npm - oakscriptjs - Versions diffs - 0.2.1 → 0.2.3 - Mend

oakscriptjs 0.2.1 → 0.2.3

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.

Files changed (5) hide show

package/dist/index.d.ts CHANGED Viewed

@@ -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 CHANGED Viewed

@@ -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 CHANGED Viewed

@@ -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 CHANGED Viewed

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

@@ -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",