oakscriptjs 0.10.0 → 0.11.0

package/dist/esm/script/index.d.ts

@@ -34,7 +34,7 @@
  */
 import type { Bar } from '../types/index.js';
 import type { ArrowData, BarColorData, BgColorData, BoxData, IndicatorResult, LabelData, LabelStyle, LineDrawingData, LinefillData, MarkerData, MarkerLocation, MarkerPosition, MarkerShape, MarkerSize, PineSize, PlotBarData, PlotCandleData, PolylineData, ShapeStyle, TableCellData, TableData, TableMergeData, TablePosition, TimeValue } from '../types/metadata.js';
-import type { ArrowConfig, BarColorConfig, CandleConfig, FillConfig, HLineConfig, InputConfig, PlotConfig, ShapeConfig } from '../runtime/types.js';
+import type { ArrowConfig, BarColorConfig, CandleConfig, FillConfig, HLineConfig, InputConfig, InputCondition, PlotConfig, ShapeConfig } from '../runtime/types.js';
 import { BarData, Series } from '../runtime/series.js';
 import * as taSeries from '../ta-series.js';
 import * as colorCore from '../color/index.js';
@@ -47,6 +47,7 @@ import * as polylineCore from '../polyline/index.js';
 import * as tableCore from '../table/index.js';
 import * as chartPointCore from '../chartpoint/index.js';
 import * as mathCore from '../math/index.js';
+export { holdDrawing, releaseDrawing, varDrawing, type DrawingVariable } from '../drawing/registry.js';
 import * as timeframeCore from '../timeframe/index.js';
 import * as strCore from '../str/index.js';
 import { type SessionSpec } from '../session/calendar.js';
@@ -135,13 +136,19 @@ export interface IndicatorOptions {
 }
 /** PineScript `indicator()` — declares the script's metadata. */
 export declare function indicator(title: string, options?: IndicatorOptions): void;
-/** Options of every `input.*` kind (PineScript `group`, `inline`, `tooltip`, `confirm`, `display`). */
+/** Options of every `input.*` kind (PineScript `group`, `inline`, `tooltip`, `confirm`, `display`, `active`). */
 export interface InputOptions {
     group?: string;
     inline?: string;
     tooltip?: string;
     confirm?: boolean;
     display?: InputConfig['display'];
+    /**
+     * PineScript `active`: false greys the input out in the settings (it keeps its value). A boolean as in
+     * PineScript (`active: showMa`), or a condition on input ids that a host can apply without running the script
+     * (`active: 'ma_1'`, `active: { input: 'type', ne: 'None' }`)
+     */
+    active?: boolean | InputCondition;
 }
 export interface NumericInputOptions extends InputOptions {
     minval?: number;
@@ -193,15 +200,16 @@ export declare const ta: {
     kcw: (source: Series, length?: number, mult?: number, useTrueRange?: boolean) => Series;
     ichimoku: (conversionPeriods: number, basePeriods: number, laggingSpan2Periods: number, displacement: number) => [Series, Series, Series, Series, Series];
     /** `ta.highest(source, length)` or `ta.highest(length)` (source = high). */
-    highest: (sourceOrLength: Series | number, length?: number) => Series;
+    highest: (sourceOrLength: Series | number, length?: number | Series) => Series;
     /** `ta.lowest(source, length)` or `ta.lowest(length)` (source = low). */
-    lowest: (sourceOrLength: Series | number, length?: number) => Series;
+    lowest: (sourceOrLength: Series | number, length?: number | Series) => Series;
     /** `ta.highestbars(source, length)` or `ta.highestbars(length)` (source = high); offsets are 0 or negative. */
-    highestbars: (sourceOrLength: Series | number, length?: number) => Series;
+    highestbars: (sourceOrLength: Series | number, length?: number | Series) => Series;
     /** `ta.lowestbars(source, length)` or `ta.lowestbars(length)` (source = low); offsets are 0 or negative. */
-    lowestbars: (sourceOrLength: Series | number, length?: number) => Series;
+    lowestbars: (sourceOrLength: Series | number, length?: number | Series) => Series;
     /** `ta.vwap(source, anchor?, stdev_mult?)` with the chart volume; the default anchor is a new trading
-     *  day (`timeframe.change("1D")`), which needs the chart context (timeframe, time zone, session). */
+     *  day (`timeframe.change("1D")`), which needs the chart context (timeframe, time zone, session), and the
+     *  first bar: as in PineScript, the first loaded bars (a day in progress) have a value. */
     vwap: {
         (source: Series, anchor?: Series): Series;
         (source: Series, anchor: Series | undefined, stdev_mult: number): [Series, Series, Series];
@@ -210,9 +218,9 @@ export declare const ta: {
     mfi: (source: Series, length: number) => Series;
     /** `ta.pivothigh(source, leftbars, rightbars)` or `ta.pivothigh(leftbars, rightbars)` (source = high).
      *  The value appears `rightbars` bars after the pivot bar, as in PineScript. */
-    pivothigh: (sourceOrLeft: Series | number, leftOrRight: number, rightbars?: number) => Series;
+    pivothigh: (sourceOrLeft: Series | number, leftOrRight: number | Series, rightbars?: number | Series) => Series;
     /** `ta.pivotlow(source, leftbars, rightbars)` or `ta.pivotlow(leftbars, rightbars)` (source = low). */
-    pivotlow: (sourceOrLeft: Series | number, leftOrRight: number, rightbars?: number) => Series;
+    pivotlow: (sourceOrLeft: Series | number, leftOrRight: number | Series, rightbars?: number | Series) => Series;
     obv: Series;
     pvt: Series;
     accdist: Series;
@@ -223,7 +231,7 @@ export declare const ta: {
     wvad: Series;
     sma(source: Series, length: number | Series): Series;
     ema(source: Series, length: number): Series;
-    wma(source: Series, length: number): Series;
+    wma(source: Series, length: number | Series): Series;
     rma(source: Series, length: number): Series;
     rsi(source: Series, length: number): Series;
     macd(source: Series, fastLength: number, slowLength: number, signalLength: number): [Series, Series, Series];
@@ -631,12 +639,32 @@ export interface ChartContext {
     tickerid?: string;
     /** Unit of `Bar.time`: 's' (default, as lightweight-charts) or 'ms'. PineScript times are in ms. */
     timeUnit?: 's' | 'ms';
-    /** Minimum price move of the symbol (PineScript `syminfo.mintick`), e.g. 0.01; used by `math.round_to_mintick` */
+    /**
+     * Minimum price move of the symbol (PineScript `syminfo.mintick`), e.g. 0.01; used by `math.round_to_mintick` and
+     * `format.mintick`. Default: `minmove / pricescale` when both are given
+     */
     mintick?: number;
+    /**
+     * PineScript `syminfo.minmove` and `syminfo.pricescale` (mintick = minmove / pricescale). Default: from `mintick`,
+     * with pricescale 10^(its decimals) (0.25 is 25 / 100). Pass them for a symbol priced in fractions (1 / 32):
+     * `format.mintick` shows floor(log10(pricescale)) decimals
+     */
+    minmove?: number;
+    pricescale?: number;
     /** Currency value of one point of price move for one contract (PineScript `syminfo.pointvalue`); 1 for stocks */
     pointvalue?: number;
     /** Smallest tradable quantity (PineScript `syminfo.mincontract`); 1 for whole shares */
     mincontract?: number;
+    /** Symbol type (PineScript `syminfo.type`): "stock", "crypto", "forex", "futures", "index", "fund"... */
+    symbolType?: string;
+    /** Currency of the symbol (PineScript `syminfo.currency`), e.g. "USD" */
+    currency?: string;
+    /** Chart foreground colour (PineScript `chart.fg_color`), e.g. "#DBDBDB" on a dark chart */
+    foregroundColor?: string;
+    /** Chart background colour (PineScript `chart.bg_color`), e.g. "#0F0F0F" on a dark chart */
+    backgroundColor?: string;
+    /** Current time in ms (PineScript `timenow`); default: the clock of the computer at the start of the run */
+    now?: number;
     /**
      * The last bar is closed (`barstate.isconfirmed` on the last bar). Default false: PineScript treats the last bar
      * of the data as not confirmed until the data feed closes it.
@@ -672,15 +700,20 @@ export declare const timeframe: {
 };
 /**
  * PineScript `syminfo.timezone`, `syminfo.tickerid`, `syminfo.session` (session type), `syminfo.mintick`,
- * `syminfo.pointvalue` and `syminfo.mincontract`, from the chart context.
+ * `syminfo.minmove`, `syminfo.pricescale`, `syminfo.pointvalue`, `syminfo.mincontract`, `syminfo.type` and
+ * `syminfo.currency`, from the chart context.
  */
 export declare const syminfo: {
     readonly mintick: number;
+    readonly minmove: number;
+    readonly pricescale: number;
     readonly pointvalue: number;
     readonly mincontract: number;
     readonly timezone: string;
     readonly tickerid: string;
     readonly session: string;
+    readonly type: string;
+    readonly currency: string;
 };
 /** A calendar function: `(time, timezone?)` on a UNIX time or on a Series of times. */
 interface CalendarFunction {
@@ -739,10 +772,8 @@ export declare const str: {
 };
 declare function timeFunction(tf?: string, session?: string, timezone?: string): Series;
 declare function timeCloseFunction(tf?: string, session?: string, timezone?: string): Series;
-/**
- * PineScript `time`: the bar open time in ms (a Series), and `time(timeframe?, session?, timezone?)`:
- * the open time of the `timeframe` period that contains the bar, `na` outside `session`.
- */
+/** PineScript `timenow`: the current time in ms, the same on every bar of a run (`ChartContext.now`). */
+export declare const timenow: Series;
 export declare const time: Series & typeof timeFunction;
 /**
  * PineScript `time_close`: the bar close time in ms (a Series), and `time_close(timeframe?, session?, timezone?)`.
@@ -975,6 +1006,10 @@ export declare const text: {
  * (index, time, and `price`, default the close), so it runs inside eachBar().
  */
 export declare const chart: {
+    /** Chart foreground colour (PineScript `chart.fg_color`), from the chart context. */
+    readonly fg_color: string;
+    /** Chart background colour (PineScript `chart.bg_color`), from the chart context. */
+    readonly bg_color: string;
     point: {
         now(price?: number): ChartPoint;
         new_point(time: number | null, index: number | null, price: number): ChartPoint;
@@ -1048,5 +1083,6 @@ export declare const math: {
     rphi: 0.6180339887498948;
 };
 export * as compare from '../compare/index.js';
-export type { Bar, IndicatorResult, TimeValue, InputConfig, PlotConfig, HLineConfig, FillConfig, ShapeConfig, ArrowConfig, BarColorConfig, CandleConfig, MarkerData, MarkerPosition, MarkerShape, ArrowData, BarColorData, BgColorData, PlotCandleData, PlotBarData, LabelData, LabelStyle, LineDrawingData, BoxData, LinefillData, PolylineData, TableData, TableCellData, TableMergeData, TablePosition, MarkerLocation, MarkerSize, PineSize, ShapeStyle, };
+export { isInputActive } from '../runtime/input-active.js';
+export type { Bar, IndicatorResult, TimeValue, InputConfig, InputCondition, PlotConfig, HLineConfig, FillConfig, ShapeConfig, ArrowConfig, BarColorConfig, CandleConfig, MarkerData, MarkerPosition, MarkerShape, ArrowData, BarColorData, BgColorData, PlotCandleData, PlotBarData, LabelData, LabelStyle, LineDrawingData, BoxData, LinefillData, PolylineData, TableData, TableCellData, TableMergeData, TablePosition, MarkerLocation, MarkerSize, PineSize, ShapeStyle, };
 //# sourceMappingURL=index.d.ts.map

package/dist/esm/script/index.d.ts.map

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package/dist/esm/script/index.js

@@ -46,12 +46,14 @@ import * as tableCore from '../table/index.js';
 import * as chartPointCore from '../chartpoint/index.js';
 import * as textCore from '../text/index.js';
 import * as mathCore from '../math/index.js';
-import { resetDrawings, setDrawingLimits } from '../drawing/registry.js';
+import { resetDrawings, setDrawingBar, setDrawingLimits } from '../drawing/registry.js';
+export { holdDrawing, releaseDrawing, varDrawing } from '../drawing/registry.js';
 import { drawingOutputs } from '../drawing/output.js';
 import * as timeframeCore from '../timeframe/index.js';
 import * as timeCore from '../time/index.js';
 import * as strCore from '../str/index.js';
 import { formatMessage } from '../str/messageformat.js';
+import { tickScale } from '../str/numberformat.js';
 import { TradingCalendar } from '../session/calendar.js';
 import { SessionBars, sessionFlags } from '../session/bars.js';
 import { afterCompletion, heikinAshi, mapToChart, periodsOf, resample } from '../security/resample.js';
@@ -119,6 +121,7 @@ let scriptOptions = {};
 export function executeScript(body, barsInput, inputs = {}, chart = {}, options = {}) {
     ctxBars.setAll(barsInput);
     chartCtx = { ...chart };
+    runNow = chart.now ?? Date.now();
     scriptOptions = options;
     ctx = freshCollector(inputs);
     resetDrawings();
@@ -199,6 +202,8 @@ function common(opts) {
         out.confirm = opts.confirm;
     if (opts.display !== undefined)
         out.display = opts.display;
+    if (opts.active !== undefined)
+        out.active = opts.active;
     return out;
 }
 /** Declares the input in the collector and returns its current value (the
@@ -313,9 +318,11 @@ export const ta = {
         ? taSeries.lowestbars(low, sourceOrLength)
         : taSeries.lowestbars(sourceOrLength, length),
     /** `ta.vwap(source, anchor?, stdev_mult?)` with the chart volume; the default anchor is a new trading
-     *  day (`timeframe.change("1D")`), which needs the chart context (timeframe, time zone, session). */
+     *  day (`timeframe.change("1D")`), which needs the chart context (timeframe, time zone, session), and the
+     *  first bar: as in PineScript, the first loaded bars (a day in progress) have a value. */
     vwap: ((source, anchor, stdev_mult) => {
-        const a = anchor ?? changeOf('1D'); // PineScript default: timeframe.change("1D")
+        // PineScript default: timeframe.change("1D"); the sums also start on the first bar (a day in progress)
+        const a = anchor ?? changeOf('1D', true);
         return stdev_mult === undefined ? taSeries.vwap(source, volume, a) : taSeries.vwapBands(source, volume, a, stdev_mult);
     }),
     /** `ta.mfi(source, length)` with the chart volume (PineScript takes 2 arguments). */
@@ -811,6 +818,7 @@ export function eachBar(fn) {
             if (pendingError && pendingError.bar === idx)
                 throw new Error(historyError(idx, pendingError.barsBack));
             currentBar = idx;
+            setDrawingBar(idx, idx === b.length - 1);
             const r = fn(ctx);
             out[idx] = typeof r === 'number' ? r : typeof r === 'boolean' ? (r ? 1 : 0) : NaN;
             // grow the history buffers from the largest reference of this bar
@@ -829,6 +837,7 @@ export function eachBar(fn) {
     }
     finally {
         currentBar = -1;
+        setDrawingBar(null);
     }
     return Series.fromArray(ctxBars, out);
 }
@@ -1077,18 +1086,46 @@ function symbolProperty(key) {
     collector();
     const value = chartCtx[key];
     if (value === undefined) {
+        if (key === 'mintick' && chartCtx.minmove !== undefined && chartCtx.pricescale !== undefined) {
+            return chartCtx.minmove / chartCtx.pricescale;
+        }
         throw new Error(`syminfo.${key} is not known: pass it as executeScript(body, bars, inputs, { ${key} }).`);
     }
     return value;
 }
+/** A text value of the chart or the symbol that the host passes in the chart context. */
+function chartText(key, name) {
+    collector();
+    const value = chartCtx[key];
+    if (value === undefined) {
+        throw new Error(`${name} is not known: pass it as executeScript(body, bars, inputs, { ${key} }).`);
+    }
+    return value;
+}
+/** `[minmove, pricescale]` of the chart symbol: from the chart context, else from its mintick. */
+function symbolScale() {
+    collector();
+    const { minmove, pricescale } = chartCtx;
+    if (minmove !== undefined && pricescale !== undefined)
+        return [minmove, pricescale];
+    const [move, scale] = tickScale(symbolProperty('mintick'), pricescale);
+    return [minmove ?? move, scale];
+}
 /**
  * PineScript `syminfo.timezone`, `syminfo.tickerid`, `syminfo.session` (session type), `syminfo.mintick`,
- * `syminfo.pointvalue` and `syminfo.mincontract`, from the chart context.
+ * `syminfo.minmove`, `syminfo.pricescale`, `syminfo.pointvalue`, `syminfo.mincontract`, `syminfo.type` and
+ * `syminfo.currency`, from the chart context.
  */
 export const syminfo = {
     get mintick() {
         return symbolProperty('mintick');
     },
+    get minmove() {
+        return symbolScale()[0];
+    },
+    get pricescale() {
+        return symbolScale()[1];
+    },
     get pointvalue() {
         return symbolProperty('pointvalue');
     },
@@ -1109,6 +1146,12 @@ export const syminfo = {
         collector();
         return chartCtx.sessionType ?? 'regular';
     },
+    get type() {
+        return chartText('symbolType', 'syminfo.type');
+    },
+    get currency() {
+        return chartText('currency', 'syminfo.currency');
+    },
 };
 function calendar(fn) {
     return ((time, timezone) => {
@@ -1149,8 +1192,10 @@ export function inSession(time, session, timezone) {
 /** PineScript `str.*`; `format_time` and the dates of `format` use the exchange time zone by default. */
 export const str = {
     ...strCore,
-    // format.mintick rounds to the chart symbol's tick (syminfo.mintick)
-    tostring: ((value, format, mintick) => strCore.tostring(value, format, format === 'mintick' ? (mintick ?? syminfo.mintick) : mintick)),
+    // format.mintick uses the chart symbol's tick and price scale (syminfo.mintick, syminfo.pricescale)
+    tostring: ((value, format, mintick, pricescale) => format === 'mintick' && mintick === undefined
+        ? strCore.tostring(value, format, syminfo.mintick, pricescale ?? syminfo.pricescale)
+        : strCore.tostring(value, format, mintick, pricescale)),
     format_time(time, format = "yyyy-MM-dd'T'HH:mm:ssZ", timezone) {
         return strCore.format_time(time, format, timezone ?? exchangeTimezone());
     },
@@ -1201,7 +1246,14 @@ function calendarFor(session, timezone) {
         return { bars: new SessionBars(new TradingCalendar(tz, { session: toSpec(symbol).session }, 'symbol'), bars.chart.period), test: true };
     }
     const spec = session ? { session } : { session: toSpec(chartCtx.session).session };
-    return { bars: new SessionBars(new TradingCalendar(tz, spec, session ? 'pine' : 'symbol'), bars.chart.period), test: true };
+    return {
+        bars: new SessionBars(new TradingCalendar(tz, spec, session ? 'pine' : 'symbol'), bars.chart.period),
+        test: true,
+        // a PineScript session string: the rules of time.inSession (runs ending at 0000, days around a clock change)
+        inside: session
+            ? (time) => timeCore.inSession(time, session, tz, timeframeCore.in_seconds(bars.chart.period) * 1000)
+            : undefined,
+    };
 }
 function perBar(fn) {
     const times = ctxBars.bars.map(barTime);
@@ -1215,20 +1267,24 @@ function callableSeries(series, fn) {
 }
 function timeFunction(tf, session, timezone) {
     collector();
-    const { bars, test } = calendarFor(session, timezone);
+    const { bars, test, inside } = calendarFor(session, timezone);
     const timeframeString = tf || chartTimeframe().period;
-    return perBar((t) => (test && !bars.inside(t) ? NaN : bars.timeOf(t, timeframeString)));
+    return perBar((t) => (test && !(inside ? inside(t) : bars.inside(t)) ? NaN : bars.timeOf(t, timeframeString)));
 }
 function timeCloseFunction(tf, session, timezone) {
     collector();
-    const { bars, test } = calendarFor(session, timezone);
+    const { bars, test, inside } = calendarFor(session, timezone);
     const timeframeString = tf || chartTimeframe().period;
-    return perBar((t) => (test && !bars.inside(t) ? NaN : bars.closeOf(t, timeframeString)));
+    return perBar((t) => (test && !(inside ? inside(t) : bars.inside(t)) ? NaN : bars.closeOf(t, timeframeString)));
 }
 /**
  * PineScript `time`: the bar open time in ms (a Series), and `time(timeframe?, session?, timezone?)`:
  * the open time of the `timeframe` period that contains the bar, `na` outside `session`.
  */
+/** Current time of the run in ms, see `ChartContext.now`. */
+let runNow = NaN;
+/** PineScript `timenow`: the current time in ms, the same on every bar of a run (`ChartContext.now`). */
+export const timenow = new Series(ctxBars, () => runNow);
 export const time = callableSeries(new Series(ctxBars, (b) => barTime(b)), timeFunction);
 /**
  * PineScript `time_close`: the bar close time in ms (a Series), and `time_close(timeframe?, session?, timezone?)`.
@@ -1237,9 +1293,11 @@ export const time = callableSeries(new Series(ctxBars, (b) => barTime(b)), timeF
 export const time_close = callableSeries(new Series(ctxBars, (_b, i) => sessionBars().bars.closeOf(barTime(ctxBars.bars[i]), chartTimeframe().period)), timeCloseFunction);
 /** PineScript `time_tradingday`: 00:00 UTC of the trading day of each bar, in ms. */
 export const time_tradingday = new Series(ctxBars, (b) => sessionBars().bars.tradingDayTime(barTime(b)));
-function changeOf(tf) {
+function changeOf(tf, firstBar = false) {
     const { bars } = sessionBars();
-    return perBar((t, i, times) => (i > 0 && bars.timeOf(t, tf) !== bars.timeOf(times[i - 1], tf) ? 1 : 0));
+    // a bar without a period (after an early close) is no change, and neither is the bar after it
+    const changed = (a, b) => !Number.isNaN(a) && !Number.isNaN(b) && a !== b;
+    return perBar((t, i, times) => ((i > 0 ? changed(bars.timeOf(t, tf), bars.timeOf(times[i - 1], tf)) : firstBar) ? 1 : 0));
 }
 function flag(key) {
     const { bars, regular } = sessionBars();
@@ -1442,6 +1500,14 @@ export const text = { ...textCore };
  * (index, time, and `price`, default the close), so it runs inside eachBar().
  */
 export const chart = {
+    /** Chart foreground colour (PineScript `chart.fg_color`), from the chart context. */
+    get fg_color() {
+        return chartText('foregroundColor', 'chart.fg_color');
+    },
+    /** Chart background colour (PineScript `chart.bg_color`), from the chart context. */
+    get bg_color() {
+        return chartText('backgroundColor', 'chart.bg_color');
+    },
     point: {
         ...chartPointCore,
         now(price) {
@@ -1480,4 +1546,5 @@ export const math = {
     }),
 };
 export * as compare from '../compare/index.js';
+export { isInputActive } from '../runtime/input-active.js';
 //# sourceMappingURL=index.js.map