oakscriptjs 0.11.0 → 0.11.1

package/dist/cjs/security/other.d.ts

@@ -0,0 +1,92 @@
+/**
+ * PineScript `request.security(symbol, timeframe, expression, gaps, lookahead)` of another symbol: which bar of the
+ * other symbol each chart bar shows (#179). The bars of the other symbol are given by the caller, already on the
+ * requested timeframe; the expression is computed on them and its values are mapped to the chart bars with the index
+ * given here. The script API does this with the `bars` accessor of its chart context.
+ *
+ * PineScript rules (measured on stocks, crypto and an exchange whose trading day starts on the previous UTC day; the
+ * chart timeframe, D, W and M on intraday and daily charts; the four gaps / lookahead combinations):
+ * - lookahead off: the last bar of the other symbol whose close time is at or before the close time of the chart bar
+ *   (a daily stock bar closes at the session end, a crypto daily bar at 00:00 UTC: a stock chart shows the crypto
+ *   bar of the day before, a crypto chart the stock bar of the same day)
+ * - lookahead on, intraday chart or intraday request: the last bar of the other symbol that opened at or before the
+ *   open of the chart bar
+ * - lookahead on, D / W / M chart and request: the last bar of the other symbol whose period starts at or before the trading day
+ *   of the chart bar: the trading day of a D bar, the Monday of a W bar, the first day of the month of an M bar, each
+ *   in the exchange time zone of its symbol (a week that opens on a Tuesday after a holiday still starts on Monday)
+ * - before the first bar of the other symbol: na; on chart bars where the other symbol has no bar (weekends,
+ *   holidays, closed hours), gaps off repeats the last value
+ * - gaps on: a value only on the chart bar where the shown bar changes (and on the first chart bar), na on the others
+ * - the last bar while it is open (`lastBarConfirmed` false) with gaps off: the realtime update shows the bar given by
+ *   lookahead on (the open bar of a higher timeframe), with lookahead off as well
+ *
+ * Close times, trading days and time zones come from the exchange calendars of the chart and of the other symbol
+ * (time zone and session, read by the session functions). Without them:
+ * - a symbol that trades every day (bars on Saturdays or Sundays; W bars at Monday 00:00 UTC; M bars on the first day
+ *   at 00:00 UTC) is on the "24x7" UTC calendar
+ * - another symbol whose bars open where the chart calendar starts its periods is on the calendar of the chart
+ * - else the UTC rule: an intraday bar closes one bar interval after its open (or at the next bar), a D / W / M bar at
+ *   the end of the last weekday (UTC) of its day / week / month; the trading day is the UTC date of the bar
+ * The fallback is exact between symbols of the same calendar and with 24x7 symbols; between a stock and a 24x7 symbol,
+ * or an exchange whose trading day starts on the previous UTC day, it needs the session of the stock.
+ *
+ * @module security/other
+ */
+import type { SessionSpec } from '../session/calendar.js';
+/** Exchange calendar of a symbol: time zone and session (hours, corrections, holidays). */
+export interface SymbolCalendar {
+    timezone?: string;
+    session?: SessionSpec | string;
+}
+/** Options of {@link securityOther}. */
+export interface OtherSymbolOptions {
+    /** PineScript `barmerge.lookahead_on`; default false */
+    lookahead?: boolean;
+    /** PineScript `barmerge.gaps_on`; default false */
+    gaps?: boolean;
+    /** Calendar of the other symbol; see the module notes for the fallback */
+    other?: SymbolCalendar;
+}
+/** The chart: its timeframe, calendar, time unit and whether its last bar is closed. */
+export interface OtherSymbolChart extends SymbolCalendar {
+    /** Chart timeframe ("60", "1D"...) */
+    timeframe: string;
+    /** Unit of the bar times: 's' (default) or 'ms' */
+    timeUnit?: 's' | 'ms';
+    /** false: the last chart bar is still open (realtime rule) */
+    lastBarConfirmed?: boolean;
+}
+/**
+ * PineScript `request.security` of another symbol: the index in `otherBars` of the bar shown on each chart bar, -1
+ * for na (#179). `otherBars` are the bars of the other symbol on `tf` ("" for the chart timeframe, or a higher
+ * or a lower one), with times in the unit of the chart bars. Rules in the module notes; the same rules hold for a
+ * lower timeframe (#181): lookahead off shows the last lower bar that closes by the close of the chart bar, lookahead
+ * on the last one that opened by its open. It also serves the chart symbol on a lower timeframe.
+ * @throws RangeError for a tick timeframe
+ */
+export declare function securityOther(chartBars: ReadonlyArray<{
+    time: number;
+}>, otherBars: ReadonlyArray<{
+    time: number;
+}>, tf: string, chart: OtherSymbolChart, options?: OtherSymbolOptions): number[];
+/**
+ * PineScript `request.security_lower_tf` (#181): for each chart bar, the range `[from, to)` of the bars of
+ * `otherBars` (a lower timeframe, the chart symbol or another one) that it contains: the bars whose close time is
+ * after the open of the chart bar and at or before its close (a 13:00 hourly bar of a 24x7 symbol is in a 13:30 stock
+ * day, which closes at 20:00). An empty range for a chart bar without such bars.
+ */
+export declare function securityLowerTf(chartBars: ReadonlyArray<{
+    time: number;
+}>, otherBars: ReadonlyArray<{
+    time: number;
+}>, tf: string, chart: OtherSymbolChart, options?: Pick<OtherSymbolOptions, 'other'>): Array<[number, number]>;
+/**
+ * {@link securityOther} with the values of an expression: `values` has one value per bar of the other symbol; the
+ * result has one value per chart bar, NaN for na.
+ */
+export declare function securityOtherValues(chartBars: ReadonlyArray<{
+    time: number;
+}>, otherBars: ReadonlyArray<{
+    time: number;
+}>, tf: string, values: ArrayLike<number>, chart: OtherSymbolChart, options?: OtherSymbolOptions): number[];
+//# sourceMappingURL=other.d.ts.map

package/dist/cjs/security/other.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"other.d.ts","sourceRoot":"","sources":["../../../src/security/other.ts"],"names":[],"mappings":"AAAA;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;GAiCG;AAIH,OAAO,KAAK,EAAE,WAAW,EAAE,MAAM,wBAAwB,CAAC;AAI1D,2FAA2F;AAC3F,MAAM,WAAW,cAAc;IAC7B,QAAQ,CAAC,EAAE,MAAM,CAAC;IAClB,OAAO,CAAC,EAAE,WAAW,GAAG,MAAM,CAAC;CAChC;AAED,wCAAwC;AACxC,MAAM,WAAW,kBAAkB;IACjC,wDAAwD;IACxD,SAAS,CAAC,EAAE,OAAO,CAAC;IACpB,mDAAmD;IACnD,IAAI,CAAC,EAAE,OAAO,CAAC;IACf,0EAA0E;IAC1E,KAAK,CAAC,EAAE,cAAc,CAAC;CACxB;AAED,wFAAwF;AACxF,MAAM,WAAW,gBAAiB,SAAQ,cAAc;IACtD,sCAAsC;IACtC,SAAS,EAAE,MAAM,CAAC;IAClB,mDAAmD;IACnD,QAAQ,CAAC,EAAE,GAAG,GAAG,IAAI,CAAC;IACtB,8DAA8D;IAC9D,gBAAgB,CAAC,EAAE,OAAO,CAAC;CAC5B;AA4HD;;;;;;;GAOG;AACH,wBAAgB,aAAa,CAC3B,SAAS,EAAE,aAAa,CAAC;IAAE,IAAI,EAAE,MAAM,CAAA;CAAE,CAAC,EAC1C,SAAS,EAAE,aAAa,CAAC;IAAE,IAAI,EAAE,MAAM,CAAA;CAAE,CAAC,EAC1C,EAAE,EAAE,MAAM,EACV,KAAK,EAAE,gBAAgB,EACvB,OAAO,GAAE,kBAAuB,GAC/B,MAAM,EAAE,CA2BV;AAED;;;;;GAKG;AACH,wBAAgB,eAAe,CAC7B,SAAS,EAAE,aAAa,CAAC;IAAE,IAAI,EAAE,MAAM,CAAA;CAAE,CAAC,EAC1C,SAAS,EAAE,aAAa,CAAC;IAAE,IAAI,EAAE,MAAM,CAAA;CAAE,CAAC,EAC1C,EAAE,EAAE,MAAM,EACV,KAAK,EAAE,gBAAgB,EACvB,OAAO,GAAE,IAAI,CAAC,kBAAkB,EAAE,OAAO,CAAM,GAC9C,KAAK,CAAC,CAAC,MAAM,EAAE,MAAM,CAAC,CAAC,CASzB;AAED;;;GAGG;AACH,wBAAgB,mBAAmB,CACjC,SAAS,EAAE,aAAa,CAAC;IAAE,IAAI,EAAE,MAAM,CAAA;CAAE,CAAC,EAC1C,SAAS,EAAE,aAAa,CAAC;IAAE,IAAI,EAAE,MAAM,CAAA;CAAE,CAAC,EAC1C,EAAE,EAAE,MAAM,EACV,MAAM,EAAE,SAAS,CAAC,MAAM,CAAC,EACzB,KAAK,EAAE,gBAAgB,EACvB,OAAO,GAAE,kBAAuB,GAC/B,MAAM,EAAE,CAEV"}

package/dist/cjs/security/other.js

@@ -0,0 +1,164 @@
+"use strict";
+var __create = Object.create;
+var __defProp = Object.defineProperty;
+var __getOwnPropDesc = Object.getOwnPropertyDescriptor;
+var __getOwnPropNames = Object.getOwnPropertyNames;
+var __getProtoOf = Object.getPrototypeOf;
+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 __toESM = (mod, isNodeMode, target) => (target = mod != null ? __create(__getProtoOf(mod)) : {}, __copyProps(
+  // If the importer is in node compatibility mode or this is not an ESM
+  // file that has been converted to a CommonJS file using a Babel-
+  // compatible transform (i.e. "__esModule" has not been set), then set
+  // "default" to the CommonJS "module.exports" for node compatibility.
+  isNodeMode || !mod || !mod.__esModule ? __defProp(target, "default", { value: mod, enumerable: true }) : target,
+  mod
+));
+var __toCommonJS = (mod) => __copyProps(__defProp({}, "__esModule", { value: true }), mod);
+var other_exports = {};
+__export(other_exports, {
+  securityLowerTf: () => securityLowerTf,
+  securityOther: () => securityOther,
+  securityOtherValues: () => securityOtherValues
+});
+module.exports = __toCommonJS(other_exports);
+var timeframe = __toESM(require("../timeframe/index.js"), 1);
+var import_context = require("../session/context.js");
+const DAY = 864e5;
+const calendars = /* @__PURE__ */ new Map();
+function calendarOf(zone, tf) {
+  if (!zone) return null;
+  const key = `${zone.timezone}|${typeof zone.session === "string" ? zone.session : JSON.stringify(zone.session)}|${tf}`;
+  let context = calendars.get(key);
+  if (context === void 0) {
+    context = { timeframe: tf, timezone: zone.timezone, session: zone.session, timeUnit: "ms" };
+    try {
+      (0, import_context.chartSessions)(context);
+    } catch {
+      context = null;
+    }
+    if (calendars.size > 64) calendars.clear();
+    calendars.set(key, context);
+  }
+  return context;
+}
+const UTC_24X7 = { timezone: "Etc/UTC", session: "24x7" };
+function tradesEveryDay(times, tf) {
+  if (times.length === 0) return false;
+  const info = timeframe.info(tf);
+  if (info.isweekly) return times.every((t) => t % DAY === 0 && new Date(t).getUTCDay() === 1);
+  if (info.ismonthly) return times.every((t) => t % DAY === 0 && new Date(t).getUTCDate() === 1);
+  return times.some((t) => {
+    const wd = new Date(t).getUTCDay();
+    return wd === 0 || wd === 6;
+  });
+}
+function onCalendar(times, tf, zone) {
+  const calendar = calendarOf(zone, tf);
+  if (!calendar || times.length === 0) return false;
+  const last = times.slice(-50);
+  return last.filter((t) => (0, import_context.periodTime)(t, tf, calendar) === t).length >= 0.9 * last.length;
+}
+const utcDay = (t) => Math.floor(t / DAY) * DAY;
+const weekStart = (day) => day - (new Date(day).getUTCDay() + 6) % 7 * DAY;
+const monthStart = (day) => {
+  const d = new Date(day);
+  return Date.UTC(d.getUTCFullYear(), d.getUTCMonth(), 1);
+};
+function afterLastWeekday(end) {
+  let day = end - DAY;
+  while (new Date(day).getUTCDay() % 6 === 0) day -= DAY;
+  return day + DAY;
+}
+function closeTimes(times, tf, zone) {
+  const calendar = calendarOf(zone, tf);
+  const info = timeframe.info(tf);
+  const len = timeframe.in_seconds(tf) * 1e3;
+  return times.map((t, i) => {
+    if (calendar) {
+      const c = (0, import_context.periodClose)(t, tf, calendar);
+      if (!Number.isNaN(c)) return c;
+    }
+    if (info.isintraday) return i + 1 < times.length ? Math.min(t + len, times[i + 1]) : t + len;
+    const day = utcDay(t);
+    if (info.isweekly) return afterLastWeekday(weekStart(day) + 7 * DAY * info.multiplier);
+    if (info.ismonthly) {
+      const d = new Date(day);
+      return afterLastWeekday(Date.UTC(d.getUTCFullYear(), d.getUTCMonth() + info.multiplier, 1));
+    }
+    return day + DAY * info.multiplier;
+  });
+}
+function tradingDays(times, zone) {
+  const calendar = calendarOf(zone, "1D");
+  return times.map((t) => {
+    const d = calendar ? (0, import_context.tradingDayTime)(t, calendar) : NaN;
+    return Number.isNaN(d) ? utcDay(t) : d;
+  });
+}
+function latestAtOrBefore(keys, at) {
+  let j = -1;
+  return at.map((x) => {
+    while (j + 1 < keys.length && keys[j + 1] <= x) j++;
+    return j;
+  });
+}
+const zoneOf = (c) => c?.timezone && c.session ? { timezone: c.timezone, session: c.session } : null;
+function setup(ct, ot, tf, chart, options) {
+  const chartTf = timeframe.info(chart.timeframe).period;
+  const otherTf = tf.trim() === "" ? chartTf : timeframe.info(tf).period;
+  if (timeframe.info(otherTf).isticks) throw new RangeError(`request.security: tick timeframe "${tf}" is not supported.`);
+  const chartZone = zoneOf(chart) ?? (tradesEveryDay(ct, chartTf) ? UTC_24X7 : null);
+  const otherZone = zoneOf(options.other) ?? (tradesEveryDay(ot, otherTf) ? UTC_24X7 : chartZone && onCalendar(ot, otherTf, chartZone) ? chartZone : null);
+  return { chartTf, otherTf, chartZone, otherZone };
+}
+function securityOther(chartBars, otherBars, tf, chart, options = {}) {
+  const n = chartBars.length;
+  if (n === 0) return [];
+  const unit = chart.timeUnit === "ms" ? 1 : 1e3;
+  const ct = chartBars.map((b) => b.time * unit);
+  const ot = otherBars.map((b) => b.time * unit);
+  const { chartTf, otherTf, chartZone, otherZone } = setup(ct, ot, tf, chart, options);
+  if (ot.length === 0) return new Array(n).fill(-1);
+  const daily = timeframe.info(chartTf).isdwm && timeframe.info(otherTf).isdwm;
+  const realtime = chart.lastBarConfirmed === false && !options.gaps;
+  let on = [];
+  if (options.lookahead || realtime) {
+    if (daily) {
+      const info = timeframe.info(otherTf);
+      const starts = tradingDays(ot, otherZone).map((d) => info.isweekly ? weekStart(d) : info.ismonthly ? monthStart(d) : d);
+      on = latestAtOrBefore(starts, tradingDays(ct, chartZone));
+    } else {
+      on = latestAtOrBefore(ot, ct);
+    }
+  }
+  const index = options.lookahead ? on : latestAtOrBefore(closeTimes(ot, otherTf, otherZone), closeTimes(ct, chartTf, chartZone));
+  if (realtime) index[n - 1] = on[n - 1];
+  if (!options.gaps) return index;
+  return index.map((j, i) => i === 0 || j !== index[i - 1] ? j : -1);
+}
+function securityLowerTf(chartBars, otherBars, tf, chart, options = {}) {
+  const unit = chart.timeUnit === "ms" ? 1 : 1e3;
+  const ct = chartBars.map((b) => b.time * unit);
+  const ot = otherBars.map((b) => b.time * unit);
+  const { chartTf, otherTf, chartZone, otherZone } = setup(ct, ot, tf, chart, options);
+  const oc = closeTimes(ot, otherTf, otherZone);
+  const from = latestAtOrBefore(oc, ct);
+  const to = latestAtOrBefore(oc, closeTimes(ct, chartTf, chartZone));
+  return ct.map((_, i) => [from[i] + 1, Math.max(from[i] + 1, to[i] + 1)]);
+}
+function securityOtherValues(chartBars, otherBars, tf, values, chart, options = {}) {
+  return securityOther(chartBars, otherBars, tf, chart, options).map((j) => j < 0 ? NaN : values[j] ?? NaN);
+}
+//# sourceMappingURL=other.js.map

package/dist/cjs/security/other.js.map

@@ -0,0 +1,7 @@
+{
+  "version": 3,
+  "sources": ["../../../src/security/other.ts"],
+  "sourcesContent": ["/**\n * PineScript `request.security(symbol, timeframe, expression, gaps, lookahead)` of another symbol: which bar of the\n * other symbol each chart bar shows (#179). The bars of the other symbol are given by the caller, already on the\n * requested timeframe; the expression is computed on them and its values are mapped to the chart bars with the index\n * given here. The script API does this with the `bars` accessor of its chart context.\n *\n * PineScript rules (measured on stocks, crypto and an exchange whose trading day starts on the previous UTC day; the\n * chart timeframe, D, W and M on intraday and daily charts; the four gaps / lookahead combinations):\n * - lookahead off: the last bar of the other symbol whose close time is at or before the close time of the chart bar\n *   (a daily stock bar closes at the session end, a crypto daily bar at 00:00 UTC: a stock chart shows the crypto\n *   bar of the day before, a crypto chart the stock bar of the same day)\n * - lookahead on, intraday chart or intraday request: the last bar of the other symbol that opened at or before the\n *   open of the chart bar\n * - lookahead on, D / W / M chart and request: the last bar of the other symbol whose period starts at or before the trading day\n *   of the chart bar: the trading day of a D bar, the Monday of a W bar, the first day of the month of an M bar, each\n *   in the exchange time zone of its symbol (a week that opens on a Tuesday after a holiday still starts on Monday)\n * - before the first bar of the other symbol: na; on chart bars where the other symbol has no bar (weekends,\n *   holidays, closed hours), gaps off repeats the last value\n * - gaps on: a value only on the chart bar where the shown bar changes (and on the first chart bar), na on the others\n * - the last bar while it is open (`lastBarConfirmed` false) with gaps off: the realtime update shows the bar given by\n *   lookahead on (the open bar of a higher timeframe), with lookahead off as well\n *\n * Close times, trading days and time zones come from the exchange calendars of the chart and of the other symbol\n * (time zone and session, read by the session functions). Without them:\n * - a symbol that trades every day (bars on Saturdays or Sundays; W bars at Monday 00:00 UTC; M bars on the first day\n *   at 00:00 UTC) is on the \"24x7\" UTC calendar\n * - another symbol whose bars open where the chart calendar starts its periods is on the calendar of the chart\n * - else the UTC rule: an intraday bar closes one bar interval after its open (or at the next bar), a D / W / M bar at\n *   the end of the last weekday (UTC) of its day / week / month; the trading day is the UTC date of the bar\n * The fallback is exact between symbols of the same calendar and with 24x7 symbols; between a stock and a 24x7 symbol,\n * or an exchange whose trading day starts on the previous UTC day, it needs the session of the stock.\n *\n * @module security/other\n */\n\nimport * as timeframe from '../timeframe/index.js';\nimport { chartSessions, periodClose, periodTime, tradingDayTime, type SessionContext } from '../session/context.js';\nimport type { SessionSpec } from '../session/calendar.js';\n\nconst DAY = 86_400_000;\n\n/** Exchange calendar of a symbol: time zone and session (hours, corrections, holidays). */\nexport interface SymbolCalendar {\n  timezone?: string;\n  session?: SessionSpec | string;\n}\n\n/** Options of {@link securityOther}. */\nexport interface OtherSymbolOptions {\n  /** PineScript `barmerge.lookahead_on`; default false */\n  lookahead?: boolean;\n  /** PineScript `barmerge.gaps_on`; default false */\n  gaps?: boolean;\n  /** Calendar of the other symbol; see the module notes for the fallback */\n  other?: SymbolCalendar;\n}\n\n/** The chart: its timeframe, calendar, time unit and whether its last bar is closed. */\nexport interface OtherSymbolChart extends SymbolCalendar {\n  /** Chart timeframe (\"60\", \"1D\"...) */\n  timeframe: string;\n  /** Unit of the bar times: 's' (default) or 'ms' */\n  timeUnit?: 's' | 'ms';\n  /** false: the last chart bar is still open (realtime rule) */\n  lastBarConfirmed?: boolean;\n}\n\ninterface Zone {\n  timezone: string;\n  session: SessionSpec | string;\n}\n\nconst calendars = new Map<string, SessionContext | null>();\n\n/** The session context of a zone and a timeframe (bar times in ms); null when the session cannot be read. */\nfunction calendarOf(zone: Zone | null, tf: string): SessionContext | null {\n  if (!zone) return null;\n  const key = `${zone.timezone}|${typeof zone.session === 'string' ? zone.session : JSON.stringify(zone.session)}|${tf}`;\n  let context = calendars.get(key);\n  if (context === undefined) {\n    context = { timeframe: tf, timezone: zone.timezone, session: zone.session, timeUnit: 'ms' };\n    try {\n      chartSessions(context);\n    } catch {\n      context = null;\n    }\n    if (calendars.size > 64) calendars.clear();\n    calendars.set(key, context);\n  }\n  return context;\n}\n\nconst UTC_24X7: Zone = { timezone: 'Etc/UTC', session: '24x7' };\n\n/** True when bars of timeframe `tf` opening at `times` (ms) are those of a symbol that trades every day in UTC. */\nfunction tradesEveryDay(times: number[], tf: string): boolean {\n  if (times.length === 0) return false;\n  const info = timeframe.info(tf);\n  if (info.isweekly) return times.every((t) => t % DAY === 0 && new Date(t).getUTCDay() === 1);\n  if (info.ismonthly) return times.every((t) => t % DAY === 0 && new Date(t).getUTCDate() === 1);\n  return times.some((t) => {\n    const wd = new Date(t).getUTCDay();\n    return wd === 0 || wd === 6;\n  });\n}\n\n/** True when most of the last bars open at the start of a period of `tf` on the calendar `zone`. */\nfunction onCalendar(times: number[], tf: string, zone: Zone | null): boolean {\n  const calendar = calendarOf(zone, tf);\n  if (!calendar || times.length === 0) return false;\n  const last = times.slice(-50);\n  return last.filter((t) => periodTime(t, tf, calendar) === t).length >= 0.9 * last.length;\n}\n\nconst utcDay = (t: number): number => Math.floor(t / DAY) * DAY;\n/** Monday 00:00 UTC of the week of the day `day` (00:00 UTC, ms). */\nconst weekStart = (day: number): number => day - ((new Date(day).getUTCDay() + 6) % 7) * DAY;\nconst monthStart = (day: number): number => {\n  const d = new Date(day);\n  return Date.UTC(d.getUTCFullYear(), d.getUTCMonth(), 1);\n};\n\n/** 00:00 UTC after the last weekday before `end` (00:00 UTC, ms): the end of a period of a Monday-to-Friday symbol. */\nfunction afterLastWeekday(end: number): number {\n  let day = end - DAY;\n  while (new Date(day).getUTCDay() % 6 === 0) day -= DAY;\n  return day + DAY;\n}\n\n/** Close time (ms) of each bar of timeframe `tf` opening at `times` (ms). */\nfunction closeTimes(times: number[], tf: string, zone: Zone | null): number[] {\n  const calendar = calendarOf(zone, tf);\n  const info = timeframe.info(tf);\n  const len = timeframe.in_seconds(tf) * 1000;\n  return times.map((t, i) => {\n    if (calendar) {\n      const c = periodClose(t, tf, calendar);\n      if (!Number.isNaN(c)) return c;\n    }\n    if (info.isintraday) return i + 1 < times.length ? Math.min(t + len, times[i + 1]!) : t + len;\n    const day = utcDay(t);\n    if (info.isweekly) return afterLastWeekday(weekStart(day) + 7 * DAY * info.multiplier);\n    if (info.ismonthly) {\n      const d = new Date(day);\n      return afterLastWeekday(Date.UTC(d.getUTCFullYear(), d.getUTCMonth() + info.multiplier, 1));\n    }\n    return day + DAY * info.multiplier;\n  });\n}\n\n/** Trading day (00:00 UTC, ms) of each bar opening at `times` (ms): its date in the exchange time zone. */\nfunction tradingDays(times: number[], zone: Zone | null): number[] {\n  const calendar = calendarOf(zone, '1D');\n  return times.map((t) => {\n    const d = calendar ? tradingDayTime(t, calendar) : NaN;\n    return Number.isNaN(d) ? utcDay(t) : d;\n  });\n}\n\n/** For each element of `at` (non-decreasing), the index of the last element of `keys` (non-decreasing) <= it; -1: none. */\nfunction latestAtOrBefore(keys: number[], at: number[]): number[] {\n  let j = -1;\n  return at.map((x) => {\n    while (j + 1 < keys.length && keys[j + 1]! <= x) j++;\n    return j;\n  });\n}\n\nconst zoneOf = (c: SymbolCalendar | undefined): Zone | null =>\n  c?.timezone && c.session ? { timezone: c.timezone, session: c.session } : null;\n\n/** Timeframes and exchange calendars of a merge: given, 24x7, the chart's, else the UTC rule. */\nfunction setup(\n  ct: number[],\n  ot: number[],\n  tf: string,\n  chart: OtherSymbolChart,\n  options: OtherSymbolOptions\n): { chartTf: string; otherTf: string; chartZone: Zone | null; otherZone: Zone | null } {\n  const chartTf = timeframe.info(chart.timeframe).period;\n  const otherTf = tf.trim() === '' ? chartTf : timeframe.info(tf).period;\n  if (timeframe.info(otherTf).isticks) throw new RangeError(`request.security: tick timeframe \"${tf}\" is not supported.`);\n  const chartZone = zoneOf(chart) ?? (tradesEveryDay(ct, chartTf) ? UTC_24X7 : null);\n  const otherZone =\n    zoneOf(options.other) ??\n    (tradesEveryDay(ot, otherTf) ? UTC_24X7 : chartZone && onCalendar(ot, otherTf, chartZone) ? chartZone : null);\n  return { chartTf, otherTf, chartZone, otherZone };\n}\n\n/**\n * PineScript `request.security` of another symbol: the index in `otherBars` of the bar shown on each chart bar, -1\n * for na (#179). `otherBars` are the bars of the other symbol on `tf` (\"\" for the chart timeframe, or a higher\n * or a lower one), with times in the unit of the chart bars. Rules in the module notes; the same rules hold for a\n * lower timeframe (#181): lookahead off shows the last lower bar that closes by the close of the chart bar, lookahead\n * on the last one that opened by its open. It also serves the chart symbol on a lower timeframe.\n * @throws RangeError for a tick timeframe\n */\nexport function securityOther(\n  chartBars: ReadonlyArray<{ time: number }>,\n  otherBars: ReadonlyArray<{ time: number }>,\n  tf: string,\n  chart: OtherSymbolChart,\n  options: OtherSymbolOptions = {}\n): number[] {\n  const n = chartBars.length;\n  if (n === 0) return [];\n  const unit = chart.timeUnit === 'ms' ? 1 : 1000;\n  const ct = chartBars.map((b) => b.time * unit);\n  const ot = otherBars.map((b) => b.time * unit);\n  const { chartTf, otherTf, chartZone, otherZone } = setup(ct, ot, tf, chart, options);\n  if (ot.length === 0) return new Array<number>(n).fill(-1);\n\n  // by trading day when both timeframes are D / W / M; by open time with an intraday side (#181)\n  const daily = timeframe.info(chartTf).isdwm && timeframe.info(otherTf).isdwm;\n  const realtime = chart.lastBarConfirmed === false && !options.gaps;\n  let on: number[] = [];\n  if (options.lookahead || realtime) {\n    if (daily) {\n      const info = timeframe.info(otherTf);\n      const starts = tradingDays(ot, otherZone).map((d) => (info.isweekly ? weekStart(d) : info.ismonthly ? monthStart(d) : d));\n      on = latestAtOrBefore(starts, tradingDays(ct, chartZone));\n    } else {\n      on = latestAtOrBefore(ot, ct);\n    }\n  }\n  const index = options.lookahead ? on : latestAtOrBefore(closeTimes(ot, otherTf, otherZone), closeTimes(ct, chartTf, chartZone));\n  // realtime updates of the open last bar: lookahead off shows the bar of lookahead on\n  if (realtime) index[n - 1] = on[n - 1]!;\n  if (!options.gaps) return index;\n  return index.map((j, i) => (i === 0 || j !== index[i - 1] ? j : -1));\n}\n\n/**\n * PineScript `request.security_lower_tf` (#181): for each chart bar, the range `[from, to)` of the bars of\n * `otherBars` (a lower timeframe, the chart symbol or another one) that it contains: the bars whose close time is\n * after the open of the chart bar and at or before its close (a 13:00 hourly bar of a 24x7 symbol is in a 13:30 stock\n * day, which closes at 20:00). An empty range for a chart bar without such bars.\n */\nexport function securityLowerTf(\n  chartBars: ReadonlyArray<{ time: number }>,\n  otherBars: ReadonlyArray<{ time: number }>,\n  tf: string,\n  chart: OtherSymbolChart,\n  options: Pick<OtherSymbolOptions, 'other'> = {}\n): Array<[number, number]> {\n  const unit = chart.timeUnit === 'ms' ? 1 : 1000;\n  const ct = chartBars.map((b) => b.time * unit);\n  const ot = otherBars.map((b) => b.time * unit);\n  const { chartTf, otherTf, chartZone, otherZone } = setup(ct, ot, tf, chart, options);\n  const oc = closeTimes(ot, otherTf, otherZone);\n  const from = latestAtOrBefore(oc, ct);\n  const to = latestAtOrBefore(oc, closeTimes(ct, chartTf, chartZone));\n  return ct.map((_, i) => [from[i]! + 1, Math.max(from[i]! + 1, to[i]! + 1)]);\n}\n\n/**\n * {@link securityOther} with the values of an expression: `values` has one value per bar of the other symbol; the\n * result has one value per chart bar, NaN for na.\n */\nexport function securityOtherValues(\n  chartBars: ReadonlyArray<{ time: number }>,\n  otherBars: ReadonlyArray<{ time: number }>,\n  tf: string,\n  values: ArrayLike<number>,\n  chart: OtherSymbolChart,\n  options: OtherSymbolOptions = {}\n): number[] {\n  return securityOther(chartBars, otherBars, tf, chart, options).map((j) => (j < 0 ? NaN : (values[j] ?? NaN)));\n}\n"],
+  "mappings": ";;;;;;;;;;;;;;;;;;;;;;;;;;;;AAAA;AAAA;AAAA;AAAA;AAAA;AAAA;AAAA;AAmCA,gBAA2B;AAC3B,qBAA4F;AAG5F,MAAM,MAAM;AAiCZ,MAAM,YAAY,oBAAI,IAAmC;AAGzD,SAAS,WAAW,MAAmB,IAAmC;AACxE,MAAI,CAAC,KAAM,QAAO;AAClB,QAAM,MAAM,GAAG,KAAK,QAAQ,IAAI,OAAO,KAAK,YAAY,WAAW,KAAK,UAAU,KAAK,UAAU,KAAK,OAAO,CAAC,IAAI,EAAE;AACpH,MAAI,UAAU,UAAU,IAAI,GAAG;AAC/B,MAAI,YAAY,QAAW;AACzB,cAAU,EAAE,WAAW,IAAI,UAAU,KAAK,UAAU,SAAS,KAAK,SAAS,UAAU,KAAK;AAC1F,QAAI;AACF,wCAAc,OAAO;AAAA,IACvB,QAAQ;AACN,gBAAU;AAAA,IACZ;AACA,QAAI,UAAU,OAAO,GAAI,WAAU,MAAM;AACzC,cAAU,IAAI,KAAK,OAAO;AAAA,EAC5B;AACA,SAAO;AACT;AAEA,MAAM,WAAiB,EAAE,UAAU,WAAW,SAAS,OAAO;AAG9D,SAAS,eAAe,OAAiB,IAAqB;AAC5D,MAAI,MAAM,WAAW,EAAG,QAAO;AAC/B,QAAM,OAAO,UAAU,KAAK,EAAE;AAC9B,MAAI,KAAK,SAAU,QAAO,MAAM,MAAM,CAAC,MAAM,IAAI,QAAQ,KAAK,IAAI,KAAK,CAAC,EAAE,UAAU,MAAM,CAAC;AAC3F,MAAI,KAAK,UAAW,QAAO,MAAM,MAAM,CAAC,MAAM,IAAI,QAAQ,KAAK,IAAI,KAAK,CAAC,EAAE,WAAW,MAAM,CAAC;AAC7F,SAAO,MAAM,KAAK,CAAC,MAAM;AACvB,UAAM,KAAK,IAAI,KAAK,CAAC,EAAE,UAAU;AACjC,WAAO,OAAO,KAAK,OAAO;AAAA,EAC5B,CAAC;AACH;AAGA,SAAS,WAAW,OAAiB,IAAY,MAA4B;AAC3E,QAAM,WAAW,WAAW,MAAM,EAAE;AACpC,MAAI,CAAC,YAAY,MAAM,WAAW,EAAG,QAAO;AAC5C,QAAM,OAAO,MAAM,MAAM,GAAG;AAC5B,SAAO,KAAK,OAAO,CAAC,UAAM,2BAAW,GAAG,IAAI,QAAQ,MAAM,CAAC,EAAE,UAAU,MAAM,KAAK;AACpF;AAEA,MAAM,SAAS,CAAC,MAAsB,KAAK,MAAM,IAAI,GAAG,IAAI;AAE5D,MAAM,YAAY,CAAC,QAAwB,OAAQ,IAAI,KAAK,GAAG,EAAE,UAAU,IAAI,KAAK,IAAK;AACzF,MAAM,aAAa,CAAC,QAAwB;AAC1C,QAAM,IAAI,IAAI,KAAK,GAAG;AACtB,SAAO,KAAK,IAAI,EAAE,eAAe,GAAG,EAAE,YAAY,GAAG,CAAC;AACxD;AAGA,SAAS,iBAAiB,KAAqB;AAC7C,MAAI,MAAM,MAAM;AAChB,SAAO,IAAI,KAAK,GAAG,EAAE,UAAU,IAAI,MAAM,EAAG,QAAO;AACnD,SAAO,MAAM;AACf;AAGA,SAAS,WAAW,OAAiB,IAAY,MAA6B;AAC5E,QAAM,WAAW,WAAW,MAAM,EAAE;AACpC,QAAM,OAAO,UAAU,KAAK,EAAE;AAC9B,QAAM,MAAM,UAAU,WAAW,EAAE,IAAI;AACvC,SAAO,MAAM,IAAI,CAAC,GAAG,MAAM;AACzB,QAAI,UAAU;AACZ,YAAM,QAAI,4BAAY,GAAG,IAAI,QAAQ;AACrC,UAAI,CAAC,OAAO,MAAM,CAAC,EAAG,QAAO;AAAA,IAC/B;AACA,QAAI,KAAK,WAAY,QAAO,IAAI,IAAI,MAAM,SAAS,KAAK,IAAI,IAAI,KAAK,MAAM,IAAI,CAAC,CAAE,IAAI,IAAI;AAC1F,UAAM,MAAM,OAAO,CAAC;AACpB,QAAI,KAAK,SAAU,QAAO,iBAAiB,UAAU,GAAG,IAAI,IAAI,MAAM,KAAK,UAAU;AACrF,QAAI,KAAK,WAAW;AAClB,YAAM,IAAI,IAAI,KAAK,GAAG;AACtB,aAAO,iBAAiB,KAAK,IAAI,EAAE,eAAe,GAAG,EAAE,YAAY,IAAI,KAAK,YAAY,CAAC,CAAC;AAAA,IAC5F;AACA,WAAO,MAAM,MAAM,KAAK;AAAA,EAC1B,CAAC;AACH;AAGA,SAAS,YAAY,OAAiB,MAA6B;AACjE,QAAM,WAAW,WAAW,MAAM,IAAI;AACtC,SAAO,MAAM,IAAI,CAAC,MAAM;AACtB,UAAM,IAAI,eAAW,+BAAe,GAAG,QAAQ,IAAI;AACnD,WAAO,OAAO,MAAM,CAAC,IAAI,OAAO,CAAC,IAAI;AAAA,EACvC,CAAC;AACH;AAGA,SAAS,iBAAiB,MAAgB,IAAwB;AAChE,MAAI,IAAI;AACR,SAAO,GAAG,IAAI,CAAC,MAAM;AACnB,WAAO,IAAI,IAAI,KAAK,UAAU,KAAK,IAAI,CAAC,KAAM,EAAG;AACjD,WAAO;AAAA,EACT,CAAC;AACH;AAEA,MAAM,SAAS,CAAC,MACd,GAAG,YAAY,EAAE,UAAU,EAAE,UAAU,EAAE,UAAU,SAAS,EAAE,QAAQ,IAAI;AAG5E,SAAS,MACP,IACA,IACA,IACA,OACA,SACsF;AACtF,QAAM,UAAU,UAAU,KAAK,MAAM,SAAS,EAAE;AAChD,QAAM,UAAU,GAAG,KAAK,MAAM,KAAK,UAAU,UAAU,KAAK,EAAE,EAAE;AAChE,MAAI,UAAU,KAAK,OAAO,EAAE,QAAS,OAAM,IAAI,WAAW,qCAAqC,EAAE,qBAAqB;AACtH,QAAM,YAAY,OAAO,KAAK,MAAM,eAAe,IAAI,OAAO,IAAI,WAAW;AAC7E,QAAM,YACJ,OAAO,QAAQ,KAAK,MACnB,eAAe,IAAI,OAAO,IAAI,WAAW,aAAa,WAAW,IAAI,SAAS,SAAS,IAAI,YAAY;AAC1G,SAAO,EAAE,SAAS,SAAS,WAAW,UAAU;AAClD;AAUO,SAAS,cACd,WACA,WACA,IACA,OACA,UAA8B,CAAC,GACrB;AACV,QAAM,IAAI,UAAU;AACpB,MAAI,MAAM,EAAG,QAAO,CAAC;AACrB,QAAM,OAAO,MAAM,aAAa,OAAO,IAAI;AAC3C,QAAM,KAAK,UAAU,IAAI,CAAC,MAAM,EAAE,OAAO,IAAI;AAC7C,QAAM,KAAK,UAAU,IAAI,CAAC,MAAM,EAAE,OAAO,IAAI;AAC7C,QAAM,EAAE,SAAS,SAAS,WAAW,UAAU,IAAI,MAAM,IAAI,IAAI,IAAI,OAAO,OAAO;AACnF,MAAI,GAAG,WAAW,EAAG,QAAO,IAAI,MAAc,CAAC,EAAE,KAAK,EAAE;AAGxD,QAAM,QAAQ,UAAU,KAAK,OAAO,EAAE,SAAS,UAAU,KAAK,OAAO,EAAE;AACvE,QAAM,WAAW,MAAM,qBAAqB,SAAS,CAAC,QAAQ;AAC9D,MAAI,KAAe,CAAC;AACpB,MAAI,QAAQ,aAAa,UAAU;AACjC,QAAI,OAAO;AACT,YAAM,OAAO,UAAU,KAAK,OAAO;AACnC,YAAM,SAAS,YAAY,IAAI,SAAS,EAAE,IAAI,CAAC,MAAO,KAAK,WAAW,UAAU,CAAC,IAAI,KAAK,YAAY,WAAW,CAAC,IAAI,CAAE;AACxH,WAAK,iBAAiB,QAAQ,YAAY,IAAI,SAAS,CAAC;AAAA,IAC1D,OAAO;AACL,WAAK,iBAAiB,IAAI,EAAE;AAAA,IAC9B;AAAA,EACF;AACA,QAAM,QAAQ,QAAQ,YAAY,KAAK,iBAAiB,WAAW,IAAI,SAAS,SAAS,GAAG,WAAW,IAAI,SAAS,SAAS,CAAC;AAE9H,MAAI,SAAU,OAAM,IAAI,CAAC,IAAI,GAAG,IAAI,CAAC;AACrC,MAAI,CAAC,QAAQ,KAAM,QAAO;AAC1B,SAAO,MAAM,IAAI,CAAC,GAAG,MAAO,MAAM,KAAK,MAAM,MAAM,IAAI,CAAC,IAAI,IAAI,EAAG;AACrE;AAQO,SAAS,gBACd,WACA,WACA,IACA,OACA,UAA6C,CAAC,GACrB;AACzB,QAAM,OAAO,MAAM,aAAa,OAAO,IAAI;AAC3C,QAAM,KAAK,UAAU,IAAI,CAAC,MAAM,EAAE,OAAO,IAAI;AAC7C,QAAM,KAAK,UAAU,IAAI,CAAC,MAAM,EAAE,OAAO,IAAI;AAC7C,QAAM,EAAE,SAAS,SAAS,WAAW,UAAU,IAAI,MAAM,IAAI,IAAI,IAAI,OAAO,OAAO;AACnF,QAAM,KAAK,WAAW,IAAI,SAAS,SAAS;AAC5C,QAAM,OAAO,iBAAiB,IAAI,EAAE;AACpC,QAAM,KAAK,iBAAiB,IAAI,WAAW,IAAI,SAAS,SAAS,CAAC;AAClE,SAAO,GAAG,IAAI,CAAC,GAAG,MAAM,CAAC,KAAK,CAAC,IAAK,GAAG,KAAK,IAAI,KAAK,CAAC,IAAK,GAAG,GAAG,CAAC,IAAK,CAAC,CAAC,CAAC;AAC5E;AAMO,SAAS,oBACd,WACA,WACA,IACA,QACA,OACA,UAA8B,CAAC,GACrB;AACV,SAAO,cAAc,WAAW,WAAW,IAAI,OAAO,OAAO,EAAE,IAAI,CAAC,MAAO,IAAI,IAAI,MAAO,OAAO,CAAC,KAAK,GAAK;AAC9G;",
+  "names": []
+}

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

@@ -38,7 +38,8 @@ export declare class SessionBars {
     private dayEnd;
     /**
      * 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: `time("D")` is NaN on it (measured; `time("W")` keeps its value).
+     * 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`. */
@@ -70,6 +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[];

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

@@ -1 +1 @@
-{"version":3,"file":"bars.d.ts","sourceRoot":"","sources":["../../../src/session/bars.ts"],"names":[],"mappings":"AAAA;;;;;;;;;;;;;;;;;;;;GAoBG;AAEH,OAAO,EAAoB,KAAK,aAAa,EAAE,MAAM,uBAAuB,CAAC;AAC7E,OAAO,EACL,eAAe,EAMf,KAAK,OAAO,EACb,MAAM,eAAe,CAAC;AAiBvB,+DAA+D;AAC/D,qBAAa,WAAW;IAMpB,QAAQ,CAAC,QAAQ,EAAE,eAAe;IALpC,QAAQ,CAAC,KAAK,EAAE,aAAa,CAAC;IAE9B,OAAO,CAAC,QAAQ,CAAC,QAAQ,CAAgC;gBAG9C,QAAQ,EAAE,eAAe,EAClC,cAAc,EAAE,MAAM;IAKxB,iDAAiD;IACjD,OAAO,CAAC,aAAa;IAYrB;;;OAGG;IACH,OAAO,CAAC,WAAW;IA0BnB,OAAO,CAAC,QAAQ;IAIhB,OAAO,CAAC,MAAM;IAKd;;;OAGG;IACH,MAAM,CAAC,IAAI,EAAE,MAAM,EAAE,SAAS,EAAE,MAAM,GAAG,MAAM;IAiB/C,kEAAkE;IAClE,OAAO,CAAC,IAAI,EAAE,MAAM,EAAE,SAAS,EAAE,MAAM,GAAG,MAAM;IAuBhD,0FAA0F;IAC1F,UAAU,CAAC,IAAI,EAAE,MAAM,GAAG,OAAO,GAAG,IAAI;IAWxC;;;;OAIG;IACH,SAAS,CAAC,IAAI,EAAE,MAAM,EAAE,SAAS,EAAE,MAAM,GAAG,MAAM;IAclD,kEAAkE;IAClE,cAAc,CAAC,IAAI,EAAE,MAAM,GAAG,MAAM;IAKpC;;;;OAIG;IACH,WAAW,CAAC,IAAI,EAAE,MAAM,GAAG,MAAM;IAmBjC,wGAAwG;IACxG,KAAK,CAAC,IAAI,EAAE,MAAM,GAAG,OAAO;IAI5B,yDAAyD;IACzD,MAAM,CAAC,IAAI,EAAE,MAAM,GAAG,OAAO;IAI7B,mEAAmE;IACnE,SAAS,CAAC,IAAI,EAAE,MAAM,GAAG;QAAE,IAAI,EAAE,OAAO,CAAC;QAAC,KAAK,EAAE,MAAM,CAAC;QAAC,GAAG,EAAE,MAAM,CAAA;KAAE,GAAG,IAAI;CAI9E;AAED,gDAAgD;AAChD,MAAM,WAAW,YAAY;IAC3B,UAAU,EAAE,OAAO,EAAE,CAAC;IACtB,SAAS,EAAE,OAAO,EAAE,CAAC;IACrB,QAAQ,EAAE,OAAO,EAAE,CAAC;IACpB,WAAW,EAAE,OAAO,EAAE,CAAC;IACvB,YAAY,EAAE,OAAO,EAAE,CAAC;IACxB,kBAAkB,EAAE,OAAO,EAAE,CAAC;IAC9B,iBAAiB,EAAE,OAAO,EAAE,CAAC;CAC9B;AAED;;;;;;;;;GASG;AACH,wBAAgB,YAAY,CAAC,KAAK,EAAE,MAAM,EAAE,EAAE,IAAI,EAAE,WAAW,EAAE,OAAO,EAAE,WAAW,GAAG,YAAY,CA6CnG"}
+{"version":3,"file":"bars.d.ts","sourceRoot":"","sources":["../../../src/session/bars.ts"],"names":[],"mappings":"AAAA;;;;;;;;;;;;;;;;;;;;GAoBG;AAEH,OAAO,EAAoB,KAAK,aAAa,EAAE,MAAM,uBAAuB,CAAC;AAC7E,OAAO,EACL,eAAe,EAMf,KAAK,OAAO,EACb,MAAM,eAAe,CAAC;AAiBvB,+DAA+D;AAC/D,qBAAa,WAAW;IAMpB,QAAQ,CAAC,QAAQ,EAAE,eAAe;IALpC,QAAQ,CAAC,KAAK,EAAE,aAAa,CAAC;IAE9B,OAAO,CAAC,QAAQ,CAAC,QAAQ,CAAgC;gBAG9C,QAAQ,EAAE,eAAe,EAClC,cAAc,EAAE,MAAM;IAKxB,iDAAiD;IACjD,OAAO,CAAC,aAAa;IAYrB;;;OAGG;IACH,OAAO,CAAC,WAAW;IA0BnB,OAAO,CAAC,QAAQ;IAIhB,OAAO,CAAC,MAAM;IAKd;;;;OAIG;IACH,MAAM,CAAC,IAAI,EAAE,MAAM,EAAE,SAAS,EAAE,MAAM,GAAG,MAAM;IAmB/C,kEAAkE;IAClE,OAAO,CAAC,IAAI,EAAE,MAAM,EAAE,SAAS,EAAE,MAAM,GAAG,MAAM;IAwBhD,0FAA0F;IAC1F,UAAU,CAAC,IAAI,EAAE,MAAM,GAAG,OAAO,GAAG,IAAI;IAWxC;;;;OAIG;IACH,SAAS,CAAC,IAAI,EAAE,MAAM,EAAE,SAAS,EAAE,MAAM,GAAG,MAAM;IAclD,kEAAkE;IAClE,cAAc,CAAC,IAAI,EAAE,MAAM,GAAG,MAAM;IAKpC;;;;OAIG;IACH,WAAW,CAAC,IAAI,EAAE,MAAM,GAAG,MAAM;IAmBjC,wGAAwG;IACxG,KAAK,CAAC,IAAI,EAAE,MAAM,GAAG,OAAO;IAI5B,yDAAyD;IACzD,MAAM,CAAC,IAAI,EAAE,MAAM,GAAG,OAAO;IAI7B,mEAAmE;IACnE,SAAS,CAAC,IAAI,EAAE,MAAM,GAAG;QAAE,IAAI,EAAE,OAAO,CAAC;QAAC,KAAK,EAAE,MAAM,CAAC;QAAC,GAAG,EAAE,MAAM,CAAA;KAAE,GAAG,IAAI;CAI9E;AAED;;;;;;GAMG;AACH,wBAAgB,YAAY,CAAC,MAAM,EAAE,MAAM,EAAE,EAAE,UAAU,EAAE,MAAM,EAAE,EAAE,KAAK,EAAE,MAAM,EAAE,EAAE,IAAI,EAAE,WAAW,EAAE,UAAU,EAAE,MAAM,GAAG,IAAI,GAAG,IAAI,CAUxI;AAED,gDAAgD;AAChD,MAAM,WAAW,YAAY;IAC3B,UAAU,EAAE,OAAO,EAAE,CAAC;IACtB,SAAS,EAAE,OAAO,EAAE,CAAC;IACrB,QAAQ,EAAE,OAAO,EAAE,CAAC;IACpB,WAAW,EAAE,OAAO,EAAE,CAAC;IACvB,YAAY,EAAE,OAAO,EAAE,CAAC;IACxB,kBAAkB,EAAE,OAAO,EAAE,CAAC;IAC9B,iBAAiB,EAAE,OAAO,EAAE,CAAC;CAC9B;AAED;;;;;;;;;GASG;AACH,wBAAgB,YAAY,CAAC,KAAK,EAAE,MAAM,EAAE,EAAE,IAAI,EAAE,WAAW,EAAE,OAAO,EAAE,WAAW,GAAG,YAAY,CA6CnG"}

package/dist/cjs/session/bars.js

@@ -19,7 +19,8 @@ var __toCommonJS = (mod) => __copyProps(__defProp({}, "__esModule", { value: tru
 var bars_exports = {};
 __export(bars_exports, {
   SessionBars: () => SessionBars,
-  sessionFlags: () => sessionFlags
+  sessionFlags: () => sessionFlags,
+  strayPeriods: () => strayPeriods
 });
 module.exports = __toCommonJS(bars_exports);
 var import_timeframe = require("../timeframe/index.js");
@@ -91,7 +92,8 @@ class SessionBars {
   }
   /**
    * 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: `time("D")` is NaN on it (measured; `time("W")` keeps its value).
+   * 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 = (0, import_timeframe.info)(timeframe);
@@ -99,6 +101,7 @@ class SessionBars {
     if (!at) return NaN;
     if (tf.isintraday) {
       if (this.chart.isdwm) return time;
+      if (this.stray(time)) return NaN;
       const [start] = this.calendar.periods(at.date)[at.index];
       const ms = (0, import_timeframe.in_seconds)(tf.period) * 1e3;
       return start + Math.floor((time - start) / ms) * ms;
@@ -117,6 +120,7 @@ class SessionBars {
     if (tf.isintraday) {
       const [, end] = this.calendar.periods(at.date)[at.index];
       if (this.chart.isdwm) return end;
+      if (this.stray(time)) return NaN;
       return Math.min(this.timeOf(time, timeframe) + (0, import_timeframe.in_seconds)(tf.period) * 1e3, end);
     }
     const { unit, n } = unitOf(tf);
@@ -201,6 +205,16 @@ class SessionBars {
     return at ? { date: at.date, start: this.dayStart(at.date), end: this.dayEnd(at.date) } : null;
   }
 }
+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])) {
+      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;
+  }
+}
 function sessionFlags(times, bars, regular) {
   const n = times.length;
   const flag = () => new Array(n).fill(false);

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

@@ -1,7 +1,7 @@
 {
   "version": 3,
   "sources": ["../../../src/session/bars.ts"],
-  "sourcesContent": ["/**\n * PineScript values that depend on the chart timeframe and the symbol session (issue #100):\n * `time(tf)`, `time_close(tf)`, `timeframe.change(tf)`, `time_tradingday`, `session.*`.\n * PineScript rules:\n *\n * - intraday periods are aligned on the start of the session period of the trading day: 240 minutes from\n *   09:30 gives 09:30, 13:30; `time(tf)` is the start of the period that contains the bar open\n * - \"D\" is the session start of the trading day; \"W\" / \"M\" the session start of the first trading day\n *   of the week (Monday to Sunday) / month\n * - intraday closes are cut at the end of the session period; the \"D\" close is the session end\n * - on intraday charts the \"W\" / \"M\" (and \"nD\") close is the session start of the next period's first\n *   trading day; on D / W / M charts it is the session end of the last trading day of the week / month\n * - on D / W / M charts, intraday timeframes give the chart bar's time, and the end of the session\n *   period that contains the bar open as close\n * - `time_tradingday` is 00:00 UTC of the trading day (on W / M charts, of the last trading day)\n *\n * Multipliers above one day (issue #100 follow-up): periods restart each\n * calendar year. \"nD\" groups n trading days from the first trading day of the year; \"nW\" groups n weeks from\n * the first week whose Monday is in the year; \"nM\" groups n months from January. The last group of a year\n * can be shorter.\n */\n\nimport { info, in_seconds, type TimeframeInfo } from '../timeframe/index.js';\nimport {\n  TradingCalendar,\n  addDays,\n  dateUtcMs,\n  monthEnd,\n  monthStart,\n  weekStart,\n  type DateNum,\n} from './calendar.js';\n\ntype Unit = 'D' | 'W' | 'M';\n\nfunction unitOf(tf: TimeframeInfo): { unit: Unit; n: number } {\n  return { unit: tf.isdaily ? 'D' : tf.isweekly ? 'W' : 'M', n: tf.multiplier };\n}\n\nconst yearOf = (date: DateNum): number => Math.floor(date / 10000);\n\n/** Monday of the first week of `year` (the first Monday on or after 1 January). */\nconst firstMonday = (year: number): DateNum => {\n  const jan1 = year * 10000 + 101;\n  const monday = weekStart(jan1);\n  return monday === jan1 ? jan1 : addDays(monday, 7);\n};\n\n/** Values of the bars of one chart, for a trading calendar. */\nexport class SessionBars {\n  readonly chart: TimeframeInfo;\n\n  private readonly yearDays = new Map<number, DateNum[]>();\n\n  constructor(\n    readonly calendar: TradingCalendar,\n    chartTimeframe: string\n  ) {\n    this.chart = info(chartTimeframe);\n  }\n\n  /** Trading days of a calendar year, in order. */\n  private tradingDaysOf(year: number): DateNum[] {\n    let days = this.yearDays.get(year);\n    if (!days) {\n      days = [];\n      for (let date = year * 10000 + 101; yearOf(date) === year; date = addDays(date, 1)) {\n        if (this.calendar.isTradingDay(date)) days.push(date);\n      }\n      this.yearDays.set(year, days);\n    }\n    return days;\n  }\n\n  /**\n   * Dates [from, to] of the `n`-`unit` period that contains `date` (for \"D\": its first and last trading days).\n   * Periods restart each calendar year.\n   */\n  private periodRange(date: DateNum, unit: Unit, n: number): [DateNum, DateNum] {\n    if (unit === 'D') {\n      if (n === 1) return [date, date];\n      const days = this.tradingDaysOf(yearOf(date));\n      let k = days.findIndex((d) => d >= date);\n      if (k === -1) return this.periodRange(yearOf(date) * 10000 + 10000 + 101, unit, n);\n      k -= k % n;\n      return [days[k]!, days[Math.min(k + n, days.length) - 1]!];\n    }\n    if (unit === 'W') {\n      const monday = weekStart(date);\n      const year = yearOf(monday);\n      const first = firstMonday(year);\n      const next = firstMonday(year + 1);\n      const k = Math.round((dateUtcMs(monday) - dateUtcMs(first)) / (7 * 86_400_000));\n      const from = addDays(first, (k - (k % n)) * 7);\n      const to = addDays(from, n * 7 - 1);\n      return [from, to < next ? to : addDays(next, -1)];\n    }\n    const year = yearOf(date);\n    const month = Math.floor(date / 100) % 100;\n    const firstMonth = month - ((month - 1) % n);\n    const lastMonth = Math.min(firstMonth + n - 1, 12);\n    return [monthStart(year * 10000 + firstMonth * 100 + 1), monthEnd(year * 10000 + lastMonth * 100 + 1)];\n  }\n\n  private dayStart(date: DateNum): number {\n    return this.calendar.periods(date)[0]![0];\n  }\n\n  private dayEnd(date: DateNum): number {\n    const p = this.calendar.periods(date);\n    return p[p.length - 1]![1];\n  }\n\n  /**\n   * PineScript `time(tf)` for a bar that opens at `time`; NaN when no trading day is found. An intraday bar that\n   * opens after an early close has no day: `time(\"D\")` is NaN on it (measured; `time(\"W\")` keeps its value).\n   */\n  timeOf(time: number, timeframe: string): number {\n    const tf = info(timeframe);\n    const at = this.calendar.locate(time);\n    if (!at) return NaN;\n    if (tf.isintraday) {\n      if (this.chart.isdwm) return time;\n      const [start] = this.calendar.periods(at.date)[at.index]!;\n      const ms = in_seconds(tf.period) * 1000;\n      return start + Math.floor((time - start) / ms) * ms;\n    }\n    const { unit, n } = unitOf(tf);\n    if (unit === 'D' && n === 1 && this.stray(time)) return NaN;\n    const [from, to] = this.periodRange(at.date, unit, n);\n    const first = this.calendar.firstTradingDay(from, to);\n    return first === null ? NaN : this.dayStart(first);\n  }\n\n  /** PineScript `time_close(tf)` for a bar that opens at `time`. */\n  closeOf(time: number, timeframe: string): number {\n    const tf = info(timeframe);\n    const at = this.calendar.locate(time);\n    if (!at) return NaN;\n    if (tf.isintraday) {\n      const [, end] = this.calendar.periods(at.date)[at.index]!;\n      // on D / W / M charts: the end of the session period that contains the bar open\n      if (this.chart.isdwm) return end;\n      return Math.min(this.timeOf(time, timeframe) + in_seconds(tf.period) * 1000, end);\n    }\n    const { unit, n } = unitOf(tf);\n    if (unit === 'D' && n === 1 && this.stray(time)) return NaN;\n    const [from, to] = this.periodRange(at.date, unit, n);\n    // intraday charts: the start of the next period, except \"1D\" (the session end)\n    if (this.chart.isintraday && (unit !== 'D' || n > 1)) {\n      const [nextFrom, nextTo] = this.periodRange(addDays(to, 1), unit, n);\n      const first = this.calendar.firstTradingDay(nextFrom, addDays(nextTo, 31));\n      return first === null ? NaN : this.dayStart(first);\n    }\n    const last = this.calendar.lastTradingDay(from, to);\n    return last === null ? NaN : this.dayEnd(last);\n  }\n\n  /** Trading day of a bar: on D / W / M charts the last trading day of the chart period. */\n  tradingDay(time: number): DateNum | null {\n    const at = this.calendar.locate(time);\n    if (!at || this.stray(time)) return null;\n    if (this.chart.isdwm) {\n      const { unit, n } = unitOf(this.chart);\n      const [from, to] = this.periodRange(at.date, unit, n);\n      return this.calendar.lastTradingDay(from, to);\n    }\n    return at.date;\n  }\n\n  /**\n   * End of the `timeframe` period that contains `time`: the intraday close, the session end of the day,\n   * or the session end of the last trading day of the period. Used to know whether the last loaded\n   * bar completes a higher-timeframe period (request.security).\n   */\n  periodEnd(time: number, timeframe: string): number {\n    const tf = info(timeframe);\n    const at = this.calendar.locate(time);\n    if (!at) return NaN;\n    if (tf.isintraday) {\n      const [, end] = this.calendar.periods(at.date)[at.index]!;\n      return Math.min(this.timeOf(time, timeframe) + in_seconds(tf.period) * 1000, end);\n    }\n    const { unit, n } = unitOf(tf);\n    const [from, to] = this.periodRange(at.date, unit, n);\n    const last = this.calendar.lastTradingDay(from, to);\n    return last === null ? NaN : this.dayEnd(last);\n  }\n\n  /** PineScript `time_tradingday`: 00:00 UTC of the trading day. */\n  tradingDayTime(time: number): number {\n    const day = this.tradingDay(time);\n    return day === null ? NaN : dateUtcMs(day);\n  }\n\n  /**\n   * Open time of the bar after the bar that opens at `time`, on the trading calendar: the next bar of the session\n   * period, else the start of the next period or trading day; on D / W / M charts the session start of the first\n   * trading day of the next chart period. NaN when none is found within 400 days.\n   */\n  nextBarTime(time: number): number {\n    const at = this.calendar.locate(time);\n    if (!at) return NaN;\n    if (!this.chart.isdwm) {\n      const periods = this.calendar.periods(at.date);\n      const [start, end] = periods[at.index]!;\n      const ms = in_seconds(this.chart.period) * 1000;\n      const next = start + (Math.floor((time - start) / ms) + 1) * ms;\n      if (at.inside && next < end) return next;\n      if (at.index + 1 < periods.length) return periods[at.index + 1]![0];\n      const day = this.calendar.firstTradingDay(addDays(at.date, 1), addDays(at.date, 400));\n      return day === null ? NaN : this.dayStart(day);\n    }\n    const { unit, n } = unitOf(this.chart);\n    const [, to] = this.periodRange(at.date, unit, n);\n    const day = this.calendar.firstTradingDay(addDays(to, 1), addDays(to, 400));\n    return day === null ? NaN : this.dayStart(day);\n  }\n\n  /** An intraday bar that opens after an early close of its day (see TradingCalendar.afterEarlyClose). */\n  stray(time: number): boolean {\n    return !this.chart.isdwm && this.calendar.afterEarlyClose(time);\n  }\n\n  /** True when the bar at `time` is inside the session. */\n  inside(time: number): boolean {\n    return this.calendar.locate(time)?.inside ?? false;\n  }\n\n  /** Session start and end of the trading day of `time`, or null. */\n  dayBounds(time: number): { date: DateNum; start: number; end: number } | null {\n    const at = this.calendar.locate(time);\n    return at ? { date: at.date, start: this.dayStart(at.date), end: this.dayEnd(at.date) } : null;\n  }\n}\n\n/** PineScript `session.*` flags of each bar. */\nexport interface SessionFlags {\n  isfirstbar: boolean[];\n  islastbar: boolean[];\n  ismarket: boolean[];\n  ispremarket: boolean[];\n  ispostmarket: boolean[];\n  isfirstbar_regular: boolean[];\n  islastbar_regular: boolean[];\n}\n\n/**\n * `session.*` flags for bars that open at `times` (in order). `regular` gives the regular trading\n * hours when the bars include extended hours. PineScript rules: flags use the bar open\n * time; first and last bars are per session period (a trading day can have two periods, e.g. after a\n * futures holiday); pre / post market compare with the regular hours of the same trading day; on\n * D / W / M charts every bar is its own session (first, last, market, first and last regular).\n * The first loaded bar is a first bar only when no earlier bar of its period can exist (it opens less than one chart\n * period after the period start). A bar that opens after an early close is in the market hours (the usual hours of\n * its day) but is no last bar.\n */\nexport function sessionFlags(times: number[], bars: SessionBars, regular: SessionBars): SessionFlags {\n  const n = times.length;\n  const flag = () => new Array<boolean>(n).fill(false);\n  const out: SessionFlags = {\n    isfirstbar: flag(), islastbar: flag(), ismarket: flag(), ispremarket: flag(), ispostmarket: flag(),\n    isfirstbar_regular: flag(), islastbar_regular: flag(),\n  };\n  const chart = bars.chart;\n  let previousPeriod = '';\n  let previousRegular = '';\n  for (let i = 0; i < n; i++) {\n    const t = times[i]!;\n    if (chart.isdwm) {\n      for (const k of ['isfirstbar', 'islastbar', 'ismarket', 'isfirstbar_regular', 'islastbar_regular'] as const) out[k][i] = true;\n      continue;\n    }\n    const at = bars.calendar.locate(t);\n    if (!at) {\n      previousPeriod = previousRegular = '';\n      continue;\n    }\n    const close = bars.closeOf(t, chart.period);\n    const [, end] = bars.calendar.periods(at.date)[at.index]!;\n    const period = `${at.date}/${at.index}`;\n    const [start] = bars.calendar.periods(at.date)[at.index]!;\n    const barMs = in_seconds(chart.period) * 1000;\n    // the first loaded bar: a first bar only when no earlier bar of the period can exist\n    out.isfirstbar[i] = i === 0 ? t - start < barMs : period !== previousPeriod;\n    const stray = bars.stray(t);\n    out.islastbar[i] = !stray && close >= end;\n    const regularPeriods = regular.calendar.periods(at.date);\n    const r = regularPeriods.findIndex(([s, e]) => s <= t && t < e);\n    const market = r !== -1;\n    out.ismarket[i] = market || regular.stray(t);\n    if (!market && regularPeriods.length) {\n      out.ispremarket[i] = t < regularPeriods[0]![0];\n      out.ispostmarket[i] = t >= regularPeriods[regularPeriods.length - 1]![1];\n    }\n    const regularPeriod = market ? `${at.date}/${r}` : '';\n    out.isfirstbar_regular[i] = market && (i === 0 ? t - regularPeriods[r]![0] < barMs : regularPeriod !== previousRegular);\n    out.islastbar_regular[i] = market && close >= regularPeriods[r]![1];\n    previousPeriod = period;\n    previousRegular = regularPeriod;\n  }\n  return out;\n}\n"],
-  "mappings": ";;;;;;;;;;;;;;;;;;AAAA;AAAA;AAAA;AAAA;AAAA;AAAA;AAsBA,uBAAqD;AACrD,sBAQO;AAIP,SAAS,OAAO,IAA8C;AAC5D,SAAO,EAAE,MAAM,GAAG,UAAU,MAAM,GAAG,WAAW,MAAM,KAAK,GAAG,GAAG,WAAW;AAC9E;AAEA,MAAM,SAAS,CAAC,SAA0B,KAAK,MAAM,OAAO,GAAK;AAGjE,MAAM,cAAc,CAAC,SAA0B;AAC7C,QAAM,OAAO,OAAO,MAAQ;AAC5B,QAAM,aAAS,2BAAU,IAAI;AAC7B,SAAO,WAAW,OAAO,WAAO,yBAAQ,QAAQ,CAAC;AACnD;AAGO,MAAM,YAAY;AAAA,EAKvB,YACW,UACT,gBACA;AAFS;AAGT,SAAK,YAAQ,uBAAK,cAAc;AAAA,EAClC;AAAA,EAJW;AAAA,EALF;AAAA,EAEQ,WAAW,oBAAI,IAAuB;AAAA;AAAA,EAU/C,cAAc,MAAyB;AAC7C,QAAI,OAAO,KAAK,SAAS,IAAI,IAAI;AACjC,QAAI,CAAC,MAAM;AACT,aAAO,CAAC;AACR,eAAS,OAAO,OAAO,MAAQ,KAAK,OAAO,IAAI,MAAM,MAAM,WAAO,yBAAQ,MAAM,CAAC,GAAG;AAClF,YAAI,KAAK,SAAS,aAAa,IAAI,EAAG,MAAK,KAAK,IAAI;AAAA,MACtD;AACA,WAAK,SAAS,IAAI,MAAM,IAAI;AAAA,IAC9B;AACA,WAAO;AAAA,EACT;AAAA;AAAA;AAAA;AAAA;AAAA,EAMQ,YAAY,MAAe,MAAY,GAA+B;AAC5E,QAAI,SAAS,KAAK;AAChB,UAAI,MAAM,EAAG,QAAO,CAAC,MAAM,IAAI;AAC/B,YAAM,OAAO,KAAK,cAAc,OAAO,IAAI,CAAC;AAC5C,UAAI,IAAI,KAAK,UAAU,CAAC,MAAM,KAAK,IAAI;AACvC,UAAI,MAAM,GAAI,QAAO,KAAK,YAAY,OAAO,IAAI,IAAI,MAAQ,MAAQ,KAAK,MAAM,CAAC;AACjF,WAAK,IAAI;AACT,aAAO,CAAC,KAAK,CAAC,GAAI,KAAK,KAAK,IAAI,IAAI,GAAG,KAAK,MAAM,IAAI,CAAC,CAAE;AAAA,IAC3D;AACA,QAAI,SAAS,KAAK;AAChB,YAAM,aAAS,2BAAU,IAAI;AAC7B,YAAMA,QAAO,OAAO,MAAM;AAC1B,YAAM,QAAQ,YAAYA,KAAI;AAC9B,YAAM,OAAO,YAAYA,QAAO,CAAC;AACjC,YAAM,IAAI,KAAK,WAAO,2BAAU,MAAM,QAAI,2BAAU,KAAK,MAAM,IAAI,MAAW;AAC9E,YAAM,WAAO,yBAAQ,QAAQ,IAAK,IAAI,KAAM,CAAC;AAC7C,YAAM,SAAK,yBAAQ,MAAM,IAAI,IAAI,CAAC;AAClC,aAAO,CAAC,MAAM,KAAK,OAAO,SAAK,yBAAQ,MAAM,EAAE,CAAC;AAAA,IAClD;AACA,UAAM,OAAO,OAAO,IAAI;AACxB,UAAM,QAAQ,KAAK,MAAM,OAAO,GAAG,IAAI;AACvC,UAAM,aAAa,SAAU,QAAQ,KAAK;AAC1C,UAAM,YAAY,KAAK,IAAI,aAAa,IAAI,GAAG,EAAE;AACjD,WAAO,KAAC,4BAAW,OAAO,MAAQ,aAAa,MAAM,CAAC,OAAG,0BAAS,OAAO,MAAQ,YAAY,MAAM,CAAC,CAAC;AAAA,EACvG;AAAA,EAEQ,SAAS,MAAuB;AACtC,WAAO,KAAK,SAAS,QAAQ,IAAI,EAAE,CAAC,EAAG,CAAC;AAAA,EAC1C;AAAA,EAEQ,OAAO,MAAuB;AACpC,UAAM,IAAI,KAAK,SAAS,QAAQ,IAAI;AACpC,WAAO,EAAE,EAAE,SAAS,CAAC,EAAG,CAAC;AAAA,EAC3B;AAAA;AAAA;AAAA;AAAA;AAAA,EAMA,OAAO,MAAc,WAA2B;AAC9C,UAAM,SAAK,uBAAK,SAAS;AACzB,UAAM,KAAK,KAAK,SAAS,OAAO,IAAI;AACpC,QAAI,CAAC,GAAI,QAAO;AAChB,QAAI,GAAG,YAAY;AACjB,UAAI,KAAK,MAAM,MAAO,QAAO;AAC7B,YAAM,CAAC,KAAK,IAAI,KAAK,SAAS,QAAQ,GAAG,IAAI,EAAE,GAAG,KAAK;AACvD,YAAM,SAAK,6BAAW,GAAG,MAAM,IAAI;AACnC,aAAO,QAAQ,KAAK,OAAO,OAAO,SAAS,EAAE,IAAI;AAAA,IACnD;AACA,UAAM,EAAE,MAAM,EAAE,IAAI,OAAO,EAAE;AAC7B,QAAI,SAAS,OAAO,MAAM,KAAK,KAAK,MAAM,IAAI,EAAG,QAAO;AACxD,UAAM,CAAC,MAAM,EAAE,IAAI,KAAK,YAAY,GAAG,MAAM,MAAM,CAAC;AACpD,UAAM,QAAQ,KAAK,SAAS,gBAAgB,MAAM,EAAE;AACpD,WAAO,UAAU,OAAO,MAAM,KAAK,SAAS,KAAK;AAAA,EACnD;AAAA;AAAA,EAGA,QAAQ,MAAc,WAA2B;AAC/C,UAAM,SAAK,uBAAK,SAAS;AACzB,UAAM,KAAK,KAAK,SAAS,OAAO,IAAI;AACpC,QAAI,CAAC,GAAI,QAAO;AAChB,QAAI,GAAG,YAAY;AACjB,YAAM,CAAC,EAAE,GAAG,IAAI,KAAK,SAAS,QAAQ,GAAG,IAAI,EAAE,GAAG,KAAK;AAEvD,UAAI,KAAK,MAAM,MAAO,QAAO;AAC7B,aAAO,KAAK,IAAI,KAAK,OAAO,MAAM,SAAS,QAAI,6BAAW,GAAG,MAAM,IAAI,KAAM,GAAG;AAAA,IAClF;AACA,UAAM,EAAE,MAAM,EAAE,IAAI,OAAO,EAAE;AAC7B,QAAI,SAAS,OAAO,MAAM,KAAK,KAAK,MAAM,IAAI,EAAG,QAAO;AACxD,UAAM,CAAC,MAAM,EAAE,IAAI,KAAK,YAAY,GAAG,MAAM,MAAM,CAAC;AAEpD,QAAI,KAAK,MAAM,eAAe,SAAS,OAAO,IAAI,IAAI;AACpD,YAAM,CAAC,UAAU,MAAM,IAAI,KAAK,gBAAY,yBAAQ,IAAI,CAAC,GAAG,MAAM,CAAC;AACnE,YAAM,QAAQ,KAAK,SAAS,gBAAgB,cAAU,yBAAQ,QAAQ,EAAE,CAAC;AACzE,aAAO,UAAU,OAAO,MAAM,KAAK,SAAS,KAAK;AAAA,IACnD;AACA,UAAM,OAAO,KAAK,SAAS,eAAe,MAAM,EAAE;AAClD,WAAO,SAAS,OAAO,MAAM,KAAK,OAAO,IAAI;AAAA,EAC/C;AAAA;AAAA,EAGA,WAAW,MAA8B;AACvC,UAAM,KAAK,KAAK,SAAS,OAAO,IAAI;AACpC,QAAI,CAAC,MAAM,KAAK,MAAM,IAAI,EAAG,QAAO;AACpC,QAAI,KAAK,MAAM,OAAO;AACpB,YAAM,EAAE,MAAM,EAAE,IAAI,OAAO,KAAK,KAAK;AACrC,YAAM,CAAC,MAAM,EAAE,IAAI,KAAK,YAAY,GAAG,MAAM,MAAM,CAAC;AACpD,aAAO,KAAK,SAAS,eAAe,MAAM,EAAE;AAAA,IAC9C;AACA,WAAO,GAAG;AAAA,EACZ;AAAA;AAAA;AAAA;AAAA;AAAA;AAAA,EAOA,UAAU,MAAc,WAA2B;AACjD,UAAM,SAAK,uBAAK,SAAS;AACzB,UAAM,KAAK,KAAK,SAAS,OAAO,IAAI;AACpC,QAAI,CAAC,GAAI,QAAO;AAChB,QAAI,GAAG,YAAY;AACjB,YAAM,CAAC,EAAE,GAAG,IAAI,KAAK,SAAS,QAAQ,GAAG,IAAI,EAAE,GAAG,KAAK;AACvD,aAAO,KAAK,IAAI,KAAK,OAAO,MAAM,SAAS,QAAI,6BAAW,GAAG,MAAM,IAAI,KAAM,GAAG;AAAA,IAClF;AACA,UAAM,EAAE,MAAM,EAAE,IAAI,OAAO,EAAE;AAC7B,UAAM,CAAC,MAAM,EAAE,IAAI,KAAK,YAAY,GAAG,MAAM,MAAM,CAAC;AACpD,UAAM,OAAO,KAAK,SAAS,eAAe,MAAM,EAAE;AAClD,WAAO,SAAS,OAAO,MAAM,KAAK,OAAO,IAAI;AAAA,EAC/C;AAAA;AAAA,EAGA,eAAe,MAAsB;AACnC,UAAM,MAAM,KAAK,WAAW,IAAI;AAChC,WAAO,QAAQ,OAAO,UAAM,2BAAU,GAAG;AAAA,EAC3C;AAAA;AAAA;AAAA;AAAA;AAAA;AAAA,EAOA,YAAY,MAAsB;AAChC,UAAM,KAAK,KAAK,SAAS,OAAO,IAAI;AACpC,QAAI,CAAC,GAAI,QAAO;AAChB,QAAI,CAAC,KAAK,MAAM,OAAO;AACrB,YAAM,UAAU,KAAK,SAAS,QAAQ,GAAG,IAAI;AAC7C,YAAM,CAAC,OAAO,GAAG,IAAI,QAAQ,GAAG,KAAK;AACrC,YAAM,SAAK,6BAAW,KAAK,MAAM,MAAM,IAAI;AAC3C,YAAM,OAAO,SAAS,KAAK,OAAO,OAAO,SAAS,EAAE,IAAI,KAAK;AAC7D,UAAI,GAAG,UAAU,OAAO,IAAK,QAAO;AACpC,UAAI,GAAG,QAAQ,IAAI,QAAQ,OAAQ,QAAO,QAAQ,GAAG,QAAQ,CAAC,EAAG,CAAC;AAClE,YAAMC,OAAM,KAAK,SAAS,oBAAgB,yBAAQ,GAAG,MAAM,CAAC,OAAG,yBAAQ,GAAG,MAAM,GAAG,CAAC;AACpF,aAAOA,SAAQ,OAAO,MAAM,KAAK,SAASA,IAAG;AAAA,IAC/C;AACA,UAAM,EAAE,MAAM,EAAE,IAAI,OAAO,KAAK,KAAK;AACrC,UAAM,CAAC,EAAE,EAAE,IAAI,KAAK,YAAY,GAAG,MAAM,MAAM,CAAC;AAChD,UAAM,MAAM,KAAK,SAAS,oBAAgB,yBAAQ,IAAI,CAAC,OAAG,yBAAQ,IAAI,GAAG,CAAC;AAC1E,WAAO,QAAQ,OAAO,MAAM,KAAK,SAAS,GAAG;AAAA,EAC/C;AAAA;AAAA,EAGA,MAAM,MAAuB;AAC3B,WAAO,CAAC,KAAK,MAAM,SAAS,KAAK,SAAS,gBAAgB,IAAI;AAAA,EAChE;AAAA;AAAA,EAGA,OAAO,MAAuB;AAC5B,WAAO,KAAK,SAAS,OAAO,IAAI,GAAG,UAAU;AAAA,EAC/C;AAAA;AAAA,EAGA,UAAU,MAAoE;AAC5E,UAAM,KAAK,KAAK,SAAS,OAAO,IAAI;AACpC,WAAO,KAAK,EAAE,MAAM,GAAG,MAAM,OAAO,KAAK,SAAS,GAAG,IAAI,GAAG,KAAK,KAAK,OAAO,GAAG,IAAI,EAAE,IAAI;AAAA,EAC5F;AACF;AAuBO,SAAS,aAAa,OAAiB,MAAmB,SAAoC;AACnG,QAAM,IAAI,MAAM;AAChB,QAAM,OAAO,MAAM,IAAI,MAAe,CAAC,EAAE,KAAK,KAAK;AACnD,QAAM,MAAoB;AAAA,IACxB,YAAY,KAAK;AAAA,IAAG,WAAW,KAAK;AAAA,IAAG,UAAU,KAAK;AAAA,IAAG,aAAa,KAAK;AAAA,IAAG,cAAc,KAAK;AAAA,IACjG,oBAAoB,KAAK;AAAA,IAAG,mBAAmB,KAAK;AAAA,EACtD;AACA,QAAM,QAAQ,KAAK;AACnB,MAAI,iBAAiB;AACrB,MAAI,kBAAkB;AACtB,WAAS,IAAI,GAAG,IAAI,GAAG,KAAK;AAC1B,UAAM,IAAI,MAAM,CAAC;AACjB,QAAI,MAAM,OAAO;AACf,iBAAW,KAAK,CAAC,cAAc,aAAa,YAAY,sBAAsB,mBAAmB,EAAY,KAAI,CAAC,EAAE,CAAC,IAAI;AACzH;AAAA,IACF;AACA,UAAM,KAAK,KAAK,SAAS,OAAO,CAAC;AACjC,QAAI,CAAC,IAAI;AACP,uBAAiB,kBAAkB;AACnC;AAAA,IACF;AACA,UAAM,QAAQ,KAAK,QAAQ,GAAG,MAAM,MAAM;AAC1C,UAAM,CAAC,EAAE,GAAG,IAAI,KAAK,SAAS,QAAQ,GAAG,IAAI,EAAE,GAAG,KAAK;AACvD,UAAM,SAAS,GAAG,GAAG,IAAI,IAAI,GAAG,KAAK;AACrC,UAAM,CAAC,KAAK,IAAI,KAAK,SAAS,QAAQ,GAAG,IAAI,EAAE,GAAG,KAAK;AACvD,UAAM,YAAQ,6BAAW,MAAM,MAAM,IAAI;AAEzC,QAAI,WAAW,CAAC,IAAI,MAAM,IAAI,IAAI,QAAQ,QAAQ,WAAW;AAC7D,UAAM,QAAQ,KAAK,MAAM,CAAC;AAC1B,QAAI,UAAU,CAAC,IAAI,CAAC,SAAS,SAAS;AACtC,UAAM,iBAAiB,QAAQ,SAAS,QAAQ,GAAG,IAAI;AACvD,UAAM,IAAI,eAAe,UAAU,CAAC,CAAC,GAAG,CAAC,MAAM,KAAK,KAAK,IAAI,CAAC;AAC9D,UAAM,SAAS,MAAM;AACrB,QAAI,SAAS,CAAC,IAAI,UAAU,QAAQ,MAAM,CAAC;AAC3C,QAAI,CAAC,UAAU,eAAe,QAAQ;AACpC,UAAI,YAAY,CAAC,IAAI,IAAI,eAAe,CAAC,EAAG,CAAC;AAC7C,UAAI,aAAa,CAAC,IAAI,KAAK,eAAe,eAAe,SAAS,CAAC,EAAG,CAAC;AAAA,IACzE;AACA,UAAM,gBAAgB,SAAS,GAAG,GAAG,IAAI,IAAI,CAAC,KAAK;AACnD,QAAI,mBAAmB,CAAC,IAAI,WAAW,MAAM,IAAI,IAAI,eAAe,CAAC,EAAG,CAAC,IAAI,QAAQ,kBAAkB;AACvG,QAAI,kBAAkB,CAAC,IAAI,UAAU,SAAS,eAAe,CAAC,EAAG,CAAC;AAClE,qBAAiB;AACjB,sBAAkB;AAAA,EACpB;AACA,SAAO;AACT;",
+  "sourcesContent": ["/**\n * PineScript values that depend on the chart timeframe and the symbol session (issue #100):\n * `time(tf)`, `time_close(tf)`, `timeframe.change(tf)`, `time_tradingday`, `session.*`.\n * PineScript rules:\n *\n * - intraday periods are aligned on the start of the session period of the trading day: 240 minutes from\n *   09:30 gives 09:30, 13:30; `time(tf)` is the start of the period that contains the bar open\n * - \"D\" is the session start of the trading day; \"W\" / \"M\" the session start of the first trading day\n *   of the week (Monday to Sunday) / month\n * - intraday closes are cut at the end of the session period; the \"D\" close is the session end\n * - on intraday charts the \"W\" / \"M\" (and \"nD\") close is the session start of the next period's first\n *   trading day; on D / W / M charts it is the session end of the last trading day of the week / month\n * - on D / W / M charts, intraday timeframes give the chart bar's time, and the end of the session\n *   period that contains the bar open as close\n * - `time_tradingday` is 00:00 UTC of the trading day (on W / M charts, of the last trading day)\n *\n * Multipliers above one day (issue #100 follow-up): periods restart each\n * calendar year. \"nD\" groups n trading days from the first trading day of the year; \"nW\" groups n weeks from\n * the first week whose Monday is in the year; \"nM\" groups n months from January. The last group of a year\n * can be shorter.\n */\n\nimport { info, in_seconds, type TimeframeInfo } from '../timeframe/index.js';\nimport {\n  TradingCalendar,\n  addDays,\n  dateUtcMs,\n  monthEnd,\n  monthStart,\n  weekStart,\n  type DateNum,\n} from './calendar.js';\n\ntype Unit = 'D' | 'W' | 'M';\n\nfunction unitOf(tf: TimeframeInfo): { unit: Unit; n: number } {\n  return { unit: tf.isdaily ? 'D' : tf.isweekly ? 'W' : 'M', n: tf.multiplier };\n}\n\nconst yearOf = (date: DateNum): number => Math.floor(date / 10000);\n\n/** Monday of the first week of `year` (the first Monday on or after 1 January). */\nconst firstMonday = (year: number): DateNum => {\n  const jan1 = year * 10000 + 101;\n  const monday = weekStart(jan1);\n  return monday === jan1 ? jan1 : addDays(monday, 7);\n};\n\n/** Values of the bars of one chart, for a trading calendar. */\nexport class SessionBars {\n  readonly chart: TimeframeInfo;\n\n  private readonly yearDays = new Map<number, DateNum[]>();\n\n  constructor(\n    readonly calendar: TradingCalendar,\n    chartTimeframe: string\n  ) {\n    this.chart = info(chartTimeframe);\n  }\n\n  /** Trading days of a calendar year, in order. */\n  private tradingDaysOf(year: number): DateNum[] {\n    let days = this.yearDays.get(year);\n    if (!days) {\n      days = [];\n      for (let date = year * 10000 + 101; yearOf(date) === year; date = addDays(date, 1)) {\n        if (this.calendar.isTradingDay(date)) days.push(date);\n      }\n      this.yearDays.set(year, days);\n    }\n    return days;\n  }\n\n  /**\n   * Dates [from, to] of the `n`-`unit` period that contains `date` (for \"D\": its first and last trading days).\n   * Periods restart each calendar year.\n   */\n  private periodRange(date: DateNum, unit: Unit, n: number): [DateNum, DateNum] {\n    if (unit === 'D') {\n      if (n === 1) return [date, date];\n      const days = this.tradingDaysOf(yearOf(date));\n      let k = days.findIndex((d) => d >= date);\n      if (k === -1) return this.periodRange(yearOf(date) * 10000 + 10000 + 101, unit, n);\n      k -= k % n;\n      return [days[k]!, days[Math.min(k + n, days.length) - 1]!];\n    }\n    if (unit === 'W') {\n      const monday = weekStart(date);\n      const year = yearOf(monday);\n      const first = firstMonday(year);\n      const next = firstMonday(year + 1);\n      const k = Math.round((dateUtcMs(monday) - dateUtcMs(first)) / (7 * 86_400_000));\n      const from = addDays(first, (k - (k % n)) * 7);\n      const to = addDays(from, n * 7 - 1);\n      return [from, to < next ? to : addDays(next, -1)];\n    }\n    const year = yearOf(date);\n    const month = Math.floor(date / 100) % 100;\n    const firstMonth = month - ((month - 1) % n);\n    const lastMonth = Math.min(firstMonth + n - 1, 12);\n    return [monthStart(year * 10000 + firstMonth * 100 + 1), monthEnd(year * 10000 + lastMonth * 100 + 1)];\n  }\n\n  private dayStart(date: DateNum): number {\n    return this.calendar.periods(date)[0]![0];\n  }\n\n  private dayEnd(date: DateNum): number {\n    const p = this.calendar.periods(date);\n    return p[p.length - 1]![1];\n  }\n\n  /**\n   * PineScript `time(tf)` for a bar that opens at `time`; NaN when no trading day is found. An intraday bar that\n   * opens after an early close has no day and no intraday period: `time(\"D\")`, `time(\"240\")` and `time(\"60\")` are\n   * NaN on it (measured; `time(\"W\")` keeps its value).\n   */\n  timeOf(time: number, timeframe: string): number {\n    const tf = info(timeframe);\n    const at = this.calendar.locate(time);\n    if (!at) return NaN;\n    if (tf.isintraday) {\n      if (this.chart.isdwm) return time;\n      // a bar after an early close has no intraday period either (#173)\n      if (this.stray(time)) return NaN;\n      const [start] = this.calendar.periods(at.date)[at.index]!;\n      const ms = in_seconds(tf.period) * 1000;\n      return start + Math.floor((time - start) / ms) * ms;\n    }\n    const { unit, n } = unitOf(tf);\n    if (unit === 'D' && n === 1 && this.stray(time)) return NaN;\n    const [from, to] = this.periodRange(at.date, unit, n);\n    const first = this.calendar.firstTradingDay(from, to);\n    return first === null ? NaN : this.dayStart(first);\n  }\n\n  /** PineScript `time_close(tf)` for a bar that opens at `time`. */\n  closeOf(time: number, timeframe: string): number {\n    const tf = info(timeframe);\n    const at = this.calendar.locate(time);\n    if (!at) return NaN;\n    if (tf.isintraday) {\n      const [, end] = this.calendar.periods(at.date)[at.index]!;\n      // on D / W / M charts: the end of the session period that contains the bar open\n      if (this.chart.isdwm) return end;\n      if (this.stray(time)) return NaN;\n      return Math.min(this.timeOf(time, timeframe) + in_seconds(tf.period) * 1000, end);\n    }\n    const { unit, n } = unitOf(tf);\n    if (unit === 'D' && n === 1 && this.stray(time)) return NaN;\n    const [from, to] = this.periodRange(at.date, unit, n);\n    // intraday charts: the start of the next period, except \"1D\" (the session end)\n    if (this.chart.isintraday && (unit !== 'D' || n > 1)) {\n      const [nextFrom, nextTo] = this.periodRange(addDays(to, 1), unit, n);\n      const first = this.calendar.firstTradingDay(nextFrom, addDays(nextTo, 31));\n      return first === null ? NaN : this.dayStart(first);\n    }\n    const last = this.calendar.lastTradingDay(from, to);\n    return last === null ? NaN : this.dayEnd(last);\n  }\n\n  /** Trading day of a bar: on D / W / M charts the last trading day of the chart period. */\n  tradingDay(time: number): DateNum | null {\n    const at = this.calendar.locate(time);\n    if (!at || this.stray(time)) return null;\n    if (this.chart.isdwm) {\n      const { unit, n } = unitOf(this.chart);\n      const [from, to] = this.periodRange(at.date, unit, n);\n      return this.calendar.lastTradingDay(from, to);\n    }\n    return at.date;\n  }\n\n  /**\n   * End of the `timeframe` period that contains `time`: the intraday close, the session end of the day,\n   * or the session end of the last trading day of the period. Used to know whether the last loaded\n   * bar completes a higher-timeframe period (request.security).\n   */\n  periodEnd(time: number, timeframe: string): number {\n    const tf = info(timeframe);\n    const at = this.calendar.locate(time);\n    if (!at) return NaN;\n    if (tf.isintraday) {\n      const [, end] = this.calendar.periods(at.date)[at.index]!;\n      return Math.min(this.timeOf(time, timeframe) + in_seconds(tf.period) * 1000, end);\n    }\n    const { unit, n } = unitOf(tf);\n    const [from, to] = this.periodRange(at.date, unit, n);\n    const last = this.calendar.lastTradingDay(from, to);\n    return last === null ? NaN : this.dayEnd(last);\n  }\n\n  /** PineScript `time_tradingday`: 00:00 UTC of the trading day. */\n  tradingDayTime(time: number): number {\n    const day = this.tradingDay(time);\n    return day === null ? NaN : dateUtcMs(day);\n  }\n\n  /**\n   * Open time of the bar after the bar that opens at `time`, on the trading calendar: the next bar of the session\n   * period, else the start of the next period or trading day; on D / W / M charts the session start of the first\n   * trading day of the next chart period. NaN when none is found within 400 days.\n   */\n  nextBarTime(time: number): number {\n    const at = this.calendar.locate(time);\n    if (!at) return NaN;\n    if (!this.chart.isdwm) {\n      const periods = this.calendar.periods(at.date);\n      const [start, end] = periods[at.index]!;\n      const ms = in_seconds(this.chart.period) * 1000;\n      const next = start + (Math.floor((time - start) / ms) + 1) * ms;\n      if (at.inside && next < end) return next;\n      if (at.index + 1 < periods.length) return periods[at.index + 1]![0];\n      const day = this.calendar.firstTradingDay(addDays(at.date, 1), addDays(at.date, 400));\n      return day === null ? NaN : this.dayStart(day);\n    }\n    const { unit, n } = unitOf(this.chart);\n    const [, to] = this.periodRange(at.date, unit, n);\n    const day = this.calendar.firstTradingDay(addDays(to, 1), addDays(to, 400));\n    return day === null ? NaN : this.dayStart(day);\n  }\n\n  /** An intraday bar that opens after an early close of its day (see TradingCalendar.afterEarlyClose). */\n  stray(time: number): boolean {\n    return !this.chart.isdwm && this.calendar.afterEarlyClose(time);\n  }\n\n  /** True when the bar at `time` is inside the session. */\n  inside(time: number): boolean {\n    return this.calendar.locate(time)?.inside ?? false;\n  }\n\n  /** Session start and end of the trading day of `time`, or null. */\n  dayBounds(time: number): { date: DateNum; start: number; end: number } | null {\n    const at = this.calendar.locate(time);\n    return at ? { date: at.date, start: this.dayStart(at.date), end: this.dayEnd(at.date) } : null;\n  }\n}\n\n/**\n * Periods of the chart bars that open after an early close, for `request.security` (#173): such a bar has no period\n * (`time(\"D\")` and `time(\"240\")` are na on it), but PineScript resamples it into the D / W / M bar of the bar before\n * it, and into an intraday bar of its own (opening at the bar's time). The bar before it still completes its period\n * (its day period is cut there). `intradayMs` is the duration of an intraday timeframe, null for D / W / M.\n * Changes `starts` and `dayPeriods` in place.\n */\nexport function strayPeriods(starts: number[], dayPeriods: number[], times: number[], bars: SessionBars, intradayMs: number | null): void {\n  for (let i = 1; i < starts.length; i++) {\n    if (!bars.stray(times[i]!)) continue;\n    if (Number.isNaN(starts[i]!)) {\n      // intraday: periods of `intradayMs` from the first such bar (\"240\": 18:30 and 20:30 are one bar)\n      const run = Number.isNaN(dayPeriods[i - 1]!) && times[i]! < starts[i - 1]! + (intradayMs ?? 0);\n      starts[i] = intradayMs === null || run ? starts[i - 1]! : times[i]!;\n    }\n    dayPeriods[i] = NaN;\n  }\n}\n\n/** PineScript `session.*` flags of each bar. */\nexport interface SessionFlags {\n  isfirstbar: boolean[];\n  islastbar: boolean[];\n  ismarket: boolean[];\n  ispremarket: boolean[];\n  ispostmarket: boolean[];\n  isfirstbar_regular: boolean[];\n  islastbar_regular: boolean[];\n}\n\n/**\n * `session.*` flags for bars that open at `times` (in order). `regular` gives the regular trading\n * hours when the bars include extended hours. PineScript rules: flags use the bar open\n * time; first and last bars are per session period (a trading day can have two periods, e.g. after a\n * futures holiday); pre / post market compare with the regular hours of the same trading day; on\n * D / W / M charts every bar is its own session (first, last, market, first and last regular).\n * The first loaded bar is a first bar only when no earlier bar of its period can exist (it opens less than one chart\n * period after the period start). A bar that opens after an early close is in the market hours (the usual hours of\n * its day) but is no last bar.\n */\nexport function sessionFlags(times: number[], bars: SessionBars, regular: SessionBars): SessionFlags {\n  const n = times.length;\n  const flag = () => new Array<boolean>(n).fill(false);\n  const out: SessionFlags = {\n    isfirstbar: flag(), islastbar: flag(), ismarket: flag(), ispremarket: flag(), ispostmarket: flag(),\n    isfirstbar_regular: flag(), islastbar_regular: flag(),\n  };\n  const chart = bars.chart;\n  let previousPeriod = '';\n  let previousRegular = '';\n  for (let i = 0; i < n; i++) {\n    const t = times[i]!;\n    if (chart.isdwm) {\n      for (const k of ['isfirstbar', 'islastbar', 'ismarket', 'isfirstbar_regular', 'islastbar_regular'] as const) out[k][i] = true;\n      continue;\n    }\n    const at = bars.calendar.locate(t);\n    if (!at) {\n      previousPeriod = previousRegular = '';\n      continue;\n    }\n    const close = bars.closeOf(t, chart.period);\n    const [, end] = bars.calendar.periods(at.date)[at.index]!;\n    const period = `${at.date}/${at.index}`;\n    const [start] = bars.calendar.periods(at.date)[at.index]!;\n    const barMs = in_seconds(chart.period) * 1000;\n    // the first loaded bar: a first bar only when no earlier bar of the period can exist\n    out.isfirstbar[i] = i === 0 ? t - start < barMs : period !== previousPeriod;\n    const stray = bars.stray(t);\n    out.islastbar[i] = !stray && close >= end;\n    const regularPeriods = regular.calendar.periods(at.date);\n    const r = regularPeriods.findIndex(([s, e]) => s <= t && t < e);\n    const market = r !== -1;\n    out.ismarket[i] = market || regular.stray(t);\n    if (!market && regularPeriods.length) {\n      out.ispremarket[i] = t < regularPeriods[0]![0];\n      out.ispostmarket[i] = t >= regularPeriods[regularPeriods.length - 1]![1];\n    }\n    const regularPeriod = market ? `${at.date}/${r}` : '';\n    out.isfirstbar_regular[i] = market && (i === 0 ? t - regularPeriods[r]![0] < barMs : regularPeriod !== previousRegular);\n    out.islastbar_regular[i] = market && close >= regularPeriods[r]![1];\n    previousPeriod = period;\n    previousRegular = regularPeriod;\n  }\n  return out;\n}\n"],
+  "mappings": ";;;;;;;;;;;;;;;;;;AAAA;AAAA;AAAA;AAAA;AAAA;AAAA;AAAA;AAsBA,uBAAqD;AACrD,sBAQO;AAIP,SAAS,OAAO,IAA8C;AAC5D,SAAO,EAAE,MAAM,GAAG,UAAU,MAAM,GAAG,WAAW,MAAM,KAAK,GAAG,GAAG,WAAW;AAC9E;AAEA,MAAM,SAAS,CAAC,SAA0B,KAAK,MAAM,OAAO,GAAK;AAGjE,MAAM,cAAc,CAAC,SAA0B;AAC7C,QAAM,OAAO,OAAO,MAAQ;AAC5B,QAAM,aAAS,2BAAU,IAAI;AAC7B,SAAO,WAAW,OAAO,WAAO,yBAAQ,QAAQ,CAAC;AACnD;AAGO,MAAM,YAAY;AAAA,EAKvB,YACW,UACT,gBACA;AAFS;AAGT,SAAK,YAAQ,uBAAK,cAAc;AAAA,EAClC;AAAA,EAJW;AAAA,EALF;AAAA,EAEQ,WAAW,oBAAI,IAAuB;AAAA;AAAA,EAU/C,cAAc,MAAyB;AAC7C,QAAI,OAAO,KAAK,SAAS,IAAI,IAAI;AACjC,QAAI,CAAC,MAAM;AACT,aAAO,CAAC;AACR,eAAS,OAAO,OAAO,MAAQ,KAAK,OAAO,IAAI,MAAM,MAAM,WAAO,yBAAQ,MAAM,CAAC,GAAG;AAClF,YAAI,KAAK,SAAS,aAAa,IAAI,EAAG,MAAK,KAAK,IAAI;AAAA,MACtD;AACA,WAAK,SAAS,IAAI,MAAM,IAAI;AAAA,IAC9B;AACA,WAAO;AAAA,EACT;AAAA;AAAA;AAAA;AAAA;AAAA,EAMQ,YAAY,MAAe,MAAY,GAA+B;AAC5E,QAAI,SAAS,KAAK;AAChB,UAAI,MAAM,EAAG,QAAO,CAAC,MAAM,IAAI;AAC/B,YAAM,OAAO,KAAK,cAAc,OAAO,IAAI,CAAC;AAC5C,UAAI,IAAI,KAAK,UAAU,CAAC,MAAM,KAAK,IAAI;AACvC,UAAI,MAAM,GAAI,QAAO,KAAK,YAAY,OAAO,IAAI,IAAI,MAAQ,MAAQ,KAAK,MAAM,CAAC;AACjF,WAAK,IAAI;AACT,aAAO,CAAC,KAAK,CAAC,GAAI,KAAK,KAAK,IAAI,IAAI,GAAG,KAAK,MAAM,IAAI,CAAC,CAAE;AAAA,IAC3D;AACA,QAAI,SAAS,KAAK;AAChB,YAAM,aAAS,2BAAU,IAAI;AAC7B,YAAMA,QAAO,OAAO,MAAM;AAC1B,YAAM,QAAQ,YAAYA,KAAI;AAC9B,YAAM,OAAO,YAAYA,QAAO,CAAC;AACjC,YAAM,IAAI,KAAK,WAAO,2BAAU,MAAM,QAAI,2BAAU,KAAK,MAAM,IAAI,MAAW;AAC9E,YAAM,WAAO,yBAAQ,QAAQ,IAAK,IAAI,KAAM,CAAC;AAC7C,YAAM,SAAK,yBAAQ,MAAM,IAAI,IAAI,CAAC;AAClC,aAAO,CAAC,MAAM,KAAK,OAAO,SAAK,yBAAQ,MAAM,EAAE,CAAC;AAAA,IAClD;AACA,UAAM,OAAO,OAAO,IAAI;AACxB,UAAM,QAAQ,KAAK,MAAM,OAAO,GAAG,IAAI;AACvC,UAAM,aAAa,SAAU,QAAQ,KAAK;AAC1C,UAAM,YAAY,KAAK,IAAI,aAAa,IAAI,GAAG,EAAE;AACjD,WAAO,KAAC,4BAAW,OAAO,MAAQ,aAAa,MAAM,CAAC,OAAG,0BAAS,OAAO,MAAQ,YAAY,MAAM,CAAC,CAAC;AAAA,EACvG;AAAA,EAEQ,SAAS,MAAuB;AACtC,WAAO,KAAK,SAAS,QAAQ,IAAI,EAAE,CAAC,EAAG,CAAC;AAAA,EAC1C;AAAA,EAEQ,OAAO,MAAuB;AACpC,UAAM,IAAI,KAAK,SAAS,QAAQ,IAAI;AACpC,WAAO,EAAE,EAAE,SAAS,CAAC,EAAG,CAAC;AAAA,EAC3B;AAAA;AAAA;AAAA;AAAA;AAAA;AAAA,EAOA,OAAO,MAAc,WAA2B;AAC9C,UAAM,SAAK,uBAAK,SAAS;AACzB,UAAM,KAAK,KAAK,SAAS,OAAO,IAAI;AACpC,QAAI,CAAC,GAAI,QAAO;AAChB,QAAI,GAAG,YAAY;AACjB,UAAI,KAAK,MAAM,MAAO,QAAO;AAE7B,UAAI,KAAK,MAAM,IAAI,EAAG,QAAO;AAC7B,YAAM,CAAC,KAAK,IAAI,KAAK,SAAS,QAAQ,GAAG,IAAI,EAAE,GAAG,KAAK;AACvD,YAAM,SAAK,6BAAW,GAAG,MAAM,IAAI;AACnC,aAAO,QAAQ,KAAK,OAAO,OAAO,SAAS,EAAE,IAAI;AAAA,IACnD;AACA,UAAM,EAAE,MAAM,EAAE,IAAI,OAAO,EAAE;AAC7B,QAAI,SAAS,OAAO,MAAM,KAAK,KAAK,MAAM,IAAI,EAAG,QAAO;AACxD,UAAM,CAAC,MAAM,EAAE,IAAI,KAAK,YAAY,GAAG,MAAM,MAAM,CAAC;AACpD,UAAM,QAAQ,KAAK,SAAS,gBAAgB,MAAM,EAAE;AACpD,WAAO,UAAU,OAAO,MAAM,KAAK,SAAS,KAAK;AAAA,EACnD;AAAA;AAAA,EAGA,QAAQ,MAAc,WAA2B;AAC/C,UAAM,SAAK,uBAAK,SAAS;AACzB,UAAM,KAAK,KAAK,SAAS,OAAO,IAAI;AACpC,QAAI,CAAC,GAAI,QAAO;AAChB,QAAI,GAAG,YAAY;AACjB,YAAM,CAAC,EAAE,GAAG,IAAI,KAAK,SAAS,QAAQ,GAAG,IAAI,EAAE,GAAG,KAAK;AAEvD,UAAI,KAAK,MAAM,MAAO,QAAO;AAC7B,UAAI,KAAK,MAAM,IAAI,EAAG,QAAO;AAC7B,aAAO,KAAK,IAAI,KAAK,OAAO,MAAM,SAAS,QAAI,6BAAW,GAAG,MAAM,IAAI,KAAM,GAAG;AAAA,IAClF;AACA,UAAM,EAAE,MAAM,EAAE,IAAI,OAAO,EAAE;AAC7B,QAAI,SAAS,OAAO,MAAM,KAAK,KAAK,MAAM,IAAI,EAAG,QAAO;AACxD,UAAM,CAAC,MAAM,EAAE,IAAI,KAAK,YAAY,GAAG,MAAM,MAAM,CAAC;AAEpD,QAAI,KAAK,MAAM,eAAe,SAAS,OAAO,IAAI,IAAI;AACpD,YAAM,CAAC,UAAU,MAAM,IAAI,KAAK,gBAAY,yBAAQ,IAAI,CAAC,GAAG,MAAM,CAAC;AACnE,YAAM,QAAQ,KAAK,SAAS,gBAAgB,cAAU,yBAAQ,QAAQ,EAAE,CAAC;AACzE,aAAO,UAAU,OAAO,MAAM,KAAK,SAAS,KAAK;AAAA,IACnD;AACA,UAAM,OAAO,KAAK,SAAS,eAAe,MAAM,EAAE;AAClD,WAAO,SAAS,OAAO,MAAM,KAAK,OAAO,IAAI;AAAA,EAC/C;AAAA;AAAA,EAGA,WAAW,MAA8B;AACvC,UAAM,KAAK,KAAK,SAAS,OAAO,IAAI;AACpC,QAAI,CAAC,MAAM,KAAK,MAAM,IAAI,EAAG,QAAO;AACpC,QAAI,KAAK,MAAM,OAAO;AACpB,YAAM,EAAE,MAAM,EAAE,IAAI,OAAO,KAAK,KAAK;AACrC,YAAM,CAAC,MAAM,EAAE,IAAI,KAAK,YAAY,GAAG,MAAM,MAAM,CAAC;AACpD,aAAO,KAAK,SAAS,eAAe,MAAM,EAAE;AAAA,IAC9C;AACA,WAAO,GAAG;AAAA,EACZ;AAAA;AAAA;AAAA;AAAA;AAAA;AAAA,EAOA,UAAU,MAAc,WAA2B;AACjD,UAAM,SAAK,uBAAK,SAAS;AACzB,UAAM,KAAK,KAAK,SAAS,OAAO,IAAI;AACpC,QAAI,CAAC,GAAI,QAAO;AAChB,QAAI,GAAG,YAAY;AACjB,YAAM,CAAC,EAAE,GAAG,IAAI,KAAK,SAAS,QAAQ,GAAG,IAAI,EAAE,GAAG,KAAK;AACvD,aAAO,KAAK,IAAI,KAAK,OAAO,MAAM,SAAS,QAAI,6BAAW,GAAG,MAAM,IAAI,KAAM,GAAG;AAAA,IAClF;AACA,UAAM,EAAE,MAAM,EAAE,IAAI,OAAO,EAAE;AAC7B,UAAM,CAAC,MAAM,EAAE,IAAI,KAAK,YAAY,GAAG,MAAM,MAAM,CAAC;AACpD,UAAM,OAAO,KAAK,SAAS,eAAe,MAAM,EAAE;AAClD,WAAO,SAAS,OAAO,MAAM,KAAK,OAAO,IAAI;AAAA,EAC/C;AAAA;AAAA,EAGA,eAAe,MAAsB;AACnC,UAAM,MAAM,KAAK,WAAW,IAAI;AAChC,WAAO,QAAQ,OAAO,UAAM,2BAAU,GAAG;AAAA,EAC3C;AAAA;AAAA;AAAA;AAAA;AAAA;AAAA,EAOA,YAAY,MAAsB;AAChC,UAAM,KAAK,KAAK,SAAS,OAAO,IAAI;AACpC,QAAI,CAAC,GAAI,QAAO;AAChB,QAAI,CAAC,KAAK,MAAM,OAAO;AACrB,YAAM,UAAU,KAAK,SAAS,QAAQ,GAAG,IAAI;AAC7C,YAAM,CAAC,OAAO,GAAG,IAAI,QAAQ,GAAG,KAAK;AACrC,YAAM,SAAK,6BAAW,KAAK,MAAM,MAAM,IAAI;AAC3C,YAAM,OAAO,SAAS,KAAK,OAAO,OAAO,SAAS,EAAE,IAAI,KAAK;AAC7D,UAAI,GAAG,UAAU,OAAO,IAAK,QAAO;AACpC,UAAI,GAAG,QAAQ,IAAI,QAAQ,OAAQ,QAAO,QAAQ,GAAG,QAAQ,CAAC,EAAG,CAAC;AAClE,YAAMC,OAAM,KAAK,SAAS,oBAAgB,yBAAQ,GAAG,MAAM,CAAC,OAAG,yBAAQ,GAAG,MAAM,GAAG,CAAC;AACpF,aAAOA,SAAQ,OAAO,MAAM,KAAK,SAASA,IAAG;AAAA,IAC/C;AACA,UAAM,EAAE,MAAM,EAAE,IAAI,OAAO,KAAK,KAAK;AACrC,UAAM,CAAC,EAAE,EAAE,IAAI,KAAK,YAAY,GAAG,MAAM,MAAM,CAAC;AAChD,UAAM,MAAM,KAAK,SAAS,oBAAgB,yBAAQ,IAAI,CAAC,OAAG,yBAAQ,IAAI,GAAG,CAAC;AAC1E,WAAO,QAAQ,OAAO,MAAM,KAAK,SAAS,GAAG;AAAA,EAC/C;AAAA;AAAA,EAGA,MAAM,MAAuB;AAC3B,WAAO,CAAC,KAAK,MAAM,SAAS,KAAK,SAAS,gBAAgB,IAAI;AAAA,EAChE;AAAA;AAAA,EAGA,OAAO,MAAuB;AAC5B,WAAO,KAAK,SAAS,OAAO,IAAI,GAAG,UAAU;AAAA,EAC/C;AAAA;AAAA,EAGA,UAAU,MAAoE;AAC5E,UAAM,KAAK,KAAK,SAAS,OAAO,IAAI;AACpC,WAAO,KAAK,EAAE,MAAM,GAAG,MAAM,OAAO,KAAK,SAAS,GAAG,IAAI,GAAG,KAAK,KAAK,OAAO,GAAG,IAAI,EAAE,IAAI;AAAA,EAC5F;AACF;AASO,SAAS,aAAa,QAAkB,YAAsB,OAAiB,MAAmB,YAAiC;AACxI,WAAS,IAAI,GAAG,IAAI,OAAO,QAAQ,KAAK;AACtC,QAAI,CAAC,KAAK,MAAM,MAAM,CAAC,CAAE,EAAG;AAC5B,QAAI,OAAO,MAAM,OAAO,CAAC,CAAE,GAAG;AAE5B,YAAM,MAAM,OAAO,MAAM,WAAW,IAAI,CAAC,CAAE,KAAK,MAAM,CAAC,IAAK,OAAO,IAAI,CAAC,KAAM,cAAc;AAC5F,aAAO,CAAC,IAAI,eAAe,QAAQ,MAAM,OAAO,IAAI,CAAC,IAAK,MAAM,CAAC;AAAA,IACnE;AACA,eAAW,CAAC,IAAI;AAAA,EAClB;AACF;AAuBO,SAAS,aAAa,OAAiB,MAAmB,SAAoC;AACnG,QAAM,IAAI,MAAM;AAChB,QAAM,OAAO,MAAM,IAAI,MAAe,CAAC,EAAE,KAAK,KAAK;AACnD,QAAM,MAAoB;AAAA,IACxB,YAAY,KAAK;AAAA,IAAG,WAAW,KAAK;AAAA,IAAG,UAAU,KAAK;AAAA,IAAG,aAAa,KAAK;AAAA,IAAG,cAAc,KAAK;AAAA,IACjG,oBAAoB,KAAK;AAAA,IAAG,mBAAmB,KAAK;AAAA,EACtD;AACA,QAAM,QAAQ,KAAK;AACnB,MAAI,iBAAiB;AACrB,MAAI,kBAAkB;AACtB,WAAS,IAAI,GAAG,IAAI,GAAG,KAAK;AAC1B,UAAM,IAAI,MAAM,CAAC;AACjB,QAAI,MAAM,OAAO;AACf,iBAAW,KAAK,CAAC,cAAc,aAAa,YAAY,sBAAsB,mBAAmB,EAAY,KAAI,CAAC,EAAE,CAAC,IAAI;AACzH;AAAA,IACF;AACA,UAAM,KAAK,KAAK,SAAS,OAAO,CAAC;AACjC,QAAI,CAAC,IAAI;AACP,uBAAiB,kBAAkB;AACnC;AAAA,IACF;AACA,UAAM,QAAQ,KAAK,QAAQ,GAAG,MAAM,MAAM;AAC1C,UAAM,CAAC,EAAE,GAAG,IAAI,KAAK,SAAS,QAAQ,GAAG,IAAI,EAAE,GAAG,KAAK;AACvD,UAAM,SAAS,GAAG,GAAG,IAAI,IAAI,GAAG,KAAK;AACrC,UAAM,CAAC,KAAK,IAAI,KAAK,SAAS,QAAQ,GAAG,IAAI,EAAE,GAAG,KAAK;AACvD,UAAM,YAAQ,6BAAW,MAAM,MAAM,IAAI;AAEzC,QAAI,WAAW,CAAC,IAAI,MAAM,IAAI,IAAI,QAAQ,QAAQ,WAAW;AAC7D,UAAM,QAAQ,KAAK,MAAM,CAAC;AAC1B,QAAI,UAAU,CAAC,IAAI,CAAC,SAAS,SAAS;AACtC,UAAM,iBAAiB,QAAQ,SAAS,QAAQ,GAAG,IAAI;AACvD,UAAM,IAAI,eAAe,UAAU,CAAC,CAAC,GAAG,CAAC,MAAM,KAAK,KAAK,IAAI,CAAC;AAC9D,UAAM,SAAS,MAAM;AACrB,QAAI,SAAS,CAAC,IAAI,UAAU,QAAQ,MAAM,CAAC;AAC3C,QAAI,CAAC,UAAU,eAAe,QAAQ;AACpC,UAAI,YAAY,CAAC,IAAI,IAAI,eAAe,CAAC,EAAG,CAAC;AAC7C,UAAI,aAAa,CAAC,IAAI,KAAK,eAAe,eAAe,SAAS,CAAC,EAAG,CAAC;AAAA,IACzE;AACA,UAAM,gBAAgB,SAAS,GAAG,GAAG,IAAI,IAAI,CAAC,KAAK;AACnD,QAAI,mBAAmB,CAAC,IAAI,WAAW,MAAM,IAAI,IAAI,eAAe,CAAC,EAAG,CAAC,IAAI,QAAQ,kBAAkB;AACvG,QAAI,kBAAkB,CAAC,IAAI,UAAU,SAAS,eAAe,CAAC,EAAG,CAAC;AAClE,qBAAiB;AACjB,sBAAkB;AAAA,EACpB;AACA,SAAO;AACT;",
   "names": ["year", "day"]
 }

package/dist/cjs/session/calendar.d.ts

@@ -41,12 +41,15 @@ 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;

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

@@ -1 +1 @@
-{"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;AAiE/B,4EAA4E;AAC5E,qBAAa,eAAe;IAYxB,QAAQ,CAAC,QAAQ,EAAE,MAAM;IAX3B,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;IAErE;;;;OAIG;gBAEQ,QAAQ,EAAE,MAAM,EACzB,IAAI,EAAE,WAAW,EACjB,IAAI,GAAE,QAAQ,GAAG,MAAiB;IAmBpC,iGAAiG;IACjG,OAAO,CAAC,IAAI,EAAE,OAAO,GAAG,KAAK,CAAC,CAAC,MAAM,EAAE,MAAM,CAAC,CAAC;IAuB/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"}
+{"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/cjs/session/calendar.js

@@ -65,8 +65,8 @@ function pineVersion(text, from) {
   const ranges = (0, import_session.parsePineSession)(text);
   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) {
-    const period = start === 0 && end === 0 ? { start: 0, end: 1440, startOffset: 0, endOffset: 0 } : { start, end, startOffset: end <= start ? 1 : 0, endOffset: 0 };
+  for (const { start, end, days, startDays } of ranges) {
+    const period = start === 0 && end === 0 ? { start: 0, end: 1440, startOffset: 0, endOffset: 0 } : startDays !== void 0 ? { 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);
   }
   return { from, periods: [], days: byDay.map((p) => p.length > 0), byDay };
@@ -97,9 +97,12 @@ class TradingCalendar {
    * @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) {
@@ -121,6 +124,7 @@ class TradingCalendar {
   corrections = /* @__PURE__ */ new Map();
   holidays;
   cache = /* @__PURE__ */ new Map();
+  pine;
   /** Session periods [start, end) of the trading day `date`; empty when the day has no session. */
   periods(date) {
     let out = this.cache.get(date);
@@ -137,10 +141,10 @@ class TradingCalendar {
     const y = Math.floor(date / 1e4);
     const m = Math.floor(date / 100) % 100;
     const d = date % 100;
-    out = periods.map((p) => [
-      (0, import_timezone.zonedToUnix)(this.timezone, y, m, d - p.startOffset, Math.floor(p.start / 60), p.start % 60),
-      (0, import_timezone.zonedToUnix)(this.timezone, y, m, d - p.endOffset, Math.floor(p.end / 60), p.end % 60)
-    ]);
+    const at = (dd, minutes, earlier = false) => (0, import_timezone.zonedToUnix)(this.timezone, y, m, dd, Math.floor(minutes / 60), minutes % 60, 0, earlier);
+    out = periods.map(
+      (p) => this.pine ? [at(d - p.startOffset, p.start, true), at(d - p.endOffset, p.end - 1, true) + 6e4] : [at(d - p.startOffset, p.start), at(d - p.endOffset, p.end)]
+    );
     this.cache.set(date, out);
     return out;
   }