period,\n            kp,\n            dp,\n            k,\n            d,\n            j,\n            from,\n          );\n        },\n      };\n      return study;\n    }\n    default: {\n      const period = config.period ?? 14;\n      const study: Study = {\n        ...base,\n        overlay: false,\n        title: `ATR ${period}`,\n        outputs: [output(`ATR${period}`, config.color ?? INFO, \"line\", 1.5)],\n        compute(store, from) {\n          bind(study, store, [\"value\"]);\n          const tr = column(\"tr\", store.capacity);\n          trueRangeInto(\n            store.high,\n            store.low,\n            store.close,\n            store.length,\n            tr,\n            from,\n          );\n          rmaInto(tr, store.length, period, study.outputs[0].values, from);\n        },\n      };\n      return study;\n    }\n  }\n};\n\n/**\n * Builds the studies of `indicators`, reusing the previous runtime of an\n * indicator whose config is unchanged (same id and same parameters)\n */\nexport const buildStudies = (\n  indicators: readonly TradingIndicator[],\n  previous: readonly Study[],\n  utcOffset: number,\n): { studies: Study[]; reused: Set<Study> } => {\n  const used = new Set<string>();\n  const reused = new Set<Study>();\n  let averages = 0;\n  const studies = indicators.map((config) => {\n    let id = config.id ?? indicatorKey(config);\n    for (let k = 2; used.has(id); k++)\n      id = `${config.id ?? indicatorKey(config)}#${k}`;\n    used.add(id);\n    const colorIndex =\n      config.type === \"ma\" || config.type === \"ema\" || config.type === \"wma\"\n        ? averages++\n        : 0;\n    const old = previous.find((s) => s.id === id);\n    if (old && sameConfig(old.config, config)) {\n      // same parameters: keep the computed values (visibility may differ)\n      old.config = config;\n      reused.add(old);\n      return old;\n    }\n    return createStudy(config, id, colorIndex, utcOffset);\n  });\n  return { studies, reused };\n};\n\nconst sameConfig = (a: TradingIndicator, b: TradingIndicator) => {\n  if (a === b) return true;\n  const keys = new Set([...Object.keys(a), ...Object.keys(b)]);\n  keys.delete(\"visible\");\n  for (const key of keys) {\n    const va = (a as unknown as Record<string, unknown>)[key];\n    const vb = (b as unknown as Record<string, unknown>)[key];\n    if (va === vb) continue;\n    if (Array.isArray(va) && Array.isArray(vb) && va.join() === vb.join())\n      continue;\n    return false;\n  }\n  return 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package/dist/charts/engine/trading/studies.d.cts

@@ -0,0 +1,52 @@
+import { BarStore } from './store.cjs';
+import { TradingIndicator } from './types.cjs';
+/** How an output is drawn */
+export type StudyOutputKind = "line" | "histogram" | "volume";
+export interface StudyOutput {
+    /** Legend label (`"MA7"`, `"DIF"`) */
+    label: string;
+    values: Float64Array;
+    /** CSS color (may be a `var()`) */
+    color: string;
+    kind: StudyOutputKind;
+    width: number;
+}
+export interface Study {
+    id: string;
+    type: TradingIndicator["type"];
+    config: TradingIndicator;
+    /** Drawn over the price (else in its own pane) */
+    overlay: boolean;
+    /** Legend title (`"MACD 12 26 9"`) */
+    title: string;
+    outputs: StudyOutput[];
+    /** Fixed value range of the pane (RSI) */
+    range?: readonly [number, number];
+    /** Horizontal reference lines (RSI 30 / 70, KDJ 20 / 80, MACD 0) */
+    bands?: readonly number[];
+    /** Output indices filled between (Bollinger bands) */
+    fill?: readonly [number, number];
+    /** Default height of its pane */
+    height: number;
+    /** Values formatted as volumes (compact) rather than prices */
+    compact: boolean;
+    /** Recomputes the outputs from bar `from` on */
+    compute(store: BarStore, from: number): void;
+}
+/** Default line colors: vivid hues readable on light and dark backgrounds */
+export declare const LINE_COLORS: string[];
+/** Default id of an indicator: its type and parameters */
+export declare const indicatorKey: (indicator: TradingIndicator) => string;
+/**
+ * Builds the runtime of an indicator. `colorIndex` picks the default color
+ * of moving averages (one per average).
+ */
+export declare const createStudy: (config: TradingIndicator, id: string, colorIndex: number, utcOffset: number) => Study;
+/**
+ * Builds the studies of `indicators`, reusing the previous runtime of an
+ * indicator whose config is unchanged (same id and same parameters)
+ */
+export declare const buildStudies: (indicators: readonly TradingIndicator[], previous: readonly Study[], utcOffset: number) => {
+    studies: Study[];
+    reused: Set<Study>;
+};

package/dist/charts/engine/trading/studies.d.ts

@@ -0,0 +1,52 @@
+import { BarStore } from './store.js';
+import { TradingIndicator } from './types.js';
+/** How an output is drawn */
+export type StudyOutputKind = "line" | "histogram" | "volume";
+export interface StudyOutput {
+    /** Legend label (`"MA7"`, `"DIF"`) */
+    label: string;
+    values: Float64Array;
+    /** CSS color (may be a `var()`) */
+    color: string;
+    kind: StudyOutputKind;
+    width: number;
+}
+export interface Study {
+    id: string;
+    type: TradingIndicator["type"];
+    config: TradingIndicator;
+    /** Drawn over the price (else in its own pane) */
+    overlay: boolean;
+    /** Legend title (`"MACD 12 26 9"`) */
+    title: string;
+    outputs: StudyOutput[];
+    /** Fixed value range of the pane (RSI) */
+    range?: readonly [number, number];
+    /** Horizontal reference lines (RSI 30 / 70, KDJ 20 / 80, MACD 0) */
+    bands?: readonly number[];
+    /** Output indices filled between (Bollinger bands) */
+    fill?: readonly [number, number];
+    /** Default height of its pane */
+    height: number;
+    /** Values formatted as volumes (compact) rather than prices */
+    compact: boolean;
+    /** Recomputes the outputs from bar `from` on */
+    compute(store: BarStore, from: number): void;
+}
+/** Default line colors: vivid hues readable on light and dark backgrounds */
+export declare const LINE_COLORS: string[];
+/** Default id of an indicator: its type and parameters */
+export declare const indicatorKey: (indicator: TradingIndicator) => string;
+/**
+ * Builds the runtime of an indicator. `colorIndex` picks the default color
+ * of moving averages (one per average).
+ */
+export declare const createStudy: (config: TradingIndicator, id: string, colorIndex: number, utcOffset: number) => Study;
+/**
+ * Builds the studies of `indicators`, reusing the previous runtime of an
+ * indicator whose config is unchanged (same id and same parameters)
+ */
+export declare const buildStudies: (indicators: readonly TradingIndicator[], previous: readonly Study[], utcOffset: number) => {
+    studies: Study[];
+    reused: Set<Study>;
+};