minerva-design 1.4.0 → 1.6.0

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

@@ -1 +1 @@
-{"version":3,"file":"indicators.js","names":["finite","nanArray","n","periodOf","period","smaInto","p","sum","valid","j","from","v","src","i","old","windowMean","k","smoothInto","prev","out","alpha","emaInto","rmaInto","wmaInto","denominator","direct","num","stdevInto","mean","sq","d","rsiInto","change","close","gain","loss","g","l","ok","c","trueRangeInto","range","high","low","pc","kdjInto","m1","kPeriod","m2","dPeriod","hh","ll","q","rsv","pk","pd","DAY","sessionKey","reset","t","time","utcOffset","day","date","vwapInto","tp","volume","same","basePv","pv","baseV","vol","heikinAshiInto","open","prevOpen","prevClose","o","sma","values","ema","wma","bollinger","middle","upper","lower","dev","multiplier","macd","f","s","fast","slow","line","sig","signal","histogram","rsi","kdj","atr","tr","vwap","options","heikinAshi","bars","UNIT_MS","parseTimeframe","timeframe","match","count","unit","bucketStart","shift","tf","months","start","monday","isColumns","resampleBars","columns","get","current","bar","m","result"],"sources":["../../../../../charts/src/engine/trading/indicators.ts"],"sourcesContent":["// Technical indicators on columns of numbers (Float64Array out, NaN while\n// an indicator warms up). Every kernel computes the outputs from index\n// `from` on, assuming the outputs before it are up to date: the chart\n// recomputes only the last bar on each tick, even with a million bars.\n\nimport type {\n  TradingBar,\n  TradingBarColumns,\n  TradingBarsInput,\n  TradingTimeframe,\n} from \"./types\";\n\ntype Values = ArrayLike<number>;\n\nconst finite = Number.isFinite;\n\n/** Output array of `n` values, NaN-filled */\nconst nanArray = (n: number) => new Float64Array(n).fill(NaN);\n\nconst periodOf = (period: number) => Math.max(1, Math.floor(period) || 1);\n\n// ---------------------------------------------------------------- kernels\n\n/** Simple moving average of `src[0..n)` into `out`, from index `from` */\nexport const smaInto = (\n  src: Values,\n  n: number,\n  period: number,\n  out: Float64Array,\n  from = 0,\n): void => {\n  const p = periodOf(period);\n  let sum = 0;\n  let valid = 0;\n  // the window ending just before `from` (the loop below drops its oldest value)\n  for (let j = Math.max(0, from - p); j < from; j++) {\n    const v = src[j];\n    if (finite(v)) {\n      sum += v;\n      valid++;\n    }\n  }\n  for (let i = from; i < n; i++) {\n    const v = src[i];\n    if (finite(v)) {\n      sum += v;\n      valid++;\n    }\n    if (i >= p) {\n      const old = src[i - p];\n      if (finite(old)) {\n        sum -= old;\n        valid--;\n      }\n    }\n    out[i] = valid === p ? sum / p : NaN;\n  }\n};\n\n/** Mean of `src[i-p+1..i]`, NaN unless the window is complete */\nconst windowMean = (src: Values, i: number, p: number) => {\n  if (i < p - 1) return NaN;\n  let sum = 0;\n  for (let k = i - p + 1; k <= i; k++) {\n    const v = src[k];\n    if (!finite(v)) return NaN;\n    sum += v;\n  }\n  return sum / p;\n};\n\n/**\n * Exponential smoothing with factor `alpha`, seeded with the simple\n * average of the first complete window (the TradingView convention)\n */\nconst smoothInto = (\n  src: Values,\n  n: number,\n  p: number,\n  alpha: number,\n  out: Float64Array,\n  from: number,\n) => {\n  for (let i = from; i < n; i++) {\n    const v = src[i];\n    const prev = i > 0 ? out[i - 1] : NaN;\n    if (!finite(v)) out[i] = NaN;\n    else if (finite(prev)) out[i] = prev + alpha * (v - prev);\n    else out[i] = windowMean(src, i, p);\n  }\n};\n\n/** Exponential moving average (alpha = 2 / (period + 1)) */\nexport const emaInto = (\n  src: Values,\n  n: number,\n  period: number,\n  out: Float64Array,\n  from = 0,\n): void => {\n  const p = periodOf(period);\n  smoothInto(src, n, p, 2 / (p + 1), out, from);\n};\n\n/** Wilder's moving average (alpha = 1 / period), used by RSI and ATR */\nexport const rmaInto = (\n  src: Values,\n  n: number,\n  period: number,\n  out: Float64Array,\n  from = 0,\n): void => {\n  const p = periodOf(period);\n  smoothInto(src, n, p, 1 / p, out, from);\n};\n\n/** Linearly weighted moving average (the newest bar weighs `period`) */\nexport const wmaInto = (\n  src: Values,\n  n: number,\n  period: number,\n  out: Float64Array,\n  from = 0,\n): void => {\n  const p = periodOf(period);\n  const denominator = (p * (p + 1)) / 2;\n  const direct = (i: number) => {\n    if (i < p - 1) return NaN;\n    let num = 0;\n    for (let k = 0; k < p; k++) {\n      const v = src[i - k];\n      if (!finite(v)) return NaN;\n      num += (p - k) * v;\n    }\n    return num;\n  };\n  // numerator of the previous index and the sum of its window\n  let num = from > 0 ? direct(from - 1) : NaN;\n  let sum = from > 0 ? windowMean(src, from - 1, p) * p : NaN;\n  for (let i = from; i < n; i++) {\n    const v = src[i];\n    if (finite(num) && finite(sum) && finite(v)) {\n      num = num - sum + p * v;\n      sum = sum + v - (i >= p ? src[i - p] : 0);\n    } else {\n      num = direct(i);\n      sum = windowMean(src, i, p) * p;\n    }\n    out[i] = finite(num) ? num / denominator : NaN;\n  }\n};\n\n/** Population standard deviation over the window (two passes: exact) */\nexport const stdevInto = (\n  src: Values,\n  n: number,\n  period: number,\n  out: Float64Array,\n  from = 0,\n): void => {\n  const p = periodOf(period);\n  for (let i = from; i < n; i++) {\n    const mean = windowMean(src, i, p);\n    if (!finite(mean)) {\n      out[i] = NaN;\n      continue;\n    }\n    let sq = 0;\n    for (let k = i - p + 1; k <= i; k++) {\n      const d = src[k] - mean;\n      sq += d * d;\n    }\n    out[i] = Math.sqrt(sq / p);\n  }\n};\n\n/** Highest value of the window ending at each index */\nconst extremeInto = (\n  src: Values,\n  n: number,\n  p: number,\n  out: Float64Array,\n  from: number,\n  highest: boolean,\n) => {\n  for (let i = from; i < n; i++) {\n    if (i < p - 1) {\n      out[i] = NaN;\n      continue;\n    }\n    let m = highest ? -Infinity : Infinity;\n    for (let k = i - p + 1; k <= i; k++) {\n      const v = src[k];\n      if (!finite(v)) {\n        m = NaN;\n        break;\n      }\n      if (highest ? v > m : v < m) m = v;\n    }\n    out[i] = m;\n  }\n};\n\n/** RSI with Wilder smoothing; `gain` / `loss` hold the running averages */\nexport const rsiInto = (\n  close: Values,\n  n: number,\n  period: number,\n  out: Float64Array,\n  gain: Float64Array,\n  loss: Float64Array,\n  from = 0,\n): void => {\n  const p = periodOf(period);\n  for (let i = from; i < n; i++) {\n    gain[i] = loss[i] = NaN;\n    out[i] = NaN;\n    if (i === 0) continue;\n    const change = close[i] - close[i - 1];\n    if (!finite(change)) continue;\n    if (finite(gain[i - 1]) && finite(loss[i - 1])) {\n      gain[i] = (gain[i - 1] * (p - 1) + Math.max(change, 0)) / p;\n      loss[i] = (loss[i - 1] * (p - 1) + Math.max(-change, 0)) / p;\n    } else if (i >= p) {\n      let g = 0;\n      let l = 0;\n      let ok = true;\n      for (let k = i - p + 1; k <= i; k++) {\n        const c = close[k] - close[k - 1];\n        if (!finite(c)) {\n          ok = false;\n          break;\n        }\n        if (c > 0) g += c;\n        else l -= c;\n      }\n      if (!ok) continue;\n      gain[i] = g / p;\n      loss[i] = l / p;\n    } else {\n      continue;\n    }\n    out[i] =\n      loss[i] === 0\n        ? gain[i] === 0\n          ? 50\n          : 100\n        : 100 - 100 / (1 + gain[i] / loss[i]);\n  }\n};\n\n/** True range of each bar */\nexport const trueRangeInto = (\n  high: Values,\n  low: Values,\n  close: Values,\n  n: number,\n  out: Float64Array,\n  from = 0,\n): void => {\n  for (let i = from; i < n; i++) {\n    const range = high[i] - low[i];\n    if (i === 0 || !finite(close[i - 1])) {\n      out[i] = range;\n      continue;\n    }\n    const pc = close[i - 1];\n    out[i] = Math.max(range, Math.abs(high[i] - pc), Math.abs(low[i] - pc));\n  }\n};\n\n/** KDJ: K and D smoothed from the raw stochastic value (seeded at 50), J = 3K − 2D */\nexport const kdjInto = (\n  high: Values,\n  low: Values,\n  close: Values,\n  n: number,\n  period: number,\n  kPeriod: number,\n  dPeriod: number,\n  k: Float64Array,\n  d: Float64Array,\n  j: Float64Array,\n  from = 0,\n): void => {\n  const p = periodOf(period);\n  const m1 = periodOf(kPeriod);\n  const m2 = periodOf(dPeriod);\n  for (let i = from; i < n; i++) {\n    k[i] = d[i] = j[i] = NaN;\n    if (i < p - 1) continue;\n    let hh = -Infinity;\n    let ll = Infinity;\n    for (let q = i - p + 1; q <= i; q++) {\n      if (high[q] > hh) hh = high[q];\n      if (low[q] < ll) ll = low[q];\n    }\n    const c = close[i];\n    if (!finite(hh) || !finite(ll) || !finite(c)) continue;\n    const rsv = hh === ll ? 50 : ((c - ll) / (hh - ll)) * 100;\n    const pk = i > 0 && finite(k[i - 1]) ? k[i - 1] : 50;\n    const pd = i > 0 && finite(d[i - 1]) ? d[i - 1] : 50;\n    k[i] = ((m1 - 1) * pk + rsv) / m1;\n    d[i] = ((m2 - 1) * pd + k[i]) / m2;\n    j[i] = 3 * k[i] - 2 * d[i];\n  }\n};\n\nconst DAY = 86_400_000;\n\n/** Session key of a time: bars with the same key are in the same VWAP period */\nexport const sessionKey = (\n  time: number,\n  reset: \"day\" | \"week\" | \"month\" | \"none\",\n  utcOffset = 0,\n): number => {\n  if (reset === \"none\") return 0;\n  const t = time + utcOffset * 60_000;\n  const day = Math.floor(t / DAY);\n  if (reset === \"day\") return day;\n  // 1970-01-01 is a Thursday: weeks start on Monday\n  if (reset === \"week\") return Math.floor((day + 3) / 7);\n  const date = new Date(t);\n  return date.getUTCFullYear() * 12 + date.getUTCMonth();\n};\n\n/** VWAP; `pv` / `vol` hold the cumulative sums of the period */\nexport const vwapInto = (\n  high: Values,\n  low: Values,\n  close: Values,\n  volume: Values,\n  time: Values | null,\n  n: number,\n  reset: \"day\" | \"week\" | \"month\" | \"none\",\n  utcOffset: number,\n  out: Float64Array,\n  pv: Float64Array,\n  vol: Float64Array,\n  from = 0,\n): void => {\n  for (let i = from; i < n; i++) {\n    const tp = (high[i] + low[i] + close[i]) / 3;\n    const v = finite(volume[i]) ? volume[i] : 0;\n    const same =\n      i > 0 &&\n      (!time ||\n        sessionKey(time[i], reset, utcOffset) ===\n          sessionKey(time[i - 1], reset, utcOffset));\n    const basePv = same && finite(pv[i - 1]) ? pv[i - 1] : 0;\n    const baseV = same && finite(vol[i - 1]) ? vol[i - 1] : 0;\n    pv[i] = basePv + (finite(tp) ? tp * v : 0);\n    vol[i] = baseV + v;\n    out[i] = vol[i] > 0 ? pv[i] / vol[i] : finite(tp) ? tp : NaN;\n  }\n};\n\n/** Heikin-Ashi bars from regular bars */\nexport const heikinAshiInto = (\n  open: Values,\n  high: Values,\n  low: Values,\n  close: Values,\n  n: number,\n  out: {\n    open: Float64Array;\n    high: Float64Array;\n    low: Float64Array;\n    close: Float64Array;\n  },\n  from = 0,\n): void => {\n  for (let i = from; i < n; i++) {\n    const c = (open[i] + high[i] + low[i] + close[i]) / 4;\n    const prevOpen = i > 0 ? out.open[i - 1] : NaN;\n    const prevClose = i > 0 ? out.close[i - 1] : NaN;\n    const o =\n      finite(prevOpen) && finite(prevClose)\n        ? (prevOpen + prevClose) / 2\n        : (open[i] + close[i]) / 2;\n    out.open[i] = o;\n    out.close[i] = c;\n    out.high[i] = Math.max(high[i], o, c);\n    out.low[i] = Math.min(low[i], o, c);\n  }\n};\n\n// ------------------------------------------------------- public functions\n\n/**\n * Simple moving average: the mean of the last `period` values (NaN until\n * `period` values are available)\n */\nexport const sma = (values: Values, period: number): Float64Array => {\n  const out = nanArray(values.length);\n  smaInto(values, values.length, period, out);\n  return out;\n};\n\n/** Exponential moving average, seeded with the simple average of the first `period` values */\nexport const ema = (values: Values, period: number): Float64Array => {\n  const out = nanArray(values.length);\n  emaInto(values, values.length, period, out);\n  return out;\n};\n\n/** Linearly weighted moving average: the newest value weighs `period`, the oldest 1 */\nexport const wma = (values: Values, period: number): Float64Array => {\n  const out = nanArray(values.length);\n  wmaInto(values, values.length, period, out);\n  return out;\n};\n\n/** Bollinger bands: simple average ± `multiplier` population standard deviations */\nexport const bollinger = (\n  values: Values,\n  period = 20,\n  multiplier = 2,\n): { middle: Float64Array; upper: Float64Array; lower: Float64Array } => {\n  const n = values.length;\n  const middle = nanArray(n);\n  const upper = nanArray(n);\n  const lower = nanArray(n);\n  const dev = nanArray(n);\n  smaInto(values, n, period, middle);\n  stdevInto(values, n, period, dev);\n  for (let i = 0; i < n; i++) {\n    upper[i] = middle[i] + multiplier * dev[i];\n    lower[i] = middle[i] - multiplier * dev[i];\n  }\n  return { middle, upper, lower };\n};\n\n/** MACD line (fast EMA − slow EMA), its signal EMA and their difference */\nexport const macd = (\n  values: Values,\n  fast = 12,\n  slow = 26,\n  signal = 9,\n): { macd: Float64Array; signal: Float64Array; histogram: Float64Array } => {\n  const n = values.length;\n  const f = nanArray(n);\n  const s = nanArray(n);\n  emaInto(values, n, fast, f);\n  emaInto(values, n, slow, s);\n  const line = nanArray(n);\n  for (let i = 0; i < n; i++) line[i] = f[i] - s[i];\n  const sig = nanArray(n);\n  emaInto(line, n, signal, sig);\n  const histogram = nanArray(n);\n  for (let i = 0; i < n; i++) histogram[i] = line[i] - sig[i];\n  return { macd: line, signal: sig, histogram };\n};\n\n/** Relative strength index (0-100) with Wilder smoothing */\nexport const rsi = (values: Values, period = 14): Float64Array => {\n  const n = values.length;\n  const out = nanArray(n);\n  rsiInto(values, n, period, out, nanArray(n), nanArray(n));\n  return out;\n};\n\n/** KDJ stochastic: K and D smoothed (seeded at 50), J = 3K − 2D */\nexport const kdj = (\n  high: Values,\n  low: Values,\n  close: Values,\n  period = 9,\n  kPeriod = 3,\n  dPeriod = 3,\n): { k: Float64Array; d: Float64Array; j: Float64Array } => {\n  const n = close.length;\n  const k = nanArray(n);\n  const d = nanArray(n);\n  const j = nanArray(n);\n  kdjInto(high, low, close, n, period, kPeriod, dPeriod, k, d, j);\n  return { k, d, j };\n};\n\n/** Average true range with Wilder smoothing */\nexport const atr = (\n  high: Values,\n  low: Values,\n  close: Values,\n  period = 14,\n): Float64Array => {\n  const n = close.length;\n  const tr = nanArray(n);\n  trueRangeInto(high, low, close, n, tr);\n  const out = nanArray(n);\n  rmaInto(tr, n, period, out);\n  return out;\n};\n\n/**\n * Volume-weighted average of the typical price (high + low + close) / 3,\n * restarting each `reset` period (UTC, or shifted by `utcOffset` minutes);\n * without `time`, a single cumulative average\n */\nexport const vwap = (\n  high: Values,\n  low: Values,\n  close: Values,\n  volume: Values,\n  options: {\n    time?: Values;\n    reset?: \"day\" | \"week\" | \"month\" | \"none\";\n    utcOffset?: number;\n  } = {},\n): Float64Array => {\n  const n = close.length;\n  const out = nanArray(n);\n  vwapInto(\n    high,\n    low,\n    close,\n    volume,\n    options.time ?? null,\n    n,\n    options.reset ?? \"day\",\n    options.utcOffset ?? 0,\n    out,\n    nanArray(n),\n    nanArray(n),\n  );\n  return out;\n};\n\n/** Heikin-Ashi bars: averaged bars that smooth out the noise of trends */\nexport const heikinAshi = (bars: {\n  open: Values;\n  high: Values;\n  low: Values;\n  close: Values;\n}): {\n  open: Float64Array;\n  high: Float64Array;\n  low: Float64Array;\n  close: Float64Array;\n} => {\n  const n = bars.close.length;\n  const out = {\n    open: nanArray(n),\n    high: nanArray(n),\n    low: nanArray(n),\n    close: nanArray(n),\n  };\n  heikinAshiInto(bars.open, bars.high, bars.low, bars.close, n, out);\n  return out;\n};\n\n// -------------------------------------------------------------- timeframes\n\n/** A parsed timeframe: a count of a unit, with its approximate duration */\nexport interface ParsedTimeframe {\n  unit: \"ms\" | \"month\";\n  count: number;\n  /** Approximate duration in ms (30 days per month) */\n  ms: number;\n}\n\nconst UNIT_MS: Record<string, number> = {\n  s: 1000,\n  m: 60_000,\n  h: 3_600_000,\n  H: 3_600_000,\n  d: DAY,\n  D: DAY,\n  w: 7 * DAY,\n  W: 7 * DAY,\n};\n\n/** `\"15m\"` -> 15 minutes, `\"1M\"` -> 1 month; `null` when invalid */\nexport const parseTimeframe = (\n  timeframe: TradingTimeframe,\n): ParsedTimeframe | null => {\n  if (typeof timeframe === \"number\") {\n    return timeframe > 0\n      ? { unit: \"ms\", count: timeframe, ms: timeframe }\n      : null;\n  }\n  const match = /^(\\d+(?:\\.\\d+)?)([smhHdDwWM])$/.exec(timeframe.trim());\n  if (!match) return null;\n  const count = Number(match[1]);\n  if (!(count > 0)) return null;\n  const unit = match[2];\n  if (unit === \"M\") return { unit: \"month\", count, ms: count * 30 * DAY };\n  return {\n    unit: \"ms\",\n    count: count * UNIT_MS[unit],\n    ms: count * UNIT_MS[unit],\n  };\n};\n\n/** Start of the bucket of `time` (weeks start on Monday, months on the 1st) */\nexport const bucketStart = (\n  time: number,\n  tf: ParsedTimeframe,\n  utcOffset = 0,\n): number => {\n  const shift = utcOffset * 60_000;\n  const t = time + shift;\n  if (tf.unit === \"month\") {\n    const date = new Date(t);\n    const months = date.getUTCFullYear() * 12 + date.getUTCMonth();\n    const start = months - (months % tf.count);\n    return Date.UTC(Math.floor(start / 12), start % 12, 1) - shift;\n  }\n  if (tf.count % (7 * DAY) === 0) {\n    // Monday-aligned weeks (the epoch is a Thursday)\n    const monday = 4 * DAY;\n    return Math.floor((t - monday) / tf.count) * tf.count + monday - shift;\n  }\n  return Math.floor(t / tf.count) * tf.count - shift;\n};\n\nconst isColumns = (bars: TradingBarsInput): bars is TradingBarColumns =>\n  !Array.isArray(bars);\n\n/**\n * Aggregates bars into a longer timeframe (`\"5m\"` bars into `\"1H\"`, ...):\n * first open, highest high, lowest low, last close, summed volume. Buckets\n * are aligned on UTC (or shifted by `utcOffset` minutes); weeks start on\n * Monday. Columns in, columns out (Float64Array).\n */\nexport function resampleBars(\n  bars: readonly TradingBar[],\n  timeframe: TradingTimeframe,\n  utcOffset?: number,\n): TradingBar[];\nexport function resampleBars(\n  bars: TradingBarColumns,\n  timeframe: TradingTimeframe,\n  utcOffset?: number,\n): TradingBarColumns;\nexport function resampleBars(\n  bars: TradingBarsInput,\n  timeframe: TradingTimeframe,\n  utcOffset = 0,\n): TradingBar[] | TradingBarColumns {\n  const tf = parseTimeframe(timeframe);\n  if (!tf) throw new Error(`Invalid timeframe: ${String(timeframe)}`);\n  const columns = isColumns(bars);\n  const n = columns ? bars.close.length : bars.length;\n  const get = (i: number): TradingBar => {\n    if (!columns) return (bars as readonly TradingBar[])[i];\n    const c = bars as TradingBarColumns;\n    return {\n      time: c.time[i],\n      open: c.open[i],\n      high: c.high[i],\n      low: c.low[i],\n      close: c.close[i],\n      volume: c.volume ? c.volume[i] : undefined,\n    };\n  };\n  const out: TradingBar[] = [];\n  let current: TradingBar | null = null;\n  for (let i = 0; i < n; i++) {\n    const bar = get(i);\n    const start = bucketStart(bar.time, tf, utcOffset);\n    if (!current || start !== current.time) {\n      if (current) out.push(current);\n      current = {\n        time: start,\n        open: bar.open,\n        high: bar.high,\n        low: bar.low,\n        close: bar.close,\n        volume: bar.volume ?? 0,\n      };\n    } else {\n      if (bar.high > current.high) current.high = bar.high;\n      if (bar.low < current.low) current.low = bar.low;\n      current.close = bar.close;\n      current.volume = (current.volume ?? 0) + (bar.volume ?? 0);\n    }\n  }\n  if (current) out.push(current);\n  if (!columns) return out;\n  const m = out.length;\n  const result = {\n    time: new Float64Array(m),\n    open: new Float64Array(m),\n    high: new Float64Array(m),\n    low: new Float64Array(m),\n    close: new Float64Array(m),\n    volume: new Float64Array(m),\n  };\n  out.forEach((bar, i) => {\n    result.time[i] = bar.time;\n    result.open[i] = bar.open;\n    result.high[i] = bar.high;\n    result.low[i] = bar.low;\n    result.close[i] = bar.close;\n    result.volume[i] = bar.volume ?? 0;\n  });\n  return result;\n}\n\n/** Highest / lowest of a window: exported for the KDJ-like studies of the chart */\nexport const highestInto = (\n  src: Values,\n  n: number,\n  period: number,\n  out: Float64Array,\n  from = 0,\n): void => extremeInto(src, n, periodOf(period), out, from, true);\n\nexport const lowestInto = (\n  src: Values,\n  n: number,\n  period: number,\n  out: Float64Array,\n  from = 0,\n): void => extremeInto(src, n, periodOf(period), out, from, 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Every kernel computes the outputs from index\n// `from` on, assuming the outputs before it are up to date: the chart\n// recomputes only the last bar on each tick, even with a million bars.\n\nimport { offsetOf, zoneOffset, type UtcOffset } from \"./format\";\nimport type {\n  TradingBar,\n  TradingBarColumns,\n  TradingBarsInput,\n  TradingTimeframe,\n  TradingVolumeProfile,\n} from \"./types\";\n\ntype Values = ArrayLike<number>;\n\nconst finite = Number.isFinite;\n\n/** Output array of `n` values, NaN-filled */\nconst nanArray = (n: number) => new Float64Array(n).fill(NaN);\n\nconst periodOf = (period: number) => Math.max(1, Math.floor(period) || 1);\n\n// ---------------------------------------------------------------- kernels\n\n/** Simple moving average of `src[0..n)` into `out`, from index `from` */\nexport const smaInto = (\n  src: Values,\n  n: number,\n  period: number,\n  out: Float64Array,\n  from = 0,\n): void => {\n  const p = periodOf(period);\n  let sum = 0;\n  let valid = 0;\n  // the window ending just before `from` (the loop below drops its oldest value)\n  for (let j = Math.max(0, from - p); j < from; j++) {\n    const v = src[j];\n    if (finite(v)) {\n      sum += v;\n      valid++;\n    }\n  }\n  for (let i = from; i < n; i++) {\n    const v = src[i];\n    if (finite(v)) {\n      sum += v;\n      valid++;\n    }\n    if (i >= p) {\n      const old = src[i - p];\n      if (finite(old)) {\n        sum -= old;\n        valid--;\n      }\n    }\n    out[i] = valid === p ? sum / p : NaN;\n  }\n};\n\n/** Mean of `src[i-p+1..i]`, NaN unless the window is complete */\nconst windowMean = (src: Values, i: number, p: number) => {\n  if (i < p - 1) return NaN;\n  let sum = 0;\n  for (let k = i - p + 1; k <= i; k++) {\n    const v = src[k];\n    if (!finite(v)) return NaN;\n    sum += v;\n  }\n  return sum / p;\n};\n\n/**\n * Exponential smoothing with factor `alpha`, seeded with the simple\n * average of the first complete window (the TradingView convention)\n */\nconst smoothInto = (\n  src: Values,\n  n: number,\n  p: number,\n  alpha: number,\n  out: Float64Array,\n  from: number,\n) => {\n  for (let i = from; i < n; i++) {\n    const v = src[i];\n    const prev = i > 0 ? out[i - 1] : NaN;\n    if (!finite(v)) out[i] = NaN;\n    else if (finite(prev)) out[i] = prev + alpha * (v - prev);\n    else out[i] = windowMean(src, i, p);\n  }\n};\n\n/** Exponential moving average (alpha = 2 / (period + 1)) */\nexport const emaInto = (\n  src: Values,\n  n: number,\n  period: number,\n  out: Float64Array,\n  from = 0,\n): void => {\n  const p = periodOf(period);\n  smoothInto(src, n, p, 2 / (p + 1), out, from);\n};\n\n/** Wilder's moving average (alpha = 1 / period), used by RSI and ATR */\nexport const rmaInto = (\n  src: Values,\n  n: number,\n  period: number,\n  out: Float64Array,\n  from = 0,\n): void => {\n  const p = periodOf(period);\n  smoothInto(src, n, p, 1 / p, out, from);\n};\n\n/** Linearly weighted moving average (the newest bar weighs `period`) */\nexport const wmaInto = (\n  src: Values,\n  n: number,\n  period: number,\n  out: Float64Array,\n  from = 0,\n): void => {\n  const p = periodOf(period);\n  const denominator = (p * (p + 1)) / 2;\n  const direct = (i: number) => {\n    if (i < p - 1) return NaN;\n    let num = 0;\n    for (let k = 0; k < p; k++) {\n      const v = src[i - k];\n      if (!finite(v)) return NaN;\n      num += (p - k) * v;\n    }\n    return num;\n  };\n  // numerator of the previous index and the sum of its window\n  let num = from > 0 ? direct(from - 1) : NaN;\n  let sum = from > 0 ? windowMean(src, from - 1, p) * p : NaN;\n  for (let i = from; i < n; i++) {\n    const v = src[i];\n    if (finite(num) && finite(sum) && finite(v)) {\n      num = num - sum + p * v;\n      sum = sum + v - (i >= p ? src[i - p] : 0);\n    } else {\n      num = direct(i);\n      sum = windowMean(src, i, p) * p;\n    }\n    out[i] = finite(num) ? num / denominator : NaN;\n  }\n};\n\n/** Population standard deviation over the window (two passes: exact) */\nexport const stdevInto = (\n  src: Values,\n  n: number,\n  period: number,\n  out: Float64Array,\n  from = 0,\n): void => {\n  const p = periodOf(period);\n  for (let i = from; i < n; i++) {\n    const mean = windowMean(src, i, p);\n    if (!finite(mean)) {\n      out[i] = NaN;\n      continue;\n    }\n    let sq = 0;\n    for (let k = i - p + 1; k <= i; k++) {\n      const d = src[k] - mean;\n      sq += d * d;\n    }\n    out[i] = Math.sqrt(sq / p);\n  }\n};\n\n/**\n * Highest (or lowest) value of the window ending at each index, NaN while\n * the window is incomplete or holds a NaN. A monotonic queue of indices\n * makes it O(1) per bar whatever the period (Ichimoku uses 52 bars).\n */\nconst extremeInto = (\n  src: Values,\n  n: number,\n  p: number,\n  out: Float64Array,\n  from: number,\n  highest: boolean,\n) => {\n  const queue = new Int32Array(p + 1);\n  let head = 0;\n  let tail = 0;\n  let lastNaN = -1;\n  const better = (a: number, b: number) => (highest ? a >= b : a <= b);\n  const push = (i: number) => {\n    const v = src[i];\n    if (!finite(v)) {\n      lastNaN = i;\n      head = tail = 0;\n      return;\n    }\n    while (tail > head && better(v, src[queue[(tail - 1) % (p + 1)]])) tail--;\n    queue[tail % (p + 1)] = i;\n    tail++;\n    while (queue[head % (p + 1)] <= i - p) head++;\n  };\n  // the window ending just before `from`\n  for (let i = Math.max(0, from - p + 1); i < from; i++) push(i);\n  for (let i = from; i < n; i++) {\n    push(i);\n    out[i] =\n      i < p - 1 || lastNaN > i - p || tail === head\n        ? NaN\n        : src[queue[head % (p + 1)]];\n  }\n};\n\n/** RSI with Wilder smoothing; `gain` / `loss` hold the running averages */\nexport const rsiInto = (\n  close: Values,\n  n: number,\n  period: number,\n  out: Float64Array,\n  gain: Float64Array,\n  loss: Float64Array,\n  from = 0,\n): void => {\n  const p = periodOf(period);\n  for (let i = from; i < n; i++) {\n    gain[i] = loss[i] = NaN;\n    out[i] = NaN;\n    if (i === 0) continue;\n    const change = close[i] - close[i - 1];\n    if (!finite(change)) continue;\n    if (finite(gain[i - 1]) && finite(loss[i - 1])) {\n      gain[i] = (gain[i - 1] * (p - 1) + Math.max(change, 0)) / p;\n      loss[i] = (loss[i - 1] * (p - 1) + Math.max(-change, 0)) / p;\n    } else if (i >= p) {\n      let g = 0;\n      let l = 0;\n      let ok = true;\n      for (let k = i - p + 1; k <= i; k++) {\n        const c = close[k] - close[k - 1];\n        if (!finite(c)) {\n          ok = false;\n          break;\n        }\n        if (c > 0) g += c;\n        else l -= c;\n      }\n      if (!ok) continue;\n      gain[i] = g / p;\n      loss[i] = l / p;\n    } else {\n      continue;\n    }\n    out[i] =\n      loss[i] === 0\n        ? gain[i] === 0\n          ? 50\n          : 100\n        : 100 - 100 / (1 + gain[i] / loss[i]);\n  }\n};\n\n/** True range of each bar */\nexport const trueRangeInto = (\n  high: Values,\n  low: Values,\n  close: Values,\n  n: number,\n  out: Float64Array,\n  from = 0,\n): void => {\n  for (let i = from; i < n; i++) {\n    const range = high[i] - low[i];\n    if (i === 0 || !finite(close[i - 1])) {\n      out[i] = range;\n      continue;\n    }\n    const pc = close[i - 1];\n    out[i] = Math.max(range, Math.abs(high[i] - pc), Math.abs(low[i] - pc));\n  }\n};\n\n/** KDJ: K and D smoothed from the raw stochastic value (seeded at 50), J = 3K − 2D */\nexport const kdjInto = (\n  high: Values,\n  low: Values,\n  close: Values,\n  n: number,\n  period: number,\n  kPeriod: number,\n  dPeriod: number,\n  k: Float64Array,\n  d: Float64Array,\n  j: Float64Array,\n  from = 0,\n): void => {\n  const p = periodOf(period);\n  const m1 = periodOf(kPeriod);\n  const m2 = periodOf(dPeriod);\n  for (let i = from; i < n; i++) {\n    k[i] = d[i] = j[i] = NaN;\n    if (i < p - 1) continue;\n    let hh = -Infinity;\n    let ll = Infinity;\n    for (let q = i - p + 1; q <= i; q++) {\n      if (high[q] > hh) hh = high[q];\n      if (low[q] < ll) ll = low[q];\n    }\n    const c = close[i];\n    if (!finite(hh) || !finite(ll) || !finite(c)) continue;\n    const rsv = hh === ll ? 50 : ((c - ll) / (hh - ll)) * 100;\n    const pk = i > 0 && finite(k[i - 1]) ? k[i - 1] : 50;\n    const pd = i > 0 && finite(d[i - 1]) ? d[i - 1] : 50;\n    k[i] = ((m1 - 1) * pk + rsv) / m1;\n    d[i] = ((m2 - 1) * pd + k[i]) / m2;\n    j[i] = 3 * k[i] - 2 * d[i];\n  }\n};\n\nconst DAY = 86_400_000;\n\n/** Session key of a time: bars with the same key are in the same VWAP period */\nexport const sessionKey = (\n  time: number,\n  reset: \"day\" | \"week\" | \"month\" | \"none\",\n  utcOffset: UtcOffset = 0,\n): number => {\n  if (reset === \"none\") return 0;\n  const t = time + offsetOf(utcOffset, time) * 60_000;\n  const day = Math.floor(t / DAY);\n  if (reset === \"day\") return day;\n  // 1970-01-01 is a Thursday: weeks start on Monday\n  if (reset === \"week\") return Math.floor((day + 3) / 7);\n  const date = new Date(t);\n  return date.getUTCFullYear() * 12 + date.getUTCMonth();\n};\n\n/** VWAP; `pv` / `vol` hold the cumulative sums of the period */\nexport const vwapInto = (\n  high: Values,\n  low: Values,\n  close: Values,\n  volume: Values,\n  time: Values | null,\n  n: number,\n  reset: \"day\" | \"week\" | \"month\" | \"none\",\n  utcOffset: UtcOffset,\n  out: Float64Array,\n  pv: Float64Array,\n  vol: Float64Array,\n  from = 0,\n): void => {\n  for (let i = from; i < n; i++) {\n    const tp = (high[i] + low[i] + close[i]) / 3;\n    const v = finite(volume[i]) ? volume[i] : 0;\n    const same =\n      i > 0 &&\n      (!time ||\n        sessionKey(time[i], reset, utcOffset) ===\n          sessionKey(time[i - 1], reset, utcOffset));\n    const basePv = same && finite(pv[i - 1]) ? pv[i - 1] : 0;\n    const baseV = same && finite(vol[i - 1]) ? vol[i - 1] : 0;\n    pv[i] = basePv + (finite(tp) ? tp * v : 0);\n    vol[i] = baseV + v;\n    out[i] = vol[i] > 0 ? pv[i] / vol[i] : finite(tp) ? tp : NaN;\n  }\n};\n\n/** Heikin-Ashi bars from regular bars */\nexport const heikinAshiInto = (\n  open: Values,\n  high: Values,\n  low: Values,\n  close: Values,\n  n: number,\n  out: {\n    open: Float64Array;\n    high: Float64Array;\n    low: Float64Array;\n    close: Float64Array;\n  },\n  from = 0,\n): void => {\n  for (let i = from; i < n; i++) {\n    const c = (open[i] + high[i] + low[i] + close[i]) / 4;\n    const prevOpen = i > 0 ? out.open[i - 1] : NaN;\n    const prevClose = i > 0 ? out.close[i - 1] : NaN;\n    const o =\n      finite(prevOpen) && finite(prevClose)\n        ? (prevOpen + prevClose) / 2\n        : (open[i] + close[i]) / 2;\n    out.open[i] = o;\n    out.close[i] = c;\n    out.high[i] = Math.max(high[i], o, c);\n    out.low[i] = Math.min(low[i], o, c);\n  }\n};\n\n/** On-balance volume: the volume added on up closes, subtracted on down closes */\nexport const obvInto = (\n  close: Values,\n  volume: Values,\n  n: number,\n  out: Float64Array,\n  from = 0,\n): void => {\n  for (let i = from; i < n; i++) {\n    if (i === 0) {\n      out[i] = 0;\n      continue;\n    }\n    const v = finite(volume[i]) ? volume[i] : 0;\n    const prev = finite(out[i - 1]) ? out[i - 1] : 0;\n    const change = close[i] - close[i - 1];\n    out[i] = prev + (change > 0 ? v : change < 0 ? -v : 0);\n  }\n};\n\n/** Typical price (high + low + close) / 3 */\nconst typicalInto = (\n  high: Values,\n  low: Values,\n  close: Values,\n  n: number,\n  out: Float64Array,\n  from: number,\n) => {\n  for (let i = from; i < n; i++) out[i] = (high[i] + low[i] + close[i]) / 3;\n};\n\n/** Commodity channel index: distance of the typical price from its average, in mean deviations / 0.015 */\nexport const cciInto = (\n  high: Values,\n  low: Values,\n  close: Values,\n  n: number,\n  period: number,\n  out: Float64Array,\n  typical: Float64Array,\n  mean: Float64Array,\n  from = 0,\n): void => {\n  const p = periodOf(period);\n  typicalInto(high, low, close, n, typical, from);\n  smaInto(typical, n, p, mean, from);\n  for (let i = from; i < n; i++) {\n    const m = mean[i];\n    if (!finite(m)) {\n      out[i] = NaN;\n      continue;\n    }\n    let deviation = 0;\n    for (let k = i - p + 1; k <= i; k++) deviation += Math.abs(typical[k] - m);\n    deviation /= p;\n    out[i] = deviation === 0 ? 0 : (typical[i] - m) / (0.015 * deviation);\n  }\n};\n\n/** Williams %R (−100 to 0): the close within the range of the window, from its high */\nexport const williamsRInto = (\n  high: Values,\n  low: Values,\n  close: Values,\n  n: number,\n  period: number,\n  out: Float64Array,\n  highest: Float64Array,\n  lowest: Float64Array,\n  from = 0,\n): void => {\n  const p = periodOf(period);\n  extremeInto(high, n, p, highest, from, true);\n  extremeInto(low, n, p, lowest, from, false);\n  for (let i = from; i < n; i++) {\n    const hh = highest[i];\n    const ll = lowest[i];\n    out[i] =\n      !finite(hh) || !finite(ll)\n        ? NaN\n        : hh === ll\n          ? -50\n          : ((hh - close[i]) / (hh - ll)) * -100;\n  }\n};\n\n/** Money flow index (0-100): an RSI of the typical price weighted by the volume */\nexport const mfiInto = (\n  high: Values,\n  low: Values,\n  close: Values,\n  volume: Values,\n  n: number,\n  period: number,\n  out: Float64Array,\n  typical: Float64Array,\n  from = 0,\n): void => {\n  const p = periodOf(period);\n  typicalInto(high, low, close, n, typical, Math.max(0, from - p - 1));\n  for (let i = from; i < n; i++) {\n    if (i < p) {\n      out[i] = NaN;\n      continue;\n    }\n    let positive = 0;\n    let negative = 0;\n    let ok = true;\n    for (let k = i - p + 1; k <= i; k++) {\n      const flow = typical[k] * (finite(volume[k]) ? volume[k] : 0);\n      if (!finite(flow) || !finite(typical[k - 1])) {\n        ok = false;\n        break;\n      }\n      if (typical[k] > typical[k - 1]) positive += flow;\n      else if (typical[k] < typical[k - 1]) negative += flow;\n    }\n    out[i] = !ok\n      ? NaN\n      : negative === 0\n        ? positive === 0\n          ? 50\n          : 100\n        : 100 - 100 / (1 + positive / negative);\n  }\n};\n\n/** Working columns of the stochastic RSI */\nexport interface StochRsiWork {\n  rsi: Float64Array;\n  gain: Float64Array;\n  loss: Float64Array;\n  highest: Float64Array;\n  lowest: Float64Array;\n  raw: Float64Array;\n}\n\n/** Stochastic RSI: the stochastic of the RSI, smoothed into K and D */\nexport const stochRsiInto = (\n  close: Values,\n  n: number,\n  rsiPeriod: number,\n  stochPeriod: number,\n  kPeriod: number,\n  dPeriod: number,\n  k: Float64Array,\n  d: Float64Array,\n  work: StochRsiWork,\n  from = 0,\n): void => {\n  const p = periodOf(stochPeriod);\n  rsiInto(close, n, rsiPeriod, work.rsi, work.gain, work.loss, from);\n  extremeInto(work.rsi, n, p, work.highest, from, true);\n  extremeInto(work.rsi, n, p, work.lowest, from, false);\n  for (let i = from; i < n; i++) {\n    const hh = work.highest[i];\n    const ll = work.lowest[i];\n    work.raw[i] =\n      !finite(hh) || !finite(ll)\n        ? NaN\n        : hh === ll\n          ? 50\n          : ((work.rsi[i] - ll) / (hh - ll)) * 100;\n  }\n  smaInto(work.raw, n, kPeriod, k, from);\n  smaInto(k, n, dPeriod, d, from);\n};\n\n/** Working columns of the DMI */\nexport interface DmiWork {\n  tr: Float64Array;\n  plusDm: Float64Array;\n  minusDm: Float64Array;\n  smoothTr: Float64Array;\n  smoothPlus: Float64Array;\n  smoothMinus: Float64Array;\n  dx: Float64Array;\n}\n\n/** Directional movement index (Wilder): +DI, −DI and the ADX */\nexport const dmiInto = (\n  high: Values,\n  low: Values,\n  close: Values,\n  n: number,\n  period: number,\n  adxPeriod: number,\n  plus: Float64Array,\n  minus: Float64Array,\n  adx: Float64Array,\n  work: DmiWork,\n  from = 0,\n): void => {\n  for (let i = from; i < n; i++) {\n    if (i === 0) {\n      work.tr[i] = work.plusDm[i] = work.minusDm[i] = NaN;\n      continue;\n    }\n    const up = high[i] - high[i - 1];\n    const down = low[i - 1] - low[i];\n    work.plusDm[i] = up > down && up > 0 ? up : 0;\n    work.minusDm[i] = down > up && down > 0 ? down : 0;\n    const pc = close[i - 1];\n    work.tr[i] = Math.max(\n      high[i] - low[i],\n      Math.abs(high[i] - pc),\n      Math.abs(low[i] - pc),\n    );\n  }\n  rmaInto(work.tr, n, period, work.smoothTr, from);\n  rmaInto(work.plusDm, n, period, work.smoothPlus, from);\n  rmaInto(work.minusDm, n, period, work.smoothMinus, from);\n  for (let i = from; i < n; i++) {\n    const tr = work.smoothTr[i];\n    plus[i] = tr ? (100 * work.smoothPlus[i]) / tr : NaN;\n    minus[i] = tr ? (100 * work.smoothMinus[i]) / tr : NaN;\n    const sum = plus[i] + minus[i];\n    work.dx[i] = !finite(sum)\n      ? NaN\n      : sum === 0\n        ? 0\n        : (100 * Math.abs(plus[i] - minus[i])) / sum;\n  }\n  rmaInto(work.dx, n, adxPeriod, adx, from);\n};\n\n/** Working columns of the parabolic SAR */\nexport interface PsarWork {\n  /** Extreme point of the trend */\n  ep: Float64Array;\n  /** Acceleration factor */\n  af: Float64Array;\n  /** 1 rising, −1 falling */\n  trend: Float64Array;\n}\n\n/** Parabolic stop and reverse (Wilder) */\nexport const psarInto = (\n  high: Values,\n  low: Values,\n  n: number,\n  start: number,\n  increment: number,\n  maximum: number,\n  out: Float64Array,\n  work: PsarWork,\n  from = 0,\n): void => {\n  const { ep, af, trend } = work;\n  for (let i = from; i < n; i++) {\n    if (i === 0) {\n      out[i] = ep[i] = af[i] = trend[i] = NaN;\n      continue;\n    }\n    if (!finite(trend[i - 1])) {\n      // the first two bars set the direction\n      const up = high[i] + low[i] >= high[i - 1] + low[i - 1];\n      out[i] = up\n        ? Math.min(low[i - 1], low[i])\n        : Math.max(high[i - 1], high[i]);\n      ep[i] = up\n        ? Math.max(high[i - 1], high[i])\n        : Math.min(low[i - 1], low[i]);\n      af[i] = start;\n      trend[i] = finite(out[i]) ? (up ? 1 : -1) : NaN;\n      continue;\n    }\n    const prevEp = ep[i - 1];\n    const prevAf = af[i - 1];\n    let sar = out[i - 1] + prevAf * (prevEp - out[i - 1]);\n    const before = i >= 2 ? i - 2 : i - 1;\n    if (trend[i - 1] === 1) {\n      sar = Math.min(sar, low[i - 1], low[before]);\n      if (low[i] < sar) {\n        trend[i] = -1;\n        sar = Math.max(prevEp, high[i]);\n        ep[i] = low[i];\n        af[i] = start;\n      } else {\n        trend[i] = 1;\n        ep[i] = Math.max(prevEp, high[i]);\n        af[i] =\n          high[i] > prevEp ? Math.min(prevAf + increment, maximum) : prevAf;\n      }\n    } else {\n      sar = Math.max(sar, high[i - 1], high[before]);\n      if (high[i] > sar) {\n        trend[i] = 1;\n        sar = Math.min(prevEp, low[i]);\n        ep[i] = high[i];\n        af[i] = start;\n      } else {\n        trend[i] = -1;\n        ep[i] = Math.min(prevEp, low[i]);\n        af[i] =\n          low[i] < prevEp ? Math.min(prevAf + increment, maximum) : prevAf;\n      }\n    }\n    out[i] = sar;\n  }\n};\n\n/** Working columns of the SuperTrend */\nexport interface SupertrendWork {\n  tr: Float64Array;\n  atr: Float64Array;\n  upper: Float64Array;\n  lower: Float64Array;\n}\n\n/**\n * SuperTrend: a trailing band `multiplier` ATRs from the median price,\n * below the bars in an uptrend (`direction` 1), above them in a downtrend (−1)\n */\nexport const supertrendInto = (\n  high: Values,\n  low: Values,\n  close: Values,\n  n: number,\n  period: number,\n  multiplier: number,\n  out: Float64Array,\n  direction: Float64Array,\n  work: SupertrendWork,\n  from = 0,\n): void => {\n  const { tr, atr: range, upper, lower } = work;\n  trueRangeInto(high, low, close, n, tr, from);\n  rmaInto(tr, n, period, range, from);\n  for (let i = from; i < n; i++) {\n    const a = range[i];\n    if (!finite(a)) {\n      out[i] = direction[i] = upper[i] = lower[i] = NaN;\n      continue;\n    }\n    const mid = (high[i] + low[i]) / 2;\n    let up = mid + multiplier * a;\n    let down = mid - multiplier * a;\n    const pu = i > 0 ? upper[i - 1] : NaN;\n    const pl = i > 0 ? lower[i - 1] : NaN;\n    const pc = i > 0 ? close[i - 1] : NaN;\n    // the bands only tighten while the trend holds\n    if (finite(pl) && !(down > pl || pc < pl)) down = pl;\n    if (finite(pu) && !(up < pu || pc > pu)) up = pu;\n    upper[i] = up;\n    lower[i] = down;\n    const pd = i > 0 ? direction[i - 1] : NaN;\n    const d = !finite(pd)\n      ? -1\n      : pd === -1\n        ? close[i] > up\n          ? 1\n          : -1\n        : close[i] < down\n          ? -1\n          : 1;\n    direction[i] = d;\n    out[i] = d === 1 ? down : up;\n  }\n};\n\n/** Midpoint of the highest high and the lowest low of a window */\nconst midpointInto = (\n  high: Values,\n  low: Values,\n  n: number,\n  period: number,\n  out: Float64Array,\n  highest: Float64Array,\n  lowest: Float64Array,\n  from: number,\n) => {\n  const p = periodOf(period);\n  extremeInto(high, n, p, highest, from, true);\n  extremeInto(low, n, p, lowest, from, false);\n  for (let i = from; i < n; i++) out[i] = (highest[i] + lowest[i]) / 2;\n};\n\n/** Working columns of Ichimoku */\nexport interface IchimokuWork {\n  highest: Float64Array;\n  lowest: Float64Array;\n}\n\n/**\n * Ichimoku lines at each bar (unshifted): conversion (Tenkan), base\n * (Kijun), leading span A and B (drawn `displacement − 1` bars ahead)\n */\nexport const ichimokuInto = (\n  high: Values,\n  low: Values,\n  n: number,\n  conversionPeriod: number,\n  basePeriod: number,\n  spanBPeriod: number,\n  conversion: Float64Array,\n  base: Float64Array,\n  spanA: Float64Array,\n  spanB: Float64Array,\n  work: IchimokuWork,\n  from = 0,\n): void => {\n  const { highest, lowest } = work;\n  midpointInto(\n    high,\n    low,\n    n,\n    conversionPeriod,\n    conversion,\n    highest,\n    lowest,\n    from,\n  );\n  midpointInto(high, low, n, basePeriod, base, highest, lowest, from);\n  midpointInto(high, low, n, spanBPeriod, spanB, highest, lowest, from);\n  for (let i = from; i < n; i++) spanA[i] = (conversion[i] + base[i]) / 2;\n};\n\n/** Donchian channel: highest high, lowest low and their midpoint */\nexport const donchianInto = (\n  high: Values,\n  low: Values,\n  n: number,\n  period: number,\n  upper: Float64Array,\n  lower: Float64Array,\n  middle: Float64Array,\n  from = 0,\n): void => {\n  const p = periodOf(period);\n  extremeInto(high, n, p, upper, from, true);\n  extremeInto(low, n, p, lower, from, false);\n  for (let i = from; i < n; i++) middle[i] = (upper[i] + lower[i]) / 2;\n};\n\n/** Keltner channel: an EMA of the close ± `multiplier` ATRs */\nexport const keltnerInto = (\n  high: Values,\n  low: Values,\n  close: Values,\n  n: number,\n  period: number,\n  multiplier: number,\n  atrPeriod: number,\n  middle: Float64Array,\n  upper: Float64Array,\n  lower: Float64Array,\n  work: { tr: Float64Array; atr: Float64Array },\n  from = 0,\n): void => {\n  emaInto(close, n, period, middle, from);\n  trueRangeInto(high, low, close, n, work.tr, from);\n  rmaInto(work.tr, n, atrPeriod, work.atr, from);\n  for (let i = from; i < n; i++) {\n    upper[i] = middle[i] + multiplier * work.atr[i];\n    lower[i] = middle[i] - multiplier * work.atr[i];\n  }\n};\n\n// ------------------------------------------------------- public functions\n\n/**\n * Simple moving average: the mean of the last `period` values (NaN until\n * `period` values are available)\n */\nexport const sma = (values: Values, period: number): Float64Array => {\n  const out = nanArray(values.length);\n  smaInto(values, values.length, period, out);\n  return out;\n};\n\n/** Exponential moving average, seeded with the simple average of the first `period` values */\nexport const ema = (values: Values, period: number): Float64Array => {\n  const out = nanArray(values.length);\n  emaInto(values, values.length, period, out);\n  return out;\n};\n\n/** Linearly weighted moving average: the newest value weighs `period`, the oldest 1 */\nexport const wma = (values: Values, period: number): Float64Array => {\n  const out = nanArray(values.length);\n  wmaInto(values, values.length, period, out);\n  return out;\n};\n\n/** Bollinger bands: simple average ± `multiplier` population standard deviations */\nexport const bollinger = (\n  values: Values,\n  period = 20,\n  multiplier = 2,\n): { middle: Float64Array; upper: Float64Array; lower: Float64Array } => {\n  const n = values.length;\n  const middle = nanArray(n);\n  const upper = nanArray(n);\n  const lower = nanArray(n);\n  const dev = nanArray(n);\n  smaInto(values, n, period, middle);\n  stdevInto(values, n, period, dev);\n  for (let i = 0; i < n; i++) {\n    upper[i] = middle[i] + multiplier * dev[i];\n    lower[i] = middle[i] - multiplier * dev[i];\n  }\n  return { middle, upper, lower };\n};\n\n/** MACD line (fast EMA − slow EMA), its signal EMA and their difference */\nexport const macd = (\n  values: Values,\n  fast = 12,\n  slow = 26,\n  signal = 9,\n): { macd: Float64Array; signal: Float64Array; histogram: Float64Array } => {\n  const n = values.length;\n  const f = nanArray(n);\n  const s = nanArray(n);\n  emaInto(values, n, fast, f);\n  emaInto(values, n, slow, s);\n  const line = nanArray(n);\n  for (let i = 0; i < n; i++) line[i] = f[i] - s[i];\n  const sig = nanArray(n);\n  emaInto(line, n, signal, sig);\n  const histogram = nanArray(n);\n  for (let i = 0; i < n; i++) histogram[i] = line[i] - sig[i];\n  return { macd: line, signal: sig, histogram };\n};\n\n/** Relative strength index (0-100) with Wilder smoothing */\nexport const rsi = (values: Values, period = 14): Float64Array => {\n  const n = values.length;\n  const out = nanArray(n);\n  rsiInto(values, n, period, out, nanArray(n), nanArray(n));\n  return out;\n};\n\n/** KDJ stochastic: K and D smoothed (seeded at 50), J = 3K − 2D */\nexport const kdj = (\n  high: Values,\n  low: Values,\n  close: Values,\n  period = 9,\n  kPeriod = 3,\n  dPeriod = 3,\n): { k: Float64Array; d: Float64Array; j: Float64Array } => {\n  const n = close.length;\n  const k = nanArray(n);\n  const d = nanArray(n);\n  const j = nanArray(n);\n  kdjInto(high, low, close, n, period, kPeriod, dPeriod, k, d, j);\n  return { k, d, j };\n};\n\n/** Average true range with Wilder smoothing */\nexport const atr = (\n  high: Values,\n  low: Values,\n  close: Values,\n  period = 14,\n): Float64Array => {\n  const n = close.length;\n  const tr = nanArray(n);\n  trueRangeInto(high, low, close, n, tr);\n  const out = nanArray(n);\n  rmaInto(tr, n, period, out);\n  return out;\n};\n\n/**\n * Volume-weighted average of the typical price (high + low + close) / 3,\n * restarting each `reset` period (UTC, or shifted by `utcOffset` minutes,\n * or in the IANA `timeZone`); without `time`, a single cumulative average\n */\nexport const vwap = (\n  high: Values,\n  low: Values,\n  close: Values,\n  volume: Values,\n  options: {\n    time?: Values;\n    reset?: \"day\" | \"week\" | \"month\" | \"none\";\n    utcOffset?: number;\n    timeZone?: string;\n  } = {},\n): Float64Array => {\n  const n = close.length;\n  const out = nanArray(n);\n  const zone = options.timeZone;\n  vwapInto(\n    high,\n    low,\n    close,\n    volume,\n    options.time ?? null,\n    n,\n    options.reset ?? \"day\",\n    options.utcOffset ?? (zone ? (time: number) => zoneOffset(time, zone) : 0),\n    out,\n    nanArray(n),\n    nanArray(n),\n  );\n  return out;\n};\n\n/** Heikin-Ashi bars: averaged bars that smooth out the noise of trends */\nexport const heikinAshi = (bars: {\n  open: Values;\n  high: Values;\n  low: Values;\n  close: Values;\n}): {\n  open: Float64Array;\n  high: Float64Array;\n  low: Float64Array;\n  close: Float64Array;\n} => {\n  const n = bars.close.length;\n  const out = {\n    open: nanArray(n),\n    high: nanArray(n),\n    low: nanArray(n),\n    close: nanArray(n),\n  };\n  heikinAshiInto(bars.open, bars.high, bars.low, bars.close, n, out);\n  return out;\n};\n\n/** On-balance volume: the running sum of the volume, signed by the close change */\nexport const obv = (close: Values, volume: Values): Float64Array => {\n  const out = nanArray(close.length);\n  obvInto(close, volume, close.length, out);\n  return out;\n};\n\n/** Commodity channel index (typically between −100 and +100 in a range) */\nexport const cci = (\n  high: Values,\n  low: Values,\n  close: Values,\n  period = 20,\n): Float64Array => {\n  const n = close.length;\n  const out = nanArray(n);\n  cciInto(high, low, close, n, period, out, nanArray(n), nanArray(n));\n  return out;\n};\n\n/** Williams %R, from −100 (close at the lowest low) to 0 (at the highest high) */\nexport const williamsR = (\n  high: Values,\n  low: Values,\n  close: Values,\n  period = 14,\n): Float64Array => {\n  const n = close.length;\n  const out = nanArray(n);\n  williamsRInto(high, low, close, n, period, out, nanArray(n), nanArray(n));\n  return out;\n};\n\n/** Money flow index (0-100): a volume-weighted RSI of the typical price */\nexport const mfi = (\n  high: Values,\n  low: Values,\n  close: Values,\n  volume: Values,\n  period = 14,\n): Float64Array => {\n  const n = close.length;\n  const out = nanArray(n);\n  mfiInto(high, low, close, volume, n, period, out, nanArray(n));\n  return out;\n};\n\n/** Stochastic RSI (0-100): the stochastic of the RSI, smoothed into K and D */\nexport const stochRsi = (\n  close: Values,\n  options: {\n    rsiPeriod?: number;\n    stochPeriod?: number;\n    kPeriod?: number;\n    dPeriod?: number;\n  } = {},\n): { k: Float64Array; d: Float64Array } => {\n  const n = close.length;\n  const k = nanArray(n);\n  const d = nanArray(n);\n  stochRsiInto(\n    close,\n    n,\n    options.rsiPeriod ?? 14,\n    options.stochPeriod ?? 14,\n    options.kPeriod ?? 3,\n    options.dPeriod ?? 3,\n    k,\n    d,\n    {\n      rsi: nanArray(n),\n      gain: nanArray(n),\n      loss: nanArray(n),\n      highest: nanArray(n),\n      lowest: nanArray(n),\n      raw: nanArray(n),\n    },\n  );\n  return { k, d };\n};\n\n/** Directional movement (Wilder): +DI, −DI and the average directional index */\nexport const dmi = (\n  high: Values,\n  low: Values,\n  close: Values,\n  period = 14,\n  adxPeriod = 14,\n): { plus: Float64Array; minus: Float64Array; adx: Float64Array } => {\n  const n = close.length;\n  const plus = nanArray(n);\n  const minus = nanArray(n);\n  const adx = nanArray(n);\n  dmiInto(high, low, close, n, period, adxPeriod, plus, minus, adx, {\n    tr: nanArray(n),\n    plusDm: nanArray(n),\n    minusDm: nanArray(n),\n    smoothTr: nanArray(n),\n    smoothPlus: nanArray(n),\n    smoothMinus: nanArray(n),\n    dx: nanArray(n),\n  });\n  return { plus, minus, adx };\n};\n\n/**\n * Parabolic SAR (Wilder): a trailing stop below the bars in an uptrend,\n * above them in a downtrend, accelerating with each new extreme\n */\nexport const psar = (\n  high: Values,\n  low: Values,\n  options: { start?: number; increment?: number; maximum?: number } = {},\n): Float64Array => {\n  const n = high.length;\n  const out = nanArray(n);\n  const start = options.start ?? 0.02;\n  psarInto(\n    high,\n    low,\n    n,\n    start,\n    options.increment ?? start,\n    options.maximum ?? 0.2,\n    out,\n    { ep: nanArray(n), af: nanArray(n), trend: nanArray(n) },\n  );\n  return out;\n};\n\n/**\n * SuperTrend: the trailing band (`value`) and the trend (`direction`: 1 up,\n * −1 down)\n */\nexport const supertrend = (\n  high: Values,\n  low: Values,\n  close: Values,\n  period = 10,\n  multiplier = 3,\n): { value: Float64Array; direction: Float64Array } => {\n  const n = close.length;\n  const value = nanArray(n);\n  const direction = nanArray(n);\n  supertrendInto(high, low, close, n, period, multiplier, value, direction, {\n    tr: nanArray(n),\n    atr: nanArray(n),\n    upper: nanArray(n),\n    lower: nanArray(n),\n  });\n  return { value, direction };\n};\n\n/**\n * Ichimoku Kinkō Hyō, aligned on the bars that compute them: the leading\n * spans are plotted `displacement − 1` bars ahead and the lagging span is\n * the close plotted `displacement − 1` bars back\n */\nexport const ichimoku = (\n  high: Values,\n  low: Values,\n  options: {\n    conversionPeriod?: number;\n    basePeriod?: number;\n    spanBPeriod?: number;\n  } = {},\n): {\n  conversion: Float64Array;\n  base: Float64Array;\n  spanA: Float64Array;\n  spanB: Float64Array;\n} => {\n  const n = high.length;\n  const out = {\n    conversion: nanArray(n),\n    base: nanArray(n),\n    spanA: nanArray(n),\n    spanB: nanArray(n),\n  };\n  ichimokuInto(\n    high,\n    low,\n    n,\n    options.conversionPeriod ?? 9,\n    options.basePeriod ?? 26,\n    options.spanBPeriod ?? 52,\n    out.conversion,\n    out.base,\n    out.spanA,\n    out.spanB,\n    { highest: nanArray(n), lowest: nanArray(n) },\n  );\n  return out;\n};\n\n/** Keltner channel: EMA of the close ± `multiplier` average true ranges */\nexport const keltner = (\n  high: Values,\n  low: Values,\n  close: Values,\n  options: { period?: number; multiplier?: number; atrPeriod?: number } = {},\n): { middle: Float64Array; upper: Float64Array; lower: Float64Array } => {\n  const n = close.length;\n  const out = { middle: nanArray(n), upper: nanArray(n), lower: nanArray(n) };\n  keltnerInto(\n    high,\n    low,\n    close,\n    n,\n    options.period ?? 20,\n    options.multiplier ?? 2,\n    options.atrPeriod ?? 10,\n    out.middle,\n    out.upper,\n    out.lower,\n    { tr: nanArray(n), atr: nanArray(n) },\n  );\n  return out;\n};\n\n/** Donchian channel: highest high, lowest low and their midpoint over `period` bars */\nexport const donchian = (\n  high: Values,\n  low: Values,\n  period = 20,\n): { upper: Float64Array; lower: Float64Array; middle: Float64Array } => {\n  const n = high.length;\n  const out = { upper: nanArray(n), lower: nanArray(n), middle: nanArray(n) };\n  donchianInto(high, low, n, period, out.upper, out.lower, out.middle);\n  return out;\n};\n\n/**\n * Volume profile: the volume of bars `from..to` (inclusive) spread over\n * `rows` price rows (each bar evenly over its low-high range), split by\n * rising / falling bars, with the point of control and the value area\n * (the rows around it holding `valueArea` of the volume, 70% by default)\n */\nexport const volumeProfile = (\n  bars: {\n    open: Values;\n    high: Values;\n    low: Values;\n    close: Values;\n    volume: Values;\n  },\n  options: {\n    from?: number;\n    to?: number;\n    rows?: number;\n    valueArea?: number;\n  } = {},\n): TradingVolumeProfile => {\n  const count = bars.close.length;\n  const from = Math.max(0, Math.floor(options.from ?? 0));\n  const to = Math.min(count - 1, Math.floor(options.to ?? count - 1));\n  const rows = Math.max(1, Math.floor(options.rows ?? 24));\n  let lo = Infinity;\n  let hi = -Infinity;\n  for (let i = from; i <= to; i++) {\n    if (bars.low[i] < lo) lo = bars.low[i];\n    if (bars.high[i] > hi) hi = bars.high[i];\n  }\n  const up = new Float64Array(rows);\n  const down = new Float64Array(rows);\n  const empty = {\n    low: lo,\n    high: hi,\n    step: 0,\n    up,\n    down,\n    total: 0,\n    poc: -1,\n    valueAreaFrom: -1,\n    valueAreaTo: -1,\n  };\n  if (!finite(lo) || !finite(hi)) return empty;\n  if (hi === lo) {\n    hi += Math.abs(lo) * 1e-6 || 1e-6;\n    lo -= Math.abs(lo) * 1e-6 || 1e-6;\n  }\n  const step = (hi - lo) / rows;\n  let total = 0;\n  for (let i = from; i <= to; i++) {\n    const v = bars.volume[i];\n    const l = bars.low[i];\n    const h = bars.high[i];\n    if (!(v > 0) || !finite(l) || !finite(h)) continue;\n    const target = bars.close[i] >= bars.open[i] ? up : down;\n    total += v;\n    const r0 = Math.min(rows - 1, Math.max(0, Math.floor((l - lo) / step)));\n    const r1 = Math.min(rows - 1, Math.max(0, Math.floor((h - lo) / step)));\n    if (r0 === r1 || h <= l) {\n      target[r0] += v;\n      continue;\n    }\n    const span = h - l;\n    for (let r = r0; r <= r1; r++) {\n      const bottom = lo + r * step;\n      const overlap = Math.min(h, bottom + step) - Math.max(l, bottom);\n      if (overlap > 0) target[r] += (v * overlap) / span;\n    }\n  }\n  if (!(total > 0)) return { ...empty, low: lo, high: hi, step };\n  let poc = 0;\n  for (let r = 1; r < rows; r++)\n    if (up[r] + down[r] > up[poc] + down[poc]) poc = r;\n  // grow the value area from the point of control toward the larger side\n  const wanted = total * Math.min(1, Math.max(0, options.valueArea ?? 0.7));\n  let a = poc;\n  let b = poc;\n  let inside = up[poc] + down[poc];\n  while (inside < wanted && (a > 0 || b < rows - 1)) {\n    const below = a > 0 ? up[a - 1] + down[a - 1] : -1;\n    const above = b < rows - 1 ? up[b + 1] + down[b + 1] : -1;\n    if (above >= below) {\n      b++;\n      inside += up[b] + down[b];\n    } else {\n      a--;\n      inside += up[a] + down[a];\n    }\n  }\n  return {\n    low: lo,\n    high: hi,\n    step,\n    up,\n    down,\n    total,\n    poc,\n    valueAreaFrom: a,\n    valueAreaTo: b,\n  };\n};\n\n// -------------------------------------------------------------- timeframes\n\n/** A parsed timeframe: a count of a unit, with its approximate duration */\nexport interface ParsedTimeframe {\n  unit: \"ms\" | \"month\";\n  count: number;\n  /** Approximate duration in ms (30 days per month) */\n  ms: number;\n}\n\nconst UNIT_MS: Record<string, number> = {\n  s: 1000,\n  m: 60_000,\n  h: 3_600_000,\n  H: 3_600_000,\n  d: DAY,\n  D: DAY,\n  w: 7 * DAY,\n  W: 7 * DAY,\n};\n\n/** `\"15m\"` -> 15 minutes, `\"1M\"` -> 1 month; `null` when invalid */\nexport const parseTimeframe = (\n  timeframe: TradingTimeframe,\n): ParsedTimeframe | null => {\n  if (typeof timeframe === \"number\") {\n    return timeframe > 0\n      ? { unit: \"ms\", count: timeframe, ms: timeframe }\n      : null;\n  }\n  const match = /^(\\d+(?:\\.\\d+)?)([smhHdDwWM])$/.exec(timeframe.trim());\n  if (!match) return null;\n  const count = Number(match[1]);\n  if (!(count > 0)) return null;\n  const unit = match[2];\n  if (unit === \"M\") return { unit: \"month\", count, ms: count * 30 * DAY };\n  return {\n    unit: \"ms\",\n    count: count * UNIT_MS[unit],\n    ms: count * UNIT_MS[unit],\n  };\n};\n\n/**\n * Key of the bucket of `time` in the shifted (displayed) time: weeks start\n * on Monday, months on the 1st. Comparing keys rather than UTC starts keeps\n * a day whole when its offset changes (daylight saving).\n */\nexport const bucketKey = (\n  time: number,\n  tf: ParsedTimeframe,\n  utcOffset: UtcOffset = 0,\n): number => {\n  const t = time + offsetOf(utcOffset, time) * 60_000;\n  if (tf.unit === \"month\") {\n    const date = new Date(t);\n    const months = date.getUTCFullYear() * 12 + date.getUTCMonth();\n    return months - (months % tf.count);\n  }\n  if (tf.count % (7 * DAY) === 0) {\n    // Monday-aligned weeks (the epoch is a Thursday)\n    return Math.floor((t - 4 * DAY) / tf.count);\n  }\n  return Math.floor(t / tf.count);\n};\n\n/** Start of the bucket of `time` (weeks start on Monday, months on the 1st) */\nexport const bucketStart = (\n  time: number,\n  tf: ParsedTimeframe,\n  utcOffset: UtcOffset = 0,\n): number => {\n  const key = bucketKey(time, tf, utcOffset);\n  const shifted =\n    tf.unit === \"month\"\n      ? Date.UTC(Math.floor(key / 12), key % 12, 1)\n      : tf.count % (7 * DAY) === 0\n        ? key * tf.count + 4 * DAY\n        : key * tf.count;\n  // the offset at the start itself (it may differ from the one at `time`)\n  const guess = shifted - offsetOf(utcOffset, time) * 60_000;\n  return shifted - offsetOf(utcOffset, guess) * 60_000;\n};\n\nconst isColumns = (bars: TradingBarsInput): bars is TradingBarColumns =>\n  !Array.isArray(bars);\n\n/**\n * Aggregates bars into a longer timeframe (`\"5m\"` bars into `\"1H\"`, ...):\n * first open, highest high, lowest low, last close, summed volume. Buckets\n * are aligned on UTC, or shifted by `timeZone` (minutes from UTC, or an\n * IANA time zone such as `\"America/New_York\"`); weeks start on Monday.\n * Columns in, columns out (Float64Array).\n */\nexport function resampleBars(\n  bars: readonly TradingBar[],\n  timeframe: TradingTimeframe,\n  timeZone?: number | string,\n): TradingBar[];\nexport function resampleBars(\n  bars: TradingBarColumns,\n  timeframe: TradingTimeframe,\n  timeZone?: number | string,\n): TradingBarColumns;\nexport function resampleBars(\n  bars: TradingBarsInput,\n  timeframe: TradingTimeframe,\n  timeZone: number | string = 0,\n): TradingBar[] | TradingBarColumns {\n  const tf = parseTimeframe(timeframe);\n  if (!tf) throw new Error(`Invalid timeframe: ${String(timeframe)}`);\n  const offset: UtcOffset =\n    typeof timeZone === \"string\"\n      ? (time: number) => zoneOffset(time, timeZone)\n      : timeZone;\n  const columns = isColumns(bars);\n  const n = columns ? bars.close.length : bars.length;\n  const get = (i: number): TradingBar => {\n    if (!columns) return (bars as readonly TradingBar[])[i];\n    const c = bars as TradingBarColumns;\n    return {\n      time: c.time[i],\n      open: c.open[i],\n      high: c.high[i],\n      low: c.low[i],\n      close: c.close[i],\n      volume: c.volume ? c.volume[i] : undefined,\n    };\n  };\n  const out: TradingBar[] = [];\n  let current: TradingBar | null = null;\n  let currentKey = NaN;\n  for (let i = 0; i < n; i++) {\n    const bar = get(i);\n    const key = bucketKey(bar.time, tf, offset);\n    if (!current || key !== currentKey) {\n      if (current) out.push(current);\n      currentKey = key;\n      current = {\n        time: bucketStart(bar.time, tf, offset),\n        open: bar.open,\n        high: bar.high,\n        low: bar.low,\n        close: bar.close,\n        volume: bar.volume ?? 0,\n      };\n    } else {\n      if (bar.high > current.high) current.high = bar.high;\n      if (bar.low < current.low) current.low = bar.low;\n      current.close = bar.close;\n      current.volume = (current.volume ?? 0) + (bar.volume ?? 0);\n    }\n  }\n  if (current) out.push(current);\n  if (!columns) return out;\n  const m = out.length;\n  const result = {\n    time: new Float64Array(m),\n    open: new Float64Array(m),\n    high: new Float64Array(m),\n    low: new Float64Array(m),\n    close: new Float64Array(m),\n    volume: new Float64Array(m),\n  };\n  out.forEach((bar, i) => {\n    result.time[i] = bar.time;\n    result.open[i] = bar.open;\n    result.high[i] = bar.high;\n    result.low[i] = bar.low;\n    result.close[i] = bar.close;\n    result.volume[i] = bar.volume ?? 0;\n  });\n  return result;\n}\n\n/** Highest / lowest of a window: exported for the KDJ-like studies of the chart */\nexport const highestInto = (\n  src: Values,\n  n: number,\n  period: number,\n  out: Float64Array,\n  from = 0,\n): void => extremeInto(src, n, periodOf(period), out, from, true);\n\nexport const lowestInto = (\n  src: Values,\n  n: number,\n  period: number,\n  out: Float64Array,\n  from = 0,\n): void => extremeInto(src, n, periodOf(period), out, from, 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package/dist/charts/engine/trading/labels.cjs

@@ -1,2 +1,2 @@
-var e={en:{open:`O`,high:`H`,low:`L`,close:`C`,change:``,volume:`Vol`,limit:`Limit`,position:`Position`,takeProfit:`TP`,stopLoss:`SL`,alert:`Alert`,scrollToRealtime:`Scroll to the latest bar`,toggleIndicator:`Show or hide {name}`,bars:`{count} bars`,days:`{count}d`,hours:`{count}h`,minutes:`{count}m`,chart:`{symbol} price chart`,announcement:`{time}: open {open}, high {high}, low {low}, close {close}`},zh:{open:`开`,high:`高`,low:`低`,close:`收`,change:`涨跌幅`,volume:`成交量`,limit:`限价`,position:`持仓`,takeProfit:`止盈`,stopLoss:`止损`,alert:`预警`,scrollToRealtime:`回到最新 K 线`,toggleIndicator:`显示或隐藏 {name}`,bars:`{count} 根 K 线`,days:`{count}天`,hours:`{count}小时`,minutes:`{count}分`,chart:`{symbol} 价格图表`,announcement:`{time}：开盘 {open}，最高 {high}，最低 {low}，收盘 {close}`},ja:{open:`始`,high:`高`,low:`安`,close:`終`,change:`騰落率`,volume:`出来高`,limit:`指値`,position:`建玉`,takeProfit:`利確`,stopLoss:`損切`,alert:`アラート`,scrollToRealtime:`最新の足へ移動`,toggleIndicator:`{name} の表示を切り替え`,bars:`{count} 本`,days:`{count}日`,hours:`{count}時間`,minutes:`{count}分`,chart:`{symbol} 価格チャート`,announcement:`{time}：始値 {open}、高値 {high}、安値 {low}、終値 {close}`},fr:{open:`O`,high:`H`,low:`B`,close:`C`,change:`Var.`,volume:`Vol`,limit:`Limite`,position:`Position`,takeProfit:`TP`,stopLoss:`SL`,alert:`Alerte`,scrollToRealtime:`Revenir à la dernière bougie`,toggleIndicator:`Afficher ou masquer {name}`,bars:`{count} barres`,days:`{count} j`,hours:`{count} h`,minutes:`{count} min`,chart:`Graphique de cours {symbol}`,announcement:`{time} : ouverture {open}, plus haut {high}, plus bas {low}, clôture {close}`}},t=(e,t)=>e.replace(/\{(\w+)\}/g,(e,n)=>n in t?String(t[n]):e);exports.TRADING_LABELS=e,exports.fill=t;
+var e={en:{open:`O`,high:`H`,low:`L`,close:`C`,change:``,volume:`Vol`,limit:`Limit`,position:`Position`,takeProfit:`TP`,stopLoss:`SL`,alert:`Alert`,scrollToRealtime:`Scroll to the latest bar`,toggleIndicator:`Show or hide {name}`,bars:`{count} bars`,days:`{count}d`,hours:`{count}h`,minutes:`{count}m`,chart:`{symbol} price chart`,announcement:`{time}: open {open}, high {high}, low {low}, close {close}`,ichimoku:`Ichimoku`,supertrend:`SuperTrend`,text:`Text`,color:`Color`,lineWidth:`Line width`,lineStyle:`Line style`,fill:`Fill`,editText:`Edit text`,lock:`Lock`,remove:`Delete`,target:`Target {price} ({change})`,stop:`Stop {price} ({change})`,riskReward:`R:R {ratio}`,profit:`P&L {value}`,long:`Long`,short:`Short`,replay:`Replay · {time}`,replayHint:`Click a bar to start the replay`,buyLimit:`Buy limit {price}`,sellLimit:`Sell limit {price}`,orderHint:`Arrows move the price, Enter confirms, Escape cancels`,orderCancelHint:`Delete cancels the order`,orderLine:`{title} at {price}`,orderPlaced:`Order placed at {price}`,orderCancelled:`Order cancelled`},zh:{open:`开`,high:`高`,low:`低`,close:`收`,change:`涨跌幅`,volume:`成交量`,limit:`限价`,position:`持仓`,takeProfit:`止盈`,stopLoss:`止损`,alert:`预警`,scrollToRealtime:`回到最新 K 线`,toggleIndicator:`显示或隐藏 {name}`,bars:`{count} 根 K 线`,days:`{count}天`,hours:`{count}小时`,minutes:`{count}分`,chart:`{symbol} 价格图表`,announcement:`{time}：开盘 {open}，最高 {high}，最低 {low}，收盘 {close}`,ichimoku:`一目均衡表`,supertrend:`超级趋势`,text:`文本`,color:`颜色`,lineWidth:`线宽`,lineStyle:`线型`,fill:`填充`,editText:`编辑文本`,lock:`锁定`,remove:`删除`,target:`止盈 {price}（{change}）`,stop:`止损 {price}（{change}）`,riskReward:`盈亏比 {ratio}`,profit:`盈亏 {value}`,long:`做多`,short:`做空`,replay:`回放 · {time}`,replayHint:`点击一根 K 线开始回放`,buyLimit:`限价买入 {price}`,sellLimit:`限价卖出 {price}`,orderHint:`方向键调整价格，回车确认，Esc 取消`,orderCancelHint:`Delete 键撤销该订单`,orderLine:`{title}，价格 {price}`,orderPlaced:`已在 {price} 下单`,orderCancelled:`订单已取消`},ja:{open:`始`,high:`高`,low:`安`,close:`終`,change:`騰落率`,volume:`出来高`,limit:`指値`,position:`建玉`,takeProfit:`利確`,stopLoss:`損切`,alert:`アラート`,scrollToRealtime:`最新の足へ移動`,toggleIndicator:`{name} の表示を切り替え`,bars:`{count} 本`,days:`{count}日`,hours:`{count}時間`,minutes:`{count}分`,chart:`{symbol} 価格チャート`,announcement:`{time}：始値 {open}、高値 {high}、安値 {low}、終値 {close}`,ichimoku:`一目均衡表`,supertrend:`スーパートレンド`,text:`テキスト`,color:`色`,lineWidth:`線の太さ`,lineStyle:`線の種類`,fill:`塗りつぶし`,editText:`テキストを編集`,lock:`ロック`,remove:`削除`,target:`利確 {price}（{change}）`,stop:`損切 {price}（{change}）`,riskReward:`リスクリワード {ratio}`,profit:`損益 {value}`,long:`ロング`,short:`ショート`,replay:`リプレイ · {time}`,replayHint:`足をクリックしてリプレイを開始`,buyLimit:`指値買い {price}`,sellLimit:`指値売り {price}`,orderHint:`矢印キーで価格を調整、Enter で確定、Esc で取消`,orderCancelHint:`Delete キーで注文を取消`,orderLine:`{title}、価格 {price}`,orderPlaced:`{price} で注文しました`,orderCancelled:`注文を取り消しました`},fr:{open:`O`,high:`H`,low:`B`,close:`C`,change:`Var.`,volume:`Vol`,limit:`Limite`,position:`Position`,takeProfit:`TP`,stopLoss:`SL`,alert:`Alerte`,scrollToRealtime:`Revenir à la dernière bougie`,toggleIndicator:`Afficher ou masquer {name}`,bars:`{count} barres`,days:`{count} j`,hours:`{count} h`,minutes:`{count} min`,chart:`Graphique de cours {symbol}`,announcement:`{time} : ouverture {open}, plus haut {high}, plus bas {low}, clôture {close}`,ichimoku:`Ichimoku`,supertrend:`SuperTrend`,text:`Texte`,color:`Couleur`,lineWidth:`Épaisseur`,lineStyle:`Style de trait`,fill:`Remplissage`,editText:`Modifier le texte`,lock:`Verrouiller`,remove:`Supprimer`,target:`Objectif {price} ({change})`,stop:`Stop {price} ({change})`,riskReward:`R/R {ratio}`,profit:`P&L {value}`,long:`Achat`,short:`Vente`,replay:`Relecture · {time}`,replayHint:`Cliquez sur une barre pour lancer la relecture`,buyLimit:`Achat limite {price}`,sellLimit:`Vente limite {price}`,orderHint:`Les flèches déplacent le prix, Entrée valide, Échap annule`,orderCancelHint:`Suppr annule l’ordre`,orderLine:`{title} à {price}`,orderPlaced:`Ordre placé à {price}`,orderCancelled:`Ordre annulé`}},t=(e,t)=>e.replace(/\{(\w+)\}/g,(e,n)=>n in t?String(t[n]):e);exports.TRADING_LABELS=e,exports.fill=t;
 //# sourceMappingURL=labels.cjs.map

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

@@ -1 +1 @@
-{"version":3,"file":"labels.cjs","names":["TRADING_LABELS","fill","template","key","values","match"],"sources":["../../../../../charts/src/engine/trading/labels.ts"],"sourcesContent":["// Built-in texts of the trading chart, per language (see ../locale.ts).\n\nimport type { LabelDictionary } from \"../locale\";\nimport type { TradingChartLabels } from \"./types\";\n\n/** Every text of the chart but the timeframe (taken from the options) */\nexport type TradingTexts = Required<Omit<TradingChartLabels, \"timeframe\">>;\n\nexport const TRADING_LABELS: LabelDictionary<TradingTexts> = {\n  en: {\n    open: \"O\",\n    high: \"H\",\n    low: \"L\",\n    close: \"C\",\n    change: \"\",\n    volume: \"Vol\",\n    limit: \"Limit\",\n    position: \"Position\",\n    takeProfit: \"TP\",\n    stopLoss: \"SL\",\n    alert: \"Alert\",\n    scrollToRealtime: \"Scroll to the latest bar\",\n    toggleIndicator: \"Show or hide {name}\",\n    bars: \"{count} bars\",\n    days: \"{count}d\",\n    hours: \"{count}h\",\n    minutes: \"{count}m\",\n    chart: \"{symbol} price chart\",\n    announcement: \"{time}: open {open}, high {high}, low {low}, close {close}\",\n  },\n  zh: {\n    open: \"开\",\n    high: \"高\",\n    low: \"低\",\n    close: \"收\",\n    change: \"涨跌幅\",\n    volume: \"成交量\",\n    limit: \"限价\",\n    position: \"持仓\",\n    takeProfit: \"止盈\",\n    stopLoss: \"止损\",\n    alert: \"预警\",\n    scrollToRealtime: \"回到最新 K 线\",\n    toggleIndicator: \"显示或隐藏 {name}\",\n    bars: \"{count} 根 K 线\",\n    days: \"{count}天\",\n    hours: \"{count}小时\",\n    minutes: \"{count}分\",\n    chart: \"{symbol} 价格图表\",\n    announcement: \"{time}：开盘 {open}，最高 {high}，最低 {low}，收盘 {close}\",\n  },\n  ja: {\n    open: \"始\",\n    high: \"高\",\n    low: \"安\",\n    close: \"終\",\n    change: \"騰落率\",\n    volume: \"出来高\",\n    limit: \"指値\",\n    position: \"建玉\",\n    takeProfit: \"利確\",\n    stopLoss: \"損切\",\n    alert: \"アラート\",\n    scrollToRealtime: \"最新の足へ移動\",\n    toggleIndicator: \"{name} の表示を切り替え\",\n    bars: \"{count} 本\",\n    days: \"{count}日\",\n    hours: \"{count}時間\",\n    minutes: \"{count}分\",\n    chart: \"{symbol} 価格チャート\",\n    announcement: \"{time}：始値 {open}、高値 {high}、安値 {low}、終値 {close}\",\n  },\n  fr: {\n    open: \"O\",\n    high: \"H\",\n    low: \"B\",\n    close: \"C\",\n    change: \"Var.\",\n    volume: \"Vol\",\n    limit: \"Limite\",\n    position: \"Position\",\n    takeProfit: \"TP\",\n    stopLoss: \"SL\",\n    alert: \"Alerte\",\n    scrollToRealtime: \"Revenir à la dernière bougie\",\n    toggleIndicator: \"Afficher ou masquer {name}\",\n    bars: \"{count} barres\",\n    days: \"{count} j\",\n    hours: \"{count} h\",\n    minutes: \"{count} min\",\n    chart: \"Graphique de cours {symbol}\",\n    announcement:\n      \"{time} : ouverture {open}, plus haut {high}, plus bas {low}, clôture {close}\",\n  },\n};\n\n/** `\"{count} bars\"` -> `\"24 bars\"` */\nexport const fill = (\n  template: string,\n  values: Record<string, string | number>,\n): string =>\n  template.replace(/\\{(\\w+)\\}/g, (match, key: string) =>\n    key in values ? String(values[key]) : match,\n  );\n"],"mappings":"AAQA,IAAaA,EAAgD,CAC3D,GAAI,CACF,KAAM,IACN,KAAM,IACN,IAAK,IACL,MAAO,IACP,OAAQ,GACR,OAAQ,MACR,MAAO,QACP,SAAU,WACV,WAAY,KACZ,SAAU,KACV,MAAO,QACP,iBAAkB,2BAClB,gBAAiB,sBACjB,KAAM,eACN,KAAM,WACN,MAAO,WACP,QAAS,WACT,MAAO,uBACP,aAAc,4DAChB,EACA,GAAI,CACF,KAAM,IACN,KAAM,IACN,IAAK,IACL,MAAO,IACP,OAAQ,MACR,OAAQ,MACR,MAAO,KACP,SAAU,KACV,WAAY,KACZ,SAAU,KACV,MAAO,KACP,iBAAkB,WAClB,gBAAiB,eACjB,KAAM,gBACN,KAAM,WACN,MAAO,YACP,QAAS,WACT,MAAO,gBACP,aAAc,gDAChB,EACA,GAAI,CACF,KAAM,IACN,KAAM,IACN,IAAK,IACL,MAAO,IACP,OAAQ,MACR,OAAQ,MACR,MAAO,KACP,SAAU,KACV,WAAY,KACZ,SAAU,KACV,MAAO,OACP,iBAAkB,UAClB,gBAAiB,kBACjB,KAAM,YACN,KAAM,WACN,MAAO,YACP,QAAS,WACT,MAAO,kBACP,aAAc,gDAChB,EACA,GAAI,CACF,KAAM,IACN,KAAM,IACN,IAAK,IACL,MAAO,IACP,OAAQ,OACR,OAAQ,MACR,MAAO,SACP,SAAU,WACV,WAAY,KACZ,SAAU,KACV,MAAO,SACP,iBAAkB,+BAClB,gBAAiB,6BACjB,KAAM,iBACN,KAAM,YACN,MAAO,YACP,QAAS,cACT,MAAO,8BACP,aACE,8EACJ,CACF,EAGaC,GACX,EACA,IAEAC,EAAS,QAAQ,cAAe,EAAO,IACrCC,KAAOC,EAAS,OAAOA,EAAOD,EAAI,EAAIE,CACxC"}
+{"version":3,"file":"labels.cjs","names":["TRADING_LABELS","fill","template","key","values","match"],"sources":["../../../../../charts/src/engine/trading/labels.ts"],"sourcesContent":["// Built-in texts of the trading chart, per language (see ../locale.ts).\n\nimport type { LabelDictionary } from \"../locale\";\nimport type { TradingChartLabels } from \"./types\";\n\n/** Every text of the chart but the timeframe (taken from the options) */\nexport type TradingTexts = Required<Omit<TradingChartLabels, \"timeframe\">>;\n\nexport const TRADING_LABELS: LabelDictionary<TradingTexts> = {\n  en: {\n    open: \"O\",\n    high: \"H\",\n    low: \"L\",\n    close: \"C\",\n    change: \"\",\n    volume: \"Vol\",\n    limit: \"Limit\",\n    position: \"Position\",\n    takeProfit: \"TP\",\n    stopLoss: \"SL\",\n    alert: \"Alert\",\n    scrollToRealtime: \"Scroll to the latest bar\",\n    toggleIndicator: \"Show or hide {name}\",\n    bars: \"{count} bars\",\n    days: \"{count}d\",\n    hours: \"{count}h\",\n    minutes: \"{count}m\",\n    chart: \"{symbol} price chart\",\n    announcement: \"{time}: open {open}, high {high}, low {low}, close {close}\",\n    ichimoku: \"Ichimoku\",\n    supertrend: \"SuperTrend\",\n    text: \"Text\",\n    color: \"Color\",\n    lineWidth: \"Line width\",\n    lineStyle: \"Line style\",\n    fill: \"Fill\",\n    editText: \"Edit text\",\n    lock: \"Lock\",\n    remove: \"Delete\",\n    target: \"Target {price} ({change})\",\n    stop: \"Stop {price} ({change})\",\n    riskReward: \"R:R {ratio}\",\n    profit: \"P&L {value}\",\n    long: \"Long\",\n    short: \"Short\",\n    replay: \"Replay · {time}\",\n    replayHint: \"Click a bar to start the replay\",\n    buyLimit: \"Buy limit {price}\",\n    sellLimit: \"Sell limit {price}\",\n    orderHint: \"Arrows move the price, Enter confirms, Escape cancels\",\n    orderCancelHint: \"Delete cancels the order\",\n    orderLine: \"{title} at {price}\",\n    orderPlaced: \"Order placed at {price}\",\n    orderCancelled: \"Order cancelled\",\n  },\n  zh: {\n    open: \"开\",\n    high: \"高\",\n    low: \"低\",\n    close: \"收\",\n    change: \"涨跌幅\",\n    volume: \"成交量\",\n    limit: \"限价\",\n    position: \"持仓\",\n    takeProfit: \"止盈\",\n    stopLoss: \"止损\",\n    alert: \"预警\",\n    scrollToRealtime: \"回到最新 K 线\",\n    toggleIndicator: \"显示或隐藏 {name}\",\n    bars: \"{count} 根 K 线\",\n    days: \"{count}天\",\n    hours: \"{count}小时\",\n    minutes: \"{count}分\",\n    chart: \"{symbol} 价格图表\",\n    announcement: \"{time}：开盘 {open}，最高 {high}，最低 {low}，收盘 {close}\",\n    ichimoku: \"一目均衡表\",\n    supertrend: \"超级趋势\",\n    text: \"文本\",\n    color: \"颜色\",\n    lineWidth: \"线宽\",\n    lineStyle: \"线型\",\n    fill: \"填充\",\n    editText: \"编辑文本\",\n    lock: \"锁定\",\n    remove: \"删除\",\n    target: \"止盈 {price}（{change}）\",\n    stop: \"止损 {price}（{change}）\",\n    riskReward: \"盈亏比 {ratio}\",\n    profit: \"盈亏 {value}\",\n    long: \"做多\",\n    short: \"做空\",\n    replay: \"回放 · {time}\",\n    replayHint: \"点击一根 K 线开始回放\",\n    buyLimit: \"限价买入 {price}\",\n    sellLimit: \"限价卖出 {price}\",\n    orderHint: \"方向键调整价格，回车确认，Esc 取消\",\n    orderCancelHint: \"Delete 键撤销该订单\",\n    orderLine: \"{title}，价格 {price}\",\n    orderPlaced: \"已在 {price} 下单\",\n    orderCancelled: \"订单已取消\",\n  },\n  ja: {\n    open: \"始\",\n    high: \"高\",\n    low: \"安\",\n    close: \"終\",\n    change: \"騰落率\",\n    volume: \"出来高\",\n    limit: \"指値\",\n    position: \"建玉\",\n    takeProfit: \"利確\",\n    stopLoss: \"損切\",\n    alert: \"アラート\",\n    scrollToRealtime: \"最新の足へ移動\",\n    toggleIndicator: \"{name} の表示を切り替え\",\n    bars: \"{count} 本\",\n    days: \"{count}日\",\n    hours: \"{count}時間\",\n    minutes: \"{count}分\",\n    chart: \"{symbol} 価格チャート\",\n    announcement: \"{time}：始値 {open}、高値 {high}、安値 {low}、終値 {close}\",\n    ichimoku: \"一目均衡表\",\n    supertrend: \"スーパートレンド\",\n    text: \"テキスト\",\n    color: \"色\",\n    lineWidth: \"線の太さ\",\n    lineStyle: \"線の種類\",\n    fill: \"塗りつぶし\",\n    editText: \"テキストを編集\",\n    lock: \"ロック\",\n    remove: \"削除\",\n    target: \"利確 {price}（{change}）\",\n    stop: \"損切 {price}（{change}）\",\n    riskReward: \"リスクリワード {ratio}\",\n    profit: \"損益 {value}\",\n    long: \"ロング\",\n    short: \"ショート\",\n    replay: \"リプレイ · {time}\",\n    replayHint: \"足をクリックしてリプレイを開始\",\n    buyLimit: \"指値買い {price}\",\n    sellLimit: \"指値売り {price}\",\n    orderHint: \"矢印キーで価格を調整、Enter で確定、Esc で取消\",\n    orderCancelHint: \"Delete キーで注文を取消\",\n    orderLine: \"{title}、価格 {price}\",\n    orderPlaced: \"{price} で注文しました\",\n    orderCancelled: \"注文を取り消しました\",\n  },\n  fr: {\n    open: \"O\",\n    high: \"H\",\n    low: \"B\",\n    close: \"C\",\n    change: \"Var.\",\n    volume: \"Vol\",\n    limit: \"Limite\",\n    position: \"Position\",\n    takeProfit: \"TP\",\n    stopLoss: \"SL\",\n    alert: \"Alerte\",\n    scrollToRealtime: \"Revenir à la dernière bougie\",\n    toggleIndicator: \"Afficher ou masquer {name}\",\n    bars: \"{count} barres\",\n    days: \"{count} j\",\n    hours: \"{count} h\",\n    minutes: \"{count} min\",\n    chart: \"Graphique de cours {symbol}\",\n    announcement:\n      \"{time} : ouverture {open}, plus haut {high}, plus bas {low}, clôture {close}\",\n    ichimoku: \"Ichimoku\",\n    supertrend: \"SuperTrend\",\n    text: \"Texte\",\n    color: \"Couleur\",\n    lineWidth: \"Épaisseur\",\n    lineStyle: \"Style de trait\",\n    fill: \"Remplissage\",\n    editText: \"Modifier le texte\",\n    lock: \"Verrouiller\",\n    remove: \"Supprimer\",\n    target: \"Objectif {price} ({change})\",\n    stop: \"Stop {price} ({change})\",\n    riskReward: \"R/R {ratio}\",\n    profit: \"P&L {value}\",\n    long: \"Achat\",\n    short: \"Vente\",\n    replay: \"Relecture · {time}\",\n    replayHint: \"Cliquez sur une barre pour lancer la relecture\",\n    buyLimit: \"Achat limite {price}\",\n    sellLimit: \"Vente limite {price}\",\n    orderHint: \"Les flèches déplacent le prix, Entrée valide, Échap annule\",\n    orderCancelHint: \"Suppr annule l’ordre\",\n    orderLine: \"{title} à {price}\",\n    orderPlaced: \"Ordre placé à {price}\",\n    orderCancelled: \"Ordre annulé\",\n  },\n};\n\n/** `\"{count} bars\"` -> `\"24 bars\"` */\nexport const fill = (\n  template: string,\n  values: Record<string, string | number>,\n): string =>\n  template.replace(/\\{(\\w+)\\}/g, (match, key: string) =>\n    key in values ? String(values[key]) : match,\n  );\n"],"mappings":"AAQA,IAAaA,EAAgD,CAC3D,GAAI,CACF,KAAM,IACN,KAAM,IACN,IAAK,IACL,MAAO,IACP,OAAQ,GACR,OAAQ,MACR,MAAO,QACP,SAAU,WACV,WAAY,KACZ,SAAU,KACV,MAAO,QACP,iBAAkB,2BAClB,gBAAiB,sBACjB,KAAM,eACN,KAAM,WACN,MAAO,WACP,QAAS,WACT,MAAO,uBACP,aAAc,6DACd,SAAU,WACV,WAAY,aACZ,KAAM,OACN,MAAO,QACP,UAAW,aACX,UAAW,aACX,KAAM,OACN,SAAU,YACV,KAAM,OACN,OAAQ,SACR,OAAQ,4BACR,KAAM,0BACN,WAAY,cACZ,OAAQ,cACR,KAAM,OACN,MAAO,QACP,OAAQ,kBACR,WAAY,kCACZ,SAAU,oBACV,UAAW,qBACX,UAAW,wDACX,gBAAiB,2BACjB,UAAW,qBACX,YAAa,0BACb,eAAgB,iBAClB,EACA,GAAI,CACF,KAAM,IACN,KAAM,IACN,IAAK,IACL,MAAO,IACP,OAAQ,MACR,OAAQ,MACR,MAAO,KACP,SAAU,KACV,WAAY,KACZ,SAAU,KACV,MAAO,KACP,iBAAkB,WAClB,gBAAiB,eACjB,KAAM,gBACN,KAAM,WACN,MAAO,YACP,QAAS,WACT,MAAO,gBACP,aAAc,iDACd,SAAU,QACV,WAAY,OACZ,KAAM,KACN,MAAO,KACP,UAAW,KACX,UAAW,KACX,KAAM,KACN,SAAU,OACV,KAAM,KACN,OAAQ,KACR,OAAQ,uBACR,KAAM,uBACN,WAAY,cACZ,OAAQ,aACR,KAAM,KACN,MAAO,KACP,OAAQ,cACR,WAAY,eACZ,SAAU,eACV,UAAW,eACX,UAAW,sBACX,gBAAiB,gBACjB,UAAW,qBACX,YAAa,gBACb,eAAgB,OAClB,EACA,GAAI,CACF,KAAM,IACN,KAAM,IACN,IAAK,IACL,MAAO,IACP,OAAQ,MACR,OAAQ,MACR,MAAO,KACP,SAAU,KACV,WAAY,KACZ,SAAU,KACV,MAAO,OACP,iBAAkB,UAClB,gBAAiB,kBACjB,KAAM,YACN,KAAM,WACN,MAAO,YACP,QAAS,WACT,MAAO,kBACP,aAAc,iDACd,SAAU,QACV,WAAY,WACZ,KAAM,OACN,MAAO,IACP,UAAW,OACX,UAAW,OACX,KAAM,QACN,SAAU,UACV,KAAM,MACN,OAAQ,KACR,OAAQ,uBACR,KAAM,uBACN,WAAY,kBACZ,OAAQ,aACR,KAAM,MACN,MAAO,OACP,OAAQ,gBACR,WAAY,kBACZ,SAAU,eACV,UAAW,eACX,UAAW,+BACX,gBAAiB,kBACjB,UAAW,qBACX,YAAa,kBACb,eAAgB,YAClB,EACA,GAAI,CACF,KAAM,IACN,KAAM,IACN,IAAK,IACL,MAAO,IACP,OAAQ,OACR,OAAQ,MACR,MAAO,SACP,SAAU,WACV,WAAY,KACZ,SAAU,KACV,MAAO,SACP,iBAAkB,+BAClB,gBAAiB,6BACjB,KAAM,iBACN,KAAM,YACN,MAAO,YACP,QAAS,cACT,MAAO,8BACP,aACE,+EACF,SAAU,WACV,WAAY,aACZ,KAAM,QACN,MAAO,UACP,UAAW,YACX,UAAW,iBACX,KAAM,cACN,SAAU,oBACV,KAAM,cACN,OAAQ,YACR,OAAQ,8BACR,KAAM,0BACN,WAAY,cACZ,OAAQ,cACR,KAAM,QACN,MAAO,QACP,OAAQ,qBACR,WAAY,iDACZ,SAAU,uBACV,UAAW,uBACX,UAAW,6DACX,gBAAiB,uBACjB,UAAW,oBACX,YAAa,wBACb,eAAgB,cAClB,CACF,EAGaC,GACX,EACA,IAEAC,EAAS,QAAQ,cAAe,EAAO,IACrCC,KAAOC,EAAS,OAAOA,EAAOD,EAAI,EAAIE,CACxC"}

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

@@ -19,7 +19,32 @@ var e = {
 		hours: "{count}h",
 		minutes: "{count}m",
 		chart: "{symbol} price chart",
-		announcement: "{time}: open {open}, high {high}, low {low}, close {close}"
+		announcement: "{time}: open {open}, high {high}, low {low}, close {close}",
+		ichimoku: "Ichimoku",
+		supertrend: "SuperTrend",
+		text: "Text",
+		color: "Color",
+		lineWidth: "Line width",
+		lineStyle: "Line style",
+		fill: "Fill",
+		editText: "Edit text",
+		lock: "Lock",
+		remove: "Delete",
+		target: "Target {price} ({change})",
+		stop: "Stop {price} ({change})",
+		riskReward: "R:R {ratio}",
+		profit: "P&L {value}",
+		long: "Long",
+		short: "Short",
+		replay: "Replay · {time}",
+		replayHint: "Click a bar to start the replay",
+		buyLimit: "Buy limit {price}",
+		sellLimit: "Sell limit {price}",
+		orderHint: "Arrows move the price, Enter confirms, Escape cancels",
+		orderCancelHint: "Delete cancels the order",
+		orderLine: "{title} at {price}",
+		orderPlaced: "Order placed at {price}",
+		orderCancelled: "Order cancelled"
 	},
 	zh: {
 		open: "开",
@@ -40,7 +65,32 @@ var e = {
 		hours: "{count}小时",
 		minutes: "{count}分",
 		chart: "{symbol} 价格图表",
-		announcement: "{time}：开盘 {open}，最高 {high}，最低 {low}，收盘 {close}"
+		announcement: "{time}：开盘 {open}，最高 {high}，最低 {low}，收盘 {close}",
+		ichimoku: "一目均衡表",
+		supertrend: "超级趋势",
+		text: "文本",
+		color: "颜色",
+		lineWidth: "线宽",
+		lineStyle: "线型",
+		fill: "填充",
+		editText: "编辑文本",
+		lock: "锁定",
+		remove: "删除",
+		target: "止盈 {price}（{change}）",
+		stop: "止损 {price}（{change}）",
+		riskReward: "盈亏比 {ratio}",
+		profit: "盈亏 {value}",
+		long: "做多",
+		short: "做空",
+		replay: "回放 · {time}",
+		replayHint: "点击一根 K 线开始回放",
+		buyLimit: "限价买入 {price}",
+		sellLimit: "限价卖出 {price}",
+		orderHint: "方向键调整价格，回车确认，Esc 取消",
+		orderCancelHint: "Delete 键撤销该订单",
+		orderLine: "{title}，价格 {price}",
+		orderPlaced: "已在 {price} 下单",
+		orderCancelled: "订单已取消"
 	},
 	ja: {
 		open: "始",
@@ -61,7 +111,32 @@ var e = {
 		hours: "{count}時間",
 		minutes: "{count}分",
 		chart: "{symbol} 価格チャート",
-		announcement: "{time}：始値 {open}、高値 {high}、安値 {low}、終値 {close}"
+		announcement: "{time}：始値 {open}、高値 {high}、安値 {low}、終値 {close}",
+		ichimoku: "一目均衡表",
+		supertrend: "スーパートレンド",
+		text: "テキスト",
+		color: "色",
+		lineWidth: "線の太さ",
+		lineStyle: "線の種類",
+		fill: "塗りつぶし",
+		editText: "テキストを編集",
+		lock: "ロック",
+		remove: "削除",
+		target: "利確 {price}（{change}）",
+		stop: "損切 {price}（{change}）",
+		riskReward: "リスクリワード {ratio}",
+		profit: "損益 {value}",
+		long: "ロング",
+		short: "ショート",
+		replay: "リプレイ · {time}",
+		replayHint: "足をクリックしてリプレイを開始",
+		buyLimit: "指値買い {price}",
+		sellLimit: "指値売り {price}",
+		orderHint: "矢印キーで価格を調整、Enter で確定、Esc で取消",
+		orderCancelHint: "Delete キーで注文を取消",
+		orderLine: "{title}、価格 {price}",
+		orderPlaced: "{price} で注文しました",
+		orderCancelled: "注文を取り消しました"
 	},
 	fr: {
 		open: "O",
@@ -82,7 +157,32 @@ var e = {
 		hours: "{count} h",
 		minutes: "{count} min",
 		chart: "Graphique de cours {symbol}",
-		announcement: "{time} : ouverture {open}, plus haut {high}, plus bas {low}, clôture {close}"
+		announcement: "{time} : ouverture {open}, plus haut {high}, plus bas {low}, clôture {close}",
+		ichimoku: "Ichimoku",
+		supertrend: "SuperTrend",
+		text: "Texte",
+		color: "Couleur",
+		lineWidth: "Épaisseur",
+		lineStyle: "Style de trait",
+		fill: "Remplissage",
+		editText: "Modifier le texte",
+		lock: "Verrouiller",
+		remove: "Supprimer",
+		target: "Objectif {price} ({change})",
+		stop: "Stop {price} ({change})",
+		riskReward: "R/R {ratio}",
+		profit: "P&L {value}",
+		long: "Achat",
+		short: "Vente",
+		replay: "Relecture · {time}",
+		replayHint: "Cliquez sur une barre pour lancer la relecture",
+		buyLimit: "Achat limite {price}",
+		sellLimit: "Vente limite {price}",
+		orderHint: "Les flèches déplacent le prix, Entrée valide, Échap annule",
+		orderCancelHint: "Suppr annule l’ordre",
+		orderLine: "{title} à {price}",
+		orderPlaced: "Ordre placé à {price}",
+		orderCancelled: "Ordre annulé"
 	}
 }, t = (e, t) => e.replace(/\{(\w+)\}/g, (e, n) => n in t ? String(t[n]) : e);
 //#endregion

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

@@ -1 +1 @@
-{"version":3,"file":"labels.js","names":["TRADING_LABELS","fill","template","key","values","match"],"sources":["../../../../../charts/src/engine/trading/labels.ts"],"sourcesContent":["// Built-in texts of the trading chart, per language (see ../locale.ts).\n\nimport type { LabelDictionary } from \"../locale\";\nimport type { TradingChartLabels } from \"./types\";\n\n/** Every text of the chart but the timeframe (taken from the options) */\nexport type TradingTexts = Required<Omit<TradingChartLabels, \"timeframe\">>;\n\nexport const TRADING_LABELS: LabelDictionary<TradingTexts> = {\n  en: {\n    open: \"O\",\n    high: \"H\",\n    low: \"L\",\n    close: \"C\",\n    change: \"\",\n    volume: \"Vol\",\n    limit: \"Limit\",\n    position: \"Position\",\n    takeProfit: \"TP\",\n    stopLoss: \"SL\",\n    alert: \"Alert\",\n    scrollToRealtime: \"Scroll to the latest bar\",\n    toggleIndicator: \"Show or hide {name}\",\n    bars: \"{count} bars\",\n    days: \"{count}d\",\n    hours: \"{count}h\",\n    minutes: \"{count}m\",\n    chart: \"{symbol} price chart\",\n    announcement: \"{time}: open {open}, high {high}, low {low}, close {close}\",\n  },\n  zh: {\n    open: \"开\",\n    high: \"高\",\n    low: \"低\",\n    close: \"收\",\n    change: \"涨跌幅\",\n    volume: \"成交量\",\n    limit: \"限价\",\n    position: \"持仓\",\n    takeProfit: \"止盈\",\n    stopLoss: \"止损\",\n    alert: \"预警\",\n    scrollToRealtime: \"回到最新 K 线\",\n    toggleIndicator: \"显示或隐藏 {name}\",\n    bars: \"{count} 根 K 线\",\n    days: \"{count}天\",\n    hours: \"{count}小时\",\n    minutes: \"{count}分\",\n    chart: \"{symbol} 价格图表\",\n    announcement: \"{time}：开盘 {open}，最高 {high}，最低 {low}，收盘 {close}\",\n  },\n  ja: {\n    open: \"始\",\n    high: \"高\",\n    low: \"安\",\n    close: \"終\",\n    change: \"騰落率\",\n    volume: \"出来高\",\n    limit: \"指値\",\n    position: \"建玉\",\n    takeProfit: \"利確\",\n    stopLoss: \"損切\",\n    alert: \"アラート\",\n    scrollToRealtime: \"最新の足へ移動\",\n    toggleIndicator: \"{name} の表示を切り替え\",\n    bars: \"{count} 本\",\n    days: \"{count}日\",\n    hours: \"{count}時間\",\n    minutes: \"{count}分\",\n    chart: \"{symbol} 価格チャート\",\n    announcement: \"{time}：始値 {open}、高値 {high}、安値 {low}、終値 {close}\",\n  },\n  fr: {\n    open: \"O\",\n    high: \"H\",\n    low: \"B\",\n    close: \"C\",\n    change: \"Var.\",\n    volume: \"Vol\",\n    limit: \"Limite\",\n    position: \"Position\",\n    takeProfit: \"TP\",\n    stopLoss: \"SL\",\n    alert: \"Alerte\",\n    scrollToRealtime: \"Revenir à la dernière bougie\",\n    toggleIndicator: \"Afficher ou masquer {name}\",\n    bars: \"{count} barres\",\n    days: \"{count} j\",\n    hours: \"{count} h\",\n    minutes: \"{count} min\",\n    chart: \"Graphique de cours {symbol}\",\n    announcement:\n      \"{time} : ouverture {open}, plus haut {high}, plus bas {low}, clôture {close}\",\n  },\n};\n\n/** `\"{count} bars\"` -> `\"24 bars\"` */\nexport const fill = (\n  template: string,\n  values: Record<string, string | number>,\n): string =>\n  template.replace(/\\{(\\w+)\\}/g, (match, key: string) =>\n    key in values ? String(values[key]) : match,\n  );\n"],"mappings":";AAQA,IAAaA,IAAgD;CAC3D,IAAI;EACF,MAAM;EACN,MAAM;EACN,KAAK;EACL,OAAO;EACP,QAAQ;EACR,QAAQ;EACR,OAAO;EACP,UAAU;EACV,YAAY;EACZ,UAAU;EACV,OAAO;EACP,kBAAkB;EAClB,iBAAiB;EACjB,MAAM;EACN,MAAM;EACN,OAAO;EACP,SAAS;EACT,OAAO;EACP,cAAc;CAChB;CACA,IAAI;EACF,MAAM;EACN,MAAM;EACN,KAAK;EACL,OAAO;EACP,QAAQ;EACR,QAAQ;EACR,OAAO;EACP,UAAU;EACV,YAAY;EACZ,UAAU;EACV,OAAO;EACP,kBAAkB;EAClB,iBAAiB;EACjB,MAAM;EACN,MAAM;EACN,OAAO;EACP,SAAS;EACT,OAAO;EACP,cAAc;CAChB;CACA,IAAI;EACF,MAAM;EACN,MAAM;EACN,KAAK;EACL,OAAO;EACP,QAAQ;EACR,QAAQ;EACR,OAAO;EACP,UAAU;EACV,YAAY;EACZ,UAAU;EACV,OAAO;EACP,kBAAkB;EAClB,iBAAiB;EACjB,MAAM;EACN,MAAM;EACN,OAAO;EACP,SAAS;EACT,OAAO;EACP,cAAc;CAChB;CACA,IAAI;EACF,MAAM;EACN,MAAM;EACN,KAAK;EACL,OAAO;EACP,QAAQ;EACR,QAAQ;EACR,OAAO;EACP,UAAU;EACV,YAAY;EACZ,UAAU;EACV,OAAO;EACP,kBAAkB;EAClB,iBAAiB;EACjB,MAAM;EACN,MAAM;EACN,OAAO;EACP,SAAS;EACT,OAAO;EACP,cACE;CACJ;AACF,GAGaC,KACX,GACA,MAEAC,EAAS,QAAQ,eAAe,GAAO,MACrCC,KAAOC,IAAS,OAAOA,EAAOD,EAAI,IAAIE,CACxC"}
+{"version":3,"file":"labels.js","names":["TRADING_LABELS","fill","template","key","values","match"],"sources":["../../../../../charts/src/engine/trading/labels.ts"],"sourcesContent":["// Built-in texts of the trading chart, per language (see ../locale.ts).\n\nimport type { LabelDictionary } from \"../locale\";\nimport type { TradingChartLabels } from \"./types\";\n\n/** Every text of the chart but the timeframe (taken from the options) */\nexport type TradingTexts = Required<Omit<TradingChartLabels, \"timeframe\">>;\n\nexport const TRADING_LABELS: LabelDictionary<TradingTexts> = {\n  en: {\n    open: \"O\",\n    high: \"H\",\n    low: \"L\",\n    close: \"C\",\n    change: \"\",\n    volume: \"Vol\",\n    limit: \"Limit\",\n    position: \"Position\",\n    takeProfit: \"TP\",\n    stopLoss: \"SL\",\n    alert: \"Alert\",\n    scrollToRealtime: \"Scroll to the latest bar\",\n    toggleIndicator: \"Show or hide {name}\",\n    bars: \"{count} bars\",\n    days: \"{count}d\",\n    hours: \"{count}h\",\n    minutes: \"{count}m\",\n    chart: \"{symbol} price chart\",\n    announcement: \"{time}: open {open}, high {high}, low {low}, close {close}\",\n    ichimoku: \"Ichimoku\",\n    supertrend: \"SuperTrend\",\n    text: \"Text\",\n    color: \"Color\",\n    lineWidth: \"Line width\",\n    lineStyle: \"Line style\",\n    fill: \"Fill\",\n    editText: \"Edit text\",\n    lock: \"Lock\",\n    remove: \"Delete\",\n    target: \"Target {price} ({change})\",\n    stop: \"Stop {price} ({change})\",\n    riskReward: \"R:R {ratio}\",\n    profit: \"P&L {value}\",\n    long: \"Long\",\n    short: \"Short\",\n    replay: \"Replay · {time}\",\n    replayHint: \"Click a bar to start the replay\",\n    buyLimit: \"Buy limit {price}\",\n    sellLimit: \"Sell limit {price}\",\n    orderHint: \"Arrows move the price, Enter confirms, Escape cancels\",\n    orderCancelHint: \"Delete cancels the order\",\n    orderLine: \"{title} at {price}\",\n    orderPlaced: \"Order placed at {price}\",\n    orderCancelled: \"Order cancelled\",\n  },\n  zh: {\n    open: \"开\",\n    high: \"高\",\n    low: \"低\",\n    close: \"收\",\n    change: \"涨跌幅\",\n    volume: \"成交量\",\n    limit: \"限价\",\n    position: \"持仓\",\n    takeProfit: \"止盈\",\n    stopLoss: \"止损\",\n    alert: \"预警\",\n    scrollToRealtime: \"回到最新 K 线\",\n    toggleIndicator: \"显示或隐藏 {name}\",\n    bars: \"{count} 根 K 线\",\n    days: \"{count}天\",\n    hours: \"{count}小时\",\n    minutes: \"{count}分\",\n    chart: \"{symbol} 价格图表\",\n    announcement: \"{time}：开盘 {open}，最高 {high}，最低 {low}，收盘 {close}\",\n    ichimoku: \"一目均衡表\",\n    supertrend: \"超级趋势\",\n    text: \"文本\",\n    color: \"颜色\",\n    lineWidth: \"线宽\",\n    lineStyle: \"线型\",\n    fill: \"填充\",\n    editText: \"编辑文本\",\n    lock: \"锁定\",\n    remove: \"删除\",\n    target: \"止盈 {price}（{change}）\",\n    stop: \"止损 {price}（{change}）\",\n    riskReward: \"盈亏比 {ratio}\",\n    profit: \"盈亏 {value}\",\n    long: \"做多\",\n    short: \"做空\",\n    replay: \"回放 · {time}\",\n    replayHint: \"点击一根 K 线开始回放\",\n    buyLimit: \"限价买入 {price}\",\n    sellLimit: \"限价卖出 {price}\",\n    orderHint: \"方向键调整价格，回车确认，Esc 取消\",\n    orderCancelHint: \"Delete 键撤销该订单\",\n    orderLine: \"{title}，价格 {price}\",\n    orderPlaced: \"已在 {price} 下单\",\n    orderCancelled: \"订单已取消\",\n  },\n  ja: {\n    open: \"始\",\n    high: \"高\",\n    low: \"安\",\n    close: \"終\",\n    change: \"騰落率\",\n    volume: \"出来高\",\n    limit: \"指値\",\n    position: \"建玉\",\n    takeProfit: \"利確\",\n    stopLoss: \"損切\",\n    alert: \"アラート\",\n    scrollToRealtime: \"最新の足へ移動\",\n    toggleIndicator: \"{name} の表示を切り替え\",\n    bars: \"{count} 本\",\n    days: \"{count}日\",\n    hours: \"{count}時間\",\n    minutes: \"{count}分\",\n    chart: \"{symbol} 価格チャート\",\n    announcement: \"{time}：始値 {open}、高値 {high}、安値 {low}、終値 {close}\",\n    ichimoku: \"一目均衡表\",\n    supertrend: \"スーパートレンド\",\n    text: \"テキスト\",\n    color: \"色\",\n    lineWidth: \"線の太さ\",\n    lineStyle: \"線の種類\",\n    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package/dist/charts/engine/trading/store.cjs

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

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