oakscriptjs 0.11.0 → 0.11.2

package/dist/esm/ta/index.d.ts

@@ -79,6 +79,13 @@ export declare function ema(source: Source, length: simple_int): series_float;
  * ```
  */
 export declare function rsi(source: Source, length: simple_int): series_float;
+/**
+ * PineScript v4 `rsi(x, y)` with two series (#180): `x` and `y` are the averages of the upward and downward changes,
+ * already computed. As in PineScript: 100 when `y` is within 1e-10 of zero (also with an na `x`), else 0 when `x` is,
+ * else `100 - 100 / (1 + x / y)`: -Infinity when `x == -y` (#182), which `na()` and `nz()` treat as na while comparisons
+ * see it (`r < 30` is true). Versions 5 and 6 have the length form only.
+ */
+export declare function rsi(x: Source, y: Source): series_float;
 /**
  * Moving Average Convergence Divergence - trend-following momentum indicator showing relationship
  * between two moving averages.
@@ -346,9 +353,9 @@ export declare function wma(source: Source, length: simple_int | ArrayLike<numbe
  * @returns Highest value series (na on the first `length - 1` bars)
  *
  * @remarks
- * As in PineScript: `na` values are skipped. The result is the highest of the last `length` non-na values (of all
- * of them when there are fewer), also on a bar whose own value is `na`; `na` before bar `length - 1` and while no
- * value was received. A fractional length is truncated (7.5 is 7 bars).
+ * As in PineScript: `na` values (also +/-Infinity, #183) are skipped. The result is the highest of the last `length`
+ * non-na values (of all of them when there are fewer), also on a bar whose own value is `na`; `na` before bar
+ * `length - 1` and while no value was received. A fractional length is truncated (7.5 is 7 bars).
  * `length` can be an array (a length per bar, PineScript series length), also for `ta.lowest`, `ta.highestbars`
  * and `ta.lowestbars`: each bar uses its own length.
  * A length above 15,000 throws the PineScript runtime error (also `ta.lowest`, `ta.highestbars`, `ta.lowestbars`).
@@ -363,9 +370,9 @@ export declare function highest(source: Source, length: simple_int | ArrayLike<n
  * @returns Lowest value series (na on the first `length - 1` bars)
  *
  * @remarks
- * As in PineScript: `na` values are skipped. The result is the lowest of the last `length` non-na values (of all
- * of them when there are fewer), also on a bar whose own value is `na`; `na` before bar `length - 1` and while no
- * value was received.
+ * As in PineScript: `na` values (also +/-Infinity, #183) are skipped. The result is the lowest of the last `length`
+ * non-na values (of all of them when there are fewer), also on a bar whose own value is `na`; `na` before bar
+ * `length - 1` and while no value was received.
  */
 export declare function lowest(source: Source, length: simple_int | ArrayLike<number>): series_float;
 /**
@@ -421,8 +428,8 @@ export declare function cross(source1: Source, source2: Source): series_bool;
  * PineScript rules:
  * - a counter of rises from the previous bar (a rise is larger than the 1e-10 tolerance); a step that is not a rise
  *   resets it to 0
- * - a step from or to an `na` bar leaves the counter unchanged (so an `na` bar, and the bar after it, keep the
- *   result of the bar before the `na`)
+ * - a step from or to an `na` (or +/-Infinity) bar leaves the counter unchanged (so an `na` bar, and the bar after
+ *   it, keep the result of the bar before the `na`)
  * - true when the counter is at least `length` (false at the start)
  *
  * @example
@@ -443,8 +450,8 @@ export declare function rising(source: Source, length: simple_int): series_bool;
  * PineScript rules:
  * - a counter of falls from the previous bar (a fall is larger than the 1e-10 tolerance); a step that is not a fall
  *   resets it to 0
- * - a step from or to an `na` bar leaves the counter unchanged (so an `na` bar, and the bar after it, keep the
- *   result of the bar before the `na`)
+ * - a step from or to an `na` (or +/-Infinity) bar leaves the counter unchanged (so an `na` bar, and the bar after
+ *   it, keep the result of the bar before the `na`)
  * - true when the counter is at least `length` (false at the start)
  *
  * @example
@@ -556,7 +563,7 @@ export declare function variance(source: Source, length: simple_int | ArrayLike<
  * @remarks
  * - Returns the middle value when values are sorted
  * - For an even length, returns the average of the two middle values
- * - As in PineScript: `na` values are skipped, the window holds the last `length` non-na values
+ * - As in PineScript: `na` values (also +/-Infinity) are skipped, the window holds the last `length` non-na values
  *   (going back as many bars as needed), and a bar whose own value is `na` still gets a result
  * - Returns NaN until `length` non-na values exist
  * - More robust to outliers than mean (SMA)
@@ -682,8 +689,8 @@ export declare function correlation(source1: Source, source2: Source, length: si
  *
  * PineScript rules:
  * - percentrank = count(source[k] <= source, k = 1..length) * 100 / length (in this order: the PineScript bits)
- * - a value from bar `length` on, when the current source is not `na`; an `na` value in the window counts as not
- *   `<=` the current value
+ * - a value from bar `length` on; an `na` value in the window counts as not `<=` the current value, and an `na`
+ *   current value gives 0 (#177)
  * - the comparison uses the 1e-10 tolerance
  *
  * @example
@@ -737,8 +744,9 @@ export declare function cci(source: Source, length: simple_int): series_float;
  * - Measures where close is relative to the high-low range
  * - Values above 80 typically indicate overbought
  * - Values below 20 typically indicate oversold
- * - As PineScript: when the source, \`highest(high, length)\` or \`lowest(low, length)\` is \`na\`, or the range is 0, the
- *   result is the previous result of the call (\`na\` until a first value)
+ * - As PineScript: when the source, \`highest(high, length)\` or \`lowest(low, length)\` is \`na\`, or the range and
+ *   \`source - lowest\` are both 0, the result is the previous result of the call (\`na\` until a first value); a zero
+ *   range with another source value gives +/-Infinity (plotted as \`na\`)
  *
  * @example
  * \`\`\`typescript
@@ -842,8 +850,8 @@ type PivotLength = simple_int | ArrayLike<number>;
  * - As in PineScript, the value appears `rightbars` bars after the pivot bar: the pivot bar
  *   index is `i - rightbars`
  * - A pivot high may equal values on its left but must be higher than all values on its right
- * - `na` values are skipped: the window is the last `leftbars + rightbars + 1` non-na values, and the highest of
- *   them must be on the bar `rightbars` bars back
+ * - `na` values (also +/-Infinity) are skipped: the window is the last `leftbars + rightbars + 1` non-na values,
+ *   and the highest of them must be on the bar `rightbars` bars back
  * - `leftbars` / `rightbars` can be arrays (a length per bar, PineScript series length), also for `ta.pivotlow`:
  *   each bar uses its own lengths
  *
@@ -868,8 +876,8 @@ export declare function pivothigh(sourceOrLeftbars: Source | simple_int, leftbar
  * - As in PineScript, the value appears `rightbars` bars after the pivot bar: the pivot bar
  *   index is `i - rightbars`
  * - A pivot low may equal values on its left but must be lower than all values on its right
- * - `na` values are skipped: the window is the last `leftbars + rightbars + 1` non-na values, and the lowest of
- *   them must be on the bar `rightbars` bars back
+ * - `na` values (also +/-Infinity) are skipped: the window is the last `leftbars + rightbars + 1` non-na values,
+ *   and the lowest of them must be on the bar `rightbars` bars back
  *
  * @example
  * ```typescript
@@ -1133,7 +1141,7 @@ export declare function kcw(source: Source, length?: simple_int, mult?: simple_f
  * (PineScript `ta.range(source, length)`).
  *
  * @remarks
- * As in PineScript: `na` values are skipped (the window holds the last `length` non-na
+ * As in PineScript: `na` values (also +/-Infinity) are skipped (the window holds the last `length` non-na
  * values), and a bar whose own value is `na` still gets a result.
  */
 export declare function range(source: Source, length: simple_int): series_float;
@@ -1142,9 +1150,9 @@ export declare function range(source: Source, length: simple_int): series_float;
  * -1 for the previous bar, and so on (as in PineScript, the offset is negative).
  *
  * @remarks
- * As in PineScript: the best of the last `length` non-na values, the newest one on equal values; the offset is the
- * distance in bars to its bar, so it is below `-(length - 1)` when `na` values were skipped. `na` before bar
- * `length - 1` and while no value was received; a fractional length is truncated.
+ * As in PineScript: the best of the last `length` non-na values (+/-Infinity skipped), the newest one on equal
+ * values; the offset is the distance in bars to its bar, so it is below `-(length - 1)` when `na` values were
+ * skipped. `na` before bar `length - 1` and while no value was received; a fractional length is truncated.
  */
 export declare function highestbars(source: Source, length: simple_int | ArrayLike<number>): series_int;
 /**
@@ -1152,16 +1160,16 @@ export declare function highestbars(source: Source, length: simple_int | ArrayLi
  * -1 for the previous bar, and so on (as in PineScript, the offset is negative).
  *
  * @remarks
- * As in PineScript: the best of the last `length` non-na values, the newest one on equal values; the offset is the
- * distance in bars to its bar, so it is below `-(length - 1)` when `na` values were skipped. `na` before bar
- * `length - 1` and while no value was received; a fractional length is truncated.
+ * As in PineScript: the best of the last `length` non-na values (+/-Infinity skipped), the newest one on equal
+ * values; the offset is the distance in bars to its bar, so it is below `-(length - 1)` when `na` values were
+ * skipped. `na` before bar `length - 1` and while no value was received; a fractional length is truncated.
  */
 export declare function lowestbars(source: Source, length: simple_int | ArrayLike<number>): series_int;
 /**
  * All-time highest value of `source` up to each bar (PineScript `ta.max(source)`).
  *
  * @remarks
- * As in PineScript: `na` values are skipped, the value carries over `na` bars, and the
+ * As in PineScript: `na` values (also +/-Infinity) are skipped, the value carries over `na` bars, and the
  * result is `na` until the first non-na value.
  */
 export declare function max(source: Source): series_float;
@@ -1169,7 +1177,7 @@ export declare function max(source: Source): series_float;
  * All-time lowest value of `source` up to each bar (PineScript `ta.min(source)`).
  *
  * @remarks
- * As in PineScript: `na` values are skipped, the value carries over `na` bars, and the
+ * As in PineScript: `na` values (also +/-Infinity) are skipped, the value carries over `na` bars, and the
  * result is `na` until the first non-na value.
  */
 export declare function min(source: Source): series_float;
@@ -1214,8 +1222,8 @@ export declare function cog(source: Source, length?: simple_int): series_float;
  *
  * @remarks
  * PineScript rules:
- * - the window is the last `length` non-`na` values (an `na` bar does not enter it, and gets the mode of the
- *   window it keeps)
+ * - the window is the last `length` non-`na` values (an `na` or +/-Infinity bar does not enter it, and gets the mode
+ *   of the window it keeps)
  * - NaN until `length` non-`na` values exist
  * - If no mode exists, returns the smallest value
  */
@@ -1313,31 +1321,42 @@ export declare function percentile_nearest_rank(source: Source, length: simple_i
  */
 export declare function rci(source: Source, length: simple_int): series_float;
 /**
- * Pivot Point Levels
+ * Pivot Point Levels (PineScript `ta.pivot_point_levels`).
  *
- * Calculates pivot point levels using various calculation methods.
- * Returns an array containing: [P, R1, S1, R2, S2, R3, S3, R4, S4, R5, S5]
+ * Returns 11 series: [P, R1, S1, R2, S2, R3, S3, R4, S4, R5, S5] (one value per bar in each).
  *
  * @param type - Calculation type: "Traditional", "Fibonacci", "Woodie", "Classic", "DM", "Camarilla"
- * @param anchor - Condition that triggers reset of calculations
- * @param developing - If true, pivots recalculate continuously; if false, use last anchor values
- * @param high - High price series (optional, uses context if not provided)
- * @param low - Low price series (optional, uses context if not provided)
- * @param close - Close price series (optional, uses context if not provided)
- * @param open - Open price series (optional, uses context if not provided)
- * @returns Array of 11 pivot levels
+ * @param anchor - Condition that starts a new period (`timeframe.change("W")`...)
+ * @param developing - false: the levels of the previous period, constant until the next anchor; true: the levels of
+ *   the current period so far, recalculated on each bar
+ * @param high - High price series
+ * @param low - Low price series
+ * @param close - Close price series
+ * @param open - Open price series (Woodie and DM)
+ * @returns 11 series of levels
  *
  * @example
  * ```typescript
  * const weekChange = [false, false, false, false, true, false, ...]; // Weekly anchor
- * const pivots = ta.pivot_point_levels("Traditional", weekChange, false, high, low, close);
- * // pivots[i]! = [P, R1, S1, R2, S2, R3, S3, R4, S4, R5, S5]
+ * const levels = ta.pivot_point_levels("Traditional", weekChange, false, high, low, close, open);
+ * // levels[0]![i] is P on bar i, levels[5]![i] is R3
  * ```
  *
  * @remarks
- * - Woodie type cannot use developing=true (will error in PineScript)
- * - DM type only calculates P, R1, S1 (other levels are NaN)
- * - All calculations follow PineScript v6 specifications
+ * As in PineScript (#177):
+ * - a period runs from an anchor bar to the bar before the next anchor; the bars before the first anchor are a
+ *   period too (from bar 0). The fixed levels use the high and low of the previous period and the close of the bar
+ *   before the anchor (na with an anchor on bar 0), and are na until the first anchor; the developing levels use
+ *   the current period's high and low and the bar's close, from bar 0
+ * - Traditional: R3 = P * 2 + (H - 2 * L), S3 = P * 2 - (2 * H - L), R4 = P * 3 + (H - 3 * L), S4 = P * 3 - (3 * H - L),
+ *   R5 = P * 4 + (H - 4 * L), S5 = P * 4 - (4 * H - L)
+ * - Fibonacci: P +- 0.382 / 0.618 / 1 * (H - L); R4 to S5 na
+ * - Classic: R3 / S3 = P +- 2 * (H - L), R4 / S4 = P +- 3 * (H - L); R5 / S5 na
+ * - Woodie: P = (H + L + 2 * open of the current period) / 4, R3 = H + 2 * (P - L), S3 = L - 2 * (H - P), R4 / S4 =
+ *   R3 + (H - L) / S3 - (H - L); R5 / S5 na. `developing` true throws (RE10128)
+ * - DM: x = H + 2 * L + C (C < open of the period), 2 * H + L + C (C > O) or H + L + 2 * C; P = x / 4,
+ *   R1 = x / 2 - L, S1 = x / 2 - H; the other levels na
+ * - Camarilla: C +- (H - L) * 1.1 / 12, / 6, / 4, / 2 for R1 to S4, R5 = (H / L) * C, S5 = 2 * C - R5
  */
 export declare function pivot_point_levels(type: series_float | string, anchor: series_bool, developing?: series_bool | boolean, high?: Source, low?: Source, close?: Source, open?: Source): series_float[];
 /**

package/dist/esm/ta/index.d.ts.map

@@ -1 +1 @@
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