oakscriptjs 0.10.1 → 0.11.0

package/dist/cjs/ta/index.js

@@ -91,12 +91,14 @@ __export(ta_exports, {
 module.exports = __toCommonJS(ta_exports);
 var import_compare = require("../compare/index.js");
 var import_running_sum = require("./running-sum.js");
+var import_limits = require("./limits.js");
 function sma(source, length) {
   if (typeof length !== "number") {
     const sums = (0, import_running_sum.runningSumSeries)(source, length, "ta.sma");
     return sums.map((sum, i) => sum / Math.floor(length[i]));
   }
   const len = Math.floor(length);
+  (0, import_limits.checkSumLength)("ta.sma", len, 0);
   return (0, import_running_sum.runningSum)(source, len).map((sum) => sum / len);
 }
 function ema(source, length) {
@@ -169,6 +171,7 @@ function macd(source, fastLength, slowLength, signalLength) {
   return [macdLine, signalLine, histogram];
 }
 function bb(series, length, mult) {
+  (0, import_limits.checkSumLength)("ta.bb", length, 0);
   const basis = sma(series, length);
   const dev2 = stdev(series, length);
   const upper = [];
@@ -190,9 +193,9 @@ function lastValues(source, i, length) {
   }
   return values.length === length ? values : null;
 }
-function windowExtremes(source, length, lowest2) {
+function windowExtremes(source, length, lowest2, newest = false) {
   const n = source.length;
-  const span = length > 0 ? Math.ceil(length) : 0;
+  const span = length > 0 ? Math.trunc(length) : 0;
   const at = new Int32Array(n).fill(-1);
   const zeros = new Uint8Array(n);
   const queue = new Int32Array(n);
@@ -210,7 +213,9 @@ function windowExtremes(source, length, lowest2) {
       zeroCount = 0;
       continue;
     }
-    while (tail > head && (lowest2 ? source[queue[tail - 1]] > x : source[queue[tail - 1]] < x)) {
+    while (tail > head) {
+      const last = source[queue[tail - 1]];
+      if (!(lowest2 ? last > x : last < x) && !(newest && last === x)) break;
       if (isPreferredZero(queue[--tail])) zeroCount--;
     }
     queue[tail++] = i;
@@ -226,16 +231,57 @@ function windowExtremes(source, length, lowest2) {
   }
   return { at, zeros };
 }
+function keptValues(source) {
+  const values = [];
+  const bars = [];
+  const last = new Int32Array(source.length);
+  for (let i = 0; i < source.length; i++) {
+    const x = source[i];
+    if (!Number.isNaN(x)) {
+      values.push(x);
+      bars.push(i);
+    }
+    last[i] = values.length - 1;
+  }
+  return { values, bars, last };
+}
+function extremeSeriesLength(source, lengths, lowest2, offsets) {
+  const name = (lowest2 ? "lowest" : "highest") + (offsets ? "bars" : "");
+  const { values, bars, last } = keptValues(source);
+  return Array.from(source, (_, i) => {
+    const len = Math.trunc(lengths[i]);
+    (0, import_limits.checkWindowLength)(name, len, i);
+    const k = last[i];
+    if (!(len >= 1) || i < len - 1 || k < 0) return NaN;
+    let best = k;
+    for (let j = k - 1; j >= 0 && j > k - len; j--) {
+      if (lowest2 ? values[j] < values[best] : values[j] > values[best]) best = j;
+    }
+    return offsets ? -(i - bars[best]) : values[best];
+  });
+}
 function extremeOffset(source, length, lowest2) {
-  const { at } = windowExtremes(source, length, lowest2);
-  return source.map((_, i) => i < length - 1 ? NaN : at[i] < 0 ? 0 : -(i - at[i]));
+  if (typeof length !== "number") return extremeSeriesLength(source, length, lowest2, true);
+  (0, import_limits.checkWindowLength)(lowest2 ? "lowestbars" : "highestbars", length, 0);
+  const { values, bars, last } = keptValues(source);
+  const { at } = windowExtremes(values, length, lowest2, true);
+  const len = Math.trunc(length);
+  return source.map((_, i) => {
+    const k = last[i];
+    return i < len - 1 || k < 0 || at[k] < 0 ? NaN : -(i - bars[at[k]]);
+  });
 }
 function extremeValue(source, length, lowest2) {
-  const { at, zeros } = windowExtremes(source, length, lowest2);
+  if (typeof length !== "number") return extremeSeriesLength(source, length, lowest2, false);
+  (0, import_limits.checkWindowLength)(lowest2 ? "lowest" : "highest", length, 0);
+  const { values, last } = keptValues(source);
+  const { at, zeros } = windowExtremes(values, length, lowest2);
+  const len = Math.trunc(length);
   return source.map((_, i) => {
-    if (i < length - 1 || at[i] < 0) return NaN;
-    const v = source[at[i]];
-    return v === 0 && zeros[i] ? lowest2 ? -0 : 0 : v;
+    const k = last[i];
+    if (i < len - 1 || k < 0 || at[k] < 0) return NaN;
+    const v = values[at[k]];
+    return v === 0 && zeros[k] ? lowest2 ? -0 : 0 : v;
   });
 }
 function crossTest(series1, series2, test) {
@@ -392,7 +438,7 @@ function wmaAdd(a, b) {
 }
 function wma(source, length) {
   const result = [];
-  const len = Math.floor(length);
+  const fixed = typeof length === "number" ? Math.floor(length) : NaN;
   const filled = [];
   let last = NaN;
   let count = 0;
@@ -404,7 +450,8 @@ function wma(source, length) {
       count++;
     }
     filled.push(last);
-    if (isNa || count < len) {
+    const len = typeof length === "number" ? fixed : Math.floor(length[i]);
+    if (isNa || !(len >= 1) || count < len) {
       result.push(NaN);
       continue;
     }
@@ -516,6 +563,7 @@ function varianceOf(source, length, biased, name) {
     return biased ? result : result.map((v, i) => Math.floor(length[i]) > 1 ? v : NaN);
   }
   const len = Math.floor(length);
+  (0, import_limits.checkSumLength)(name, len, 0);
   if ((biased ? len : len - 1) <= 0) return source.map(() => NaN);
   return (0, import_running_sum.runningVariance)(source, len, biased);
 }
@@ -789,24 +837,17 @@ function sar(start, inc, max2, high, low, close) {
   return result;
 }
 function pivot(source, leftbars, rightbars, isHigh) {
-  const beatsLeft = isHigh ? (x, v) => x > v : (x, v) => x < v;
-  const beatsRight = isHigh ? (x, v) => x >= v : (x, v) => x <= v;
-  return source.map((_, i) => {
-    const center = i - rightbars;
-    if (center - leftbars < 0) return NaN;
-    const v = source[center];
-    if (Number.isNaN(v)) return NaN;
-    for (let j = 1; j <= leftbars; j++) {
-      const x = source[center - j];
-      if (Number.isNaN(x)) break;
-      if (beatsLeft(x, v)) return NaN;
-    }
-    for (let j = 1; j <= rightbars; j++) {
-      const x = source[center + j];
-      if (Number.isNaN(x)) break;
-      if (beatsRight(x, v)) return NaN;
-    }
-    return v;
+  const { values, bars, last } = keptValues(source);
+  return Array.from(source, (_, i) => {
+    const left = Math.trunc(typeof leftbars === "number" ? leftbars : leftbars[i]);
+    const right = Math.trunc(typeof rightbars === "number" ? rightbars : rightbars[i]);
+    const k = last[i];
+    if (!(i >= left + right) || k < 0) return NaN;
+    let best = k;
+    for (let j = k - 1; j >= 0 && j >= k - left - right; j--) {
+      if (isHigh ? values[j] > values[best] : values[j] < values[best]) best = j;
+    }
+    return bars[best] === i - right ? values[best] : NaN;
   });
 }
 function pivothigh(sourceOrLeftbars, leftbarsOrRightbars, rightbars, high) {