oakscriptjs 0.11.0 → 0.11.2

package/dist/cjs/ta/index.js

@@ -102,6 +102,7 @@ function sma(source, length) {
   return (0, import_running_sum.runningSum)(source, len).map((sum) => sum / len);
 }
 function ema(source, length) {
+  (0, import_limits.checkPositiveLength)("ema", length, 0);
   const result = [];
   const len = Math.floor(length);
   const multiplier = 2 / (len + 1);
@@ -134,6 +135,16 @@ function ema(source, length) {
   return result;
 }
 function rsi(source, length) {
+  if (typeof length !== "number") {
+    return Array.from(source, (xv, i) => {
+      const x = xv ?? NaN;
+      const y = length[i] ?? NaN;
+      if ((0, import_compare.eq)(y, 0)) return 100;
+      if ((0, import_compare.eq)(x, 0)) return 0;
+      return 100 - 100 / (1 + x / y);
+    });
+  }
+  (0, import_limits.checkPositiveLength)("rsi", length, 0, "y");
   const result = [];
   const changes = [];
   for (let i = 1; i < source.length; i++) {
@@ -189,7 +200,7 @@ function lastValues(source, i, length) {
   const values = [];
   for (let j = i; j >= 0 && values.length < length; j--) {
     const x = source[j];
-    if (!Number.isNaN(x)) values.push(x);
+    if (Number.isFinite(x)) values.push(x);
   }
   return values.length === length ? values : null;
 }
@@ -237,7 +248,7 @@ function keptValues(source) {
   const last = new Int32Array(source.length);
   for (let i = 0; i < source.length; i++) {
     const x = source[i];
-    if (!Number.isNaN(x)) {
+    if (Number.isFinite(x)) {
       values.push(x);
       bars.push(i);
     }
@@ -306,6 +317,7 @@ function crossunder(series1, series2) {
   return crossTest(series1, series2, (a, b, pa, pb) => a < b && pa >= pb);
 }
 function change(source, length = 1) {
+  (0, import_limits.checkPositiveLength)("change", length, 0);
   const result = [];
   for (let i = 0; i < source.length; i++) {
     if (i < length) {
@@ -347,6 +359,7 @@ function tr(handle_na = false, high, low, close) {
   return result;
 }
 function atr(length, high, low, close) {
+  (0, import_limits.checkPositiveLength)("atr->rma", length, 0);
   if (!high || !low || !close) {
     throw new Error(
       "ta.atr() requires high, low, and close series. Either pass them explicitly or use createContext({ chart: { high, low, close } }) for implicit data."
@@ -402,6 +415,7 @@ function supertrend(factor, atrPeriod, high, low, close, wicks = false) {
   return [supertrendValues, directions];
 }
 function rma(source, length) {
+  (0, import_limits.checkPositiveLength)("rma", length, 0);
   const result = [];
   const len = Math.floor(length);
   let firstValidIndex = -1;
@@ -439,6 +453,7 @@ function wmaAdd(a, b) {
 function wma(source, length) {
   const result = [];
   const fixed = typeof length === "number" ? Math.floor(length) : NaN;
+  if (typeof length === "number") (0, import_limits.checkPositiveLength)("wma", fixed, 0);
   const filled = [];
   let last = NaN;
   let count = 0;
@@ -451,6 +466,7 @@ function wma(source, length) {
     }
     filled.push(last);
     const len = typeof length === "number" ? fixed : Math.floor(length[i]);
+    if (typeof length !== "number") (0, import_limits.checkPositiveLength)("wma", len, i);
     if (isNa || !(len >= 1) || count < len) {
       result.push(NaN);
       continue;
@@ -502,18 +518,21 @@ function monotonic(source, length, step) {
   for (let i = 0; i < source.length; i++) {
     const v = source[i];
     const prev = i > 0 ? source[i - 1] : NaN;
-    if (!Number.isNaN(v) && !Number.isNaN(prev)) count = step(v, prev) ? count + 1 : 0;
+    if (Number.isFinite(v) && Number.isFinite(prev)) count = step(v, prev) ? count + 1 : 0;
     result.push(count >= length);
   }
   return result;
 }
 function rising(source, length) {
+  (0, import_limits.checkPositiveLength)("rising", length, 0);
   return monotonic(source, length, import_compare.gt);
 }
 function falling(source, length) {
+  (0, import_limits.checkPositiveLength)("falling", length, 0);
   return monotonic(source, length, import_compare.lt);
 }
 function roc(source, length) {
+  (0, import_limits.checkPositiveLength)("roc", length, 0);
   const result = [];
   for (let i = 0; i < source.length; i++) {
     if (i < length) {
@@ -531,6 +550,7 @@ function roc(source, length) {
   return result;
 }
 function mom(source, length) {
+  (0, import_limits.checkPositiveLength)("mom", length, 0);
   const result = [];
   for (let i = 0; i < source.length; i++) {
     if (i < length) {
@@ -546,6 +566,7 @@ function mom(source, length) {
   return result;
 }
 function dev(source, length) {
+  (0, import_limits.checkPositiveLength)("dev", length, 0);
   const len = Math.floor(length);
   return sma(source, len).map((mean, i) => {
     if (i < len - 1 || Number.isNaN(mean)) return NaN;
@@ -568,6 +589,7 @@ function varianceOf(source, length, biased, name) {
   return (0, import_running_sum.runningVariance)(source, len, biased);
 }
 function median(source, length) {
+  (0, import_limits.checkPositiveLength)("median", length, 0);
   const len = Math.floor(length);
   const n = source.length;
   const out = new Array(n).fill(NaN);
@@ -588,7 +610,7 @@ function median(source, length) {
   const mid = Math.floor(len / 2);
   for (let i = 0; i < n; i++) {
     const x = source[i];
-    if (!Number.isNaN(x)) {
+    if (Number.isFinite(x)) {
       kept[count++] = x;
       sorted.splice(bound(x, false), 0, x);
       if (count > len) sorted.splice(bound(kept[count - 1 - len], true) - 1, 1);
@@ -604,6 +626,7 @@ function swma(source) {
   );
 }
 function vwma(source, length, volume) {
+  (0, import_limits.checkPositiveLength)("vwma->sma", length, 0);
   if (!volume) {
     throw new Error(
       "ta.vwma() requires volume series. Either pass it explicitly or use createContext({ chart: { ..., volume } }) for implicit data."
@@ -626,6 +649,7 @@ function vwma(source, length, volume) {
   return result;
 }
 function linreg(source, length, offset = 0) {
+  (0, import_limits.checkPositiveLength)("linreg", length, 0);
   const result = [];
   const len = Math.floor(length);
   for (let i = 0; i < source.length; i++) {
@@ -663,6 +687,7 @@ function linreg(source, length, offset = 0) {
   return result;
 }
 function correlation(source1, source2, length) {
+  (0, import_limits.checkPositiveLength)("correlation", length, 0);
   const product = Array.from({ length: source1.length }, (_, i) => {
     const v1 = source1[i];
     const v2 = source2[i];
@@ -682,10 +707,11 @@ function correlation(source1, source2, length) {
   });
 }
 function percentrank(source, length) {
+  (0, import_limits.checkPositiveLength)("percentrank", length, 0);
   const result = [];
   for (let i = 0; i < source.length; i++) {
     const currentValue = source[i];
-    if (i < length || Number.isNaN(currentValue)) {
+    if (i < length) {
       result.push(NaN);
       continue;
     }
@@ -698,6 +724,7 @@ function percentrank(source, length) {
   return result;
 }
 function cci(source, length) {
+  (0, import_limits.checkPositiveLength)("cci", length, 0);
   const smaValues = sma(source, length);
   const devValues = dev(source, length);
   let last = 0;
@@ -709,20 +736,21 @@ function cci(source, length) {
   });
 }
 function stoch(source, high, low, length) {
+  (0, import_limits.checkPositiveLength)("stoch->highest", length, 0);
   const result = [];
   const lowestValues = lowest(low, length);
   const highestValues = highest(high, length);
   let previous = NaN;
   for (let i = 0; i < source.length; i++) {
-    const value = source[i];
     const lo = lowestValues[i];
-    const range2 = highestValues[i] - lo;
-    if (!Number.isNaN(value) && !Number.isNaN(range2) && range2 !== 0) previous = 100 * (value - lo) / range2;
+    const k = 100 * (source[i] - lo) / (highestValues[i] - lo);
+    if (!Number.isNaN(k)) previous = k;
     result.push(previous);
   }
   return result;
 }
 function mfi(source, length, volume) {
+  (0, import_limits.checkPositiveLength)("mfi", length, 0);
   if (!volume) {
     throw new Error(
       "ta.mfi() requires volume series. Either pass it explicitly or use createContext({ chart: { ..., volume } }) for implicit data."
@@ -749,6 +777,7 @@ function mfi(source, length, volume) {
   });
 }
 function hma(source, length) {
+  (0, import_limits.checkPositiveLength)("hma", length, 0);
   const halfLength = Math.floor(length / 2);
   const sqrtLength = Math.floor(Math.sqrt(length));
   const wmaHalf = wma(source, halfLength);
@@ -932,6 +961,7 @@ function dmi(diLength, adxSmoothing, high, low, close) {
   return [plusDI, minusDI, adx];
 }
 function tsi(source, shortLength, longLength) {
+  (0, import_limits.checkPositiveLength)("tsi->ema", shortLength, 0);
   const momentum = [];
   for (let i = 0; i < source.length; i++) {
     if (i === 0) {
@@ -949,6 +979,7 @@ function tsi(source, shortLength, longLength) {
   });
 }
 function cmo(source, length) {
+  (0, import_limits.checkPositiveLength)("cmo", length, 0);
   const up = [];
   const down = [];
   for (let i = 0; i < source.length; i++) {
@@ -961,6 +992,7 @@ function cmo(source, length) {
   return sm1.map((s1, i) => 100 * (s1 - sm2[i]) / (s1 + sm2[i]));
 }
 function kc(source, length, mult, useTrueRange = true, high, low, close) {
+  (0, import_limits.checkPositiveLength)("kc", length, 0);
   const middle = ema(source, length);
   let range2;
   if (useTrueRange) {
@@ -987,6 +1019,7 @@ function kc(source, length, mult, useTrueRange = true, high, low, close) {
   return [middle, upper, lower];
 }
 function bbw(source, length, mult) {
+  (0, import_limits.checkPositiveLength)("bbw", length, 0);
   const [basis, upper, lower] = bb(source, length, mult);
   const result = [];
   for (let i = 0; i < source.length; i++) {
@@ -1000,6 +1033,7 @@ function bbw(source, length, mult) {
   return result;
 }
 function wpr(high, low, close, length = 14) {
+  (0, import_limits.checkPositiveLength)("wpr", length, 0);
   const highs = highest(high, length);
   const lows = lowest(low, length);
   return Array.from({ length: close.length }, (_, i) => {
@@ -1041,6 +1075,7 @@ function vwap(source, volume, anchor, stdev_mult) {
   return stdev_mult === void 0 ? mid : [mid, upper, lower];
 }
 function alma(source, length = 9, offset = 0.85, sigma = 6, floor = false) {
+  (0, import_limits.checkPositiveLength)("alma", length, 0);
   const result = [];
   const m = floor ? Math.floor(offset * (length - 1)) : offset * (length - 1);
   const s = length / sigma;
@@ -1080,6 +1115,7 @@ function kcw(source, length = 20, mult = 2, useTrueRange = true, high, low, clos
   return result;
 }
 function range(source, length) {
+  (0, import_limits.checkPositiveLength)("range", length, 0);
   return source.map((_, i) => {
     const values = lastValues(source, i, length);
     return values ? Math.max(...values) - Math.min(...values) : NaN;
@@ -1094,18 +1130,19 @@ function lowestbars(source, length) {
 function max(source) {
   let best = NaN;
   return source.map((x) => {
-    if (!Number.isNaN(x) && !(x <= best)) best = x;
+    if (Number.isFinite(x) && !(x <= best)) best = x;
     return best;
   });
 }
 function min(source) {
   let best = NaN;
   return source.map((x) => {
-    if (!Number.isNaN(x) && !(x >= best)) best = x;
+    if (Number.isFinite(x) && !(x >= best)) best = x;
     return best;
   });
 }
 function cog(source, length = 10) {
+  (0, import_limits.checkPositiveLength)("cog", length, 0);
   const len = Math.floor(length);
   return (0, import_running_sum.runningSum)(source, len).map((sum, i) => {
     if (i < len - 1 || Number.isNaN(sum) || sum === 0) return NaN;
@@ -1115,12 +1152,13 @@ function cog(source, length = 10) {
   });
 }
 function mode(source, length) {
+  (0, import_limits.checkPositiveLength)("mode", length, 0);
   const result = [];
   const len = Math.floor(length);
   const seen = [];
   for (let i = 0; i < source.length; i++) {
     const v = source[i];
-    if (!Number.isNaN(v)) seen.push(v);
+    if (Number.isFinite(v)) seen.push(v);
     if (seen.length < len) {
       result.push(NaN);
       continue;
@@ -1147,6 +1185,7 @@ function mode(source, length) {
   return result;
 }
 function percentile_linear_interpolation(source, length, percentage) {
+  (0, import_limits.checkPositiveLength)("percentile_linear_interpolation", length, 0);
   return sortedWindow(source, length, (s) => {
     const pos = percentage / 100 * length - 0.5;
     if (pos <= 0) return s[0];
@@ -1175,10 +1214,12 @@ function sortedWindow(source, length, fn) {
   return result;
 }
 function percentile_nearest_rank(source, length, percentage) {
+  (0, import_limits.checkPositiveLength)("percentile_nearest_rank", length, 0);
   const rank = Math.min(length, Math.max(1, Math.ceil(percentage / 100 * length)));
   return sortedWindow(source, length, (s) => s[rank - 1]);
 }
 function rci(source, length) {
+  (0, import_limits.checkPositiveLength)("rci", length, 0);
   const len = Math.floor(length);
   const result = [];
   const ring = new Array(len + 1).fill(0);
@@ -1232,132 +1273,105 @@ function rci(source, length) {
 }
 function pivot_point_levels(type, anchor, developing = false, high, low, close, open) {
   const typeStr = typeof type === "string" ? type : String(type[0]);
-  const isDeveloping = typeof developing === "boolean" ? developing : developing[0];
+  const isDeveloping = typeof developing === "boolean" ? developing : Boolean(developing[0]);
   if (typeStr === "Woodie" && isDeveloping) {
-    throw new Error("ta.pivot_point_levels: Woodie type cannot use developing=true");
-  }
-  const length = anchor.length;
-  if (high && high.length !== length) throw new Error("High series length mismatch");
-  if (low && low.length !== length) throw new Error("Low series length mismatch");
-  if (close && close.length !== length) throw new Error("Close series length mismatch");
-  if (open && open.length !== length) throw new Error("Open series length mismatch");
-  const results = Array.from({ length: 11 }, () => []);
-  let lastH = NaN, lastL = NaN, lastC = NaN, lastO = NaN;
-  let lastAnchorIndex = -1;
-  for (let i = 0; i < length; i++) {
-    if (anchor[i]) {
-      lastAnchorIndex = i;
-      lastH = high ? high[i] : NaN;
-      lastL = low ? low[i] : NaN;
-      lastC = close ? close[i] : NaN;
-      lastO = open ? open[i] : NaN;
-    }
-    let h, l, c, o;
-    if (isDeveloping && lastAnchorIndex >= 0) {
-      h = high ? Math.max(...high.slice(lastAnchorIndex, i + 1).filter((v) => !isNaN(v))) : NaN;
-      l = low ? Math.min(...low.slice(lastAnchorIndex, i + 1).filter((v) => !isNaN(v))) : NaN;
-      c = close ? close[i] : NaN;
-      o = open && lastAnchorIndex >= 0 ? open[lastAnchorIndex] : NaN;
-    } else {
-      h = lastH;
-      l = lastL;
-      c = lastC;
-      o = lastO;
-    }
-    const levels = calculatePivotLevels(typeStr, h, l, c, o);
-    for (let j = 0; j < 11; j++) {
-      results[j].push(levels[j]);
+    throw new Error(
+      'Error on bar 0: The `developing` parameter of the `ta.pivot_point_levels()` cannot be `true` when `type` is "Woodie".'
+    );
+  }
+  const n = anchor.length;
+  for (const [s, name] of [[high, "High"], [low, "Low"], [close, "Close"], [open, "Open"]]) {
+    if (s && s.length !== n) throw new Error(`${name} series length mismatch`);
+  }
+  const at = (s, i) => s ? s[i] ?? NaN : NaN;
+  const results = Array.from({ length: 11 }, () => new Array(n));
+  let curH = NaN, curL = NaN, curO = NaN;
+  let prevH = NaN, prevL = NaN, prevC = NaN, prevO = NaN;
+  let anchored = false;
+  for (let i = 0; i < n; i++) {
+    const h = at(high, i), l = at(low, i);
+    if (i === 0) {
+      curH = h;
+      curL = l;
+      curO = at(open, i);
     }
+    if (anchor[i]) {
+      prevH = curH;
+      prevL = curL;
+      prevC = i > 0 ? at(close, i - 1) : NaN;
+      prevO = curO;
+      curH = h;
+      curL = l;
+      curO = at(open, i);
+      anchored = true;
+    } else if (i > 0) {
+      if (h > curH || Number.isNaN(curH)) curH = h;
+      if (l < curL || Number.isNaN(curL)) curL = l;
+    }
+    const levels = isDeveloping ? pivotLevels(typeStr, curH, curL, at(close, i), curO, at(close, i)) : anchored ? pivotLevels(typeStr, prevH, prevL, prevC, prevO, curO) : NA_LEVELS;
+    for (let k = 0; k < 11; k++) results[k][i] = levels[k];
   }
   return results;
 }
-function calculatePivotLevels(type, h, l, c, o) {
-  if (isNaN(h) || isNaN(l) || isNaN(c)) {
-    return Array(11).fill(NaN);
-  }
-  const levels = Array(11).fill(NaN);
-  let P;
-  switch (type) {
-    case "Traditional":
-    case "Fibonacci":
-    case "Classic":
-      P = (h + l + c) / 3;
-      break;
-    case "Woodie":
-      P = (h + l + 2 * c) / 4;
-      break;
-    case "DM":
-      P = (h + l + c) / 3;
-      break;
-    case "Camarilla":
-      P = (h + l + c) / 3;
-      break;
-    default:
-      P = (h + l + c) / 3;
-  }
-  levels[0] = P;
+const NA_LEVELS = new Array(11).fill(NaN);
+function pivotLevels(type, h, l, c, o, wo) {
+  const N = NaN;
+  const r = h - l;
   switch (type) {
-    case "Traditional":
-    case "Classic":
-      levels[1] = 2 * P - l;
-      levels[2] = 2 * P - h;
-      levels[3] = P + (h - l);
-      levels[4] = P - (h - l);
-      levels[5] = h + 2 * (P - l);
-      levels[6] = l - 2 * (h - P);
-      levels[7] = levels[5] + (h - l);
-      levels[8] = levels[6] - (h - l);
-      levels[9] = levels[7] + (h - l);
-      levels[10] = levels[8] - (h - l);
-      break;
-    case "Fibonacci":
-      levels[1] = P + 0.382 * (h - l);
-      levels[2] = P - 0.382 * (h - l);
-      levels[3] = P + 0.618 * (h - l);
-      levels[4] = P - 0.618 * (h - l);
-      levels[5] = P + (h - l);
-      levels[6] = P - (h - l);
-      levels[7] = levels[5] + 0.618 * (h - l);
-      levels[8] = levels[6] - 0.618 * (h - l);
-      levels[9] = levels[7] + 0.382 * (h - l);
-      levels[10] = levels[8] - 0.382 * (h - l);
-      break;
-    case "Woodie":
-      levels[1] = 2 * P - l;
-      levels[2] = 2 * P - h;
-      levels[3] = P + (h - l);
-      levels[4] = P - (h - l);
-      levels[5] = h + 2 * (P - l);
-      levels[6] = l - 2 * (h - P);
-      levels[7] = levels[5] + (h - l);
-      levels[8] = levels[6] - (h - l);
-      levels[9] = levels[7] + (h - l);
-      levels[10] = levels[8] - (h - l);
-      break;
+    case "Traditional": {
+      const p = (h + l + c) / 3;
+      return [
+        p,
+        2 * p - l,
+        2 * p - h,
+        p + r,
+        p - r,
+        p * 2 + (h - 2 * l),
+        p * 2 - (2 * h - l),
+        p * 3 + (h - 3 * l),
+        p * 3 - (3 * h - l),
+        p * 4 + (h - 4 * l),
+        p * 4 - (4 * h - l)
+      ];
+    }
+    case "Fibonacci": {
+      const p = (h + l + c) / 3;
+      return [p, p + 0.382 * r, p - 0.382 * r, p + 0.618 * r, p - 0.618 * r, p + 1 * r, p - 1 * r, N, N, N, N];
+    }
+    case "Classic": {
+      const p = (h + l + c) / 3;
+      return [p, 2 * p - l, 2 * p - h, p + r, p - r, p + 2 * r, p - 2 * r, p + 3 * r, p - 3 * r, N, N];
+    }
+    case "Woodie": {
+      const p = (h + l + 2 * wo) / 4;
+      const r3 = h + 2 * (p - l);
+      const s3 = l - 2 * (h - p);
+      return [p, 2 * p - l, 2 * p - h, p + r, p - r, r3, s3, r3 + r, s3 - r, N, N];
+    }
     case "DM": {
-      const x = h + l + c * 2 + (isNaN(o) ? c : o);
-      const newP = x / (isNaN(o) ? 4 : 5);
-      levels[0] = newP;
-      levels[1] = x / 2 - l;
-      levels[2] = x / 2 - h;
-      break;
+      const x = c < o ? h + 2 * l + c : c > o ? 2 * h + l + c : h + l + 2 * c;
+      return [x / 4, x / 2 - l, x / 2 - h, N, N, N, N, N, N, N, N];
     }
     case "Camarilla": {
-      const range2 = h - l;
-      levels[1] = c + range2 * 1.1 / 12;
-      levels[2] = c - range2 * 1.1 / 12;
-      levels[3] = c + range2 * 1.1 / 6;
-      levels[4] = c - range2 * 1.1 / 6;
-      levels[5] = c + range2 * 1.1 / 4;
-      levels[6] = c - range2 * 1.1 / 4;
-      levels[7] = c + range2 * 1.1 / 2;
-      levels[8] = c - range2 * 1.1 / 2;
-      levels[9] = h;
-      levels[10] = l;
-      break;
+      const p = (h + l + c) / 3;
+      const r5 = h / l * c;
+      return [
+        p,
+        c + r * 1.1 / 12,
+        c - r * 1.1 / 12,
+        c + r * 1.1 / 6,
+        c - r * 1.1 / 6,
+        c + r * 1.1 / 4,
+        c - r * 1.1 / 4,
+        c + r * 1.1 / 2,
+        c - r * 1.1 / 2,
+        r5,
+        2 * c - r5
+      ];
     }
+    default:
+      return NA_LEVELS;
   }
-  return levels;
 }
 function ichimoku(conversionPeriods, basePeriods, laggingSpan2Periods, displacement, high, low, close) {
   const length = high.length;