oakscriptjs 0.1.5 → 0.1.7

package/README.md

@@ -1,271 +1,61 @@
-# OakScriptJS
+<p align="center">
+  <img src="./logo.png" alt="OakScriptJS Logo" width="150">
+</p>
 
-**PineScript v6 compatible technical analysis library for JavaScript/TypeScript**
+<h1 align="center">OakScriptJS</h1>
 
-OakScriptJS provides the computational core of PineScript's API. It focuses on **calculations and data transformations** with a clean Series-based approach.
+OakScriptJS is a TypeScript/JavaScript library that provides PineScript v6 compatible technical analysis functions. Build trading indicators, run backtests, or integrate TA calculations into any JavaScript environment.
 
-## Core Features
-
-- **Series Class**: Lazy evaluation with operator chaining
-- **BarData**: Versioned wrapper for automatic cache invalidation
-- **Core Functions**: Pure array-based calculations (`taCore.*`)
-- **TA-Series Wrappers**: Series-based technical analysis functions (`ta.*`)
-- **Type Safety**: Full TypeScript support with type definitions
-
-## Scope
-
-**This library includes:**
-- Technical Analysis (`ta.*`, `taCore.*`) - All indicators and calculations
-- Mathematics (`math.*`) - All mathematical operations
-- Arrays (`array.*`) - Array manipulation and operations
-- Matrices (`matrix.*`) - Matrix operations
-- Strings (`str.*`) - String manipulation
-- Time (`time.*`) - Time calculations and conversions
-- Color (`color.*`) - Color data structures and manipulation
-- Drawing Objects (`line.*`, `box.*`, `label.*`, `linefill.*`) - Computational features only
-- Series Class - Lazy evaluation with operator chaining
-
-**This library does NOT include:**
-- UI/Input functions (`input.*`) - Application responsibility
-- Strategy execution (`strategy.*`) - Strategy engine responsibility
-- Data fetching (`request.*`) - Data provider responsibility
-- Alert systems (`alert.*`, `alertcondition.*`) - Application responsibility
+## Quick Start
 
-## Installation
+### Install
 
 ```bash
 npm install oakscriptjs
 ```
 
-## Quick Start
-
-### Array-based Calculations
-
-```typescript
-import { taCore } from 'oakscriptjs';
-
-const prices = [100, 102, 101, 103, 105];
-const sma = taCore.sma(prices, 3);
-const rsi = taCore.rsi(prices, 14);
-```
-
-### Series-based Calculations
+### Calculate an indicator
 
 ```typescript
 import { Series, ta } from 'oakscriptjs';
 
-const bars = [
-  { time: '2024-01-01', open: 100, high: 105, low: 99, close: 103 },
-  { time: '2024-01-02', open: 103, high: 107, low: 102, close: 106 }
-];
-
-const close = new Series(bars, (bar) => bar.close);
-const rsi = ta.rsi(close, 14);
+const prices = [44, 44.5, 45, 45.5, 46, 46.5, 47, 47.5, 48, 48.5];
+const close = new Series(prices);
+const sma = ta.sma(close, 5);
 
-console.log(rsi.toArray());
+console.log(sma.toArray());
 ```
 
-### BarData for Automatic Cache Invalidation
-
-```typescript
-import { BarData, Series, ta } from 'oakscriptjs';
-
-// Create BarData wrapper
-const barData = new BarData(bars);
-const close = Series.fromBars(barData, 'close');
-const sma = ta.sma(close, 20);
-
-const values1 = sma.toArray(); // Computes and caches
-
-// Add new bar - version increments
-barData.push({ time: '2024-01-03', open: 106, high: 108, low: 105, close: 107 });
-
-const values2 = sma.toArray(); // Detects change, recomputes
-```
-
-### Memory-Efficient Closure Breaking
-
-```typescript
-import { Series } from 'oakscriptjs';
-
-// Complex expression creates closure chain
-const complex = a.add(b).mul(c).div(d).sub(e);
-
-// Break closure chain to free memory
-const materialized = complex.materialize();
-```
-
-## Supported Namespaces
-
-### Technical Analysis (`ta` and `taCore`)
-
-Complete implementation of PineScript's technical analysis functions:
-
-```typescript
-// Core (array-based)
-import { taCore } from 'oakscriptjs';
-taCore.sma(prices, 20)
-taCore.ema(prices, 20)
-taCore.rsi(prices, 14)
-
-// Series (Series-based)
-import { ta } from 'oakscriptjs';
-ta.sma(closeSeries, 20)
-ta.ema(closeSeries, 20)
-ta.rsi(closeSeries, 14)
-```
-
-- **Moving Averages**: `sma()`, `ema()`, `wma()`, `vwma()`, `swma()`, etc.
-- **Oscillators**: `rsi()`, `stoch()`, `cci()`, `macd()`, `mfi()`, etc.
-- **Volatility**: `bb()`, `atr()`, `stdev()`, `variance()`, etc.
-- **Momentum**: `mom()`, `roc()`, `percentrank()`, etc.
-- **Regression**: `linreg()`, `correlation()`, etc.
-- **Crossovers**: `crossover()`, `crossunder()`, `cross()`
-
-### Math (`math`)
-
-```typescript
-math.abs(x), math.ceil(x), math.floor(x), math.round(x)
-math.min(...values), math.max(...values), math.avg(...values)
-math.sqrt(x), math.pow(x, y), math.exp(x), math.log(x)
-math.sin(x), math.cos(x), math.tan(x)
-```
-
-### Array (`array`)
-
-```typescript
-array.new_float(size, initial)
-array.push(arr, value)
-array.get(arr, index)
-array.sum(arr), array.avg(arr), array.sort(arr)
-```
-
-### Series Class
-
-```typescript
-class Series {
-  // Constructor
-  constructor(data: Bar[] | BarData, extractor: SeriesExtractor)
-
-  // Properties
-  get bars(): Bar[]
-  get barData(): BarData
-
-  // Arithmetic
-  add(other: Series | number): Series
-  sub(other: Series | number): Series
-  mul(other: Series | number): Series
-  div(other: Series | number): Series
-
-  // Comparison
-  gt(other: Series | number): Series
-  lt(other: Series | number): Series
-
-  // Logical
-  and(other: Series | number): Series
-  or(other: Series | number): Series
-
-  // Access
-  toArray(): number[]
-  last(): number
-  offset(n: number): Series  // Like close[1]
-
-  // Memory management
-  materialize(): Series  // Break closure chains
-}
-```
-
-### BarData Class
-
-```typescript
-class BarData {
-  constructor(bars: Bar[])
-  
-  get version(): number
-  get bars(): Bar[]
-  get length(): number
-  
-  push(bar: Bar): void
-  pop(): Bar | undefined
-  set(index: number, bar: Bar): void
-  updateLast(bar: Bar): void
-  setAll(bars: Bar[]): void
-  invalidate(): void
-}
-```
-
-### Drawing Objects
-
-- **Line (`line`)**: `new()`, `get_price()`, getters/setters
-- **Box (`box`)**: `new()`, getters/setters for gap detection
-- **Label (`label`)**: `new()`, getters/setters
-- **Linefill (`linefill`)**: `new()`, `set_color()`
-
-## Examples
-
-```typescript
-// Example 1: Simple Moving Average
-import {Series, ta, type IndicatorResult} from 'oakscriptjs';
-
-export function smaIndicator(bars: any[]): IndicatorResult {
-  const close = new Series(bars, (bar) => bar.close);
-  const sma20 = ta.sma(close, 20);
+## Documentation
 
-  return {
-    metadata: { title: "SMA 20", overlay: true },
-    plots: [{
-      data: sma20.toArray().map((v, i) => ({ time: bars[i].time, value: v })),
-      options: { color: '#2196F3', linewidth: 2 }
-    }]
-  };
-}
+- [Guide](./docs/guide.md) — Getting started and core concepts
+- [Function Inventory](./docs/inventory.md) — All available TA functions
 
-// Example 2: RSI
-export function rsiIndicator(bars: any[]): IndicatorResult {
-  const close = new Series(bars, (bar) => bar.close);
-  const rsi = ta.rsi(close, 14);
+## Development
 
-  return {
-    metadata: { title: "RSI", overlay: false },
-    plots: [{
-      data: rsi.toArray().map((v, i) => ({ time: bars[i].time, value: v })),
-      options: { color: '#FF5722', linewidth: 2 }
-    }],
-    hlines: [
-      { value: 70, options: { color: '#FF0000' } },
-      { value: 30, options: { color: '#00FF00' } }
-    ]
-  };
-}
-```
+### Prerequisites
 
-## Development
+- Node.js >= 18.0.0
 
 ### Setup
 
 ```bash
-npm install
+npm install     # Install dependencies
+npm run build   # Build
+npm test        # Run tests
+npm run typecheck  # Type check
 ```
 
-### Build
+## Project Structure
 
-```bash
-npm run build
 ```
-
-### Test
-
-```bash
-npm test
-npm run test:watch
-npm run test:coverage
+oakscriptJS/
+├── src/        # Source code
+├── tests/      # Test suite
+├── dist/       # Build output
+└── docs/       # Documentation
 ```
 
-## Documentation
-
-- **[Complete Guide](../../docs/guide.md)** - User guide and examples
-- **[Function Inventory](../../docs/inventory.md)** - Complete function list with status
-
-## Acknowledgments
+---
 
-This library is inspired by TradingView's PineScript language. It is not affiliated with or endorsed by TradingView.
+Maintained by [DeepEntropy](https://github.com/deepentropy)

package/dist/array/index.d.ts

@@ -0,0 +1,57 @@
+import { PineArray, int, float, bool, simple_int, color, Line, Box, Label, Linefill } from '../types';
+export declare function new_array<T>(size?: simple_int, initial_value?: T): PineArray<T>;
+export declare function size<T>(id: PineArray<T>): int;
+export declare function get<T>(id: PineArray<T>, index: simple_int): T;
+export declare function set<T>(id: PineArray<T>, index: simple_int, value: T): void;
+export declare function push<T>(id: PineArray<T>, value: T): void;
+export declare function pop<T>(id: PineArray<T>): T;
+export declare function unshift<T>(id: PineArray<T>, value: T): void;
+export declare function shift<T>(id: PineArray<T>): T;
+export declare function clear<T>(id: PineArray<T>): void;
+export declare function insert<T>(id: PineArray<T>, index: simple_int, value: T): void;
+export declare function remove<T>(id: PineArray<T>, index: simple_int): T;
+export declare function includes<T>(id: PineArray<T>, value: T): bool;
+export declare function indexof<T>(id: PineArray<T>, value: T): int;
+export declare function lastindexof<T>(id: PineArray<T>, value: T): int;
+export declare function copy<T>(id: PineArray<T>): PineArray<T>;
+export declare function concat<T>(id1: PineArray<T>, id2: PineArray<T>): PineArray<T>;
+export declare function join(id: PineArray<any>, separator?: string): string;
+export declare function reverse<T>(id: PineArray<T>): void;
+export declare function slice<T>(id: PineArray<T>, index_from: simple_int, index_to?: simple_int): PineArray<T>;
+export declare function sort<T>(id: PineArray<T>, order?: 'asc' | 'desc'): void;
+export declare function sum(id: PineArray<float>): float;
+export declare function avg(id: PineArray<float>): float;
+export declare function min(id: PineArray<float>): float;
+export declare function max(id: PineArray<float>): float;
+export declare function median(id: PineArray<float>): float;
+export declare function mode(id: PineArray<float>): float;
+export declare function stdev(id: PineArray<float>): float;
+export declare function variance(id: PineArray<float>): float;
+export declare function fill<T>(id: PineArray<T>, value: T, index_from?: simple_int, index_to?: simple_int): void;
+export declare function from<T>(id: PineArray<T>): PineArray<T>;
+export declare function first<T>(id: PineArray<T>): T;
+export declare function last<T>(id: PineArray<T>): T;
+export declare function some<T>(id: PineArray<T>, predicate: (value: T) => bool): bool;
+export declare function every<T>(id: PineArray<T>, predicate: (value: T) => bool): bool;
+export declare function new_bool(size?: simple_int, initial_value?: bool): PineArray<bool>;
+export declare function new_float(size?: simple_int, initial_value?: float): PineArray<float>;
+export declare function new_int(size?: simple_int, initial_value?: int): PineArray<int>;
+export declare function new_string(size?: simple_int, initial_value?: string): PineArray<string>;
+export declare function new_color(size?: simple_int, initial_value?: color): PineArray<color>;
+export declare function new_line(size?: simple_int, initial_value?: Line): PineArray<Line>;
+export declare function new_box(size?: simple_int, initial_value?: Box): PineArray<Box>;
+export declare function new_label(size?: simple_int, initial_value?: Label): PineArray<Label>;
+export declare function new_linefill(size?: simple_int, initial_value?: Linefill): PineArray<Linefill>;
+export declare function abs(id: PineArray<float>): PineArray<float>;
+export declare function range(id: PineArray<float>): float;
+export declare function binary_search(id: PineArray<float>, val: float): int;
+export declare function binary_search_leftmost(id: PineArray<float>, val: float): int;
+export declare function binary_search_rightmost(id: PineArray<float>, val: float): int;
+export declare function covariance(id1: PineArray<float>, id2: PineArray<float>, biased?: bool): float;
+export declare function percentile_linear_interpolation(id: PineArray<float>, percentage: float): float;
+export declare function percentile_nearest_rank(id: PineArray<float>, percentage: float): float;
+export declare function percentrank(id: PineArray<float>, index: int): float;
+export declare function sort_indices(id: PineArray<float>, order?: 'asc' | 'desc'): PineArray<int>;
+export declare function standardize(id: PineArray<float>): PineArray<float>;
+export declare function newtype<T>(size?: simple_int, initial_value?: T): PineArray<T>;
+//# sourceMappingURL=index.d.ts.map

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package/dist/box/index.d.ts

@@ -0,0 +1,29 @@
+import { Box, color } from '../types';
+export declare function new_box(left: number, top: number, right: number, bottom: number, xloc?: 'bar_index' | 'bar_time', extend?: 'none' | 'left' | 'right' | 'both', border_color?: color, border_width?: number, border_style?: 'solid' | 'dotted' | 'dashed', bgcolor?: color, text?: string, text_size?: string | number, text_color?: color, text_halign?: 'left' | 'center' | 'right', text_valign?: 'top' | 'center' | 'bottom', text_wrap?: 'none' | 'auto', text_font_family?: 'default' | 'monospace'): Box;
+export declare function get_left(id: Box): number;
+export declare function get_right(id: Box): number;
+export declare function get_top(id: Box): number;
+export declare function get_bottom(id: Box): number;
+export declare function copy(id: Box): Box;
+export declare function set_left(id: Box, left: number): Box;
+export declare function set_right(id: Box, right: number): Box;
+export declare function set_top(id: Box, top: number): Box;
+export declare function set_bottom(id: Box, bottom: number): Box;
+export declare function set_lefttop(id: Box, left: number, top: number): Box;
+export declare function set_rightbottom(id: Box, right: number, bottom: number): Box;
+export declare function set_xloc(id: Box, left: number, right: number, xloc: 'bar_index' | 'bar_time'): Box;
+export declare function set_extend(id: Box, extend: 'none' | 'left' | 'right' | 'both'): Box;
+export declare function set_border_color(id: Box, borderColor: color): Box;
+export declare function set_border_width(id: Box, width: number): Box;
+export declare function set_border_style(id: Box, style: 'solid' | 'dotted' | 'dashed'): Box;
+export declare function set_bgcolor(id: Box, bgColor: color): Box;
+export declare function set_text(id: Box, text: string): Box;
+export declare function set_text_color(id: Box, textColor: color): Box;
+export declare function set_text_size(id: Box, size: string | number): Box;
+export declare function set_text_halign(id: Box, align: 'left' | 'center' | 'right'): Box;
+export declare function set_text_valign(id: Box, align: 'top' | 'center' | 'bottom'): Box;
+export declare function set_text_wrap(id: Box, wrap: 'none' | 'auto'): Box;
+export declare function set_text_font_family(id: Box, font: 'default' | 'monospace'): Box;
+export declare function delete_box(_id: Box): void;
+export { new_box as new };
+//# sourceMappingURL=index.d.ts.map

package/dist/box/index.d.ts.map

@@ -0,0 +1 @@
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package/dist/chartpoint/index.d.ts

@@ -0,0 +1,8 @@
+import { ChartPoint } from '../types';
+export type { ChartPoint };
+export declare function new_point(time: number | null, index: number | null, price: number): ChartPoint;
+export declare function from_time(time: number, price: number): ChartPoint;
+export declare function from_index(index: number, price: number): ChartPoint;
+export declare function copy(point: ChartPoint): ChartPoint;
+export { new_point as new };
+//# sourceMappingURL=index.d.ts.map

package/dist/chartpoint/index.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/chartpoint/index.ts"],"names":[],"mappings":"AAYA,OAAO,EAAE,UAAU,EAAE,MAAM,UAAU,CAAC;AAGtC,YAAY,EAAE,UAAU,EAAE,CAAC;AA4B3B,wBAAgB,SAAS,CACvB,IAAI,EAAE,MAAM,GAAG,IAAI,EACnB,KAAK,EAAE,MAAM,GAAG,IAAI,EACpB,KAAK,EAAE,MAAM,GACZ,UAAU,CAMZ;AAoBD,wBAAgB,SAAS,CAAC,IAAI,EAAE,MAAM,EAAE,KAAK,EAAE,MAAM,GAAG,UAAU,CAMjE;AAoBD,wBAAgB,UAAU,CAAC,KAAK,EAAE,MAAM,EAAE,KAAK,EAAE,MAAM,GAAG,UAAU,CAMnE;AAoBD,wBAAgB,IAAI,CAAC,KAAK,EAAE,UAAU,GAAG,UAAU,CAMlD;AAGD,OAAO,EAAE,SAAS,IAAI,GAAG,EAAE,CAAC"}

package/dist/color/index.d.ts

@@ -0,0 +1,28 @@
+import { color, int, float, simple_int, simple_float } from '../types';
+export declare function rgb(red: simple_int, green: simple_int, blue: simple_int, transp?: simple_float): color;
+export declare function from_hex(hex: string, transp?: simple_float): color;
+export declare function new_color(baseColor: color, transp: simple_float): color;
+export declare function r(clr: color): int;
+export declare function g(clr: color): int;
+export declare function b(clr: color): int;
+export declare function t(clr: color): float;
+export declare const aqua = "#00FFFF";
+export declare const black = "#000000";
+export declare const blue = "#0000FF";
+export declare const fuchsia = "#FF00FF";
+export declare const gray = "#808080";
+export declare const green = "#00FF00";
+export declare const lime = "#00FF00";
+export declare const maroon = "#800000";
+export declare const navy = "#000080";
+export declare const olive = "#808000";
+export declare const orange = "#FFA500";
+export declare const purple = "#800080";
+export declare const red = "#FF0000";
+export declare const silver = "#C0C0C0";
+export declare const teal = "#008080";
+export declare const white = "#FFFFFF";
+export declare const yellow = "#FFFF00";
+export declare function from_gradient(value: float, bottom_value: float, top_value: float, bottom_color: color, top_color: color): color;
+export { new_color as new };
+//# sourceMappingURL=index.d.ts.map

package/dist/color/index.d.ts.map

@@ -0,0 +1 @@
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package/dist/index.d.ts

@@ -0,0 +1,57 @@
+export * from './types';
+export * from './types/metadata';
+import * as taCore from './ta';
+import * as math from './math';
+import * as array from './array';
+import * as str from './str';
+import * as color from './color';
+import * as time from './time';
+import * as matrix from './matrix';
+import * as line from './line';
+import * as box from './box';
+import * as label from './label';
+import * as linefill from './linefill';
+import * as chartPoint from './chartpoint';
+import * as polyline from './polyline';
+export { taCore, math, array, str, color, time, matrix, line, box, label, linefill, chartPoint, polyline };
+export { Series, BarData } from './runtime/series';
+export type { SeriesExtractor } from './runtime/series';
+import * as ta from './ta-series';
+export { ta };
+export type { PlotOptions, HLineOptions, FillOptions, InputMetadata, PlotMetadata, IndicatorMetadata, TimeValue, PlotData, HLineData, FillData, IndicatorResult, IndicatorFactory, PlotStyle, LineStyle, PlotDisplay, InputType } from './types/metadata';
+export { sma, ema, rsi, macd, bb, stdev, crossover, crossunder, change, tr, atr, cum, vwap } from './ta-series';
+export { abs, ceil, floor, round, max, min, avg, sum, sqrt, pow, exp, log, sin, cos, tan } from './math';
+export { rgb, from_hex as color_from_hex, new_color } from './color';
+export { ohlcFromBars, getClose, getHigh, getLow, getOpen, getSourceSeries } from './utils';
+export * from './lib';
+export { isNA as na, nz } from './utils';
+export { indicator, type IndicatorMetadataConfig, type InputDefinition, type IndicatorContext, type IndicatorInstance, type IndicatorConstructor, } from './indicator';
+export { input, type InputValue, type IntInputOptions, type FloatInputOptions, type SourceInputOptions, type BoolInputOptions, type StringInputOptions, type SourceType, } from './input';
+export { plot as plotHelper, createPlot, type Time, type TimeValuePair, type PlotOptions as PlotHelperOptions, type PlotResult, } from './plot';
+export { setContext, clearContext, getContext, registerCalculate, recalculate, plot, hline, clearPlots, } from './runtime/runtime';
+export { input_int, input_float, input_bool, input_string, input_source, } from './runtime/inputs';
+export type { OakScriptContext, ChartAdapter, InputAdapter, SeriesHandle, SeriesOptions, InputConfig, InputOptions, OhlcvData, PlotConfig, HLineConfig, FillConfig, } from './runtime/types';
+export { LightweightChartsAdapter } from './runtime/adapters/LightweightChartsAdapter';
+export { SimpleInputAdapter } from './runtime/adapters/SimpleInputAdapter';
+export declare const VERSION = "0.3.0";
+export declare const info: {
+    name: string;
+    version: string;
+    description: string;
+    features: {
+        series: string;
+        operators: string;
+        ta: string;
+        runtime: string;
+        indicator: string;
+        minimal: string;
+    };
+    namespaces: {
+        core: string[];
+        drawing: string[];
+        runtime: string[];
+        indicator: string[];
+    };
+};
+export declare function alertcondition(_condition: unknown, _title?: string, _message?: string): void;
+//# sourceMappingURL=index.d.ts.map

package/dist/index.d.ts.map

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