oakscriptjs 0.11.3 → 0.11.5

package/dist/esm/utils/index.js.map

@@ -1 +1 @@
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+{"version":3,"file":"index.js","sourceRoot":"","sources":["../../../src/utils/index.ts"],"names":[],"mappings":"AAAA;;;GAGG;AAGH,OAAO,EAAE,GAAG,EAAE,GAAG,EAAE,GAAG,EAAE,GAAG,EAAE,MAAM,gBAAgB,CAAC;AACpD,OAAO,EAAE,MAAM,EAAE,MAAM,sBAAsB,CAAC;AAE9C,OAAO,EAAE,SAAS,EAAE,MAAM,wBAAwB,CAAC;AAEnD;;GAEG;AACH,MAAM,UAAU,oBAAoB,CAAC,MAAc,EAAE,MAAW,EAAE,YAAoB;IACpF,IAAI,MAAM,CAAC,MAAM,GAAG,MAAM,EAAE,CAAC;QAC3B,OAAO,CAAC,IAAI,CAAC,GAAG,YAAY,oBAAoB,MAAM,CAAC,MAAM,mCAAmC,MAAM,GAAG,CAAC,CAAC;IAC7G,CAAC;AACH,CAAC;AAED;;GAEG;AACH,MAAM,UAAU,eAAe,CAAC,MAAW;IACzC,OAAO,IAAI,KAAK,CAAC,MAAM,CAAC,CAAC,IAAI,CAAC,GAAG,CAAC,CAAC;AACrC,CAAC;AAED;;;GAGG;AACH,MAAM,UAAU,IAAI,CAAC,KAAU;IAC7B,OAAO,CACL,KAAK,KAAK,IAAI;QACd,KAAK,KAAK,SAAS;QACnB,MAAM,CAAC,KAAK,CAAC,KAAK,CAAC;QACnB,KAAK,KAAK,QAAQ;QAClB,KAAK,KAAK,CAAC,QAAQ;QACnB,SAAS,CAAC,KAAK,CAAC,CACjB,CAAC;AACJ,CAAC;AAED;;GAEG;AACH,MAAM,UAAU,EAAE,CAAC,KAAU,EAAE,eAAoB,CAAC;IAClD,OAAO,IAAI,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,YAAY,CAAC,CAAC,CAAC,KAAK,CAAC;AAC5C,CAAC;AAED;;;;GAIG;AACH,MAAM,UAAU,MAAM,CAAI,MAAW;IACnC,IAAI,IAAmB,CAAC;IACxB,IAAI,IAAI,GAAG,KAAK,CAAC;IACjB,OAAO,MAAM,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE;QACtB,iFAAiF;QACjF,IAAI,CAAC,CAAC,CAAC,KAAK,IAAI,IAAI,CAAC,KAAK,SAAS,IAAI,MAAM,CAAC,KAAK,CAAC,CAAC,CAAC,IAAI,SAAS,CAAC,CAAC,CAAC,CAAC,EAAE,CAAC;YACxE,IAAI,GAAG,CAAC,CAAC;YACT,IAAI,GAAG,IAAI,CAAC;YACZ,OAAO,CAAC,CAAC;QACX,CAAC;QACD,OAAO,IAAI,CAAC,CAAC,CAAE,IAAU,CAAC,CAAC,CAAC,CAAC,CAAC;IAChC,CAAC,CAAC,CAAC;AACL,CAAC;AAED;;;GAGG;AACH,MAAM,UAAU,EAAE,CAAC,MAAyB,EAAE,CAAM,EAAE,SAAc,CAAC;IACnE,IAAI,MAAM,GAAG,CAAC,EAAE,CAAC;QACf,MAAM,IAAI,UAAU,CAAC,sCAAsC,MAAM,yCAAyC,CAAC,CAAC;IAC9G,CAAC;IACD,MAAM,CAAC,GAAG,CAAC,GAAG,MAAM,CAAC;IACrB,OAAO,CAAC,IAAI,CAAC,IAAI,CAAC,GAAG,MAAM,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,IAAI,GAAG,CAAC,CAAC,CAAC,CAAC,GAAG,CAAC;AAChE,CAAC;AAED;;;GAGG;AACH,MAAM,UAAU,GAAG,CAAC,CAAQ,EAAE,CAAQ;IACpC,OAAO,CAAC,GAAG,CAAC,CAAC;AACf,CAAC;AAED;;GAEG;AACH,MAAM,UAAU,KAAK,CAAC,KAAY,EAAE,GAAU,EAAE,GAAU;IACxD,OAAO,IAAI,CAAC,GAAG,CAAC,GAAG,EAAE,IAAI,CAAC,GAAG,CAAC,GAAG,EAAE,KAAK,CAAC,CAAC,CAAC;AAC7C,CAAC;AAED;;GAEG;AACH,MAAM,UAAU,IAAI,CAAC,KAAY,EAAE,GAAU,EAAE,CAAQ;IACrD,OAAO,KAAK,GAAG,CAAC,GAAG,GAAG,KAAK,CAAC,GAAG,CAAC,CAAC;AACnC,CAAC;AAED;;GAEG;AACH,MAAM,UAAU,SAAS,CAAC,KAAY,EAAE,GAAU,EAAE,GAAU,EAAE,SAAgB,CAAC,EAAE,SAAgB,CAAC;IAClG,OAAO,MAAM,GAAG,CAAC,CAAC,KAAK,GAAG,GAAG,CAAC,GAAG,CAAC,MAAM,GAAG,MAAM,CAAC,CAAC,GAAG,CAAC,GAAG,GAAG,GAAG,CAAC,CAAC;AACpE,CAAC;AAED,mCAAmC;AACnC,2EAA2E;AAE3E;;;;GAIG;AACH,MAAM,UAAU,YAAY,CAAC,IAAW;IACtC,OAAO;QACL,IAAI,EAAE,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,IAAI,CAAC;QAC3B,IAAI,EAAE,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,IAAI,CAAC;QAC3B,GAAG,EAAE,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,GAAG,CAAC;QACzB,KAAK,EAAE,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,KAAK,CAAC;KAC9B,CAAC;AACJ,CAAC;AAED;;;;GAIG;AACH,MAAM,UAAU,QAAQ,CAAC,IAAU;IACjC,OAAO,IAAI,CAAC,KAAK,CAAC;AACpB,CAAC;AAED;;;;GAIG;AACH,MAAM,UAAU,OAAO,CAAC,IAAU;IAChC,OAAO,IAAI,CAAC,IAAI,CAAC;AACnB,CAAC;AAED;;;;GAIG;AACH,MAAM,UAAU,MAAM,CAAC,IAAU;IAC/B,OAAO,IAAI,CAAC,GAAG,CAAC;AAClB,CAAC;AAED;;;;GAIG;AACH,MAAM,UAAU,OAAO,CAAC,IAAU;IAChC,OAAO,IAAI,CAAC,IAAI,CAAC;AACnB,CAAC;AAED,0CAA0C;AAE1C;;;;;;;;;;;;;;GAcG;AACH,MAAM,UAAU,SAAS,CACvB,IAAkB,EAClB,SAAqB,OAAO;IAE5B,kCAAkC;IAClC,MAAM,MAAM,GAAG,MAAM,IAAI,IAAI,IAAI,KAAK,CAAC,OAAO,CAAC,IAAI,CAAC,IAAI,CAAC,CAAC;IAE1D,IAAI,MAAM,EAAE,CAAC;QACX,MAAM,IAAI,GAAG,IAAY,CAAC;QAC1B,QAAQ,MAAM,EAAE,CAAC;YACf,KAAK,OAAO,CAAC,CAAC,OAAO,IAAI,CAAC,KAAK,CAAC;YAChC,KAAK,MAAM,CAAC,CAAC,OAAO,IAAI,CAAC,IAAI,CAAC;YAC9B,KAAK,MAAM,CAAC,CAAC,OAAO,IAAI,CAAC,IAAI,CAAC;YAC9B,KAAK,KAAK,CAAC,CAAC,OAAO,IAAI,CAAC,GAAG,CAAC;YAC5B,KAAK,KAAK,CAAC,CAAC,OAAO,IAAI,CAAC,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC,CAAE,CAAC,GAAG,CAAC,CAAC,CAAC;YACnE,KAAK,MAAM,CAAC,CAAC,OAAO,IAAI,CAAC,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC,CAAE,GAAG,IAAI,CAAC,KAAK,CAAC,CAAC,CAAE,CAAC,GAAG,CAAC,CAAC,CAAC;YACrF,KAAK,OAAO,CAAC,CAAC,OAAO,IAAI,CAAC,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,GAAG,IAAI,CAAC,IAAI,CAAC,CAAC,CAAE,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC,CAAE,GAAG,IAAI,CAAC,KAAK,CAAC,CAAC,CAAE,CAAC,GAAG,CAAC,CAAC,CAAC;YACtG,KAAK,OAAO,CAAC,CAAC,OAAO,IAAI,CAAC,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,GAAG,IAAI,CAAC,GAAG,CAAC,CAAC,CAAE,GAAG,IAAI,CAAC,KAAK,CAAC,CAAC,CAAE,GAAG,IAAI,CAAC,KAAK,CAAC,CAAC,CAAE,CAAC,GAAG,CAAC,CAAC,CAAC;YACvG,KAAK,QAAQ,CAAC,CAAC,OAAO,IAAI,CAAC,MAAM,IAAI,IAAI,CAAC,KAAK,CAAC,GAAG,CAAC,GAAG,EAAE,CAAC,GAAG,CAAC,CAAC;QACjE,CAAC;IACH,CAAC;SAAM,CAAC;QACN,MAAM,IAAI,GAAG,IAAa,CAAC;QAC3B,QAAQ,MAAM,EAAE,CAAC;YACf,KAAK,OAAO,CAAC,CAAC,OAAO,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,KAAK,CAAC,CAAC;YAC5C,KAAK,MAAM,CAAC,CAAC,OAAO,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,IAAI,CAAC,CAAC;YAC1C,KAAK,MAAM,CAAC,CAAC,OAAO,IAAI,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,IAAI,CAAC,CAAC;YAC1C,KAAK,KAAK,CAAC,CAAC,OAAO,IAAI,CAAC,GAAG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package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "oakscriptjs",
-  "version": "0.11.3",
+  "version": "0.11.5",
   "type": "module",
   "description": "PineScript v6 compatible technical analysis library for JavaScript/TypeScript",
   "main": "./dist/cjs/index.js",

package/src/index.ts

@@ -179,6 +179,7 @@ export {
   input_float,
   input_bool,
   input_string,
+  input_text_area,
   input_source,
   input_timeframe,
   input_session,
@@ -218,7 +219,7 @@ export type { LightweightSeriesDefinitions } from './runtime/adapters/Lightweigh
 export { SimpleInputAdapter } from './runtime/adapters/SimpleInputAdapter.js';
 
 // Version
-export const VERSION = '0.11.3';
+export const VERSION = '0.11.5';
 
 /**
  * Library information

package/src/input.ts

@@ -9,7 +9,7 @@
  */
 export interface InputValue<T> {
   /** Input type identifier */
-  type: 'int' | 'float' | 'source' | 'bool' | 'string' | 'timeframe' | 'session' | 'time' | 'symbol';
+  type: 'int' | 'float' | 'source' | 'bool' | 'string' | 'text_area' | 'timeframe' | 'session' | 'time' | 'symbol';
   /** Default value */
   defaultValue: T;
   /** Current value (initially equals defaultValue) */
@@ -89,9 +89,9 @@ export interface TimeInputOptions {
 }
 
 /**
- * Source type for price data
+ * Source type for price data (PineScript `input.source` built-in sources, `volume` included)
  */
-export type SourceType = 'open' | 'high' | 'low' | 'close' | 'hl2' | 'hlc3' | 'ohlc4' | 'hlcc4';
+export type SourceType = 'open' | 'high' | 'low' | 'close' | 'hl2' | 'hlc3' | 'ohlc4' | 'hlcc4' | 'volume';
 
 /**
  * Input helper functions for creating indicator parameters
@@ -163,7 +163,7 @@ export const input = {
       defaultValue,
       value: defaultValue,
       title: options.title,
-      options: ['open', 'high', 'low', 'close', 'hl2', 'hlc3', 'ohlc4', 'hlcc4'],
+      options: ['open', 'high', 'low', 'close', 'hl2', 'hlc3', 'ohlc4', 'hlcc4', 'volume'],
     };
   },
 
@@ -210,6 +210,30 @@ export const input = {
     };
   },
 
+  /**
+   * Create a multi-line text input parameter (PineScript `input.text_area`, #184)
+   * @param defaultValue - Default text; lines are separated by "
+"
+   * @param options - Additional options (title)
+   * @returns Input value object
+   *
+   * @example
+   * ```typescript
+   * const list = input.text_area('AAPL, MSFT
+BTCUSD', { title: 'Symbol list' });
+   * console.log(list.value); // 'AAPL, MSFT
+BTCUSD'
+   * ```
+   */
+  text_area(defaultValue: string, options: TimeInputOptions = {}): InputValue<string> {
+    return {
+      type: 'text_area' as const,
+      defaultValue,
+      value: defaultValue,
+      title: options.title,
+    };
+  },
+
   /**
    * Create a timeframe input parameter (PineScript `input.timeframe`)
    * @param defaultValue - Default timeframe string ("60", "1D", "W"); "" means the chart timeframe

package/src/lib/zigzag/zigzag.ts

@@ -8,6 +8,7 @@
  */
 
 import type { Bar } from '../../types/index.js';
+import { RunningSum, isNa } from '../../ta/running-sum.js';
 
 // ============ Types ============
 
@@ -44,9 +45,9 @@ export interface ZigZagPoint {
 export interface ZigZagPivot {
   /** True if this is a pivot high, false for pivot low */
   isHigh: boolean;
-  /** Cumulative volume from start to end */
+  /** Cumulative volume from start to end: the sum of `volume[depth]` over the bars that built the pivot */
   volume: number;
-  /** Starting point of this segment */
+  /** Starting point of this segment (the first pivot starts on its own end point) */
   start: ZigZagPoint;
   /** Ending point (the pivot) of this segment */
   end: ZigZagPoint;
@@ -83,7 +84,11 @@ export class ZigZag {
   private highBuffer: number[] = [];
   private lowBuffer: number[] = [];
   private timeBuffer: number[] = [];
+  private volumeBuffer: number[] = [];
   private barCount: number = 0;
+  /** math.sum(volume, max(depth, 1)) of the current bar, for the extension */
+  private remVol: number = NaN;
+  private readonly remVolSum = new RunningSum();
 
   constructor(settings?: Partial<ZigZagSettings>) {
     this.settings = { ...defaultSettings, ...settings };
@@ -99,10 +104,17 @@ export class ZigZag {
     this.highBuffer.push(bar.high);
     this.lowBuffer.push(bar.low);
     this.timeBuffer.push(bar.time);
+    const volume = bar.volume ?? NaN;
+    this.volumeBuffer.push(volume);
     this.barCount++;
 
     const depth = Math.max(2, Math.floor(this.settings.depth / 2));
-    this.sumVol += bar.volume ?? 0;
+    // PineScript: sumVol += nz(volume[depth]); the extension adds math.sum(volume, max(depth, 1)) (#184)
+    const pastVolume = this.volumeBuffer[this.volumeBuffer.length - 1 - depth];
+    this.sumVol += pastVolume === undefined || Number.isNaN(pastVolume) ? 0 : pastVolume;
+    const sumLength = Math.max(depth, 1);
+    this.remVol = isNa(volume) ? this.remVolSum.stepNa(sumLength) : this.remVolSum.step(volume, sumLength);
+    this.remVolSum.commit();
 
     // Need enough bars for pivot detection (depth bars before and after)
     if (this.barCount < depth * 2 + 1) return false;
@@ -128,7 +140,8 @@ export class ZigZag {
   }
 
   /**
-   * Get extension line to current bar (if extendLast enabled)
+   * Get extension line to current bar (if extendLast enabled). Call it after {@link update} of `currentBar`: its
+   * volume is the cumulative volume plus the volume of the last max(depth, 1) bars (na before that many bars).
    */
   getExtension(currentBar: Bar, barIndex: number): ZigZagPivot | null {
     if (!this.settings.extendLast) return null;
@@ -142,7 +155,7 @@ export class ZigZag {
 
     return {
       isHigh,
-      volume: this.sumVol,
+      volume: this.sumVol + this.remVol,
       start: last.end,
       end: { time: currentBar.time, barIndex, price },
     };
@@ -250,7 +263,8 @@ export class ZigZag {
         : point.price < last.end.price;
 
       if (isMoreExtreme) {
-        // Update the existing pivot to the new extreme
+        // Update the existing pivot to the new extreme; the first pivot moves its start with its end (#184)
+        if (this.pivots.length === 1) last.start = point;
         last.end = point;
         last.volume += this.sumVol;
         this.sumVol = 0;

package/src/runtime/index.ts

@@ -24,6 +24,7 @@ export {
   input_float,
   input_bool,
   input_string,
+  input_text_area,
   input_source,
   input_timeframe,
   input_session,

package/src/runtime/inputs.ts

@@ -245,6 +245,22 @@ function registerOnce(config: InputConfig): unknown {
   return context.inputs.getValue(config.id);
 }
 
+/**
+ * Register a multi-line text input (PineScript `input.text_area`, #184)
+ * First call registers with defval, subsequent calls return current value
+ * @param defval - Default text; lines are separated by "
+"
+ * @param title - Display title (optional)
+ * @returns Current text
+ */
+export function input_text_area(defval: string, title?: string): string {
+  if (!getContext()) {
+    return defval;
+  }
+  const value = registerOnce({ id: generateInputId(title, defval, 'text_area'), type: 'text_area', defval, title });
+  return typeof value === 'string' ? value : defval;
+}
+
 /**
  * Register a timeframe input (PineScript `input.timeframe`)
  * First call registers with defval, subsequent calls return current value

package/src/runtime/types.ts

@@ -70,9 +70,10 @@ export interface InputConfig {
   id: string;
   /**
    * Type of input. `timeframe` and `session` values are strings ("60", "1D", "0930-1600:23456";
-   * an empty timeframe means the chart timeframe), `time` values are UNIX times in milliseconds.
+   * an empty timeframe means the chart timeframe), `time` values are UNIX times in milliseconds. A `text_area`
+   * value is a string that can hold several lines.
    */
-  type: 'int' | 'float' | 'bool' | 'string' | 'source' | 'color' | 'timeframe' | 'session' | 'time' | 'symbol';
+  type: 'int' | 'float' | 'bool' | 'string' | 'text_area' | 'source' | 'color' | 'timeframe' | 'session' | 'time' | 'symbol';
   /** Default value */
   defval: unknown;
   /** Display title */
@@ -95,7 +96,7 @@ export interface InputConfig {
   confirm?: boolean;
   /**
    * Where the input value is shown (PineScript `display`); not set means the PineScript default: 'none' for
-   * bool, color and time inputs, 'all' for the others
+   * bool, color, time and text_area inputs, 'all' for the others
    */
   display?: 'all' | 'none' | 'data_window' | 'status_line';
   /**

package/src/script/index.ts

@@ -13,7 +13,7 @@
  *
  * Execution model: the host calls {@link executeScript} with the script body,
  * the bars and the current input values. Declaration calls (indicator, input.*,
- * plot, hline, fill, alertcondition) run as the body executes and are collected
+ * plot, hline, fill, alertcondition, alert) run as the body executes and are collected
  * into a {@link ScriptRunResult}: the declarative configs (inputConfig,
  * plotConfig, hlineConfig, fillConfig) plus an IndicatorResult with the plot
  * data. Re-running the body with new bars or inputs is PineScript's
@@ -145,7 +145,10 @@ export interface ScriptRunResult {
    * colours, candles and bars, and the drawings (labels, lines, boxes, linefills, polylines, tables) alive after the
    * last bar.
    */
-  result: IndicatorResult & { alerts?: AlertState[] };
+  result: IndicatorResult & { alerts?: AlertState[]; alertCalls?: AlertCall[] };
+  /** The script called alert() during the run (PineScript `hasAlertFunction` is known at compile time: a host that
+   *  needs it before any bar runs reads the source). */
+  hasAlertFunction: boolean;
 }
 
 export interface AlertConditionConfig {
@@ -154,12 +157,24 @@ export interface AlertConditionConfig {
   message?: string;
 }
 
-/** Per-run alert evaluation: whether the condition is true on the last bar. */
+/** Per-run alert evaluation: whether the condition is true on the last bar, and on which bars it is true. */
 export interface AlertState {
   id: string;
   title: string;
   message?: string;
   triggered: boolean;
+  /** Times of the bars (as given in the input bars) on which the condition is true (not na, not 0), oldest first. */
+  times: number[];
+}
+
+/** How often an alert() call may trigger the alert (PineScript `alert.freq_*`). */
+export type AlertFrequency = 'all' | 'once_per_bar' | 'once_per_bar_close';
+
+/** One alert() call: the time of the bar it ran on (as given in the input bars), its message and frequency. */
+export interface AlertCall {
+  time: number;
+  message: string;
+  freq: AlertFrequency;
 }
 
 /** Handle returned by plot()/hline() so fill() can reference them. */
@@ -196,6 +211,8 @@ interface Collector {
   plotBars: Record<string, PlotBarData[]>;
   alertConfig: AlertConditionConfig[];
   alerts: AlertState[];
+  alertCalls: AlertCall[];
+  hasAlertFunction: boolean;
   strategy?: StrategyRun;
 }
 
@@ -250,6 +267,8 @@ function freshCollector(inputValues: Record<string, unknown>): Collector {
     plotBars: {},
     alertConfig: [],
     alerts: [],
+    alertCalls: [],
+    hasAlertFunction: false,
   };
 }
 
@@ -339,7 +358,9 @@ export function executeScript(
         plotBars: Object.keys(c.plotBars).length ? c.plotBars : undefined,
         ...drawingOutputs(ctxBars.bars, chartCtx.timeUnit),
         alerts: c.alerts.length ? c.alerts : undefined,
+        alertCalls: c.alertCalls.length ? c.alertCalls : undefined,
       },
+      hasAlertFunction: c.hasAlertFunction,
     };
   } finally {
     ctx = null;
@@ -457,6 +478,11 @@ export const input = {
   string(defval: string, title?: string, opts: StringInputOptions = {}): string {
     return registerInput<string>({ type: 'string', defval, title, options: opts.options, ...common(opts) }, 'input_string');
   },
+  /** Multi-line text ("
+" between the lines), e.g. a list a script parses (#184). */
+  text_area(defval: string, title?: string, opts: InputOptions = {}): string {
+    return registerInput<string>({ type: 'text_area', defval, title, ...common(opts) }, 'input_text_area');
+  },
   /**
    * Declares a colour input. As in PineScript, the default keeps an alpha of 2 decimals: an input default
    * `color.new(c, 90)` has the alpha byte 26 (25 in the script). A value given by the host is not changed.
@@ -1571,6 +1597,8 @@ export interface ChartContext {
   basecurrency?: string;
   /** Root of the symbol (PineScript `syminfo.root`): "BTC" for CME:BTC1!, "ES" for CME_MINI:ES1!, "AAPL" for NASDAQ:AAPL (#180) */
   root?: string;
+  /** Description of the symbol (PineScript `syminfo.description`): "Apple Inc." for NASDAQ:AAPL, "Bitcoin / U.S. dollar" for BITSTAMP:BTCUSD (#184) */
+  description?: string;
   /** Chart foreground colour (PineScript `chart.fg_color`), e.g. "#DBDBDB" on a dark chart */
   foregroundColor?: string;
   /** Chart background colour (PineScript `chart.bg_color`), e.g. "#0F0F0F" on a dark chart */
@@ -1615,6 +1643,7 @@ export type SymbolInfo = Pick<
   | 'currency'
   | 'basecurrency'
   | 'root'
+  | 'description'
 >;
 
 /** A request of `request.security` for another symbol whose bars the host has not given. */
@@ -1721,7 +1750,10 @@ function symbolProperty(key: 'mintick' | 'pointvalue' | 'mincontract'): number {
 }
 
 /** A text value of the chart or the symbol that the host passes in the chart context. */
-function chartText(key: 'symbolType' | 'currency' | 'basecurrency' | 'root' | 'foregroundColor' | 'backgroundColor', name: string): string {
+function chartText(
+  key: 'symbolType' | 'currency' | 'basecurrency' | 'root' | 'description' | 'foregroundColor' | 'backgroundColor',
+  name: string
+): string {
   collector();
   const value = chartCtx[key];
   if (value === undefined) {
@@ -1742,7 +1774,7 @@ function symbolScale(): [number, number] {
 /**
  * PineScript `syminfo.timezone`, `syminfo.tickerid`, `syminfo.session` (session type), `syminfo.mintick`,
  * `syminfo.minmove`, `syminfo.pricescale`, `syminfo.pointvalue`, `syminfo.mincontract`, `syminfo.type`,
- * `syminfo.currency`, `syminfo.basecurrency` and `syminfo.root`, from the chart context.
+ * `syminfo.currency`, `syminfo.basecurrency`, `syminfo.root` and `syminfo.description`, from the chart context.
  */
 export const syminfo = {
   get mintick(): number {
@@ -1786,6 +1818,9 @@ export const syminfo = {
   get root(): string {
     return chartText('root', 'syminfo.root');
   },
+  get description(): string {
+    return chartText('description', 'syminfo.description');
+  },
 };
 
 /** A calendar function: `(time, timezone?)` on a UNIX time or on a Series of times. */
@@ -2200,6 +2235,7 @@ function runExternal<T extends SecurityValue>(
     currency: info.currency,
     basecurrency: info.basecurrency,
     root: info.root,
+    description: info.description,
   };
   try {
     result = expression();
@@ -2379,10 +2415,50 @@ export function alertcondition(condition: Series, title: string, message?: strin
   const c = collector();
   const id = `alert${c.alertConfig.length}`;
   c.alertConfig.push({ id, title, message });
-  const last = condition.length() ? condition.last() : NaN;
-  c.alerts.push({ id, title, message, triggered: !isNA(last) && last !== 0 });
+  const values = condition.toArray();
+  const b = ctxBars.bars;
+  const times: number[] = [];
+  for (let i = 0; i < values.length && i < b.length; i++) {
+    const v = values[i]!;
+    if (!isNA(v) && v !== 0) times.push(b[i]!.time as number);
+  }
+  const last = values.length ? values[values.length - 1]! : NaN;
+  c.alerts.push({ id, title, message, triggered: !isNA(last) && last !== 0, times });
 }
 
+const ALERT_FREQUENCIES: readonly AlertFrequency[] = ['all', 'once_per_bar', 'once_per_bar_close'];
+
+/**
+ * PineScript `alert(message, freq)`, with the `alert.freq_*` constants: the calls are collected per bar with their
+ * message and frequency (`result.alertCalls`) for the host's alert engine, which fires the ones made on the realtime
+ * bar. Called inside eachBar() / strategy.eachBar() it is a call on the current bar; at the top level of the script
+ * (which PineScript runs on every bar) it is a call on every bar, `message` then being a text or one text per bar
+ * (a bar whose text is na makes no call). Default frequency: `alert.freq_once_per_bar`.
+ */
+function alertImpl(message: string | ReadonlyArray<string | undefined>, freq: AlertFrequency = 'once_per_bar'): void {
+  const c = collector();
+  if (!ALERT_FREQUENCIES.includes(freq)) {
+    throw new Error(`alert(): freq must be alert.freq_all, alert.freq_once_per_bar or alert.freq_once_per_bar_close, not ${String(freq)}.`);
+  }
+  c.hasAlertFunction = true;
+  const b = ctxBars.bars;
+  const textAt = (i: number): string | undefined => (typeof message === 'string' ? message : message[i]);
+  const call = (i: number): void => {
+    const text = textAt(i);
+    if (text === undefined || text === null) return;
+    c.alertCalls.push({ time: b[i]!.time as number, message: String(text), freq });
+  };
+  if (currentBar >= 0) call(currentBar);
+  else for (let i = 0; i < b.length; i++) call(i);
+}
+
+/** PineScript `alert()` with the `alert.freq_*` constants: `alert('Crossed', alert.freq_once_per_bar_close)`. */
+export const alert = Object.assign(alertImpl, {
+  freq_all: 'all',
+  freq_once_per_bar: 'once_per_bar',
+  freq_once_per_bar_close: 'once_per_bar_close',
+} as const);
+
 // ── Convenience re-exports ───────────────────────────────────────────────────
 
 export { Series, BarData, isNA as na, nz };

package/src/security/other.ts

@@ -18,7 +18,8 @@
  *   holidays, closed hours), gaps off repeats the last value
  * - gaps on: a value only on the chart bar where the shown bar changes (and on the first chart bar), na on the others
  * - the last bar while it is open (`lastBarConfirmed` false) with gaps off: the realtime update shows the bar given by
- *   lookahead on (the open bar of a higher timeframe), with lookahead off as well
+ *   lookahead on (the open bar of a higher timeframe), with lookahead off as well; a lower timeframe keeps the rules
+ *   above (the last lower bar so far with lookahead off, the first one of the chart bar with lookahead on)
  *
  * Close times, trading days and time zones come from the exchange calendars of the chart and of the other symbol
  * (time zone and session, read by the session functions). Without them:
@@ -212,7 +213,9 @@ export function securityOther(
 
   // by trading day when both timeframes are D / W / M; by open time with an intraday side (#181)
   const daily = timeframe.info(chartTf).isdwm && timeframe.info(otherTf).isdwm;
-  const realtime = chart.lastBarConfirmed === false && !options.gaps;
+  // a lower timeframe keeps its rule on the open last bar: the last lower bar so far, not the first one (#184)
+  const realtime =
+    chart.lastBarConfirmed === false && !options.gaps && timeframe.in_seconds(otherTf) >= timeframe.in_seconds(chartTf);
   let on: number[] = [];
   if (options.lookahead || realtime) {
     if (daily) {

package/src/ta/index.ts

@@ -1088,6 +1088,7 @@ export function falling(source: Source, length: simple_int): series_bool {
  * - Equivalent to: `100 * (source - source[length]) / source[length]`
  * - Returns percentage change, e.g., 5.0 means 5% increase
  * - `na` values in the source series are included in calculations and will produce an `na` result
+ * - A zero `source[length]` gives +/-Infinity (NaN when `source` is 0 too), as in PineScript
  * - Useful for momentum analysis and trend strength measurement
  *
  * @example
@@ -1106,9 +1107,10 @@ export function roc(source: Source, length: simple_int): series_float {
       result.push(NaN);
     } else {
       const oldValue = source[i - length]!;
-      if (oldValue === 0 || isNaN(oldValue) || isNaN(source[i]!)) {
+      if (isNaN(oldValue) || isNaN(source[i]!)) {
         result.push(NaN);
       } else {
+        // a zero base divides by zero as in PineScript: +/-Infinity, NaN for 0 / 0 (#184)
         const changeValue = source[i]! - oldValue;
         result.push((100 * changeValue) / oldValue);
       }

package/src/time/index.ts

@@ -5,6 +5,8 @@
  * Every function takes an explicit time zone: UTC/GMT offset notation ("UTC-5",
  * "GMT+0530", "UTC+05:30") or an IANA name ("America/New_York"). The PineScript
  * default time zone (the exchange time zone, `syminfo.timezone`) is not known here.
+ * As in PineScript, the calendar fields (`year` ... `second`) of an na time are those
+ * of time 0 in the time zone.
  */
 
 import type { int, simple_int } from '../types/index.js';
@@ -72,8 +74,9 @@ export function timestamp(first: string | simple_int, ...rest: Array<simple_int
 
 // ── Calendar fields ──────────────────────────────────────────────────────────
 
+// PineScript reads an na time as 0: year(na) is 1970 in UTC, 1969 in America/New_York (#184)
 function field(time: number, timezone: string, pick: (f: ReturnType<typeof zonedFields>) => number): int {
-  return Number.isNaN(time) ? NaN : pick(zonedFields(time, timezone));
+  return pick(zonedFields(Number.isNaN(time) ? 0 : time, timezone));
 }
 
 /**

package/src/types/index.ts

@@ -348,6 +348,7 @@ export interface OHLC {
   high: series_float;
   low: series_float;
   close: series_float;
+  volume?: series_float;
 }
 
 // Constants

package/src/utils/index.ts

@@ -6,6 +6,7 @@
 import type { series_float, int, float, Source, Bar, OHLC } from '../types/index.js';
 import { sma, ema, wma, rma } from '../ta/index.js';
 import { Series } from '../runtime/series.js';
+import type { SourceType } from '../input.js';
 import { isDeleted } from '../drawing/registry.js';
 
 /**
@@ -165,7 +166,8 @@ export function getOpen(ohlc: OHLC): series_float {
  * Extract a specific source from OHLC data or bar array
  *
  * @param data - Bar array or OHLC data
- * @param source - Source type: 'close', 'open', 'high', 'low', 'hl2', 'hlc3', 'ohlc4'
+ * @param source - Source type: 'close', 'open', 'high', 'low', 'hl2', 'hlc3', 'ohlc4', 'hlcc4', 'volume' (NaN for a
+ *   bar without volume)
  * @returns Series of the requested source
  *
  * @example
@@ -177,7 +179,7 @@ export function getOpen(ohlc: OHLC): series_float {
  */
 export function getSource(
   data: Bar[] | OHLC,
-  source: 'close' | 'open' | 'high' | 'low' | 'hl2' | 'hlc3' | 'ohlc4' | 'hlcc4' = 'close'
+  source: SourceType = 'close'
 ): series_float {
   // Check if data is OHLC structure
   const isOHLC = 'open' in data && Array.isArray(data.open);
@@ -193,6 +195,7 @@ export function getSource(
       case 'hlc3': return ohlc.high.map((h, i) => (h + ohlc.low[i]! + ohlc.close[i]!) / 3);
       case 'ohlc4': return ohlc.open.map((o, i) => (o + ohlc.high[i]! + ohlc.low[i]! + ohlc.close[i]!) / 4);
       case 'hlcc4': return ohlc.high.map((h, i) => (h + ohlc.low[i]! + ohlc.close[i]! + ohlc.close[i]!) / 4);
+      case 'volume': return ohlc.volume ?? ohlc.close.map(() => NaN);
     }
   } else {
     const bars = data as Bar[];
@@ -205,6 +208,7 @@ export function getSource(
       case 'hlc3': return bars.map(b => (b.high + b.low + b.close) / 3);
       case 'ohlc4': return bars.map(b => (b.open + b.high + b.low + b.close) / 4);
       case 'hlcc4': return bars.map(b => (b.high + b.low + b.close + b.close) / 4);
+      case 'volume': return bars.map(b => b.volume ?? NaN);
     }
   }
 }
@@ -227,7 +231,7 @@ export function getSource(
  */
 export function getSourceSeries(
   bars: Bar[],
-  source: 'open' | 'high' | 'low' | 'close' | 'hl2' | 'hlc3' | 'ohlc4' | 'hlcc4' = 'close'
+  source: SourceType = 'close'
 ): Series {
   const open = new Series(bars, (bar) => bar.open);
   const high = new Series(bars, (bar) => bar.high);
@@ -243,6 +247,7 @@ export function getSourceSeries(
     case 'hlc3': return high.add(low).add(close).div(3);
     case 'ohlc4': return open.add(high).add(low).add(close).div(4);
     case 'hlcc4': return high.add(low).add(close).add(close).div(4);
+    case 'volume': return Series.fromBars(bars, 'volume');
     default: return close;
   }
 }