oakscriptjs 0.2.1 → 0.2.3

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 = "0.2.3";
 export declare const info: {
     name: string;
     version: string;

package/dist/index.js

@@ -197,22 +197,18 @@ function ema(source, length2) {
   const result = [];
   const len = Math.floor(length2);
   const multiplier = 2 / (len + 1);
-  let firstValidIndex = -1;
-  let validCount = 0;
   let initSum = 0;
-  for (let i = 0; i < source.length; i++) {
+  let validCount = 0;
+  for (let i = 0; i < len && i < source.length; i++) {
     const val = source[i];
     if (val !== void 0 && !isNaN(val)) {
       initSum += val;
       validCount++;
-      if (validCount === len) {
-        firstValidIndex = i;
-        break;
-      }
     }
   }
+  const firstValidIndex = len - 1;
   let emaValue = validCount > 0 ? initSum / validCount : NaN;
-  let emaInitialized = firstValidIndex >= 0;
+  let emaInitialized = validCount > 0 && source.length >= len;
   for (let i = 0; i < source.length; i++) {
     if (!emaInitialized || i < firstValidIndex) {
       result.push(NaN);
@@ -782,11 +778,15 @@ 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 +797,12 @@ 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);
       }
     }
   }
@@ -1148,7 +1147,7 @@ function tsi(source, shortLength, longLength) {
   const momentum = [];
   for (let i = 0; i < source.length; i++) {
     if (i === 0) {
-      momentum.push(0);
+      momentum.push(NaN);
     } else {
       momentum.push(source[i] - source[i - 1]);
     }
@@ -1554,12 +1553,30 @@ 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 +6731,7 @@ var SimpleInputAdapter = class {
 };
 
 // src/index.ts
-var VERSION = "0.2.1";
+var VERSION = "0.2.3";
 var info = {
   name: "OakScriptJS",
   version: VERSION,

package/dist/index.mjs

@@ -97,22 +97,18 @@ function ema(source, length2) {
   const result = [];
   const len = Math.floor(length2);
   const multiplier = 2 / (len + 1);
-  let firstValidIndex = -1;
-  let validCount = 0;
   let initSum = 0;
-  for (let i = 0; i < source.length; i++) {
+  let validCount = 0;
+  for (let i = 0; i < len && i < source.length; i++) {
     const val = source[i];
     if (val !== void 0 && !isNaN(val)) {
       initSum += val;
       validCount++;
-      if (validCount === len) {
-        firstValidIndex = i;
-        break;
-      }
     }
   }
+  const firstValidIndex = len - 1;
   let emaValue = validCount > 0 ? initSum / validCount : NaN;
-  let emaInitialized = firstValidIndex >= 0;
+  let emaInitialized = validCount > 0 && source.length >= len;
   for (let i = 0; i < source.length; i++) {
     if (!emaInitialized || i < firstValidIndex) {
       result.push(NaN);
@@ -682,11 +678,15 @@ 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 +697,12 @@ 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);
       }
     }
   }
@@ -1048,7 +1047,7 @@ function tsi(source, shortLength, longLength) {
   const momentum = [];
   for (let i = 0; i < source.length; i++) {
     if (i === 0) {
-      momentum.push(0);
+      momentum.push(NaN);
     } else {
       momentum.push(source[i] - source[i - 1]);
     }
@@ -1454,12 +1453,30 @@ 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 +6631,7 @@ var SimpleInputAdapter = class {
 };
 
 // src/index.ts
-var VERSION = "0.2.1";
+var VERSION = "0.2.3";
 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": "0.2.3",
   "type": "module",
   "description": "PineScript v6 compatible technical analysis library for JavaScript/TypeScript",
   "main": "dist/index.js",