oakscriptjs 0.11.1 → 0.11.2

package/dist/cjs/callsite/index.d.ts.map

@@ -1 +1 @@
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package/dist/cjs/callsite/index.js

@@ -91,9 +91,12 @@ function cross() {
 class KeptCalls {
   values = [];
   bars = [];
-  /** Keeps a non-na value; a later call on the same bar (a loop) replaces the value of that bar. */
+  /**
+   * Keeps a non-na value (+/-Infinity is skipped like na, #183); a later call on the same bar (a loop) replaces the
+   * value of that bar.
+   */
   add(barIndex, value) {
-    if (Number.isNaN(value)) return;
+    if (!Number.isFinite(value)) return;
     const last = this.values.length - 1;
     if (last >= 0 && this.bars[last] === barIndex) this.values[last] = value;
     else {

package/dist/cjs/callsite/index.js.map

@@ -1,7 +1,7 @@
 {
   "version": 3,
   "sources": ["../../../src/callsite/index.ts"],
-  "sourcesContent": ["/**\n * @fileoverview Per-call history of ta.* functions called in a conditional block.\n *\n * In PineScript, every ta.* call keeps its own history of the values it receives. A call inside\n * an `if` block receives values only on the bars where the block runs, so its history skips the\n * other bars: `ta.crossover(a, b)` is false on the first bar the block runs, and `ta.sma(x, 3)`\n * averages the last 3 values it received, not the last 3 bars.\n *\n * - {@link whenCalled}: vectorized, when the bars of the calls are known in advance.\n * - {@link crossover} / {@link crossunder} / {@link cross} / {@link barssince}: one stateful call site for bar\n *   loops, called only on the bars where the Pine call runs.\n * - {@link lowestByBar} / {@link highestByBar} / {@link lowestbars} / {@link highestbars} / {@link pivothigh} /\n *   {@link pivotlow}: `ta.lowest` / `ta.highest` / `ta.lowestbars` / `ta.highestbars` / `ta.pivothigh` /\n *   `ta.pivotlow` in a conditional block or a loop, also with a length that changes on each call. They keep the\n *   non-na values of their calls; {@link lowest} / {@link highest} are the same sites called with `(value, length)`.\n * - {@link linreg}: `ta.linreg` in a conditional block, whose history is kept by bar (not by call).\n * - {@link sum} / {@link sma}: `math.sum` / `ta.sma` in a `for` / `while` loop, called several times on one bar.\n *\n * Since PineScript v6, `and` / `or` are lazy: the right operand runs only when the left operand does not decide\n * the result. A ta.* call in the right operand of `a or b` runs on the bars where `a` is false, in `a and b` on the\n * bars where `a` is true, so it needs a call site too:\n *\n * ```typescript\n * // Pine:  longCond = longUp or (src > sig and ta.barssince(longUp) <= lookback)\n * const since = callsite.whenCalled(longUp.map((u, i) => !u && src[i] > sig[i]), (c) => taCore.barssince(c.map(Boolean)), longUp);\n * // ta.barssince(longUp) only runs where longUp is false: it never sees true and stays na\n * ```\n *\n * ```typescript\n * // Pine:  if inRange\n * //            buy = ta.crossover(cumRsi, 60)\n * const buy = callsite.whenCalled(inRange, (a) => taCore.crossover(a, a.map(() => 60)), cumRsi);\n *\n * // Same call in a bar loop\n * const buyCross = callsite.crossover();\n * for (let i = 0; i < n; i++) {\n *   if (inRange[i]) {\n *     const buy = buyCross(cumRsi[i], 60);\n *   }\n * }\n * ```\n *\n * @module callsite\n */\n\nimport type { Source } from '../types/index.js';\nimport { linreg as linregSeries } from '../ta/index.js';\nimport { RunningSum, isNa } from '../ta/running-sum.js';\nimport { checkSumLength, checkWindowLength } from '../ta/limits.js';\nimport { seededRandom } from '../math/index.js';\n\n/**\n * Runs `fn` on the bars where `called` is true only, like a ta.* call inside an `if` block.\n * `fn` receives the values of `sources` on those bars, in order; its results are placed back on\n * the same bars. The other bars get na (NaN).\n *\n * @param called - true (or non-zero) on the bars where the call runs\n * @param fn - the calculation, for example `(x) => taCore.sma(x, 3)`\n * @param sources - the arguments of the call, one value per chart bar\n */\nexport function whenCalled<T extends number | boolean>(\n  called: ArrayLike<boolean | number>,\n  fn: (...values: number[][]) => ArrayLike<T>,\n  ...sources: Source[]\n): Array<T | number> {\n  const bars: number[] = [];\n  for (let i = 0; i < called.length; i++) if (called[i]) bars.push(i);\n  const result = fn(...sources.map(s => bars.map(i => s[i] ?? NaN)));\n  const out = new Array<T | number>(called.length).fill(NaN);\n  bars.forEach((bar, k) => {\n    out[bar] = result[k]!;\n  });\n  return out;\n}\n\n/**\n * A call site that keeps the arguments of the last call where both were not na (na before such a call), as\n * ta.crossover / ta.crossunder / ta.cross.\n */\nfunction twoSeriesSite(test: (a: number, b: number, prevA: number, prevB: number) => boolean) {\n  let prevA = NaN;\n  let prevB = NaN;\n  return (a: number, b: number): boolean => {\n    const result = test(a, b, prevA, prevB);\n    if (!Number.isNaN(a) && !Number.isNaN(b)) {\n      prevA = a;\n      prevB = b;\n    }\n    return result;\n  };\n}\n\n/**\n * One `ta.crossover(a, b)` call site: compared with the last call where both arguments were not na; false before\n * such a call.\n */\nexport function crossover(): (a: number, b: number) => boolean {\n  return twoSeriesSite((a, b, pa, pb) => a > b && pa <= pb);\n}\n\n/**\n * One `ta.crossunder(a, b)` call site: compared with the last call where both arguments were not na; false before\n * such a call.\n */\nexport function crossunder(): (a: number, b: number) => boolean {\n  return twoSeriesSite((a, b, pa, pb) => a < b && pa >= pb);\n}\n\n/**\n * One `ta.barssince(condition)` call site: the number of calls since the condition was true on a call (0 on that\n * call), na before the first true condition. An na condition counts as false.\n */\nexport function barssince(): (condition: boolean | number) => number {\n  let count = NaN;\n  return (condition) => {\n    if (condition && !Number.isNaN(condition)) count = 0;\n    else if (!Number.isNaN(count)) count++;\n    return count;\n  };\n}\n\n/**\n * One `ta.cross(a, b)` call site, rules of `ta.cross`: the site keeps the side of the last call where `a` was\n * strictly above or strictly below `b` (none before such a call; equal values and na arguments do not change it),\n * and is true when the arguments are strictly on the other side. False with an na argument.\n */\nexport function cross(): (a: number, b: number) => boolean {\n  let side = 0; // -1: last strictly below, 1: last strictly above, 0: none yet\n  return (a, b) => {\n    if (Number.isNaN(a) || Number.isNaN(b)) return false;\n    const result = (side < 0 && a > b) || (side > 0 && a < b);\n    if (a < b) side = -1;\n    else if (a > b) side = 1;\n    return result;\n  };\n}\n\n/** The values a ta.highest / ta.lowest / ta.pivothigh call site keeps: the non-na values of its calls, one per bar. */\nclass KeptCalls {\n  readonly values: number[] = [];\n  readonly bars: number[] = [];\n\n  /** Keeps a non-na value; a later call on the same bar (a loop) replaces the value of that bar. */\n  add(barIndex: number, value: number): void {\n    if (Number.isNaN(value)) return;\n    const last = this.values.length - 1;\n    if (last >= 0 && this.bars[last] === barIndex) this.values[last] = value;\n    else {\n      this.values.push(value);\n      this.bars.push(barIndex);\n    }\n  }\n\n  /** Position of the best of the last `count` kept values (the newest one on ties), -1 when there is none. */\n  best(count: number, isLowest: boolean): number {\n    const last = this.values.length - 1;\n    if (last < 0 || !(count >= 1)) return -1;\n    let best = last;\n    for (let k = last - 1; k >= 0 && k > last - count; k--) {\n      if (isLowest ? this.values[k]! < this.values[best]! : this.values[k]! > this.values[best]!) best = k;\n    }\n    return best;\n  }\n}\n\n/** One `ta.lowest` / `ta.highest` / `ta.lowestbars` / `ta.highestbars` call site; rules in {@link lowestByBar}. */\nfunction extremeByBarSite(\n  isLowest: boolean,\n  offsets: boolean\n): (barIndex: number, value: number, length: number) => number {\n  const kept = new KeptCalls();\n  const name = (isLowest ? 'lowest' : 'highest') + (offsets ? 'bars' : '');\n  return (barIndex, value, length) => {\n    checkWindowLength(name, length, barIndex);\n    kept.add(barIndex, value);\n    const len = Math.trunc(length);\n    if (barIndex < len - 1) return NaN;\n    const best = kept.best(len, isLowest);\n    if (best < 0) return NaN;\n    return offsets ? -(barIndex - kept.bars[best]!) : kept.values[best]!;\n  };\n}\n\n/** {@link extremeByBarSite} called with `(value, length, barIndex?)`: without a bar index, every call is a new bar. */\nfunction extremeSite(isLowest: boolean): (value: number, length: number, barIndex?: number) => number {\n  const site = extremeByBarSite(isLowest, false);\n  let calls = 0;\n  return (value, length, barIndex) => site(barIndex ?? calls++, value, length);\n}\n\n/**\n * One `ta.lowest(source, length)` call site, called with `(value, length, barIndex?)`: the same site as\n * {@link lowestByBar} (same rules). Pass the bar index when the call does not run on every bar; without it every\n * call counts as one bar, which is right for a call on every bar (for example with a length that changes).\n *\n * @example\n * ```typescript\n * // Pine:  lowPrice = ta.lowest(close[1], lookback)   // lookback changes per bar\n * const lowPrice = callsite.lowest();\n * const out = closes.map((_, i) => lowPrice(i > 0 ? closes[i - 1]! : NaN, lookback[i]!));\n * ```\n */\nexport function lowest(): (value: number, length: number, barIndex?: number) => number {\n  return extremeSite(true);\n}\n\n/**\n * One `ta.highest(source, length)` call site, called with `(value, length, barIndex?)`. Same rules as\n * {@link lowest}.\n */\nexport function highest(): (value: number, length: number, barIndex?: number) => number {\n  return extremeSite(false);\n}\n\n/**\n * One `ta.lowest(source, length)` call site in a conditional block or a loop, called with\n * `(barIndex, value, length)` on the bars (and loop turns) where the Pine call runs. The length can change from one\n * call to the next.\n *\n * PineScript rules (measured in `if` blocks, ternaries, user functions and `for` loops, with constant lengths and\n * lengths that change, on sources with and without na):\n * - the call site keeps the non-na values it received, each with its bar; nothing is kept for a bar without a call\n *   or for an na value\n * - the result is na while `barIndex < length - 1` (by bar, not by call) and while no value was received\n * - otherwise it is the lowest of the last `length` kept values, or of all of them when there are fewer: the first\n *   call after bar `length - 1` gives its own value. A call with an na value also gives this result\n * - in a loop (several calls on one bar), a bar has one kept value: each call replaces the value of the earlier\n *   calls of that bar, so a call gives the lowest of its value and the values of the bars before\n *\n * Called on every bar, it equals `ta.lowest`.\n *\n * @example\n * ```typescript\n * // Pine:  lo = cond ? ta.lowest(low, 6) : na\n * const site = callsite.lowestByBar();\n * const lo = lows.map((v, i) => (cond[i] ? site(i, v, 6) : NaN));\n * ```\n */\nexport function lowestByBar(): (barIndex: number, value: number, length: number) => number {\n  return extremeByBarSite(true, false);\n}\n\n/**\n * One `ta.highest(source, length)` call site in a conditional block or a loop, called with\n * `(barIndex, value, length)`. Same rules as {@link lowestByBar}.\n */\nexport function highestByBar(): (barIndex: number, value: number, length: number) => number {\n  return extremeByBarSite(false, false);\n}\n\n/**\n * One `ta.lowestbars(source, length)` call site in a conditional block or a loop, called with\n * `(barIndex, value, length)`: the offset (0 or negative) from this bar to the bar of the lowest of the last `length`\n * kept values, the newest one on equal values. The values are kept as in {@link lowestByBar}; the offset counts\n * bars, not calls, so it can be below `-(length - 1)`.\n *\n * @example\n * ```typescript\n * // Pine:  off = cond ? ta.lowestbars(low, 10) : na\n * const site = callsite.lowestbars();\n * const off = lows.map((v, i) => (cond[i] ? site(i, v, 10) : NaN));\n * ```\n */\nexport function lowestbars(): (barIndex: number, value: number, length: number) => number {\n  return extremeByBarSite(true, true);\n}\n\n/**\n * One `ta.highestbars(source, length)` call site in a conditional block or a loop, called with\n * `(barIndex, value, length)`. Same rules as {@link lowestbars}.\n */\nexport function highestbars(): (barIndex: number, value: number, length: number) => number {\n  return extremeByBarSite(false, true);\n}\n\n/** One `ta.pivothigh` / `ta.pivotlow` call site; rules in {@link pivothigh}. */\nfunction pivotSite(isLowest: boolean): (barIndex: number, value: number, leftbars: number, rightbars: number) => number {\n  const kept = new KeptCalls();\n  return (barIndex, value, leftbars, rightbars) => {\n    kept.add(barIndex, value);\n    const left = Math.trunc(leftbars);\n    const right = Math.trunc(rightbars);\n    if (!(barIndex >= left + right)) return NaN;\n    const best = kept.best(left + right + 1, isLowest);\n    return best >= 0 && kept.bars[best] === barIndex - right ? kept.values[best]! : NaN;\n  };\n}\n\n/**\n * One `ta.pivothigh(source, leftbars, rightbars)` call site in a conditional block, called with\n * `(barIndex, value, leftbars, rightbars)` on the bars where the Pine call runs. The lengths can change from one call\n * to the next (the lengths of the current call are used).\n *\n * PineScript rules (measured in `if` blocks and ternaries, and on sources with na):\n * - the call site keeps the non-na values it received, each with its bar\n * - on a call it takes the last `leftbars + rightbars + 1` kept values (all of them when there are fewer) and finds\n *   the highest, the newest one on equal values\n * - there is a pivot only when that value is on the bar `rightbars` BARS back (by bar index, not by call); the\n *   result is its value, na otherwise and before bar `leftbars + rightbars`\n *\n * Called on every bar, it equals `ta.pivothigh`.\n *\n * @example\n * ```typescript\n * // Pine:  ph = useFilter ? ta.pivothigh(src, 5, 5) : na\n * const site = callsite.pivothigh();\n * const ph = src.map((v, i) => (useFilter[i] ? site(i, v, 5, 5) : NaN));\n * ```\n */\nexport function pivothigh(): (barIndex: number, value: number, leftbars: number, rightbars: number) => number {\n  return pivotSite(false);\n}\n\n/**\n * One `ta.pivotlow(source, leftbars, rightbars)` call site in a conditional block, called with\n * `(barIndex, value, leftbars, rightbars)`. Same rules as {@link pivothigh} (the lowest value).\n */\nexport function pivotlow(): (barIndex: number, value: number, leftbars: number, rightbars: number) => number {\n  return pivotSite(true);\n}\n\n/**\n * One `ta.linreg(source, length, offset)` call site in a conditional block, called with\n * `(barIndex, value, length, offset)` on the bars where the Pine call runs.\n *\n * PineScript rules (measured): `ta.linreg` keeps the values it receives in a ring of `length + 1` slots indexed by the\n * bar index, filled with 0 at the start and written only on the bars where it is called. The window is read from the\n * ring for the last `length` bars: a bar before the first call counts as 0, and a bar without a call holds the value of\n * the call `length + 1` bars earlier (0 if there was none). The result is na before bar `length - 1`. Called on every\n * bar, it equals `ta.linreg`.\n *\n * @example\n * ```typescript\n * // Pine:  if bar_index >= 20\n * //            a := ta.linreg(close, 10, 0)\n * const site = callsite.linreg();\n * const a = closes.map((c, i) => (i >= 20 ? site(i, c, 10, 0) : NaN));\n * ```\n */\nexport function linreg(): (barIndex: number, value: number, length: number, offset?: number) => number {\n  let ring: number[] = [];\n  return (barIndex, value, length, offset = 0) => {\n    const len = Math.floor(length);\n    if (ring.length !== len + 1) ring = new Array<number>(len + 1).fill(0);\n    ring[barIndex % (len + 1)] = value;\n    if (barIndex < len - 1) return NaN;\n    const window = Array.from({ length: len }, (_, k) => ring[(barIndex - len + 1 + k) % (len + 1)]!);\n    return linregSeries(window, len, offset)[len - 1]!;\n  };\n}\n\n\n/**\n * One `math.sum` call site in a loop; rules in {@link sum}. With `squares`, it also keeps the running sum of the\n * squared values (for {@link stdev}). Returns `[sum, sumOfSquares]` (NaN when not kept).\n */\nfunction loopSumSite(\n  name: string,\n  squares: boolean\n): (barIndex: number, value: number, length: number) => [number, number] {\n  const running = new RunningSum();\n  const runningSq = new RunningSum();\n  let lastBar = NaN;\n  let pending = false;\n  return (barIndex, value, length) => {\n    const len = Math.floor(length);\n    checkSumLength(name === 'sum' ? 'math.sum' : `ta.${name}`, len, barIndex);\n    if (!(len >= 1)) throw new Error(`callsite.${name}: length must be at least 1 (got ${length})`);\n    if (barIndex !== lastBar) {\n      if (pending) {\n        running.commit();\n        if (squares) runningSq.commit();\n      }\n      pending = false;\n      lastBar = barIndex;\n    }\n    if (isNa(value)) {\n      pending = false;\n      return [running.stepNa(len), squares ? runningSq.stepNa(len) : NaN];\n    }\n    const x = value;\n    const out: [number, number] = [running.step(x, len), squares ? runningSq.step(x * x, len) : NaN];\n    pending = true;\n    return out;\n  };\n}\n\n/**\n * One `math.sum(source, length)` call site inside a `for` / `while` loop, called with `(barIndex, value, length)` on\n * each call.\n *\n * PineScript rules (measured on calls in loops, 1 to 3 calls per bar, and bars without a call):\n * - the call site keeps one history value per bar: the value of its last call on that bar\n * - every call on a bar starts from the state of the earlier bars, so it gives the sum of its value and the last\n *   `length - 1` kept values; the last call of the bar is the one kept for the later bars\n * - the length can change from one call to the next (also on the same bar): each call first moves the kept sum to\n *   its own length as `math.sum` with a series length does (Kahan steps of the raw values)\n * - a bar without a call is not in the history (as a call in an `if` block)\n * - the sum is the same compensated running sum as `math.sum` (bit for bit)\n *\n * An na value is skipped as in `math.sum` (it returns the sum of the last `length` earlier values); when it is the\n * last call of a bar, the bar is not in the history (not measured).\n *\n * @example\n * ```typescript\n * // Pine:  for i = 0 to 2\n * //            s = math.sum(close * (1 + 0.01 * i), 7)\n * const site = callsite.sum();\n * for (let b = 0; b < closes.length; b++) {\n *   for (let i = 0; i <= 2; i++) {\n *     const s = site(b, closes[b]! * (1 + 0.01 * i), 7);\n *   }\n * }\n * ```\n */\nexport function sum(): (barIndex: number, value: number, length: number) => number {\n  const site = loopSumSite('sum', false);\n  return (barIndex, value, length) => site(barIndex, value, length)[0];\n}\n\n/**\n * One `ta.sma(source, length)` call site inside a `for` / `while` loop, called with `(barIndex, value, length)` on\n * each call: {@link sum} divided by the length (same rules).\n *\n * @example\n * ```typescript\n * // Pine:  evaluate(ratio) => ta.sma(gann(ratio), n)   // called once per ratio in a while loop\n * const site = callsite.sma();\n * for (let b = 0; b < closes.length; b++) {\n *   for (const ratio of ratios) {\n *     const avg = site(b, gann(b, ratio), n);\n *   }\n * }\n * ```\n */\nexport function sma(): (barIndex: number, value: number, length: number) => number {\n  const site = loopSumSite('sma', false);\n  return (barIndex, value, length) => site(barIndex, value, length)[0] / Math.floor(length);\n}\n\n/**\n * One `ta.stdev(source, length, biased)` call site inside a `for` / `while` loop, called with\n * `(barIndex, value, length, biased?)` on each call: the running sums of the values and of their squares follow the\n * rules of {@link sum}; the result is computed from them as `ta.stdev` (bit for bit).\n *\n * @example\n * ```typescript\n * // Pine:  for len in lengths\n * //            [mid, up, lo] = ta.bb(close, len, 2)\n * const avgSite = callsite.sma();\n * const devSite = callsite.stdev();\n * for (let b = 0; b < closes.length; b++) {\n *   for (const len of lengths) {\n *     const mid = avgSite(b, closes[b]!, len);\n *     const dev = devSite(b, closes[b]!, len);\n *   }\n * }\n * ```\n */\nexport function stdev(): (barIndex: number, value: number, length: number, biased?: boolean) => number {\n  const site = loopSumSite('stdev', true);\n  return (barIndex, value, length, biased = true) => {\n    const len = Math.floor(length);\n    const [s, sq] = site(barIndex, value, length);\n    const mean = s / len;\n    const variance = biased ? sq / len - mean * mean : sq / (len - 1) - (mean * s) / (len - 1);\n    if (!biased && len <= 1) return NaN;\n    return Number.isNaN(variance) ? NaN : variance > 0 ? Math.sqrt(variance) : 0;\n  };\n}\n\n/**\n * One `math.random(min, max, seed)` call site: PineScript keeps one generator per call site, so two call sites\n * with the same seed give the same sequence. Called with `(min?, max?)` once per bar.\n *\n * @example\n * ```typescript\n * // Pine: a = math.random(0, 1, 42), b = math.random(0, 1, 42)   // a == b on every bar\n * const a = callsite.random(42);\n * const b = callsite.random(42);\n * ```\n */\nexport function random(seed: number): (min?: number, max?: number) => number {\n  return seededRandom(seed);\n}\n"],
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+  "sourcesContent": ["/**\n * @fileoverview Per-call history of ta.* functions called in a conditional block.\n *\n * In PineScript, every ta.* call keeps its own history of the values it receives. A call inside\n * an `if` block receives values only on the bars where the block runs, so its history skips the\n * other bars: `ta.crossover(a, b)` is false on the first bar the block runs, and `ta.sma(x, 3)`\n * averages the last 3 values it received, not the last 3 bars.\n *\n * - {@link whenCalled}: vectorized, when the bars of the calls are known in advance.\n * - {@link crossover} / {@link crossunder} / {@link cross} / {@link barssince}: one stateful call site for bar\n *   loops, called only on the bars where the Pine call runs.\n * - {@link lowestByBar} / {@link highestByBar} / {@link lowestbars} / {@link highestbars} / {@link pivothigh} /\n *   {@link pivotlow}: `ta.lowest` / `ta.highest` / `ta.lowestbars` / `ta.highestbars` / `ta.pivothigh` /\n *   `ta.pivotlow` in a conditional block or a loop, also with a length that changes on each call. They keep the\n *   non-na values of their calls; {@link lowest} / {@link highest} are the same sites called with `(value, length)`.\n * - {@link linreg}: `ta.linreg` in a conditional block, whose history is kept by bar (not by call).\n * - {@link sum} / {@link sma}: `math.sum` / `ta.sma` in a `for` / `while` loop, called several times on one bar.\n *\n * Since PineScript v6, `and` / `or` are lazy: the right operand runs only when the left operand does not decide\n * the result. A ta.* call in the right operand of `a or b` runs on the bars where `a` is false, in `a and b` on the\n * bars where `a` is true, so it needs a call site too:\n *\n * ```typescript\n * // Pine:  longCond = longUp or (src > sig and ta.barssince(longUp) <= lookback)\n * const since = callsite.whenCalled(longUp.map((u, i) => !u && src[i] > sig[i]), (c) => taCore.barssince(c.map(Boolean)), longUp);\n * // ta.barssince(longUp) only runs where longUp is false: it never sees true and stays na\n * ```\n *\n * ```typescript\n * // Pine:  if inRange\n * //            buy = ta.crossover(cumRsi, 60)\n * const buy = callsite.whenCalled(inRange, (a) => taCore.crossover(a, a.map(() => 60)), cumRsi);\n *\n * // Same call in a bar loop\n * const buyCross = callsite.crossover();\n * for (let i = 0; i < n; i++) {\n *   if (inRange[i]) {\n *     const buy = buyCross(cumRsi[i], 60);\n *   }\n * }\n * ```\n *\n * @module callsite\n */\n\nimport type { Source } from '../types/index.js';\nimport { linreg as linregSeries } from '../ta/index.js';\nimport { RunningSum, isNa } from '../ta/running-sum.js';\nimport { checkSumLength, checkWindowLength } from '../ta/limits.js';\nimport { seededRandom } from '../math/index.js';\n\n/**\n * Runs `fn` on the bars where `called` is true only, like a ta.* call inside an `if` block.\n * `fn` receives the values of `sources` on those bars, in order; its results are placed back on\n * the same bars. The other bars get na (NaN).\n *\n * @param called - true (or non-zero) on the bars where the call runs\n * @param fn - the calculation, for example `(x) => taCore.sma(x, 3)`\n * @param sources - the arguments of the call, one value per chart bar\n */\nexport function whenCalled<T extends number | boolean>(\n  called: ArrayLike<boolean | number>,\n  fn: (...values: number[][]) => ArrayLike<T>,\n  ...sources: Source[]\n): Array<T | number> {\n  const bars: number[] = [];\n  for (let i = 0; i < called.length; i++) if (called[i]) bars.push(i);\n  const result = fn(...sources.map(s => bars.map(i => s[i] ?? NaN)));\n  const out = new Array<T | number>(called.length).fill(NaN);\n  bars.forEach((bar, k) => {\n    out[bar] = result[k]!;\n  });\n  return out;\n}\n\n/**\n * A call site that keeps the arguments of the last call where both were not na (na before such a call), as\n * ta.crossover / ta.crossunder / ta.cross.\n */\nfunction twoSeriesSite(test: (a: number, b: number, prevA: number, prevB: number) => boolean) {\n  let prevA = NaN;\n  let prevB = NaN;\n  return (a: number, b: number): boolean => {\n    const result = test(a, b, prevA, prevB);\n    if (!Number.isNaN(a) && !Number.isNaN(b)) {\n      prevA = a;\n      prevB = b;\n    }\n    return result;\n  };\n}\n\n/**\n * One `ta.crossover(a, b)` call site: compared with the last call where both arguments were not na; false before\n * such a call.\n */\nexport function crossover(): (a: number, b: number) => boolean {\n  return twoSeriesSite((a, b, pa, pb) => a > b && pa <= pb);\n}\n\n/**\n * One `ta.crossunder(a, b)` call site: compared with the last call where both arguments were not na; false before\n * such a call.\n */\nexport function crossunder(): (a: number, b: number) => boolean {\n  return twoSeriesSite((a, b, pa, pb) => a < b && pa >= pb);\n}\n\n/**\n * One `ta.barssince(condition)` call site: the number of calls since the condition was true on a call (0 on that\n * call), na before the first true condition. An na condition counts as false.\n */\nexport function barssince(): (condition: boolean | number) => number {\n  let count = NaN;\n  return (condition) => {\n    if (condition && !Number.isNaN(condition)) count = 0;\n    else if (!Number.isNaN(count)) count++;\n    return count;\n  };\n}\n\n/**\n * One `ta.cross(a, b)` call site, rules of `ta.cross`: the site keeps the side of the last call where `a` was\n * strictly above or strictly below `b` (none before such a call; equal values and na arguments do not change it),\n * and is true when the arguments are strictly on the other side. False with an na argument.\n */\nexport function cross(): (a: number, b: number) => boolean {\n  let side = 0; // -1: last strictly below, 1: last strictly above, 0: none yet\n  return (a, b) => {\n    if (Number.isNaN(a) || Number.isNaN(b)) return false;\n    const result = (side < 0 && a > b) || (side > 0 && a < b);\n    if (a < b) side = -1;\n    else if (a > b) side = 1;\n    return result;\n  };\n}\n\n/** The values a ta.highest / ta.lowest / ta.pivothigh call site keeps: the non-na values of its calls, one per bar. */\nclass KeptCalls {\n  readonly values: number[] = [];\n  readonly bars: number[] = [];\n\n  /**\n   * Keeps a non-na value (+/-Infinity is skipped like na, #183); a later call on the same bar (a loop) replaces the\n   * value of that bar.\n   */\n  add(barIndex: number, value: number): void {\n    if (!Number.isFinite(value)) return;\n    const last = this.values.length - 1;\n    if (last >= 0 && this.bars[last] === barIndex) this.values[last] = value;\n    else {\n      this.values.push(value);\n      this.bars.push(barIndex);\n    }\n  }\n\n  /** Position of the best of the last `count` kept values (the newest one on ties), -1 when there is none. */\n  best(count: number, isLowest: boolean): number {\n    const last = this.values.length - 1;\n    if (last < 0 || !(count >= 1)) return -1;\n    let best = last;\n    for (let k = last - 1; k >= 0 && k > last - count; k--) {\n      if (isLowest ? this.values[k]! < this.values[best]! : this.values[k]! > this.values[best]!) best = k;\n    }\n    return best;\n  }\n}\n\n/** One `ta.lowest` / `ta.highest` / `ta.lowestbars` / `ta.highestbars` call site; rules in {@link lowestByBar}. */\nfunction extremeByBarSite(\n  isLowest: boolean,\n  offsets: boolean\n): (barIndex: number, value: number, length: number) => number {\n  const kept = new KeptCalls();\n  const name = (isLowest ? 'lowest' : 'highest') + (offsets ? 'bars' : '');\n  return (barIndex, value, length) => {\n    checkWindowLength(name, length, barIndex);\n    kept.add(barIndex, value);\n    const len = Math.trunc(length);\n    if (barIndex < len - 1) return NaN;\n    const best = kept.best(len, isLowest);\n    if (best < 0) return NaN;\n    return offsets ? -(barIndex - kept.bars[best]!) : kept.values[best]!;\n  };\n}\n\n/** {@link extremeByBarSite} called with `(value, length, barIndex?)`: without a bar index, every call is a new bar. */\nfunction extremeSite(isLowest: boolean): (value: number, length: number, barIndex?: number) => number {\n  const site = extremeByBarSite(isLowest, false);\n  let calls = 0;\n  return (value, length, barIndex) => site(barIndex ?? calls++, value, length);\n}\n\n/**\n * One `ta.lowest(source, length)` call site, called with `(value, length, barIndex?)`: the same site as\n * {@link lowestByBar} (same rules). Pass the bar index when the call does not run on every bar; without it every\n * call counts as one bar, which is right for a call on every bar (for example with a length that changes).\n *\n * @example\n * ```typescript\n * // Pine:  lowPrice = ta.lowest(close[1], lookback)   // lookback changes per bar\n * const lowPrice = callsite.lowest();\n * const out = closes.map((_, i) => lowPrice(i > 0 ? closes[i - 1]! : NaN, lookback[i]!));\n * ```\n */\nexport function lowest(): (value: number, length: number, barIndex?: number) => number {\n  return extremeSite(true);\n}\n\n/**\n * One `ta.highest(source, length)` call site, called with `(value, length, barIndex?)`. Same rules as\n * {@link lowest}.\n */\nexport function highest(): (value: number, length: number, barIndex?: number) => number {\n  return extremeSite(false);\n}\n\n/**\n * One `ta.lowest(source, length)` call site in a conditional block or a loop, called with\n * `(barIndex, value, length)` on the bars (and loop turns) where the Pine call runs. The length can change from one\n * call to the next.\n *\n * PineScript rules (measured in `if` blocks, ternaries, user functions and `for` loops, with constant lengths and\n * lengths that change, on sources with and without na):\n * - the call site keeps the non-na values it received, each with its bar; nothing is kept for a bar without a call\n *   or for an na value\n * - the result is na while `barIndex < length - 1` (by bar, not by call) and while no value was received\n * - otherwise it is the lowest of the last `length` kept values, or of all of them when there are fewer: the first\n *   call after bar `length - 1` gives its own value. A call with an na value also gives this result\n * - in a loop (several calls on one bar), a bar has one kept value: each call replaces the value of the earlier\n *   calls of that bar, so a call gives the lowest of its value and the values of the bars before\n *\n * Called on every bar, it equals `ta.lowest`.\n *\n * @example\n * ```typescript\n * // Pine:  lo = cond ? ta.lowest(low, 6) : na\n * const site = callsite.lowestByBar();\n * const lo = lows.map((v, i) => (cond[i] ? site(i, v, 6) : NaN));\n * ```\n */\nexport function lowestByBar(): (barIndex: number, value: number, length: number) => number {\n  return extremeByBarSite(true, false);\n}\n\n/**\n * One `ta.highest(source, length)` call site in a conditional block or a loop, called with\n * `(barIndex, value, length)`. Same rules as {@link lowestByBar}.\n */\nexport function highestByBar(): (barIndex: number, value: number, length: number) => number {\n  return extremeByBarSite(false, false);\n}\n\n/**\n * One `ta.lowestbars(source, length)` call site in a conditional block or a loop, called with\n * `(barIndex, value, length)`: the offset (0 or negative) from this bar to the bar of the lowest of the last `length`\n * kept values, the newest one on equal values. The values are kept as in {@link lowestByBar}; the offset counts\n * bars, not calls, so it can be below `-(length - 1)`.\n *\n * @example\n * ```typescript\n * // Pine:  off = cond ? ta.lowestbars(low, 10) : na\n * const site = callsite.lowestbars();\n * const off = lows.map((v, i) => (cond[i] ? site(i, v, 10) : NaN));\n * ```\n */\nexport function lowestbars(): (barIndex: number, value: number, length: number) => number {\n  return extremeByBarSite(true, true);\n}\n\n/**\n * One `ta.highestbars(source, length)` call site in a conditional block or a loop, called with\n * `(barIndex, value, length)`. Same rules as {@link lowestbars}.\n */\nexport function highestbars(): (barIndex: number, value: number, length: number) => number {\n  return extremeByBarSite(false, true);\n}\n\n/** One `ta.pivothigh` / `ta.pivotlow` call site; rules in {@link pivothigh}. */\nfunction pivotSite(isLowest: boolean): (barIndex: number, value: number, leftbars: number, rightbars: number) => number {\n  const kept = new KeptCalls();\n  return (barIndex, value, leftbars, rightbars) => {\n    kept.add(barIndex, value);\n    const left = Math.trunc(leftbars);\n    const right = Math.trunc(rightbars);\n    if (!(barIndex >= left + right)) return NaN;\n    const best = kept.best(left + right + 1, isLowest);\n    return best >= 0 && kept.bars[best] === barIndex - right ? kept.values[best]! : NaN;\n  };\n}\n\n/**\n * One `ta.pivothigh(source, leftbars, rightbars)` call site in a conditional block, called with\n * `(barIndex, value, leftbars, rightbars)` on the bars where the Pine call runs. The lengths can change from one call\n * to the next (the lengths of the current call are used).\n *\n * PineScript rules (measured in `if` blocks and ternaries, and on sources with na):\n * - the call site keeps the non-na values it received, each with its bar\n * - on a call it takes the last `leftbars + rightbars + 1` kept values (all of them when there are fewer) and finds\n *   the highest, the newest one on equal values\n * - there is a pivot only when that value is on the bar `rightbars` BARS back (by bar index, not by call); the\n *   result is its value, na otherwise and before bar `leftbars + rightbars`\n *\n * Called on every bar, it equals `ta.pivothigh`.\n *\n * @example\n * ```typescript\n * // Pine:  ph = useFilter ? ta.pivothigh(src, 5, 5) : na\n * const site = callsite.pivothigh();\n * const ph = src.map((v, i) => (useFilter[i] ? site(i, v, 5, 5) : NaN));\n * ```\n */\nexport function pivothigh(): (barIndex: number, value: number, leftbars: number, rightbars: number) => number {\n  return pivotSite(false);\n}\n\n/**\n * One `ta.pivotlow(source, leftbars, rightbars)` call site in a conditional block, called with\n * `(barIndex, value, leftbars, rightbars)`. Same rules as {@link pivothigh} (the lowest value).\n */\nexport function pivotlow(): (barIndex: number, value: number, leftbars: number, rightbars: number) => number {\n  return pivotSite(true);\n}\n\n/**\n * One `ta.linreg(source, length, offset)` call site in a conditional block, called with\n * `(barIndex, value, length, offset)` on the bars where the Pine call runs.\n *\n * PineScript rules (measured): `ta.linreg` keeps the values it receives in a ring of `length + 1` slots indexed by the\n * bar index, filled with 0 at the start and written only on the bars where it is called. The window is read from the\n * ring for the last `length` bars: a bar before the first call counts as 0, and a bar without a call holds the value of\n * the call `length + 1` bars earlier (0 if there was none). The result is na before bar `length - 1`. Called on every\n * bar, it equals `ta.linreg`.\n *\n * @example\n * ```typescript\n * // Pine:  if bar_index >= 20\n * //            a := ta.linreg(close, 10, 0)\n * const site = callsite.linreg();\n * const a = closes.map((c, i) => (i >= 20 ? site(i, c, 10, 0) : NaN));\n * ```\n */\nexport function linreg(): (barIndex: number, value: number, length: number, offset?: number) => number {\n  let ring: number[] = [];\n  return (barIndex, value, length, offset = 0) => {\n    const len = Math.floor(length);\n    if (ring.length !== len + 1) ring = new Array<number>(len + 1).fill(0);\n    ring[barIndex % (len + 1)] = value;\n    if (barIndex < len - 1) return NaN;\n    const window = Array.from({ length: len }, (_, k) => ring[(barIndex - len + 1 + k) % (len + 1)]!);\n    return linregSeries(window, len, offset)[len - 1]!;\n  };\n}\n\n\n/**\n * One `math.sum` call site in a loop; rules in {@link sum}. With `squares`, it also keeps the running sum of the\n * squared values (for {@link stdev}). Returns `[sum, sumOfSquares]` (NaN when not kept).\n */\nfunction loopSumSite(\n  name: string,\n  squares: boolean\n): (barIndex: number, value: number, length: number) => [number, number] {\n  const running = new RunningSum();\n  const runningSq = new RunningSum();\n  let lastBar = NaN;\n  let pending = false;\n  return (barIndex, value, length) => {\n    const len = Math.floor(length);\n    checkSumLength(name === 'sum' ? 'math.sum' : `ta.${name}`, len, barIndex);\n    if (!(len >= 1)) throw new Error(`callsite.${name}: length must be at least 1 (got ${length})`);\n    if (barIndex !== lastBar) {\n      if (pending) {\n        running.commit();\n        if (squares) runningSq.commit();\n      }\n      pending = false;\n      lastBar = barIndex;\n    }\n    if (isNa(value)) {\n      pending = false;\n      return [running.stepNa(len), squares ? runningSq.stepNa(len) : NaN];\n    }\n    const x = value;\n    const out: [number, number] = [running.step(x, len), squares ? runningSq.step(x * x, len) : NaN];\n    pending = true;\n    return out;\n  };\n}\n\n/**\n * One `math.sum(source, length)` call site inside a `for` / `while` loop, called with `(barIndex, value, length)` on\n * each call.\n *\n * PineScript rules (measured on calls in loops, 1 to 3 calls per bar, and bars without a call):\n * - the call site keeps one history value per bar: the value of its last call on that bar\n * - every call on a bar starts from the state of the earlier bars, so it gives the sum of its value and the last\n *   `length - 1` kept values; the last call of the bar is the one kept for the later bars\n * - the length can change from one call to the next (also on the same bar): each call first moves the kept sum to\n *   its own length as `math.sum` with a series length does (Kahan steps of the raw values)\n * - a bar without a call is not in the history (as a call in an `if` block)\n * - the sum is the same compensated running sum as `math.sum` (bit for bit)\n *\n * An na value is skipped as in `math.sum` (it returns the sum of the last `length` earlier values); when it is the\n * last call of a bar, the bar is not in the history (not measured).\n *\n * @example\n * ```typescript\n * // Pine:  for i = 0 to 2\n * //            s = math.sum(close * (1 + 0.01 * i), 7)\n * const site = callsite.sum();\n * for (let b = 0; b < closes.length; b++) {\n *   for (let i = 0; i <= 2; i++) {\n *     const s = site(b, closes[b]! * (1 + 0.01 * i), 7);\n *   }\n * }\n * ```\n */\nexport function sum(): (barIndex: number, value: number, length: number) => number {\n  const site = loopSumSite('sum', false);\n  return (barIndex, value, length) => site(barIndex, value, length)[0];\n}\n\n/**\n * One `ta.sma(source, length)` call site inside a `for` / `while` loop, called with `(barIndex, value, length)` on\n * each call: {@link sum} divided by the length (same rules).\n *\n * @example\n * ```typescript\n * // Pine:  evaluate(ratio) => ta.sma(gann(ratio), n)   // called once per ratio in a while loop\n * const site = callsite.sma();\n * for (let b = 0; b < closes.length; b++) {\n *   for (const ratio of ratios) {\n *     const avg = site(b, gann(b, ratio), n);\n *   }\n * }\n * ```\n */\nexport function sma(): (barIndex: number, value: number, length: number) => number {\n  const site = loopSumSite('sma', false);\n  return (barIndex, value, length) => site(barIndex, value, length)[0] / Math.floor(length);\n}\n\n/**\n * One `ta.stdev(source, length, biased)` call site inside a `for` / `while` loop, called with\n * `(barIndex, value, length, biased?)` on each call: the running sums of the values and of their squares follow the\n * rules of {@link sum}; the result is computed from them as `ta.stdev` (bit for bit).\n *\n * @example\n * ```typescript\n * // Pine:  for len in lengths\n * //            [mid, up, lo] = ta.bb(close, len, 2)\n * const avgSite = callsite.sma();\n * const devSite = callsite.stdev();\n * for (let b = 0; b < closes.length; b++) {\n *   for (const len of lengths) {\n *     const mid = avgSite(b, closes[b]!, len);\n *     const dev = devSite(b, closes[b]!, len);\n *   }\n * }\n * ```\n */\nexport function stdev(): (barIndex: number, value: number, length: number, biased?: boolean) => number {\n  const site = loopSumSite('stdev', true);\n  return (barIndex, value, length, biased = true) => {\n    const len = Math.floor(length);\n    const [s, sq] = site(barIndex, value, length);\n    const mean = s / len;\n    const variance = biased ? sq / len - mean * mean : sq / (len - 1) - (mean * s) / (len - 1);\n    if (!biased && len <= 1) return NaN;\n    return Number.isNaN(variance) ? NaN : variance > 0 ? Math.sqrt(variance) : 0;\n  };\n}\n\n/**\n * One `math.random(min, max, seed)` call site: PineScript keeps one generator per call site, so two call sites\n * with the same seed give the same sequence. Called with `(min?, max?)` once per bar.\n *\n * @example\n * ```typescript\n * // Pine: a = math.random(0, 1, 42), b = math.random(0, 1, 42)   // a == b on every bar\n * const a = callsite.random(42);\n * const b = callsite.random(42);\n * ```\n */\nexport function random(seed: number): (min?: number, max?: number) => number {\n  return seededRandom(seed);\n}\n"],
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   "names": ["linregSeries"]
 }

package/dist/cjs/index.d.ts

@@ -36,7 +36,7 @@ export { taCore, math, array, map, str, color, time, timeframe, matrix, line, bo
 export { drawingOutputs, type DrawingOutputs } from './drawing/output.js';
 export { barInterval, barTime } from './drawing/bar-time.js';
 export { resetDrawings, setDrawingLimits, setDrawingBar, holdDrawing, releaseDrawing, varDrawing, type DrawingLimits, type DrawingVariable, } from './drawing/registry.js';
-export { chartSessions, periodTime, periodClose, tradingDayTime, chartSessionFlags, resampleSession, barTimeAfter, barsUntil, type SessionContext, type ChartSessions, type SessionResample, } from './session/context.js';
+export { chartSessions, sessionPeriods, periodTime, periodClose, tradingDayTime, chartSessionFlags, resampleSession, barTimeAfter, barsUntil, type SessionContext, type ChartSessions, type SessionPeriods, type SessionResample, } from './session/context.js';
 export { TradingCalendar, type SessionSpec } from './session/calendar.js';
 export { SessionBars, sessionFlags, type SessionFlags } from './session/bars.js';
 export { resample, periodsOf, afterCompletion, mapToChart, heikinAshi, type Resampled } from './security/resample.js';
@@ -64,7 +64,7 @@ export type * from './strategy/index.js';
 export { LightweightChartsAdapter } from './runtime/adapters/LightweightChartsAdapter.js';
 export type { LightweightSeriesDefinitions } from './runtime/adapters/LightweightChartsAdapter.js';
 export { SimpleInputAdapter } from './runtime/adapters/SimpleInputAdapter.js';
-export declare const VERSION = "0.11.1";
+export declare const VERSION = "0.11.2";
 /**
  * Library information
  */

package/dist/cjs/index.d.ts.map

@@ -1 +1 @@
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package/dist/cjs/index.js

@@ -133,6 +133,7 @@ __export(index_exports, {
   securityOther: () => import_other.securityOther,
   securityOtherValues: () => import_other.securityOtherValues,
   sessionFlags: () => import_bars.sessionFlags,
+  sessionPeriods: () => import_context.sessionPeriods,
   setContext: () => import_runtime.setContext,
   setDrawingBar: () => import_registry.setDrawingBar,
   setDrawingLimits: () => import_registry.setDrawingLimits,
@@ -201,7 +202,7 @@ var import_input_active = require("./runtime/input-active.js");
 var import_strategy = require("./strategy/index.js");
 var import_LightweightChartsAdapter = require("./runtime/adapters/LightweightChartsAdapter.js");
 var import_SimpleInputAdapter = require("./runtime/adapters/SimpleInputAdapter.js");
-const VERSION = "0.11.1";
+const VERSION = "0.11.2";
 const info = {
   name: "OakScriptJS",
   version: VERSION,

package/dist/cjs/index.js.map

@@ -1,7 +1,7 @@
 {
   "version": 3,
   "sources": ["../../src/index.ts"],
-  "sourcesContent": ["/**\n * OakScriptJS - Simplified PineScript-like library for JavaScript\n *\n * This library provides Series-based lazy evaluation and technical analysis functions\n * for building trading indicators. The PineScript-style script API is in `oakscriptjs/script`.\n *\n * Key features:\n * - Series class for lazy evaluation and method chaining\n * - Core TA functions (array-based)\n * - TA-Series wrappers (Series-based)\n *\n * @packageDocumentation\n */\n\n// Export all types\nexport * from './types/index.js';\nexport * from './types/metadata.js';\n\n// Export core namespaces (array-based functions)\nimport * as taCore from './ta/index.js';\nimport * as math from './math/index.js';\nimport * as array from './array/index.js';\nimport * as map from './map/index.js';\nimport * as str from './str/index.js';\nimport * as color from './color/index.js';\nimport * as time from './time/index.js';\nimport * as timeframe from './timeframe/index.js';\nimport * as matrix from './matrix/index.js';\nimport * as line from './line/index.js';\nimport * as box from './box/index.js';\nimport * as label from './label/index.js';\nimport * as linefill from './linefill/index.js';\nimport * as chartPoint from './chartpoint/index.js';\nimport * as polyline from './polyline/index.js';\nimport * as table from './table/index.js';\nimport * as text from './text/index.js';\nimport * as compare from './compare/index.js';\nimport * as callsite from './callsite/index.js';\n\nexport { taCore, math, array, map, str, color, time, timeframe, matrix, line, box, label, linefill, chartPoint, polyline, table, text, compare, callsite };\n\n// Renderable drawings (IndicatorResult labels, lines, boxes, linefills, polylines, tables) and future bar times\nexport { drawingOutputs, type DrawingOutputs } from './drawing/output.js';\nexport { barInterval, barTime } from './drawing/bar-time.js';\n\n// Drawing registry limits (PineScript indicator(max_lines_count / max_labels_count / max_boxes_count / max_polylines_count))\nexport {\n  resetDrawings,\n  setDrawingLimits,\n  setDrawingBar,\n  holdDrawing,\n  releaseDrawing,\n  varDrawing,\n  type DrawingLimits,\n  type DrawingVariable,\n} from './drawing/registry.js';\n\n// The session of a chart context without a script run: time(tf), time_close(tf), time_tradingday, session.* flags,\n// request.security periods with the session and holidays, and bars after the last bar on the trading calendar\nexport {\n  chartSessions,\n  periodTime,\n  periodClose,\n  tradingDayTime,\n  chartSessionFlags,\n  resampleSession,\n  barTimeAfter,\n  barsUntil,\n  type SessionContext,\n  type ChartSessions,\n  type SessionResample,\n} from './session/context.js';\nexport { TradingCalendar, type SessionSpec } from './session/calendar.js';\nexport { SessionBars, sessionFlags, type SessionFlags } from './session/bars.js';\n\n// Same-symbol request.security on a higher timeframe (completion and lookahead rules) and ticker.heikinashi\nexport { resample, periodsOf, afterCompletion, mapToChart, heikinAshi, type Resampled } from './security/resample.js';\n// request.security of another symbol: which bar of the other symbol each chart bar shows (#179)\nexport {\n  securityOther,\n  securityOtherValues,\n  securityLowerTf,\n  type OtherSymbolChart,\n  type OtherSymbolOptions,\n  type SymbolCalendar,\n} from './security/other.js';\n\n// Export Series class (self-contained, no context)\nexport { Series, BarData } from './runtime/series.js';\nexport type { SeriesExtractor } from './runtime/series.js';\n\n// Export TA-Series namespace (Series-based wrappers)\nimport * as ta from './ta-series.js';\nexport { ta };\n\n// Export metadata types for indicator return values\nexport type {\n  PlotOptions,\n  HLineOptions,\n  FillOptions,\n  InputMetadata,\n  PlotMetadata,\n  IndicatorMetadata,\n  TimeValue,\n  PlotData,\n  HLineData,\n  FillData,\n  FillGradient,\n  IndicatorResult,\n  IndicatorFactory,\n  PlotStyle,\n  LineStyle,\n  PlotDisplay,\n  InputType\n} from './types/metadata.js';\n\n// Re-export commonly used functions for convenience\nexport { sma, ema, rsi, macd, bb, stdev, crossover, crossunder, change, tr, atr, cum, vwap } from './ta-series.js';\nexport { abs, ceil, floor, round, max, min, avg, sum, sqrt, pow, exp, log, sin, cos, tan } from './math/index.js';\nexport { rgb, from_hex as color_from_hex, new_color } from './color/index.js';\n\n// Export chart data utilities\nexport { ohlcFromBars, getClose, getHigh, getLow, getOpen, getSource, getSourceSeries, at, div } from './utils/index.js';\n\n// Export libraries (ZigZag, etc.)\nexport * from './lib/index.js';\n\n// Export helper functions for generated indicators (PineScript compatibility)\nexport {isNA as na, nz, fixnan} from './utils/index.js';\n\n// Export indicator infrastructure\nexport {\n  indicator,\n  type IndicatorMetadataConfig,\n  type InputDefinition,\n  type IndicatorContext,\n  type IndicatorInstance,\n  type IndicatorConstructor,\n} from './indicator.js';\n\nexport {\n  input,\n  type InputValue,\n  type IntInputOptions,\n  type FloatInputOptions,\n  type SourceInputOptions,\n  type BoolInputOptions,\n  type StringInputOptions,\n  type TimeInputOptions,\n  type SourceType,\n} from './input.js';\n\nexport {\n  plot as plotHelper,\n  createPlot,\n  type Time,\n  type TimeValuePair,\n  type PlotOptions as PlotHelperOptions,\n  type PlotResult,\n} from './plot.js';\n\n// Runtime exports - global context runtime (setContext, plot, hline) drawing through a ChartAdapter\nexport {\n  setContext,\n  clearContext,\n  getContext,\n  registerCalculate,\n  recalculate,\n  plot,\n  hline,\n  clearPlots,\n} from './runtime/runtime.js';\n\nexport {\n  input_int,\n  input_float,\n  input_bool,\n  input_string,\n  input_source,\n  input_timeframe,\n  input_session,\n  input_symbol,\n  input_time,\n} from './runtime/inputs.js';\nexport { isInputActive } from './runtime/input-active.js';\n\nexport type {\n  OakScriptContext,\n  ChartAdapter,\n  InputAdapter,\n  SeriesHandle,\n  SeriesOptions,\n  InputConfig,\n  InputCondition,\n  InputOptions,\n  OhlcvData,\n  PlotConfig,\n  HLineConfig,\n  FillConfig,\n  ArrowConfig,\n  CandleConfig,\n} from './runtime/types.js';\n\n// Strategy types and constants (the script API forwards strategy.* calls to a host engine)\nexport {\n  STRATEGY_CONSTANTS,\n  STRATEGY_DEFAULTS,\n  STRATEGY_NUMBER_VARIABLES,\n  STRATEGY_TEXT_VARIABLES,\n} from './strategy/index.js';\nexport type * from './strategy/index.js';\n\nexport { LightweightChartsAdapter } from './runtime/adapters/LightweightChartsAdapter.js';\nexport type { LightweightSeriesDefinitions } from './runtime/adapters/LightweightChartsAdapter.js';\nexport { SimpleInputAdapter } from './runtime/adapters/SimpleInputAdapter.js';\n\n// Version\nexport const VERSION = '0.11.1';\n\n/**\n * Library information\n */\nexport const info = {\n  name: 'OakScriptJS',\n  version: VERSION,\n  description: 'Simplified PineScript-like library - Series + TA functions',\n  features: {\n    series: 'Lazy evaluation with Series class',\n    ta: 'Technical analysis functions (Series and array-based)',\n    script: 'PineScript-style script API (oakscriptjs/script): indicator, strategy, inputs, plots, request.security',\n    runtime: 'Global context runtime drawing through a ChartAdapter',\n    indicator: 'Indicator function with automatic pane management'\n  },\n  namespaces: {\n    core: ['ta', 'math', 'array', 'map', 'str', 'color', 'time', 'timeframe', 'matrix'],\n    drawing: ['line', 'box', 'label', 'linefill', 'chartPoint', 'polyline', 'table', 'text'],\n    runtime: ['setContext', 'plot', 'hline', 'input_*'],\n    indicator: ['indicator', 'input', 'plotHelper', 'createPlot']\n  }\n};\n\n// PineScript compatibility stubs - functions that have no runtime effect\n// These are no-ops so that PineScript-style code runs without modification\n\n/**\n * alertcondition() - Stub for PineScript alert configuration\n * In PineScript, this registers an alert condition. In oakscriptjs, it's a no-op\n * since alert configuration is handled by the host application.\n */\nexport function alertcondition(_condition: unknown, _title?: string, _message?: string): void {\n  // No-op: Alert conditions are handled by the host application\n}\n"],
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+  "sourcesContent": ["/**\n * OakScriptJS - Simplified PineScript-like library for JavaScript\n *\n * This library provides Series-based lazy evaluation and technical analysis functions\n * for building trading indicators. The PineScript-style script API is in `oakscriptjs/script`.\n *\n * Key features:\n * - Series class for lazy evaluation and method chaining\n * - Core TA functions (array-based)\n * - TA-Series wrappers (Series-based)\n *\n * @packageDocumentation\n */\n\n// Export all types\nexport * from './types/index.js';\nexport * from './types/metadata.js';\n\n// Export core namespaces (array-based functions)\nimport * as taCore from './ta/index.js';\nimport * as math from './math/index.js';\nimport * as array from './array/index.js';\nimport * as map from './map/index.js';\nimport * as str from './str/index.js';\nimport * as color from './color/index.js';\nimport * as time from './time/index.js';\nimport * as timeframe from './timeframe/index.js';\nimport * as matrix from './matrix/index.js';\nimport * as line from './line/index.js';\nimport * as box from './box/index.js';\nimport * as label from './label/index.js';\nimport * as linefill from './linefill/index.js';\nimport * as chartPoint from './chartpoint/index.js';\nimport * as polyline from './polyline/index.js';\nimport * as table from './table/index.js';\nimport * as text from './text/index.js';\nimport * as compare from './compare/index.js';\nimport * as callsite from './callsite/index.js';\n\nexport { taCore, math, array, map, str, color, time, timeframe, matrix, line, box, label, linefill, chartPoint, polyline, table, text, compare, callsite };\n\n// Renderable drawings (IndicatorResult labels, lines, boxes, linefills, polylines, tables) and future bar times\nexport { drawingOutputs, type DrawingOutputs } from './drawing/output.js';\nexport { barInterval, barTime } from './drawing/bar-time.js';\n\n// Drawing registry limits (PineScript indicator(max_lines_count / max_labels_count / max_boxes_count / max_polylines_count))\nexport {\n  resetDrawings,\n  setDrawingLimits,\n  setDrawingBar,\n  holdDrawing,\n  releaseDrawing,\n  varDrawing,\n  type DrawingLimits,\n  type DrawingVariable,\n} from './drawing/registry.js';\n\n// The session of a chart context without a script run: time(tf, session, timezone), time_close(...), time_tradingday,\n// session.* flags, request.security periods with the session and holidays, and bars after the last bar on the trading\n// calendar\nexport {\n  chartSessions,\n  sessionPeriods,\n  periodTime,\n  periodClose,\n  tradingDayTime,\n  chartSessionFlags,\n  resampleSession,\n  barTimeAfter,\n  barsUntil,\n  type SessionContext,\n  type ChartSessions,\n  type SessionPeriods,\n  type SessionResample,\n} from './session/context.js';\nexport { TradingCalendar, type SessionSpec } from './session/calendar.js';\nexport { SessionBars, sessionFlags, type SessionFlags } from './session/bars.js';\n\n// Same-symbol request.security on a higher timeframe (completion and lookahead rules) and ticker.heikinashi\nexport { resample, periodsOf, afterCompletion, mapToChart, heikinAshi, type Resampled } from './security/resample.js';\n// request.security of another symbol: which bar of the other symbol each chart bar shows (#179)\nexport {\n  securityOther,\n  securityOtherValues,\n  securityLowerTf,\n  type OtherSymbolChart,\n  type OtherSymbolOptions,\n  type SymbolCalendar,\n} from './security/other.js';\n\n// Export Series class (self-contained, no context)\nexport { Series, BarData } from './runtime/series.js';\nexport type { SeriesExtractor } from './runtime/series.js';\n\n// Export TA-Series namespace (Series-based wrappers)\nimport * as ta from './ta-series.js';\nexport { ta };\n\n// Export metadata types for indicator return values\nexport type {\n  PlotOptions,\n  HLineOptions,\n  FillOptions,\n  InputMetadata,\n  PlotMetadata,\n  IndicatorMetadata,\n  TimeValue,\n  PlotData,\n  HLineData,\n  FillData,\n  FillGradient,\n  IndicatorResult,\n  IndicatorFactory,\n  PlotStyle,\n  LineStyle,\n  PlotDisplay,\n  InputType\n} from './types/metadata.js';\n\n// Re-export commonly used functions for convenience\nexport { sma, ema, rsi, macd, bb, stdev, crossover, crossunder, change, tr, atr, cum, vwap } from './ta-series.js';\nexport { abs, ceil, floor, round, max, min, avg, sum, sqrt, pow, exp, log, sin, cos, tan } from './math/index.js';\nexport { rgb, from_hex as color_from_hex, new_color } from './color/index.js';\n\n// Export chart data utilities\nexport { ohlcFromBars, getClose, getHigh, getLow, getOpen, getSource, getSourceSeries, at, div } from './utils/index.js';\n\n// Export libraries (ZigZag, etc.)\nexport * from './lib/index.js';\n\n// Export helper functions for generated indicators (PineScript compatibility)\nexport {isNA as na, nz, fixnan} from './utils/index.js';\n\n// Export indicator infrastructure\nexport {\n  indicator,\n  type IndicatorMetadataConfig,\n  type InputDefinition,\n  type IndicatorContext,\n  type IndicatorInstance,\n  type IndicatorConstructor,\n} from './indicator.js';\n\nexport {\n  input,\n  type InputValue,\n  type IntInputOptions,\n  type FloatInputOptions,\n  type SourceInputOptions,\n  type BoolInputOptions,\n  type StringInputOptions,\n  type TimeInputOptions,\n  type SourceType,\n} from './input.js';\n\nexport {\n  plot as plotHelper,\n  createPlot,\n  type Time,\n  type TimeValuePair,\n  type PlotOptions as PlotHelperOptions,\n  type PlotResult,\n} from './plot.js';\n\n// Runtime exports - global context runtime (setContext, plot, hline) drawing through a ChartAdapter\nexport {\n  setContext,\n  clearContext,\n  getContext,\n  registerCalculate,\n  recalculate,\n  plot,\n  hline,\n  clearPlots,\n} from './runtime/runtime.js';\n\nexport {\n  input_int,\n  input_float,\n  input_bool,\n  input_string,\n  input_source,\n  input_timeframe,\n  input_session,\n  input_symbol,\n  input_time,\n} from './runtime/inputs.js';\nexport { isInputActive } from './runtime/input-active.js';\n\nexport type {\n  OakScriptContext,\n  ChartAdapter,\n  InputAdapter,\n  SeriesHandle,\n  SeriesOptions,\n  InputConfig,\n  InputCondition,\n  InputOptions,\n  OhlcvData,\n  PlotConfig,\n  HLineConfig,\n  FillConfig,\n  ArrowConfig,\n  CandleConfig,\n} from './runtime/types.js';\n\n// Strategy types and constants (the script API forwards strategy.* calls to a host engine)\nexport {\n  STRATEGY_CONSTANTS,\n  STRATEGY_DEFAULTS,\n  STRATEGY_NUMBER_VARIABLES,\n  STRATEGY_TEXT_VARIABLES,\n} from './strategy/index.js';\nexport type * from './strategy/index.js';\n\nexport { LightweightChartsAdapter } from './runtime/adapters/LightweightChartsAdapter.js';\nexport type { LightweightSeriesDefinitions } from './runtime/adapters/LightweightChartsAdapter.js';\nexport { SimpleInputAdapter } from './runtime/adapters/SimpleInputAdapter.js';\n\n// Version\nexport const VERSION = '0.11.2';\n\n/**\n * Library information\n */\nexport const info = {\n  name: 'OakScriptJS',\n  version: VERSION,\n  description: 'Simplified PineScript-like library - Series + TA functions',\n  features: {\n    series: 'Lazy evaluation with Series class',\n    ta: 'Technical analysis functions (Series and array-based)',\n    script: 'PineScript-style script API (oakscriptjs/script): indicator, strategy, inputs, plots, request.security',\n    runtime: 'Global context runtime drawing through a ChartAdapter',\n    indicator: 'Indicator function with automatic pane management'\n  },\n  namespaces: {\n    core: ['ta', 'math', 'array', 'map', 'str', 'color', 'time', 'timeframe', 'matrix'],\n    drawing: ['line', 'box', 'label', 'linefill', 'chartPoint', 'polyline', 'table', 'text'],\n    runtime: ['setContext', 'plot', 'hline', 'input_*'],\n    indicator: ['indicator', 'input', 'plotHelper', 'createPlot']\n  }\n};\n\n// PineScript compatibility stubs - functions that have no runtime effect\n// These are no-ops so that PineScript-style code runs without modification\n\n/**\n * alertcondition() - Stub for PineScript alert configuration\n * In PineScript, this registers an alert condition. In oakscriptjs, it's a no-op\n * since alert configuration is handled by the host application.\n */\nexport function alertcondition(_condition: unknown, _title?: string, _message?: string): void {\n  // No-op: Alert conditions are handled by the host application\n}\n"],
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   "names": ["import_utils"]
 }

package/dist/cjs/script/index.d.ts

@@ -1018,6 +1018,7 @@ export declare const table: {
     cell(table_id: import("../index.js").Table, column: number, row: number, text?: string, width?: number, height?: number, text_color?: import("../types/index.js").color, text_halign?: "left" | "right" | "center", text_valign?: "center" | "top" | "bottom", text_size?: string | number, bgcolor?: import("../types/index.js").color, tooltip?: string, text_font_family?: "default" | "monospace", text_formatting?: number): void;
     merge_cells(table_id: import("../index.js").Table, start_column: number, start_row: number, end_column: number, end_row: number): void;
     clear(table_id: import("../index.js").Table, start_column: number, start_row: number, end_column?: number, end_row?: number): void;
+    set_position(table_id: import("../index.js").Table, position: "top_left" | "top_center" | "top_right" | "middle_left" | "middle_center" | "middle_right" | "bottom_left" | "bottom_center" | "bottom_right"): void;
     delete_table(table_id: import("../index.js").Table): void;
     cell_set_text: (table_id: import("../index.js").Table, column: number, row: number, value: string | undefined) => void;
     cell_set_width: (table_id: import("../index.js").Table, column: number, row: number, value: number | undefined) => void;
@@ -1030,7 +1031,6 @@ export declare const table: {
     cell_set_tooltip: (table_id: import("../index.js").Table, column: number, row: number, value: string | undefined) => void;
     cell_set_text_font_family: (table_id: import("../index.js").Table, column: number, row: number, value: "default" | "monospace" | undefined) => void;
     cell_set_text_formatting: (table_id: import("../index.js").Table, column: number, row: number, value: number | undefined) => void;
-    set_position: (table_id: import("../index.js").Table, value: "top_left" | "top_center" | "top_right" | "middle_left" | "middle_center" | "middle_right" | "bottom_left" | "bottom_center" | "bottom_right") => void;
     set_bgcolor: (table_id: import("../index.js").Table, value: import("../types/index.js").color | undefined) => void;
     set_frame_color: (table_id: import("../index.js").Table, value: import("../types/index.js").color | undefined) => void;
     set_frame_width: (table_id: import("../index.js").Table, value: number | undefined) => void;

package/dist/cjs/script/index.d.ts.map

@@ -1 +1 @@
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package/dist/cjs/script/index.js

@@ -130,7 +130,7 @@ var import_resample = require("../security/resample.js");
 var import_other = require("../security/other.js");
 var import_types = require("../types/index.js");
 var import_strategy = require("../strategy/index.js");
-var import_session = require("../time/session.js");
+var import_context = require("../session/context.js");
 var import_strategy2 = require("../strategy/index.js");
 var compare = __toESM(require("../compare/index.js"), 1);
 var import_input_active = require("../runtime/input-active.js");
@@ -1134,23 +1134,6 @@ function sessionBars() {
   }
   return sessionCache;
 }
-function calendarFor(session2, timezone, dayPlacement = false) {
-  const { bars: bars2 } = sessionBars();
-  if (!session2 && !timezone) return { bars: bars2, test: false };
-  const tz = timezone ?? exchangeTimezone();
-  if (session2 !== void 0 && (0, import_session.parsePineSession)(session2) === null) {
-    const name = session2.trim();
-    const symbol = name === "regular" && chartCtx.regularSession ? chartCtx.regularSession : chartCtx.session;
-    return { bars: new import_bars.SessionBars(new import_calendar.TradingCalendar(tz, { session: toSpec(symbol).session }, "symbol"), bars2.chart.period), test: true };
-  }
-  const spec = session2 ? { session: session2 } : { session: toSpec(chartCtx.session).session };
-  return {
-    bars: new import_bars.SessionBars(new import_calendar.TradingCalendar(tz, spec, session2 ? "pine" : "symbol", dayPlacement), bars2.chart.period),
-    test: true,
-    // a PineScript session string: the rules of time.inSession (runs ending at 0000, days around a clock change)
-    inside: session2 ? (time2) => timeCore.inSession(time2, session2, tz, timeframeCore.in_seconds(bars2.chart.period) * 1e3) : void 0
-  };
-}
 function perBar(fn) {
   const times = ctxBars.bars.map(barTime);
   return import_series.Series.fromArray(ctxBars, times.map((t, i) => fn(t, i, times)));
@@ -1160,46 +1143,18 @@ function callableSeries(series, fn) {
   Object.assign(fn, series);
   return fn;
 }
-function sessionPeriods(timeframeString, session2, timezone) {
-  const tf = timeframeCore.info(timeframeString);
-  const { bars: bars2, test, inside } = calendarFor(session2, timezone, !tf.isintraday);
-  const open2 = (t) => bars2.timeOf(t, timeframeString);
-  const close2 = (t) => bars2.closeOf(t, timeframeString);
-  if (!test) return { open: open2, close: close2 };
-  if (tf.isintraday) {
-    if (session2 !== void 0 && (0, import_session.parsePineSession)(session2) !== null && !bars2.chart.isdwm) {
-      const tz = timezone ?? exchangeTimezone();
-      const barMs = timeframeCore.in_seconds(bars2.chart.period) * 1e3;
-      const ms = timeframeCore.in_seconds(tf.period) * 1e3;
-      const run = (t) => (0, import_session.sessionRun)(t, session2, 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) : bars2.inside(t);
-    return { open: (t) => isIn(t) ? open2(t) : NaN, close: (t) => isIn(t) ? close2(t) : NaN };
-  }
-  if (tf.isdaily && tf.multiplier === 1) {
-    return { open: (t) => bars2.inside(t) ? open2(t) : NaN, close: (t) => bars2.inside(t) ? close2(t) : NaN };
-  }
-  return { open: open2, close: close2 };
+function chartSessionPeriods(timeframeString, session2, timezone) {
+  const { bars: bars2 } = sessionBars();
+  return (0, import_context.sessionPeriods)(bars2, { ...chartCtx, timezone: exchangeTimezone() }, timeframeString, session2, timezone);
 }
 function timeFunction(tf, session2, timezone) {
   collector();
-  const { open: open2 } = sessionPeriods(tf || chartTimeframe().period, session2, timezone);
+  const { open: open2 } = chartSessionPeriods(tf || chartTimeframe().period, session2, timezone);
   return perBar((t) => open2(t));
 }
 function timeCloseFunction(tf, session2, timezone) {
   collector();
-  const { close: close2 } = sessionPeriods(tf || chartTimeframe().period, session2, timezone);
+  const { close: close2 } = chartSessionPeriods(tf || chartTimeframe().period, session2, timezone);
   return perBar((t) => close2(t));
 }
 let runNow = NaN;