oakscriptjs 0.11.4 → 0.11.5

package/dist/cjs/security/other.d.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:

package/dist/cjs/security/other.d.ts.map

@@ -1 +1 @@
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package/dist/cjs/security/other.js

@@ -132,7 +132,7 @@ function securityOther(chartBars, otherBars, tf, chart, options = {}) {
   const { chartTf, otherTf, chartZone, otherZone } = setup(ct, ot, tf, chart, options);
   if (ot.length === 0) return new Array(n).fill(-1);
   const daily = timeframe.info(chartTf).isdwm && timeframe.info(otherTf).isdwm;
-  const realtime = chart.lastBarConfirmed === false && !options.gaps;
+  const realtime = chart.lastBarConfirmed === false && !options.gaps && timeframe.in_seconds(otherTf) >= timeframe.in_seconds(chartTf);
   let on = [];
   if (options.lookahead || realtime) {
     if (daily) {

package/dist/cjs/security/other.js.map

@@ -1,7 +1,7 @@
 {
   "version": 3,
   "sources": ["../../../src/security/other.ts"],
-  "sourcesContent": ["/**\n * PineScript `request.security(symbol, timeframe, expression, gaps, lookahead)` of another symbol: which bar of the\n * other symbol each chart bar shows (#179). The bars of the other symbol are given by the caller, already on the\n * requested timeframe; the expression is computed on them and its values are mapped to the chart bars with the index\n * given here. The script API does this with the `bars` accessor of its chart context.\n *\n * PineScript rules (measured on stocks, crypto and an exchange whose trading day starts on the previous UTC day; the\n * chart timeframe, D, W and M on intraday and daily charts; the four gaps / lookahead combinations):\n * - lookahead off: the last bar of the other symbol whose close time is at or before the close time of the chart bar\n *   (a daily stock bar closes at the session end, a crypto daily bar at 00:00 UTC: a stock chart shows the crypto\n *   bar of the day before, a crypto chart the stock bar of the same day)\n * - lookahead on, intraday chart or intraday request: the last bar of the other symbol that opened at or before the\n *   open of the chart bar\n * - lookahead on, D / W / M chart and request: the last bar of the other symbol whose period starts at or before the trading day\n *   of the chart bar: the trading day of a D bar, the Monday of a W bar, the first day of the month of an M bar, each\n *   in the exchange time zone of its symbol (a week that opens on a Tuesday after a holiday still starts on Monday)\n * - before the first bar of the other symbol: na; on chart bars where the other symbol has no bar (weekends,\n *   holidays, closed hours), gaps off repeats the last value\n * - gaps on: a value only on the chart bar where the shown bar changes (and on the first chart bar), na on the others\n * - the last bar while it is open (`lastBarConfirmed` false) with gaps off: the realtime update shows the bar given by\n *   lookahead on (the open bar of a higher timeframe), with lookahead off as well\n *\n * Close times, trading days and time zones come from the exchange calendars of the chart and of the other symbol\n * (time zone and session, read by the session functions). Without them:\n * - a symbol that trades every day (bars on Saturdays or Sundays; W bars at Monday 00:00 UTC; M bars on the first day\n *   at 00:00 UTC) is on the \"24x7\" UTC calendar\n * - another symbol whose bars open where the chart calendar starts its periods is on the calendar of the chart\n * - else the UTC rule: an intraday bar closes one bar interval after its open (or at the next bar), a D / W / M bar at\n *   the end of the last weekday (UTC) of its day / week / month; the trading day is the UTC date of the bar\n * The fallback is exact between symbols of the same calendar and with 24x7 symbols; between a stock and a 24x7 symbol,\n * or an exchange whose trading day starts on the previous UTC day, it needs the session of the stock.\n *\n * @module security/other\n */\n\nimport * as timeframe from '../timeframe/index.js';\nimport { chartSessions, periodClose, periodTime, tradingDayTime, type SessionContext } from '../session/context.js';\nimport type { SessionSpec } from '../session/calendar.js';\n\nconst DAY = 86_400_000;\n\n/** Exchange calendar of a symbol: time zone and session (hours, corrections, holidays). */\nexport interface SymbolCalendar {\n  timezone?: string;\n  session?: SessionSpec | string;\n}\n\n/** Options of {@link securityOther}. */\nexport interface OtherSymbolOptions {\n  /** PineScript `barmerge.lookahead_on`; default false */\n  lookahead?: boolean;\n  /** PineScript `barmerge.gaps_on`; default false */\n  gaps?: boolean;\n  /** Calendar of the other symbol; see the module notes for the fallback */\n  other?: SymbolCalendar;\n}\n\n/** The chart: its timeframe, calendar, time unit and whether its last bar is closed. */\nexport interface OtherSymbolChart extends SymbolCalendar {\n  /** Chart timeframe (\"60\", \"1D\"...) */\n  timeframe: string;\n  /** Unit of the bar times: 's' (default) or 'ms' */\n  timeUnit?: 's' | 'ms';\n  /** false: the last chart bar is still open (realtime rule) */\n  lastBarConfirmed?: boolean;\n}\n\ninterface Zone {\n  timezone: string;\n  session: SessionSpec | string;\n}\n\nconst calendars = new Map<string, SessionContext | null>();\n\n/** The session context of a zone and a timeframe (bar times in ms); null when the session cannot be read. */\nfunction calendarOf(zone: Zone | null, tf: string): SessionContext | null {\n  if (!zone) return null;\n  const key = `${zone.timezone}|${typeof zone.session === 'string' ? zone.session : JSON.stringify(zone.session)}|${tf}`;\n  let context = calendars.get(key);\n  if (context === undefined) {\n    context = { timeframe: tf, timezone: zone.timezone, session: zone.session, timeUnit: 'ms' };\n    try {\n      chartSessions(context);\n    } catch {\n      context = null;\n    }\n    if (calendars.size > 64) calendars.clear();\n    calendars.set(key, context);\n  }\n  return context;\n}\n\nconst UTC_24X7: Zone = { timezone: 'Etc/UTC', session: '24x7' };\n\n/** True when bars of timeframe `tf` opening at `times` (ms) are those of a symbol that trades every day in UTC. */\nfunction tradesEveryDay(times: number[], tf: string): boolean {\n  if (times.length === 0) return false;\n  const info = timeframe.info(tf);\n  if (info.isweekly) return times.every((t) => t % DAY === 0 && new Date(t).getUTCDay() === 1);\n  if (info.ismonthly) return times.every((t) => t % DAY === 0 && new Date(t).getUTCDate() === 1);\n  return times.some((t) => {\n    const wd = new Date(t).getUTCDay();\n    return wd === 0 || wd === 6;\n  });\n}\n\n/** True when most of the last bars open at the start of a period of `tf` on the calendar `zone`. */\nfunction onCalendar(times: number[], tf: string, zone: Zone | null): boolean {\n  const calendar = calendarOf(zone, tf);\n  if (!calendar || times.length === 0) return false;\n  const last = times.slice(-50);\n  return last.filter((t) => periodTime(t, tf, calendar) === t).length >= 0.9 * last.length;\n}\n\nconst utcDay = (t: number): number => Math.floor(t / DAY) * DAY;\n/** Monday 00:00 UTC of the week of the day `day` (00:00 UTC, ms). */\nconst weekStart = (day: number): number => day - ((new Date(day).getUTCDay() + 6) % 7) * DAY;\nconst monthStart = (day: number): number => {\n  const d = new Date(day);\n  return Date.UTC(d.getUTCFullYear(), d.getUTCMonth(), 1);\n};\n\n/** 00:00 UTC after the last weekday before `end` (00:00 UTC, ms): the end of a period of a Monday-to-Friday symbol. */\nfunction afterLastWeekday(end: number): number {\n  let day = end - DAY;\n  while (new Date(day).getUTCDay() % 6 === 0) day -= DAY;\n  return day + DAY;\n}\n\n/** Close time (ms) of each bar of timeframe `tf` opening at `times` (ms). */\nfunction closeTimes(times: number[], tf: string, zone: Zone | null): number[] {\n  const calendar = calendarOf(zone, tf);\n  const info = timeframe.info(tf);\n  const len = timeframe.in_seconds(tf) * 1000;\n  return times.map((t, i) => {\n    if (calendar) {\n      const c = periodClose(t, tf, calendar);\n      if (!Number.isNaN(c)) return c;\n    }\n    if (info.isintraday) return i + 1 < times.length ? Math.min(t + len, times[i + 1]!) : t + len;\n    const day = utcDay(t);\n    if (info.isweekly) return afterLastWeekday(weekStart(day) + 7 * DAY * info.multiplier);\n    if (info.ismonthly) {\n      const d = new Date(day);\n      return afterLastWeekday(Date.UTC(d.getUTCFullYear(), d.getUTCMonth() + info.multiplier, 1));\n    }\n    return day + DAY * info.multiplier;\n  });\n}\n\n/** Trading day (00:00 UTC, ms) of each bar opening at `times` (ms): its date in the exchange time zone. */\nfunction tradingDays(times: number[], zone: Zone | null): number[] {\n  const calendar = calendarOf(zone, '1D');\n  return times.map((t) => {\n    const d = calendar ? tradingDayTime(t, calendar) : NaN;\n    return Number.isNaN(d) ? utcDay(t) : d;\n  });\n}\n\n/** For each element of `at` (non-decreasing), the index of the last element of `keys` (non-decreasing) <= it; -1: none. */\nfunction latestAtOrBefore(keys: number[], at: number[]): number[] {\n  let j = -1;\n  return at.map((x) => {\n    while (j + 1 < keys.length && keys[j + 1]! <= x) j++;\n    return j;\n  });\n}\n\nconst zoneOf = (c: SymbolCalendar | undefined): Zone | null =>\n  c?.timezone && c.session ? { timezone: c.timezone, session: c.session } : null;\n\n/** Timeframes and exchange calendars of a merge: given, 24x7, the chart's, else the UTC rule. */\nfunction setup(\n  ct: number[],\n  ot: number[],\n  tf: string,\n  chart: OtherSymbolChart,\n  options: OtherSymbolOptions\n): { chartTf: string; otherTf: string; chartZone: Zone | null; otherZone: Zone | null } {\n  const chartTf = timeframe.info(chart.timeframe).period;\n  const otherTf = tf.trim() === '' ? chartTf : timeframe.info(tf).period;\n  if (timeframe.info(otherTf).isticks) throw new RangeError(`request.security: tick timeframe \"${tf}\" is not supported.`);\n  const chartZone = zoneOf(chart) ?? (tradesEveryDay(ct, chartTf) ? UTC_24X7 : null);\n  const otherZone =\n    zoneOf(options.other) ??\n    (tradesEveryDay(ot, otherTf) ? UTC_24X7 : chartZone && onCalendar(ot, otherTf, chartZone) ? chartZone : null);\n  return { chartTf, otherTf, chartZone, otherZone };\n}\n\n/**\n * PineScript `request.security` of another symbol: the index in `otherBars` of the bar shown on each chart bar, -1\n * for na (#179). `otherBars` are the bars of the other symbol on `tf` (\"\" for the chart timeframe, or a higher\n * or a lower one), with times in the unit of the chart bars. Rules in the module notes; the same rules hold for a\n * lower timeframe (#181): lookahead off shows the last lower bar that closes by the close of the chart bar, lookahead\n * on the last one that opened by its open. It also serves the chart symbol on a lower timeframe.\n * @throws RangeError for a tick timeframe\n */\nexport function securityOther(\n  chartBars: ReadonlyArray<{ time: number }>,\n  otherBars: ReadonlyArray<{ time: number }>,\n  tf: string,\n  chart: OtherSymbolChart,\n  options: OtherSymbolOptions = {}\n): number[] {\n  const n = chartBars.length;\n  if (n === 0) return [];\n  const unit = chart.timeUnit === 'ms' ? 1 : 1000;\n  const ct = chartBars.map((b) => b.time * unit);\n  const ot = otherBars.map((b) => b.time * unit);\n  const { chartTf, otherTf, chartZone, otherZone } = setup(ct, ot, tf, chart, options);\n  if (ot.length === 0) return new Array<number>(n).fill(-1);\n\n  // by trading day when both timeframes are D / W / M; by open time with an intraday side (#181)\n  const daily = timeframe.info(chartTf).isdwm && timeframe.info(otherTf).isdwm;\n  const realtime = chart.lastBarConfirmed === false && !options.gaps;\n  let on: number[] = [];\n  if (options.lookahead || realtime) {\n    if (daily) {\n      const info = timeframe.info(otherTf);\n      const starts = tradingDays(ot, otherZone).map((d) => (info.isweekly ? weekStart(d) : info.ismonthly ? monthStart(d) : d));\n      on = latestAtOrBefore(starts, tradingDays(ct, chartZone));\n    } else {\n      on = latestAtOrBefore(ot, ct);\n    }\n  }\n  const index = options.lookahead ? on : latestAtOrBefore(closeTimes(ot, otherTf, otherZone), closeTimes(ct, chartTf, chartZone));\n  // realtime updates of the open last bar: lookahead off shows the bar of lookahead on\n  if (realtime) index[n - 1] = on[n - 1]!;\n  if (!options.gaps) return index;\n  return index.map((j, i) => (i === 0 || j !== index[i - 1] ? j : -1));\n}\n\n/**\n * PineScript `request.security_lower_tf` (#181): for each chart bar, the range `[from, to)` of the bars of\n * `otherBars` (a lower timeframe, the chart symbol or another one) that it contains: the bars whose close time is\n * after the open of the chart bar and at or before its close (a 13:00 hourly bar of a 24x7 symbol is in a 13:30 stock\n * day, which closes at 20:00). An empty range for a chart bar without such bars.\n */\nexport function securityLowerTf(\n  chartBars: ReadonlyArray<{ time: number }>,\n  otherBars: ReadonlyArray<{ time: number }>,\n  tf: string,\n  chart: OtherSymbolChart,\n  options: Pick<OtherSymbolOptions, 'other'> = {}\n): Array<[number, number]> {\n  const unit = chart.timeUnit === 'ms' ? 1 : 1000;\n  const ct = chartBars.map((b) => b.time * unit);\n  const ot = otherBars.map((b) => b.time * unit);\n  const { chartTf, otherTf, chartZone, otherZone } = setup(ct, ot, tf, chart, options);\n  const oc = closeTimes(ot, otherTf, otherZone);\n  const from = latestAtOrBefore(oc, ct);\n  const to = latestAtOrBefore(oc, closeTimes(ct, chartTf, chartZone));\n  return ct.map((_, i) => [from[i]! + 1, Math.max(from[i]! + 1, to[i]! + 1)]);\n}\n\n/**\n * {@link securityOther} with the values of an expression: `values` has one value per bar of the other symbol; the\n * result has one value per chart bar, NaN for na.\n */\nexport function securityOtherValues(\n  chartBars: ReadonlyArray<{ time: number }>,\n  otherBars: ReadonlyArray<{ time: number }>,\n  tf: string,\n  values: ArrayLike<number>,\n  chart: OtherSymbolChart,\n  options: OtherSymbolOptions = {}\n): number[] {\n  return securityOther(chartBars, otherBars, tf, chart, options).map((j) => (j < 0 ? NaN : (values[j] ?? NaN)));\n}\n"],
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+  "sourcesContent": ["/**\n * PineScript `request.security(symbol, timeframe, expression, gaps, lookahead)` of another symbol: which bar of the\n * other symbol each chart bar shows (#179). The bars of the other symbol are given by the caller, already on the\n * requested timeframe; the expression is computed on them and its values are mapped to the chart bars with the index\n * given here. The script API does this with the `bars` accessor of its chart context.\n *\n * PineScript rules (measured on stocks, crypto and an exchange whose trading day starts on the previous UTC day; the\n * chart timeframe, D, W and M on intraday and daily charts; the four gaps / lookahead combinations):\n * - lookahead off: the last bar of the other symbol whose close time is at or before the close time of the chart bar\n *   (a daily stock bar closes at the session end, a crypto daily bar at 00:00 UTC: a stock chart shows the crypto\n *   bar of the day before, a crypto chart the stock bar of the same day)\n * - lookahead on, intraday chart or intraday request: the last bar of the other symbol that opened at or before the\n *   open of the chart bar\n * - lookahead on, D / W / M chart and request: the last bar of the other symbol whose period starts at or before the trading day\n *   of the chart bar: the trading day of a D bar, the Monday of a W bar, the first day of the month of an M bar, each\n *   in the exchange time zone of its symbol (a week that opens on a Tuesday after a holiday still starts on Monday)\n * - before the first bar of the other symbol: na; on chart bars where the other symbol has no bar (weekends,\n *   holidays, closed hours), gaps off repeats the last value\n * - gaps on: a value only on the chart bar where the shown bar changes (and on the first chart bar), na on the others\n * - the last bar while it is open (`lastBarConfirmed` false) with gaps off: the realtime update shows the bar given by\n *   lookahead on (the open bar of a higher timeframe), with lookahead off as well; a lower timeframe keeps the rules\n *   above (the last lower bar so far with lookahead off, the first one of the chart bar with lookahead on)\n *\n * Close times, trading days and time zones come from the exchange calendars of the chart and of the other symbol\n * (time zone and session, read by the session functions). Without them:\n * - a symbol that trades every day (bars on Saturdays or Sundays; W bars at Monday 00:00 UTC; M bars on the first day\n *   at 00:00 UTC) is on the \"24x7\" UTC calendar\n * - another symbol whose bars open where the chart calendar starts its periods is on the calendar of the chart\n * - else the UTC rule: an intraday bar closes one bar interval after its open (or at the next bar), a D / W / M bar at\n *   the end of the last weekday (UTC) of its day / week / month; the trading day is the UTC date of the bar\n * The fallback is exact between symbols of the same calendar and with 24x7 symbols; between a stock and a 24x7 symbol,\n * or an exchange whose trading day starts on the previous UTC day, it needs the session of the stock.\n *\n * @module security/other\n */\n\nimport * as timeframe from '../timeframe/index.js';\nimport { chartSessions, periodClose, periodTime, tradingDayTime, type SessionContext } from '../session/context.js';\nimport type { SessionSpec } from '../session/calendar.js';\n\nconst DAY = 86_400_000;\n\n/** Exchange calendar of a symbol: time zone and session (hours, corrections, holidays). */\nexport interface SymbolCalendar {\n  timezone?: string;\n  session?: SessionSpec | string;\n}\n\n/** Options of {@link securityOther}. */\nexport interface OtherSymbolOptions {\n  /** PineScript `barmerge.lookahead_on`; default false */\n  lookahead?: boolean;\n  /** PineScript `barmerge.gaps_on`; default false */\n  gaps?: boolean;\n  /** Calendar of the other symbol; see the module notes for the fallback */\n  other?: SymbolCalendar;\n}\n\n/** The chart: its timeframe, calendar, time unit and whether its last bar is closed. */\nexport interface OtherSymbolChart extends SymbolCalendar {\n  /** Chart timeframe (\"60\", \"1D\"...) */\n  timeframe: string;\n  /** Unit of the bar times: 's' (default) or 'ms' */\n  timeUnit?: 's' | 'ms';\n  /** false: the last chart bar is still open (realtime rule) */\n  lastBarConfirmed?: boolean;\n}\n\ninterface Zone {\n  timezone: string;\n  session: SessionSpec | string;\n}\n\nconst calendars = new Map<string, SessionContext | null>();\n\n/** The session context of a zone and a timeframe (bar times in ms); null when the session cannot be read. */\nfunction calendarOf(zone: Zone | null, tf: string): SessionContext | null {\n  if (!zone) return null;\n  const key = `${zone.timezone}|${typeof zone.session === 'string' ? zone.session : JSON.stringify(zone.session)}|${tf}`;\n  let context = calendars.get(key);\n  if (context === undefined) {\n    context = { timeframe: tf, timezone: zone.timezone, session: zone.session, timeUnit: 'ms' };\n    try {\n      chartSessions(context);\n    } catch {\n      context = null;\n    }\n    if (calendars.size > 64) calendars.clear();\n    calendars.set(key, context);\n  }\n  return context;\n}\n\nconst UTC_24X7: Zone = { timezone: 'Etc/UTC', session: '24x7' };\n\n/** True when bars of timeframe `tf` opening at `times` (ms) are those of a symbol that trades every day in UTC. */\nfunction tradesEveryDay(times: number[], tf: string): boolean {\n  if (times.length === 0) return false;\n  const info = timeframe.info(tf);\n  if (info.isweekly) return times.every((t) => t % DAY === 0 && new Date(t).getUTCDay() === 1);\n  if (info.ismonthly) return times.every((t) => t % DAY === 0 && new Date(t).getUTCDate() === 1);\n  return times.some((t) => {\n    const wd = new Date(t).getUTCDay();\n    return wd === 0 || wd === 6;\n  });\n}\n\n/** True when most of the last bars open at the start of a period of `tf` on the calendar `zone`. */\nfunction onCalendar(times: number[], tf: string, zone: Zone | null): boolean {\n  const calendar = calendarOf(zone, tf);\n  if (!calendar || times.length === 0) return false;\n  const last = times.slice(-50);\n  return last.filter((t) => periodTime(t, tf, calendar) === t).length >= 0.9 * last.length;\n}\n\nconst utcDay = (t: number): number => Math.floor(t / DAY) * DAY;\n/** Monday 00:00 UTC of the week of the day `day` (00:00 UTC, ms). */\nconst weekStart = (day: number): number => day - ((new Date(day).getUTCDay() + 6) % 7) * DAY;\nconst monthStart = (day: number): number => {\n  const d = new Date(day);\n  return Date.UTC(d.getUTCFullYear(), d.getUTCMonth(), 1);\n};\n\n/** 00:00 UTC after the last weekday before `end` (00:00 UTC, ms): the end of a period of a Monday-to-Friday symbol. */\nfunction afterLastWeekday(end: number): number {\n  let day = end - DAY;\n  while (new Date(day).getUTCDay() % 6 === 0) day -= DAY;\n  return day + DAY;\n}\n\n/** Close time (ms) of each bar of timeframe `tf` opening at `times` (ms). */\nfunction closeTimes(times: number[], tf: string, zone: Zone | null): number[] {\n  const calendar = calendarOf(zone, tf);\n  const info = timeframe.info(tf);\n  const len = timeframe.in_seconds(tf) * 1000;\n  return times.map((t, i) => {\n    if (calendar) {\n      const c = periodClose(t, tf, calendar);\n      if (!Number.isNaN(c)) return c;\n    }\n    if (info.isintraday) return i + 1 < times.length ? Math.min(t + len, times[i + 1]!) : t + len;\n    const day = utcDay(t);\n    if (info.isweekly) return afterLastWeekday(weekStart(day) + 7 * DAY * info.multiplier);\n    if (info.ismonthly) {\n      const d = new Date(day);\n      return afterLastWeekday(Date.UTC(d.getUTCFullYear(), d.getUTCMonth() + info.multiplier, 1));\n    }\n    return day + DAY * info.multiplier;\n  });\n}\n\n/** Trading day (00:00 UTC, ms) of each bar opening at `times` (ms): its date in the exchange time zone. */\nfunction tradingDays(times: number[], zone: Zone | null): number[] {\n  const calendar = calendarOf(zone, '1D');\n  return times.map((t) => {\n    const d = calendar ? tradingDayTime(t, calendar) : NaN;\n    return Number.isNaN(d) ? utcDay(t) : d;\n  });\n}\n\n/** For each element of `at` (non-decreasing), the index of the last element of `keys` (non-decreasing) <= it; -1: none. */\nfunction latestAtOrBefore(keys: number[], at: number[]): number[] {\n  let j = -1;\n  return at.map((x) => {\n    while (j + 1 < keys.length && keys[j + 1]! <= x) j++;\n    return j;\n  });\n}\n\nconst zoneOf = (c: SymbolCalendar | undefined): Zone | null =>\n  c?.timezone && c.session ? { timezone: c.timezone, session: c.session } : null;\n\n/** Timeframes and exchange calendars of a merge: given, 24x7, the chart's, else the UTC rule. */\nfunction setup(\n  ct: number[],\n  ot: number[],\n  tf: string,\n  chart: OtherSymbolChart,\n  options: OtherSymbolOptions\n): { chartTf: string; otherTf: string; chartZone: Zone | null; otherZone: Zone | null } {\n  const chartTf = timeframe.info(chart.timeframe).period;\n  const otherTf = tf.trim() === '' ? chartTf : timeframe.info(tf).period;\n  if (timeframe.info(otherTf).isticks) throw new RangeError(`request.security: tick timeframe \"${tf}\" is not supported.`);\n  const chartZone = zoneOf(chart) ?? (tradesEveryDay(ct, chartTf) ? UTC_24X7 : null);\n  const otherZone =\n    zoneOf(options.other) ??\n    (tradesEveryDay(ot, otherTf) ? UTC_24X7 : chartZone && onCalendar(ot, otherTf, chartZone) ? chartZone : null);\n  return { chartTf, otherTf, chartZone, otherZone };\n}\n\n/**\n * PineScript `request.security` of another symbol: the index in `otherBars` of the bar shown on each chart bar, -1\n * for na (#179). `otherBars` are the bars of the other symbol on `tf` (\"\" for the chart timeframe, or a higher\n * or a lower one), with times in the unit of the chart bars. Rules in the module notes; the same rules hold for a\n * lower timeframe (#181): lookahead off shows the last lower bar that closes by the close of the chart bar, lookahead\n * on the last one that opened by its open. It also serves the chart symbol on a lower timeframe.\n * @throws RangeError for a tick timeframe\n */\nexport function securityOther(\n  chartBars: ReadonlyArray<{ time: number }>,\n  otherBars: ReadonlyArray<{ time: number }>,\n  tf: string,\n  chart: OtherSymbolChart,\n  options: OtherSymbolOptions = {}\n): number[] {\n  const n = chartBars.length;\n  if (n === 0) return [];\n  const unit = chart.timeUnit === 'ms' ? 1 : 1000;\n  const ct = chartBars.map((b) => b.time * unit);\n  const ot = otherBars.map((b) => b.time * unit);\n  const { chartTf, otherTf, chartZone, otherZone } = setup(ct, ot, tf, chart, options);\n  if (ot.length === 0) return new Array<number>(n).fill(-1);\n\n  // by trading day when both timeframes are D / W / M; by open time with an intraday side (#181)\n  const daily = timeframe.info(chartTf).isdwm && timeframe.info(otherTf).isdwm;\n  // a lower timeframe keeps its rule on the open last bar: the last lower bar so far, not the first one (#184)\n  const realtime =\n    chart.lastBarConfirmed === false && !options.gaps && timeframe.in_seconds(otherTf) >= timeframe.in_seconds(chartTf);\n  let on: number[] = [];\n  if (options.lookahead || realtime) {\n    if (daily) {\n      const info = timeframe.info(otherTf);\n      const starts = tradingDays(ot, otherZone).map((d) => (info.isweekly ? weekStart(d) : info.ismonthly ? monthStart(d) : d));\n      on = latestAtOrBefore(starts, tradingDays(ct, chartZone));\n    } else {\n      on = latestAtOrBefore(ot, ct);\n    }\n  }\n  const index = options.lookahead ? on : latestAtOrBefore(closeTimes(ot, otherTf, otherZone), closeTimes(ct, chartTf, chartZone));\n  // realtime updates of the open last bar: lookahead off shows the bar of lookahead on\n  if (realtime) index[n - 1] = on[n - 1]!;\n  if (!options.gaps) return index;\n  return index.map((j, i) => (i === 0 || j !== index[i - 1] ? j : -1));\n}\n\n/**\n * PineScript `request.security_lower_tf` (#181): for each chart bar, the range `[from, to)` of the bars of\n * `otherBars` (a lower timeframe, the chart symbol or another one) that it contains: the bars whose close time is\n * after the open of the chart bar and at or before its close (a 13:00 hourly bar of a 24x7 symbol is in a 13:30 stock\n * day, which closes at 20:00). An empty range for a chart bar without such bars.\n */\nexport function securityLowerTf(\n  chartBars: ReadonlyArray<{ time: number }>,\n  otherBars: ReadonlyArray<{ time: number }>,\n  tf: string,\n  chart: OtherSymbolChart,\n  options: Pick<OtherSymbolOptions, 'other'> = {}\n): Array<[number, number]> {\n  const unit = chart.timeUnit === 'ms' ? 1 : 1000;\n  const ct = chartBars.map((b) => b.time * unit);\n  const ot = otherBars.map((b) => b.time * unit);\n  const { chartTf, otherTf, chartZone, otherZone } = setup(ct, ot, tf, chart, options);\n  const oc = closeTimes(ot, otherTf, otherZone);\n  const from = latestAtOrBefore(oc, ct);\n  const to = latestAtOrBefore(oc, closeTimes(ct, chartTf, chartZone));\n  return ct.map((_, i) => [from[i]! + 1, Math.max(from[i]! + 1, to[i]! + 1)]);\n}\n\n/**\n * {@link securityOther} with the values of an expression: `values` has one value per bar of the other symbol; the\n * result has one value per chart bar, NaN for na.\n */\nexport function securityOtherValues(\n  chartBars: ReadonlyArray<{ time: number }>,\n  otherBars: ReadonlyArray<{ time: number }>,\n  tf: string,\n  values: ArrayLike<number>,\n  chart: OtherSymbolChart,\n  options: OtherSymbolOptions = {}\n): number[] {\n  return securityOther(chartBars, otherBars, tf, chart, options).map((j) => (j < 0 ? NaN : (values[j] ?? NaN)));\n}\n"],
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package/dist/cjs/ta/index.d.ts

@@ -473,6 +473,7 @@ export declare 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

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

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

@@ -539,7 +539,7 @@ function roc(source, length) {
       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 {
         const changeValue = source[i] - oldValue;