minerva-design 1.3.0 → 1.4.0

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

@@ -0,0 +1,254 @@
+import { emaInto as e, kdjInto as t, rmaInto as n, rsiInto as r, smaInto as i, stdevInto as a, trueRangeInto as o, vwapInto as s, wmaInto as c } from "./indicators.js";
+//#region src/engine/trading/studies.ts
+var l = [
+	"#f59e0b",
+	"#a855f7",
+	"#0ea5e9",
+	"#ec4899",
+	"#14b8a6",
+	"#6366f1",
+	"#84cc16"
+], u = "#a855f7", d = "#0ea5e9", f = "#f59e0b", p = (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:${e.period ?? 14}`;
+	}
+}, m = (e, t, n, r) => {
+	let { open: i, high: a, low: o, close: s } = e;
+	for (let c = r; c < e.length; c++) switch (t) {
+		case "open":
+			n[c] = i[c];
+			break;
+		case "high":
+			n[c] = a[c];
+			break;
+		case "low":
+			n[c] = o[c];
+			break;
+		case "hl2":
+			n[c] = (a[c] + o[c]) / 2;
+			break;
+		case "hlc3":
+			n[c] = (a[c] + o[c] + s[c]) / 3;
+			break;
+		case "ohlc4":
+			n[c] = (i[c] + a[c] + o[c] + s[c]) / 4;
+			break;
+		default: n[c] = s[c];
+	}
+}, h = () => {
+	let e = /* @__PURE__ */ new Map();
+	return (t, n) => {
+		let r = e.get(t);
+		if (r && r.length >= n) return r;
+		let i = new Float64Array(n).fill(NaN);
+		return r && i.set(r), e.set(t, i), i;
+	};
+}, g = (e, t, n = "line", r = 1.5) => ({
+	label: e,
+	values: /* @__PURE__ */ new Float64Array(),
+	color: t,
+	kind: n,
+	width: r
+}), _ = (p, _, v, y) => {
+	let b = h(), x = "height" in p && p.height ? p.height : 110, S = {
+		id: _,
+		type: p.type,
+		config: p,
+		height: x,
+		compact: !1
+	}, C = (e, t, n) => {
+		e.outputs.forEach((e, r) => {
+			e.values = b(n[r] ?? `out${r}`, t.capacity);
+		});
+	};
+	switch (p.type) {
+		case "ma":
+		case "ema":
+		case "wma": {
+			let t = Math.max(1, Math.floor(p.period) || 1), n = p.source ?? "close", r = `${p.type.toUpperCase()}${t}`, a = p.type === "ma" ? i : p.type === "ema" ? e : c, o = {
+				...S,
+				overlay: !0,
+				title: r,
+				outputs: [g(r, p.color ?? l[v % l.length], "line", p.lineWidth ?? 1.5)],
+				compute(e, r) {
+					C(o, e, ["value"]);
+					let i = e.close;
+					n !== "close" && (i = b("src", e.capacity), m(e, n, i, r)), a(i, e.length, t, o.outputs[0].values, r);
+				}
+			};
+			return o;
+		}
+		case "boll": {
+			let e = p.period ?? 20, t = p.multiplier ?? 2, [n, r, o] = p.colors ?? [
+				f,
+				d,
+				d
+			], s = {
+				...S,
+				overlay: !0,
+				title: `BOLL ${e} ${t}`,
+				outputs: [
+					g("MID", n ?? f, "line", 1.25),
+					g("UB", r ?? d, "line", 1.25),
+					g("LB", o ?? r ?? d, "line", 1.25)
+				],
+				...p.fill === !1 ? {} : { fill: [1, 2] },
+				compute(n, r) {
+					C(s, n, [
+						"mid",
+						"up",
+						"low"
+					]);
+					let o = b("dev", n.capacity), [c, l, u] = s.outputs.map((e) => e.values);
+					i(n.close, n.length, e, c, r), a(n.close, n.length, e, o, r);
+					for (let e = r; e < n.length; e++) l[e] = c[e] + t * o[e], u[e] = c[e] - t * o[e];
+				}
+			};
+			return s;
+		}
+		case "vwap": {
+			let e = p.reset ?? "day", t = {
+				...S,
+				overlay: !0,
+				title: "VWAP",
+				outputs: [g("VWAP", p.color ?? "#ec4899", "line", 1.5)],
+				compute(n, r) {
+					C(t, n, ["value"]), s(n.high, n.low, n.close, n.volume, n.time, n.length, e, y, t.outputs[0].values, b("pv", n.capacity), b("vol", n.capacity), r);
+				}
+			};
+			return t;
+		}
+		case "volume": {
+			let e = p.maPeriod, t = [g("VOL", "", "volume")];
+			e && t.push(g(`MA${e}`, d, "line", 1.25));
+			let n = {
+				...S,
+				overlay: !!p.overlay,
+				compact: !0,
+				title: "VOL",
+				outputs: t,
+				compute(t, r) {
+					C(n, t, ["vol", "ma"]);
+					let a = n.outputs[0].values;
+					a.set(t.volume.subarray(r, t.length), r), e && i(a, t.length, e, n.outputs[1].values, r);
+				}
+			};
+			return n;
+		}
+		case "macd": {
+			let t = p.fast ?? 12, n = p.slow ?? 26, r = p.signal ?? 9, [i, a] = p.colors ?? [d, f], o = {
+				...S,
+				overlay: !1,
+				title: `MACD ${t} ${n} ${r}`,
+				bands: [0],
+				outputs: [
+					g("MACD", "", "histogram"),
+					g("DIF", i ?? d, "line", 1.25),
+					g("DEA", a ?? f, "line", 1.25)
+				],
+				compute(i, a) {
+					C(o, i, [
+						"hist",
+						"dif",
+						"dea"
+					]);
+					let s = i.length, c = b("fast", i.capacity), l = b("slow", i.capacity), [u, d, f] = o.outputs.map((e) => e.values);
+					e(i.close, s, t, c, a), e(i.close, s, n, l, a);
+					for (let e = a; e < s; e++) d[e] = c[e] - l[e];
+					e(d, s, r, f, a);
+					for (let e = a; e < s; e++) u[e] = d[e] - f[e];
+				}
+			};
+			return o;
+		}
+		case "rsi": {
+			let e = p.period ?? 14, t = {
+				...S,
+				overlay: !1,
+				title: `RSI ${e}`,
+				range: [0, 100],
+				bands: [p.oversold ?? 30, p.overbought ?? 70],
+				outputs: [g(`RSI${e}`, p.color ?? u, "line", 1.5)],
+				compute(n, i) {
+					C(t, n, ["value"]), r(n.close, n.length, e, t.outputs[0].values, b("gain", n.capacity), b("loss", n.capacity), i);
+				}
+			};
+			return t;
+		}
+		case "kdj": {
+			let e = p.period ?? 9, n = p.kPeriod ?? 3, r = p.dPeriod ?? 3, [i, a, o] = p.colors ?? [
+				f,
+				d,
+				u
+			], s = {
+				...S,
+				overlay: !1,
+				title: `KDJ ${e} ${n} ${r}`,
+				bands: [20, 80],
+				outputs: [
+					g("K", i ?? f, "line", 1.25),
+					g("D", a ?? d, "line", 1.25),
+					g("J", o ?? u, "line", 1.25)
+				],
+				compute(i, a) {
+					C(s, i, [
+						"k",
+						"d",
+						"j"
+					]);
+					let [o, c, l] = s.outputs.map((e) => e.values);
+					t(i.high, i.low, i.close, i.length, e, n, r, o, c, l, a);
+				}
+			};
+			return s;
+		}
+		default: {
+			let e = p.period ?? 14, t = {
+				...S,
+				overlay: !1,
+				title: `ATR ${e}`,
+				outputs: [g(`ATR${e}`, p.color ?? d, "line", 1.5)],
+				compute(r, i) {
+					C(t, r, ["value"]);
+					let a = b("tr", r.capacity);
+					o(r.high, r.low, r.close, r.length, a, i), n(a, r.length, e, t.outputs[0].values, i);
+				}
+			};
+			return t;
+		}
+	}
+}, v = (e, t, n) => {
+	let r = /* @__PURE__ */ new Set(), i = /* @__PURE__ */ new Set(), a = 0;
+	return {
+		studies: e.map((e) => {
+			let o = e.id ?? p(e);
+			for (let t = 2; r.has(o); t++) o = `${e.id ?? p(e)}#${t}`;
+			r.add(o);
+			let s = e.type === "ma" || e.type === "ema" || e.type === "wma" ? a++ : 0, c = t.find((e) => e.id === o);
+			return c && y(c.config, e) ? (c.config = e, i.add(c), c) : _(e, o, s, n);
+		}),
+		reused: i
+	};
+}, y = (e, t) => {
+	if (e === t) return !0;
+	let n = /* @__PURE__ */ 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;
+};
+//#endregion
+export { l as LINE_COLORS, v as buildStudies, _ as createStudy, p as indicatorKey };
+
+//# sourceMappingURL=studies.js.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"studies.js","names":["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","names","period","label","kernel","smaInto","emaInto","wmaInto","study","colorIndex","src","k","mid","up","dev","m","u","l","o","stdevInto","reset","vwapInto","utcOffset","maPeriod","outputs","v","fast","slow","signal","lineColor","signalColor","n","f","s","hist","dif","dea","rsiInto","kp","dp","kc","dc","jc","d","j","tr","trueRangeInto","rmaInto","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 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