oakscriptjs 0.10.1 → 0.11.1

package/dist/cjs/ta/limits.d.ts

@@ -0,0 +1,35 @@
+/**
+ * History limits of the window functions.
+ *
+ * PineScript stops a script when `ta.highest` / `ta.lowest` / `ta.highestbars` / `ta.lowestbars` ask for more than
+ * 15,000 bars (runtime error RE10004): with a constant length on the first bar, with a length that changes on the
+ * bar where it passes the limit. `math.sum`, `ta.sma`, `ta.variance`, `ta.stdev` and `ta.bb` have the same error
+ * above 5,000 bars; the message names the function that keeps the window ('stdev'->'variance', 'bb'->'sma').
+ */
+/** Largest length of `ta.highest` / `ta.lowest` / `ta.highestbars` / `ta.lowestbars`. */
+export declare const MAX_WINDOW_LENGTH = 15000;
+/** Largest length of `math.sum` / `ta.sma` / `ta.variance` / `ta.stdev` / `ta.bb`. */
+export declare const MAX_SUM_LENGTH = 5000;
+/** Names of the PineScript message for the functions with the 5,000 limit ("a->b": a calls b). */
+export declare const SUM_FUNCTIONS: Record<string, string>;
+/**
+ * PineScript's runtime error RE10004 text; `bar` is the bar index of the call when it is known. `name` is the
+ * function, or a call path "stdev->variance" (printed 'stdev'->'variance').
+ */
+export declare function windowError(name: string, length: number, bar?: number, max?: number): string;
+/** Throws RE10004 when the (truncated) length of a window function is above the limit. */
+export declare function checkWindowLength(name: string, length: number, bar?: number, max?: number): void;
+/** Throws RE10004 for a function of {@link SUM_FUNCTIONS} ("ta.sma", ...) with a length above 5,000. */
+export declare function checkSumLength(name: string, length: number, bar?: number): void;
+/**
+ * PineScript's runtime error RE10001 text for a length that is 0 or negative. `name` is the function, or a call path
+ * "atr->rma" (printed 'atr'->'rma'); the value prints as a float ("0.0", "-1.0").
+ */
+export declare function lengthError(name: string, value: number, bar?: number, arg?: string): string;
+/**
+ * Throws RE10001 when the (truncated) length is 0 or negative, as PineScript does for every window function on the
+ * bar of the call (#175): `ta.sma(close, 0)` stops on bar 0, a series length that becomes 0 on the bar where it
+ * does. `ta.hma(src, 1)` stops in its inner `wma(src, 0)`. An na length is not checked here.
+ */
+export declare function checkPositiveLength(name: string, length: number, bar?: number, arg?: string): void;
+//# sourceMappingURL=limits.d.ts.map

package/dist/cjs/ta/limits.d.ts.map

@@ -0,0 +1 @@
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package/dist/cjs/ta/limits.js

@@ -0,0 +1,64 @@
+"use strict";
+var __defProp = Object.defineProperty;
+var __getOwnPropDesc = Object.getOwnPropertyDescriptor;
+var __getOwnPropNames = Object.getOwnPropertyNames;
+var __hasOwnProp = Object.prototype.hasOwnProperty;
+var __export = (target, all) => {
+  for (var name in all)
+    __defProp(target, name, { get: all[name], enumerable: true });
+};
+var __copyProps = (to, from, except, desc) => {
+  if (from && typeof from === "object" || typeof from === "function") {
+    for (let key of __getOwnPropNames(from))
+      if (!__hasOwnProp.call(to, key) && key !== except)
+        __defProp(to, key, { get: () => from[key], enumerable: !(desc = __getOwnPropDesc(from, key)) || desc.enumerable });
+  }
+  return to;
+};
+var __toCommonJS = (mod) => __copyProps(__defProp({}, "__esModule", { value: true }), mod);
+var limits_exports = {};
+__export(limits_exports, {
+  MAX_SUM_LENGTH: () => MAX_SUM_LENGTH,
+  MAX_WINDOW_LENGTH: () => MAX_WINDOW_LENGTH,
+  SUM_FUNCTIONS: () => SUM_FUNCTIONS,
+  checkPositiveLength: () => checkPositiveLength,
+  checkSumLength: () => checkSumLength,
+  checkWindowLength: () => checkWindowLength,
+  lengthError: () => lengthError,
+  windowError: () => windowError
+});
+module.exports = __toCommonJS(limits_exports);
+const MAX_WINDOW_LENGTH = 15e3;
+const MAX_SUM_LENGTH = 5e3;
+const SUM_FUNCTIONS = {
+  "math.sum": "sum",
+  "ta.sma": "sma",
+  "ta.variance": "variance",
+  "ta.stdev": "stdev->variance",
+  "ta.bb": "bb->sma"
+};
+function windowError(name, length, bar, max = MAX_WINDOW_LENGTH) {
+  const fn = name.split("->").map((part) => `'${part}'`).join("->");
+  return (bar === void 0 ? "" : `Error on bar ${bar}: `) + `The ${fn} function references too many historical candles (${length}), the limit is ${max}.`;
+}
+function checkWindowLength(name, length, bar, max = MAX_WINDOW_LENGTH) {
+  const len = Math.trunc(length);
+  if (len <= 0) throw new Error(lengthError(name, len, bar));
+  if (len > max) throw new Error(windowError(name, len, bar, max));
+}
+function checkSumLength(name, length, bar) {
+  const fn = SUM_FUNCTIONS[name];
+  if (fn === void 0) return;
+  checkPositiveLength(name === "ta.bb" ? "bb" : fn, length, bar);
+  checkWindowLength(fn, length, bar, MAX_SUM_LENGTH);
+}
+function lengthError(name, value, bar, arg = "length") {
+  const fn = name.split("->").map((part) => `'${part}'`).join("->");
+  const text = Number.isInteger(value) ? value.toFixed(1) : String(value);
+  return (bar === void 0 ? "" : `Error on bar ${bar}: `) + `Invalid value of the '${arg}' argument (${text}) in the ${fn} function. It must be > 0.`;
+}
+function checkPositiveLength(name, length, bar, arg = "length") {
+  const len = Math.trunc(length);
+  if (len <= 0) throw new Error(lengthError(name, len, bar, arg));
+}
+//# sourceMappingURL=limits.js.map

package/dist/cjs/ta/limits.js.map

@@ -0,0 +1,7 @@
+{
+  "version": 3,
+  "sources": ["../../../src/ta/limits.ts"],
+  "sourcesContent": ["/**\n * History limits of the window functions.\n *\n * PineScript stops a script when `ta.highest` / `ta.lowest` / `ta.highestbars` / `ta.lowestbars` ask for more than\n * 15,000 bars (runtime error RE10004): with a constant length on the first bar, with a length that changes on the\n * bar where it passes the limit. `math.sum`, `ta.sma`, `ta.variance`, `ta.stdev` and `ta.bb` have the same error\n * above 5,000 bars; the message names the function that keeps the window ('stdev'->'variance', 'bb'->'sma').\n */\n\n/** Largest length of `ta.highest` / `ta.lowest` / `ta.highestbars` / `ta.lowestbars`. */\nexport const MAX_WINDOW_LENGTH = 15000;\n\n/** Largest length of `math.sum` / `ta.sma` / `ta.variance` / `ta.stdev` / `ta.bb`. */\nexport const MAX_SUM_LENGTH = 5000;\n\n/** Names of the PineScript message for the functions with the 5,000 limit (\"a->b\": a calls b). */\nexport const SUM_FUNCTIONS: Record<string, string> = {\n  'math.sum': 'sum',\n  'ta.sma': 'sma',\n  'ta.variance': 'variance',\n  'ta.stdev': 'stdev->variance',\n  'ta.bb': 'bb->sma',\n};\n\n/**\n * PineScript's runtime error RE10004 text; `bar` is the bar index of the call when it is known. `name` is the\n * function, or a call path \"stdev->variance\" (printed 'stdev'->'variance').\n */\nexport function windowError(name: string, length: number, bar?: number, max = MAX_WINDOW_LENGTH): string {\n  const fn = name.split('->').map((part) => `'${part}'`).join('->');\n  return (\n    (bar === undefined ? '' : `Error on bar ${bar}: `) +\n    `The ${fn} function references too many historical candles (${length}), the limit is ${max}.`\n  );\n}\n\n/** Throws RE10004 when the (truncated) length of a window function is above the limit. */\nexport function checkWindowLength(name: string, length: number, bar?: number, max = MAX_WINDOW_LENGTH): void {\n  const len = Math.trunc(length);\n  if (len <= 0) throw new Error(lengthError(name, len, bar));\n  if (len > max) throw new Error(windowError(name, len, bar, max));\n}\n\n/** Throws RE10004 for a function of {@link SUM_FUNCTIONS} (\"ta.sma\", ...) with a length above 5,000. */\nexport function checkSumLength(name: string, length: number, bar?: number): void {\n  const fn = SUM_FUNCTIONS[name];\n  if (fn === undefined) return;\n  // RE10001 names 'bb' itself, RE10004 its inner 'sma'\n  checkPositiveLength(name === 'ta.bb' ? 'bb' : fn, length, bar);\n  checkWindowLength(fn, length, bar, MAX_SUM_LENGTH);\n}\n\n/**\n * PineScript's runtime error RE10001 text for a length that is 0 or negative. `name` is the function, or a call path\n * \"atr->rma\" (printed 'atr'->'rma'); the value prints as a float (\"0.0\", \"-1.0\").\n */\nexport function lengthError(name: string, value: number, bar?: number, arg = 'length'): string {\n  const fn = name.split('->').map((part) => `'${part}'`).join('->');\n  const text = Number.isInteger(value) ? value.toFixed(1) : String(value);\n  return (\n    (bar === undefined ? '' : `Error on bar ${bar}: `) +\n    `Invalid value of the '${arg}' argument (${text}) in the ${fn} function. It must be > 0.`\n  );\n}\n\n/**\n * Throws RE10001 when the (truncated) length is 0 or negative, as PineScript does for every window function on the\n * bar of the call (#175): `ta.sma(close, 0)` stops on bar 0, a series length that becomes 0 on the bar where it\n * does. `ta.hma(src, 1)` stops in its inner `wma(src, 0)`. An na length is not checked here.\n */\nexport function checkPositiveLength(name: string, length: number, bar?: number, arg = 'length'): void {\n  const len = Math.trunc(length);\n  if (len <= 0) throw new Error(lengthError(name, len, bar, arg));\n}\n"],
+  "mappings": ";;;;;;;;;;;;;;;;;;AAAA;AAAA;AAAA;AAAA;AAAA;AAAA;AAAA;AAAA;AAAA;AAAA;AAAA;AAAA;AAUO,MAAM,oBAAoB;AAG1B,MAAM,iBAAiB;AAGvB,MAAM,gBAAwC;AAAA,EACnD,YAAY;AAAA,EACZ,UAAU;AAAA,EACV,eAAe;AAAA,EACf,YAAY;AAAA,EACZ,SAAS;AACX;AAMO,SAAS,YAAY,MAAc,QAAgB,KAAc,MAAM,mBAA2B;AACvG,QAAM,KAAK,KAAK,MAAM,IAAI,EAAE,IAAI,CAAC,SAAS,IAAI,IAAI,GAAG,EAAE,KAAK,IAAI;AAChE,UACG,QAAQ,SAAY,KAAK,gBAAgB,GAAG,QAC7C,OAAO,EAAE,qDAAqD,MAAM,mBAAmB,GAAG;AAE9F;AAGO,SAAS,kBAAkB,MAAc,QAAgB,KAAc,MAAM,mBAAyB;AAC3G,QAAM,MAAM,KAAK,MAAM,MAAM;AAC7B,MAAI,OAAO,EAAG,OAAM,IAAI,MAAM,YAAY,MAAM,KAAK,GAAG,CAAC;AACzD,MAAI,MAAM,IAAK,OAAM,IAAI,MAAM,YAAY,MAAM,KAAK,KAAK,GAAG,CAAC;AACjE;AAGO,SAAS,eAAe,MAAc,QAAgB,KAAoB;AAC/E,QAAM,KAAK,cAAc,IAAI;AAC7B,MAAI,OAAO,OAAW;AAEtB,sBAAoB,SAAS,UAAU,OAAO,IAAI,QAAQ,GAAG;AAC7D,oBAAkB,IAAI,QAAQ,KAAK,cAAc;AACnD;AAMO,SAAS,YAAY,MAAc,OAAe,KAAc,MAAM,UAAkB;AAC7F,QAAM,KAAK,KAAK,MAAM,IAAI,EAAE,IAAI,CAAC,SAAS,IAAI,IAAI,GAAG,EAAE,KAAK,IAAI;AAChE,QAAM,OAAO,OAAO,UAAU,KAAK,IAAI,MAAM,QAAQ,CAAC,IAAI,OAAO,KAAK;AACtE,UACG,QAAQ,SAAY,KAAK,gBAAgB,GAAG,QAC7C,yBAAyB,GAAG,eAAe,IAAI,YAAY,EAAE;AAEjE;AAOO,SAAS,oBAAoB,MAAc,QAAgB,KAAc,MAAM,UAAgB;AACpG,QAAM,MAAM,KAAK,MAAM,MAAM;AAC7B,MAAI,OAAO,EAAG,OAAM,IAAI,MAAM,YAAY,MAAM,KAAK,KAAK,GAAG,CAAC;AAChE;",
+  "names": []
+}

package/dist/cjs/ta/running-sum.d.ts

@@ -1,19 +1,3 @@
-/**
- * Running window sum with the floating-point behaviour of PineScript `math.sum` / `ta.sma` / `ta.stdev` /
- * `ta.variance` (bit for bit).
- *
- * PineScript does not sum the window again on each bar. It keeps a compensated (Kahan) running sum:
- * - each bar first removes, with a Kahan step, the compensated value that was added for the value that leaves the
- *   window, then adds the new value with a Kahan step and keeps its compensated value;
- * - when the compensation of the previous step would be lost when applied to the new value, the sum is computed
- *   again from the window values (newest first) and the compensation is reset. The test moves the new value toward
- *   +infinity by the size of the compensation, in floating point (#136, #142).
- *
- * So the result can differ from the exact window sum in the last bits (e.g. a small residue on a window of zeros),
- * as in PineScript.
- *
- * @internal
- */
 /** A value PineScript treats as na in window functions (also +/-Infinity). */
 export declare function isNa(v: number | null | undefined): boolean;
 /**

package/dist/cjs/ta/running-sum.d.ts.map

@@ -1 +1 @@
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package/dist/cjs/ta/running-sum.js

@@ -26,6 +26,7 @@ __export(running_sum_exports, {
   runningVarianceSeries: () => runningVarianceSeries
 });
 module.exports = __toCommonJS(running_sum_exports);
+var import_limits = require("./limits.js");
 function compensationLost(x, c) {
   if (c === 0 || x === 0) return false;
   const size = Math.abs(c);
@@ -151,6 +152,7 @@ function seriesLengths(lengths, count, name) {
   }
   return Array.from({ length: count }, (_, i) => {
     const len = Math.floor(lengths[i]);
+    (0, import_limits.checkSumLength)(name, len, i);
     if (!(len >= 1)) throw new Error(`${name}: length must be at least 1 (bar ${i}: ${lengths[i]})`);
     return len;
   });

package/dist/cjs/ta/running-sum.js.map

@@ -1,7 +1,7 @@
 {
   "version": 3,
   "sources": ["../../../src/ta/running-sum.ts"],
-  "sourcesContent": ["/**\n * Running window sum with the floating-point behaviour of PineScript `math.sum` / `ta.sma` / `ta.stdev` /\n * `ta.variance` (bit for bit).\n *\n * PineScript does not sum the window again on each bar. It keeps a compensated (Kahan) running sum:\n * - each bar first removes, with a Kahan step, the compensated value that was added for the value that leaves the\n *   window, then adds the new value with a Kahan step and keeps its compensated value;\n * - when the compensation of the previous step would be lost when applied to the new value, the sum is computed\n *   again from the window values (newest first) and the compensation is reset. The test moves the new value toward\n *   +infinity by the size of the compensation, in floating point (#136, #142).\n *\n * So the result can differ from the exact window sum in the last bits (e.g. a small residue on a window of zeros),\n * as in PineScript.\n *\n * @internal\n */\n\n/**\n * Whether the compensation `c` is (partly) lost when it is applied to `x`: `x + |c|` in floating point moves `x` by\n * less than `|c|`. Moving toward +infinity uses the grid above `x` (the coarser binade just below a power of two, the\n * finer binade for a negative power of two), as PineScript (measured bit for bit, #142).\n */\nfunction compensationLost(x: number, c: number): boolean {\n  if (c === 0 || x === 0) return false;\n  const size = Math.abs(c);\n  return Math.abs(x + size - x) < size;\n}\n\n/** A value PineScript treats as na in window functions (also +/-Infinity). */\nexport function isNa(v: number | null | undefined): boolean {\n  return v === undefined || v === null || !Number.isFinite(v);\n}\n\n/**\n * Running sum state, one value at a time. {@link step} computes the sum with a new value from the kept state without\n * changing it; {@link commit} keeps the last step. So several candidate values can be tried on one bar and only the\n * last one kept (a ta.* call in a loop).\n *\n * The length can change from one step to the next (a series length). PineScript then first moves the kept sum to the\n * new length with Kahan steps of the raw values (not the stored compensated values): a smaller length removes the\n * values that leave the window, oldest first; a larger length adds back the values from the one before the old window\n * down to the one `length` values back, newest first (one more than the window needs). Then the usual step runs with\n * the new length: it removes the stored value of the one `length` values back and adds the new value.\n */\nexport class RunningSum {\n  private readonly values: number[] = [];\n  private readonly stored: number[] = [];\n  private keptLength = NaN;\n  private s = 0;\n  private c = 0;\n  private stepLength = NaN;\n  private stepX = NaN;\n  private stepY = NaN;\n  private stepS = 0;\n  private stepC = 0;\n\n  /** Kahan steps that move the kept sum from the kept length to `len`; the result goes to stepS / stepC. */\n  private resize(len: number): void {\n    const values = this.values;\n    const n = values.length;\n    const kept = this.keptLength;\n    let s = this.s;\n    let c = this.c;\n    const add = (v: number) => {\n      const y = v - c;\n      const t = s + y;\n      c = (t - s) - y;\n      s = t;\n    };\n    if (len < kept) {\n      for (let k = Math.max(0, n - kept); k <= n - len - 1; k++) add(-values[k]!);\n    } else if (len > kept) {\n      for (let k = n - kept - 1; k >= Math.max(0, n - len); k--) add(values[k]!);\n    }\n    this.stepS = s;\n    this.stepC = c;\n  }\n\n  /**\n   * The running sum of the last `length` values with the (not na) value `x` added, from the kept state; the state is\n   * unchanged until {@link commit}.\n   *\n   * @returns The sum, or NaN while fewer than `length` values exist (with `x`)\n   */\n  step(x: number, length: number): number {\n    const len = length;\n    const values = this.values;\n    this.resize(len);\n    let s = this.stepS;\n    let c = this.stepC;\n    const c0 = c;\n    const n = values.length;\n    if (n >= len) {\n      const y = -this.stored[n - len]! - c;\n      const t = s + y;\n      c = (t - s) - y;\n      s = t;\n    }\n    if (compensationLost(x, c0)) {\n      let fresh = x;\n      for (let k = n - 1; k >= Math.max(0, n + 1 - len); k--) fresh += values[k]!;\n      s = fresh;\n      c = 0;\n      this.stepY = x;\n    } else {\n      const y = x - c;\n      const t = s + y;\n      c = (t - s) - y;\n      s = t;\n      this.stepY = y;\n    }\n    this.stepLength = len;\n    this.stepX = x;\n    this.stepS = s;\n    this.stepC = c;\n    return n + 1 >= len ? s : NaN;\n  }\n\n  /**\n   * The running sum of the last `length` values on a bar with an na value (no value added), from the kept state; the\n   * state is unchanged until {@link commit}. With an unchanged length, it is the previous result.\n   *\n   * @returns The sum, or NaN while fewer than `length` values exist\n   */\n  stepNa(length: number): number {\n    this.resize(length);\n    this.stepLength = length;\n    this.stepX = NaN;\n    const n = this.values.length;\n    return n > 0 && n >= length ? this.stepS : NaN;\n  }\n\n  /** Keeps the state of the last {@link step} or {@link stepNa}. */\n  commit(): void {\n    if (!Number.isNaN(this.stepX)) {\n      this.values.push(this.stepX);\n      this.stored.push(this.stepY);\n    }\n    this.keptLength = this.stepLength;\n    this.s = this.stepS;\n    this.c = this.stepC;\n  }\n}\n\n/** The running sums of `source` with the length `lengthAt(i)` on bar `i`. */\nfunction sumWindows(source: ArrayLike<number | null | undefined>, lengthAt: (i: number) => number): number[] {\n  const out: number[] = new Array<number>(source.length);\n  const sum = new RunningSum();\n  for (let i = 0; i < source.length; i++) {\n    const v = source[i];\n    const len = lengthAt(i);\n    out[i] = isNa(v) ? sum.stepNa(len) : sum.step(v as number, len);\n    sum.commit();\n  }\n  return out;\n}\n\n/**\n * The sum of the last `length` non-na values on each bar, as PineScript computes it.\n *\n * @param source - Values (na: NaN, null, undefined or +/-Infinity, skipped)\n * @param length - Number of non-na values in the window\n * @returns The running sum per bar: NaN until `length` non-na values exist; a bar with an na value keeps the\n *   previous result\n */\nexport function runningSum(source: ArrayLike<number | null | undefined>, length: number): number[] {\n  const len = Math.floor(length);\n  if (!(len >= 1)) return new Array<number>(source.length).fill(NaN);\n  return sumWindows(source, () => len);\n}\n\n/** The values of a series length, floored, checked to be at least 1 on every bar. */\nfunction seriesLengths(lengths: ArrayLike<number>, count: number, name: string): number[] {\n  if (lengths.length < count) {\n    throw new Error(`${name}: the length series has ${lengths.length} values for ${count} bars`);\n  }\n  return Array.from({ length: count }, (_, i) => {\n    const len = Math.floor(lengths[i]!);\n    if (!(len >= 1)) throw new Error(`${name}: length must be at least 1 (bar ${i}: ${lengths[i]})`);\n    return len;\n  });\n}\n\n/**\n * The sum of the last `lengths[i]` non-na values on each bar `i` (a series length), as PineScript computes it (see\n * {@link RunningSum}). A bar with an na value gives the sum of the last `lengths[i]` earlier values.\n *\n * @param name - Function name for the error messages\n */\nexport function runningSumSeries(\n  source: ArrayLike<number | null | undefined>,\n  lengths: ArrayLike<number>,\n  name = 'math.sum'\n): number[] {\n  const lens = seriesLengths(lengths, source.length, name);\n  return sumWindows(source, (i) => lens[i]!);\n}\n\n/** Variance from the running sums of the values and of their squares; rules in {@link runningVariance}. */\nfunction varianceFromSums(\n  source: ArrayLike<number | null | undefined>,\n  sumOf: (src: ArrayLike<number | null | undefined>) => number[],\n  lengthAt: (i: number) => number,\n  biased: boolean\n): number[] {\n  const squares = Array.from({ length: source.length }, (_, i) => {\n    const v = source[i];\n    return isNa(v) ? NaN : (v as number) * (v as number);\n  });\n  const sums = sumOf(source);\n  const sumSquares = sumOf(squares);\n  return sums.map((sum, i) => {\n    const len = lengthAt(i);\n    const mean = sum / len;\n    const sq = sumSquares[i]!;\n    return biased ? sq / len - mean * mean : sq / (len - 1) - (mean * sum) / (len - 1);\n  });\n}\n\n/**\n * Window variance from the running sums of the values and of their squares, as PineScript computes it:\n * biased `sumSq / n - mean * mean`, unbiased `sumSq / (n - 1) - mean * sum / (n - 1)`, with `mean = sum / n`.\n */\nexport function runningVariance(\n  source: ArrayLike<number | null | undefined>,\n  length: number,\n  biased: boolean\n): number[] {\n  const len = Math.floor(length);\n  return varianceFromSums(source, (src) => runningSum(src, len), () => len, biased);\n}\n\n/** {@link runningVariance} with a series length (the length of bar `i` is `lengths[i]`). */\nexport function runningVarianceSeries(\n  source: ArrayLike<number | null | undefined>,\n  lengths: ArrayLike<number>,\n  biased: boolean,\n  name = 'ta.variance'\n): number[] {\n  const lens = seriesLengths(lengths, source.length, name);\n  return varianceFromSums(source, (src) => sumWindows(src, (i) => lens[i]!), (i) => lens[i]!, biased);\n}\n"],
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+  "sourcesContent": ["/**\n * Running window sum with the floating-point behaviour of PineScript `math.sum` / `ta.sma` / `ta.stdev` /\n * `ta.variance` (bit for bit).\n *\n * PineScript does not sum the window again on each bar. It keeps a compensated (Kahan) running sum:\n * - each bar first removes, with a Kahan step, the compensated value that was added for the value that leaves the\n *   window, then adds the new value with a Kahan step and keeps its compensated value;\n * - when the compensation of the previous step would be lost when applied to the new value, the sum is computed\n *   again from the window values (newest first) and the compensation is reset. The test moves the new value toward\n *   +infinity by the size of the compensation, in floating point (#136, #142).\n *\n * So the result can differ from the exact window sum in the last bits (e.g. a small residue on a window of zeros),\n * as in PineScript.\n *\n * @internal\n */\nimport { checkSumLength } from './limits.js';\n\n/**\n * Whether the compensation `c` is (partly) lost when it is applied to `x`: `x + |c|` in floating point moves `x` by\n * less than `|c|`. Moving toward +infinity uses the grid above `x` (the coarser binade just below a power of two, the\n * finer binade for a negative power of two), as PineScript (measured bit for bit, #142).\n */\nfunction compensationLost(x: number, c: number): boolean {\n  if (c === 0 || x === 0) return false;\n  const size = Math.abs(c);\n  return Math.abs(x + size - x) < size;\n}\n\n/** A value PineScript treats as na in window functions (also +/-Infinity). */\nexport function isNa(v: number | null | undefined): boolean {\n  return v === undefined || v === null || !Number.isFinite(v);\n}\n\n/**\n * Running sum state, one value at a time. {@link step} computes the sum with a new value from the kept state without\n * changing it; {@link commit} keeps the last step. So several candidate values can be tried on one bar and only the\n * last one kept (a ta.* call in a loop).\n *\n * The length can change from one step to the next (a series length). PineScript then first moves the kept sum to the\n * new length with Kahan steps of the raw values (not the stored compensated values): a smaller length removes the\n * values that leave the window, oldest first; a larger length adds back the values from the one before the old window\n * down to the one `length` values back, newest first (one more than the window needs). Then the usual step runs with\n * the new length: it removes the stored value of the one `length` values back and adds the new value.\n */\nexport class RunningSum {\n  private readonly values: number[] = [];\n  private readonly stored: number[] = [];\n  private keptLength = NaN;\n  private s = 0;\n  private c = 0;\n  private stepLength = NaN;\n  private stepX = NaN;\n  private stepY = NaN;\n  private stepS = 0;\n  private stepC = 0;\n\n  /** Kahan steps that move the kept sum from the kept length to `len`; the result goes to stepS / stepC. */\n  private resize(len: number): void {\n    const values = this.values;\n    const n = values.length;\n    const kept = this.keptLength;\n    let s = this.s;\n    let c = this.c;\n    const add = (v: number) => {\n      const y = v - c;\n      const t = s + y;\n      c = (t - s) - y;\n      s = t;\n    };\n    if (len < kept) {\n      for (let k = Math.max(0, n - kept); k <= n - len - 1; k++) add(-values[k]!);\n    } else if (len > kept) {\n      for (let k = n - kept - 1; k >= Math.max(0, n - len); k--) add(values[k]!);\n    }\n    this.stepS = s;\n    this.stepC = c;\n  }\n\n  /**\n   * The running sum of the last `length` values with the (not na) value `x` added, from the kept state; the state is\n   * unchanged until {@link commit}.\n   *\n   * @returns The sum, or NaN while fewer than `length` values exist (with `x`)\n   */\n  step(x: number, length: number): number {\n    const len = length;\n    const values = this.values;\n    this.resize(len);\n    let s = this.stepS;\n    let c = this.stepC;\n    const c0 = c;\n    const n = values.length;\n    if (n >= len) {\n      const y = -this.stored[n - len]! - c;\n      const t = s + y;\n      c = (t - s) - y;\n      s = t;\n    }\n    if (compensationLost(x, c0)) {\n      let fresh = x;\n      for (let k = n - 1; k >= Math.max(0, n + 1 - len); k--) fresh += values[k]!;\n      s = fresh;\n      c = 0;\n      this.stepY = x;\n    } else {\n      const y = x - c;\n      const t = s + y;\n      c = (t - s) - y;\n      s = t;\n      this.stepY = y;\n    }\n    this.stepLength = len;\n    this.stepX = x;\n    this.stepS = s;\n    this.stepC = c;\n    return n + 1 >= len ? s : NaN;\n  }\n\n  /**\n   * The running sum of the last `length` values on a bar with an na value (no value added), from the kept state; the\n   * state is unchanged until {@link commit}. With an unchanged length, it is the previous result.\n   *\n   * @returns The sum, or NaN while fewer than `length` values exist\n   */\n  stepNa(length: number): number {\n    this.resize(length);\n    this.stepLength = length;\n    this.stepX = NaN;\n    const n = this.values.length;\n    return n > 0 && n >= length ? this.stepS : NaN;\n  }\n\n  /** Keeps the state of the last {@link step} or {@link stepNa}. */\n  commit(): void {\n    if (!Number.isNaN(this.stepX)) {\n      this.values.push(this.stepX);\n      this.stored.push(this.stepY);\n    }\n    this.keptLength = this.stepLength;\n    this.s = this.stepS;\n    this.c = this.stepC;\n  }\n}\n\n/** The running sums of `source` with the length `lengthAt(i)` on bar `i`. */\nfunction sumWindows(source: ArrayLike<number | null | undefined>, lengthAt: (i: number) => number): number[] {\n  const out: number[] = new Array<number>(source.length);\n  const sum = new RunningSum();\n  for (let i = 0; i < source.length; i++) {\n    const v = source[i];\n    const len = lengthAt(i);\n    out[i] = isNa(v) ? sum.stepNa(len) : sum.step(v as number, len);\n    sum.commit();\n  }\n  return out;\n}\n\n/**\n * The sum of the last `length` non-na values on each bar, as PineScript computes it.\n *\n * @param source - Values (na: NaN, null, undefined or +/-Infinity, skipped)\n * @param length - Number of non-na values in the window\n * @returns The running sum per bar: NaN until `length` non-na values exist; a bar with an na value keeps the\n *   previous result\n */\nexport function runningSum(source: ArrayLike<number | null | undefined>, length: number): number[] {\n  const len = Math.floor(length);\n  if (!(len >= 1)) return new Array<number>(source.length).fill(NaN);\n  return sumWindows(source, () => len);\n}\n\n/** The values of a series length, floored, checked to be at least 1 on every bar. */\nfunction seriesLengths(lengths: ArrayLike<number>, count: number, name: string): number[] {\n  if (lengths.length < count) {\n    throw new Error(`${name}: the length series has ${lengths.length} values for ${count} bars`);\n  }\n  return Array.from({ length: count }, (_, i) => {\n    const len = Math.floor(lengths[i]!);\n    checkSumLength(name, len, i);\n    if (!(len >= 1)) throw new Error(`${name}: length must be at least 1 (bar ${i}: ${lengths[i]})`);\n    return len;\n  });\n}\n\n/**\n * The sum of the last `lengths[i]` non-na values on each bar `i` (a series length), as PineScript computes it (see\n * {@link RunningSum}). A bar with an na value gives the sum of the last `lengths[i]` earlier values.\n *\n * @param name - Function name for the error messages\n */\nexport function runningSumSeries(\n  source: ArrayLike<number | null | undefined>,\n  lengths: ArrayLike<number>,\n  name = 'math.sum'\n): number[] {\n  const lens = seriesLengths(lengths, source.length, name);\n  return sumWindows(source, (i) => lens[i]!);\n}\n\n/** Variance from the running sums of the values and of their squares; rules in {@link runningVariance}. */\nfunction varianceFromSums(\n  source: ArrayLike<number | null | undefined>,\n  sumOf: (src: ArrayLike<number | null | undefined>) => number[],\n  lengthAt: (i: number) => number,\n  biased: boolean\n): number[] {\n  const squares = Array.from({ length: source.length }, (_, i) => {\n    const v = source[i];\n    return isNa(v) ? NaN : (v as number) * (v as number);\n  });\n  const sums = sumOf(source);\n  const sumSquares = sumOf(squares);\n  return sums.map((sum, i) => {\n    const len = lengthAt(i);\n    const mean = sum / len;\n    const sq = sumSquares[i]!;\n    return biased ? sq / len - mean * mean : sq / (len - 1) - (mean * sum) / (len - 1);\n  });\n}\n\n/**\n * Window variance from the running sums of the values and of their squares, as PineScript computes it:\n * biased `sumSq / n - mean * mean`, unbiased `sumSq / (n - 1) - mean * sum / (n - 1)`, with `mean = sum / n`.\n */\nexport function runningVariance(\n  source: ArrayLike<number | null | undefined>,\n  length: number,\n  biased: boolean\n): number[] {\n  const len = Math.floor(length);\n  return varianceFromSums(source, (src) => runningSum(src, len), () => len, biased);\n}\n\n/** {@link runningVariance} with a series length (the length of bar `i` is `lengths[i]`). */\nexport function runningVarianceSeries(\n  source: ArrayLike<number | null | undefined>,\n  lengths: ArrayLike<number>,\n  biased: boolean,\n  name = 'ta.variance'\n): number[] {\n  const lens = seriesLengths(lengths, source.length, name);\n  return varianceFromSums(source, (src) => sumWindows(src, (i) => lens[i]!), (i) => lens[i]!, biased);\n}\n"],
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package/dist/cjs/ta-series.d.ts

@@ -25,7 +25,7 @@ export declare function ema(source: Series, length: number): Series;
  * @param length - Period length
  * @returns Series with WMA values
  */
-export declare function wma(source: Series, length: number): Series;
+export declare function wma(source: Series, length: number | Series): Series;
 /**
  * Relative Moving Average
  * @param source - Source series
@@ -39,7 +39,7 @@ export declare function rma(source: Series, length: number): Series;
  * @param length - Period length
  * @returns Series with RSI values
  */
-export declare function rsi(source: Series, length: number): Series;
+export declare function rsi(source: Series, length: number | Series): Series;
 /**
  * Moving Average Convergence Divergence
  * @param source - Source series
@@ -152,14 +152,14 @@ export declare function roc(source: Series, length: number): Series;
  * @param length - Period length
  * @returns Series with highest values
  */
-export declare function highest(source: Series, length: number): Series;
+export declare function highest(source: Series, length: number | Series): Series;
 /**
  * Lowest value in period
  * @param source - Source series
  * @param length - Period length
  * @returns Series with lowest values
  */
-export declare function lowest(source: Series, length: number): Series;
+export declare function lowest(source: Series, length: number | Series): Series;
 /**
  * Rising detection
  * @param source - Source series
@@ -332,7 +332,7 @@ export declare function hma(source: Series, length: number): Series;
  * @returns Series with the pivot high value on the bar where the pivot is confirmed,
  *   `rightbars` bars after the pivot bar (as in PineScript), NaN elsewhere
  */
-export declare function pivothigh(source: Series, leftbars: number, rightbars: number): Series;
+export declare function pivothigh(source: Series, leftbars: number | Series, rightbars: number | Series): Series;
 /**
  * Pivot Low
  * @param source - Source series
@@ -341,7 +341,7 @@ export declare function pivothigh(source: Series, leftbars: number, rightbars: n
  * @returns Series with the pivot low value on the bar where the pivot is confirmed,
  *   `rightbars` bars after the pivot bar (as in PineScript), NaN elsewhere
  */
-export declare function pivotlow(source: Series, leftbars: number, rightbars: number): Series;
+export declare function pivotlow(source: Series, leftbars: number | Series, rightbars: number | Series): Series;
 /**
  * Bars Since condition was true
  * @param condition - Boolean series (1/0 values)
@@ -427,14 +427,14 @@ export declare function range(source: Series, length: number): Series;
  * @param length - Period length
  * @returns Series with bar offsets to highest value
  */
-export declare function highestbars(source: Series, length: number): Series;
+export declare function highestbars(source: Series, length: number | Series): Series;
 /**
  * Lowest Bars - offset to the lowest value
  * @param source - Source series
  * @param length - Period length
  * @returns Series with bar offsets to lowest value
  */
-export declare function lowestbars(source: Series, length: number): Series;
+export declare function lowestbars(source: Series, length: number | Series): Series;
 /**
  * All-time highest value (PineScript ta.max)
  * @param source - Source series

package/dist/cjs/ta-series.d.ts.map

@@ -1 +1 @@
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+{"version":3,"file":"ta-series.d.ts","sourceRoot":"","sources":["../../src/ta-series.ts"],"names":[],"mappings":"AAAA;;;;GAIG;AAGH,OAAO,EAAE,MAAM,EAAE,MAAM,qBAAqB,CAAC;AAC7C,OAAO,KAAK,EAAE,GAAG,EAAE,MAAM,kBAAkB,CAAC;AAE5C;;;;;GAKG;AACH,wBAAgB,GAAG,CAAC,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,GAAG,MAAM,GAAG,MAAM,CAKnE;AAED;;;;;GAKG;AACH,wBAAgB,GAAG,CAAC,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,GAAG,MAAM,CAK1D;AAED;;;;;GAKG;AACH,wBAAgB,GAAG,CAAC,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,GAAG,MAAM,GAAG,MAAM,CAKnE;AAED;;;;;GAKG;AACH,wBAAgB,GAAG,CAAC,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,GAAG,MAAM,CAK1D;AAED;;;;;GAKG;AACH,wBAAgB,GAAG,CAAC,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,GAAG,MAAM,GAAG,MAAM,CAMnE;AAED;;;;;;;GAOG;AACH,wBAAgB,IAAI,CAClB,MAAM,EAAE,MAAM,EACd,UAAU,EAAE,MAAM,EAClB,UAAU,EAAE,MAAM,EAClB,YAAY,EAAE,MAAM,GACnB,CAAC,MAAM,EAAE,MAAM,EAAE,MAAM,CAAC,CAU1B;AAED;;;;;;GAMG;AACH,wBAAgB,EAAE,CAAC,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,IAAI,EAAE,MAAM,GAAG,CAAC,MAAM,EAAE,MAAM,EAAE,MAAM,CAAC,CAUzF;AAEG;;;;;;GAMG;AACH,wBAAgB,KAAK,CAAC,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,GAAG,MAAM,EAAE,MAAM,GAAE,OAAc,GAAG,MAAM,CAI7F;AAGL;;;;;GAKG;AACH,wBAAgB,GAAG,CAAC,IAAI,EAAE,GAAG,EAAE,EAAE,MAAM,EAAE,MAAM,GAAG,MAAM,CAMvD;AAED;;;;;GAKG;AACH,wBAAgB,EAAE,CAAC,IAAI,EAAE,GAAG,EAAE,EAAE,SAAS,GAAE,OAAe,GAAG,MAAM,CAMlE;AAQD,8CAA8C;AAC9C,wBAAgB,GAAG,CAAC,IAAI,EAAE,GAAG,EAAE,GAAG,MAAM,CAEvC;AAED,+CAA+C;AAC/C,wBAAgB,GAAG,CAAC,IAAI,EAAE,GAAG,EAAE,GAAG,MAAM,CAEvC;AAED,gEAAgE;AAChE,wBAAgB,OAAO,CAAC,IAAI,EAAE,GAAG,EAAE,GAAG,MAAM,CAK3C;AAED,kDAAkD;AAClD,wBAAgB,GAAG,CAAC,IAAI,EAAE,GAAG,EAAE,GAAG,MAAM,CAEvC;AAED,kDAAkD;AAClD,wBAAgB,GAAG,CAAC,IAAI,EAAE,GAAG,EAAE,GAAG,MAAM,CAEvC;AAED,qDAAqD;AACrD,wBAAgB,GAAG,CAAC,IAAI,EAAE,GAAG,EAAE,GAAG,MAAM,CAKvC;AAED,+DAA+D;AAC/D,wBAAgB,GAAG,CAAC,IAAI,EAAE,GAAG,EAAE,GAAG,MAAM,CAEvC;AAED,yEAAyE;AACzE,wBAAgB,IAAI,CAAC,IAAI,EAAE,GAAG,EAAE,GAAG,MAAM,CAKxC;AAED;;;;;;;GAOG;AACH,wBAAgB,KAAK,CAAC,MAAM,EAAE,MAAM,EAAE,IAAI,EAAE,MAAM,EAAE,GAAG,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,GAAG,MAAM,CAOvF;AAED;;;;;GAKG;AACH,wBAAgB,SAAS,CAAC,OAAO,EAAE,MAAM,EAAE,OAAO,EAAE,MAAM,GAAG,MAAM,GAAG,MAAM,CAW3E;AAED;;;;;GAKG;AACH,wBAAgB,UAAU,CAAC,OAAO,EAAE,MAAM,EAAE,OAAO,EAAE,MAAM,GAAG,MAAM,GAAG,MAAM,CAW5E;AAED;;;;;GAKG;AACH,wBAAgB,KAAK,CAAC,OAAO,EAAE,MAAM,EAAE,OAAO,EAAE,MAAM,GAAG,MAAM,GAAG,MAAM,CAWvE;AAED;;;;;GAKG;AACH,wBAAgB,MAAM,CAAC,MAAM,EAAE,MAAM,EAAE,MAAM,GAAE,MAAU,GAAG,MAAM,CAKjE;AAED;;;;;GAKG;AACH,wBAAgB,GAAG,CAAC,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,GAAG,MAAM,CAK1D;AAED;;;;;GAKG;AACH,wBAAgB,GAAG,CAAC,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,GAAG,MAAM,CAK1D;AAED;;;;;GAKG;AACH,wBAAgB,OAAO,CAAC,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,GAAG,MAAM,GAAG,MAAM,CAKvE;AAED;;;;;GAKG;AACH,wBAAgB,MAAM,CAAC,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,GAAG,MAAM,GAAG,MAAM,CAKtE;AAED;;;;;GAKG;AACH,wBAAgB,MAAM,CAAC,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,GAAG,MAAM,CAO7D;AAED;;;;;GAKG;AACH,wBAAgB,OAAO,CAAC,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,GAAG,MAAM,CAO9D;AAED;;;;GAIG;AACH,wBAAgB,GAAG,CAAC,MAAM,EAAE,MAAM,GAAG,MAAM,CAK1C;AAED;;;;;;GAMG;AACH,wBAAgB,UAAU,CAAC,IAAI,EAAE,GAAG,EAAE,EAAE,MAAM,EAAE,MAAM,EAAE,SAAS,EAAE,MAAM,GAAG,CAAC,MAAM,EAAE,MAAM,CAAC,CAU3F;AAEG;;;;;;GAMG;AACH,wBAAgB,IAAI,CAAC,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,CAAC,EAAE,MAAM,GAAG,MAAM,CAG5E;AAED;;;GAGG;AACH,wBAAgB,SAAS,CAAC,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,GAAG,SAAS,EAAE,UAAU,EAAE,MAAM,GAAG,CAAC,MAAM,EAAE,MAAM,EAAE,MAAM,CAAC,CAIlI;AAGL;;;;;;;;GAQG;AACH,wBAAgB,QAAQ,CACtB,IAAI,EAAE,GAAG,EAAE,EACX,iBAAiB,EAAE,MAAM,EACzB,WAAW,EAAE,MAAM,EACnB,mBAAmB,EAAE,MAAM,EAC3B,YAAY,EAAE,MAAM,GACnB,CAAC,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,CAAC,CAqB1C;AAED;;;;;;GAMG;AACH,wBAAgB,IAAI,CAAC,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,GAAG,MAAM,CAM3E;AAED;;;;;;GAMG;AACH,wBAAgB,MAAM,CAAC,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,GAAE,MAAU,GAAG,MAAM,CAKjF;AAED;;;;;;;;GAQG;AACH,wBAAgB,IAAI,CAAC,MAAM,EAAE,MAAM,EAAE,MAAM,GAAE,MAAU,EAAE,MAAM,GAAE,MAAa,EAAE,KAAK,GAAE,MAAU,EAAE,KAAK,GAAE,OAAe,GAAG,MAAM,CAKjI;AAED;;;;;;;;;;;GAWG;AACH,wBAAgB,MAAM,CACpB,IAAI,EAAE,GAAG,EAAE,EACX,SAAS,GAAE,MAAU,EACrB,KAAK,GAAE,MAAW,EAClB,QAAQ,GAAE,MAAU,GACnB,CAAC,MAAM,EAAE,MAAM,EAAE,MAAM,CAAC,CAc1B;AAED;;;;;GAKG;AACH,wBAAgB,GAAG,CAAC,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,GAAG,MAAM,CAK1D;AAED;;;;;;;GAOG;AACH,wBAAgB,GAAG,CAAC,IAAI,EAAE,GAAG,EAAE,EAAE,KAAK,GAAE,MAAa,EAAE,GAAG,GAAE,MAAa,EAAE,GAAG,GAAE,MAAY,GAAG,MAAM,CAMpG;AAED;;;;;GAKG;AACH,wBAAgB,GAAG,CAAC,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,GAAG,MAAM,CAI1D;AAED;;;;;;GAMG;AACH,wBAAgB,QAAQ,CAAC,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,GAAG,MAAM,EAAE,MAAM,GAAE,OAAc,GAAG,MAAM,CAIhG;AAED;;;;;GAKG;AACH,wBAAgB,MAAM,CAAC,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,GAAG,MAAM,CAI7D;AAED;;;;GAIG;AACH,wBAAgB,IAAI,CAAC,MAAM,EAAE,MAAM,GAAG,MAAM,CAI3C;AAED;;;;;;GAMG;AACH,wBAAgB,WAAW,CAAC,OAAO,EAAE,MAAM,EAAE,OAAO,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,GAAG,MAAM,CAIpF;AAED;;;;;GAKG;AACH,wBAAgB,WAAW,CAAC,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,GAAG,MAAM,CAIlE;AAED;;;;;;GAMG;AACH,wBAAgB,GAAG,CAAC,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,G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package/dist/cjs/ta-series.js

@@ -117,7 +117,7 @@ function ema(source, length) {
 function wma(source, length) {
   const bars = source.bars;
   const sourceValues = source.toArray();
-  const result = taCore.wma(sourceValues, length);
+  const result = taCore.wma(sourceValues, length instanceof import_series.Series ? length.toArray() : length);
   return import_series.Series.fromArray(bars, result);
 }
 function rma(source, length) {
@@ -129,7 +129,7 @@ function rma(source, length) {
 function rsi(source, length) {
   const bars = source.bars;
   const sourceValues = source.toArray();
-  const result = taCore.rsi(sourceValues, length);
+  const result = length instanceof import_series.Series ? taCore.rsi(sourceValues, length.toArray()) : taCore.rsi(sourceValues, length);
   return import_series.Series.fromArray(bars, result);
 }
 function macd(source, fastLength, slowLength, signalLength) {
@@ -256,13 +256,13 @@ function roc(source, length) {
 function highest(source, length) {
   const bars = source.bars;
   const sourceValues = source.toArray();
-  const result = taCore.highest(sourceValues, length);
+  const result = taCore.highest(sourceValues, length instanceof import_series.Series ? length.toArray() : length);
   return import_series.Series.fromArray(bars, result);
 }
 function lowest(source, length) {
   const bars = source.bars;
   const sourceValues = source.toArray();
-  const result = taCore.lowest(sourceValues, length);
+  const result = taCore.lowest(sourceValues, length instanceof import_series.Series ? length.toArray() : length);
   return import_series.Series.fromArray(bars, result);
 }
 function rising(source, length) {
@@ -415,12 +415,14 @@ function hma(source, length) {
 }
 function pivothigh(source, leftbars, rightbars) {
   const bars = source.bars;
-  const result = taCore.pivothigh(source.toArray(), leftbars, rightbars);
+  const arr = (v) => v instanceof import_series.Series ? v.toArray() : v;
+  const result = taCore.pivothigh(source.toArray(), arr(leftbars), arr(rightbars));
   return import_series.Series.fromArray(bars, result);
 }
 function pivotlow(source, leftbars, rightbars) {
   const bars = source.bars;
-  const result = taCore.pivotlow(source.toArray(), leftbars, rightbars);
+  const arr = (v) => v instanceof import_series.Series ? v.toArray() : v;
+  const result = taCore.pivotlow(source.toArray(), arr(leftbars), arr(rightbars));
   return import_series.Series.fromArray(bars, result);
 }
 function barssince(condition) {
@@ -492,12 +494,12 @@ function range(source, length) {
 }
 function highestbars(source, length) {
   const bars = source.bars;
-  const result = taCore.highestbars(source.toArray(), length);
+  const result = taCore.highestbars(source.toArray(), length instanceof import_series.Series ? length.toArray() : length);
   return import_series.Series.fromArray(bars, result);
 }
 function lowestbars(source, length) {
   const bars = source.bars;
-  const result = taCore.lowestbars(source.toArray(), length);
+  const result = taCore.lowestbars(source.toArray(), length instanceof import_series.Series ? length.toArray() : length);
   return import_series.Series.fromArray(bars, result);
 }
 function max(source) {