oakscriptjs 0.11.0 → 0.11.2

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

@@ -1 +1 @@
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+{"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/esm/session/bars.js

@@ -93,7 +93,8 @@ export 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 = info(timeframe);
@@ -103,6 +104,9 @@ export class SessionBars {
         if (tf.isintraday) {
             if (this.chart.isdwm)
                 return time;
+            // a bar after an early close has no intraday period either (#173)
+            if (this.stray(time))
+                return NaN;
             const [start] = this.calendar.periods(at.date)[at.index];
             const ms = in_seconds(tf.period) * 1000;
             return start + Math.floor((time - start) / ms) * ms;
@@ -125,6 +129,8 @@ export class SessionBars {
             // on D / W / M charts: the end of the session period that contains the bar open
             if (this.chart.isdwm)
                 return end;
+            if (this.stray(time))
+                return NaN;
             return Math.min(this.timeOf(time, timeframe) + in_seconds(tf.period) * 1000, end);
         }
         const { unit, n } = unitOf(tf);
@@ -216,6 +222,25 @@ export class SessionBars {
         return at ? { date: at.date, start: this.dayStart(at.date), end: this.dayEnd(at.date) } : null;
     }
 }
+/**
+ * Periods of the chart bars that open after an early close, for `request.security` (#173): such a bar has no period
+ * (`time("D")` and `time("240")` are na on it), but PineScript resamples it into the D / W / M bar of the bar before
+ * it, and into an intraday bar of its own (opening at the bar's time). The bar before it still completes its period
+ * (its day period is cut there). `intradayMs` is the duration of an intraday timeframe, null for D / W / M.
+ * Changes `starts` and `dayPeriods` in place.
+ */
+export function strayPeriods(starts, dayPeriods, times, bars, intradayMs) {
+    for (let i = 1; i < starts.length; i++) {
+        if (!bars.stray(times[i]))
+            continue;
+        if (Number.isNaN(starts[i])) {
+            // intraday: periods of `intradayMs` from the first such bar ("240": 18:30 and 20:30 are one bar)
+            const run = Number.isNaN(dayPeriods[i - 1]) && times[i] < starts[i - 1] + (intradayMs ?? 0);
+            starts[i] = intradayMs === null || run ? starts[i - 1] : times[i];
+        }
+        dayPeriods[i] = NaN;
+    }
+}
 /**
  * `session.*` flags for bars that open at `times` (in order). `regular` gives the regular trading
  * hours when the bars include extended hours. PineScript rules: flags use the bar open

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

@@ -1 +1 @@
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package/dist/esm/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/esm/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;IAgC/C,YAAY,CAAC,IAAI,EAAE,OAAO,GAAG,OAAO;IAIpC;;;OAGG;IACH,eAAe,CAAC,IAAI,EAAE,MAAM,GAAG,OAAO;IAetC;;;OAGG;IACH,MAAM,CAAC,IAAI,EAAE,MAAM,GAAG;QAAE,IAAI,EAAE,OAAO,CAAC;QAAC,KAAK,EAAE,MAAM,CAAC;QAAC,MAAM,EAAE,OAAO,CAAA;KAAE,GAAG,IAAI;IAoB9E,wDAAwD;IACxD,eAAe,CAAC,IAAI,EAAE,OAAO,EAAE,EAAE,EAAE,OAAO,GAAG,OAAO,GAAG,IAAI;IAK3D,uDAAuD;IACvD,cAAc,CAAC,IAAI,EAAE,OAAO,EAAE,EAAE,EAAE,OAAO,GAAG,OAAO,GAAG,IAAI;CAI3D;AAED,iEAAiE;AACjE,eAAO,MAAM,SAAS,GAAI,MAAM,OAAO,KAAG,OAAsD,CAAC;AACjG,wCAAwC;AACxC,eAAO,MAAM,UAAU,GAAI,MAAM,OAAO,KAAG,OAA2C,CAAC;AACvF,uCAAuC;AACvC,eAAO,MAAM,QAAQ,GAAI,MAAM,OAAO,KAAG,OAAiE,CAAC"}

package/dist/esm/session/calendar.js

@@ -61,10 +61,15 @@ function pineVersion(text, from) {
     if (ranges === null)
         throw new SyntaxError(`Session "${text}" is the symbol session`);
     const byDay = Array.from({ length: 8 }, () => []);
-    for (const { start, end, days } of ranges) {
+    for (const { start, end, days, startDays } of ranges) {
+        // a run that ends at 0000 ends at 24:00 of the day it starts and belongs to that day (#173)
         const period = start === 0 && end === 0
             ? { start: 0, end: 1440, startOffset: 0, endOffset: 0 }
-            : { start, end, startOffset: end <= start ? 1 : 0, endOffset: 0 };
+            : startDays !== undefined
+                ? { start, end, startOffset: startDays, endOffset: 0 }
+                : end === 0
+                    ? { start, end: 1440, startOffset: 0, endOffset: 0 }
+                    : { start, end, startOffset: end <= start ? 1 : 0, endOffset: 0 };
         for (const d of days)
             byDay[d].push(period);
     }
@@ -103,13 +108,17 @@ export class TradingCalendar {
     corrections = new Map();
     holidays;
     cache = new Map();
+    pine;
     /**
      * @param timezone - Time zone of the session hours (the exchange time zone)
      * @param spec - Session information (hours, corrections, holidays)
      * @param rule - Days without ":days": 'symbol' (Monday to Friday) or 'pine' (PineScript session strings)
+     * @param dayPlacement - PineScript session strings read for `time("D", session)`: the wall times of a clock-change
+     *   day are placed as the JVM does (see `periods`); without it, as `time.inSession` places them
      */
-    constructor(timezone, spec, rule = 'symbol') {
+    constructor(timezone, spec, rule = 'symbol', dayPlacement = false) {
         this.timezone = timezone;
+        this.pine = rule === 'pine' && dayPlacement;
         const [first = '', ...changes] = spec.session.split('#');
         this.versions = [parseVersion(first, 0, spec.session, rule)];
         for (const change of changes) {
@@ -148,10 +157,17 @@ export class TradingCalendar {
         const y = Math.floor(date / 10000);
         const m = Math.floor(date / 100) % 100;
         const d = date % 100;
-        out = periods.map((p) => [
-            zonedToUnix(this.timezone, y, m, d - p.startOffset, Math.floor(p.start / 60), p.start % 60),
-            zonedToUnix(this.timezone, y, m, d - p.endOffset, Math.floor(p.end / 60), p.end % 60),
-        ]);
+        const at = (dd, minutes, earlier = false) => zonedToUnix(this.timezone, y, m, dd, Math.floor(minutes / 60), minutes % 60, 0, earlier);
+        // for "D", PineScript session strings place the wall times of a clock-change day as the JVM does: a skipped time moves
+        // past the gap, a repeated time is its first pass, and the end is the minute before it plus one minute ("0000-0300"
+        // on a 02:00 -> 03:00 night ends at 03:00 of the old offset, "0000-0400" at 04:00 of the new one) (#173)
+        out = periods.map((p) => this.pine
+            ? [at(d - p.startOffset, p.start, true), at(d - p.endOffset, p.end - 1, true) + 60_000]
+            : [at(d - p.startOffset, p.start), at(d - p.endOffset, p.end)]);
+        // for "D", the runs of a PineScript session string on one day are one period, from the earliest start to the
+        // latest end: the time between two runs is inside the day (#182)
+        if (this.pine && out.length > 1)
+            out = [[Math.min(...out.map((p) => p[0])), Math.max(...out.map((p) => p[1]))]];
         this.cache.set(date, out);
         return out;
     }

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

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

@@ -35,10 +35,26 @@ export interface ChartSessions {
  * @throws Error when the context has no timeframe, time zone or session
  */
 export declare function chartSessions(chart: SessionContext): ChartSessions;
-/** PineScript `time(timeframe)` (ms) of a bar that opens at `time`: the start of its period; NaN without one. */
-export declare function periodTime(time: number, timeframe: string, chart: SessionContext): number;
-/** PineScript `time_close(timeframe)` (ms) of a bar that opens at `time`. */
-export declare function periodClose(time: number, timeframe: string, chart: SessionContext): number;
+/** Open and close (ms) of the period that contains a bar opening at a time in ms; NaN outside the session. */
+export interface SessionPeriods {
+    open: (time: number) => number;
+    close: (time: number) => number;
+}
+/**
+ * `time(tf, session, timezone)` / `time_close(tf, session, timezone)` of a bar, as PineScript computes them (#173):
+ * an intraday timeframe tests the bar with the session rules of time.inSession and aligns its periods on the start
+ * of the run that contains the bar; "D" tests the bar against the day's session period (the calendar; the time
+ * between two runs of a day is inside it, #182); a timeframe of more than one day ("2D", "W", "M") has no test and
+ * keeps the period's time. `bars` is the calendar of the loaded session (`chartSessions(chart).bars`).
+ */
+export declare function sessionPeriods(bars: SessionBars, chart: SessionContext, timeframe: string, session?: string, timezone?: string): SessionPeriods;
+/**
+ * PineScript `time(timeframe, session, timezone)` (ms) of a bar that opens at `time`: the start of its period; NaN
+ * without one or outside `session` (#182). Without `session` and `timezone`, the periods of the loaded session.
+ */
+export declare function periodTime(time: number, timeframe: string, chart: SessionContext, session?: string, timezone?: string): number;
+/** PineScript `time_close(timeframe, session, timezone)` (ms) of a bar that opens at `time` (#182). */
+export declare function periodClose(time: number, timeframe: string, chart: SessionContext, session?: string, timezone?: string): number;
 /** PineScript `time_tradingday` (ms, 00:00 UTC of the trading day) of a bar that opens at `time`. */
 export declare function tradingDayTime(time: number, chart: SessionContext): number;
 /** PineScript `session.*` flags of bars that open at `times` (in order). */
@@ -69,7 +85,8 @@ export declare function barTimeAfter(time: number, count: number, chart: Session
  * Number of bars from the bar that opens at `from` to the bar that contains `to`, on the trading calendar of the
  * context (0 when `to` is in the bar of `from` or before it). For a drawing placed at a time after the last bar
  * (PineScript `time + n days` with `xloc.bar_time`): the chart shows it on the bar of that time, weekends and
- * holidays skipped. NaN when no bar is found within 100,000 bars.
+ * holidays skipped. `to` is first rounded to the nearest second, a half second going up (#174: 15 ms before a bar
+ * opens is on that bar, 501 ms before is on the bar before). NaN when no bar is found within 100,000 bars.
  */
 export declare function barsUntil(from: number, to: number, chart: SessionContext): number;
 //# sourceMappingURL=context.d.ts.map

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

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package/dist/esm/session/context.js

@@ -9,7 +9,8 @@
  */
 import { info, in_seconds } from '../timeframe/index.js';
 import { afterCompletion, periodsOf, resample } from '../security/resample.js';
-import { SessionBars, sessionFlags } from './bars.js';
+import { parsePineSession, sessionRun } from '../time/session.js';
+import { SessionBars, sessionFlags, strayPeriods } from './bars.js';
 import { TradingCalendar } from './calendar.js';
 const toSpec = (s) => (typeof s === 'string' ? { session: s } : s);
 const cache = new WeakMap();
@@ -35,15 +36,88 @@ export function chartSessions(chart) {
     cache.set(chart, out);
     return out;
 }
-/** PineScript `time(timeframe)` (ms) of a bar that opens at `time`: the start of its period; NaN without one. */
-export function periodTime(time, timeframe, chart) {
-    const s = chartSessions(chart);
-    return s.bars.timeOf(time * s.unit, timeframe);
+/**
+ * Calendar for the `session` / `timezone` arguments of `time(tf, session, timezone)`. Without both: the loaded
+ * session. As in PineScript, an explicit time zone reads the symbol session hours in that zone without corrections
+ * and holidays, and an explicit session follows PineScript's session string rules.
+ */
+function calendarFor(bars, chart, session, timezone, dayPlacement) {
+    if (!session && !timezone)
+        return { bars, test: false };
+    const tz = timezone ?? chart.timezone;
+    // a session string that is empty or does not start with a digit is the symbol session: "regular" the regular
+    // hours, "extended" and any other name the loaded hours (PineScript)
+    if (session !== undefined && parsePineSession(session) === null) {
+        const name = session.trim();
+        const symbol = name === 'regular' && chart.regularSession ? chart.regularSession : chart.session;
+        return { bars: new SessionBars(new TradingCalendar(tz, { session: toSpec(symbol).session }, 'symbol'), bars.chart.period), test: true };
+    }
+    const spec = session ? { session } : { session: toSpec(chart.session).session };
+    return {
+        bars: new SessionBars(new TradingCalendar(tz, spec, session ? 'pine' : 'symbol', dayPlacement), bars.chart.period),
+        test: true,
+        // a PineScript session string: the rules of time.inSession (runs ending at 0000, days around a clock change)
+        inside: session ? (time) => sessionRun(time, session, tz, in_seconds(bars.chart.period) * 1000) !== null : undefined,
+    };
+}
+/**
+ * `time(tf, session, timezone)` / `time_close(tf, session, timezone)` of a bar, as PineScript computes them (#173):
+ * an intraday timeframe tests the bar with the session rules of time.inSession and aligns its periods on the start
+ * of the run that contains the bar; "D" tests the bar against the day's session period (the calendar; the time
+ * between two runs of a day is inside it, #182); a timeframe of more than one day ("2D", "W", "M") has no test and
+ * keeps the period's time. `bars` is the calendar of the loaded session (`chartSessions(chart).bars`).
+ */
+export function sessionPeriods(bars, chart, timeframe, session, timezone) {
+    const tf = info(timeframe);
+    const { bars: calendar, test, inside } = calendarFor(bars, chart, session, timezone, !tf.isintraday);
+    const open = (t) => calendar.timeOf(t, timeframe);
+    const close = (t) => calendar.closeOf(t, timeframe);
+    if (!test)
+        return { open, close };
+    if (tf.isintraday) {
+        if (session !== undefined && parsePineSession(session) !== null && !calendar.chart.isdwm) {
+            const tz = timezone ?? chart.timezone;
+            const barMs = in_seconds(calendar.chart.period) * 1000;
+            const ms = in_seconds(tf.period) * 1000;
+            const run = (t) => sessionRun(t, session, tz, barMs);
+            const start = (t, r) => r[0] + Math.floor((t - r[0]) / ms) * ms;
+            return {
+                open: (t) => { const r = run(t); return r ? start(t, r) : NaN; },
+                close: (t) => { const r = run(t); return r ? Math.min(start(t, r) + ms, r[1]) : NaN; },
+            };
+        }
+        const isIn = (t) => (inside ? inside(t) : calendar.inside(t));
+        return { open: (t) => (isIn(t) ? open(t) : NaN), close: (t) => (isIn(t) ? close(t) : NaN) };
+    }
+    if (tf.isdaily && tf.multiplier === 1) {
+        return { open: (t) => (calendar.inside(t) ? open(t) : NaN), close: (t) => (calendar.inside(t) ? close(t) : NaN) };
+    }
+    return { open, close };
 }
-/** PineScript `time_close(timeframe)` (ms) of a bar that opens at `time`. */
-export function periodClose(time, timeframe, chart) {
+const periodCache = new WeakMap();
+function periodsOfChart(chart, timeframe, session, timezone) {
     const s = chartSessions(chart);
-    return s.bars.closeOf(time * s.unit, timeframe);
+    let byKey = periodCache.get(chart);
+    if (!byKey)
+        periodCache.set(chart, (byKey = new Map()));
+    const key = `${timeframe}|${session ?? ''}|${timezone ?? ''}`;
+    let p = byKey.get(key);
+    if (!p)
+        byKey.set(key, (p = sessionPeriods(s.bars, chart, timeframe, session, timezone)));
+    return { s, p };
+}
+/**
+ * PineScript `time(timeframe, session, timezone)` (ms) of a bar that opens at `time`: the start of its period; NaN
+ * without one or outside `session` (#182). Without `session` and `timezone`, the periods of the loaded session.
+ */
+export function periodTime(time, timeframe, chart, session, timezone) {
+    const { s, p } = periodsOfChart(chart, timeframe, session, timezone);
+    return p.open(time * s.unit);
+}
+/** PineScript `time_close(timeframe, session, timezone)` (ms) of a bar that opens at `time` (#182). */
+export function periodClose(time, timeframe, chart, session, timezone) {
+    const { s, p } = periodsOfChart(chart, timeframe, session, timezone);
+    return p.close(time * s.unit);
 }
 /** PineScript `time_tradingday` (ms, 00:00 UTC of the trading day) of a bar that opens at `time`. */
 export function tradingDayTime(time, chart) {
@@ -80,6 +154,7 @@ export function resampleSession(bars, timeframe, chart) {
         const periods = at ? calendar.calendar.periods(at.date) : [];
         return periods.length ? calendar.timeOf(periods[0][0], tf.period) : starts[i];
     });
+    strayPeriods(starts, dayPeriods, times, s.bars, tf.isdwm ? null : in_seconds(tf.period) * 1000);
     const reaches = times.map((t) => s.bars.closeOf(t, chartTf.period) >= calendar.periodEnd(t, tf.period));
     const { group, latest } = periodsOf(starts, dayPeriods, reaches);
     // a higher-timeframe bar ends at the bar that completes it (no value from after the completion)
@@ -103,11 +178,12 @@ export function barTimeAfter(time, count, chart) {
  * Number of bars from the bar that opens at `from` to the bar that contains `to`, on the trading calendar of the
  * context (0 when `to` is in the bar of `from` or before it). For a drawing placed at a time after the last bar
  * (PineScript `time + n days` with `xloc.bar_time`): the chart shows it on the bar of that time, weekends and
- * holidays skipped. NaN when no bar is found within 100,000 bars.
+ * holidays skipped. `to` is first rounded to the nearest second, a half second going up (#174: 15 ms before a bar
+ * opens is on that bar, 501 ms before is on the bar before). NaN when no bar is found within 100,000 bars.
  */
 export function barsUntil(from, to, chart) {
     const s = chartSessions(chart);
-    const target = to * s.unit;
+    const target = Math.floor((to * s.unit) / 1000 + 0.5) * 1000;
     let t = from * s.unit;
     for (let k = 0; k < 100_000; k++) {
         const next = s.bars.nextBarTime(t);

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

@@ -1 +1 @@
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package/dist/esm/str/floatingdecimal.d.ts

@@ -0,0 +1,31 @@
+/**
+ * Decimal digits of a double as PineScript's plain `str.tostring` produces them.
+ *
+ * PineScript formats a number without a format with the digits of the classic binary to decimal conversion of the
+ * JVM (the one `Double.toString` used before Java 19), then rounds them to 10 decimals half to even, with two
+ * flags of the conversion deciding a tie on the last digit: digits that were rounded up are not rounded up again,
+ * digits that were cut on a '5' are. These digits are not always the shortest ones: 78195689105219552 keeps all
+ * its digits (the shortest form is 78195689105219550), and 1990736.000001111 has 16 digits where rounding the exact
+ * value would give 1990736.0000011111 (#174).
+ */
+/** Digits d1d2d3... of |x| = 0.d1d2d3... × 10^decExponent, with the flags of the conversion. */
+export interface ConvertedDigits {
+    digits: string;
+    decExponent: number;
+    /** The last digit was rounded up */
+    roundedUp: boolean;
+    /** The digits are the exact value of the double */
+    exact: boolean;
+}
+/** Digits of a positive finite double, as the JVM converter gives them. */
+export declare function convertDouble(x: number): ConvertedDigits;
+/**
+ * `|x|` with at most `maxFrac` decimals, as the JVM's decimal formatter rounds the converted digits (half to even;
+ * a tie on the last converted digit is decided by the conversion flags). Returns the digits and the position of the
+ * decimal point (value = 0.digits × 10^intLen); "" for zero.
+ */
+export declare function javaFixedDigits(x: number, maxFrac: number): {
+    digits: string;
+    intLen: number;
+};
+//# sourceMappingURL=floatingdecimal.d.ts.map

package/dist/esm/str/floatingdecimal.d.ts.map

@@ -0,0 +1 @@
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