oakscriptjs 0.2.1 → 0.2.2

package/dist/index.d.ts

@@ -33,7 +33,7 @@ export { input_int, input_float, input_bool, input_string, input_source, } from
 export type { OakScriptContext, ChartAdapter, InputAdapter, SeriesHandle, SeriesOptions, InputConfig, InputOptions, OhlcvData, PlotConfig, HLineConfig, FillConfig, } from './runtime/types';
 export { LightweightChartsAdapter } from './runtime/adapters/LightweightChartsAdapter';
 export { SimpleInputAdapter } from './runtime/adapters/SimpleInputAdapter';
-export declare const VERSION = "0.2.1";
+export declare const VERSION = "0.2.2";
 export declare const info: {
     name: string;
     version: string;

package/dist/index.js

@@ -782,11 +782,15 @@ function correlation(source1, source2, length2) {
 function percentrank(source, length2) {
   const result = [];
   for (let i = 0; i < source.length; i++) {
-    if (i < length2 - 1) {
+    if (i < length2) {
       result.push(NaN);
     } else {
+      if (isNaN(source[i])) {
+        result.push(NaN);
+        continue;
+      }
       let hasNaN = false;
-      for (let j = 0; j < length2; j++) {
+      for (let j = 1; j <= length2; j++) {
         if (isNaN(source[i - j])) {
           hasNaN = true;
           break;
@@ -797,13 +801,12 @@ function percentrank(source, length2) {
       } else {
         const currentValue = source[i];
         let countLessOrEqual = 0;
-        for (let j = 0; j < length2; j++) {
+        for (let j = 1; j <= length2; j++) {
           if (source[i - j] <= currentValue) {
             countLessOrEqual++;
           }
         }
-        const percentRank = (countLessOrEqual - 1) / (length2 - 1) * 100;
-        result.push(percentRank);
+        result.push(countLessOrEqual / length2 * 100);
       }
     }
   }
@@ -1554,12 +1557,30 @@ function rci(source, length2) {
     let sumSquaredDiff = 0;
     for (let j = 0; j < length2; j++) {
       const timeRank = j + 1;
-      const valueRank = ranks[j];
-      const diff2 = timeRank - valueRank;
+      const diff2 = ranks[j] - timeRank;
       sumSquaredDiff += diff2 * diff2;
     }
     const n = length2;
-    const rho = 1 - 6 * sumSquaredDiff / (n * (n * n - 1));
+    const base = (n * n * n - n) / 12;
+    let tieCorrection = 0;
+    for (let j = 0; j < sorted.length; ) {
+      let tieCount = 1;
+      while (j + tieCount < sorted.length && sorted[j].value === sorted[j + tieCount].value) {
+        tieCount++;
+      }
+      if (tieCount > 1) {
+        tieCorrection += (tieCount * tieCount * tieCount - tieCount) / 12;
+      }
+      j += tieCount;
+    }
+    const A = base - tieCorrection;
+    const B = base;
+    let rho;
+    if (A === 0 || B === 0) {
+      rho = 0;
+    } else {
+      rho = (A + B - sumSquaredDiff) / (2 * Math.sqrt(A * B));
+    }
     result.push(rho * 100);
   }
   return result;
@@ -6714,7 +6735,7 @@ var SimpleInputAdapter = class {
 };
 
 // src/index.ts
-var VERSION = "0.2.1";
+var VERSION = "0.2.2";
 var info = {
   name: "OakScriptJS",
   version: VERSION,

package/dist/index.mjs

@@ -682,11 +682,15 @@ function correlation(source1, source2, length2) {
 function percentrank(source, length2) {
   const result = [];
   for (let i = 0; i < source.length; i++) {
-    if (i < length2 - 1) {
+    if (i < length2) {
       result.push(NaN);
     } else {
+      if (isNaN(source[i])) {
+        result.push(NaN);
+        continue;
+      }
       let hasNaN = false;
-      for (let j = 0; j < length2; j++) {
+      for (let j = 1; j <= length2; j++) {
         if (isNaN(source[i - j])) {
           hasNaN = true;
           break;
@@ -697,13 +701,12 @@ function percentrank(source, length2) {
       } else {
         const currentValue = source[i];
         let countLessOrEqual = 0;
-        for (let j = 0; j < length2; j++) {
+        for (let j = 1; j <= length2; j++) {
           if (source[i - j] <= currentValue) {
             countLessOrEqual++;
           }
         }
-        const percentRank = (countLessOrEqual - 1) / (length2 - 1) * 100;
-        result.push(percentRank);
+        result.push(countLessOrEqual / length2 * 100);
       }
     }
   }
@@ -1454,12 +1457,30 @@ function rci(source, length2) {
     let sumSquaredDiff = 0;
     for (let j = 0; j < length2; j++) {
       const timeRank = j + 1;
-      const valueRank = ranks[j];
-      const diff2 = timeRank - valueRank;
+      const diff2 = ranks[j] - timeRank;
       sumSquaredDiff += diff2 * diff2;
     }
     const n = length2;
-    const rho = 1 - 6 * sumSquaredDiff / (n * (n * n - 1));
+    const base = (n * n * n - n) / 12;
+    let tieCorrection = 0;
+    for (let j = 0; j < sorted.length; ) {
+      let tieCount = 1;
+      while (j + tieCount < sorted.length && sorted[j].value === sorted[j + tieCount].value) {
+        tieCount++;
+      }
+      if (tieCount > 1) {
+        tieCorrection += (tieCount * tieCount * tieCount - tieCount) / 12;
+      }
+      j += tieCount;
+    }
+    const A = base - tieCorrection;
+    const B = base;
+    let rho;
+    if (A === 0 || B === 0) {
+      rho = 0;
+    } else {
+      rho = (A + B - sumSquaredDiff) / (2 * Math.sqrt(A * B));
+    }
     result.push(rho * 100);
   }
   return result;
@@ -6614,7 +6635,7 @@ var SimpleInputAdapter = class {
 };
 
 // src/index.ts
-var VERSION = "0.2.1";
+var VERSION = "0.2.2";
 var info = {
   name: "OakScriptJS",
   version: VERSION,

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

@@ -1 +1 @@
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package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "oakscriptjs",
-  "version": "0.2.1",
+  "version": "0.2.2",
   "type": "module",
   "description": "PineScript v6 compatible technical analysis library for JavaScript/TypeScript",
   "main": "dist/index.js",