oakscriptjs 0.10.1 → 0.11.1

package/dist/esm/session/bars.d.ts

@@ -36,7 +36,11 @@ export declare class SessionBars {
     private periodRange;
     private dayStart;
     private dayEnd;
-    /** PineScript `time(tf)` for a bar that opens at `time`; NaN when no trading day is found. */
+    /**
+     * PineScript `time(tf)` for a bar that opens at `time`; NaN when no trading day is found. An intraday bar that
+     * opens after an early close has no day and no intraday period: `time("D")`, `time("240")` and `time("60")` are
+     * NaN on it (measured; `time("W")` keeps its value).
+     */
     timeOf(time: number, timeframe: string): number;
     /** PineScript `time_close(tf)` for a bar that opens at `time`. */
     closeOf(time: number, timeframe: string): number;
@@ -50,6 +54,14 @@ export declare class SessionBars {
     periodEnd(time: number, timeframe: string): number;
     /** PineScript `time_tradingday`: 00:00 UTC of the trading day. */
     tradingDayTime(time: number): number;
+    /**
+     * Open time of the bar after the bar that opens at `time`, on the trading calendar: the next bar of the session
+     * period, else the start of the next period or trading day; on D / W / M charts the session start of the first
+     * trading day of the next chart period. NaN when none is found within 400 days.
+     */
+    nextBarTime(time: number): number;
+    /** An intraday bar that opens after an early close of its day (see TradingCalendar.afterEarlyClose). */
+    stray(time: number): boolean;
     /** True when the bar at `time` is inside the session. */
     inside(time: number): boolean;
     /** Session start and end of the trading day of `time`, or null. */
@@ -59,6 +71,14 @@ export declare class SessionBars {
         end: number;
     } | null;
 }
+/**
+ * Periods of the chart bars that open after an early close, for `request.security` (#173): such a bar has no period
+ * (`time("D")` and `time("240")` are na on it), but PineScript resamples it into the D / W / M bar of the bar before
+ * it, and into an intraday bar of its own (opening at the bar's time). The bar before it still completes its period
+ * (its day period is cut there). `intradayMs` is the duration of an intraday timeframe, null for D / W / M.
+ * Changes `starts` and `dayPeriods` in place.
+ */
+export declare function strayPeriods(starts: number[], dayPeriods: number[], times: number[], bars: SessionBars, intradayMs: number | null): void;
 /** PineScript `session.*` flags of each bar. */
 export interface SessionFlags {
     isfirstbar: boolean[];
@@ -75,6 +95,9 @@ export interface SessionFlags {
  * time; first and last bars are per session period (a trading day can have two periods, e.g. after a
  * futures holiday); pre / post market compare with the regular hours of the same trading day; on
  * D / W / M charts every bar is its own session (first, last, market, first and last regular).
+ * The first loaded bar is a first bar only when no earlier bar of its period can exist (it opens less than one chart
+ * period after the period start). A bar that opens after an early close is in the market hours (the usual hours of
+ * its day) but is no last bar.
  */
 export declare function sessionFlags(times: number[], bars: SessionBars, regular: SessionBars): SessionFlags;
 //# sourceMappingURL=bars.d.ts.map

package/dist/esm/session/bars.d.ts.map

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package/dist/esm/session/bars.js

@@ -91,7 +91,11 @@ export class SessionBars {
         const p = this.calendar.periods(date);
         return p[p.length - 1][1];
     }
-    /** PineScript `time(tf)` for a bar that opens at `time`; NaN when no trading day is found. */
+    /**
+     * PineScript `time(tf)` for a bar that opens at `time`; NaN when no trading day is found. An intraday bar that
+     * opens after an early close has no day and no intraday period: `time("D")`, `time("240")` and `time("60")` are
+     * NaN on it (measured; `time("W")` keeps its value).
+     */
     timeOf(time, timeframe) {
         const tf = info(timeframe);
         const at = this.calendar.locate(time);
@@ -100,11 +104,16 @@ export class SessionBars {
         if (tf.isintraday) {
             if (this.chart.isdwm)
                 return time;
+            // a bar after an early close has no intraday period either (#173)
+            if (this.stray(time))
+                return NaN;
             const [start] = this.calendar.periods(at.date)[at.index];
             const ms = in_seconds(tf.period) * 1000;
             return start + Math.floor((time - start) / ms) * ms;
         }
         const { unit, n } = unitOf(tf);
+        if (unit === 'D' && n === 1 && this.stray(time))
+            return NaN;
         const [from, to] = this.periodRange(at.date, unit, n);
         const first = this.calendar.firstTradingDay(from, to);
         return first === null ? NaN : this.dayStart(first);
@@ -120,9 +129,13 @@ export class SessionBars {
             // on D / W / M charts: the end of the session period that contains the bar open
             if (this.chart.isdwm)
                 return end;
+            if (this.stray(time))
+                return NaN;
             return Math.min(this.timeOf(time, timeframe) + in_seconds(tf.period) * 1000, end);
         }
         const { unit, n } = unitOf(tf);
+        if (unit === 'D' && n === 1 && this.stray(time))
+            return NaN;
         const [from, to] = this.periodRange(at.date, unit, n);
         // intraday charts: the start of the next period, except "1D" (the session end)
         if (this.chart.isintraday && (unit !== 'D' || n > 1)) {
@@ -136,7 +149,7 @@ export class SessionBars {
     /** Trading day of a bar: on D / W / M charts the last trading day of the chart period. */
     tradingDay(time) {
         const at = this.calendar.locate(time);
-        if (!at)
+        if (!at || this.stray(time))
             return null;
         if (this.chart.isdwm) {
             const { unit, n } = unitOf(this.chart);
@@ -169,6 +182,36 @@ export class SessionBars {
         const day = this.tradingDay(time);
         return day === null ? NaN : dateUtcMs(day);
     }
+    /**
+     * Open time of the bar after the bar that opens at `time`, on the trading calendar: the next bar of the session
+     * period, else the start of the next period or trading day; on D / W / M charts the session start of the first
+     * trading day of the next chart period. NaN when none is found within 400 days.
+     */
+    nextBarTime(time) {
+        const at = this.calendar.locate(time);
+        if (!at)
+            return NaN;
+        if (!this.chart.isdwm) {
+            const periods = this.calendar.periods(at.date);
+            const [start, end] = periods[at.index];
+            const ms = in_seconds(this.chart.period) * 1000;
+            const next = start + (Math.floor((time - start) / ms) + 1) * ms;
+            if (at.inside && next < end)
+                return next;
+            if (at.index + 1 < periods.length)
+                return periods[at.index + 1][0];
+            const day = this.calendar.firstTradingDay(addDays(at.date, 1), addDays(at.date, 400));
+            return day === null ? NaN : this.dayStart(day);
+        }
+        const { unit, n } = unitOf(this.chart);
+        const [, to] = this.periodRange(at.date, unit, n);
+        const day = this.calendar.firstTradingDay(addDays(to, 1), addDays(to, 400));
+        return day === null ? NaN : this.dayStart(day);
+    }
+    /** An intraday bar that opens after an early close of its day (see TradingCalendar.afterEarlyClose). */
+    stray(time) {
+        return !this.chart.isdwm && this.calendar.afterEarlyClose(time);
+    }
     /** True when the bar at `time` is inside the session. */
     inside(time) {
         return this.calendar.locate(time)?.inside ?? false;
@@ -179,12 +222,34 @@ export class SessionBars {
         return at ? { date: at.date, start: this.dayStart(at.date), end: this.dayEnd(at.date) } : null;
     }
 }
+/**
+ * Periods of the chart bars that open after an early close, for `request.security` (#173): such a bar has no period
+ * (`time("D")` and `time("240")` are na on it), but PineScript resamples it into the D / W / M bar of the bar before
+ * it, and into an intraday bar of its own (opening at the bar's time). The bar before it still completes its period
+ * (its day period is cut there). `intradayMs` is the duration of an intraday timeframe, null for D / W / M.
+ * Changes `starts` and `dayPeriods` in place.
+ */
+export function strayPeriods(starts, dayPeriods, times, bars, intradayMs) {
+    for (let i = 1; i < starts.length; i++) {
+        if (!bars.stray(times[i]))
+            continue;
+        if (Number.isNaN(starts[i])) {
+            // intraday: periods of `intradayMs` from the first such bar ("240": 18:30 and 20:30 are one bar)
+            const run = Number.isNaN(dayPeriods[i - 1]) && times[i] < starts[i - 1] + (intradayMs ?? 0);
+            starts[i] = intradayMs === null || run ? starts[i - 1] : times[i];
+        }
+        dayPeriods[i] = NaN;
+    }
+}
 /**
  * `session.*` flags for bars that open at `times` (in order). `regular` gives the regular trading
  * hours when the bars include extended hours. PineScript rules: flags use the bar open
  * time; first and last bars are per session period (a trading day can have two periods, e.g. after a
  * futures holiday); pre / post market compare with the regular hours of the same trading day; on
  * D / W / M charts every bar is its own session (first, last, market, first and last regular).
+ * The first loaded bar is a first bar only when no earlier bar of its period can exist (it opens less than one chart
+ * period after the period start). A bar that opens after an early close is in the market hours (the usual hours of
+ * its day) but is no last bar.
  */
 export function sessionFlags(times, bars, regular) {
     const n = times.length;
@@ -211,18 +276,22 @@ export function sessionFlags(times, bars, regular) {
         const close = bars.closeOf(t, chart.period);
         const [, end] = bars.calendar.periods(at.date)[at.index];
         const period = `${at.date}/${at.index}`;
-        out.isfirstbar[i] = period !== previousPeriod;
-        out.islastbar[i] = close >= end;
+        const [start] = bars.calendar.periods(at.date)[at.index];
+        const barMs = in_seconds(chart.period) * 1000;
+        // the first loaded bar: a first bar only when no earlier bar of the period can exist
+        out.isfirstbar[i] = i === 0 ? t - start < barMs : period !== previousPeriod;
+        const stray = bars.stray(t);
+        out.islastbar[i] = !stray && close >= end;
         const regularPeriods = regular.calendar.periods(at.date);
         const r = regularPeriods.findIndex(([s, e]) => s <= t && t < e);
         const market = r !== -1;
-        out.ismarket[i] = market;
+        out.ismarket[i] = market || regular.stray(t);
         if (!market && regularPeriods.length) {
             out.ispremarket[i] = t < regularPeriods[0][0];
             out.ispostmarket[i] = t >= regularPeriods[regularPeriods.length - 1][1];
         }
         const regularPeriod = market ? `${at.date}/${r}` : '';
-        out.isfirstbar_regular[i] = market && regularPeriod !== previousRegular;
+        out.isfirstbar_regular[i] = market && (i === 0 ? t - regularPeriods[r][0] < barMs : regularPeriod !== previousRegular);
         out.islastbar_regular[i] = market && close >= regularPeriods[r][1];
         previousPeriod = period;
         previousRegular = regularPeriod;

package/dist/esm/session/bars.js.map

@@ -1 +1 @@
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package/dist/esm/session/calendar.d.ts

@@ -6,7 +6,10 @@
  * - periods "HHMM-HHMM", several separated by commas; "24x7" is the whole day, every day
  * - a period whose end is not after its start ("1700-1600", "1700-1700") starts the day before the
  *   trading day: the session that opens Sunday 17:00 is Monday's
- * - "HHMMF<n>" moves a time <n> days before the trading day ("1700F2-1200F1")
+ * - "HHMMF<n>" moves a time <n> days before the trading day ("1700F2-1200F1"); "F" alone is one day ("1700F-1900":
+ *   17:00 of the day before to 19:00)
+ * - several sections joined by "|", each with its own days ("1900-1900:3456|1700F-1900:2": Monday opens on Sunday
+ *   17:00, the other days at 19:00 of the day before)
  * - optional days after ":" (1 = Sunday ... 7 = Saturday); without days a symbol session trades Monday to
  *   Friday ("24x7": every day), and a PineScript session string follows PineScript's rules (one period:
  *   every day; several periods: Monday to Friday)
@@ -38,15 +41,23 @@ export declare class TradingCalendar {
     private readonly corrections;
     private readonly holidays;
     private readonly cache;
+    private readonly pine;
     /**
      * @param timezone - Time zone of the session hours (the exchange time zone)
      * @param spec - Session information (hours, corrections, holidays)
      * @param rule - Days without ":days": 'symbol' (Monday to Friday) or 'pine' (PineScript session strings)
+     * @param dayPlacement - PineScript session strings read for `time("D", session)`: the wall times of a clock-change
+     *   day are placed as the JVM does (see `periods`); without it, as `time.inSession` places them
      */
-    constructor(timezone: string, spec: SessionSpec, rule?: 'symbol' | 'pine');
+    constructor(timezone: string, spec: SessionSpec, rule?: 'symbol' | 'pine', dayPlacement?: boolean);
     /** Session periods [start, end) of the trading day `date`; empty when the day has no session. */
     periods(date: DateNum): Array<[number, number]>;
     isTradingDay(date: DateNum): boolean;
+    /**
+     * True for a bar that opens after the session of its day was cut by a correction (an early close) but inside the
+     * usual hours of that day: PineScript has no period for such a bar (`time("D")` is na on it).
+     */
+    afterEarlyClose(time: number): boolean;
     /**
      * Trading day and period of a time: the period that contains it, else the last period that started
      * before it. Null when no trading day is found near the time.

package/dist/esm/session/calendar.d.ts.map

@@ -1 +1 @@
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+{"version":3,"file":"calendar.d.ts","sourceRoot":"","sources":["../../../src/session/calendar.ts"],"names":[],"mappings":"AAAA;;;;;;;;;;;;;;;;;;GAkBG;AAKH,sEAAsE;AACtE,MAAM,WAAW,WAAW;IAC1B,uEAAuE;IACvE,OAAO,EAAE,MAAM,CAAC;IAChB,2GAA2G;IAC3G,WAAW,CAAC,EAAE,MAAM,CAAC;IACrB,uGAAuG;IACvG,QAAQ,CAAC,EAAE,MAAM,GAAG,MAAM,EAAE,CAAC;CAC9B;AAED,wBAAwB;AACxB,MAAM,MAAM,OAAO,GAAG,MAAM,CAAC;AAoB7B,eAAO,MAAM,SAAS,GAAI,GAAG,MAAM,EAAE,GAAG,MAAM,EAAE,GAAG,MAAM,KAAG,OAAkC,CAAC;AAM/F,eAAO,MAAM,OAAO,GAAI,MAAM,OAAO,EAAE,GAAG,MAAM,KAAG,OAAgD,CAAC;AACpG,kCAAkC;AAClC,eAAO,MAAM,SAAS,GAAI,MAAM,OAAO,KAAG,MAA+C,CAAC;AAC1F,mEAAmE;AACnE,eAAO,MAAM,SAAS,SATD,OAAO,KAAG,MASD,CAAC;AAsE/B,4EAA4E;AAC5E,qBAAa,eAAe;IAexB,QAAQ,CAAC,QAAQ,EAAE,MAAM;IAd3B,OAAO,CAAC,QAAQ,CAAC,QAAQ,CAAY;IACrC,OAAO,CAAC,QAAQ,CAAC,WAAW,CAAuC;IACnE,OAAO,CAAC,QAAQ,CAAC,QAAQ,CAAe;IACxC,OAAO,CAAC,QAAQ,CAAC,KAAK,CAA+C;IACrE,OAAO,CAAC,QAAQ,CAAC,IAAI,CAAU;IAE/B;;;;;;OAMG;gBAEQ,QAAQ,EAAE,MAAM,EACzB,IAAI,EAAE,WAAW,EACjB,IAAI,GAAE,QAAQ,GAAG,MAAiB,EAClC,YAAY,UAAQ;IAoBtB,iGAAiG;IACjG,OAAO,CAAC,IAAI,EAAE,OAAO,GAAG,KAAK,CAAC,CAAC,MAAM,EAAE,MAAM,CAAC,CAAC;IA6B/C,YAAY,CAAC,IAAI,EAAE,OAAO,GAAG,OAAO;IAIpC;;;OAGG;IACH,eAAe,CAAC,IAAI,EAAE,MAAM,GAAG,OAAO;IAetC;;;OAGG;IACH,MAAM,CAAC,IAAI,EAAE,MAAM,GAAG;QAAE,IAAI,EAAE,OAAO,CAAC;QAAC,KAAK,EAAE,MAAM,CAAC;QAAC,MAAM,EAAE,OAAO,CAAA;KAAE,GAAG,IAAI;IAoB9E,wDAAwD;IACxD,eAAe,CAAC,IAAI,EAAE,OAAO,EAAE,EAAE,EAAE,OAAO,GAAG,OAAO,GAAG,IAAI;IAK3D,uDAAuD;IACvD,cAAc,CAAC,IAAI,EAAE,OAAO,EAAE,EAAE,EAAE,OAAO,GAAG,OAAO,GAAG,IAAI;CAI3D;AAED,iEAAiE;AACjE,eAAO,MAAM,SAAS,GAAI,MAAM,OAAO,KAAG,OAAsD,CAAC;AACjG,wCAAwC;AACxC,eAAO,MAAM,UAAU,GAAI,MAAM,OAAO,KAAG,OAA2C,CAAC;AACvF,uCAAuC;AACvC,eAAO,MAAM,QAAQ,GAAI,MAAM,OAAO,KAAG,OAAiE,CAAC"}

package/dist/esm/session/calendar.js

@@ -6,7 +6,10 @@
  * - periods "HHMM-HHMM", several separated by commas; "24x7" is the whole day, every day
  * - a period whose end is not after its start ("1700-1600", "1700-1700") starts the day before the
  *   trading day: the session that opens Sunday 17:00 is Monday's
- * - "HHMMF<n>" moves a time <n> days before the trading day ("1700F2-1200F1")
+ * - "HHMMF<n>" moves a time <n> days before the trading day ("1700F2-1200F1"); "F" alone is one day ("1700F-1900":
+ *   17:00 of the day before to 19:00)
+ * - several sections joined by "|", each with its own days ("1900-1900:3456|1700F-1900:2": Monday opens on Sunday
+ *   17:00, the other days at 19:00 of the day before)
  * - optional days after ":" (1 = Sunday ... 7 = Saturday); without days a symbol session trades Monday to
  *   Friday ("24x7": every day), and a PineScript session string follows PineScript's rules (one period:
  *   every day; several periods: Monday to Friday)
@@ -28,10 +31,11 @@ export const weekdayOf = (date) => new Date(utcOf(date)).getUTCDay() + 1;
 /** 00:00 UTC of the date, in ms (PineScript `time_tradingday`). */
 export const dateUtcMs = utcOf;
 function parseTime(token, spec) {
-    const m = /^(\d{2})(\d{2})(?:F(\d+))?$/.exec(token.trim());
+    const m = /^(\d{2})(\d{2})(?:F(\d*))?$/.exec(token.trim());
     if (!m)
         throw new SyntaxError(`Invalid session "${spec}"`);
-    return { minutes: Number(m[1]) * 60 + Number(m[2]), offset: m[3] === undefined ? undefined : Number(m[3]) };
+    // "F" without a number is one day before the trading day
+    return { minutes: Number(m[1]) * 60 + Number(m[2]), offset: m[3] === undefined ? undefined : Number(m[3] || 1) };
 }
 function parsePeriods(text, spec) {
     if (text.trim() === '24x7')
@@ -57,10 +61,15 @@ function pineVersion(text, from) {
     if (ranges === null)
         throw new SyntaxError(`Session "${text}" is the symbol session`);
     const byDay = Array.from({ length: 8 }, () => []);
-    for (const { start, end, days } of ranges) {
+    for (const { start, end, days, startDays } of ranges) {
+        // a run that ends at 0000 ends at 24:00 of the day it starts and belongs to that day (#173)
         const period = start === 0 && end === 0
             ? { start: 0, end: 1440, startOffset: 0, endOffset: 0 }
-            : { start, end, startOffset: end <= start ? 1 : 0, endOffset: 0 };
+            : startDays !== undefined
+                ? { start, end, startOffset: startDays, endOffset: 0 }
+                : end === 0
+                    ? { start, end: 1440, startOffset: 0, endOffset: 0 }
+                    : { start, end, startOffset: end <= start ? 1 : 0, endOffset: 0 };
         for (const d of days)
             byDay[d].push(period);
     }
@@ -69,6 +78,18 @@ function pineVersion(text, from) {
 function parseVersion(text, from, spec, rule) {
     if (rule === 'pine')
         return pineVersion(text, from);
+    if (text.includes('|')) {
+        // sections with their own days
+        const byDay = Array.from({ length: 8 }, () => []);
+        for (const section of text.split('|').filter((part) => part.trim())) {
+            const one = parseVersion(section, from, spec, rule);
+            one.days.forEach((on, d) => {
+                if (on)
+                    byDay[d] = one.periods;
+            });
+        }
+        return { from, periods: [], days: byDay.map((p) => p.length > 0), byDay };
+    }
     const [periodText = '', dayText] = text.trim().split(':');
     const periods = parsePeriods(periodText, spec);
     const allDays = periodText.trim() === '24x7';
@@ -87,13 +108,17 @@ export class TradingCalendar {
     corrections = new Map();
     holidays;
     cache = new Map();
+    pine;
     /**
      * @param timezone - Time zone of the session hours (the exchange time zone)
      * @param spec - Session information (hours, corrections, holidays)
      * @param rule - Days without ":days": 'symbol' (Monday to Friday) or 'pine' (PineScript session strings)
+     * @param dayPlacement - PineScript session strings read for `time("D", session)`: the wall times of a clock-change
+     *   day are placed as the JVM does (see `periods`); without it, as `time.inSession` places them
      */
-    constructor(timezone, spec, rule = 'symbol') {
+    constructor(timezone, spec, rule = 'symbol', dayPlacement = false) {
         this.timezone = timezone;
+        this.pine = rule === 'pine' && dayPlacement;
         const [first = '', ...changes] = spec.session.split('#');
         this.versions = [parseVersion(first, 0, spec.session, rule)];
         for (const change of changes) {
@@ -132,16 +157,35 @@ export class TradingCalendar {
         const y = Math.floor(date / 10000);
         const m = Math.floor(date / 100) % 100;
         const d = date % 100;
-        out = periods.map((p) => [
-            zonedToUnix(this.timezone, y, m, d - p.startOffset, Math.floor(p.start / 60), p.start % 60),
-            zonedToUnix(this.timezone, y, m, d - p.endOffset, Math.floor(p.end / 60), p.end % 60),
-        ]);
+        const at = (dd, minutes, earlier = false) => zonedToUnix(this.timezone, y, m, dd, Math.floor(minutes / 60), minutes % 60, 0, earlier);
+        // for "D", PineScript session strings place the wall times of a clock-change day as the JVM does: a skipped time moves
+        // past the gap, a repeated time is its first pass, and the end is the minute before it plus one minute ("0000-0300"
+        // on a 02:00 -> 03:00 night ends at 03:00 of the old offset, "0000-0400" at 04:00 of the new one) (#173)
+        out = periods.map((p) => this.pine
+            ? [at(d - p.startOffset, p.start, true), at(d - p.endOffset, p.end - 1, true) + 60_000]
+            : [at(d - p.startOffset, p.start), at(d - p.endOffset, p.end)]);
         this.cache.set(date, out);
         return out;
     }
     isTradingDay(date) {
         return this.periods(date).length > 0;
     }
+    /**
+     * True for a bar that opens after the session of its day was cut by a correction (an early close) but inside the
+     * usual hours of that day: PineScript has no period for such a bar (`time("D")` is na on it).
+     */
+    afterEarlyClose(time) {
+        const at = this.locate(time);
+        if (!at || at.inside || !this.corrections.get(at.date))
+            return false;
+        const version = [...this.versions].reverse().find((v) => v.from <= at.date);
+        const usual = version.byDay ? version.byDay[weekdayOf(at.date)] : version.days[weekdayOf(at.date)] ? version.periods : [];
+        const y = Math.floor(at.date / 10000);
+        const m = Math.floor(at.date / 100) % 100;
+        const d = at.date % 100;
+        return usual.some((p) => zonedToUnix(this.timezone, y, m, d - p.startOffset, Math.floor(p.start / 60), p.start % 60) <= time &&
+            time < zonedToUnix(this.timezone, y, m, d - p.endOffset, Math.floor(p.end / 60), p.end % 60));
+    }
     /**
      * Trading day and period of a time: the period that contains it, else the last period that started
      * before it. Null when no trading day is found near the time.

package/dist/esm/session/calendar.js.map

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package/dist/esm/session/context.d.ts

@@ -0,0 +1,76 @@
+/**
+ * The session of a chart context, for code that does not run a whole script (a port with its own bar loop).
+ *
+ * The same values as the script API gives (`time(tf)`, `time_close(tf)`, `time_tradingday`, `session.*`, the periods
+ * of `request.security`), from the session, corrections and holidays of the context. Bar times are in the unit of
+ * the context (`timeUnit`, seconds by default, as `Bar.time`); PineScript time values are returned in ms.
+ *
+ * @module session/context
+ */
+import type { Bar } from '../types/index.js';
+import { SessionBars, type SessionFlags } from './bars.js';
+import { type SessionSpec } from './calendar.js';
+/** The part of a chart context that the session functions read (a `ChartContext` of the script API fits). */
+export interface SessionContext {
+    /** Chart timeframe: "5", "60", "1D"... */
+    timeframe?: string;
+    /** Exchange time zone: "America/New_York", "Etc/UTC"... */
+    timezone?: string;
+    /** Session of the loaded bars: hours, corrections, holidays */
+    session?: SessionSpec | string;
+    /** Regular trading hours when the bars include extended hours (default: `session`) */
+    regularSession?: SessionSpec | string;
+    /** Unit of the bar times: 's' (default) or 'ms' */
+    timeUnit?: 's' | 'ms';
+}
+/** The session calendars of a context: the loaded bars and the regular hours. */
+export interface ChartSessions {
+    bars: SessionBars;
+    regular: SessionBars;
+    /** ms per unit of the bar times */
+    unit: number;
+}
+/**
+ * Session calendars of a chart context (cached per context object).
+ * @throws Error when the context has no timeframe, time zone or session
+ */
+export declare function chartSessions(chart: SessionContext): ChartSessions;
+/** PineScript `time(timeframe)` (ms) of a bar that opens at `time`: the start of its period; NaN without one. */
+export declare function periodTime(time: number, timeframe: string, chart: SessionContext): number;
+/** PineScript `time_close(timeframe)` (ms) of a bar that opens at `time`. */
+export declare function periodClose(time: number, timeframe: string, chart: SessionContext): number;
+/** PineScript `time_tradingday` (ms, 00:00 UTC of the trading day) of a bar that opens at `time`. */
+export declare function tradingDayTime(time: number, chart: SessionContext): number;
+/** PineScript `session.*` flags of bars that open at `times` (in order). */
+export declare function chartSessionFlags(times: ArrayLike<number>, chart: SessionContext): SessionFlags;
+/** Higher-timeframe bars of the chart bars and what `mapToChart` needs to bring values back to the chart. */
+export interface SessionResample {
+    /** Bars of `timeframe`, built from the chart bars */
+    bars: Bar[];
+    /** Period index of each chart bar */
+    group: number[];
+    /** Latest completed period at each chart bar */
+    latest: number[];
+}
+/**
+ * Same-symbol `request.security` on a timeframe equal to or higher than the chart's, with the session of the context:
+ * D / W / M periods follow the regular hours, corrections and holidays; intraday periods the loaded session.
+ * Compute on `bars`, then bring each value series back with `mapToChart(values, group, latest, lookahead, gaps)`.
+ * @throws Error when `timeframe` is lower than the chart timeframe
+ */
+export declare function resampleSession(bars: Bar[], timeframe: string, chart: SessionContext): SessionResample;
+/**
+ * Open time of the `count`-th bar after the bar that opens at `time`, on the trading calendar of the context: the
+ * closed hours, weekends, holidays and days off are skipped. `count` 0 is the bar itself. For a drawing that ends
+ * `count` bars after the last bar (PineScript `bar_index + count`).
+ */
+export declare function barTimeAfter(time: number, count: number, chart: SessionContext): number;
+/**
+ * Number of bars from the bar that opens at `from` to the bar that contains `to`, on the trading calendar of the
+ * context (0 when `to` is in the bar of `from` or before it). For a drawing placed at a time after the last bar
+ * (PineScript `time + n days` with `xloc.bar_time`): the chart shows it on the bar of that time, weekends and
+ * holidays skipped. `to` is first rounded to the nearest second, a half second going up (#174: 15 ms before a bar
+ * opens is on that bar, 501 ms before is on the bar before). NaN when no bar is found within 100,000 bars.
+ */
+export declare function barsUntil(from: number, to: number, chart: SessionContext): number;
+//# sourceMappingURL=context.d.ts.map

package/dist/esm/session/context.d.ts.map

@@ -0,0 +1 @@
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