oakscriptjs 0.11.1 → 0.11.2

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

@@ -1 +1 @@
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package/dist/cjs/session/calendar.js

@@ -145,6 +145,7 @@ class TradingCalendar {
     out = periods.map(
       (p) => this.pine ? [at(d - p.startOffset, p.start, true), at(d - p.endOffset, p.end - 1, true) + 6e4] : [at(d - p.startOffset, p.start), at(d - p.endOffset, p.end)]
     );
+    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/cjs/session/calendar.js.map

@@ -1,7 +1,7 @@
 {
   "version": 3,
   "sources": ["../../../src/session/calendar.ts"],
-  "sourcesContent": ["/**\n * Trading calendar: the session periods of each trading day of a symbol, from the symbol session\n * information (issue #100).\n *\n * Session format (symbol session information, also PineScript session strings):\n * - periods \"HHMM-HHMM\", several separated by commas; \"24x7\" is the whole day, every day\n * - a period whose end is not after its start (\"1700-1600\", \"1700-1700\") starts the day before the\n *   trading day: the session that opens Sunday 17:00 is Monday's\n * - \"HHMMF<n>\" moves a time <n> days before the trading day (\"1700F2-1200F1\"); \"F\" alone is one day (\"1700F-1900\":\n *   17:00 of the day before to 19:00)\n * - several sections joined by \"|\", each with its own days (\"1900-1900:3456|1700F-1900:2\": Monday opens on Sunday\n *   17:00, the other days at 19:00 of the day before)\n * - optional days after \":\" (1 = Sunday ... 7 = Saturday); without days a symbol session trades Monday to\n *   Friday (\"24x7\": every day), and a PineScript session string follows PineScript's rules (one period:\n *   every day; several periods: Monday to Friday)\n * - \"#YYYYMMDD/<session>\" changes the session from that date (\"0900-1746#20251201/0800-2200\")\n * - corrections (\"session-correction\"): \"<session>:<dates>;dayoff:<dates>\" replace the session of these\n *   dates (early closes, days off); holidays (\"session_holidays\") are dates without session\n */\n\nimport { zonedFields, zonedToUnix } from '../time/timezone.js';\nimport { parsePineSession } from '../time/session.js';\n\n/** Session information of a symbol (hours, corrections, holidays). */\nexport interface SessionSpec {\n  /** Session hours: \"0930-1600\", \"1700-1600\", \"24x7\", \"0400-2000\" ... */\n  session: string;\n  /** Exceptions by date (symbol info \"session-correction\"): \"0930-1300:20251128,20251224;dayoff:20250109\" */\n  corrections?: string;\n  /** Exchange holidays as \"YYYYMMDD\" (symbol info \"session_holidays\"), comma-separated or as an array */\n  holidays?: string | string[];\n}\n\n/** Date as YYYYMMDD. */\nexport type DateNum = number;\n\ninterface Period {\n  /** Minutes after midnight */\n  start: number;\n  end: number;\n  /** Days before the trading day */\n  startOffset: number;\n  endOffset: number;\n}\n\ninterface Version {\n  from: DateNum;\n  periods: Period[];\n  /** Index 1 (Sunday) to 7 (Saturday) */\n  days: boolean[];\n  /** PineScript session strings: the periods of each weekday (index 1 to 7), from the \"|\" sections */\n  byDay?: Period[][];\n}\n\nexport const toDateNum = (y: number, m: number, d: number): DateNum => y * 10000 + m * 100 + d;\nconst utcOf = (date: DateNum): number => Date.UTC(Math.floor(date / 10000), Math.floor(date / 100) % 100 - 1, date % 100);\nconst fromUtc = (ms: number): DateNum => {\n  const d = new Date(ms);\n  return toDateNum(d.getUTCFullYear(), d.getUTCMonth() + 1, d.getUTCDate());\n};\nexport const addDays = (date: DateNum, n: number): DateNum => fromUtc(utcOf(date) + n * 86_400_000);\n/** 1 = Sunday ... 7 = Saturday */\nexport const weekdayOf = (date: DateNum): number => new Date(utcOf(date)).getUTCDay() + 1;\n/** 00:00 UTC of the date, in ms (PineScript `time_tradingday`). */\nexport const dateUtcMs = utcOf;\n\nfunction parseTime(token: string, spec: string): { minutes: number; offset?: number } {\n  const m = /^(\\d{2})(\\d{2})(?:F(\\d*))?$/.exec(token.trim());\n  if (!m) throw new SyntaxError(`Invalid session \"${spec}\"`);\n  // \"F\" without a number is one day before the trading day\n  return { minutes: Number(m[1]) * 60 + Number(m[2]), offset: m[3] === undefined ? undefined : Number(m[3] || 1) };\n}\n\nfunction parsePeriods(text: string, spec: string): Period[] {\n  if (text.trim() === '24x7') return [{ start: 0, end: 1440, startOffset: 0, endOffset: 0 }];\n  return text.split(',').map((p) => {\n    const [a = '', b = ''] = p.split('-');\n    const s = parseTime(a, spec);\n    const e = parseTime(b, spec);\n    if (s.minutes === 0 && e.minutes === 0 && s.offset === undefined && e.offset === undefined) {\n      return { start: 0, end: 1440, startOffset: 0, endOffset: 0 };\n    }\n    return {\n      start: s.minutes,\n      end: e.minutes,\n      startOffset: s.offset ?? (e.minutes <= s.minutes ? 1 : 0),\n      endOffset: e.offset ?? 0,\n    };\n  });\n}\n\n/** A PineScript session string as periods per weekday (rules in time/session.ts). */\nfunction pineVersion(text: string, from: DateNum): Version {\n  const ranges = parsePineSession(text);\n  if (ranges === null) throw new SyntaxError(`Session \"${text}\" is the symbol session`);\n  const byDay: Period[][] = Array.from({ length: 8 }, () => []);\n  for (const { start, end, days, startDays } of ranges) {\n    // a run that ends at 0000 ends at 24:00 of the day it starts and belongs to that day (#173)\n    const period: Period =\n      start === 0 && end === 0\n        ? { start: 0, end: 1440, startOffset: 0, endOffset: 0 }\n        : startDays !== undefined\n          ? { start, end, startOffset: startDays, endOffset: 0 }\n          : end === 0\n            ? { start, end: 1440, startOffset: 0, endOffset: 0 }\n            : { start, end, startOffset: end <= start ? 1 : 0, endOffset: 0 };\n    for (const d of days) byDay[d]!.push(period);\n  }\n  return { from, periods: [], days: byDay.map((p) => p.length > 0), byDay };\n}\n\nfunction parseVersion(text: string, from: DateNum, spec: string, rule: 'symbol' | 'pine'): Version {\n  if (rule === 'pine') return pineVersion(text, from);\n  if (text.includes('|')) {\n    // sections with their own days\n    const byDay: Period[][] = Array.from({ length: 8 }, () => []);\n    for (const section of text.split('|').filter((part) => part.trim())) {\n      const one = parseVersion(section, from, spec, rule);\n      one.days.forEach((on, d) => {\n        if (on) byDay[d] = one.periods;\n      });\n    }\n    return { from, periods: [], days: byDay.map((p) => p.length > 0), byDay };\n  }\n  const [periodText = '', dayText] = text.trim().split(':');\n  const periods = parsePeriods(periodText, spec);\n  const allDays = periodText.trim() === '24x7';\n  const digits = dayText ?? (allDays ? '1234567' : '23456');\n  if (!/^[1-7]+$/.test(digits)) throw new SyntaxError(`Invalid session days in \"${spec}\"`);\n  const days = new Array<boolean>(8).fill(false);\n  for (const d of digits) days[Number(d)] = true;\n  return { from, periods, days };\n}\n\n/** Session periods of every trading day of a symbol, as UNIX times (ms). */\nexport class TradingCalendar {\n  private readonly versions: Version[];\n  private readonly corrections = new Map<DateNum, Period[] | null>();\n  private readonly holidays: Set<DateNum>;\n  private readonly cache = new Map<DateNum, Array<[number, number]>>();\n  private readonly pine: boolean;\n\n  /**\n   * @param timezone - Time zone of the session hours (the exchange time zone)\n   * @param spec - Session information (hours, corrections, holidays)\n   * @param rule - Days without \":days\": 'symbol' (Monday to Friday) or 'pine' (PineScript session strings)\n   * @param dayPlacement - PineScript session strings read for `time(\"D\", session)`: the wall times of a clock-change\n   *   day are placed as the JVM does (see `periods`); without it, as `time.inSession` places them\n   */\n  constructor(\n    readonly timezone: string,\n    spec: SessionSpec,\n    rule: 'symbol' | 'pine' = 'symbol',\n    dayPlacement = false\n  ) {\n    this.pine = rule === 'pine' && dayPlacement;\n    const [first = '', ...changes] = spec.session.split('#');\n    this.versions = [parseVersion(first, 0, spec.session, rule)];\n    for (const change of changes) {\n      const m = /^(\\d{8})\\/(.+)$/.exec(change.trim());\n      if (!m) throw new SyntaxError(`Invalid session change in \"${spec.session}\"`);\n      this.versions.push(parseVersion(m[2]!, Number(m[1]), spec.session, rule));\n    }\n    for (const part of (spec.corrections ?? '').split(';').filter((p) => p.trim())) {\n      const i = part.lastIndexOf(':');\n      const text = part.slice(0, i).trim();\n      const periods = text === 'dayoff' ? null : parsePeriods(text, part);\n      for (const date of part.slice(i + 1).split(',')) this.corrections.set(Number(date), periods);\n    }\n    const holidays = Array.isArray(spec.holidays) ? spec.holidays : (spec.holidays ?? '').split(',');\n    this.holidays = new Set(holidays.filter((h) => h.trim()).map(Number));\n  }\n\n  /** Session periods [start, end) of the trading day `date`; empty when the day has no session. */\n  periods(date: DateNum): Array<[number, number]> {\n    let out = this.cache.get(date);\n    if (out) return out;\n    let periods: Period[] = [];\n    const correction = this.corrections.get(date);\n    if (correction !== undefined) {\n      periods = correction ?? [];\n    } else if (!this.holidays.has(date)) {\n      const version = [...this.versions].reverse().find((v) => v.from <= date)!;\n      if (version.byDay) periods = version.byDay[weekdayOf(date)]!;\n      else if (version.days[weekdayOf(date)]) periods = version.periods;\n    }\n    const y = Math.floor(date / 10000);\n    const m = Math.floor(date / 100) % 100;\n    const d = date % 100;\n    const at = (dd: number, minutes: number, earlier = false): number =>\n      zonedToUnix(this.timezone, y, m, dd, Math.floor(minutes / 60), minutes % 60, 0, earlier);\n    // for \"D\", PineScript session strings place the wall times of a clock-change day as the JVM does: a skipped time moves\n    // past the gap, a repeated time is its first pass, and the end is the minute before it plus one minute (\"0000-0300\"\n    // 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)\n    out = periods.map((p) =>\n      this.pine\n        ? [at(d - p.startOffset, p.start, true), at(d - p.endOffset, p.end - 1, true) + 60_000]\n        : [at(d - p.startOffset, p.start), at(d - p.endOffset, p.end)]\n    );\n    this.cache.set(date, out);\n    return out;\n  }\n\n  isTradingDay(date: DateNum): boolean {\n    return this.periods(date).length > 0;\n  }\n\n  /**\n   * True for a bar that opens after the session of its day was cut by a correction (an early close) but inside the\n   * usual hours of that day: PineScript has no period for such a bar (`time(\"D\")` is na on it).\n   */\n  afterEarlyClose(time: number): boolean {\n    const at = this.locate(time);\n    if (!at || at.inside || !this.corrections.get(at.date)) return false;\n    const version = [...this.versions].reverse().find((v) => v.from <= at.date)!;\n    const usual = version.byDay ? version.byDay[weekdayOf(at.date)]! : version.days[weekdayOf(at.date)] ? version.periods : [];\n    const y = Math.floor(at.date / 10000);\n    const m = Math.floor(at.date / 100) % 100;\n    const d = at.date % 100;\n    return usual.some(\n      (p) =>\n        zonedToUnix(this.timezone, y, m, d - p.startOffset, Math.floor(p.start / 60), p.start % 60) <= time &&\n        time < zonedToUnix(this.timezone, y, m, d - p.endOffset, Math.floor(p.end / 60), p.end % 60)\n    );\n  }\n\n  /**\n   * Trading day and period of a time: the period that contains it, else the last period that started\n   * before it. Null when no trading day is found near the time.\n   */\n  locate(time: number): { date: DateNum; index: number; inside: boolean } | null {\n    const f = zonedFields(time, this.timezone);\n    const local = toDateNum(f.year, f.month, f.day);\n    for (let k = 0; k <= 5; k++) {\n      const date = addDays(local, k);\n      const index = this.periods(date).findIndex(([s, e]) => s <= time && time < e);\n      if (index !== -1) return { date, index, inside: true };\n    }\n    for (let k = 5; k >= -7; k--) {\n      const date = addDays(local, k);\n      const periods = this.periods(date);\n      let index = -1;\n      periods.forEach(([s], i) => {\n        if (s <= time) index = i;\n      });\n      if (index !== -1) return { date, index, inside: false };\n    }\n    return null;\n  }\n\n  /** First trading day in [from, to] (dates), or null. */\n  firstTradingDay(from: DateNum, to: DateNum): DateNum | null {\n    for (let date = from; date <= to; date = addDays(date, 1)) if (this.isTradingDay(date)) return date;\n    return null;\n  }\n\n  /** Last trading day in [from, to] (dates), or null. */\n  lastTradingDay(from: DateNum, to: DateNum): DateNum | null {\n    for (let date = to; date >= from; date = addDays(date, -1)) if (this.isTradingDay(date)) return date;\n    return null;\n  }\n}\n\n/** Monday of the week of `date` (weeks run Monday to Sunday). */\nexport const weekStart = (date: DateNum): DateNum => addDays(date, -((weekdayOf(date) + 5) % 7));\n/** First day of the month of `date`. */\nexport const monthStart = (date: DateNum): DateNum => Math.floor(date / 100) * 100 + 1;\n/** Last day of the month of `date`. */\nexport const monthEnd = (date: DateNum): DateNum => addDays(monthStart(addDays(monthStart(date), 32)), -1);\n"],
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+  "sourcesContent": ["/**\n * Trading calendar: the session periods of each trading day of a symbol, from the symbol session\n * information (issue #100).\n *\n * Session format (symbol session information, also PineScript session strings):\n * - periods \"HHMM-HHMM\", several separated by commas; \"24x7\" is the whole day, every day\n * - a period whose end is not after its start (\"1700-1600\", \"1700-1700\") starts the day before the\n *   trading day: the session that opens Sunday 17:00 is Monday's\n * - \"HHMMF<n>\" moves a time <n> days before the trading day (\"1700F2-1200F1\"); \"F\" alone is one day (\"1700F-1900\":\n *   17:00 of the day before to 19:00)\n * - several sections joined by \"|\", each with its own days (\"1900-1900:3456|1700F-1900:2\": Monday opens on Sunday\n *   17:00, the other days at 19:00 of the day before)\n * - optional days after \":\" (1 = Sunday ... 7 = Saturday); without days a symbol session trades Monday to\n *   Friday (\"24x7\": every day), and a PineScript session string follows PineScript's rules (one period:\n *   every day; several periods: Monday to Friday)\n * - \"#YYYYMMDD/<session>\" changes the session from that date (\"0900-1746#20251201/0800-2200\")\n * - corrections (\"session-correction\"): \"<session>:<dates>;dayoff:<dates>\" replace the session of these\n *   dates (early closes, days off); holidays (\"session_holidays\") are dates without session\n */\n\nimport { zonedFields, zonedToUnix } from '../time/timezone.js';\nimport { parsePineSession } from '../time/session.js';\n\n/** Session information of a symbol (hours, corrections, holidays). */\nexport interface SessionSpec {\n  /** Session hours: \"0930-1600\", \"1700-1600\", \"24x7\", \"0400-2000\" ... */\n  session: string;\n  /** Exceptions by date (symbol info \"session-correction\"): \"0930-1300:20251128,20251224;dayoff:20250109\" */\n  corrections?: string;\n  /** Exchange holidays as \"YYYYMMDD\" (symbol info \"session_holidays\"), comma-separated or as an array */\n  holidays?: string | string[];\n}\n\n/** Date as YYYYMMDD. */\nexport type DateNum = number;\n\ninterface Period {\n  /** Minutes after midnight */\n  start: number;\n  end: number;\n  /** Days before the trading day */\n  startOffset: number;\n  endOffset: number;\n}\n\ninterface Version {\n  from: DateNum;\n  periods: Period[];\n  /** Index 1 (Sunday) to 7 (Saturday) */\n  days: boolean[];\n  /** PineScript session strings: the periods of each weekday (index 1 to 7), from the \"|\" sections */\n  byDay?: Period[][];\n}\n\nexport const toDateNum = (y: number, m: number, d: number): DateNum => y * 10000 + m * 100 + d;\nconst utcOf = (date: DateNum): number => Date.UTC(Math.floor(date / 10000), Math.floor(date / 100) % 100 - 1, date % 100);\nconst fromUtc = (ms: number): DateNum => {\n  const d = new Date(ms);\n  return toDateNum(d.getUTCFullYear(), d.getUTCMonth() + 1, d.getUTCDate());\n};\nexport const addDays = (date: DateNum, n: number): DateNum => fromUtc(utcOf(date) + n * 86_400_000);\n/** 1 = Sunday ... 7 = Saturday */\nexport const weekdayOf = (date: DateNum): number => new Date(utcOf(date)).getUTCDay() + 1;\n/** 00:00 UTC of the date, in ms (PineScript `time_tradingday`). */\nexport const dateUtcMs = utcOf;\n\nfunction parseTime(token: string, spec: string): { minutes: number; offset?: number } {\n  const m = /^(\\d{2})(\\d{2})(?:F(\\d*))?$/.exec(token.trim());\n  if (!m) throw new SyntaxError(`Invalid session \"${spec}\"`);\n  // \"F\" without a number is one day before the trading day\n  return { minutes: Number(m[1]) * 60 + Number(m[2]), offset: m[3] === undefined ? undefined : Number(m[3] || 1) };\n}\n\nfunction parsePeriods(text: string, spec: string): Period[] {\n  if (text.trim() === '24x7') return [{ start: 0, end: 1440, startOffset: 0, endOffset: 0 }];\n  return text.split(',').map((p) => {\n    const [a = '', b = ''] = p.split('-');\n    const s = parseTime(a, spec);\n    const e = parseTime(b, spec);\n    if (s.minutes === 0 && e.minutes === 0 && s.offset === undefined && e.offset === undefined) {\n      return { start: 0, end: 1440, startOffset: 0, endOffset: 0 };\n    }\n    return {\n      start: s.minutes,\n      end: e.minutes,\n      startOffset: s.offset ?? (e.minutes <= s.minutes ? 1 : 0),\n      endOffset: e.offset ?? 0,\n    };\n  });\n}\n\n/** A PineScript session string as periods per weekday (rules in time/session.ts). */\nfunction pineVersion(text: string, from: DateNum): Version {\n  const ranges = parsePineSession(text);\n  if (ranges === null) throw new SyntaxError(`Session \"${text}\" is the symbol session`);\n  const byDay: Period[][] = Array.from({ length: 8 }, () => []);\n  for (const { start, end, days, startDays } of ranges) {\n    // a run that ends at 0000 ends at 24:00 of the day it starts and belongs to that day (#173)\n    const period: Period =\n      start === 0 && end === 0\n        ? { start: 0, end: 1440, startOffset: 0, endOffset: 0 }\n        : startDays !== undefined\n          ? { start, end, startOffset: startDays, endOffset: 0 }\n          : end === 0\n            ? { start, end: 1440, startOffset: 0, endOffset: 0 }\n            : { start, end, startOffset: end <= start ? 1 : 0, endOffset: 0 };\n    for (const d of days) byDay[d]!.push(period);\n  }\n  return { from, periods: [], days: byDay.map((p) => p.length > 0), byDay };\n}\n\nfunction parseVersion(text: string, from: DateNum, spec: string, rule: 'symbol' | 'pine'): Version {\n  if (rule === 'pine') return pineVersion(text, from);\n  if (text.includes('|')) {\n    // sections with their own days\n    const byDay: Period[][] = Array.from({ length: 8 }, () => []);\n    for (const section of text.split('|').filter((part) => part.trim())) {\n      const one = parseVersion(section, from, spec, rule);\n      one.days.forEach((on, d) => {\n        if (on) byDay[d] = one.periods;\n      });\n    }\n    return { from, periods: [], days: byDay.map((p) => p.length > 0), byDay };\n  }\n  const [periodText = '', dayText] = text.trim().split(':');\n  const periods = parsePeriods(periodText, spec);\n  const allDays = periodText.trim() === '24x7';\n  const digits = dayText ?? 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Null when no trading day is found near the time.\n   */\n  locate(time: number): { date: DateNum; index: number; inside: boolean } | null {\n    const f = zonedFields(time, this.timezone);\n    const local = toDateNum(f.year, f.month, f.day);\n    for (let k = 0; k <= 5; k++) {\n      const date = addDays(local, k);\n      const index = this.periods(date).findIndex(([s, e]) => s <= time && time < e);\n      if (index !== -1) return { date, index, inside: true };\n    }\n    for (let k = 5; k >= -7; k--) {\n      const date = addDays(local, k);\n      const periods = this.periods(date);\n      let index = -1;\n      periods.forEach(([s], i) => {\n        if (s <= time) index = i;\n      });\n      if (index !== -1) return { date, index, inside: false };\n    }\n    return null;\n  }\n\n  /** First trading day in [from, to] (dates), or null. */\n  firstTradingDay(from: DateNum, to: DateNum): DateNum | null {\n    for (let date = from; date <= to; date = addDays(date, 1)) if (this.isTradingDay(date)) return date;\n    return null;\n  }\n\n  /** Last trading day in [from, to] (dates), or null. */\n  lastTradingDay(from: DateNum, to: DateNum): DateNum | null {\n    for (let date = to; date >= from; date = addDays(date, -1)) if (this.isTradingDay(date)) return date;\n    return null;\n  }\n}\n\n/** Monday of the week of `date` (weeks run Monday to Sunday). */\nexport const weekStart = (date: DateNum): DateNum => addDays(date, -((weekdayOf(date) + 5) % 7));\n/** First day of the month of `date`. */\nexport const monthStart = (date: DateNum): DateNum => Math.floor(date / 100) * 100 + 1;\n/** Last day of the month of `date`. */\nexport const monthEnd = (date: DateNum): DateNum => addDays(monthStart(addDays(monthStart(date), 32)), -1);\n"],
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package/dist/cjs/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). */

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

@@ -1 +1 @@
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package/dist/cjs/session/context.js

@@ -25,11 +25,13 @@ __export(context_exports, {
   periodClose: () => periodClose,
   periodTime: () => periodTime,
   resampleSession: () => resampleSession,
+  sessionPeriods: () => sessionPeriods,
   tradingDayTime: () => tradingDayTime
 });
 module.exports = __toCommonJS(context_exports);
 var import_timeframe = require("../timeframe/index.js");
 var import_resample = require("../security/resample.js");
+var import_session = require("../time/session.js");
 var import_bars = require("./bars.js");
 var import_calendar = require("./calendar.js");
 const toSpec = (s) => typeof s === "string" ? { session: s } : s;
@@ -51,13 +53,71 @@ function chartSessions(chart) {
   cache.set(chart, out);
   return out;
 }
-function periodTime(time, timeframe, chart) {
-  const s = chartSessions(chart);
-  return s.bars.timeOf(time * s.unit, timeframe);
+function calendarFor(bars, chart, session, timezone, dayPlacement) {
+  if (!session && !timezone) return { bars, test: false };
+  const tz = timezone ?? chart.timezone;
+  if (session !== void 0 && (0, import_session.parsePineSession)(session) === null) {
+    const name = session.trim();
+    const symbol = name === "regular" && chart.regularSession ? chart.regularSession : chart.session;
+    return { bars: new import_bars.SessionBars(new import_calendar.TradingCalendar(tz, { session: toSpec(symbol).session }, "symbol"), bars.chart.period), test: true };
+  }
+  const spec = session ? { session } : { session: toSpec(chart.session).session };
+  return {
+    bars: new import_bars.SessionBars(new import_calendar.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) => (0, import_session.sessionRun)(time, session, tz, (0, import_timeframe.in_seconds)(bars.chart.period) * 1e3) !== null : void 0
+  };
+}
+function sessionPeriods(bars, chart, timeframe, session, timezone) {
+  const tf = (0, import_timeframe.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 !== void 0 && (0, import_session.parsePineSession)(session) !== null && !calendar.chart.isdwm) {
+      const tz = timezone ?? chart.timezone;
+      const barMs = (0, import_timeframe.in_seconds)(calendar.chart.period) * 1e3;
+      const ms = (0, import_timeframe.in_seconds)(tf.period) * 1e3;
+      const run = (t) => (0, import_session.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 };
 }
-function periodClose(time, timeframe, chart) {
+const periodCache = /* @__PURE__ */ 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 = /* @__PURE__ */ 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 };
+}
+function periodTime(time, timeframe, chart, session, timezone) {
+  const { s, p } = periodsOfChart(chart, timeframe, session, timezone);
+  return p.open(time * s.unit);
+}
+function periodClose(time, timeframe, chart, session, timezone) {
+  const { s, p } = periodsOfChart(chart, timeframe, session, timezone);
+  return p.close(time * s.unit);
 }
 function tradingDayTime(time, chart) {
   const s = chartSessions(chart);

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

@@ -1,7 +1,7 @@
 {
   "version": 3,
   "sources": ["../../../src/session/context.ts"],
-  "sourcesContent": ["/**\n * The session of a chart context, for code that does not run a whole script (a port with its own bar loop).\n *\n * The same values as the script API gives (`time(tf)`, `time_close(tf)`, `time_tradingday`, `session.*`, the periods\n * of `request.security`), from the session, corrections and holidays of the context. Bar times are in the unit of\n * the context (`timeUnit`, seconds by default, as `Bar.time`); PineScript time values are returned in ms.\n *\n * @module session/context\n */\n\nimport type { Bar } from '../types/index.js';\nimport { info, in_seconds } from '../timeframe/index.js';\nimport { afterCompletion, periodsOf, resample } from '../security/resample.js';\nimport { SessionBars, sessionFlags, strayPeriods, type SessionFlags } from './bars.js';\nimport { TradingCalendar, type SessionSpec } from './calendar.js';\n\n/** The part of a chart context that the session functions read (a `ChartContext` of the script API fits). */\nexport interface SessionContext {\n  /** Chart timeframe: \"5\", \"60\", \"1D\"... */\n  timeframe?: string;\n  /** Exchange time zone: \"America/New_York\", \"Etc/UTC\"... */\n  timezone?: string;\n  /** Session of the loaded bars: hours, corrections, holidays */\n  session?: SessionSpec | string;\n  /** Regular trading hours when the bars include extended hours (default: `session`) */\n  regularSession?: SessionSpec | string;\n  /** Unit of the bar times: 's' (default) or 'ms' */\n  timeUnit?: 's' | 'ms';\n}\n\n/** The session calendars of a context: the loaded bars and the regular hours. */\nexport interface ChartSessions {\n  bars: SessionBars;\n  regular: SessionBars;\n  /** ms per unit of the bar times */\n  unit: number;\n}\n\nconst toSpec = (s: SessionSpec | string): SessionSpec => (typeof s === 'string' ? { session: s } : s);\nconst cache = new WeakMap<object, ChartSessions>();\n\n/**\n * Session calendars of a chart context (cached per context object).\n * @throws Error when the context has no timeframe, time zone or session\n */\nexport function chartSessions(chart: SessionContext): ChartSessions {\n  const cached = cache.get(chart);\n  if (cached) return cached;\n  const { timeframe, timezone, session } = chart;\n  if (!timeframe || !timezone || !session) {\n    throw new Error('The chart context needs timeframe, timezone and session for the session functions.');\n  }\n  const loaded = toSpec(session);\n  const regular = chart.regularSession ? toSpec(chart.regularSession) : loaded;\n  const out: ChartSessions = {\n    bars: new SessionBars(new TradingCalendar(timezone, loaded), timeframe),\n    regular: new SessionBars(new TradingCalendar(timezone, { holidays: loaded.holidays, ...regular }), timeframe),\n    unit: chart.timeUnit === 'ms' ? 1 : 1000,\n  };\n  cache.set(chart, out);\n  return out;\n}\n\n/** PineScript `time(timeframe)` (ms) of a bar that opens at `time`: the start of its period; NaN without one. */\nexport function periodTime(time: number, timeframe: string, chart: SessionContext): number {\n  const s = chartSessions(chart);\n  return s.bars.timeOf(time * s.unit, timeframe);\n}\n\n/** PineScript `time_close(timeframe)` (ms) of a bar that opens at `time`. */\nexport function periodClose(time: number, timeframe: string, chart: SessionContext): number {\n  const s = chartSessions(chart);\n  return s.bars.closeOf(time * s.unit, timeframe);\n}\n\n/** PineScript `time_tradingday` (ms, 00:00 UTC of the trading day) of a bar that opens at `time`. */\nexport function tradingDayTime(time: number, chart: SessionContext): number {\n  const s = chartSessions(chart);\n  return s.bars.tradingDayTime(time * s.unit);\n}\n\n/** PineScript `session.*` flags of bars that open at `times` (in order). */\nexport function chartSessionFlags(times: ArrayLike<number>, chart: SessionContext): SessionFlags {\n  const s = chartSessions(chart);\n  return sessionFlags(Array.from(times, (t) => t * s.unit), s.bars, s.regular);\n}\n\n/** Higher-timeframe bars of the chart bars and what `mapToChart` needs to bring values back to the chart. */\nexport interface SessionResample {\n  /** Bars of `timeframe`, built from the chart bars */\n  bars: Bar[];\n  /** Period index of each chart bar */\n  group: number[];\n  /** Latest completed period at each chart bar */\n  latest: number[];\n}\n\n/**\n * Same-symbol `request.security` on a timeframe equal to or higher than the chart's, with the session of the context:\n * D / W / M periods follow the regular hours, corrections and holidays; intraday periods the loaded session.\n * Compute on `bars`, then bring each value series back with `mapToChart(values, group, latest, lookahead, gaps)`.\n * @throws Error when `timeframe` is lower than the chart timeframe\n */\nexport function resampleSession(bars: Bar[], timeframe: string, chart: SessionContext): SessionResample {\n  const s = chartSessions(chart);\n  const chartTf = s.bars.chart;\n  const tf = info(timeframe || chartTf.period);\n  if (tf.period === chartTf.period) {\n    const group = bars.map((_, i) => i);\n    return { bars, group, latest: group };\n  }\n  if (in_seconds(tf.period) < in_seconds(chartTf.period)) {\n    throw new Error(`resampleSession: timeframe \"${tf.period}\" is lower than the chart timeframe \"${chartTf.period}\".`);\n  }\n  const times = bars.map((b) => (b.time as number) * s.unit);\n  const calendar = tf.isdwm ? s.regular : s.bars;\n  const starts = times.map((t) => calendar.timeOf(t, tf.period));\n  const dayPeriods = times.map((t, i) => {\n    const at = s.bars.calendar.locate(t);\n    const periods = at ? calendar.calendar.periods(at.date) : [];\n    return periods.length ? calendar.timeOf(periods[0]![0], tf.period) : starts[i]!;\n  });\n  strayPeriods(starts, dayPeriods, times, s.bars, tf.isdwm ? null : in_seconds(tf.period) * 1000);\n  const reaches = times.map((t) => s.bars.closeOf(t, chartTf.period) >= calendar.periodEnd(t, tf.period));\n  const { group, latest } = periodsOf(starts, dayPeriods, reaches);\n  // a higher-timeframe bar ends at the bar that completes it (no value from after the completion)\n  const after = afterCompletion(group, latest);\n  const kept = (_: unknown, i: number): boolean => !after[i];\n  return { bars: resample(bars.filter(kept), starts.map((x) => x / s.unit).filter(kept)).bars, group, latest };\n}\n\n/**\n * Open time of the `count`-th bar after the bar that opens at `time`, on the trading calendar of the context: the\n * closed hours, weekends, holidays and days off are skipped. `count` 0 is the bar itself. For a drawing that ends\n * `count` bars after the last bar (PineScript `bar_index + count`).\n */\nexport function barTimeAfter(time: number, count: number, chart: SessionContext): number {\n  const s = chartSessions(chart);\n  let t = time * s.unit;\n  for (let k = 0; k < count && !Number.isNaN(t); k++) t = s.bars.nextBarTime(t);\n  return t / s.unit;\n}\n\n/**\n * Number of bars from the bar that opens at `from` to the bar that contains `to`, on the trading calendar of the\n * context (0 when `to` is in the bar of `from` or before it). For a drawing placed at a time after the last bar\n * (PineScript `time + n days` with `xloc.bar_time`): the chart shows it on the bar of that time, weekends and\n * holidays skipped. `to` is first rounded to the nearest second, a half second going up (#174: 15 ms before a bar\n * opens is on that bar, 501 ms before is on the bar before). NaN when no bar is found within 100,000 bars.\n */\nexport function barsUntil(from: number, to: number, chart: SessionContext): number {\n  const s = chartSessions(chart);\n  const target = Math.floor((to * s.unit) / 1000 + 0.5) * 1000;\n  let t = from * s.unit;\n  for (let k = 0; k < 100_000; k++) {\n    const next = s.bars.nextBarTime(t);\n    if (Number.isNaN(next)) return NaN;\n    if (next > target) return k;\n    t = next;\n  }\n  return NaN;\n}\n"],
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+  "sourcesContent": ["/**\n * The session of a chart context, for code that does not run a whole script (a port with its own bar loop).\n *\n * The same values as the script API gives (`time(tf)`, `time_close(tf)`, `time_tradingday`, `session.*`, the periods\n * of `request.security`), from the session, corrections and holidays of the context. Bar times are in the unit of\n * the context (`timeUnit`, seconds by default, as `Bar.time`); PineScript time values are returned in ms.\n *\n * @module session/context\n */\n\nimport type { Bar } from '../types/index.js';\nimport { info, in_seconds } from '../timeframe/index.js';\nimport { afterCompletion, periodsOf, resample } from '../security/resample.js';\nimport { parsePineSession, sessionRun } from '../time/session.js';\nimport { SessionBars, sessionFlags, strayPeriods, type SessionFlags } from './bars.js';\nimport { TradingCalendar, type SessionSpec } from './calendar.js';\n\n/** The part of a chart context that the session functions read (a `ChartContext` of the script API fits). */\nexport interface SessionContext {\n  /** Chart timeframe: \"5\", \"60\", \"1D\"... */\n  timeframe?: string;\n  /** Exchange time zone: \"America/New_York\", \"Etc/UTC\"... */\n  timezone?: string;\n  /** Session of the loaded bars: hours, corrections, holidays */\n  session?: SessionSpec | string;\n  /** Regular trading hours when the bars include extended hours (default: `session`) */\n  regularSession?: SessionSpec | string;\n  /** Unit of the bar times: 's' (default) or 'ms' */\n  timeUnit?: 's' | 'ms';\n}\n\n/** The session calendars of a context: the loaded bars and the regular hours. */\nexport interface ChartSessions {\n  bars: SessionBars;\n  regular: SessionBars;\n  /** ms per unit of the bar times */\n  unit: number;\n}\n\nconst toSpec = (s: SessionSpec | string): SessionSpec => (typeof s === 'string' ? { session: s } : s);\nconst cache = new WeakMap<object, ChartSessions>();\n\n/**\n * Session calendars of a chart context (cached per context object).\n * @throws Error when the context has no timeframe, time zone or session\n */\nexport function chartSessions(chart: SessionContext): ChartSessions {\n  const cached = cache.get(chart);\n  if (cached) return cached;\n  const { timeframe, timezone, session } = chart;\n  if (!timeframe || !timezone || !session) {\n    throw new Error('The chart context needs timeframe, timezone and session for the session functions.');\n  }\n  const loaded = toSpec(session);\n  const regular = chart.regularSession ? toSpec(chart.regularSession) : loaded;\n  const out: ChartSessions = {\n    bars: new SessionBars(new TradingCalendar(timezone, loaded), timeframe),\n    regular: new SessionBars(new TradingCalendar(timezone, { holidays: loaded.holidays, ...regular }), timeframe),\n    unit: chart.timeUnit === 'ms' ? 1 : 1000,\n  };\n  cache.set(chart, out);\n  return out;\n}\n\n/** Open and close (ms) of the period that contains a bar opening at a time in ms; NaN outside the session. */\nexport interface SessionPeriods {\n  open: (time: number) => number;\n  close: (time: number) => number;\n}\n\n/**\n * Calendar for the `session` / `timezone` arguments of `time(tf, session, timezone)`. Without both: the loaded\n * session. As in PineScript, an explicit time zone reads the symbol session hours in that zone without corrections\n * and holidays, and an explicit session follows PineScript's session string rules.\n */\nfunction calendarFor(\n  bars: SessionBars,\n  chart: SessionContext,\n  session: string | undefined,\n  timezone: string | undefined,\n  dayPlacement: boolean\n): { bars: SessionBars; test: boolean; inside?: (time: number) => boolean } {\n  if (!session && !timezone) return { bars, test: false };\n  const tz = timezone ?? chart.timezone!;\n  // a session string that is empty or does not start with a digit is the symbol session: \"regular\" the regular\n  // hours, \"extended\" and any other name the loaded hours (PineScript)\n  if (session !== undefined && parsePineSession(session) === null) {\n    const name = session.trim();\n    const symbol = name === 'regular' && chart.regularSession ? chart.regularSession : chart.session!;\n    return { bars: new SessionBars(new TradingCalendar(tz, { session: toSpec(symbol).session }, 'symbol'), bars.chart.period), test: true };\n  }\n  const spec = session ? { session } : { session: toSpec(chart.session!).session };\n  return {\n    bars: new SessionBars(new TradingCalendar(tz, spec, session ? 'pine' : 'symbol', dayPlacement), bars.chart.period),\n    test: true,\n    // a PineScript session string: the rules of time.inSession (runs ending at 0000, days around a clock change)\n    inside: session ? (time) => sessionRun(time, session, tz, in_seconds(bars.chart.period) * 1000) !== null : undefined,\n  };\n}\n\n/**\n * `time(tf, session, timezone)` / `time_close(tf, session, timezone)` of a bar, as PineScript computes them (#173):\n * an intraday timeframe tests the bar with the session rules of time.inSession and aligns its periods on the start\n * of the run that contains the bar; \"D\" tests the bar against the day's session period (the calendar; the time\n * between two runs of a day is inside it, #182); a timeframe of more than one day (\"2D\", \"W\", \"M\") has no test and\n * keeps the period's time. `bars` is the calendar of the loaded session (`chartSessions(chart).bars`).\n */\nexport function sessionPeriods(\n  bars: SessionBars,\n  chart: SessionContext,\n  timeframe: string,\n  session?: string,\n  timezone?: string\n): SessionPeriods {\n  const tf = info(timeframe);\n  const { bars: calendar, test, inside } = calendarFor(bars, chart, session, timezone, !tf.isintraday);\n  const open = (t: number): number => calendar.timeOf(t, timeframe);\n  const close = (t: number): number => calendar.closeOf(t, timeframe);\n  if (!test) return { open, close };\n  if (tf.isintraday) {\n    if (session !== undefined && parsePineSession(session) !== null && !calendar.chart.isdwm) {\n      const tz = timezone ?? chart.timezone!;\n      const barMs = in_seconds(calendar.chart.period) * 1000;\n      const ms = in_seconds(tf.period) * 1000;\n      const run = (t: number) => sessionRun(t, session, tz, barMs);\n      const start = (t: number, r: [number, number]) => r[0] + Math.floor((t - r[0]) / ms) * ms;\n      return {\n        open: (t) => { const r = run(t); return r ? start(t, r) : NaN; },\n        close: (t) => { const r = run(t); return r ? Math.min(start(t, r) + ms, r[1]) : NaN; },\n      };\n    }\n    const isIn = (t: number) => (inside ? inside(t) : calendar.inside(t));\n    return { open: (t) => (isIn(t) ? open(t) : NaN), close: (t) => (isIn(t) ? close(t) : NaN) };\n  }\n  if (tf.isdaily && tf.multiplier === 1) {\n    return { open: (t) => (calendar.inside(t) ? open(t) : NaN), close: (t) => (calendar.inside(t) ? close(t) : NaN) };\n  }\n  return { open, close };\n}\n\nconst periodCache = new WeakMap<object, Map<string, SessionPeriods>>();\n\nfunction periodsOfChart(chart: SessionContext, timeframe: string, session?: string, timezone?: string): { s: ChartSessions; p: SessionPeriods } {\n  const s = chartSessions(chart);\n  let byKey = periodCache.get(chart);\n  if (!byKey) periodCache.set(chart, (byKey = new Map()));\n  const key = `${timeframe}|${session ?? ''}|${timezone ?? ''}`;\n  let p = byKey.get(key);\n  if (!p) byKey.set(key, (p = sessionPeriods(s.bars, chart, timeframe, session, timezone)));\n  return { s, p };\n}\n\n/**\n * PineScript `time(timeframe, session, timezone)` (ms) of a bar that opens at `time`: the start of its period; NaN\n * without one or outside `session` (#182). Without `session` and `timezone`, the periods of the loaded session.\n */\nexport function periodTime(time: number, timeframe: string, chart: SessionContext, session?: string, timezone?: string): number {\n  const { s, p } = periodsOfChart(chart, timeframe, session, timezone);\n  return p.open(time * s.unit);\n}\n\n/** PineScript `time_close(timeframe, session, timezone)` (ms) of a bar that opens at `time` (#182). */\nexport function periodClose(time: number, timeframe: string, chart: SessionContext, session?: string, timezone?: string): number {\n  const { s, p } = periodsOfChart(chart, timeframe, session, timezone);\n  return p.close(time * s.unit);\n}\n\n/** PineScript `time_tradingday` (ms, 00:00 UTC of the trading day) of a bar that opens at `time`. */\nexport function tradingDayTime(time: number, chart: SessionContext): number {\n  const s = chartSessions(chart);\n  return s.bars.tradingDayTime(time * s.unit);\n}\n\n/** PineScript `session.*` flags of bars that open at `times` (in order). */\nexport function chartSessionFlags(times: ArrayLike<number>, chart: SessionContext): SessionFlags {\n  const s = chartSessions(chart);\n  return sessionFlags(Array.from(times, (t) => t * s.unit), s.bars, s.regular);\n}\n\n/** Higher-timeframe bars of the chart bars and what `mapToChart` needs to bring values back to the chart. */\nexport interface SessionResample {\n  /** Bars of `timeframe`, built from the chart bars */\n  bars: Bar[];\n  /** Period index of each chart bar */\n  group: number[];\n  /** Latest completed period at each chart bar */\n  latest: number[];\n}\n\n/**\n * Same-symbol `request.security` on a timeframe equal to or higher than the chart's, with the session of the context:\n * D / W / M periods follow the regular hours, corrections and holidays; intraday periods the loaded session.\n * Compute on `bars`, then bring each value series back with `mapToChart(values, group, latest, lookahead, gaps)`.\n * @throws Error when `timeframe` is lower than the chart timeframe\n */\nexport function resampleSession(bars: Bar[], timeframe: string, chart: SessionContext): SessionResample {\n  const s = chartSessions(chart);\n  const chartTf = s.bars.chart;\n  const tf = info(timeframe || chartTf.period);\n  if (tf.period === chartTf.period) {\n    const group = bars.map((_, i) => i);\n    return { bars, group, latest: group };\n  }\n  if (in_seconds(tf.period) < in_seconds(chartTf.period)) {\n    throw new Error(`resampleSession: timeframe \"${tf.period}\" is lower than the chart timeframe \"${chartTf.period}\".`);\n  }\n  const times = bars.map((b) => (b.time as number) * s.unit);\n  const calendar = tf.isdwm ? s.regular : s.bars;\n  const starts = times.map((t) => calendar.timeOf(t, tf.period));\n  const dayPeriods = times.map((t, i) => {\n    const at = s.bars.calendar.locate(t);\n    const periods = at ? calendar.calendar.periods(at.date) : [];\n    return periods.length ? calendar.timeOf(periods[0]![0], tf.period) : starts[i]!;\n  });\n  strayPeriods(starts, dayPeriods, times, s.bars, tf.isdwm ? null : in_seconds(tf.period) * 1000);\n  const reaches = times.map((t) => s.bars.closeOf(t, chartTf.period) >= calendar.periodEnd(t, tf.period));\n  const { group, latest } = periodsOf(starts, dayPeriods, reaches);\n  // a higher-timeframe bar ends at the bar that completes it (no value from after the completion)\n  const after = afterCompletion(group, latest);\n  const kept = (_: unknown, i: number): boolean => !after[i];\n  return { bars: resample(bars.filter(kept), starts.map((x) => x / s.unit).filter(kept)).bars, group, latest };\n}\n\n/**\n * Open time of the `count`-th bar after the bar that opens at `time`, on the trading calendar of the context: the\n * closed hours, weekends, holidays and days off are skipped. `count` 0 is the bar itself. For a drawing that ends\n * `count` bars after the last bar (PineScript `bar_index + count`).\n */\nexport function barTimeAfter(time: number, count: number, chart: SessionContext): number {\n  const s = chartSessions(chart);\n  let t = time * s.unit;\n  for (let k = 0; k < count && !Number.isNaN(t); k++) t = s.bars.nextBarTime(t);\n  return t / s.unit;\n}\n\n/**\n * Number of bars from the bar that opens at `from` to the bar that contains `to`, on the trading calendar of the\n * context (0 when `to` is in the bar of `from` or before it). For a drawing placed at a time after the last bar\n * (PineScript `time + n days` with `xloc.bar_time`): the chart shows it on the bar of that time, weekends and\n * holidays skipped. `to` is first rounded to the nearest second, a half second going up (#174: 15 ms before a bar\n * opens is on that bar, 501 ms before is on the bar before). NaN when no bar is found within 100,000 bars.\n */\nexport function barsUntil(from: number, to: number, chart: SessionContext): number {\n  const s = chartSessions(chart);\n  const target = Math.floor((to * s.unit) / 1000 + 0.5) * 1000;\n  let t = from * s.unit;\n  for (let k = 0; k < 100_000; k++) {\n    const next = s.bars.nextBarTime(t);\n    if (Number.isNaN(next)) return NaN;\n    if (next > target) return k;\n    t = next;\n  }\n  return NaN;\n}\n"],
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 }

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

@@ -82,7 +82,8 @@ 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)`, na when that divides by zero (`x == -y`). Versions 5 and 6 have the length form only.
+ * 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;
 /**
@@ -352,9 +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`).
@@ -369,9 +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;
 /**
@@ -427,8 +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
@@ -449,8 +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
@@ -562,7 +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)
@@ -743,8 +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
@@ -848,8 +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
  *
@@ -874,8 +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
@@ -1139,7 +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;
@@ -1148,9 +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;
 /**
@@ -1158,16 +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;
@@ -1175,7 +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;
@@ -1220,8 +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
  */

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

@@ -1 +1 @@
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