minerva-design 1.4.0 → 1.5.0

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

@@ -60,3 +60,24 @@ export declare const invalidatePyramid: (pyramid: Pyramid, from: number) => void
  * k - 1 for the stale groups only
  */
 export declare const pyramidLevel: (pyramid: Pyramid, src: OhlcColumns, n: number, k: number) => LodLevel;
+/** Lowest, highest and last finite value of each group of 2^k values */
+export interface RangeLevel {
+    size: number;
+    min: Float64Array;
+    max: Float64Array;
+    last: Float64Array;
+    /** Groups up to date */
+    valid: number;
+}
+/**
+ * Aggregated levels of a column of indicator values: a zoomed-out chart
+ * draws the range of each group (min / max decimation), so spikes stay
+ * visible instead of being sampled away
+ */
+export interface RangePyramid {
+    levels: (RangeLevel | undefined)[];
+}
+export declare const createRangePyramid: () => RangePyramid;
+export declare const invalidateRangePyramid: (pyramid: RangePyramid, from: number) => void;
+/** Level `k` (k >= 1) of the first `n` values, updated for the stale groups only */
+export declare const rangeLevel: (pyramid: RangePyramid, values: Float64Array, n: number, k: number) => RangeLevel;

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

@@ -122,8 +122,29 @@ var e = [
 		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;
+}, v = () => ({ levels: [] }), y = (e, t) => {
+	for (let n of e.levels) n && (n.valid = Math.min(n.valid, Math.floor(t / n.size)));
+}, b = (e, t) => Number.isFinite(e) ? Number.isFinite(t) ? e < t ? e : t : e : t, x = (e, t) => Number.isFinite(e) ? Number.isFinite(t) ? e > t ? e : t : e : t, S = (e, t, n, r) => {
+	let i = 2 ** r, a = Math.ceil(n / i), o = e.levels[r];
+	if (!o || o.min.length < a) {
+		let t = Math.max(16, Math.ceil(a * 1.5)), n = {
+			size: i,
+			min: new Float64Array(t),
+			max: new Float64Array(t),
+			last: new Float64Array(t),
+			valid: 0
+		};
+		o && (n.min.set(o.min.subarray(0, o.valid)), n.max.set(o.max.subarray(0, o.valid)), n.last.set(o.last.subarray(0, o.valid)), n.valid = o.valid), o = n, e.levels[r] = o;
+	}
+	if (o.valid >= a) return o;
+	let s = r > 1 ? S(e, t, n, r - 1) : null, c = r > 1 ? Math.ceil(n / (i / 2)) : n, l = Math.max(0, Math.min(o.valid, a - 1));
+	for (let e = l; e < a; e++) {
+		let n = e * 2, r = n + 1, i = r < c, a = s ? s.min[n] : t[n], l = s ? s.max[n] : t[n], u = s ? s.last[n] : t[n], d = i ? s ? s.min[r] : t[r] : NaN, f = i ? s ? s.max[r] : t[r] : NaN, p = i ? s ? s.last[r] : t[r] : NaN;
+		o.min[e] = b(a, d), o.max[e] = x(l, f), o.last[e] = Number.isFinite(p) ? p : u;
+	}
+	return o.valid = n % i === 0 ? a : a - 1, o;
 };
 //#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 };
+export { l as appendBars, u as barAt, g as createPyramid, v as createRangePyramid, i as createStore, h as indexOfTime, n as inputLength, y as invalidateRangePyramid, m as lowerBoundTime, f as prependBars, _ as pyramidLevel, S as rangeLevel, p as readBar, c as setBars, d as updateBar };
 
 //# sourceMappingURL=store.js.map

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

@@ -1 +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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+{"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","createRangePyramid","invalidateRangePyramid","lower","upper","rangeLevel","values","has","minA","maxA","lastA","minB","maxB","lastB"],"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    ? 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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 level;\n};\n\n// ---------------------------------------------------------- value ranges\n\n/** Lowest, highest and last finite value of each group of 2^k values */\nexport interface RangeLevel {\n  size: number;\n  min: Float64Array;\n  max: Float64Array;\n  last: Float64Array;\n  /** Groups up to date */\n  valid: number;\n}\n\n/**\n * Aggregated levels of a column of indicator values: a zoomed-out chart\n * draws the range of each group (min / max decimation), so spikes stay\n * visible instead of being sampled away\n */\nexport interface RangePyramid {\n  levels: (RangeLevel | undefined)[];\n}\n\nexport const createRangePyramid = (): RangePyramid => ({ levels: [] });\n\nexport const invalidateRangePyramid = (\n  pyramid: RangePyramid,\n  from: number,\n): 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\nconst lower = (a: number, b: number) =>\n  !Number.isFinite(a) ? b : !Number.isFinite(b) ? a : a < b ? a : b;\nconst upper = (a: number, b: number) =>\n  !Number.isFinite(a) ? b : !Number.isFinite(b) ? a : a > b ? a : b;\n\n/** Level `k` (k >= 1) of the first `n` values, updated for the stale groups only */\nexport const rangeLevel = (\n  pyramid: RangePyramid,\n  values: Float64Array,\n  n: number,\n  k: number,\n): RangeLevel => {\n  const size = 2 ** k;\n  const groups = Math.ceil(n / size);\n  let level = pyramid.levels[k];\n  if (!level || level.min.length < groups) {\n    const capacity = Math.max(16, Math.ceil(groups * 1.5));\n    const next: RangeLevel = {\n      size,\n      min: new Float64Array(capacity),\n      max: new Float64Array(capacity),\n      last: new Float64Array(capacity),\n      valid: 0,\n    };\n    if (level) {\n      next.min.set(level.min.subarray(0, level.valid));\n      next.max.set(level.max.subarray(0, level.valid));\n      next.last.set(level.last.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  const prev = k > 1 ? rangeLevel(pyramid, values, n, k - 1) : null;\n  const prevCount = k > 1 ? 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package/dist/charts/engine/trading/studies.cjs

@@ -1,2 +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;
+const e=require("./indicators.cjs");var t=[`#f59e0b`,`#a855f7`,`#0ea5e9`,`#ec4899`,`#14b8a6`,`#6366f1`,`#84cc16`],n=`#a855f7`,r=`#0ea5e9`,i=`#f59e0b`,a=`#14b8a6`,o=`#6366f1`,s=`#ec4899`,c=`#2962ff`,l=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}`;case`psar`:return`psar:${e.start??.02}:${e.increment??e.start??.02}:${e.maximum??.2}`;case`ichimoku`:return`ichimoku:${e.conversionPeriod??9}:${e.basePeriod??26}:${e.spanBPeriod??52}:${e.displacement??26}`;case`supertrend`:return`supertrend:${e.period??10}:${e.multiplier??3}`;case`keltner`:return`keltner:${e.period??20}:${e.multiplier??2}:${e.atrPeriod??10}`;case`donchian`:return`donchian:${e.period??20}`;case`obv`:return`obv`;case`cci`:return`cci:${e.period??20}`;case`stochRsi`:return`stochRsi:${e.rsiPeriod??14}:${e.stochPeriod??14}:${e.kPeriod??3}:${e.dPeriod??3}`;case`dmi`:return`dmi:${e.period??14}:${e.adxPeriod??14}`;case`williamsR`:return`williamsR:${e.period??14}`;case`mfi`:return`mfi:${e.period??14}`;default:return`atr:${e.period??14}`}},u=(e,t,n,r)=>{let{open:i,high:a,low:o,close:s}=e;for(let c=r;c<e.length;c++)switch(t){case`open`:n[c]=i[c];break;case`high`:n[c]=a[c];break;case`low`:n[c]=o[c];break;case`hl2`:n[c]=(a[c]+o[c])/2;break;case`hlc3`:n[c]=(a[c]+o[c]+s[c])/3;break;case`ohlc4`:n[c]=(i[c]+a[c]+o[c]+s[c])/4;break;default:n[c]=s[c]}},d=()=>{let e=new Map;return(t,n)=>{let r=e.get(t);if(r&&r.length>=n)return r;let i=new Float64Array(n).fill(NaN);return r&&i.set(r),e.set(t,i),i}},f=(e,t,n=`line`,r=1.5,i=0,a=1)=>({label:e,values:new Float64Array,color:t,kind:n,width:r,shift:i,alpha:a}),p=(l,p,m,h)=>{let g=d(),_=`height`in l&&l.height?l.height:110,v={id:p,type:l.type,config:l,height:_,compact:!1,fills:[]},y=(e,t,n)=>{e.outputs.forEach((e,r)=>{e.values=g(n[r]??`out${r}`,t.capacity)})};switch(l.type){case`ma`:case`ema`:case`wma`:{let n=Math.max(1,Math.floor(l.period)||1),r=l.source??`close`,i=`${l.type.toUpperCase()}${n}`,a=l.type===`ma`?e.smaInto:l.type===`ema`?e.emaInto:e.wmaInto,o={...v,overlay:!0,title:i,outputs:[f(i,l.color??t[m%t.length],`line`,l.lineWidth??1.5)],compute(e,t){y(o,e,[`value`]);let i=e.close;r!==`close`&&(i=g(`src`,e.capacity),u(e,r,i,t)),a(i,e.length,n,o.outputs[0].values,t)}};return o}case`boll`:{let t=l.period??20,n=l.multiplier??2,[a,o,s]=l.colors??[i,r,r],c={...v,overlay:!0,title:`BOLL ${t} ${n}`,plainLegend:!0,outputs:[f(`MID`,a??i,`line`,1.25),f(`UB`,o??r,`line`,1.25),f(`LB`,s??o??r,`line`,1.25)],fills:l.fill===!1?[]:[{a:1,b:2,color:o??r,opacity:.07}],compute(r,i){y(c,r,[`mid`,`up`,`low`]);let a=g(`dev`,r.capacity),[o,s,l]=c.outputs.map(e=>e.values);e.smaInto(r.close,r.length,t,o,i),e.stdevInto(r.close,r.length,t,a,i);for(let e=i;e<r.length;e++)s[e]=o[e]+n*a[e],l[e]=o[e]-n*a[e]}};return c}case`vwap`:{let t=l.reset??`day`,n={...v,overlay:!0,title:`VWAP`,outputs:[f(`VWAP`,l.color??`#ec4899`,`line`,1.5)],compute(r,i){y(n,r,[`value`]),e.vwapInto(r.high,r.low,r.close,r.volume,r.time,r.length,t,h,n.outputs[0].values,g(`pv`,r.capacity),g(`vol`,r.capacity),i)}};return n}case`volume`:{let t=l.maPeriod,n=[f(`VOL`,``,`volume`)];t&&n.push(f(`MA${t}`,r,`line`,1.25));let i={...v,overlay:!!l.overlay,compact:!0,title:`VOL`,outputs:n,compute(n,r){y(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=l.fast??12,n=l.slow??26,a=l.signal??9,[o,s]=l.colors??[r,i],c={...v,overlay:!1,title:`MACD ${t} ${n} ${a}`,bands:[0],zero:!0,outputs:[f(`MACD`,``,`histogram`),f(`DIF`,o??r,`line`,1.25),f(`DEA`,s??i,`line`,1.25)],compute(r,i){y(c,r,[`hist`,`dif`,`dea`]);let o=r.length,s=g(`fast`,r.capacity),l=g(`slow`,r.capacity),[u,d,f]=c.outputs.map(e=>e.values);e.emaInto(r.close,o,t,s,i),e.emaInto(r.close,o,n,l,i);for(let e=i;e<o;e++)d[e]=s[e]-l[e];e.emaInto(d,o,a,f,i);for(let e=i;e<o;e++)u[e]=d[e]-f[e]}};return c}case`rsi`:{let t=l.period??14,r={...v,overlay:!1,title:`RSI ${t}`,range:[0,100],bands:[l.oversold??30,l.overbought??70],bandFill:!0,outputs:[f(`RSI${t}`,l.color??n,`line`,1.5)],compute(n,i){y(r,n,[`value`]),e.rsiInto(n.close,n.length,t,r.outputs[0].values,g(`gain`,n.capacity),g(`loss`,n.capacity),i)}};return r}case`kdj`:{let t=l.period??9,a=l.kPeriod??3,o=l.dPeriod??3,[s,c,u]=l.colors??[i,r,n],d={...v,overlay:!1,title:`KDJ ${t} ${a} ${o}`,bands:[20,80],outputs:[f(`K`,s??i,`line`,1.25),f(`D`,c??r,`line`,1.25),f(`J`,u??n,`line`,1.25)],compute(n,r){y(d,n,[`k`,`d`,`j`]);let[i,s,c]=d.outputs.map(e=>e.values);e.kdjInto(n.high,n.low,n.close,n.length,t,a,o,i,s,c,r)}};return d}case`psar`:{let t=l.start??.02,n=l.increment??t,r=l.maximum??.2,i={...v,overlay:!0,title:`SAR ${t} ${n} ${r}`,outputs:[f(`SAR`,l.color??``,`dots`,1.5)],compute(a,o){y(i,a,[`value`]),e.psarInto(a.high,a.low,a.length,t,n,r,i.outputs[0].values,{ep:g(`ep`,a.capacity),af:g(`af`,a.capacity),trend:g(`trend`,a.capacity)},o)}};return i}case`ichimoku`:{let t=l.conversionPeriod??9,n=l.basePeriod??26,r=l.spanBPeriod??52,i=Math.max(1,Math.floor(l.displacement??26))-1,[a,o,s,u,d]=l.colors??[],p={...v,overlay:!0,title:`${t} ${n} ${r} ${i+1}`,titleKey:`ichimoku`,plainLegend:!0,outputs:[f(`CONV`,a??c,`line`,1.25),f(`BASE`,o??`#e65100`,`line`,1.25),f(`LAG`,s??`#43a047`,`line`,1.25,-i),f(`A`,u??`up`,`line`,1,i,.55),f(`B`,d??`down`,`line`,1,i,.55)],fills:l.cloud===!1?[]:[{a:3,b:4,color:u??`up`,colorBelow:d??`down`,opacity:.12}],compute(i,a){y(p,i,[`conv`,`base`,`lag`,`a`,`b`]);let[o,s,c,l,u]=p.outputs.map(e=>e.values);e.ichimokuInto(i.high,i.low,i.length,t,n,r,o,s,l,u,{highest:g(`highest`,i.capacity),lowest:g(`lowest`,i.capacity)},a),c.set(i.close.subarray(a,i.length),a)}};return p}case`supertrend`:{let t=l.period??10,n=l.multiplier??3,r={...v,overlay:!0,title:`${t} ${n}`,titleKey:`supertrend`,mergeLegend:!0,outputs:[f(`UP`,l.upColor??`up`,`line`,2),f(`DOWN`,l.downColor??`down`,`line`,2)],compute(i,a){y(r,i,[`up`,`down`]);let o=g(`value`,i.capacity),s=g(`direction`,i.capacity);e.supertrendInto(i.high,i.low,i.close,i.length,t,n,o,s,{tr:g(`tr`,i.capacity),atr:g(`atr`,i.capacity),upper:g(`upper`,i.capacity),lower:g(`lower`,i.capacity)},a);let[c,l]=r.outputs.map(e=>e.values);for(let e=a;e<i.length;e++)c[e]=s[e]===1?o[e]:NaN,l[e]=s[e]===-1?o[e]:NaN}};return r}case`keltner`:case`donchian`:{let t=l.type===`keltner`,n=l.period??20,r=t?l.multiplier??2:0,s=t?l.atrPeriod??10:0,c=t?a:o,[u,d,p]=l.colors??[i,c,c],m={...v,overlay:!0,title:t?`KC ${n} ${r} ${s}`:`DC ${n}`,plainLegend:!0,outputs:[f(`MID`,u??i,`line`,1.25),f(`UB`,d??c,`line`,1.25),f(`LB`,p??d??c,`line`,1.25)],fills:l.fill===!1?[]:[{a:1,b:2,color:d??c,opacity:.07}],compute(i,a){y(m,i,[`mid`,`up`,`low`]);let[o,c,l]=m.outputs.map(e=>e.values);t?e.keltnerInto(i.high,i.low,i.close,i.length,n,r,s,o,c,l,{tr:g(`tr`,i.capacity),atr:g(`atr`,i.capacity)},a):e.donchianInto(i.high,i.low,i.length,n,c,l,o,a)}};return m}case`obv`:{let t=l.maPeriod,n=[f(`OBV`,l.color??r,`line`,1.5)];t&&n.push(f(`MA${t}`,i,`line`,1.25));let a={...v,overlay:!1,compact:!0,title:`OBV`,outputs:n,compute(n,r){y(a,n,[`obv`,`ma`]);let i=a.outputs[0].values;e.obvInto(n.close,n.volume,n.length,i,r),t&&e.smaInto(i,n.length,t,a.outputs[1].values,r)}};return a}case`cci`:{let t=l.period??20,n={...v,overlay:!1,title:`CCI ${t}`,bands:[-100,100],bandFill:!0,outputs:[f(`CCI${t}`,l.color??a,`line`,1.5)],compute(r,i){y(n,r,[`value`]),e.cciInto(r.high,r.low,r.close,r.length,t,n.outputs[0].values,g(`typical`,r.capacity),g(`mean`,r.capacity),i)}};return n}case`stochRsi`:{let t=l.rsiPeriod??14,n=l.stochPeriod??14,a=l.kPeriod??3,o=l.dPeriod??3,[s,c]=l.colors??[r,i],u={...v,overlay:!1,title:`Stoch RSI ${t} ${n} ${a} ${o}`,range:[0,100],bands:[20,80],bandFill:!0,outputs:[f(`K`,s??r,`line`,1.25),f(`D`,c??i,`line`,1.25)],compute(r,i){y(u,r,[`k`,`d`]);let[s,c]=u.outputs.map(e=>e.values);e.stochRsiInto(r.close,r.length,t,n,a,o,s,c,{rsi:g(`rsi`,r.capacity),gain:g(`gain`,r.capacity),loss:g(`loss`,r.capacity),highest:g(`highest`,r.capacity),lowest:g(`lowest`,r.capacity),raw:g(`raw`,r.capacity)},i)}};return u}case`dmi`:{let t=l.period??14,n=l.adxPeriod??14,[r,a,o]=l.colors??[`up`,`down`,i],s={...v,overlay:!1,title:`DMI ${t} ${n}`,bands:[25],outputs:[f(`+DI`,r??`up`,`line`,1.25),f(`−DI`,a??`down`,`line`,1.25),f(`ADX`,o??i,`line`,1.75)],compute(r,i){y(s,r,[`plus`,`minus`,`adx`]);let[a,o,c]=s.outputs.map(e=>e.values);e.dmiInto(r.high,r.low,r.close,r.length,t,n,a,o,c,{tr:g(`tr`,r.capacity),plusDm:g(`plusDm`,r.capacity),minusDm:g(`minusDm`,r.capacity),smoothTr:g(`smoothTr`,r.capacity),smoothPlus:g(`smoothPlus`,r.capacity),smoothMinus:g(`smoothMinus`,r.capacity),dx:g(`dx`,r.capacity)},i)}};return s}case`williamsR`:{let t=l.period??14,r={...v,overlay:!1,title:`%R ${t}`,range:[-100,0],bands:[-80,-20],bandFill:!0,outputs:[f(`%R${t}`,l.color??n,`line`,1.5)],compute(n,i){y(r,n,[`value`]),e.williamsRInto(n.high,n.low,n.close,n.length,t,r.outputs[0].values,g(`highest`,n.capacity),g(`lowest`,n.capacity),i)}};return r}case`mfi`:{let t=l.period??14,n={...v,overlay:!1,title:`MFI ${t}`,range:[0,100],bands:[20,80],bandFill:!0,outputs:[f(`MFI${t}`,l.color??s,`line`,1.5)],compute(r,i){y(n,r,[`value`]),e.mfiInto(r.high,r.low,r.close,r.volume,r.length,t,n.outputs[0].values,g(`typical`,r.capacity),i)}};return n}default:{let t=l.period??14,n={...v,overlay:!1,title:`ATR ${t}`,outputs:[f(`ATR${t}`,l.color??r,`line`,1.5)],compute(r,i){y(n,r,[`value`]);let a=g(`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}}},m=(e,t,n)=>{let r=new Set,i=new Set,a=0;return{studies:e.map(e=>{let o=e.id??l(e);for(let t=2;r.has(o);t++)o=`${e.id??l(e)}#${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&&h(c.config,e)?(c.config=e,i.add(c),c):p(e,o,s,n)}),reused:i}},h=(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=m,exports.createStudy=p,exports.indicatorKey=l;
 //# sourceMappingURL=studies.cjs.map

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

@@ -1 +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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+{"version":3,"file":"studies.cjs","names":["smaInto","emaInto","wmaInto","require_indicators","LINE_COLORS","VIOLET","INFO","WARNING","TEAL","INDIGO","PINK","BLUE","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","o","reset","utcOffset","maPeriod","outputs","v","fast","slow","signal","lineColor","signalColor","n","f","s","hist","dif","dea","kp","dp","kc","dc","jc","d","j","start","increment","maximum","cp","bp","sp","shift","cc","bc","lc","ac","sc","conv","kijun","lag","a","b","value","direction","down","keltner","atrPeriod","band","rp","adxPeriod","pc","mc","plus","minus","adx","tr","buildStudies","used","reused","averages","indicators","id","old","previous","sameConfig","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  cciInto,\n  dmiInto,\n  donchianInto,\n  emaInto,\n  ichimokuInto,\n  kdjInto,\n  keltnerInto,\n  mfiInto,\n  obvInto,\n  psarInto,\n  rmaInto,\n  rsiInto,\n  smaInto,\n  stdevInto,\n  stochRsiInto,\n  supertrendInto,\n  trueRangeInto,\n  vwapInto,\n  williamsRInto,\n  wmaInto,\n} from \"./indicators\";\nimport type { UtcOffset } from \"./format\";\nimport type { BarStore } from \"./store\";\nimport type { TradingIndicator, TradingPriceSource } from \"./types\";\n\n/**\n * How an output is drawn: a line, a histogram around zero (colored by\n * sign and slope), the volume bars, or dots (colored by their side of the\n * close, like the parabolic SAR)\n */\nexport type StudyOutputKind = \"line\" | \"histogram\" | \"volume\" | \"dots\";\n\nexport interface StudyOutput {\n  /** Legend label (`\"MA7\"`, `\"DIF\"`) */\n  label: string;\n  values: Float64Array;\n  /**\n   * CSS color (may be a `var()`); `\"up\"` / `\"down\"` stand for the colors\n   * of rising / falling bars\n   */\n  color: string;\n  kind: StudyOutputKind;\n  width: number;\n  /** Drawn this many bars later (Ichimoku spans ahead, lagging span back) */\n  shift: number;\n  /** Opacity of the line (1: opaque) */\n  alpha: number;\n}\n\n/** Area filled between two outputs */\nexport interface StudyFill {\n  /** Output indices */\n  a: number;\n  b: number;\n  /** Color while `a` is above `b` */\n  color: string;\n  /** Color while `a` is below `b` (the same color by default) */\n  colorBelow?: string;\n  opacity: 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\"`); the parameters when `titleKey` is set */\n  title: string;\n  /** Localized name before the parameters in the legend */\n  titleKey?: \"ichimoku\" | \"supertrend\";\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  /** Shades the space between the first two bands (RSI, MFI, CCI...) */\n  bandFill?: boolean;\n  /** Areas filled between outputs (channels, Ichimoku cloud) */\n  fills: StudyFill[];\n  /** Legend values without their labels (channels: the colors say it) */\n  plainLegend?: boolean;\n  /** A single legend value: the first finite output (SuperTrend) */\n  mergeLegend?: boolean;\n  /** The pane keeps 0 in view (MACD, OBV) */\n  zero?: boolean;\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\";\nconst TEAL = \"#14b8a6\";\nconst INDIGO = \"#6366f1\";\nconst PINK = \"#ec4899\";\nconst BLUE = \"#2962ff\";\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    case \"psar\":\n      return `psar:${indicator.start ?? 0.02}:${indicator.increment ?? indicator.start ?? 0.02}:${indicator.maximum ?? 0.2}`;\n    case \"ichimoku\":\n      return `ichimoku:${indicator.conversionPeriod ?? 9}:${indicator.basePeriod ?? 26}:${indicator.spanBPeriod ?? 52}:${indicator.displacement ?? 26}`;\n    case \"supertrend\":\n      return `supertrend:${indicator.period ?? 10}:${indicator.multiplier ?? 3}`;\n    case \"keltner\":\n      return `keltner:${indicator.period ?? 20}:${indicator.multiplier ?? 2}:${indicator.atrPeriod ?? 10}`;\n    case \"donchian\":\n      return `donchian:${indicator.period ?? 20}`;\n    case \"obv\":\n      return \"obv\";\n    case \"cci\":\n      return `cci:${indicator.period ?? 20}`;\n    case \"stochRsi\":\n      return `stochRsi:${indicator.rsiPeriod ?? 14}:${indicator.stochPeriod ?? 14}:${indicator.kPeriod ?? 3}:${indicator.dPeriod ?? 3}`;\n    case \"dmi\":\n      return `dmi:${indicator.period ?? 14}:${indicator.adxPeriod ?? 14}`;\n    case \"williamsR\":\n      return `williamsR:${indicator.period ?? 14}`;\n    case \"mfi\":\n      return `mfi:${indicator.period ?? 14}`;\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  shift = 0,\n  alpha = 1,\n): StudyOutput => ({\n  label,\n  values: new Float64Array(0),\n  color,\n  kind,\n  width,\n  shift,\n  alpha,\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: UtcOffset,\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    fills: [] as StudyFill[],\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} ${k}`,\n        plainLegend: true,\n        outputs: [\n          output(\"MID\", mid ?? WARNING, \"line\", 1.25),\n          output(\"UB\", up ?? INFO, \"line\", 1.25),\n          output(\"LB\", low ?? up ?? INFO, \"line\", 1.25),\n        ],\n        fills:\n          config.fill === false\n            ? []\n            : [{ a: 1, b: 2, color: up ?? INFO, opacity: 0.07 }],\n        compute(store, from) {\n          bind(study, store, [\"mid\", \"up\", \"low\"]);\n          const dev = column(\"dev\", store.capacity);\n          const [m, u, l] = study.outputs.map((o) => o.values);\n          smaInto(store.close, store.length, period, m, from);\n          stdevInto(store.close, store.length, period, dev, from);\n          for (let i = from; i < store.length; i++) {\n            u[i] = m[i] + k * dev[i];\n            l[i] = m[i] - k * dev[i];\n          }\n        },\n      };\n      return study;\n    }\n    case \"vwap\": {\n      const reset = config.reset ?? \"day\";\n      const study: Study = {\n        ...base,\n        overlay: true,\n        title: \"VWAP\",\n        outputs: [output(\"VWAP\", config.color ?? \"#ec4899\", \"line\", 1.5)],\n        compute(store, from) {\n          bind(study, store, [\"value\"]);\n          vwapInto(\n            store.high,\n            store.low,\n            store.close,\n            store.volume,\n            store.time,\n            store.length,\n            reset,\n            utcOffset,\n            study.outputs[0].values,\n            column(\"pv\", store.capacity),\n            column(\"vol\", store.capacity),\n            from,\n          );\n        },\n      };\n      return study;\n    }\n    case \"volume\": {\n      const maPeriod = config.maPeriod;\n      const outputs = [output(\"VOL\", \"\", \"volume\")];\n      if (maPeriod) outputs.push(output(`MA${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        zero: true,\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 ${period}`,\n        range: [0, 100],\n        bands: [config.oversold ?? 30, config.overbought ?? 70],\n        bandFill: true,\n        outputs: [output(`RSI${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    case \"psar\": {\n      const start = config.start ?? 0.02;\n      const increment = config.increment ?? start;\n      const maximum = config.maximum ?? 0.2;\n      const study: Study = {\n        ...base,\n        overlay: true,\n        title: `SAR ${start} ${increment} ${maximum}`,\n        outputs: [output(\"SAR\", config.color ?? \"\", \"dots\", 1.5)],\n        compute(store, from) {\n          bind(study, store, [\"value\"]);\n          psarInto(\n            store.high,\n            store.low,\n            store.length,\n            start,\n            increment,\n            maximum,\n            study.outputs[0].values,\n            {\n              ep: column(\"ep\", store.capacity),\n              af: column(\"af\", store.capacity),\n              trend: column(\"trend\", store.capacity),\n            },\n            from,\n          );\n        },\n      };\n      return study;\n    }\n    case \"ichimoku\": {\n      const cp = config.conversionPeriod ?? 9;\n      const bp = config.basePeriod ?? 26;\n      const sp = config.spanBPeriod ?? 52;\n      const shift = Math.max(1, Math.floor(config.displacement ?? 26)) - 1;\n      const [cc, bc, lc, ac, sc] = config.colors ?? [];\n      const study: Study = {\n        ...base,\n        overlay: true,\n        title: `${cp} ${bp} ${sp} ${shift + 1}`,\n        titleKey: \"ichimoku\",\n        plainLegend: true,\n        outputs: [\n          output(\"CONV\", cc ?? BLUE, \"line\", 1.25),\n          output(\"BASE\", bc ?? \"#e65100\", \"line\", 1.25),\n          output(\"LAG\", lc ?? \"#43a047\", \"line\", 1.25, -shift),\n          output(\"A\", ac ?? \"up\", \"line\", 1, shift, 0.55),\n          output(\"B\", sc ?? \"down\", \"line\", 1, shift, 0.55),\n        ],\n        fills:\n          config.cloud === false\n            ? []\n            : [\n                {\n                  a: 3,\n                  b: 4,\n                  color: ac ?? \"up\",\n                  colorBelow: sc ?? \"down\",\n                  opacity: 0.12,\n                },\n              ],\n        compute(store, from) {\n          bind(study, store, [\"conv\", \"base\", \"lag\", \"a\", \"b\"]);\n          const [conv, kijun, lag, a, b] = study.outputs.map((o) => o.values);\n          ichimokuInto(\n            store.high,\n            store.low,\n            store.length,\n            cp,\n            bp,\n            sp,\n            conv,\n            kijun,\n            a,\n            b,\n            {\n              highest: column(\"highest\", store.capacity),\n              lowest: column(\"lowest\", store.capacity),\n            },\n            from,\n          );\n          lag.set(store.close.subarray(from, store.length), from);\n        },\n      };\n      return study;\n    }\n    case \"supertrend\": {\n      const period = config.period ?? 10;\n      const k = config.multiplier ?? 3;\n      const study: Study = {\n        ...base,\n        overlay: true,\n        title: `${period} ${k}`,\n        titleKey: \"supertrend\",\n        mergeLegend: true,\n        outputs: [\n          output(\"UP\", config.upColor ?? \"up\", \"line\", 2),\n          output(\"DOWN\", config.downColor ?? \"down\", \"line\", 2),\n        ],\n        compute(store, from) {\n          bind(study, store, [\"up\", \"down\"]);\n          const value = column(\"value\", store.capacity);\n          const direction = column(\"direction\", store.capacity);\n          supertrendInto(\n            store.high,\n            store.low,\n            store.close,\n            store.length,\n            period,\n            k,\n            value,\n            direction,\n            {\n              tr: column(\"tr\", store.capacity),\n              atr: column(\"atr\", store.capacity),\n              upper: column(\"upper\", store.capacity),\n              lower: column(\"lower\", store.capacity),\n            },\n            from,\n          );\n          const [up, down] = study.outputs.map((o) => o.values);\n          for (let i = from; i < store.length; i++) {\n            up[i] = direction[i] === 1 ? value[i] : NaN;\n            down[i] = direction[i] === -1 ? value[i] : NaN;\n          }\n        },\n      };\n      return study;\n    }\n    case \"keltner\":\n    case \"donchian\": {\n      const keltner = config.type === \"keltner\";\n      const period = config.period ?? 20;\n      const k = keltner ? (config.multiplier ?? 2) : 0;\n      const atrPeriod = keltner ? (config.atrPeriod ?? 10) : 0;\n      const band = keltner ? TEAL : INDIGO;\n      const [mid, up, low] = config.colors ?? [WARNING, band, band];\n      const study: Study = {\n        ...base,\n        overlay: true,\n        title: keltner ? `KC ${period} ${k} ${atrPeriod}` : `DC ${period}`,\n        plainLegend: true,\n        outputs: [\n          output(\"MID\", mid ?? WARNING, \"line\", 1.25),\n          output(\"UB\", up ?? band, \"line\", 1.25),\n          output(\"LB\", low ?? up ?? band, \"line\", 1.25),\n        ],\n        fills:\n          config.fill === false\n            ? []\n            : [{ a: 1, b: 2, color: up ?? band, opacity: 0.07 }],\n        compute(store, from) {\n          bind(study, store, [\"mid\", \"up\", \"low\"]);\n          const [m, u, l] = study.outputs.map((o) => o.values);\n          if (keltner) {\n            keltnerInto(\n              store.high,\n              store.low,\n              store.close,\n              store.length,\n              period,\n              k,\n              atrPeriod,\n              m,\n              u,\n              l,\n              {\n                tr: column(\"tr\", store.capacity),\n                atr: column(\"atr\", store.capacity),\n              },\n              from,\n            );\n          } else {\n            donchianInto(\n              store.high,\n              store.low,\n              store.length,\n              period,\n              u,\n              l,\n              m,\n              from,\n            );\n          }\n        },\n      };\n      return study;\n    }\n    case \"obv\": {\n      const maPeriod = config.maPeriod;\n      const outputs = [output(\"OBV\", config.color ?? INFO, \"line\", 1.5)];\n      if (maPeriod)\n        outputs.push(output(`MA${maPeriod}`, WARNING, \"line\", 1.25));\n      const study: Study = {\n        ...base,\n        overlay: false,\n        compact: true,\n        title: \"OBV\",\n        outputs,\n        compute(store, from) {\n          bind(study, store, [\"obv\", \"ma\"]);\n          const v = study.outputs[0].values;\n          obvInto(store.close, store.volume, store.length, v, from);\n          if (maPeriod)\n            smaInto(v, store.length, maPeriod, study.outputs[1].values, from);\n        },\n      };\n      return study;\n    }\n    case \"cci\": {\n      const period = config.period ?? 20;\n      const study: Study = {\n        ...base,\n        overlay: false,\n        title: `CCI ${period}`,\n        bands: [-100, 100],\n        bandFill: true,\n        outputs: [output(`CCI${period}`, config.color ?? TEAL, \"line\", 1.5)],\n        compute(store, from) {\n          bind(study, store, [\"value\"]);\n          cciInto(\n            store.high,\n            store.low,\n            store.close,\n            store.length,\n            period,\n            study.outputs[0].values,\n            column(\"typical\", store.capacity),\n            column(\"mean\", store.capacity),\n            from,\n          );\n        },\n      };\n      return study;\n    }\n    case \"stochRsi\": {\n      const rp = config.rsiPeriod ?? 14;\n      const sp = config.stochPeriod ?? 14;\n      const kp = config.kPeriod ?? 3;\n      const dp = config.dPeriod ?? 3;\n      const [kc, dc] = config.colors ?? [INFO, WARNING];\n      const study: Study = {\n        ...base,\n        overlay: false,\n        title: `Stoch RSI ${rp} ${sp} ${kp} ${dp}`,\n        range: [0, 100],\n        bands: [20, 80],\n        bandFill: true,\n        outputs: [\n          output(\"K\", kc ?? INFO, \"line\", 1.25),\n          output(\"D\", dc ?? WARNING, \"line\", 1.25),\n        ],\n        compute(store, from) {\n          bind(study, store, [\"k\", \"d\"]);\n          const [k, d] = study.outputs.map((o) => o.values);\n          stochRsiInto(\n            store.close,\n            store.length,\n            rp,\n            sp,\n            kp,\n            dp,\n            k,\n            d,\n            {\n              rsi: column(\"rsi\", store.capacity),\n              gain: column(\"gain\", store.capacity),\n              loss: column(\"loss\", store.capacity),\n              highest: column(\"highest\", store.capacity),\n              lowest: column(\"lowest\", store.capacity),\n              raw: column(\"raw\", store.capacity),\n            },\n            from,\n          );\n        },\n      };\n      return study;\n    }\n    case \"dmi\": {\n      const period = config.period ?? 14;\n      const adxPeriod = config.adxPeriod ?? 14;\n      const [pc, mc, ac] = config.colors ?? [\"up\", \"down\", WARNING];\n      const study: Study = {\n        ...base,\n        overlay: false,\n        title: `DMI ${period} ${adxPeriod}`,\n        bands: [25],\n        outputs: [\n          output(\"+DI\", pc ?? \"up\", \"line\", 1.25),\n          output(\"−DI\", mc ?? \"down\", \"line\", 1.25),\n          output(\"ADX\", ac ?? WARNING, \"line\", 1.75),\n        ],\n        compute(store, from) {\n          bind(study, store, [\"plus\", \"minus\", \"adx\"]);\n          const [plus, minus, adx] = study.outputs.map((o) => o.values);\n          dmiInto(\n            store.high,\n            store.low,\n            store.close,\n            store.length,\n            period,\n            adxPeriod,\n            plus,\n            minus,\n            adx,\n            {\n              tr: column(\"tr\", store.capacity),\n              plusDm: column(\"plusDm\", store.capacity),\n              minusDm: column(\"minusDm\", store.capacity),\n              smoothTr: column(\"smoothTr\", store.capacity),\n              smoothPlus: column(\"smoothPlus\", store.capacity),\n              smoothMinus: column(\"smoothMinus\", store.capacity),\n              dx: column(\"dx\", store.capacity),\n            },\n            from,\n          );\n        },\n      };\n      return study;\n    }\n    case \"williamsR\": {\n      const period = config.period ?? 14;\n      const study: Study = {\n        ...base,\n        overlay: false,\n        title: `%R ${period}`,\n        range: [-100, 0],\n        bands: [-80, -20],\n        bandFill: true,\n        outputs: [output(`%R${period}`, config.color ?? VIOLET, \"line\", 1.5)],\n        compute(store, from) {\n          bind(study, store, [\"value\"]);\n          williamsRInto(\n            store.high,\n            store.low,\n            store.close,\n            store.length,\n            period,\n            study.outputs[0].values,\n            column(\"highest\", store.capacity),\n            column(\"lowest\", store.capacity),\n            from,\n          );\n        },\n      };\n      return study;\n    }\n    case \"mfi\": {\n      const period = config.period ?? 14;\n      const study: Study = {\n        ...base,\n        overlay: false,\n        title: `MFI ${period}`,\n        range: [0, 100],\n        bands: [20, 80],\n        bandFill: true,\n        outputs: [output(`MFI${period}`, config.color ?? PINK, \"line\", 1.5)],\n        compute(store, from) {\n          bind(study, store, [\"value\"]);\n          mfiInto(\n            store.high,\n            store.low,\n            store.close,\n            store.volume,\n            store.length,\n            period,\n            study.outputs[0].values,\n            column(\"typical\", store.capacity),\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: UtcOffset,\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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package/dist/charts/engine/trading/studies.d.cts

@@ -1,15 +1,38 @@
+import { UtcOffset } from './format.cjs';
 import { BarStore } from './store.cjs';
 import { TradingIndicator } from './types.cjs';
-/** How an output is drawn */
-export type StudyOutputKind = "line" | "histogram" | "volume";
+/**
+ * How an output is drawn: a line, a histogram around zero (colored by
+ * sign and slope), the volume bars, or dots (colored by their side of the
+ * close, like the parabolic SAR)
+ */
+export type StudyOutputKind = "line" | "histogram" | "volume" | "dots";
 export interface StudyOutput {
     /** Legend label (`"MA7"`, `"DIF"`) */
     label: string;
     values: Float64Array;
-    /** CSS color (may be a `var()`) */
+    /**
+     * CSS color (may be a `var()`); `"up"` / `"down"` stand for the colors
+     * of rising / falling bars
+     */
     color: string;
     kind: StudyOutputKind;
     width: number;
+    /** Drawn this many bars later (Ichimoku spans ahead, lagging span back) */
+    shift: number;
+    /** Opacity of the line (1: opaque) */
+    alpha: number;
+}
+/** Area filled between two outputs */
+export interface StudyFill {
+    /** Output indices */
+    a: number;
+    b: number;
+    /** Color while `a` is above `b` */
+    color: string;
+    /** Color while `a` is below `b` (the same color by default) */
+    colorBelow?: string;
+    opacity: number;
 }
 export interface Study {
     id: string;
@@ -17,15 +40,25 @@ export interface Study {
     config: TradingIndicator;
     /** Drawn over the price (else in its own pane) */
     overlay: boolean;
-    /** Legend title (`"MACD 12 26 9"`) */
+    /** Legend title (`"MACD 12 26 9"`); the parameters when `titleKey` is set */
     title: string;
+    /** Localized name before the parameters in the legend */
+    titleKey?: "ichimoku" | "supertrend";
     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];
+    /** Shades the space between the first two bands (RSI, MFI, CCI...) */
+    bandFill?: boolean;
+    /** Areas filled between outputs (channels, Ichimoku cloud) */
+    fills: StudyFill[];
+    /** Legend values without their labels (channels: the colors say it) */
+    plainLegend?: boolean;
+    /** A single legend value: the first finite output (SuperTrend) */
+    mergeLegend?: boolean;
+    /** The pane keeps 0 in view (MACD, OBV) */
+    zero?: boolean;
     /** Default height of its pane */
     height: number;
     /** Values formatted as volumes (compact) rather than prices */
@@ -41,12 +74,12 @@ 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;
+export declare const createStudy: (config: TradingIndicator, id: string, colorIndex: number, utcOffset: UtcOffset) => 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) => {
+export declare const buildStudies: (indicators: readonly TradingIndicator[], previous: readonly Study[], utcOffset: UtcOffset) => {
     studies: Study[];
     reused: Set<Study>;
 };

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

@@ -1,15 +1,38 @@
+import { UtcOffset } from './format.js';
 import { BarStore } from './store.js';
 import { TradingIndicator } from './types.js';
-/** How an output is drawn */
-export type StudyOutputKind = "line" | "histogram" | "volume";
+/**
+ * How an output is drawn: a line, a histogram around zero (colored by
+ * sign and slope), the volume bars, or dots (colored by their side of the
+ * close, like the parabolic SAR)
+ */
+export type StudyOutputKind = "line" | "histogram" | "volume" | "dots";
 export interface StudyOutput {
     /** Legend label (`"MA7"`, `"DIF"`) */
     label: string;
     values: Float64Array;
-    /** CSS color (may be a `var()`) */
+    /**
+     * CSS color (may be a `var()`); `"up"` / `"down"` stand for the colors
+     * of rising / falling bars
+     */
     color: string;
     kind: StudyOutputKind;
     width: number;
+    /** Drawn this many bars later (Ichimoku spans ahead, lagging span back) */
+    shift: number;
+    /** Opacity of the line (1: opaque) */
+    alpha: number;
+}
+/** Area filled between two outputs */
+export interface StudyFill {
+    /** Output indices */
+    a: number;
+    b: number;
+    /** Color while `a` is above `b` */
+    color: string;
+    /** Color while `a` is below `b` (the same color by default) */
+    colorBelow?: string;
+    opacity: number;
 }
 export interface Study {
     id: string;
@@ -17,15 +40,25 @@ export interface Study {
     config: TradingIndicator;
     /** Drawn over the price (else in its own pane) */
     overlay: boolean;
-    /** Legend title (`"MACD 12 26 9"`) */
+    /** Legend title (`"MACD 12 26 9"`); the parameters when `titleKey` is set */
     title: string;
+    /** Localized name before the parameters in the legend */
+    titleKey?: "ichimoku" | "supertrend";
     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];
+    /** Shades the space between the first two bands (RSI, MFI, CCI...) */
+    bandFill?: boolean;
+    /** Areas filled between outputs (channels, Ichimoku cloud) */
+    fills: StudyFill[];
+    /** Legend values without their labels (channels: the colors say it) */
+    plainLegend?: boolean;
+    /** A single legend value: the first finite output (SuperTrend) */
+    mergeLegend?: boolean;
+    /** The pane keeps 0 in view (MACD, OBV) */
+    zero?: boolean;
     /** Default height of its pane */
     height: number;
     /** Values formatted as volumes (compact) rather than prices */
@@ -41,12 +74,12 @@ 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;
+export declare const createStudy: (config: TradingIndicator, id: string, colorIndex: number, utcOffset: UtcOffset) => 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) => {
+export declare const buildStudies: (indicators: readonly TradingIndicator[], previous: readonly Study[], utcOffset: UtcOffset) => {
     studies: Study[];
     reused: Set<Study>;
 };