oakscriptjs 0.12.2 → 0.13.0

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

@@ -52,6 +52,8 @@ export interface StrategyOptions {
     pyramiding?: number;
     calc_on_order_fills?: boolean;
     calc_on_every_tick?: boolean;
+    /** Runs the strategy on each tick of the history bars too (the reference app's "On history bar tick"). */
+    calc_on_every_history_tick?: boolean;
     max_bars_back?: number;
     backtest_fill_limits_assumption?: number;
     default_qty_type?: StrategyQtyType;
@@ -82,6 +84,7 @@ export interface StrategyProperties {
     pyramiding: number;
     calc_on_order_fills: boolean;
     calc_on_every_tick: boolean;
+    calc_on_every_history_tick: boolean;
     backtest_fill_limits_assumption: number;
     default_qty_type: StrategyQtyType;
     default_qty_value: number;

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

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

@@ -38,6 +38,7 @@ const STRATEGY_DEFAULTS = {
   pyramiding: 0,
   calc_on_order_fills: false,
   calc_on_every_tick: false,
+  calc_on_every_history_tick: false,
   backtest_fill_limits_assumption: 0,
   // v6 values; PineScript v5: fixed / 1 / 1000000 and margins 0
   default_qty_type: "percent_of_equity",

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

@@ -1,7 +1,7 @@
 {
   "version": 3,
   "sources": ["../../../src/strategy/index.ts"],
-  "sourcesContent": ["/**\n * @fileoverview Types and constants of the PineScript `strategy.*` API.\n *\n * OakScriptJS does not simulate orders. The script API (`oakscriptjs/script`) declares the strategy,\n * forwards every `strategy.*` call to a {@link StrategyEngine} that the host supplies, and reads the\n * `strategy.*` variables from it. The engine fills the orders, keeps the trades and computes the\n * results.\n *\n * Names follow PineScript v6: option objects use the PineScript argument names, and the engine\n * receives them unchanged. An `na` (NaN) numeric argument is removed before the call, since in\n * PineScript it means \"not given\". The deprecated `when` argument does not exist: use `if`.\n *\n * @module strategy\n */\n\nexport type StrategyDirection = 'long' | 'short';\nexport type StrategyQtyType = 'fixed' | 'cash' | 'percent_of_equity';\nexport type StrategyCommissionType = 'percent' | 'cash_per_contract' | 'cash_per_order';\nexport type StrategyOcaType = 'none' | 'cancel' | 'reduce';\n/** `strategy.direction.*`, for `strategy.risk.allow_entry_in`. */\nexport type StrategyRiskDirection = 'all' | 'long' | 'short';\nexport type StrategyRiskValueType = 'percent_of_equity' | 'cash';\n\n/** PineScript `strategy.*` constants. */\nexport const STRATEGY_CONSTANTS = {\n  long: 'long',\n  short: 'short',\n  fixed: 'fixed',\n  cash: 'cash',\n  percent_of_equity: 'percent_of_equity',\n  commission: { percent: 'percent', cash_per_contract: 'cash_per_contract', cash_per_order: 'cash_per_order' },\n  direction: { all: 'all', long: 'long', short: 'short' },\n  oca: { none: 'none', cancel: 'cancel', reduce: 'reduce' },\n} as const;\n\n/** Arguments of the PineScript `strategy()` declaration, after `title`. */\nexport interface StrategyOptions {\n  shorttitle?: string;\n  overlay?: boolean;\n  format?: string;\n  precision?: number;\n  scale?: string;\n  pyramiding?: number;\n  calc_on_order_fills?: boolean;\n  calc_on_every_tick?: boolean;\n  max_bars_back?: number;\n  backtest_fill_limits_assumption?: number;\n  default_qty_type?: StrategyQtyType;\n  default_qty_value?: number;\n  initial_capital?: number;\n  /** Account currency; default: the symbol currency. */\n  currency?: string;\n  /** Ticks added to market and stop fills. */\n  slippage?: number;\n  commission_type?: StrategyCommissionType;\n  commission_value?: number;\n  process_orders_on_close?: boolean;\n  close_entries_rule?: 'FIFO' | 'ANY';\n  margin_long?: number;\n  margin_short?: number;\n  explicit_plot_zorder?: boolean;\n  max_lines_count?: number;\n  max_labels_count?: number;\n  max_boxes_count?: number;\n  calc_bars_count?: number;\n  risk_free_rate?: number;\n  use_bar_magnifier?: boolean;\n  fill_orders_on_standard_ohlc?: boolean;\n  max_polylines_count?: number;\n}\n\n/** Strategy properties passed to the engine: the declared values, else the PineScript defaults. */\nexport interface StrategyProperties {\n  pyramiding: number;\n  calc_on_order_fills: boolean;\n  calc_on_every_tick: boolean;\n  backtest_fill_limits_assumption: number;\n  default_qty_type: StrategyQtyType;\n  default_qty_value: number;\n  initial_capital: number;\n  /** undefined: the symbol currency. */\n  currency?: string;\n  slippage: number;\n  commission_type: StrategyCommissionType;\n  commission_value: number;\n  process_orders_on_close: boolean;\n  close_entries_rule: 'FIFO' | 'ANY';\n  margin_long: number;\n  margin_short: number;\n  calc_bars_count: number;\n  risk_free_rate: number;\n  use_bar_magnifier: boolean;\n  fill_orders_on_standard_ohlc: boolean;\n}\n\n/** PineScript defaults of the `strategy()` arguments (v6 reference). */\nexport const STRATEGY_DEFAULTS: StrategyProperties = {\n  pyramiding: 0,\n  calc_on_order_fills: false,\n  calc_on_every_tick: false,\n  backtest_fill_limits_assumption: 0,\n  // v6 values; PineScript v5: fixed / 1 / 1000000 and margins 0\n  default_qty_type: 'percent_of_equity',\n  default_qty_value: 100,\n  initial_capital: 100000,\n  slippage: 0,\n  commission_type: 'percent',\n  commission_value: 0,\n  process_orders_on_close: false,\n  close_entries_rule: 'FIFO',\n  margin_long: 100,\n  margin_short: 100,\n  calc_bars_count: 0,\n  risk_free_rate: 2,\n  use_bar_magnifier: false,\n  fill_orders_on_standard_ohlc: false,\n};\n\n/** `strategy.entry()` / `strategy.order()` arguments after `id` and `direction`. */\nexport interface StrategyEntryOptions {\n  qty?: number;\n  limit?: number;\n  stop?: number;\n  oca_name?: string;\n  oca_type?: StrategyOcaType;\n  comment?: string;\n  alert_message?: string;\n  disable_alert?: boolean;\n}\n\n/** `strategy.exit()` arguments after `id`. `profit`, `loss`, `trail_points` and `trail_offset` are in ticks. */\nexport interface StrategyExitOptions {\n  from_entry?: string;\n  qty?: number;\n  qty_percent?: number;\n  profit?: number;\n  limit?: number;\n  loss?: number;\n  stop?: number;\n  trail_price?: number;\n  trail_points?: number;\n  trail_offset?: number;\n  oca_name?: string;\n  comment?: string;\n  comment_profit?: string;\n  comment_loss?: string;\n  comment_trailing?: string;\n  alert_message?: string;\n  alert_profit?: string;\n  alert_loss?: string;\n  alert_trailing?: string;\n  disable_alert?: boolean;\n}\n\n/** `strategy.close()` arguments after `id`. */\nexport interface StrategyCloseOptions {\n  comment?: string;\n  qty?: number;\n  qty_percent?: number;\n  alert_message?: string;\n  immediately?: boolean;\n  disable_alert?: boolean;\n}\n\n/** `strategy.close_all()` arguments. */\nexport interface StrategyCloseAllOptions {\n  comment?: string;\n  alert_message?: string;\n  immediately?: boolean;\n  disable_alert?: boolean;\n}\n\n/** A `strategy.risk.*` rule. */\nexport type StrategyRiskRule =\n  | { rule: 'allow_entry_in'; direction: StrategyRiskDirection }\n  | { rule: 'max_cons_loss_days'; count: number; alert_message?: string }\n  | { rule: 'max_drawdown'; value: number; type: StrategyRiskValueType; alert_message?: string }\n  | { rule: 'max_intraday_filled_orders'; count: number; alert_message?: string }\n  | { rule: 'max_intraday_loss'; value: number; type: StrategyRiskValueType; alert_message?: string }\n  | { rule: 'max_position_size'; contracts: number };\n\n/**\n * One trade, as the PineScript `strategy.opentrades.*(i)` / `strategy.closedtrades.*(i)` functions\n * return it. Times are UNIX milliseconds. The `exit_*` fields are for closed trades only; `exit_id` and the\n * comments are undefined when the engine does not provide them.\n */\nexport interface StrategyTrade {\n  entry_id: string;\n  entry_price: number;\n  entry_bar_index: number;\n  entry_time: number;\n  /** undefined when the order had no comment, or when the engine does not keep it apart from the id. */\n  entry_comment?: string;\n  /** Signed quantity: positive for a long trade, negative for a short trade. */\n  size: number;\n  profit: number;\n  profit_percent: number;\n  commission: number;\n  max_runup: number;\n  max_runup_percent: number;\n  max_drawdown: number;\n  max_drawdown_percent: number;\n  exit_id?: string;\n  exit_price?: number;\n  exit_bar_index?: number;\n  exit_time?: number;\n  exit_comment?: string;\n}\n\n/** Numeric `strategy.*` variables. */\nexport const STRATEGY_NUMBER_VARIABLES = [\n  'position_size',\n  'position_avg_price',\n  'equity',\n  'initial_capital',\n  'netprofit',\n  'netprofit_percent',\n  'openprofit',\n  'openprofit_percent',\n  'grossprofit',\n  'grossprofit_percent',\n  'grossloss',\n  'grossloss_percent',\n  'opentrades',\n  'closedtrades',\n  'wintrades',\n  'losstrades',\n  'eventrades',\n  'avg_trade',\n  'avg_trade_percent',\n  'avg_winning_trade',\n  'avg_winning_trade_percent',\n  'avg_losing_trade',\n  'avg_losing_trade_percent',\n  'max_drawdown',\n  'max_drawdown_percent',\n  'max_runup',\n  'max_runup_percent',\n  'max_contracts_held_all',\n  'max_contracts_held_long',\n  'max_contracts_held_short',\n  'margin_liquidation_price',\n] as const;\n\n/** Text `strategy.*` variables. */\nexport const STRATEGY_TEXT_VARIABLES = ['position_entry_name', 'account_currency'] as const;\n\nexport type StrategyNumberVariable = (typeof STRATEGY_NUMBER_VARIABLES)[number];\nexport type StrategyTextVariable = (typeof STRATEGY_TEXT_VARIABLES)[number];\nexport type StrategyVariable = StrategyNumberVariable | StrategyTextVariable;\n\n/**\n * The order engine the host supplies. OakScriptJS calls it in this order on each bar `i` of\n * `strategy.eachBar()`:\n *\n * 1. `processBar(i)`: fill the orders placed before bar `i` (at the open and inside the bar);\n * 2. the script runs at the close of bar `i`: order calls and variable reads;\n * 3. `processClose(i)`: after the script; with `process_orders_on_close`, fill the new market orders\n *    at the close.\n */\nexport interface StrategyEngine {\n  processBar(bar: number): void;\n  processClose(bar: number): void;\n  entry(id: string, direction: StrategyDirection, options: StrategyEntryOptions): void;\n  order(id: string, direction: StrategyDirection, options: StrategyEntryOptions): void;\n  exit(id: string, options: StrategyExitOptions): void;\n  close(id: string, options: StrategyCloseOptions): void;\n  close_all(options: StrategyCloseAllOptions): void;\n  cancel(id: string): void;\n  cancel_all(): void;\n  /** Current value of a `strategy.*` variable; undefined when the engine does not provide it. */\n  get(variable: StrategyVariable): number | string | undefined;\n  /** Open trade number `index` (0 = oldest); undefined when it does not exist. */\n  openTrade(index: number): StrategyTrade | undefined;\n  /** Closed trade number `index` (0 = oldest); undefined when it does not exist. */\n  closedTrade(index: number): StrategyTrade | undefined;\n  /** `strategy.risk.*` rules; optional. */\n  risk?(rule: StrategyRiskRule): void;\n  /** `strategy.default_entry_qty(fill_price)`; optional. */\n  defaultEntryQty?(fillPrice: number): number;\n}\n"],
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+  "sourcesContent": ["/**\n * @fileoverview Types and constants of the PineScript `strategy.*` API.\n *\n * OakScriptJS does not simulate orders. The script API (`oakscriptjs/script`) declares the strategy,\n * forwards every `strategy.*` call to a {@link StrategyEngine} that the host supplies, and reads the\n * `strategy.*` variables from it. The engine fills the orders, keeps the trades and computes the\n * results.\n *\n * Names follow PineScript v6: option objects use the PineScript argument names, and the engine\n * receives them unchanged. An `na` (NaN) numeric argument is removed before the call, since in\n * PineScript it means \"not given\". The deprecated `when` argument does not exist: use `if`.\n *\n * @module strategy\n */\n\nexport type StrategyDirection = 'long' | 'short';\nexport type StrategyQtyType = 'fixed' | 'cash' | 'percent_of_equity';\nexport type StrategyCommissionType = 'percent' | 'cash_per_contract' | 'cash_per_order';\nexport type StrategyOcaType = 'none' | 'cancel' | 'reduce';\n/** `strategy.direction.*`, for `strategy.risk.allow_entry_in`. */\nexport type StrategyRiskDirection = 'all' | 'long' | 'short';\nexport type StrategyRiskValueType = 'percent_of_equity' | 'cash';\n\n/** PineScript `strategy.*` constants. */\nexport const STRATEGY_CONSTANTS = {\n  long: 'long',\n  short: 'short',\n  fixed: 'fixed',\n  cash: 'cash',\n  percent_of_equity: 'percent_of_equity',\n  commission: { percent: 'percent', cash_per_contract: 'cash_per_contract', cash_per_order: 'cash_per_order' },\n  direction: { all: 'all', long: 'long', short: 'short' },\n  oca: { none: 'none', cancel: 'cancel', reduce: 'reduce' },\n} as const;\n\n/** Arguments of the PineScript `strategy()` declaration, after `title`. */\nexport interface StrategyOptions {\n  shorttitle?: string;\n  overlay?: boolean;\n  format?: string;\n  precision?: number;\n  scale?: string;\n  pyramiding?: number;\n  calc_on_order_fills?: boolean;\n  calc_on_every_tick?: boolean;\n  /** Runs the strategy on each tick of the history bars too (the reference app's \"On history bar tick\"). */\n  calc_on_every_history_tick?: boolean;\n  max_bars_back?: number;\n  backtest_fill_limits_assumption?: number;\n  default_qty_type?: StrategyQtyType;\n  default_qty_value?: number;\n  initial_capital?: number;\n  /** Account currency; default: the symbol currency. */\n  currency?: string;\n  /** Ticks added to market and stop fills. */\n  slippage?: number;\n  commission_type?: StrategyCommissionType;\n  commission_value?: number;\n  process_orders_on_close?: boolean;\n  close_entries_rule?: 'FIFO' | 'ANY';\n  margin_long?: number;\n  margin_short?: number;\n  explicit_plot_zorder?: boolean;\n  max_lines_count?: number;\n  max_labels_count?: number;\n  max_boxes_count?: number;\n  calc_bars_count?: number;\n  risk_free_rate?: number;\n  use_bar_magnifier?: boolean;\n  fill_orders_on_standard_ohlc?: boolean;\n  max_polylines_count?: number;\n}\n\n/** Strategy properties passed to the engine: the declared values, else the PineScript defaults. */\nexport interface StrategyProperties {\n  pyramiding: number;\n  calc_on_order_fills: boolean;\n  calc_on_every_tick: boolean;\n  calc_on_every_history_tick: boolean;\n  backtest_fill_limits_assumption: number;\n  default_qty_type: StrategyQtyType;\n  default_qty_value: number;\n  initial_capital: number;\n  /** undefined: the symbol currency. */\n  currency?: string;\n  slippage: number;\n  commission_type: StrategyCommissionType;\n  commission_value: number;\n  process_orders_on_close: boolean;\n  close_entries_rule: 'FIFO' | 'ANY';\n  margin_long: number;\n  margin_short: number;\n  calc_bars_count: number;\n  risk_free_rate: number;\n  use_bar_magnifier: boolean;\n  fill_orders_on_standard_ohlc: boolean;\n}\n\n/** PineScript defaults of the `strategy()` arguments (v6 reference). */\nexport const STRATEGY_DEFAULTS: StrategyProperties = {\n  pyramiding: 0,\n  calc_on_order_fills: false,\n  calc_on_every_tick: false,\n  calc_on_every_history_tick: false,\n  backtest_fill_limits_assumption: 0,\n  // v6 values; PineScript v5: fixed / 1 / 1000000 and margins 0\n  default_qty_type: 'percent_of_equity',\n  default_qty_value: 100,\n  initial_capital: 100000,\n  slippage: 0,\n  commission_type: 'percent',\n  commission_value: 0,\n  process_orders_on_close: false,\n  close_entries_rule: 'FIFO',\n  margin_long: 100,\n  margin_short: 100,\n  calc_bars_count: 0,\n  risk_free_rate: 2,\n  use_bar_magnifier: false,\n  fill_orders_on_standard_ohlc: false,\n};\n\n/** `strategy.entry()` / `strategy.order()` arguments after `id` and `direction`. */\nexport interface StrategyEntryOptions {\n  qty?: number;\n  limit?: number;\n  stop?: number;\n  oca_name?: string;\n  oca_type?: StrategyOcaType;\n  comment?: string;\n  alert_message?: string;\n  disable_alert?: boolean;\n}\n\n/** `strategy.exit()` arguments after `id`. `profit`, `loss`, `trail_points` and `trail_offset` are in ticks. */\nexport interface StrategyExitOptions {\n  from_entry?: string;\n  qty?: number;\n  qty_percent?: number;\n  profit?: number;\n  limit?: number;\n  loss?: number;\n  stop?: number;\n  trail_price?: number;\n  trail_points?: number;\n  trail_offset?: number;\n  oca_name?: string;\n  comment?: string;\n  comment_profit?: string;\n  comment_loss?: string;\n  comment_trailing?: string;\n  alert_message?: string;\n  alert_profit?: string;\n  alert_loss?: string;\n  alert_trailing?: string;\n  disable_alert?: boolean;\n}\n\n/** `strategy.close()` arguments after `id`. */\nexport interface StrategyCloseOptions {\n  comment?: string;\n  qty?: number;\n  qty_percent?: number;\n  alert_message?: string;\n  immediately?: boolean;\n  disable_alert?: boolean;\n}\n\n/** `strategy.close_all()` arguments. */\nexport interface StrategyCloseAllOptions {\n  comment?: string;\n  alert_message?: string;\n  immediately?: boolean;\n  disable_alert?: boolean;\n}\n\n/** A `strategy.risk.*` rule. */\nexport type StrategyRiskRule =\n  | { rule: 'allow_entry_in'; direction: StrategyRiskDirection }\n  | { rule: 'max_cons_loss_days'; count: number; alert_message?: string }\n  | { rule: 'max_drawdown'; value: number; type: StrategyRiskValueType; alert_message?: string }\n  | { rule: 'max_intraday_filled_orders'; count: number; alert_message?: string }\n  | { rule: 'max_intraday_loss'; value: number; type: StrategyRiskValueType; alert_message?: string }\n  | { rule: 'max_position_size'; contracts: number };\n\n/**\n * One trade, as the PineScript `strategy.opentrades.*(i)` / `strategy.closedtrades.*(i)` functions\n * return it. Times are UNIX milliseconds. The `exit_*` fields are for closed trades only; `exit_id` and the\n * comments are undefined when the engine does not provide them.\n */\nexport interface StrategyTrade {\n  entry_id: string;\n  entry_price: number;\n  entry_bar_index: number;\n  entry_time: number;\n  /** undefined when the order had no comment, or when the engine does not keep it apart from the id. */\n  entry_comment?: string;\n  /** Signed quantity: positive for a long trade, negative for a short trade. */\n  size: number;\n  profit: number;\n  profit_percent: number;\n  commission: number;\n  max_runup: number;\n  max_runup_percent: number;\n  max_drawdown: number;\n  max_drawdown_percent: number;\n  exit_id?: string;\n  exit_price?: number;\n  exit_bar_index?: number;\n  exit_time?: number;\n  exit_comment?: string;\n}\n\n/** Numeric `strategy.*` variables. */\nexport const STRATEGY_NUMBER_VARIABLES = [\n  'position_size',\n  'position_avg_price',\n  'equity',\n  'initial_capital',\n  'netprofit',\n  'netprofit_percent',\n  'openprofit',\n  'openprofit_percent',\n  'grossprofit',\n  'grossprofit_percent',\n  'grossloss',\n  'grossloss_percent',\n  'opentrades',\n  'closedtrades',\n  'wintrades',\n  'losstrades',\n  'eventrades',\n  'avg_trade',\n  'avg_trade_percent',\n  'avg_winning_trade',\n  'avg_winning_trade_percent',\n  'avg_losing_trade',\n  'avg_losing_trade_percent',\n  'max_drawdown',\n  'max_drawdown_percent',\n  'max_runup',\n  'max_runup_percent',\n  'max_contracts_held_all',\n  'max_contracts_held_long',\n  'max_contracts_held_short',\n  'margin_liquidation_price',\n] as const;\n\n/** Text `strategy.*` variables. */\nexport const STRATEGY_TEXT_VARIABLES = ['position_entry_name', 'account_currency'] as const;\n\nexport type StrategyNumberVariable = (typeof STRATEGY_NUMBER_VARIABLES)[number];\nexport type StrategyTextVariable = (typeof STRATEGY_TEXT_VARIABLES)[number];\nexport type StrategyVariable = StrategyNumberVariable | StrategyTextVariable;\n\n/**\n * The order engine the host supplies. OakScriptJS calls it in this order on each bar `i` of\n * `strategy.eachBar()`:\n *\n * 1. `processBar(i)`: fill the orders placed before bar `i` (at the open and inside the bar);\n * 2. the script runs at the close of bar `i`: order calls and variable reads;\n * 3. `processClose(i)`: after the script; with `process_orders_on_close`, fill the new market orders\n *    at the close.\n */\nexport interface StrategyEngine {\n  processBar(bar: number): void;\n  processClose(bar: number): void;\n  entry(id: string, direction: StrategyDirection, options: StrategyEntryOptions): void;\n  order(id: string, direction: StrategyDirection, options: StrategyEntryOptions): void;\n  exit(id: string, options: StrategyExitOptions): void;\n  close(id: string, options: StrategyCloseOptions): void;\n  close_all(options: StrategyCloseAllOptions): void;\n  cancel(id: string): void;\n  cancel_all(): void;\n  /** Current value of a `strategy.*` variable; undefined when the engine does not provide it. */\n  get(variable: StrategyVariable): number | string | undefined;\n  /** Open trade number `index` (0 = oldest); undefined when it does not exist. */\n  openTrade(index: number): StrategyTrade | undefined;\n  /** Closed trade number `index` (0 = oldest); undefined when it does not exist. */\n  closedTrade(index: number): StrategyTrade | undefined;\n  /** `strategy.risk.*` rules; optional. */\n  risk?(rule: StrategyRiskRule): void;\n  /** `strategy.default_entry_qty(fill_price)`; optional. */\n  defaultEntryQty?(fillPrice: number): number;\n}\n"],
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package/dist/esm/drawing/registry.d.ts

@@ -63,6 +63,8 @@ interface DrawingTypes {
 /** Default `max_lines_count`, `max_labels_count`, `max_boxes_count`, `max_polylines_count`. */
 export declare const DEFAULT_MAX_COUNT = 50;
 export type DrawingLimits = Partial<Record<Exclude<DrawingKind, 'linefill' | 'table'>, number>>;
+/** Kinds with a maximum count of their own. */
+type CountedKind = 'line' | 'label' | 'box' | 'polyline';
 /**
  * Marks an object as held by a `var` variable (PineScript `var line l = ...` or `l := line.new(...)` on a `var`
  * variable): the maximum count never deletes it, and it still counts. Returns the object.
@@ -92,6 +94,22 @@ export declare function varDrawing<T extends object>(initial?: T): DrawingVariab
 export declare const MAX_DRAWING_BARS_BACK = 10000;
 /** Largest distance, in bars, of a bar index after the last bar of the data (PineScript runtime error RE10020 above it). */
 export declare const MAX_DRAWING_BARS_FORWARD = 500;
+/** Kinds whose allowance on the last bar is the `P` they had when the bar started. */
+type AllowanceKind = 'line' | 'label' | 'box';
+/** State of the last bar (see the module notes). */
+interface LastBar {
+    bar: number;
+    /** The objects alive when the bar started (the objects of the bars before) */
+    old: Set<object>;
+    /** `P` of lines, labels and boxes when the bar started: their allowance for the whole bar */
+    allowance: Record<AllowanceKind, number>;
+    /** `P` of polylines when the bar started */
+    carried: number;
+    /** A polyline was created on this bar */
+    polyline: boolean;
+    /** Polylines of the bars before deleted on this bar (by the count or by the script) */
+    oldPolylinesGone: number;
+}
 /**
  * Tells the drawing functions which bar is being calculated (`bar_index`), so that a bar index more than 10,000
  * bars back throws as in PineScript; `null` turns the check off. `eachBar` of the script API calls it.
@@ -125,5 +143,24 @@ export declare function all<K extends DrawingKind>(kind: K): Array<DrawingTypes[
 export declare function resetDrawings(newLimits?: DrawingLimits): void;
 /** Changes the maximum counts without forgetting the objects (PineScript `indicator(max_*_count)`). */
 export declare function setDrawingLimits(newLimits: DrawingLimits): void;
+/** The registry state of a run, saved around a nested run (see {@link restoreDrawingState}). */
+export interface DrawingState {
+    live: {
+        [K in DrawingKind]: Array<DrawingTypes[K]>;
+    };
+    created: DrawingKind[];
+    held: WeakMap<object, number>;
+    releasedAt: WeakMap<object, number>;
+    heldAt: WeakMap<object, number>;
+    pending: Record<CountedKind, number>;
+    currentBar: number | null;
+    lastBarIndex: number | null;
+    lastBar: LastBar | null;
+    limits: Required<DrawingLimits>;
+}
+/** Saves the registry of the current run before a nested run (an intrabar run of a strategy). */
+export declare function saveDrawingState(): DrawingState;
+/** Puts back the registry saved by {@link saveDrawingState} after the nested run. */
+export declare function restoreDrawingState(s: DrawingState): void;
 export {};
 //# sourceMappingURL=registry.d.ts.map

package/dist/esm/drawing/registry.d.ts.map

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package/dist/esm/drawing/registry.js

@@ -358,4 +358,45 @@ export function resetDrawings(newLimits = {}) {
 export function setDrawingLimits(newLimits) {
     limits = { ...limits, ...Object.fromEntries(Object.entries(newLimits).filter(([, v]) => v !== undefined)) };
 }
+/** Saves the registry of the current run before a nested run (an intrabar run of a strategy). */
+export function saveDrawingState() {
+    return {
+        live: {
+            line: [...live.line],
+            label: [...live.label],
+            box: [...live.box],
+            polyline: [...live.polyline],
+            linefill: [...live.linefill],
+            table: [...live.table],
+        },
+        created: [...created],
+        held,
+        releasedAt,
+        heldAt,
+        pending: { ...pending },
+        currentBar,
+        lastBarIndex,
+        lastBar,
+        limits: { ...limits },
+    };
+}
+/** Puts back the registry saved by {@link saveDrawingState} after the nested run. */
+export function restoreDrawingState(s) {
+    for (const kind of Object.keys(live)) {
+        const list = live[kind];
+        list.length = 0;
+        list.push(...s.live[kind]);
+    }
+    created.clear();
+    for (const kind of s.created)
+        created.add(kind);
+    held = s.held;
+    releasedAt = s.releasedAt;
+    heldAt = s.heldAt;
+    pending = { ...s.pending };
+    currentBar = s.currentBar;
+    lastBarIndex = s.lastBarIndex;
+    lastBar = s.lastBar;
+    limits = { ...s.limits };
+}
 //# sourceMappingURL=registry.js.map

package/dist/esm/drawing/registry.js.map

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package/dist/esm/index.d.ts

@@ -65,7 +65,7 @@ export type * from './strategy/index.js';
 export { LightweightChartsAdapter } from './runtime/adapters/LightweightChartsAdapter.js';
 export type { LightweightSeriesDefinitions } from './runtime/adapters/LightweightChartsAdapter.js';
 export { SimpleInputAdapter } from './runtime/adapters/SimpleInputAdapter.js';
-export declare const VERSION = "0.12.2";
+export declare const VERSION = "0.12.3";
 /**
  * Library information
  */

package/dist/esm/index.js

@@ -79,7 +79,7 @@ export { STRATEGY_CONSTANTS, STRATEGY_DEFAULTS, STRATEGY_NUMBER_VARIABLES, STRAT
 export { LightweightChartsAdapter } from './runtime/adapters/LightweightChartsAdapter.js';
 export { SimpleInputAdapter } from './runtime/adapters/SimpleInputAdapter.js';
 // Version
-export const VERSION = '0.12.2';
+export const VERSION = '0.12.3';
 /**
  * Library information
  */

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

@@ -535,6 +535,10 @@ export declare function todegrees(radians: float): float;
 export declare function seededRandom(seed: int): (min?: float, max?: float) => float;
 /** Starts every seeded sequence of `math.random` again (called at the start of a script run). */
 export declare function resetRandom(): void;
+/** The random generators of the current run, saved around a nested run (see {@link restoreRandom}). */
+export declare function saveRandom(): Map<number, (min?: float, max?: float) => float>;
+/** Puts back the random generators saved by {@link saveRandom}. */
+export declare function restoreRandom(saved: Map<number, (min?: float, max?: float) => float>): void;
 /**
  * Returns a pseudo-random number.
  *

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

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package/dist/esm/math/index.js

@@ -542,6 +542,16 @@ const seeded = new Map();
 export function resetRandom() {
     seeded.clear();
 }
+/** The random generators of the current run, saved around a nested run (see {@link restoreRandom}). */
+export function saveRandom() {
+    return new Map(seeded);
+}
+/** Puts back the random generators saved by {@link saveRandom}. */
+export function restoreRandom(saved) {
+    seeded.clear();
+    for (const [k, v] of saved)
+        seeded.set(k, v);
+}
 /**
  * Returns a pseudo-random number.
  *

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

@@ -1 +1 @@
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package/dist/esm/runtime/types.d.ts

@@ -141,6 +141,12 @@ export interface PlotConfig {
      * drawn. Default true
      */
     editable?: boolean;
+    /**
+     * The colours the plot chooses from per bar when they are a fixed set (PineScript palette of a plot coloured by a
+     * condition): a user can change each of them, the points drawn with one take the new colour. Unset: `color` (one
+     * colour) or colours computed per bar
+     */
+    palette?: string[];
 }
 /**
  * Configuration of a PineScript `plotarrow()` declaration: an up arrow (below the bar) for a positive value, a down

package/dist/esm/runtime/types.d.ts.map

@@ -1 +1 @@
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package/dist/esm/script/index.d.ts

@@ -145,6 +145,24 @@ export interface StrategySetup {
 export interface ScriptOptions {
     /** Creates the order engine of a strategy script; called by strategy(). */
     strategyEngine?: (setup: StrategySetup) => StrategyEngine;
+    /**
+     * Records the strategy engine's answers of each bar and the `varip` values, for the intrabar runs of a strategy
+     * (see {@link executeIntrabar}). The host keeps one recorder for the main run of a backtest and its intrabar runs.
+     */
+    recorder?: StrategyRecorder;
+}
+/**
+ * Answers of the strategy engine recorded in the main run of a strategy, bar by bar, and its `varip` values: an
+ * intrabar run replays the bars before its bar from them (see {@link executeIntrabar}). Create one per backtest and
+ * pass it to the main run (`ScriptOptions.recorder`) and to every intrabar run.
+ */
+export declare class StrategyRecorder {
+    /** Per bar: the values the engine returned to the strategy.eachBar() callback (strategy.*, trades...), in order. */
+    readonly answers: unknown[][];
+    /** Per bar: the `varip` values when the bar's strategy.eachBar() callback started in the main run. */
+    readonly varipStarts: unknown[][];
+    /** Current `varip` values: kept through the intrabar runs (no rollback). */
+    readonly varip: unknown[];
 }
 /**
  * Runs a script body against `bars` with the given input overrides and
@@ -154,6 +172,40 @@ export interface ScriptOptions {
  * panels, workers and tests call it; scripts never do.
  */
 export declare function executeScript(body: () => void, barsInput: Bar[], inputs?: Record<string, unknown>, chart?: ChartContext, options?: ScriptOptions): ScriptRunResult;
+/** What {@link executeIntrabar} needs besides the script. */
+export interface IntrabarOptions {
+    /** The bar calculated inside the bar: `bars` ends with it, as it stands at the tick (close = the tick price). */
+    bar: number;
+    /** Bar index of the chart's last bar (the main run's last bar). */
+    lastBarIndex: number;
+    /** The strategy engine of the main run: the order calls and `strategy.*` reads of bar `bar` go to it. */
+    engine: StrategyEngine;
+    /** The recorder of the main run. */
+    recorder: StrategyRecorder;
+}
+/**
+ * Runs a strategy once more on a bar, inside the bar (PineScript `calc_on_order_fills` and calculations on the
+ * ticks of history bars): `bars` holds the bars up to that bar, the last one as it stands at the tick (its close is
+ * the tick price, its high and low the extremes reached so far). The script's values are calculated again on these
+ * bars, so its variables come back to their state at the start of the bar (PineScript rollback), except `varip`
+ * ones. In strategy.eachBar(), the bars before replay the engine's answers that the main run recorded (their
+ * order calls are dropped), and the bar itself calls `options.engine` without processBar / processClose (the host
+ * is filling its orders). That bar is a confirmed history bar (`barstate.isconfirmed`); `barstate.islast`, `last_bar_index` and
+ * `BarContext.n` keep the chart's last bar. Strategy risk rules are not declared again, and the outputs (plots,
+ * drawings) are dropped. Re-entrant: the host calls it inside the bar loop of the main run.
+ */
+export declare function executeIntrabar(body: () => void, bars: Bar[], inputs: Record<string, unknown>, chart: ChartContext, options: IntrabarOptions): void;
+/** A `varip` variable: `.value` reads and writes it. */
+export interface VaripVariable<T> {
+    value: T;
+}
+/**
+ * PineScript `varip`: a variable that keeps the changes made in the intrabar runs of a strategy (PineScript
+ * rollback leaves it alone). A plain `let` variable of the script comes back to its value at the start of the bar
+ * in each intrabar run; a `varip` one does not. Declare it once in the script body (outside the callbacks), in the
+ * same order on each run; read and write it in strategy.eachBar(). Without intrabar runs it is a plain variable.
+ */
+export declare function varip<T>(initial: T): VaripVariable<T>;
 export interface IndicatorOptions {
     shorttitle?: string;
     overlay?: boolean;
@@ -1176,7 +1228,6 @@ export declare const alert: typeof alertImpl & {
 export { Series, BarData, isNA as na, nz };
 export { STRATEGY_DEFAULTS } from '../strategy/index.js';
 export type { StrategyCloseAllOptions, StrategyCloseOptions, StrategyCommissionType, StrategyDirection, StrategyEngine, StrategyEntryOptions, StrategyExitOptions, StrategyNumberVariable, StrategyOcaType, StrategyOptions, StrategyProperties, StrategyQtyType, StrategyRiskDirection, StrategyRiskRule, StrategyRiskValueType, StrategyTextVariable, StrategyTrade, StrategyVariable, } from '../strategy/index.js';
-/** PineScript `math.*`; `math.round_to_mintick(x)` uses `syminfo.mintick` of the chart context. */
 export declare const math: {
     round_to_mintick: typeof mathCore.round_to_mintick;
     abs(value: Series): Series;